Sigma Capital Management as of June 30, 2012
Portfolio Holdings for Sigma Capital Management
Sigma Capital Management holds 244 positions in its portfolio as reported in the June 2012 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Nordstrom (JWN) | 3.4 | $75M | 1.5M | 49.69 | |
| TJX Companies (TJX) | 2.6 | $57M | 1.3M | 42.93 | |
| Amazon (AMZN) | 2.5 | $55M | 241k | 228.35 | |
| Hyatt Hotels Corporation (H) | 2.2 | $49M | 1.3M | 37.16 | |
| Dollar General (DG) | 1.9 | $41M | 758k | 54.39 | |
| Visa (V) | 1.9 | $41M | 330k | 123.63 | |
| Tripadvisor (TRIP) | 1.8 | $40M | 900k | 44.69 | |
| Ralph Lauren Corp (RL) | 1.7 | $37M | 265k | 140.06 | |
| Monster Beverage | 1.7 | $37M | 520k | 71.20 | |
| Marriott Vacations Wrldwde Cp (VAC) | 1.6 | $34M | 1.1M | 30.98 | |
| Mead Johnson Nutrition | 1.5 | $32M | 401k | 80.51 | |
| Texas Roadhouse (TXRH) | 1.4 | $31M | 1.7M | 18.43 | |
| Eagle Materials (EXP) | 1.4 | $30M | 805k | 37.34 | |
| Gaylord Entertainment Company | 1.4 | $30M | 775k | 38.56 | |
| Sherwin-Williams Company (SHW) | 1.4 | $30M | 225k | 132.35 | |
| Ulta Salon, Cosmetics & Fragrance (ULTA) | 1.3 | $28M | 299k | 93.38 | |
| Spdr S&p 500 Etf Tr option | 1.2 | $27M | 200k | 136.27 | |
| Michael Kors Holdings | 1.2 | $27M | 643k | 41.84 | |
| Harley-Davidson (HOG) | 1.2 | $26M | 575k | 45.73 | |
| MasterCard Incorporated (MA) | 1.2 | $26M | 60k | 430.12 | |
| Concho Resources | 1.1 | $25M | 298k | 85.12 | |
| Home Depot (HD) | 1.1 | $25M | 475k | 52.99 | |
| Schlumberger (SLB) | 1.1 | $25M | 380k | 64.91 | |
| Starbucks Corporation (SBUX) | 1.1 | $24M | 452k | 53.32 | |
| EOG Resources (EOG) | 1.1 | $23M | 258k | 90.11 | |
| Dick's Sporting Goods (DKS) | 1.0 | $23M | 475k | 48.00 | |
| Willis Group Holdings | 1.0 | $23M | 616k | 36.49 | |
| Zillow | 1.0 | $22M | 575k | 38.63 | |
| Family Dollar Stores | 1.0 | $22M | 325k | 66.48 | |
| Annie's | 1.0 | $22M | 515k | 41.86 | |
| Carter's (CRI) | 0.9 | $21M | 400k | 52.60 | |
| Fortune Brands (FBIN) | 0.9 | $21M | 942k | 22.27 | |
| Movado (MOV) | 0.9 | $20M | 800k | 25.02 | |
| Hologic (HOLX) | 0.8 | $18M | 1.0M | 18.04 | |
| NCR Corporation (VYX) | 0.8 | $18M | 800k | 22.73 | |
| Ensco Plc Shs Class A | 0.8 | $18M | 375k | 46.97 | |
| 0.8 | $17M | 30k | 580.07 | ||
| Diebold Incorporated | 0.8 | $17M | 450k | 36.91 | |
| Intuit (INTU) | 0.7 | $16M | 275k | 59.35 | |
| Weatherford International Lt reg | 0.7 | $16M | 1.3M | 12.63 | |
| American Eagle Outfitters (AEO) | 0.7 | $16M | 800k | 19.73 | |
| McGraw-Hill Companies | 0.7 | $16M | 350k | 45.00 | |
| Continental Resources | 0.7 | $15M | 230k | 66.62 | |
| United Natural Foods (UNFI) | 0.7 | $15M | 275k | 54.86 | |
| Verisk Analytics (VRSK) | 0.7 | $15M | 300k | 49.26 | |
| Chico's FAS | 0.7 | $15M | 1.0M | 14.84 | |
