0001140361-13-032811.txt : 20130814 0001140361-13-032811.hdr.sgml : 20130814 20130814174652 ACCESSION NUMBER: 0001140361-13-032811 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20130630 FILED AS OF DATE: 20130814 DATE AS OF CHANGE: 20130814 EFFECTIVENESS DATE: 20130814 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Parameter Capital Management LLC CENTRAL INDEX KEY: 0001512401 IRS NUMBER: 272480037 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-14295 FILM NUMBER: 131038888 BUSINESS ADDRESS: STREET 1: 330 MADISON AVENUE STREET 2: 6TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10017 BUSINESS PHONE: 2038902000 MAIL ADDRESS: STREET 1: 330 MADISON AVENUE STREET 2: 6TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10017 13F-HR 1 primary_doc.xml 13F-HR LIVE false true false 0001512401 XXXXXXXX 06-30-2013 06-30-2013 Parameter Capital Management LLC

330 MADISON AVENUE 6TH FLOOR NEW YORK NY 10017

13F HOLDINGS REPORT 028-14295 Y * Positions that are exempt from reporting under Special Instruction 9 to the Form 13F are excluded. However, positions that would not be exempt when aggregated with positions of the same security held by (i) the Other Included Managers or (ii) certain affiliates of the Reporting Manager which include the Reporting Manager as an Other Included Manager on their own Forms 13F, are listed herein. Peter Nussbaum 203-890-2094 Peter Nussbaum Stamford CT 08-14-2013 1 90 522700 false 1 0001451928 SAC Capital Advisors LP INFORMATION TABLE 2 form13fInfoTable.xml ACUITY BRANDS INC Common 00508Y102 4531 60000 SH DFND 1 0 60000 0 AFLAC INC Common 001055102 2906 50000 SH DFND 1 0 50000 0 AFLAC INC Option 001055902 5812 100000 SH Call DFND 1 0 100000 0 AGCO CORP Common 001084102 5119 102000 SH DFND 1 0 102000 0 AGCO CORP Option 001084902 2008 40000 SH Call DFND 1 0 40000 0 ALLSTATE CORP Common 020002101 4812 100000 SH DFND 1 0 100000 0 AMERICAN EQTY INVT LIFE HLD Common 025676206 4710 300000 SH DFND 1 0 300000 0 AMERICAN EXPRESS CO Common 025816109 2990 40000 SH DFND 1 0 40000 0 AMERICAN INTL GROUP INC Option 026874954 5811 130000 SH Put DFND 1 0 130000 0 AMETEK INC NEW Common 031100100 2750 65000 SH DFND 1 0 65000 0 ANIXTER INTL INC Common 035290105 2274 30000 SH DFND 1 0 30000 0 AXIALL CORP Common 05463D100 1065 25000 SH DFND 1 0 25000 0 AXIS CAPITAL HOLDINGS LTD Common G0692U109 2747 60000 SH DFND 1 0 60000 0 BANK OF AMERICA CORPORATION Option 060505954 10288 800000 SH Put DFND 1 0 800000 0 BERKSHIRE HATHAWAY INC DEL Option 084670952 5036 45000 SH Put DFND 1 0 45000 0 CHEMTURA CORP Common 163893209 2335 115000 SH DFND 1 0 115000 0 CHUBB CORP Common 171232101 4233 50000 SH DFND 1 0 50000 0 CITIGROUP INC Common 172967424 2399 50000 SH DFND 1 0 50000 0 CITIGROUP INC Option 172967904 2399 50000 SH Call DFND 1 0 50000 0 CITY NATL CORP Common 178566105 7921 125000 SH DFND 1 0 125000 0 CME GROUP INC Option 12572Q955 6838 90000 SH Put DFND 1 0 90000 0 CON-WAY INC Common 205944101 1558 40000 SH DFND 1 0 40000 0 CYTEC INDS INC Common 232820100 11354 155000 SH DFND 1 0 155000 0 DANAHER CORP DEL Common 235851102 3165 50000 SH DFND 1 0 50000 0 DEERE & CO Option 244199905 4063 50000 SH Call DFND 1 0 50000 0 DEUTSCHE BANK AG Option D18190958 2937 70000 SH Put DFND 1 0 70000 0 DISCOVER FINL SVCS Option 254709908 8337 175000 SH Call DFND 1 0 175000 0 EATON CORP PLC Option G29183953 1974 30000 SH Put DFND 1 0 30000 0 EVEREST RE GROUP LTD Common G3223R108 4233 33000 SH DFND 1 0 33000 0 FEDEX CORP Option 31428X906 11830 120000 SH Call DFND 1 0 120000 0 FEDEX CORP Common 31428X106 2465 25000 SH DFND 1 0 25000 0 FIRST HORIZON NATL CORP Common 320517105 4256 380000 SH DFND 1 0 380000 0 FIRST NIAGARA FINL GP INC Common 33582V108 8056 800000 SH DFND 1 0 800000 0 FRANKLIN RES INC Common 354613101 10610 78000 SH DFND 1 0 78000 0 