Sigma Capital Management as of Dec. 31, 2011
Portfolio Holdings for Sigma Capital Management
Sigma Capital Management holds 194 positions in its portfolio as reported in the December 2011 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Dollar General (DG) | 5.4 | $74M | 1.8M | 41.14 | |
| Yum! Brands (YUM) | 3.9 | $53M | 900k | 59.01 | |
| Dick's Sporting Goods (DKS) | 2.9 | $40M | 1.1M | 36.88 | |
| Nordstrom (JWN) | 2.8 | $39M | 775k | 49.71 | |
| Starbucks Corporation (SBUX) | 2.8 | $38M | 830k | 46.01 | |
| Whole Foods Market | 2.6 | $36M | 511k | 69.58 | |
| Baidu (BIDU) | 2.5 | $35M | 301k | 116.47 | |
| Ross Stores (ROST) | 2.4 | $33M | 691k | 47.53 | |
| Macy's (M) | 2.2 | $31M | 950k | 32.18 | |
| Carter's (CRI) | 2.1 | $29M | 725k | 39.81 | |
| Deckers Outdoor Corporation (DECK) | 2.1 | $28M | 375k | 75.57 | |
| 1.9 | $26M | 40k | 645.91 | ||
| Herbalife Ltd Com Stk (HLF) | 1.8 | $25M | 475k | 51.67 | |
| Cheesecake Factory Incorporated (CAKE) | 1.8 | $24M | 821k | 29.35 | |
| Gnc Holdings Inc Cl A | 1.7 | $24M | 827k | 28.95 | |
| American Eagle Outfitters (AEO) | 1.7 | $24M | 1.6M | 15.29 | |
| United Natural Foods (UNFI) | 1.7 | $23M | 575k | 40.01 | |
| Wolverine World Wide (WWW) | 1.6 | $23M | 635k | 35.64 | |
| Home Depot (HD) | 1.6 | $22M | 525k | 42.04 | |
| Sina Corporation | 1.6 | $22M | 424k | 52.00 | |
| Ralph Lauren Corp (RL) | 1.4 | $20M | 145k | 138.08 | |
| Walter Investment Management | 1.3 | $19M | 900k | 20.51 | |
| NCR Corporation (VYX) | 1.3 | $17M | 1.1M | 16.46 | |
| Blue Nile | 1.3 | $17M | 425k | 40.88 | |
| Cabot Oil & Gas Corporation (CTRA) | 1.2 | $17M | 219k | 75.90 | |
| Spdr S&p 500 Etf Tr option | 1.2 | $16M | 130k | 125.50 | |
| Capitol Federal Financial (CFFN) | 1.2 | $16M | 1.4M | 11.54 | |
| QUE Royal Bk Cda Montreal put | 1.1 | $16M | 300k | 51.98 | |
| V.F. Corporation (VFC) | 1.1 | $15M | 120k | 126.99 | |
| Michael Kors Holdings | 1.1 | $15M | 551k | 27.25 | |
| Visa (V) | 1.1 | $15M | 145k | 101.53 | |
| Ishares Tr Index option | 1.1 | $15M | 200k | 73.69 | |
| Apple (AAPL) | 1.0 | $13M | 33k | 404.99 | |
| Walgreen Co option | 1.0 | $13M | 400k | 33.06 | |
| MasterCard Incorporated (MA) | 0.9 | $13M | 35k | 372.83 | |
| Yahoo Inc option | 0.9 | $13M | 800k | 16.13 | |
| Morgan Stanley option | 0.9 | $13M | 848k | 15.13 | |
| Douglas Emmett (DEI) | 0.9 | $13M | 690k | 18.24 | |
| Suncor Energy (SU) | 0.8 | $11M | 393k | 28.83 | |
| Verisk Analytics (VRSK) | 0.8 | $11M | 265k | 40.13 | |
| Total System Services | 0.7 | $9.8M | 500k | 19.56 | |
| Valassis Communications | 0.7 | $9.6M | 500k | 19.23 | |
| Hess (HES) | 0.7 | $9.5M | 168k | 56.80 | |
| Hasbro Inc option | 0.7 | $9.6M | 300k | 31.89 | |
| Primerica (PRI) | 0.7 | $9.3M | 400k | 23.24 | |
| Encana Corp | 0.7 | $9.0M | 484k | 18.53 | |
