13F-HR filed by Parameter Capital Management LLC
Parameter Capital Management LLC filed this 13F-HR for the quarter ended 2013-06-30, filed 2013-08-14, with 90 holding rows worth $522,700,000.
- Accession
- 0001140361-13-032811
- Filer
- CIK 1512401
- Filed
- 2013-08-14
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q2 2013
A holdings report, 90 entries on the cover page, a total value of $522,700,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $522,700,000 with VALUE read as thousands by filing date, 13F file number 028-14295. The quarter's positions are built on this report. The resolved quarter.
Other managers
- included managerSAC Capital Advisors LP
The information table after summing rows of one CUSIP and put or call (H4), with the CUSIP and issuer name as filed. Values in dollars after the unit check (method).
| Issuer as filed | CUSIP | Class | Amount | Value | Value read as | Type |
|---|---|---|---|---|---|---|
| SPDR S&P 500 ETF TR | 78462F953 | PUT | 250,000 | $40,003,000 | thousands by filing date | put |
| XLF 260717P00050000 | 81369y955 | PUT | 1,050,000 | $20,465,000 | thousands by filing date | put |
| ISHARES TR | 464287955 | PUT | 180,000 | $17,489,000 | thousands by filing date | put |
| LINCOLN NATL CORP IND COM | 534187109 | Stock | 400,000 | $14,588,000 | thousands by filing date | |
| LINCOLN NATL CORP IND | 534187909 | CALL | 400,000 | $14,588,000 | thousands by filing date | call |
| USBANCORPDEL | 902973304 | COM NEW | 350,000 | $12,653,000 | thousands by filing date | |
| FEDEX CORP | 31428X906 | CALL | 120,000 | $11,830,000 | thousands by filing date | call |
| CYTEC INDS INC | 232820100 | COM | 155,000 | $11,354,000 | thousands by filing date | |
| WEBSTER FINL CORP | 947890109 | COM | 426,300 | $10,947,000 | thousands by filing date | |
| FRANKLIN RESOURCES INC COM | 354613101 | Stock | 78,000 | $10,610,000 | thousands by filing date | |
| PRUDENTIAL FINL INC COM | 744320102 | Stock | 145,000 | $10,589,000 | thousands by filing date | |
| BANK OF AMER CORP | 060505954 | PUT | 800,000 | $10,288,000 | thousands by filing date | put |
| VALIDUS HOLDINGS LTD | G9319H102 | COM SHS | 265,000 | $9,572,000 | thousands by filing date | |
| RESOURCE CAP CORP REIT | 76120W302 | COM | 1,500,000 | $9,225,000 | thousands by filing date | |
| REINSURANCE GROUP AMER INC COM NEW | 759351604 | Stock | 130,000 | $8,984,000 | thousands by filing date | |
| DISCOVER FINANCIAL SERVICES | 254709908 | COM | 175,000 | $8,337,000 | thousands by filing date | call |
| FIRST NIAGARA FINANCIAL GROUP | 33582V108 | COM | 800,000 | $8,056,000 | thousands by filing date | |
| CITY NATL CORP | 178566105 | COM | 125,000 | $7,921,000 | thousands by filing date | |
| JPMorgan Chase & Co | 46625H100 | COM | 150,000 | $7,919,000 | thousands by filing date | |
| JPMORGAN CHASE & CO | 46625H900 | CALL | 150,000 | $7,919,000 | thousands by filing date | call |
| Lincoln National Corporat | 524901105 | COM | 250,000 | $7,753,000 | thousands by filing date | |
| HEARTLAND PMT SYS INC | 42235N108 | COM | 200,000 | $7,450,000 | thousands by filing date | |
| PIPER SANDLER COMPANIES | 724078100 | COM | 235,000 | $7,428,000 | thousands by filing date | |