| Visteon Corporation (VC) | 0.6 | $14M | 375k | 37.50 | |
| Take-Two Interactive Software (TTWO) | 0.6 | $13M | 1.4M | 9.46 | |
| Brookdale Senior Living (BKD) | 0.6 | $13M | 745k | 17.74 | |
| Apple (AAPL) | 0.6 | $13M | 22k | 584.00 | |
| Douglas Emmett (DEI) | 0.6 | $13M | 550k | 23.10 | |
| Fidelity National Financial | 0.6 | $13M | 650k | 19.26 | |
| Oil States International (OIS) | 0.6 | $13M | 190k | 66.20 | |
| Corrections Corporation of America | 0.6 | $13M | 430k | 29.45 | |
| Abbott Laboratories (ABT) | 0.6 | $12M | 190k | 64.47 | |
| Transocean (RIG) | 0.6 | $12M | 270k | 44.73 | |
| Aeropostale | 0.6 | $12M | 675k | 17.83 | |
| Anadarko Petroleum Corporation | 0.5 | $12M | 180k | 66.20 | |
| Noble Corporation Com Stk | 0.5 | $12M | 356k | 32.53 | |
| Marriott International Inc cmn | 0.5 | $12M | 300k | 39.20 | |
| Plains Exploration & Production Company | 0.5 | $11M | 325k | 35.18 | |
| Rockwood Holdings | 0.5 | $11M | 255k | 44.35 | |
| ON Semiconductor (ON) | 0.5 | $11M | 1.6M | 7.10 | |
| EQT Corporation (EQT) | 0.5 | $11M | 207k | 53.63 | |
| Udr (UDR) | 0.5 | $11M | 425k | 25.84 | |
| Baker Hughes Inc option | 0.5 | $10M | 250k | 41.10 | |
| Southwestern Energy Company | 0.5 | $10M | 318k | 31.93 | |
| PriceSmart (PSMT) | 0.5 | $10M | 150k | 67.51 | |
| Health Management Associates | 0.5 | $9.8M | 1.3M | 7.85 | |
| Medtronic | 0.4 | $9.8M | 253k | 38.73 | |
| Equifax (EFX) | 0.4 | $9.5M | 203k | 46.60 | |
| Spdr S&p 500 Etf (SPY) | 0.4 | $9.5M | 70k | 136.27 | |
| Noble Energy | 0.4 | $9.4M | 111k | 84.82 | |
| Broadcom Corporation | 0.4 | $9.5M | 280k | 33.80 | |
| Interpublic Group of Companies (IPG) | 0.4 | $9.2M | 850k | 10.85 | |
| Citrix Systems | 0.4 | $9.1M | 108k | 83.94 | |
| Synopsys (SNPS) | 0.4 | $9.0M | 305k | 29.43 | |
| Lear Corporation (LEA) | 0.4 | $8.6M | 228k | 37.73 | |
| Exxon Mobil Corporation (XOM) | 0.4 | $8.6M | 100k | 85.57 | |
| Computer Sciences Corporation | 0.4 | $8.7M | 350k | 24.82 | |
| Msci (MSCI) | 0.4 | $8.5M | 250k | 34.02 | |
| Lilly Eli & Co option | 0.4 | $8.6M | 200k | 42.91 | |
| Thermo Fisher Scientific (TMO) | 0.4 | $8.3M | 160k | 51.91 | |
| Iron Mountain Incorporated | 0.4 | $8.2M | 250k | 32.96 | |
| Sequenom | 0.4 | $8.0M | 2.0M | 4.06 | |
| Walt Disney Company (DIS) | 0.4 | $7.9M | 162k | 48.50 | |
| United Rentals (URI) | 0.4 | $8.0M | 235k | 34.04 | |
| WellCare Health Plans | 0.4 | $8.0M | 150k | 53.00 | |
| SL Green Realty | 0.4 | $8.0M | 100k | 80.24 | |
| Taubman Centers | 0.3 | $7.7M | 100k | 77.16 | |
| Servicesource | 0.3 | $7.7M | 553k | 13.85 | |
| Caterpillar (CAT) | 0.3 | $7.6M | 89k | 84.91 | |
| Murphy Oil Corporation (MUR) | 0.3 | $7.5M | 150k | 50.29 | |
| Valero Energy Corporation (VLO) | 0.3 | $7.2M | 300k | 24.15 | |
| Insulet Corporation (PODD) | 0.3 | $7.4M | 345k | 21.37 | |
