0001193125-12-355633.txt : 20120814
0001193125-12-355633.hdr.sgml : 20120814
20120814161724
ACCESSION NUMBER: 0001193125-12-355633
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20120630
FILED AS OF DATE: 20120814
DATE AS OF CHANGE: 20120814
EFFECTIVENESS DATE: 20120814
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: 121033137
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
d397045d13fhr.txt
FORM 13F
VIA EDGAR
August 14, 2012
Securities and Exchange Commission
450 Fifth Street, N.W.
Washington, D.C. 20549
Re: Parameter Capital Management, LLC
Ladies and Gentlemen:
On behalf of Parameter Capital Management, LLC, enclosed for filing with the
Securities and Exchange Commission pursuant to the requirements of
Section 13(f) of the Securities Exchange Act of 1934 and Rule 13f-1 thereunder,
please find the attached report on Form 13F for the reporting period ended
June 30, 2012.
These materials are being submitted electronically pursuant to Rule
101(a)(1)(iii) of Regulation S-T.
Should you have any questions regarding the enclosures, please contact the
undersigned at (203) 890-2094.
Very truly yours,
/s/ Peter Nussbaum
--------------------------
Peter Nussbaum
Enclosures
================================================================================
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 30, 2012
Check here if Amendment [_]; Amendment Number: __________________
This Amendment (Check only one): [_] is a restatement.
[_] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Parameter Capital Management, LLC
Address: 330 Madison Avenue, 6th Floor.
New York, New York 10017
Form 13F File Number: 28-14295
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Peter Nussbaum
Title: Authorized Person
Phone: 203-890-2094
Signature, Place, and Date of Signing:
/s/ Peter Nussbaum Stamford, Connecticut August 14, 2012
_______________________ ________________________ _______________________
[Signature] [City, State] [Date]
Report type (Check only one.):
[X] 13F HOLDINGS REPORT. (Check here if all holdings of this report manager are
reported in this report.)
[_] 13F NOTICE. (Check here if no holdings reported are in this report, and all
holding are reported by other reporting manager(s).)
[_] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this
reporting manager are reported in this report and a portion are reported by
other reporting manager(s).)
================================================================================
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 1
Form 13F Information Table Entry Total: 85*
Form 13F Information Table Value Total: $282,964
-----------
(thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.
No. Form 13F File Number Name
1 28-13297 S.A.C. Capital Advisors, L.P.
* 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.
NAME OF TITLE OF VALUE SH INVESTMENT OTHER VOTING AUTHORITY
ISSUER CLASS CUSIP (X$1000) OR PRN AMOUNT SH/PRN PUT/CALL DISCRETION MANAGERS SOLE SHARED NONE
3M CO Common 88579Y101 4,928 55,000 SH Shared-Defined 1 55,000
AFFILIATED
MANAGERS
GROUP Option 008252958 2,189 20,000 Put Shared-Defined 1 20,000
AGCO CORP Common 001084102 2,194 47,984 SH Shared-Defined 1 47,984
