Sigma Capital Management

Sigma Capital Management as of June 30, 2011

Portfolio Holdings for Sigma Capital Management

Sigma Capital Management holds 241 positions in its portfolio as reported in the June 2011 quarterly 13F filing

Company (Ticker)
Portfolio Weight
Valued At
Change in Shares
Share Count
Share Price
Spdr S&p 500 Etf Tr option 3.7 $74M 560k 131.97
Sherwin-Williams Company (SHW) 2.8 $57M 675k 83.87
Green Mountain Coffee Roasters 2.3 $45M 506k 89.26
Yum! Brands (YUM) 2.0 $40M 715k 55.24
Amazon (AMZN) 1.9 $37M 181k 204.49
Cit 1.8 $37M 825k 44.26
TJX Companies (TJX) 1.8 $36M 675k 52.53
Mead Johnson Nutrition 1.6 $33M 485k 67.55
Owens Corning (OC) 1.4 $29M 775k 37.35
Timken Company (TKR) 1.4 $29M 575k 50.40
Herbalife Ltd Com Stk (HLF) 1.4 $28M 490k 57.64
Expedia 1.4 $27M 935k 28.99
Sauer-Danfoss 1.3 $26M 515k 50.39
Eastman Chemical Company (EMN) 1.3 $26M 250k 102.07
Cheesecake Factory Incorporated (CAKE) 1.2 $24M 775k 31.37
Select Sector Spdr Tr option 1.2 $24M 600k 39.38
Crown Holdings (CCK) 1.2 $23M 600k 38.82
Community Health Systems (CYH) 1.2 $23M 909k 25.68
Yandex Nv-a (NBIS) 1.1 $22M 625k 35.51
Domino's Pizza (DPZ) 1.1 $22M 875k 25.24
Abercrombie & Fitch (ANF) 1.1 $22M 325k 66.92
Tiffany & Co. 1.1 $22M 275k 78.52
Walter Investment Management 1.1 $21M 960k 22.19
Coach 1.0 $21M 325k 63.93
Blue Nile 1.0 $20M 450k 43.98
Arcos Dorados Holdings (ARCO) 0.9 $19M 900k 21.09
CVS Caremark Corporation (CVS) 0.9 $18M 490k 37.58
Diamond Foods 0.9 $18M 240k 76.34
Tyco International Ltd S hs 0.9 $18M 360k 49.43
Express Scripts 0.9 $18M 325k 53.98
Anadarko Petroleum Corporation 0.8 $17M 221k 76.76
Thermo Fisher Scientific (TMO) 0.8 $17M 256k 64.39
Douglas Emmett (DEI) 0.8 $16M 825k 19.89
Suncor Energy (SU) 0.8 $16M 410k 39.10
Tibco Software 0.8 $16M 547k 29.02
Cabot Oil & Gas Corporation (CTRA) 0.8 $15M 231k 66.31
Eaton Corporation 0.8 $15M 290k 51.45
Dover Corporation (DOV) 0.8 $15M 220k 67.80
Comcast Corporation (CMCSA) 0.7 $15M 575k 25.34
Citigroup (C) 0.7 $15M 350k 41.64
Virgin Media 0.7 $14M 475k 29.93
Nike (NKE) 0.7 $14M 150k 89.98
Stanley Black & Decker (SWK) 0.6 $13M 175k 72.05
Dendreon Corporation 0.6 $13M 308k 40.90
QEP Resources 0.6 $12M 295k 41.83
DineEquity (DIN) 0.6 $12M 235k 52.27
Endo Pharmaceuticals 0.6 $12M 300k 40.17
PSS World Medical 0.6 $12M 425k 28.01
Dell 0.6 $12M 702k 16.67
Ncr Corp 0.6 $11M 600k 18.89
Sotheby's 0.6 $11M 255k 43.50
Lear Corporation (LEA) 0.5 $11M 200k 53.48
Valassis Communications 0.5 $11M 358k 30.30
Lincare Holdings 0.5 $11M 370k 29.27
F5 Networks (FFIV) 0.5 $11M 98k 110.25
BE Aerospace 0.5 $11M 262k 40.81
Verisk Analytics (VRSK) 0.5 $10M 300k 34.62
Talisman Energy 0.5 $10M 507k 20.49
Via 0.5 $10M 200k 51.00
Teradata Corporation (TDC) 0.5 $10M 171k 60.20
PerkinElmer (RVTY) 0.5 $9.7M 361k 26.91
VELTI PLC ST Helier 0.5 $9.7M 575k 16.91
