Sigma Capital Management as of Sept. 30, 2011
Portfolio Holdings for Sigma Capital Management
Sigma Capital Management holds 186 positions in its portfolio as reported in the September 2011 quarterly 13F filing
Company (Ticker) |
Portfolio Weight |
Valued At |
Change in Shares |
Share Count |
Share Price |
|---|---|---|---|---|---|
| Yum! Brands (YUM) | 3.9 | $54M | 1.1M | 49.39 | |
| Dollar General (DG) | 3.5 | $48M | 1.3M | 37.76 | |
| Sherwin-Williams Company (SHW) | 3.1 | $43M | 575k | 74.32 | |
| Ross Stores (ROST) | 2.8 | $39M | 500k | 78.69 | |
| Costco Wholesale Corporation (COST) | 2.6 | $37M | 450k | 82.12 | |
| Nordstrom (JWN) | 2.5 | $35M | 770k | 45.68 | |
| Deckers Outdoor Corporation (DECK) | 2.3 | $33M | 350k | 93.26 | |
| Dick's Sporting Goods (DKS) | 2.0 | $28M | 850k | 33.46 | |
| Coach | 2.0 | $29M | 550k | 51.83 | |
| Whole Foods Market | 1.9 | $26M | 400k | 65.31 | |
| Amazon (AMZN) | 1.9 | $26M | 120k | 216.23 | |
| E TRADE Financial Corporation | 1.8 | $25M | 2.7M | 9.11 | |
| Tiffany & Co. | 1.7 | $24M | 400k | 60.82 | |
| Mead Johnson Nutrition | 1.7 | $24M | 350k | 68.83 | |
| Walter Investment Management | 1.6 | $22M | 960k | 22.93 | |
| Cheesecake Factory Incorporated (CAKE) | 1.5 | $22M | 875k | 24.65 | |
| Cit | 1.4 | $20M | 660k | 30.37 | |
| Solutia | 1.4 | $20M | 1.5M | 12.85 | |
| InterMune | 1.4 | $20M | 970k | 20.20 | |
| Blue Nile | 1.3 | $19M | 525k | 35.28 | |
| Green Mountain Coffee Roasters | 1.3 | $19M | 200k | 92.94 | |
| Bill Barrett Corporation | 1.3 | $18M | 505k | 36.24 | |
| V.F. Corporation (VFC) | 1.3 | $18M | 150k | 121.52 | |
| Stryker Corporation (SYK) | 1.3 | $18M | 378k | 47.13 | |
| Herbalife Ltd Com Stk (HLF) | 1.2 | $17M | 325k | 53.60 | |
| Agilent Technologies Inc C ommon (A) | 1.2 | $17M | 553k | 31.25 | |
| O'reilly Automotive (ORLY) | 1.2 | $17M | 250k | 66.63 | |
| Douglas Emmett (DEI) | 1.1 | $15M | 890k | 17.10 | |
| Thermo Fisher Scientific (TMO) | 1.1 | $15M | 296k | 50.64 | |
| Chubb Corporation | 1.1 | $15M | 245k | 59.99 | |
| Domino's Pizza (DPZ) | 0.9 | $13M | 475k | 27.25 | |
| Sirona Dental Systems | 0.9 | $13M | 303k | 42.41 | |
| Hollyfrontier Corp | 0.9 | $12M | 473k | 26.22 | |
| Hca Holdings (HCA) | 0.9 | $12M | 613k | 20.16 | |
| Haemonetics Corporation (HAE) | 0.9 | $12M | 205k | 58.48 | |
| Noble Energy | 0.8 | $12M | 165k | 70.80 | |
| Spdr S&p 500 Etf Tr option | 0.8 | $11M | 100k | 113.17 | |
| Timken Company (TKR) | 0.8 | $11M | 340k | 32.82 | |
| Qualcomm (QCOM) | 0.8 | $11M | 222k | 48.63 | |
| Sauer-Danfoss | 0.7 | $10M | 360k | 28.90 | |
| SM Energy (SM) | 0.7 | $10M | 170k | 60.65 | |
| Capitol Federal Financial (CFFN) | 0.7 | $10M | 975k | 10.56 | |
