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Fund Holdings of PARAMETER CAPITAL MANAGEMENT LLC Filed on 2012-02-14

Link to Original SEC 13F filings sorted on filing date: 2012-02-14 | 2011-11-14 | 2011-08-15 | 2011-05-16 | 2011-02-14 |

1. Fund Information

Fund NamePARAMETER CAPITAL MANAGEMENT LLC
Fund Manager
Address330 MADISON AVENUE, 6TH FLOOR
NEW YORK, NY, 10017
::Google Map
Phone(203) 890-2000
13F Asset Last Qtr$185,399,000
13F Asset This Qtr$300,973,000
Asset Change62.34%

2. Comparison of Holdings by Sectors with Last Quarter

3. Top 20 Holdings (Value) of This Quarter

No.SecurityPut/CallStockSharesValue(x$1000)Activity(Shr)% Port.
1.)ALLSTATE CORP.CALLALL700,000$19,187New6.37%
2.)SPDR S&P 500 ETFCALLSPY90,000$11,295New3.75%
3.)CME GROUP INC.PUTCME40,000$9,747New3.24%
4.)ALLSTATE CORP.ALL340,000$9,319Added 580.00%3.10%
5.)THE NASDAQ OMX GROUP, INC.NDAQ355,000$8,701Added 195.83%2.89%
6.)SELECT SECTOR SPDR AMEX INDUSTRIALXLI225,000$7,594Added 681.30%2.52%
7.)GOLDMAN SACHS GROUP, INC.CALLGS80,000$7,234New2.40%
8.)AMERICAN EXPRESS CO.AXP150,000$7,076New2.35%
9.)DEUTSCHE BANKPUTDB180,000$6,815New2.26%
10.)FIRST HORIZON NATIONAL CORPFHN850,000$6,800Added 142.86%2.26%
11.)EVEREST RE GROUP LTDRE69,500$5,844New1.94%
12.)RENAISSANCERE HOLDINGS LTD.RNR65,000$4,834Unchanged1.61%
13.)HORACE MANN EDUCATORS CORP.HMN350,384$4,804Added 250.38%1.60%
14.)BB&T CORP.BBT190,000$4,782New1.59%
15.)AFLAC INC.PUTAFL110,000$4,759New1.58%
16.)INVESCO LTDIVZ230,000$4,621Cut -37.61%1.54%
17.)MACK CALI REALTY CORPCLI170,000$4,537Added 209.09%1.51%
18.)AXIS CAPITAL HOLDINGS LTDAXS140,000$4,474Cut -20.00%1.49%
19.)VALIDUS HOLDINGS, LTD. COMMON SHARESVR140,000$4,410New1.47%
20.)LINCOLN NATIONAL CORP.LNC225,000$4,370Added 181.25%1.45%

4. Top 20 (Value) Holdings BOUGHT NEW in This Quarter

No.SecurityPut/CallStockShares NEWValue(x$1000)% Port.
1.)ALLSTATE CORP.CALLALL700,000$19,1876.37%
2.)SPDR S&P 500 ETFCALLSPY90,000$11,2953.75%
3.)CME GROUP INC.PUTCME40,000$9,7473.24%
4.)GOLDMAN SACHS GROUP, INC.CALLGS80,000$7,2342.40%
5.)AMERICAN EXPRESS CO.AXP150,000$7,0762.35%
6.)DEUTSCHE BANKPUTDB180,000$6,8152.26%
7.)EVEREST RE GROUP LTDRE69,500$5,8441.94%
8.)BB&T CORP.BBT190,000$4,7821.59%
9.)AFLAC INC.PUTAFL110,000$4,7591.58%
10.)VALIDUS HOLDINGS, LTD. COMMON SHARESVR140,000$4,4101.47%
11.)CAPITOL FEDERAL FINANCIALCFFN372,474$4,2981.43%
12.)NORTHERN TRUST CORPORATIONNTRS105,000$4,1641.38%
13.)CHUBB CORP.CB60,000$4,1531.38%
14.)CME GROUP INC.CALLCME15,000$3,6551.21%
15.)INTERCONTINENTALEXCHANGE INCCALLICE30,000$3,6171.20%
16.)GOLDMAN SACHS GROUP, INC.GS40,000$3,6171.20%
17.)TRAVELERS COMPANIES INC (THE)PUTTRV60,000$3,5501.18%
18.)AFFILIATED MANAGERS GROUP INC.AMG37,000$3,5501.18%
19.)AON CORP.AON75,000$3,5101.17%
20.)BLACKROCK, INC.BLK18,000$3,2081.07%

5. Top 20 (Value) Holdings Totally SOLD OUT in This Quarter

No.SecurityPut/CallStockShares SOLDValue(x$1000)% Port. Last Qtr
1.)MATERIALS SS SPDR FDCALLXLB1,000,000$11,8306.38%
2.)NORTHERN TRUST CORPORATIONCALLNTRS160,000$5,5973.02%
3.)PNC FINANCIAL SERVICES GROUP (THE)PNC105,000$5,0602.73%
4.)SPDR S&P 500 ETFSPY40,000$4,5272.44%
5.)PHH CORPPHH230,000$3,6982.00%
6.)ENDURANCE SPECIALTY HOLDINGS LTDENH105,000$3,5861.93%
7.)UNUM GROUPUNM171,000$3,5841.93%
8.)PLATINUM UNDERWRITERS HOLDINGS, LTD.PTP115,000$3,5361.91%
9.)GRAINGER (W.W.) INC.PUTGWW20,000$2,9911.61%
10.)CAPITAL ONE FINANCIAL CORPCOF75,000$2,9721.60%
11.)TRANSATLANTIC HOLDINGS, INC.TRH55,000$2,6691.44%
12.)METLIFE INCMET85,000$2,3811.28%
13.)PARTNERRE LTD.CALLPRE40,000$2,0911.13%
14.)EQUITY RESIDENTIALEQR40,000$2,0751.12%
15.)UNITED BANKSHARES, INC.UBSI100,000$2,0091.08%
16.)RAYMOND JAMES FINANCIAL, INC.CALLRJF75,000$1,9471.05%
17.)WEBSTER FINANCIAL CORP (WATERBURY, CONN)WBS125,000$1,9131.03%
18.)TAUBMAN CENTERS, INC.TCO37,000$1,8611.00%
19.)ALLIANCE DATA SYSTEMS CORP.PUTADS20,000$1,8541.00%
20.)KENNAMETAL INC.KMT54,245$1,7760.96%