| Sandisk Corp option | 0.3 | $7.3M | 200k | 36.48 | |
| Microchip Technology (MCHP) | 0.3 | $7.1M | 215k | 33.08 | |
| Canadian Natural Resources (CNQ) | 0.3 | $7.1M | 263k | 26.85 | |
| Fortinet (FTNT) | 0.3 | $7.0M | 300k | 23.22 | |
| Autodesk Inc cmn | 0.3 | $7.0M | 200k | 34.99 | |
| Monster Beverage Corp cmn | 0.3 | $7.1M | 100k | 71.20 | |
| eBay (EBAY) | 0.3 | $6.9M | 165k | 42.01 | |
| Primerica (PRI) | 0.3 | $6.7M | 250k | 26.73 | |
| Seadrill | 0.3 | $6.5M | 184k | 35.52 | |
| Helmerich & Payne Inc call | 0.3 | $6.5M | 150k | 43.48 | |
| Huntsman Corporation (HUN) | 0.3 | $6.5M | 500k | 12.94 | |
| AGCO Corporation (AGCO) | 0.3 | $6.3M | 137k | 45.73 | |
| Tesoro Corporation | 0.3 | $6.1M | 246k | 24.96 | |
| Itt Educational Services Inc option | 0.3 | $6.1M | 100k | 60.75 | |
| Lam Research Corporation | 0.3 | $5.9M | 156k | 37.74 | |
| Compuware Corporation | 0.3 | $5.7M | 610k | 9.29 | |
| St. Joe Company (JOE) | 0.3 | $5.8M | 365k | 15.81 | |
| Oriental Financial | 0.3 | $5.8M | 525k | 11.08 | |
| Forum Energy Technolo | 0.3 | $5.8M | 295k | 19.69 | |
| Genworth Financial (GNW) | 0.2 | $5.5M | 975k | 5.66 | |
| IAC/InterActive | 0.2 | $5.6M | 122k | 45.60 | |
| Global Payments (GPN) | 0.2 | $5.6M | 130k | 43.23 | |
| Cooper Tire & Rubber Company | 0.2 | $5.4M | 310k | 17.54 | |
| Potlatch Corporation (PCH) | 0.2 | $5.6M | 175k | 31.94 | |
| Hess (HES) | 0.2 | $5.4M | 124k | 43.45 | |
| Occidental Petroleum Corporation (OXY) | 0.2 | $5.4M | 62k | 85.77 | |
| Marathon Oil Corporation (MRO) | 0.2 | $5.3M | 208k | 25.57 | |
| Whiting Petroleum Corporation | 0.2 | $5.3M | 130k | 41.12 | |
| Masimo Corporation (MASI) | 0.2 | $5.3M | 235k | 22.38 | |
| Rowan Companies | 0.2 | $5.3M | 163k | 32.33 | |
| Total System Services | 0.2 | $5.0M | 210k | 23.93 | |
| Halliburton Company (HAL) | 0.2 | $5.0M | 177k | 28.39 | |
| Hertz Global Holdings | 0.2 | $5.0M | 394k | 12.80 | |
| Energy Select Sector SPDR (XLE) | 0.2 | $5.0M | 76k | 66.37 | |
| Cameron International Corporation | 0.2 | $5.0M | 117k | 42.71 | |
| FXCM | 0.2 | $5.1M | 435k | 11.76 | |
| Auxilium Pharmaceuticals | 0.2 | $4.8M | 180k | 26.89 | |
| Forest Oil Corporation | 0.2 | $4.9M | 668k | 7.33 | |
| Oceaneering International (OII) | 0.2 | $4.8M | 100k | 47.86 | |
| Denbury Res Inc option | 0.2 | $4.5M | 300k | 15.11 | |
| Ensco Plc call | 0.2 | $4.7M | 100k | 46.97 | |
| Infosys Technologies (INFY) | 0.2 | $4.3M | 95k | 45.06 | |
| eLong | 0.2 | $4.1M | 360k | 11.34 | |
| salesforce (CRM) | 0.2 | $4.2M | 30k | 138.27 | |
| Dril-Quip (DRQ) | 0.2 | $4.3M | 65k | 65.58 | |
| Cimarex Energy | 0.2 | $4.1M | 75k | 55.12 | |
| Teva Pharmaceutical Industries (TEVA) | 0.2 | $3.9M | 100k | 39.44 | |
| KBR (KBR) | 0.2 | $3.5M | 140k | 24.71 | |
| News Corporation | 0.2 | $3.6M | 160k | 22.29 | |
