-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, CJ2wiOLCKQGUH61QKCl1XfCu9GW78+VeaIsK+7g2ZeHFfL9eAR9qJbQPuaXVK0hk 77+lEbGsBpP3Goh02hFQFg== 0000950123-11-013444.txt : 20110214 0000950123-11-013444.hdr.sgml : 20110214 20110214132202 ACCESSION NUMBER: 0000950123-11-013444 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20101231 FILED AS OF DATE: 20110214 DATE AS OF CHANGE: 20110214 EFFECTIVENESS DATE: 20110214 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: 11604624 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 y89590de13fvhr.txt FORM 13F-HR 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, 2010 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: None available 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, 2011 - ------------------------------------ --------------------- ----------------- [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: 46* Form 13F Information Table Value Total: $359,284 ---------- (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. -1-
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ---------------------------- -------- --------- -------- ------------------- -------------- -------- ------------------- VOTING AUTHORITY NAME OF TITLE OF VALUE SH OR SH/ PUT/ INVESTMENT OTHER ------------------- ISSUER CLASS CUSIP (X$1000) PRN AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ---------------------------- -------- --------- -------- ---------- --- ---- -------------- -------- ---- --------- ---- AFLAC INC Common 001055102 13,724 243,200 SH Shared-Defined 1 243,200 ALLIANCEBERNSTEIN HOLDING LP Common 01881G106 10,853 465,200 SH Shared-Defined 1 465,200 AMERICAN CAP LTD Common 02503Y103 1,739 230,000 SH Shared-Defined 1 230,000 AMERICAN EQTY INVT LIFE HLD Common 025676206 590 47,000 SH Shared-Defined 1 47,000 AMERIPRISE FINL INC Common 03076C106 9,294 161,500 SH Shared-Defined 1 161,500 ARCH CAP GROUP LTD Common G0450A105 3,082 35,000 SH Shared-Defined 1 35,000 ARKANSAS BEST CORP DEL Common 040790107 3,905 142,400 SH Shared-Defined 1 142,400 ASHLAND INC NEW Common 044209104 9,445 185,700 SH Shared-Defined 1 185,700 BB&T CORP Common 054937107 19,785 752,583 SH Shared-Defined 1 752,583 CAPITAL ONE FINL CORP Common 14040H105 8,916 209,500 SH Shared-Defined 1 209,500 CHUBB CORP Option 171232901 7,455 125,000 Call Shared-Defined 1 125,000 DEERE & CO Common 244199105 11,693 140,800 SH Shared-Defined 1 140,800 DIGITAL RLTY TR INC Common 253868103 9,803 190,200 SH Shared-Defined 1 190,200 DISCOVER FINL SVCS Common 254709108 2,499 134,844 SH Shared-Defined 1 134,844 E TRADE FINANCIAL CORP Common 269246401 1,616 101,005 SH Shared-Defined 1 101,005 EAST WEST BANCORP INC Common 27579R104 2,033 104,000 SH Shared-Defined 1 104,000 EQUITY RESIDENTIAL Common 29476L107 2,016 38,800 SH Shared-Defined 1 38,800 ESSEX PPTY TR INC Common 297178105 8,007 70,100 SH Shared-Defined 1 70,100 FEDERAL REALTY INVT TR Common 313747206 14,713 188,800 SH Shared-Defined 1 188,800 GRAFTECH INTL LTD Common 384313102 2,420 122,000 SH Shared-Defined 1 122,000 HOST HOTELS & RESORTS INC Common 44107P104 7,675 429,500 SH Shared-Defined 1 429,500 HUNTINGTON BANCSHARES INC Common 446150104 6,026 877,087 SH Shared-Defined 1 877,087 ILLINOIS TOOL WKS INC Common 452308109 13,456 251,991 SH Shared-Defined 1 251,991 JANUS CAP GROUP INC Common 47102X105 17,500 1,349,246 SH Shared-Defined 1 1,349,246 JPMORGAN CHASE & CO Common 46625H100 10,987 259,000 SH Shared-Defined 1 259,000 KIMCO RLTY CORP Common 49446R109 7,517 416,700 SH Shared-Defined 1 416,700 LINCOLN NATL CORP IND Common 534187109 8,791 316,106 SH Shared-Defined 1 316,106 LPL INVT HLDGS INC Common 50213H100 3,091 85,000 SH Shared-Defined 1 85,000 MANULIFE FINL CORP Common 56501R106 10,971 638,600 SH Shared-Defined 1 638,600 MF GLOBAL HLDGS LTD Common 55277J108 1,860 222,500 SH Shared-Defined 1 222,500 NASDAQ OMX GROUP INC Common 631103108 6,776 285,795 SH Shared-Defined 1 285,795 PHH CORP Option 693320902 1,158 50,000 Call Shared-Defined 1 50,000 PHH CORP Common 693320202 3,936 170,000 SH Shared-Defined 1 170,000 PMI GROUP INC Common 69344M101 8,809 2,669,400 SH Shared-Defined 1 2,669,400 POPULAR INC Common 733174106 4,239 1,350,000 SH Shared-Defined 1 1,350,000 REINSURANCE GROUP AMER INC Common 759351604 6,270 116,740 SH Shared-Defined 1 116,740 RENAISSANCERE HOLDINGS LTD Common G7496G103 6,828 107,200 SH Shared-Defined 1 107,200 SCHWAB CHARLES CORP NEW Common 808513105 23,328 1,363,404 SH Shared-Defined 1 1,363,404 SELECT SECTOR SPDR TR Option 81369Y955 14,355 900,000 Put Shared-Defined 1 900,000 SLM CORP Common 78442P106 2,974 236,200 SH Shared-Defined 1 236,200 SPDR S&P 500 ETF TR Option 78462F953 12,578 100,000 Put Shared-Defined 1 100,000 SPDR SERIES TRUST Common 78464A698 7,062 267,000 SH Shared-Defined 1 267,000 SUNTRUST BKS INC Common 867914103 7,084 240,056 SH Shared-Defined 1 240,056 TAUBMAN CTRS INC Common 876664103 7,077 140,200 SH Shared-Defined 1 140,200 UNUM GROUP Common 91529Y106 9,441 389,800 SH Shared-Defined 1 389,800 WESTAMERICA BANCORPORATION Common 957090103 5,908 106,500 SH Shared-Defined 1 106,500
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