| TCF FINL CORP | 872275102 | COM | 520,000 | $7,374,000 | thousands by filing date | |
| ISHARES TR | 464287909 | CALL | 110,000 | $7,303,000 | thousands by filing date | call |
| PRUDENTIAL FINL INC | 744320952 | COM | 100,000 | $7,303,000 | thousands by filing date | put |
| JANUS CAPITAL GROUP INC | 47102X105 | COMMON STOCK | 820,000 | $6,978,000 | thousands by filing date | |
| CME GROUP INC | 12572Q955 | PUT | 90,000 | $6,838,000 | thousands by filing date | put |
| KIRBY CORP | 497266106 | COM | 82,301 | $6,546,000 | thousands by filing date | |
| UNITED TECHNOLOGIES CORP | 913017109 | COM | 70,000 | $6,506,000 | thousands by filing date | |
| UNUM GROUP COM | 91529Y106 | Stock | 200,000 | $5,874,000 | thousands by filing date | |
| AFLAC INC | 001055902 | COM | 100,000 | $5,812,000 | thousands by filing date | call |
| AMERICAN INTL GROUP INC | 026874954 | COM NEW | 130,000 | $5,811,000 | thousands by filing date | put |
| RAYMOND JAMES FINL INC COM | 754730109 | Stock | 135,000 | $5,802,000 | thousands by filing date | |
| HILLTOP HLDGS INC | 432748101 | COM | 350,000 | $5,740,000 | thousands by filing date | |
| KEYCORP COM | 493267108 | Stock | 500,000 | $5,520,000 | thousands by filing date | |
| UNION PAC CORP | 907818958 | COM | 35,000 | $5,400,000 | thousands by filing date | put |
| Pentair Inc | H6169Q108 | PNR | 90,000 | $5,192,000 | thousands by filing date | |
| LENNOX INTL INC COM | 526107107 | Stock | 80,000 | $5,163,000 | thousands by filing date | |
| AGCO CORP | 001084102 | COM | 102,000 | $5,119,000 | thousands by filing date | |
| BERKSHIRE HATHAWAY INC DEL | 084670952 | PUT | 45,000 | $5,036,000 | thousands by filing date | put |
| KNIGHT CAP GROUP INC CL A | 499005106 | COM | 1,373,220 | $4,930,000 | thousands by filing date | |
| ALLSTATE CORP COM | 020002101 | Stock | 100,000 | $4,812,000 | thousands by filing date | |
| AMERICAN EQUITY INVT LIFE | 025676206 | COMMON STOCK | 300,000 | $4,710,000 | thousands by filing date | |
| GOLDMAN SACHS GROUP INC | 38141G954 | Option | 30,000 | $4,538,000 | thousands by filing date | put |
| ACUITY INC COM | 00508Y102 | Stock | 60,000 | $4,531,000 | thousands by filing date | |
| First Horizon Corporation | 320517105 | Common Capital Stock, par value $0.625 per share | 380,000 | $4,256,000 | thousands by filing date | |
| EVEREST GROUP LTD COM | G3223R108 | Stock | 33,000 | $4,233,000 | thousands by filing date | |
| Chubb Corporation | 171232101 | Equity | 50,000 | $4,233,000 | thousands by filing date | |
| NATIONSTAR MORTGAGE HOLDINGS | 63861C109 | COMMON STOCK | 110,000 | $4,118,000 | thousands by filing date | |
| DEERE & CO | 244199905 | CALL | 50,000 | $4,063,000 | thousands by filing date | call |
| INVESCO LTD SHS | G491BT108 | Stock | 120,000 | $3,816,000 | thousands by filing date | |
| VISTEON CORP | 92839U206 | COM NEW | 60,000 | $3,787,000 | thousands by filing date | |
| Hubbell Inc Class B | 443510201 | COM | 35,000 | $3,465,000 | thousands by filing date | |
| MARTIN MARIETTA MATLS INC COM | 573284106 | Stock | 34,500 | $3,395,000 | thousands by filing date | |
| PRECISION CASTPARTS CORP | 740189105 | COM | 15,000 | $3,390,000 | thousands by filing date | |
| WATSCO INC COM | 942622200 | Stock | 40,000 | $3,358,000 | thousands by filing date | |