| HeartWare International | 0.2 | $3.6M | 40k | 88.80 | |
| OCZ Technology | 0.2 | $3.4M | 650k | 5.30 | |
| Interoil Corp Common Stock cmn | 0.2 | $3.5M | 50k | 69.70 | |
| Oasis Petroleum Inc cmn | 0.2 | $3.6M | 150k | 24.18 | |
| Fidelity National Information Services (FIS) | 0.1 | $3.4M | 100k | 34.08 | |
| Adobe Systems Incorporated (ADBE) | 0.1 | $3.2M | 100k | 32.37 | |
| Ciena Corporation (CIEN) | 0.1 | $3.3M | 200k | 16.37 | |
| Aruba Networks | 0.1 | $3.4M | 225k | 15.05 | |
| EXACT Sciences Corporation (EXAS) | 0.1 | $3.4M | 315k | 10.72 | |
| VirnetX Holding Corporation | 0.1 | $3.3M | 95k | 35.25 | |
| Sandridge | 0.1 | $3.3M | 500k | 6.69 | |
| Facebook Inc cl a (META) | 0.1 | $3.4M | 110k | 31.12 | |
| Ultra Petroleum | 0.1 | $3.1M | 135k | 23.07 | |
| Exterran Holdings | 0.1 | $3.2M | 250k | 12.75 | |
| Baker Hughes Incorporated | 0.1 | $3.2M | 77k | 41.10 | |
| Agilent Technologies Inc C ommon (A) | 0.1 | $3.1M | 80k | 39.24 | |
| Terex Corporation (TEX) | 0.1 | $3.1M | 175k | 17.83 | |
| Neurocrine Biosciences (NBIX) | 0.1 | $3.2M | 400k | 7.91 | |
| CONMED Corporation (CNMD) | 0.1 | $3.2M | 115k | 27.67 | |
| F5 Networks (FFIV) | 0.1 | $3.0M | 30k | 99.57 | |
| Berry Petroleum -cl A Cmn Stk cmn | 0.1 | $3.2M | 80k | 39.66 | |
| Fairchild Semiconductor International | 0.1 | $2.8M | 200k | 14.10 | |
| Heartland Payment Systems | 0.1 | $2.9M | 97k | 30.08 | |
| St. Jude Medical | 0.1 | $2.8M | 70k | 39.91 | |
| Corrections Corp Of America cmn | 0.1 | $2.9M | 100k | 29.45 | |
| Bankrate | 0.1 | $2.8M | 150k | 18.39 | |
| Concur Technologies | 0.1 | $2.7M | 40k | 68.10 | |
| AsiaInfo-Linkage | 0.1 | $2.7M | 230k | 11.79 | |
| Celgene Corporation | 0.1 | $2.6M | 40k | 64.15 | |
| Auxilium Pharmaceuticals Inc option | 0.1 | $2.7M | 100k | 26.89 | |
| Hollyfrontier Corp | 0.1 | $2.7M | 75k | 35.43 | |
| VCA Antech | 0.1 | $2.4M | 110k | 21.98 | |
| Denbury Resources | 0.1 | $2.5M | 167k | 15.11 | |
| KODIAK OIL & GAS CORP COMMON Stock cmn | 0.1 | $2.5M | 300k | 8.21 | |
| Autodesk (ADSK) | 0.1 | $2.1M | 60k | 34.98 | |
| Teradata Corporation (TDC) | 0.1 | $2.2M | 30k | 72.00 | |
| ArQule | 0.1 | $2.2M | 375k | 5.93 | |
| Brookline Ban (BRKL) | 0.1 | $2.2M | 250k | 8.85 | |
| Carrizo Oil & Gas | 0.1 | $2.2M | 95k | 23.51 | |
| Rosetta Resources | 0.1 | $2.2M | 60k | 36.63 | |
| Spectranetics Corporation | 0.1 | $2.2M | 190k | 11.42 | |
| Eaton Corporation | 0.1 | $2.0M | 50k | 39.64 | |
| Thoratec Corporation | 0.1 | $2.0M | 60k | 33.58 | |
| Ford Motor Company (F) | 0.1 | $1.9M | 200k | 9.59 | |
| Macquarie Infrastructure Company | 0.1 | $2.0M | 60k | 33.28 | |
| Quest Diagnostics Incorporated (DGX) | 0.1 | $1.9M | 33k | 59.91 | |
| Vanguard Health Systems | 0.1 | $2.0M | 227k | 8.89 | |
| Baxter International (BAX) | 0.1 | $1.9M | 35k | 53.14 | |