| Community Health Systems (CYH) | 0.7 | $10M | 610k | 16.64 | |
| Apple (AAPL) | 0.7 | $10M | 27k | 381.17 | |
| Spdr S&p 500 Etf (SPY) | 0.7 | $9.6M | 85k | 113.16 | |
| Annaly Cap Mgmt Inc option | 0.7 | $9.4M | 563k | 16.63 | |
| Valeant Pharmaceuticals Int | 0.7 | $9.3M | 251k | 37.12 | |
| Cabot Oil & Gas Corporation (CTRA) | 0.7 | $9.1M | 148k | 61.91 | |
| Peet's Coffee & Tea | 0.6 | $8.9M | 161k | 55.64 | |
| Rockwood Holdings | 0.6 | $8.4M | 250k | 33.69 | |
| Newfield Exploration | 0.6 | $8.1M | 205k | 39.69 | |
| Pharmaceutical Product Development | 0.6 | $7.7M | 300k | 25.66 | |
| NCR Corporation (VYX) | 0.5 | $7.6M | 450k | 16.89 | |
| Oracle Corporation (ORCL) | 0.5 | $7.6M | 265k | 28.74 | |
| OCZ Technology | 0.5 | $7.5M | 1.6M | 4.85 | |
| Walter Energy | 0.5 | $7.4M | 123k | 60.01 | |
| Brookline Ban (BRKL) | 0.5 | $6.9M | 900k | 7.71 | |
| Suncor Energy (SU) | 0.5 | $7.0M | 275k | 25.44 | |
| eLong | 0.5 | $6.7M | 391k | 17.26 | |
| Tibco Software | 0.5 | $6.7M | 301k | 22.39 | |
| Dendreon Corporation | 0.5 | $6.8M | 750k | 9.00 | |
| Morgan Stanley option | 0.5 | $6.8M | 500k | 13.50 | |
| Fortinet Inc cmn | 0.5 | $6.7M | 400k | 16.80 | |
| TD Ameritrade Holding | 0.5 | $6.6M | 450k | 14.70 | |
| Home Depot (HD) | 0.5 | $6.6M | 200k | 32.87 | |
| Lear Corporation (LEA) | 0.5 | $6.4M | 150k | 42.90 | |
| VELTI PLC ST Helier | 0.5 | $6.4M | 972k | 6.61 | |
| FedEx Corporation (FDX) | 0.4 | $6.1M | 90k | 67.68 | |
| CIGNA Corporation | 0.4 | $6.1M | 146k | 41.94 | |
| Stone Energy Corporation | 0.4 | $6.1M | 373k | 16.21 | |
| Semiconductor Hldrs Tr option | 0.4 | $5.7M | 200k | 28.44 | |
| CapitalSource | 0.4 | $5.5M | 900k | 6.14 | |
| Stericycle (SRCL) | 0.4 | $5.6M | 70k | 80.71 | |
| FleetCor Technologies | 0.4 | $5.4M | 205k | 26.26 | |
| Western Union Company (WU) | 0.4 | $5.4M | 351k | 15.29 | |
| Accenture (ACN) | 0.4 | $5.2M | 99k | 52.68 | |
| Concho Resources | 0.4 | $5.2M | 73k | 71.14 | |
| General Growth Properties | 0.3 | $4.8M | 400k | 12.10 | |
| Symantec Corp call | 0.3 | $4.9M | 300k | 16.30 | |
| Total System Services | 0.3 | $4.7M | 280k | 16.93 | |
| CHECK POINT SOFTWARE Technolog Com Stk (CHKP) | 0.3 | $4.7M | 90k | 52.76 | |
| AVEO Pharmaceuticals | 0.3 | $4.8M | 313k | 15.39 | |
| Macy's (M) | 0.3 | $4.6M | 175k | 26.32 | |
| Diamond Offshore Drilling | 0.3 | $4.2M | 76k | 54.74 | |
| BE Aerospace | 0.3 | $4.1M | 125k | 33.11 | |
| PerkinElmer (RVTY) | 0.3 | $4.1M | 215k | 19.21 | |
| Anadarko Petroleum Corporation | 0.3 | $4.2M | 66k | 63.05 | |
| Tyco International Ltd S hs | 0.3 | $4.1M | 100k | 40.75 | |
| Cisco Systems (CSCO) | 0.3 | $3.9M | 251k | 15.49 | |
| Valassis Communications | 0.3 | $3.9M | 210k | 18.74 | |