Adtran 0.5 $9.7M 250k 38.71
CHECK POINT SOFTWARE Technolog Com Stk (CHKP) 0.5 $9.6M 168k 56.85
Ariad Pharmaceuticals 0.5 $9.6M 850k 11.33
Northern Trust Corporation (NTRS) 0.5 $9.2M 200k 45.96
Citrix Systems 0.5 $9.1M 114k 80.00
Jack in the Box (JACK) 0.5 $9.1M 400k 22.78
Taleo Corporation 0.5 $9.3M 250k 37.03
eLong 0.5 $9.0M 400k 22.57
Ball Corporation (BALL) 0.5 $9.0M 235k 38.46
Life Time Fitness 0.4 $8.4M 210k 39.91
Dell 0.4 $8.3M 500k 16.67
NVR (NVR) 0.4 $8.2M 11k 725.51
Brookline Ban (BRKL) 0.4 $8.1M 875k 9.27
Ishares Tr Index option 0.4 $8.3M 100k 82.80
Schwab Charles Corp New option 0.4 $8.2M 500k 16.45
Motorola Solutions (MSI) 0.4 $8.0M 174k 46.04
Staples Common Stock Spls cmn 0.4 $7.9M 500k 15.80
Medtronic 0.4 $7.7M 200k 38.53
Pioneer Natural Resources 0.4 $7.8M 87k 89.58
Marathon Oil Corporation (MRO) 0.4 $7.6M 145k 52.68
Cognizant Technology Solutions (CTSH) 0.4 $7.3M 100k 73.34
Crane 0.4 $7.4M 150k 49.41
Stryker Corporation (SYK) 0.4 $7.3M 125k 58.69
BioMarin Pharmaceutical (BMRN) 0.4 $7.2M 264k 27.21
Charles River Laboratories (CRL) 0.4 $7.1M 175k 40.65
Apple (AAPL) 0.4 $7.2M 22k 335.67
CNinsure 0.3 $7.0M 475k 14.73
Sirona Dental Systems 0.3 $7.1M 133k 53.10
Qlik Technologies 0.3 $7.0M 205k 34.06
Etrade Financial Corp call 0.3 $6.9M 500k 13.80
AVEO Pharmaceuticals 0.3 $6.8M 331k 20.61
HiSoft Technology International (HSFT) 0.3 $6.8M 467k 14.65
LPL Investment Holdings 0.3 $6.8M 200k 34.21
Bruker Corporation (BRKR) 0.3 $6.6M 326k 20.36
Verint Systems (VRNT) 0.3 $6.7M 180k 37.04
Universal Health Services (UHS) 0.3 $6.5M 126k 51.53
Whole Foods Market 0.3 $6.3M 100k 63.45
iGATE Corporation 0.3 $6.4M 390k 16.32
Weatherford International Lt reg 0.3 $6.3M 336k 18.75
FedEx Corporation (FDX) 0.3 $6.2M 65k 94.85
Boeing Company (BA) 0.3 $6.3M 85k 73.93
T. Rowe Price (TROW) 0.3 $6.0M 100k 60.34
Halliburton Company (HAL) 0.3 $6.0M 118k 51.00
Walgreen Company 0.3 $5.9M 140k 42.46
tw tele 0.3 $6.0M 294k 20.53
FleetCor Technologies 0.3 $6.1M 205k 29.64
Federated Investors Inc-cl B cmn 0.3 $6.0M 250k 23.84
Devon Energy Corporation (DVN) 0.3 $5.8M 74k 78.81
Aetna 0.3 $5.7M 130k 44.09
Rowan Companies 0.3 $5.7M 147k 38.81
Huntington Bancshares Incorporated (HBAN) 0.3 $5.6M 850k 6.56
PAREXEL International Corporation 0.3 $5.5M 235k 23.56
Altera Corporation 0.3 $5.6M 120k 46.35
ViroPharma Incorporated 0.3 $5.5M 300k 18.50
Western Digital (WDC) 0.3 $5.5M 150k 36.38
Frontier Oil Corporation 0.3 $5.5M 170k 32.31
First Republic Bank/san F (FRCB) 0.3 $5.5M 170k 32.28
American Express Company (AXP) 0.3 $5.2M 100k 51.70
Aon Corporation 0.3 $5.1M 100k 51.30
Helmerich & Payne (HP) 0.3 $5.1M 77k 66.11
Invesco (IVZ) 0.3 $5.3M 225k 23.40
Radiant Systems 0.3 $5.2M 250k 20.90
National-Oilwell Var 0.2 $5.1M 65k 78.21
Coventry Health Care 0.2 $5.0M 138k 36.47
