13F-HR 1 d354611d13fhr.txt FORM 13F VIA EDGAR May 15, 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 March 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, /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: March 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, 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 May 15, 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: 91* Form 13F Information Table Value Total: $330,229 ----------- (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 -

HUDSON CITY BANCORP Common 443683107 3,436 470,000 SH Shared-Defined 1 470,000 HUNTINGTON BANCSHARES INC Common 446150104 2,258 350,000 SH Shared-Defined 1 350,000 ILLINOIS TOOL WKS INC Common 452308109 2,856 50,000 SH Shared-Defined 1 50,000 JANUS CAP GROUP INC Option 47102X955 446 50,000 Put Shared-Defined 1 50,000 JEFFERIES GROUP INC NEW Option 472319902 942 50,000 Call Shared-Defined 1 50,000 KENNAMETAL INC Common 489170100 1,781 40,000 SH Shared-Defined 1 40,000 KIMCO RLTY CORP Common 49446R109 1,156 60,000 SH Shared-Defined 1 60,000 KNIGHT TRANSN INC Common 499064103 3,355 190,000 SH Shared-Defined 1 190,000 LEGG MASON INC Common 524901105 2,234 80,000 SH Shared-Defined 1 80,000 LINCOLN ELEC HLDGS INC Common 533900106 1,133 25,000 SH Shared-Defined 1 25,000 LINCOLN NATL CORP IND Common 534187109 6,590 250,000 SH Shared-Defined 1 250,000 MACERICH CO Common 554382101 3,754 65,000 SH Shared-Defined 1 65,000 MACK CALI RLTY CORP Common 554489104 1,873 65,000 SH Shared-Defined 1 65,000 MB FINANCIAL INC NEW Common 55264U108 4,408 210,000 SH Shared-Defined 1 210,000 NASDAQ OMX GROUP INC Common 631103108 9,972 385,000 SH Shared-Defined 1 385,000 NASDAQ OMX GROUP INC Option 631103908 2,072 80,000 Call Shared-Defined 1 80,000 PACCAR INC Common 693718108 1,171 25,000 SH Shared-Defined 1 25,000 PIPER JAFFRAY COS Common 724078100 2,662 100,000 SH Shared-Defined 1 100,000 PPG INDS INC Common 693506107 9,580 100,000 SH Shared-Defined 1 100,000 PRICE T ROWE GROUP INC Common 74144T108 2,651 40,600 SH Shared-Defined 1 40,600 PRICE T ROWE GROUP INC Option 74144T908 2,939 45,000 Call Shared-Defined 1 45,000 PRINCIPAL FINL GROUP INC Common 74251V102 2,803 95,000 SH Shared-Defined 1 95,000 PRIVATEBANCORP INC Common 742962103 1,092 71,985 SH Shared-Defined 1 71,985 PUBLIC STORAGE Common 74460D109 2,073 15,000 SH Shared-Defined 1 15,000 RAYMOND JAMES FINANCIAL INC Common 754730109 7,306 200,000 SH Shared-Defined 1 200,000 RAYMOND JAMES FINANCIAL INC Option 754730959 2,740 75,000 Put Shared-Defined 1 75,000 REGIONS FINANCIAL CORP NEW Common 7591EP100 1,318 200,000 SH Shared-Defined 1 200,000 RENAISSANCERE HOLDINGS LTD Common G7496G103 4,544 60,000 SH Shared-Defined 1 60,000 ROCKWELL AUTOMATION INC Common 773903109 797 10,000 SH Shared-Defined 1 10,000 ROCKWELL AUTOMATION INC Option 773903959 3,985 50,000 Put Shared-Defined 1 50,000 SCHWAB CHARLES CORP NEW Common 808513105 2,802 195,000 SH Shared-Defined 1 195,000 SELECT SECTOR SPDR TR Option 81369Y955 9,468 600,000 Put Shared-Defined 1 600,000 SIMON PPTY GROUP INC NEW Common 828806109 2,914 20,000 SH Shared-Defined 1 20,000 STATE STR CORP Common 857477103 3,185 70,000 SH Shared-Defined 1 70,000 SUNTRUST BKS INC Common 867914103 2,175 90,000 SH Shared-Defined 1 90,000 TAUBMAN CTRS INC Common 876664103 6,201 85,000 SH Shared-Defined 1 85,000 TD AMERITRADE HLDG CORP Option 87236Y958 1,974 100,000 Put Shared-Defined 1 100,000 TOTAL SYS SVCS INC Common 891906109 1,730 75,000 SH Shared-Defined 1 75,000 VALIDUS HOLDINGS LTD Common G9319H102 4,643 150,000 SH Shared-Defined 1 150,000 WALTER INVT MGMT CORP Common 93317W102 1,579 70,000 SH Shared-Defined 1 70,000 WEBSTER FINL CORP CONN Common 947890109 1,814 80,000 SH Shared-Defined 1 80,000 WESCO INTL INC Common 95082P105 1,306 20,000 SH Shared-Defined 1 20,000 WESTERN UN CO Common 959802109 2,376 135,003 SH Shared-Defined 1 135,003 WILLIS GROUP HOLDINGS PUBLIC Common G96666105 2,449 70,000 SH Shared-Defined 1 70,000 ZIONS BANCORPORATION Common 989701107 2,361 110,000 SH Shared-Defined 1 110,000

Parameter Capital Management LLC 13F-HR