ALLSTATE
CORP Common 020002101 2,105 60,000 SH Shared-Defined 1 60,000
AMERICAN
INTL
GROUP INC Common 026874784 1,925 60,000 SH Shared-Defined 1 60,000
APARTMENT
INVT &
MGMT CO Common 03748R101 11,042 408,500 SH Shared-Defined 1 408,500
ASHLAND
INC NEW Common 044209104 2,079 30,000 SH Shared-Defined 1 30,000
ASSOCIATED
BANC
CORP Common 045487105 1,979 150,000 SH Shared-Defined 1 150,000
AVALONBAY
CMNTYS
INC Common 053484101 4,244 30,000 Call Shared-Defined 1 30,000
AXIS
CAPITAL
HOLDINGS
INV Common G0692U109 3,581 110,000 SH Shared-Defined 1 110,000
BANCO
BRADESCO
S A Common 059460303 2,082 140,000 Put Shared-Defined 1 140,000
BANK NOVA
SCOTIA
HALIFAX Common 064149107 1,296 25,000 SH Shared-Defined 1 25,000
BOEING CO Common 097023105 3,529 47,500 SH Shared-Defined 1 47,500
BOEING CO Option 097023905 3,715 50,000 Call Shared-Defined 1 50,000
BRE
PROPERTIES
INC Common 05564E106 2,001 40,000 SH Shared-Defined 1 40,000
CAPITAL
ONE FINL
CORP Common 14040H105 4,646 85,000 SH Shared-Defined 1 85,000
CARLISLE
COS INC Common 142339100 2,651 50,000 SH Shared-Defined 1 50,000
CATERPILLAR
INC DEL Common 149123101 3,396 40,000 SH Shared-Defined 1 40,000
CATERPILLAR
INC DEL Option 149123901 1,698 20,000 Call Shared-Defined 1 20,000
CBL & ASSOC
PPTYS INC Common 124830100 1,466 75,000 SH Shared-Defined 1 75,000
CHUBB CORP Common 171232101 2,330 32,000 SH Shared-Defined 1 32,000
CITIGROUP
INC Common 172967424 3,426 125,000 Call Shared-Defined 1 125,000
CME GROUP
INC Option 12572Q955 5,362 20,000 Put Shared-Defined 1 20,000
COMMERCE
BANCSHARES
INC Common 200525103 6,633 175,000 SH Shared-Defined 1 175,000
CON-WAY
INC Common 205944101 1,264 35,000 SH Shared-Defined 1 35,000
CYTEC INDS
INC Common 232820100 1,759 30,000 SH Shared-Defined 1 30,000
DCT
INDUSTRIAL
TRUST INC Common 233153105 2,835 450,000 SH Shared-Defined 1 450,000
DDR CORP Common 23317H102 5,344 365,000 SH Shared-Defined 1 365,000
DEERE & CO Common 244199105 6,065 75,000 SH Shared-Defined 1 75,000
DELTA AIR
LINES INC
DEL Common 247361702 1,862 170,000 SH Shared-Defined 1 170,000
DOVER CORP Common 260003108 2,949 55,000 SH Shared-Defined 1 55,000
EASTMAN
CHEM CO Common 277432100 2,015 40,000 SH Shared-Defined 1 40,000
EQUITY ONE Common 294752100 1,590 75,000 SH Shared-Defined 1 75,000
FIRST
HORIZON
NATL
CORP Common 320517105 1,127 130,300 SH Shared-Defined 1 130,300
FRANKLIN
RES INC Option 354613951 755 6,800 Put Shared-Defined 1 6,800
GARDNER
DENVER
INC Common 365558105 2,116 40,000 SH Shared-Defined 1 40,000
HIGHWOODS
PPTYS INC Common 431284108 2,019 60,000 SH Shared-Defined 1 60,000
HONEYWELL
INTL INC Common 438516106 1,117 20,000 SH Shared-Defined 1 20,000
HOST
HOTELS &
RESORTS
INC Common 44107P104 3,955 250,000 SH Shared-Defined 1 250,000
HUDSON
CITY
BANCORP Common 443683107 8,576 1,346,300 SH Shared-Defined 1 1,346,300
HUDSON
CITY
BANCORP Option 443683907 125 19,700 Call Shared-Defined 1 19,700
HUNTINGTON
BANCSHARES
INC Common 446150104 4,160 650,000 SH Shared-Defined 1 650,000
INVESCO
LTD Common G491BT108 2,825 125,000 SH Shared-Defined 1 125,000
INVESTMENT
TECHNOLOGY
GRP NE Common 46145F105 3,496 380,000 SH Shared-Defined 1 380,000
ISHARES TR Common 464287739 3,199 50,000 SH Shared-Defined 1 50,000