| Lowe's Companies (LOW) | 0.1 | $1.8M | 65k | 28.45 | |
| Manpower (MAN) | 0.1 | $1.8M | 50k | 36.66 | |
| Allscripts Healthcare Solutions (MDRX) | 0.1 | $1.7M | 160k | 10.93 | |
| Skyworks Solutions (SWKS) | 0.1 | $1.8M | 65k | 27.37 | |
| NPS Pharmaceuticals | 0.1 | $1.7M | 200k | 8.61 | |
| Aon | 0.1 | $1.8M | 38k | 46.77 | |
| National-Oilwell Var | 0.1 | $1.6M | 25k | 64.44 | |
| Nabors Industries | 0.1 | $1.5M | 102k | 14.40 | |
| Rowan Companies Plc call | 0.1 | $1.6M | 50k | 32.34 | |
| Devon Energy Corporation (DVN) | 0.1 | $1.4M | 24k | 57.98 | |
| CareFusion Corporation | 0.1 | $1.3M | 50k | 25.68 | |
| Krispy Kreme Doughnuts | 0.1 | $1.3M | 205k | 6.39 | |
| Affymax (AFFY) | 0.1 | $1.4M | 110k | 12.88 | |
| Sally Beauty Holdings (SBH) | 0.1 | $1.3M | 51k | 25.73 | |
| Lufkin Industries | 0.1 | $1.4M | 25k | 54.32 | |
| Qlt | 0.1 | $1.4M | 179k | 7.62 | |
| Navistar Intl Corp New option | 0.1 | $1.4M | 50k | 28.38 | |
| Ezchip Semiconductor Lt | 0.1 | $1.4M | 35k | 40.04 | |
| Amarin Corporation (AMRN) | 0.1 | $1.3M | 90k | 14.46 | |
| D Fluidigm Corp Del (LAB) | 0.1 | $1.2M | 82k | 15.04 | |
| Delphi Automotive | 0.1 | $1.3M | 50k | 25.50 | |
| Waters Corporation (WAT) | 0.1 | $1.2M | 15k | 79.47 | |
| Aetna | 0.1 | $1.2M | 30k | 38.77 | |
| Liberty Media | 0.1 | $1.0M | 56k | 17.80 | |
| Coventry Health Care | 0.1 | $1.2M | 38k | 31.79 | |
| Rigel Pharmaceuticals | 0.1 | $1.1M | 115k | 9.30 | |
| Ariad Pharmaceuticals | 0.1 | $1.0M | 60k | 17.22 | |
| Liberty Media Corp lcpad | 0.1 | $1.1M | 13k | 87.89 | |
| TeleTech Holdings | 0.0 | $800k | 50k | 16.00 | |
| Tenne | 0.0 | $939k | 35k | 26.83 | |
| Volcano Corporation | 0.0 | $860k | 30k | 28.67 | |
| Healthsouth | 0.0 | $872k | 38k | 23.25 | |
| Linkedin Corp | 0.0 | $946k | 8.9k | 106.32 | |
| priceline.com Incorporated | 0.0 | $643k | 968.00 | 664.26 | |
| Liquidity Services (LQDT) | 0.0 | $743k | 15k | 51.17 | |
| Vivus | 0.0 | $571k | 20k | 28.55 | |
| Ym Biosciences | 0.0 | $767k | 388k | 1.98 | |
| Threshold Pharmaceuticals | 0.0 | $740k | 100k | 7.40 | |
| Gnc Holdings Inc Cl A | 0.0 | $703k | 18k | 39.19 | |
| Yum! Brands (YUM) | 0.0 | $357k | 5.5k | 64.46 | |
| Pepsi (PEP) | 0.0 | $495k | 7.0k | 70.71 | |
| Wyndham Worldwide Corporation | 0.0 | $511k | 9.7k | 52.79 | |
| Dex (DXCM) | 0.0 | $510k | 39k | 12.95 | |
| D Tumi Holdings | 0.0 | $500k | 29k | 17.50 | |
| RadioShack Corporation | 0.0 | $192k | 50k | 3.84 | |
| Six Flags Entertainment (SIX) | 0.0 | $268k | 5.0k | 54.14 | |
| Moly | 0.0 | $216k | 10k | 21.60 | |
| Dunkin' Brands Group | 0.0 | $234k | 6.8k | 34.31 | |
| Guidewire Software (GWRE) | 0.0 | $281k | 10k | 28.10 | |
| PharMerica Corporation | 0.0 | $57k | 5.2k | 10.94 | |
| Sauer-Danfoss | 0.0 | $52k | 1.5k | 34.67 | |
| Novacopper | 0.0 | $35k | 18k | 2.00 |
