13F-HR 1 d487145d13fhr.txt 13F-HR VIA EDGAR February 14, 2013 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 December 31, 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, 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: December 31, 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, 6/th/ 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 February 14, 2013 ------------------------ -------------------------- ------------------------ [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: 89* Form 13F Information Table Value Total: $350,531 (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.
Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8 Title of Value SH or PRN Investment Other Voting Authority Name of Issuer Class CUSIP (x$1000) Amount SH/PRN Put / Call Discretion Manager Sole Shared None AERCAP HOLDINGS NV Common N00985106 2,675 195,000 SH Shared-Defined 1 195,000 AFLAC INC Option 001055902 3,984 75,000 Call Shared-Defined 1 75,000 AGCO CORP Common 001084102 1,965 40,000 SH Shared-Defined 1 40,000 AIR PRODS & CHEMS INC Common 009158106 4,201 50,000 SH Shared-Defined 1 50,000 ALBEMARLE CORP Common 012653101 2,795 45,000 SH Shared-Defined 1 45,000 ALLSTATE CORP Common 020002101 13,256 330,000 SH Shared-Defined 1 330,000 AMERICAN EXPRESS CO Common 025816109 4,024 70,000 SH Shared-Defined 1 70,000 APARTMENT INVT & MGMT CO Common 03748R101 2,841 105,000 SH Shared-Defined 1 105,000 ASHLAND INC NEW Common 044209104 2,549 31,700 SH Shared-Defined 1 31,700 ASTORIA FINL CORP Common 046265104 2,808 300,000 SH Shared-Defined 1 300,000 AUTOLIV INC Common 052800109 1,348 20,000 SH Shared-Defined 1 20,000 AXIS CAPITAL HOLDINGS INV Common G0692U109 5,778 166,800 SH Shared-Defined 1 166,800 BANK OF AMERICA CORPORATION Option 060505954 2,320 200,000 Put Shared-Defined 1 200,000 BB&T CORP Common 054937107 9,170 315,000 SH Shared-Defined 1 315,000 BRANDYWINE RLTY TR Common 105368203 1,219 100,000 SH Shared-Defined 1 100,000 BRE PROPERTIES INC Common 05564E106 2,033 40,000 SH Shared-Defined 1 40,000 CAI INTERNATIONAL INC Common 12477X106 1,646 75,000 SH Shared-Defined 1 75,000 CAPITAL ONE FINL CORP Common 14040H105 2,897 50,000 SH Shared-Defined 1 50,000 CATERPILLAR INC DEL Common 149123101 2,687 30,000 SH Shared-Defined 1 30,000 CELANESE CORP DEL Common 150870103 3,117 70,000 SH Shared-Defined 1 70,000 CITIGROUP INC Common 172967424 1,582 40,000 SH Shared-Defined 1 40,000 COMERICA INC Common 200340107 1,972 65,000 SH Shared-Defined 1 65,000 COMMERCE BANCSHARES INC Common 200525103 5,259 150,000 SH Shared-Defined 1 150,000 CON-WAY INC Common 205944101 1,669 60,000 SH Shared-Defined 1 60,000 CYTEC INDS INC Common 232820100 4,130 60,000 SH Shared-Defined 1 60,000 DCT INDUSTRIAL TRUST INC Common 233153105 1,947 300,000 SH Shared-Defined 1 300,000 DDR CORP Common 23317H102 1,566 100,000 SH Shared-Defined 1 100,000 DOVER CORP Common 260003108 5,585 85,000 SH Shared-Defined 1 85,000 DU PONT E I DE NEMOURS & CO Common 263534109 2,249 50,000 SH Shared-Defined 1 50,000 DUFF & PHELPS CORP NEW Common 26433B107 7,341 470,000 SH Shared-Defined 1 470,000 EMERSON ELEC CO Common 291011104 2,383 45,000 SH Shared-Defined 1 45,000 EVEREST RE GROUP LTD Common G3223R108 2,199 20,000 SH Shared-Defined 1 20,000 F M C CORP Common 302491303 4,096 70,000 SH Shared-Defined 1 70,000 FEDERATED INVS INC PA Common 314211103 5,476 270,700 SH Shared-Defined 1 270,700 FIFTH THIRD BANCORP Common 316773100 3,418 225,000 SH Shared-Defined 1 225,000 FIRST HORIZON NATL CORP Common 320517105 2,478 250,000 SH Shared-Defined 1 250,000 FIRST NIAGARA FINL GP INC Common 33582V108 1,427 180,000 SH Shared-Defined 1 180,000 FIRSTMERIT CORP Common 337915102 1,419 100,000 SH Shared-Defined 1 100,000 FORD MTR CO DEL Common 345370860 1,295 100,000 SH Shared-Defined 1 100,000 GENERAL ELECTRIC CO Common 369604103 1,889 90,000 SH Shared-Defined 1 90,000 GEORGIA GULF CORP Common 373200302 2,477 60,000 SH Shared-Defined 1 60,000 GLOBAL CASH ACCESS HLDGS INC Common 378967103 1,247 159,000 SH Shared-Defined 1 159,000 GRAINGER W W INC Common 384802104 4,655 23,000 SH Shared-Defined 1 23,000 HARSCO CORP Common 415864107 251 10,700 SH Shared-Defined 1 10,700 HCP INC Common 40414L109 1,807 40,000 SH Shared-Defined 1 40,000 HONEYWELL INTL INC Common 438516106 6,030 95,000 SH Shared-Defined 1 95,000 HOST HOTELS & RESORTS INC Common 44107P104 2,194 140,000 SH Shared-Defined 1 140,000 HUDSON CITY BANCORP Common 443683107 4,472 550,000 SH Shared-Defined 1 550,000
Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8 Title of Value SH or PRN Investment Other Voting Authority Name of Issuer Class CUSIP (x$1000) Amount SH/PRN Put / Call Discretion Manager Sole Shared None ILLINOIS TOOL WKS INC Common 452308109 2,736 45,000 SH Shared-Defined 1 45,000 INTERCONTINENTALEXCHANGE INC Common 45865V100 4,952 40,000 SH Shared-Defined 1 40,000 INVESCO LTD Common G491BT108 3,914 150,000 SH Shared-Defined 1 150,000 INVESTMENT TECHNOLOGY GRP NE Common 46145F105 5,850 650,000 SH Shared-Defined 1 650,000 JOY GLOBAL INC Common 481165108 1,595 25,000 SH Shared-Defined 1 25,000 JPMORGAN CHASE & CO Common 46625H100 6,156 140,000 SH Shared-Defined 1 140,000 KIMCO RLTY CORP Common 49446R109 1,932 100,000 SH Shared-Defined 1 100,000 LIBERTY PPTY TR Common 531172104 1,431 40,000 SH Shared-Defined 1 40,000 LINCOLN NATL CORP IND Common 534187109 12,173 470,000 SH Shared-Defined 1 470,000 LINCOLN NATL CORP IND Option 534187909 15,540 600,000 Call Shared-Defined 1 600,000 MARSH & MCLENNAN COS INC Common 571748102 5,067 147,000 SH Shared-Defined 1 147,000 MB FINANCIAL INC NEW Common 55264U108 3,753 190,000 SH Shared-Defined 1 190,000 METLIFE INC Option 59156R908 4,941 150,000 Call Shared-Defined 1 150,000 NASDAQ OMX GROUP INC Common 631103108 12,005 480,000 SH Shared-Defined 1 480,000 NASDAQ OMX GROUP INC Option 631103908 2,501 100,000 Call Shared-Defined 1 100,000 NATIONAL FINL PARTNERS CORP Common 63607P208 1,714 100,000 SH Shared-Defined 1 100,000 NORTHERN TR CORP Common 665859104 5,016 100,000 SH Shared-Defined 1 100,000 PENTAIR LTD Common H6169Q108 2,949 60,000 SH Shared-Defined 1 60,000 PNC FINL SVCS GROUP INC Common 693475105 4,082 70,000 SH Shared-Defined 1 70,000 PNC FINL SVCS GROUP INC Option 693475905 8,747 150,000 Call Shared-Defined 1 150,000 PRIVATEBANCORP INC Common 742962103 3,524 230,000 SH Shared-Defined 1 230,000 PRUDENTIAL FINL INC Common 744320102 9,333 175,000 SH Shared-Defined 1 175,000 PRUDENTIAL FINL INC Option 744320902 3,733 70,000 Call Shared-Defined 1 70,000 RAYMOND JAMES FINANCIAL INC Common 754730109 3,082 80,000 SH Shared-Defined 1 80,000 ROCKWELL AUTOMATION INC Option 773903909 1,680 20,000 Call Shared-Defined 1 20,000 SCHWAB CHARLES CORP NEW Common 808513105 1,580 110,000 SH Shared-Defined 1 110,000 SPDR S&P 500 ETF TR Option 78462F953 12,827 90,000 Put Shared-Defined 1 90,000 STATE STR CORP Common 857477103 6,581 140,000 SH Shared-Defined 1 140,000 SUNTRUST BKS INC Common 867914103 4,253 150,000 SH Shared-Defined 1 150,000 TCF FINL CORP Common 872275102 3,281 270,000 SH Shared-Defined 1 270,000 TEREX CORP NEW Common 880779103 984 35,000 SH Shared-Defined 1 35,000 TIMKEN CO Common 887389104 1,674 35,000 SH Shared-Defined 1 35,000 TITAN INTL INC ILL Common 88830M102 2,913 134,100 SH Shared-Defined 1 134,100 UNITED PARCEL SERVICE INC Common 911312106 2,949 40,000 SH Shared-Defined 1 40,000 UNITED TECHNOLOGIES CORP Common 913017109 4,109 50,100 SH Shared-Defined 1 50,100 UNUM GROUP Common 91529Y106 3,331 160,000 SH Shared-Defined 1 160,000 VALIDUS HOLDINGS LTD Common G9319H102 6,743 195,000 SH Shared-Defined 1 195,000 WEBSTER FINL CORP CONN Common 947890109 3,853 187,500 SH Shared-Defined 1 187,500 WERNER ENTERPRISES INC Common 950755108 2,167 100,000 SH Shared-Defined 1 100,000 WESCO INTL INC Common 95082P105 4,046 60,000 SH Shared-Defined 1 60,000 XL GROUP PLC Common G98290102 5,012 200,000 SH Shared-Defined 1 200,000