| First Niagara Financial | 0.6 | $8.6M | 1.0M | 8.63 | |
| Global Payments (GPN) | 0.6 | $8.4M | 178k | 47.38 | |
| Synopsys (SNPS) | 0.6 | $8.4M | 308k | 27.20 | |
| Stericycle (SRCL) | 0.6 | $8.4M | 108k | 77.92 | |
| Peet's Coffee & Tea | 0.6 | $8.4M | 134k | 62.68 | |
| Fortinet (FTNT) | 0.6 | $8.2M | 375k | 21.81 | |
| Cisco Systems (CSCO) | 0.6 | $7.9M | 438k | 18.08 | |
| Ciena Corporation (CIEN) | 0.6 | $8.0M | 662k | 12.10 | |
| Citrix Systems | 0.6 | $7.8M | 128k | 60.72 | |
| Interpublic Group of Companies (IPG) | 0.6 | $7.8M | 800k | 9.73 | |
| Pioneer Natural Resources | 0.6 | $7.8M | 87k | 89.48 | |
| Annaly Cap Mgmt Inc option | 0.6 | $7.7M | 480k | 15.96 | |
| Sherwin-Williams Company (SHW) | 0.6 | $7.6M | 85k | 89.27 | |
| Lender Processing Serv cmn | 0.6 | $7.5M | 500k | 15.07 | |
| Texas Roadhouse (TXRH) | 0.5 | $7.5M | 500k | 14.90 | |
| Hollyfrontier Corp | 0.5 | $7.0M | 299k | 23.40 | |
| Plains Exploration & Production Company | 0.5 | $6.3M | 172k | 36.72 | |
| Republic Services (RSG) | 0.5 | $6.2M | 225k | 27.55 | |
| eLong | 0.4 | $6.0M | 400k | 15.03 | |
| Tibco Software | 0.4 | $6.0M | 251k | 23.91 | |
| Bankrate | 0.4 | $5.8M | 270k | 21.50 | |
| EOG Resources (EOG) | 0.4 | $5.7M | 58k | 98.51 | |
| Potlatch Corporation (PCH) | 0.4 | $5.6M | 180k | 31.11 | |
| Covidien | 0.4 | $5.6M | 125k | 45.01 | |
| Cadence Design Systems (CDNS) | 0.4 | $5.6M | 535k | 10.40 | |
| Linkedin Corp | 0.4 | $5.2M | 82k | 63.01 | |
| Cavium | 0.4 | $5.1M | 179k | 28.43 | |
| ON Semiconductor (ON) | 0.3 | $4.8M | 620k | 7.72 | |
| Occidental Petroleum Corporation (OXY) | 0.3 | $4.7M | 50k | 93.70 | |
| SM Energy (SM) | 0.3 | $4.4M | 60k | 73.10 | |
| Brookline Ban (BRKL) | 0.3 | $4.2M | 500k | 8.44 | |
| Msci (MSCI) | 0.3 | $4.1M | 125k | 32.93 | |
| OCZ Technology | 0.3 | $4.2M | 631k | 6.61 | |
| Akamai Technologies (AKAM) | 0.3 | $4.0M | 124k | 32.28 | |
| Xilinx | 0.3 | $4.0M | 125k | 32.06 | |
| Anadarko Petroleum Corporation | 0.3 | $4.1M | 53k | 76.33 | |
| Sap (SAP) | 0.3 | $4.0M | 75k | 52.95 | |
| Altera Corporation | 0.3 | $4.0M | 109k | 37.10 | |
| EQT Corporation (EQT) | 0.3 | $3.6M | 67k | 54.80 | |
| Quicksilver Resources | 0.2 | $3.4M | 508k | 6.71 | |
| Solarwinds Inc cmn | 0.2 | $3.5M | 125k | 27.95 | |
| Thermo Fisher Scientific (TMO) | 0.2 | $3.4M | 75k | 44.97 | |
| Take-Two Interactive Software (TTWO) | 0.2 | $3.3M | 246k | 13.55 | |
| Juniper Networks (JNPR) | 0.2 | $3.3M | 160k | 20.41 | |
| Halliburton Company (HAL) | 0.2 | $3.2M | 93k | 34.51 | |
| Accenture (ACN) | 0.2 | $3.2M | 60k | 53.23 | |
| Range Resources (RRC) | 0.2 | $3.0M | 49k | 61.93 | |
| Electronic Arts (EA) | 0.2 | $3.1M | 150k | 20.60 | |
| MicroStrategy Incorporated (MSTR) | 0.2 | $3.0M | 28k | 108.33 | |
| Kodiak Oil & Gas | 0.2 | $2.9M | 300k | 9.50 | |
