13F-HR 1 d438958d13fhr.txt FORM 13F VIA EDGAR November 14, 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 September 30, 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: September 30, 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 November 14, 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: 79* ----------- Form 13F Information Table Value Total: $ 362,573 ----------- (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.

JOY GLOBAL INC Common 481165108 2,691 48,000 SH Shared-Defined 1 48,000 JPMORGAN CHASE & CO Common 46625H100 22,264 550,000 SH Shared-Defined 1 550,000 JPMORGAN CHASE & CO Option 46625H900 2,024 50,000 Call Shared-Defined 1 50,000 KIMCO RLTY CORP Common 49446R109 2,432 120,000 SH Shared-Defined 1 120,000 LIBERTY PPTY TR Common 531172104 1,450 40,000 SH Shared-Defined 1 40,000 LINCOLN NATL CORP IND Common 534187109 13,305 550,000 SH Shared-Defined 1 550,000 LINCOLN NATL CORP IND Option 534187909 8,467 350,000 Call Shared-Defined 1 350,000 MB FINANCIAL INC NEW Common 55264U108 2,963 150,000 SH Shared-Defined 1 150,000 MBIA INC Common 55262C100 1,520 150,000 SH Shared-Defined 1 150,000 METLIFE INC Common 59156R108 9,993 290,000 SH Shared-Defined 1 290,000 NASDAQ OMX GROUP INC Common 631103108 3,727 160,000 SH Shared-Defined 1 160,000 NATIONAL FINL PARTNERS CORP Common 63607P208 2,028 120,000 SH Shared-Defined 1 120,000 NORTHERN TR CORP Common 665859104 6,266 135,000 SH Shared-Defined 1 135,000 PENTAIR INC Common 709631105 3,116 70,000 SH Shared-Defined 1 70,000 PRUDENTIAL FINL INC Common 744320102 11,720 215,000 SH Shared-Defined 1 215,000 PRUDENTIAL FINL INC Option 744320902 2,726 50,000 Call Shared-Defined 1 50,000 RAYMOND JAMES FINANCIAL INC Common 754730109 4,032 110,000 SH Shared-Defined 1 110,000 ROCKWELL AUTOMATION INC Option 773903909 2,782 40,000 Call Shared-Defined 1 40,000 SELECT SECTOR SPDR TR Option 81369Y905 7,800 500,000 Call Shared-Defined 1 500,000 SIMON PPTY GROUP INC NEW Common 828806109 5,313 35,000 SH Shared-Defined 1 35,000 SPDR S&P 500 ETF TR Option 78462F953 11,514 80,000 Put Shared-Defined 1 80,000 STANCORP FINL GROUP INC Common 852891100 1,562 50,000 SH Shared-Defined 1 50,000 STATE STR CORP Common 857477103 3,357 80,000 SH Shared-Defined 1 80,000 SUNTRUST BKS INC Option 867914903 2,262 80,000 Call Shared-Defined 1 80,000 TD AMERITRADE HLDG CORP Common 87236Y108 3,843 250,000 SH Shared-Defined 1 250,000 TENNECO INC Common 880349105 1,400 50,000 SH Shared-Defined 1 50,000 TEREX CORP NEW Common 880779103 2,032 90,000 SH Shared-Defined 1 90,000 TRAVELERS COMPANIES INC Common 89417E109 2,730 40,000 SH Shared-Defined 1 40,000 U S G CORP Common 903293405 878 40,000 SH Shared-Defined 1 40,000 UNITED RENTALS INC Common 911363109 1,963 60,000 SH Shared-Defined 1 60,000 VALIDUS HOLDINGS LTD Common G9319H102 7,630 225,000 SH Shared-Defined 1 225,000 WEBSTER FINL CORP CONN Common 947890109 5,096 215,000 SH Shared-Defined 1 215,000 WELLS FARGO & CO NEW Common 949746101 5,352 155,000 SH Shared-Defined 1 155,000 XL GROUP PLC Common G98290102 1,682 70,000 SH Shared-Defined 1 70,000 ZIONS BANCORPORATION Common 989701107 3,036 147,000 SH Shared-Defined 1 147,000

Parameter Capital Management LLC 13F-HR