ISHARES TR Option 464287905 11,948 150,000 Call Shared-Defined 1 150,000
JOY GLOBAL
INC Common 481165108 1,418 25,000 SH Shared-Defined 1 25,000
KENNAMETAL
INC Common 489170100 2,553 77,000 SH Shared-Defined 1 77,000
KEYCORP
NEW Common 493267108 4,257 550,000 SH Shared-Defined 1 550,000
KIMCO RLTY
CORP Common 49446R109 5,709 300,000 SH Shared-Defined 1 300,000
KNIGHT
TRANSN
INC Common 499064103 1,279 80,000 SH Shared-Defined 1 80,000
LEAR CORP Common 521865204 1,887 50,000 SH Shared-Defined 1 50,000
LIBERTY
PPTY TR Common 531172104 1,474 40,000 SH Shared-Defined 1 40,000
LINCOLN
NATL
CORP IND Common 534187109 7,436 340,000 SH Shared-Defined 1 340,000
MACK CALI
RLTY CORP Common 554489104 2,180 75,000 SH Shared-Defined 1 75,000
MB
FINANCIAL
INC NEW Common 55264U108 4,308 200,000 SH Shared-Defined 1 200,000
METLIFE INC Common 59156R108 7,250 235,000 SH Shared-Defined 1 235,000
METLIFE INC Option 59156R908 1,543 50,000 Call Shared-Defined 1 50,000
MORGAN
STANLEY Common 617446448 2,480 170,000 SH Shared-Defined 1 170,000
NASDAQ
OMX
GROUP INC Common 631103108 1,814 80,000 SH Shared-Defined 1 80,000
NORTHERN
TR CORP Common 665859104 5,062 110,000 SH Shared-Defined 1 110,000
NORTHSTAR
RLTY FIN
CORP Common 66704R100 2,871 550,000 SH Shared-Defined 1 550,000
NYSE
EURONEXT Common 629491101 7,290 285,000 SH Shared-Defined 1 285,000
NAME OF TITLE OF VALUE SH INVESTMENT OTHER VOTING AUTHORITY
ISSUER CLASS CUSIP (X$1000) OR PRN AMOUNT SH/PRN PUT/CALL DISCRETION MANAGERS SOLE SHARED NONE
PPG INDS INC Common 693506107 3,184 30,000 SH Shared-Defined 1 30,000
PRECISION
CASTPARTS
CORP Common 740189105 4,935 30,000 SH Shared-Defined 1 30,000
PRIMERICA
INC Common 74164M108 1,337 50,000 SH Shared-Defined 1 50,000
PRUDENTIAL
FINL INC Common 744320102 5,812 120,000 SH Shared-Defined 1 120,000
RAYMOND
JAMES
FINANCIAL
INC Common 754730109 4,280 125,000 SH Shared-Defined 1 125,000
REGAL
BELOIT
CORP Common 758750103 1,245 20,000 SH Shared-Defined 1 20,000
ROCKWELL
AUTOMATION
INC Option 773903909 3,303 50,000 Call Shared-Defined 1 50,000
SELECT
SECTOR
SPDR TR Common 81369Y605 4,386 300,000 SH Shared-Defined 1 300,000
SL GREEN
RLTY CORP Common 78440X101 4,012 50,000 SH Shared-Defined 1 50,000
SPDR S&P 500
ETF TR Common 78462F103 5,451 40,000 SH Shared-Defined 1 40,000
SPDR SERIES
TRUST Option 78464A905 1,450 35,000 Call Shared-Defined 1 35,000
STATE STR
CORP Common 857477103 4,464 100,000 Call Shared-Defined 1 100,000
SUNTRUST
BKS INC Common 867914103 2,786 115,000 SH Shared-Defined 1 115,000
TAUBMAN
CTRS INC Common 876664103 6,559 85,000 SH Shared-Defined 1 85,000
TCF FINL
CORP Common 872275102 1,148 100,000 Call Shared-Defined 1 100,000
TD
AMERITRADE
HLDG
CORP Option 87236Y908 1,783 104,900 Call Shared-Defined 1 104,900
TEREX CORP
NEW Common 880779103 1,783 100,000 SH Shared-Defined 1 100,000
U S G CORP Common 903293405 2,096 110,000 SH Shared-Defined 1 110,000
UNITED
RENTALS
INC Common 911363109 2,570 75,500 SH Shared-Defined 1 75,500
VALIDUS
HOLDINGS
LTD Common G9319H102 3,876 121,000 SH Shared-Defined 1 121,000
WADDELL &
REED FINL
INC Option 930059900 1,172 38,700 Call Shared-Defined 1 38,700
WEBSTER
FINL CORP
CONN Common 947890109 2,927 135,125 Call Shared-Defined 1 135,125