| Servicesource | 0.2 | $2.7M | 173k | 15.69 | |
| PAREXEL International Corporation | 0.2 | $2.6M | 125k | 20.74 | |
| Hewlett-Packard Company | 0.2 | $2.6M | 100k | 25.76 | |
| Bill Barrett Corporation | 0.2 | $2.6M | 75k | 34.07 | |
| Noble Corporation Com Stk | 0.2 | $2.6M | 85k | 30.22 | |
| Western Union Company (WU) | 0.2 | $2.5M | 135k | 18.26 | |
| Cardinal Health (CAH) | 0.2 | $2.4M | 60k | 40.62 | |
| Teradata Corp Del call | 0.2 | $2.4M | 50k | 48.52 | |
| Dun & Bradstreet Corporation | 0.2 | $2.2M | 30k | 74.83 | |
| VELTI PLC ST Helier | 0.2 | $2.2M | 325k | 6.80 | |
| Research In Motion | 0.1 | $2.0M | 140k | 14.50 | |
| Comverse Technology | 0.1 | $2.0M | 295k | 6.86 | |
| Cypress Semiconductor Corporation | 0.1 | $2.1M | 125k | 16.89 | |
| Weatherford International Lt reg | 0.1 | $2.1M | 144k | 14.64 | |
| Endo Pharmaceuticals | 0.1 | $1.9M | 55k | 34.53 | |
| Cit | 0.1 | $1.7M | 50k | 34.88 | |
| Pitney Bowes (PBI) | 0.1 | $1.9M | 100k | 18.54 | |
| Travelers Companies (TRV) | 0.1 | $1.8M | 30k | 59.17 | |
| Agilent Technologies Inc C ommon (A) | 0.1 | $1.7M | 50k | 34.94 | |
| HiSoft Technology International (HSFT) | 0.1 | $1.8M | 200k | 9.23 | |
| Teva Pharmaceutical Industries (TEVA) | 0.1 | $1.6M | 40k | 40.35 | |
| Helmerich & Payne (HP) | 0.1 | $1.6M | 28k | 58.36 | |
| Gilead Sciences (GILD) | 0.1 | $1.6M | 40k | 40.92 | |
| SL Green Realty | 0.1 | $1.7M | 25k | 66.64 | |
| Ens | 0.1 | $1.5M | 32k | 46.91 | |
| TD Ameritrade Holding | 0.1 | $1.6M | 100k | 15.65 | |
| Patterson-UTI Energy (PTEN) | 0.1 | $1.6M | 79k | 19.97 | |
| NPS Pharmaceuticals | 0.1 | $1.5M | 226k | 6.59 | |
| Alnylam Pharmaceuticals (ALNY) | 0.1 | $1.5M | 180k | 8.15 | |
| Research In Motion Ltd option | 0.1 | $1.5M | 100k | 14.50 | |
| Informatica Corp Cmn Stock cmn | 0.1 | $1.5M | 40k | 36.92 | |
| Qlik Technologies Inc cmn | 0.1 | $1.5M | 60k | 24.20 | |
| U.S. Bancorp (USB) | 0.1 | $1.4M | 50k | 27.06 | |
| Incyte Corporation (INCY) | 0.1 | $1.4M | 95k | 15.01 | |
| DENTSPLY International | 0.1 | $1.4M | 40k | 35.00 | |
| St. Jude Medical | 0.1 | $1.4M | 40k | 34.30 | |
| Goodrich Petroleum Corporation | 0.1 | $1.4M | 100k | 13.73 | |
| Nabors Industries | 0.1 | $1.3M | 78k | 17.34 | |
| IntercontinentalEx.. | 0.1 | $1.2M | 10k | 120.60 | |
| Healthsouth | 0.1 | $1.2M | 67k | 17.67 | |
| Goldman Sachs Group | 0.1 | $1.2M | 13k | 90.45 | |
| Masimo Corporation (MASI) | 0.1 | $1.3M | 67k | 18.68 | |
| Chubb Corporation | 0.1 | $1.0M | 15k | 69.20 | |
| Biogen Idec (BIIB) | 0.1 | $1.1M | 10k | 110.10 | |
| Check Point Software Tech Lt option | 0.1 | $1.1M | 20k | 52.55 | |
| Baxter International (BAX) | 0.1 | $990k | 20k | 49.50 | |
| Transocean (RIG) | 0.1 | $960k | 25k | 38.40 | |
| ArQule | 0.1 | $967k | 171k | 5.64 | |
| Key Energy Services | 0.1 | $951k | 62k | 15.46 | |
