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