| PRIVATEBANCORP INC | 742962103 | COM | 150,000 | $3,182,000 | thousands by filing date | |
| Danaher Corporation | 235851102 | COM | 50,000 | $3,165,000 | thousands by filing date | |
| GENERAL MTRS CO COM | 37045V100 | Stock | 95,000 | $3,164,000 | thousands by filing date | |
| American Express Company | 025816109 | COM | 40,000 | $2,990,000 | thousands by filing date | |
| DEUTSCHE BK AG | D18190958 | NAMEN AKT | 70,000 | $2,937,000 | thousands by filing date | put |
| AFLAC INC COM | 001055102 | Stock | 50,000 | $2,906,000 | thousands by filing date | |
| AMETEK INC COM | 031100100 | Stock | 65,000 | $2,750,000 | thousands by filing date | |
| AXIS CAP HLDGS LTD SHS | G0692U109 | Stock | 60,000 | $2,747,000 | thousands by filing date | |
| JOY GLOBAL INC | 481165108 | COM | 55,000 | $2,669,000 | thousands by filing date | |
| STATE STR CORP | 857477953 | COM | 40,000 | $2,608,000 | thousands by filing date | put |
| REDWOOD TRUST INC | 758075402 | COM | 150,000 | $2,550,000 | thousands by filing date | |
| FEDEX CORP COM | 31428X106 | Stock | 25,000 | $2,465,000 | thousands by filing date | |
| JOY GLOBAL INC | 481165908 | COM | 50,000 | $2,427,000 | thousands by filing date | call |
| Citigroup Inc. | 172967424 | COM | 50,000 | $2,399,000 | thousands by filing date | |
| CITIGROUP INC | 172967904 | CALL | 50,000 | $2,399,000 | thousands by filing date | call |
| CHEMTURA CORP | 163893209 | COM NEW | 115,000 | $2,335,000 | thousands by filing date | |
| SMITH A O CORP COM | 831865209 | Stock | 63,700 | $2,311,000 | thousands by filing date | |
| METLIFE INC COM | 59156R108 | Stock | 50,000 | $2,288,000 | thousands by filing date | |
| ANIXTER INTL INC | 035290105 | COM | 30,000 | $2,274,000 | thousands by filing date | |
| AGCO CORP | 001084902 | CALL | 40,000 | $2,008,000 | thousands by filing date | call |
| EATON CORP PLC | G29183953 | PUT | 30,000 | $1,974,000 | thousands by filing date | put |
| NATIONSTAR MORTGAGE HOLDINGS | 63861C959 | COM | 50,000 | $1,872,000 | thousands by filing date | put |
| INTERCONTINENTALEXCHANGE INC | 45865V950 | COM | 10,000 | $1,778,000 | thousands by filing date | put |
| POLYONE CORP | 73179P106 | COM | 70,000 | $1,735,000 | thousands by filing date | |
| TIMKEN CO | 887389104 | COM | 30,000 | $1,688,000 | thousands by filing date | |
| WABTEC COM | 929740108 | Stock | 31,500 | $1,683,000 | thousands by filing date | |
| M & T BK CORP COM | 55261F104 | Stock | 15,000 | $1,676,000 | thousands by filing date | |
| CON-WAY INC | 205944101 | COM | 40,000 | $1,558,000 | thousands by filing date | |
| GREENBRIER COS INC | 393657101 | COM | 55,000 | $1,340,000 | thousands by filing date | |
| GLACIER BANCORP INC NEW | 37637Q105 | COM | 50,000 | $1,110,000 | thousands by filing date | |
| U S G CORP | 903293405 | COM NEW | 48,100 | $1,109,000 | thousands by filing date | |
| AXIALL CORP | 05463D100 | COM | 25,000 | $1,065,000 | thousands by filing date | |
| VALIDUS HOLDINGS LTD | G9319H952 | Option | 17,100 | $618,000 | thousands by filing date | put |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001140361-13-032811 | this filing | 2013-08-14 | acceptance time not in the bulk data set |