| Dex (DXCM) | 0.1 | $944k | 101k | 9.31 | |
| Ezchip Semiconductor Lt | 0.1 | $992k | 35k | 28.34 | |
| Zeltiq Aesthetics | 0.1 | $933k | 82k | 11.36 | |
| Western Digital (WDC) | 0.1 | $774k | 25k | 30.96 | |
| National-Oilwell Var | 0.1 | $863k | 13k | 67.95 | |
| Avnet (AVT) | 0.1 | $777k | 25k | 31.08 | |
| Hercules Offshore | 0.1 | $888k | 200k | 4.44 | |
| Acxiom Corporation | 0.1 | $686k | 56k | 12.21 | |
| Wells Fargo & Company (WFC) | 0.1 | $689k | 25k | 27.56 | |
| Rowan Companies | 0.1 | $628k | 21k | 30.34 | |
| Skyworks Solutions (SWKS) | 0.1 | $665k | 41k | 16.22 | |
| Riverbed Technolgoy Inc cmn | 0.1 | $635k | 27k | 23.52 | |
| Discover Financial Services (DFS) | 0.0 | $600k | 25k | 24.00 | |
| Universal Health Services (UHS) | 0.0 | $583k | 15k | 38.87 | |
| Health Management Associates | 0.0 | $553k | 75k | 7.37 | |
| Qualcomm (QCOM) | 0.0 | $551k | 10k | 54.73 | |
| LSI Corporation | 0.0 | $595k | 100k | 5.95 | |
| Walter Energy | 0.0 | $606k | 10k | 60.60 | |
| Sauer-Danfoss | 0.0 | $543k | 15k | 36.20 | |
| Ivanhoe Mines | 0.0 | $620k | 35k | 17.71 | |
| Nxp Semiconductors N V (NXPI) | 0.0 | $615k | 40k | 15.38 | |
| CVS Caremark Corporation (CVS) | 0.0 | $408k | 10k | 40.80 | |
| Manpower (MAN) | 0.0 | $358k | 10k | 35.80 | |
| LOGITECH INTERNATIONAL SA APP Com Stk (LOGI) | 0.0 | $389k | 50k | 7.78 | |
| United Therapeutics Corporation (UTHR) | 0.0 | $473k | 10k | 47.30 | |
| JPMorgan Chase & Co. (JPM) | 0.0 | $333k | 10k | 33.30 | |
| Lumber Liquidators Holdings (LLFLQ) | 0.0 | $294k | 17k | 17.68 | |
| JDS Uniphase Corporation | 0.0 | $261k | 25k | 10.44 | |
| American Water Works (AWK) | 0.0 | $223k | 7.0k | 31.86 | |
| Opko Health (OPK) | 0.0 | $245k | 50k | 4.90 | |
| SLM Corporation (SLM) | 0.0 | $134k | 10k | 13.40 | |
| Gen-Probe Incorporated | 0.0 | $157k | 2.7k | 59.02 | |
| Hologic (HOLX) | 0.0 | $107k | 6.1k | 17.54 | |
| Liz Claiborne | 0.0 | $132k | 15k | 8.64 | |
| McKesson Corporation (MCK) | 0.0 | $107k | 1.4k | 77.82 | |
| PerkinElmer (RVTY) | 0.0 | $70k | 3.5k | 20.00 | |
| Mednax (MD) | 0.0 | $164k | 2.3k | 72.09 | |
| Valeant Pharmaceuticals Int | 0.0 | $196k | 4.2k | 46.67 | |
| Charter Communications | 0.0 | $85k | 1.5k | 56.67 | |
| Spdr S&p 500 Etf (SPY) | 0.0 | $44k | 350.00 | 125.71 | |
| Liberty Global | 0.0 | $31k | 750.00 | 41.33 | |
| Advance Auto Parts (AAP) | 0.0 | $56k | 800.00 | 70.00 | |
| Wynn Resorts (WYNN) | 0.0 | $55k | 500.00 | 110.00 | |
| Hertz Global Holdings | 0.0 | $23k | 2.0k | 11.50 | |
| Under Armour (UAA) | 0.0 | $54k | 750.00 | 72.00 | |
| Ulta Salon, Cosmetics & Fragrance (ULTA) | 0.0 | $39k | 600.00 | 65.00 | |
| Cepheid | 0.0 | $34k | 1.0k | 34.00 | |
| Wright Medical | 0.0 | $54k | 3.3k | 16.49 | |
| Brookdale Senior Living (BKD) | 0.0 | $60k | 3.5k | 17.39 |