GENERAL MTRS CO Common 37045V100 3164 95000 SH DFND 1 0 95000 0 GLACIER BANCORP INC NEW Common 37637Q105 1110 50000 SH DFND 1 0 50000 0 GOLDMAN SACHS GROUP INC Option 38141G954 4538 30000 SH Put DFND 1 0 30000 0 GREENBRIER COS INC Common 393657101 1340 55000 SH DFND 1 0 55000 0 HEARTLAND PMT SYS INC Common 42235N108 7450 200000 SH DFND 1 0 200000 0 HILLTOP HOLDINGS INC Common 432748101 5740 350000 SH DFND 1 0 350000 0 HUBBELL INC Common 443510201 3465 35000 SH DFND 1 0 35000 0 INTERCONTINENTALEXCHANGE INC Option 45865V950 1778 10000 SH Put DFND 1 0 10000 0 INVESCO LTD Common G491BT108 3816 120000 SH DFND 1 0 120000 0 ISHARES TR Option 464287909 7303 110000 SH Call DFND 1 0 110000 0 ISHARES TR Option 464287955 17489 180000 SH Put DFND 1 0 180000 0 JANUS CAP GROUP INC Common 47102X105 6978 820000 SH DFND 1 0 820000 0 JOY GLOBAL INC Common 481165108 2669 55000 SH DFND 1 0 55000 0 JOY GLOBAL INC Option 481165908 2427 50000 SH Call DFND 1 0 50000 0 JPMORGAN CHASE & CO Common 46625H100 7919 150000 SH DFND 1 0 150000 0 JPMORGAN CHASE & CO Option 46625H900 7919 150000 SH Call DFND 1 0 150000 0 KEYCORP NEW Common 493267108 5520 500000 SH DFND 1 0 500000 0 KIRBY CORP Common 497266106 6546 82301 SH DFND 1 0 82301 0 KNIGHT CAP GROUP INC Common 499005106 4930 1373220 SH DFND 1 0 1373220 0 LEGG MASON INC Common 524901105 7753 250000 SH DFND 1 0 250000 0 LENNOX INTL INC Common 526107107 5163 80000 SH DFND 1 0 80000 0 LINCOLN NATL CORP IND Common 534187109 14588 400000 SH DFND 1 0 400000 0 LINCOLN NATL CORP IND Option 534187909 14588 400000 SH Call DFND 1 0 400000 0 M & T BK CORP Common 55261F104 1676 15000 SH DFND 1 0 15000 0 MARTIN MARIETTA MATLS INC Common 573284106 3395 34500 SH DFND 1 0 34500 0 METLIFE INC Common 59156R108 2288 50000 SH DFND 1 0 50000 0 NATIONSTAR MTG HLDGS INC Common 63861C109 4118 110000 SH DFND 1 0 110000 0 NATIONSTAR MTG HLDGS INC Option 63861C959 1872 50000 SH Put DFND 1 0 50000 0 PENTAIR LTD Common H6169Q108 5192 90000 SH DFND 1 0 90000 0 PIPER JAFFRAY COS Common 724078100 7428 235000 SH DFND 1 0 235000 0 POLYONE CORP Common 73179P106 1735 70000 SH DFND 1 0 70000 0 PRECISION CASTPARTS CORP Common 740189105 3390 15000 SH DFND 1 0 15000 0 PRIVATEBANCORP INC Common 742962103 3182 150000 SH DFND 1 0 150000 0 PRUDENTIAL FINL INC Option 744320952 7303 100000 SH Put DFND 1 0 100000 0 PRUDENTIAL FINL INC Common 744320102 10589 145000 SH DFND 1 0 145000 0 RAYMOND JAMES FINANCIAL INC Common 754730109 5802 135000 SH DFND 1 0 135000 0 REDWOOD TR INC Common 758075402 2550 150000 SH DFND 1 0 150000 0 REINSURANCE GROUP AMER INC Common 759351604 8984 130000 SH DFND 1 0 130000 0 RESOURCE CAP CORP Common 76120W302 9225 1500000 SH DFND 1 0 1500000 0 SELECT SECTOR SPDR TR Option 81369Y955 20465 1050000 SH Put DFND 1 0 1050000 0 SMITH A O Common 831865209 2311 63700 SH DFND 1 0 63700 0 SPDR S&P 500 ETF TR Option 78462F953 40003 250000 SH Put DFND 1 0 250000 0 STATE STR CORP Option 857477953 2608 40000 SH Put DFND 1 0 40000 0 TCF FINL CORP Common 872275102 7374 520000 SH DFND 1 0 520000 0 TIMKEN CO Common 887389104 1688 30000 SH DFND 1 0 30000 0 U S G CORP Common 903293405 1109 48100 SH DFND 1 0 48100 0 UNION PAC CORP Option 907818958 5400 35000 SH Put DFND 1 0 35000 0 UNITED TECHNOLOGIES CORP Common 913017109 6506 70000 SH DFND 1 0 70000 0 UNUM GROUP Common 91529Y106 5874 200000 SH DFND 1 0 200000 0 US BANCORP DEL Common 902973304 12653 350000 SH DFND 1 0 350000 0 VALIDUS HOLDINGS LTD Option G9319H952 618 17100 SH Put DFND 1 0 17100 0 VALIDUS HOLDINGS LTD Common G9319H102 9572 265000 SH DFND 1 0 265000 0 VISTEON CORP Common 92839U206 3787 60000 SH DFND 1 0 60000 0 WABTEC CORP Common 929740108 1683 31500 SH DFND 1 0 31500 0 WATSCO INC Common 942622200 3358 40000 SH DFND 1 0 40000 0 WEBSTER FINL CORP CONN Common 947890109 10947 426300 SH DFND 1 0 426300 0