| Patterson-UTI Energy (PTEN) | 0.3 | $4.0M | 229k | 17.34 | |
| SuccessFactors | 0.3 | $4.0M | 173k | 22.99 | |
| Marvell Technology Group | 0.3 | $3.7M | 255k | 14.53 | |
| Seadrill | 0.3 | $3.8M | 137k | 27.53 | |
| OfficeMax Incorporated | 0.3 | $3.6M | 736k | 4.85 | |
| Etrade Financial Corp call | 0.3 | $3.6M | 400k | 9.11 | |
| Cognizant Technology Solutions (CTSH) | 0.2 | $3.4M | 55k | 62.71 | |
| PPG Industries (PPG) | 0.2 | $3.5M | 50k | 70.66 | |
| Electronic Arts (EA) | 0.2 | $3.5M | 170k | 20.45 | |
| SL Green Realty | 0.2 | $3.5M | 60k | 58.15 | |
| Armstrong World Industries (AWI) | 0.2 | $3.4M | 100k | 34.44 | |
| EQT Corporation (EQT) | 0.2 | $3.5M | 67k | 53.35 | |
| Endo Pharmaceuticals | 0.2 | $3.3M | 118k | 27.99 | |
| Cameron International Corporation | 0.2 | $3.4M | 81k | 41.54 | |
| Verint Systems (VRNT) | 0.2 | $3.3M | 127k | 26.29 | |
| Dun & Bradstreet Corporation | 0.2 | $3.1M | 50k | 61.26 | |
| Universal Health Services (UHS) | 0.2 | $3.1M | 90k | 34.00 | |
| Microsoft Corporation (MSFT) | 0.2 | $2.9M | 115k | 24.89 | |
| Synopsys (SNPS) | 0.2 | $2.9M | 118k | 24.36 | |
| Alliance Data Systems Corporation (BFH) | 0.2 | $2.9M | 31k | 92.70 | |
| Citrix Sys Inc call | 0.2 | $3.0M | 55k | 54.53 | |
| W.R. Grace & Co. | 0.2 | $2.8M | 85k | 33.31 | |
| Atwood Oceanics | 0.2 | $2.7M | 77k | 34.37 | |
| Noble Corporation Com Stk | 0.2 | $2.6M | 89k | 29.35 | |
| Weatherford International Lt reg | 0.2 | $2.7M | 219k | 12.21 | |
| Covidien | 0.2 | $2.6M | 60k | 44.10 | |
| Cavium | 0.2 | $2.7M | 99k | 27.01 | |
| Analog Devices (ADI) | 0.2 | $2.5M | 80k | 31.25 | |
| PAREXEL International Corporation | 0.2 | $2.6M | 135k | 18.93 | |
| Penske Automotive (PAG) | 0.2 | $2.6M | 160k | 16.00 | |
| Broadcom Corporation | 0.2 | $2.5M | 75k | 33.29 | |
| Idenix Pharmaceuticals | 0.2 | $2.4M | 491k | 4.99 | |
| Green Dot Corporation (GDOT) | 0.2 | $2.5M | 80k | 31.32 | |
| HiSoft Technology International (HSFT) | 0.2 | $2.5M | 285k | 8.79 | |
| SILICON LABORATORIES INC CMN Stock cmn | 0.2 | $2.5M | 75k | 33.51 | |
| Cadence Design Systems (CDNS) | 0.2 | $2.3M | 250k | 9.24 | |
| Dril-Quip (DRQ) | 0.2 | $2.4M | 44k | 53.92 | |
| Wright Express Corporation | 0.2 | $2.4M | 62k | 38.05 | |
| Sunstone Hotel Investors (SHO) | 0.2 | $2.3M | 400k | 5.69 | |
| Pharmacyclics | 0.2 | $2.3M | 191k | 11.83 | |
| Informatica Corp Cmn Stock cmn | 0.2 | $2.2M | 53k | 40.94 | |
| Crown Holdings (CCK) | 0.1 | $2.1M | 70k | 30.61 | |
| Teradata Corporation (TDC) | 0.1 | $2.0M | 38k | 53.53 | |
| Halliburton Company (HAL) | 0.1 | $2.1M | 70k | 30.53 | |
| Primerica (PRI) | 0.1 | $2.2M | 100k | 21.56 | |
| Acme Packet | 0.1 | $2.1M | 50k | 42.59 | |
| Key Energy Services | 0.1 | $2.0M | 206k | 9.49 | |
| Ariba | 0.1 | $1.9M | 69k | 27.70 | |
| Basic Energy Services | 0.1 | $1.9M | 137k | 14.16 | |
| AECOM Technology Corporation (ACM) | 0.1 | $1.9M | 110k | 17.67 | |
| Citigroup (C) | 0.1 | $1.9M | 75k | 25.63 | |
| Medco Health Solutions | 0.1 | $1.9M | 40k | 46.90 | |
| Symantec Corporation | 0.1 | $1.8M | 110k | 16.30 | |
| Southwestern Energy Company | 0.1 | $1.8M | 55k | 33.33 | |
| JDS Uniphase Corporation | 0.1 | $1.8M | 180k | 9.97 | |
| Skyworks Solutions (SWKS) | 0.1 | $1.8M | 100k | 17.94 | |
| Infosys Technologies (INFY) | 0.1 | $1.6M | 32k | 51.06 | |
| Manpower (MAN) | 0.1 | $1.7M | 50k | 33.62 | |
| Alkermes | 0.1 | $1.7M | 114k | 15.26 | |
| Gnc Holdings Inc Cl A | 0.1 | $1.7M | 85k | 20.12 | |
| JPMorgan Chase & Co. (JPM) | 0.1 | $1.5M | 50k | 30.12 | |
| Innophos Holdings | 0.1 | $1.6M | 40k | 39.88 | |
| BroadSoft | 0.1 | $1.5M | 50k | 30.36 | |
| Covanta Holding Corporation | 0.1 | $1.4M | 93k | 15.19 | |
| Schlumberger (SLB) | 0.1 | $1.5M | 24k | 59.71 | |
| ON Semiconductor (ON) | 0.1 | $1.4M | 200k | 7.17 | |
| Wells Fargo & Company (WFC) | 0.1 | $1.2M | 50k | 24.12 | |
| Mettler-Toledo International (MTD) | 0.1 | $1.2M | 8.6k | 140.00 | |
| Omni (OMC) | 0.1 | $1.3M | 35k | 36.83 | |
| Avago Technologies | 0.1 | $1.3M | 40k | 32.78 | |
| Interpublic Group of Companies (IPG) | 0.1 | $1.1M | 150k | 7.20 | |
| Discover Financial Services (DFS) | 0.1 | $918k | 40k | 22.95 | |
| 0.1 | $1.0M | 2.0k | 514.50 | ||
| Yahoo! | 0.1 | $987k | 75k | 13.16 | |
| MF Global Holdings | 0.1 | $1.0M | 250k | 4.13 | |
| BMC Software | 0.1 | $848k | 22k | 38.55 | |
| Microchip Technology (MCHP) | 0.1 | $778k | 25k | 31.12 | |
| Nokia Corporation (NOK) | 0.1 | $879k | 155k | 5.66 | |
| Helmerich & Payne (HP) | 0.1 | $875k | 22k | 40.60 | |
| CoStar (CSGP) | 0.1 | $780k | 15k | 52.00 | |
| Syntel | 0.1 | $864k | 20k | 43.20 | |
| Assured Guaranty (AGO) | 0.1 | $824k | 75k | 10.99 | |
| Dana Holding Corporation (DAN) | 0.1 | $840k | 80k | 10.50 | |
| Berkshire Hathaway (BRK.B) | 0.1 | $710k | 10k | 71.00 | |
| Fidelity National Financial | 0.1 | $759k | 50k | 15.18 | |
| Global Payments (GPN) | 0.1 | $767k | 19k | 40.39 | |
| Bally Technologies | 0.1 | $669k | 25k | 26.98 | |
| McDermott International | 0.1 | $753k | 70k | 10.76 | |
| Fabrinet (FN) | 0.0 | $505k | 27k | 18.70 | |
| Robert Half International (RHI) | 0.0 | $414k | 20k | 21.24 | |
| RealD | 0.0 | $388k | 42k | 9.34 | |
| Diebold Incorporated | 0.0 | $292k | 11k | 27.51 | |
| Mbia (MBI) | 0.0 | $218k | 30k | 7.27 | |
| Walgreen Company | 0.0 | $164k | 5.0k | 32.80 | |
| United Therapeutics Corporation (UTHR) | 0.0 | $101k | 2.7k | 37.41 | |
| Ocz Technology Group Inc cmn | 0.0 | $121k | 25k | 4.84 |