Armstrong World Industries (AWI) 0.2 $5.0M 110k 45.56
Triumph (TGI) 0.2 $5.0M 50k 99.58
American Capital Agency 0.2 $5.1M 175k 29.11
Bjs Wholesale Club 0.2 $5.0M 100k 50.35
Oasis Petroleum 0.2 $4.7M 160k 29.68
Autodesk (ADSK) 0.2 $4.6M 120k 38.60
Franklin Resources (BEN) 0.2 $4.6M 35k 131.29
Pharmaceutical Product Development 0.2 $4.6M 170k 26.84
WellCare Health Plans 0.2 $4.5M 88k 51.41
Covidien 0.2 $4.5M 85k 53.24
U.S. Bancorp (USB) 0.2 $4.5M 175k 25.51
Gen-Probe Incorporated 0.2 $4.5M 65k 69.15
VCA Antech 0.2 $4.3M 205k 21.20
Fifth Third Ban (FITB) 0.2 $4.5M 350k 12.75
Humana (HUM) 0.2 $4.4M 55k 80.55
MEMC Electronic Materials 0.2 $4.3M 509k 8.53
Arthur J. Gallagher & Co. (AJG) 0.2 $4.3M 150k 28.54
Manpower (MAN) 0.2 $4.3M 80k 53.65
Atmel Corporation 0.2 $4.2M 300k 14.07
Stone Energy Corporation 0.2 $4.3M 140k 30.39
FTI Consulting (FCN) 0.2 $4.1M 107k 37.94
Discover Financial Services (DFS) 0.2 $4.0M 150k 26.75
Avnet (AVT) 0.2 $4.0M 125k 31.88
99 Cents Only Stores 0.2 $4.0M 200k 20.24
Dril-Quip (DRQ) 0.2 $3.9M 58k 67.83
LogMeIn 0.2 $4.0M 103k 38.57
AMERIGROUP Corporation 0.2 $3.7M 53k 70.47
Noble Corporation Com Stk 0.2 $3.8M 96k 39.41
Wells Fargo & Company (WFC) 0.2 $3.5M 125k 28.06
FEI Company 0.2 $3.5M 92k 38.19
Ens 0.2 $3.4M 64k 53.31
Symantec Corporation 0.2 $3.5M 175k 19.72
New York Times Company (NYT) 0.2 $3.5M 400k 8.72
Semiconductor HOLDRs 0.2 $3.4M 100k 34.08
Broadcom Corporation 0.2 $3.4M 100k 33.64
Brown & Brown (BRO) 0.2 $3.2M 125k 25.66
Xilinx 0.2 $3.1M 85k 36.47
Cadence Design Systems (CDNS) 0.2 $3.2M 301k 10.56
Capital One Financial (COF) 0.2 $3.1M 60k 51.67
Alpha Natural Resources 0.2 $3.2M 70k 45.44
Assured Guaranty Ltd call 0.2 $3.3M 200k 16.31
Regions Financial Corp New call 0.2 $3.1M 500k 6.20
Mgic Inv Corp Cmn Stock cmn 0.2 $3.3M 550k 5.95
Deutsche Bank Ag-registered (DB) 0.1 $3.0M 50k 59.24
Discovery Communications 0.1 $2.7M 75k 36.55
TCF Financial Corporation 0.1 $2.8M 202k 13.80
CSX Corporation (CSX) 0.1 $2.6M 100k 26.22
Waters Corporation (WAT) 0.1 $2.6M 27k 95.74
Rock-Tenn Company 0.1 $2.7M 40k 66.35
Banco Bilbao Vizcaya Argentaria SA (BBVA) 0.1 $2.6M 225k 11.74
Banco Santander (SAN) 0.1 $2.6M 225k 11.51
Invesco Mortgage Capital 0.1 $2.6M 125k 21.13
DaVita (DVA) 0.1 $2.3M 27k 86.59
CIGNA Corporation 0.1 $2.4M 47k 51.43
WellPoint 0.1 $2.4M 30k 78.77
Patterson-UTI Energy (PTEN) 0.1 $2.4M 75k 31.61
Loral Space & Communications 0.1 $2.4M 35k 69.46
Ocz Technology Group 0.1 $2.4M 303k 8.00
Microsoft Corporation (MSFT) 0.1 $2.2M 85k 26.00
Auxilium Pharmaceuticals 0.1 $2.2M 114k 19.60
Plantronics 0.1 $2.2M 60k 36.53
Becton, Dickinson and (BDX) 0.1 $2.2M 25k 86.16
Goodrich Corporation 0.1 $2.1M 23k 95.51
Sigma-Aldrich Corporation 0.1 $2.2M 30k 73.37
Atwood Oceanics 0.1 $2.2M 50k 44.14
Catalyst Health Solutions 0.1 $2.2M 40k 55.82
Oriental Financial 0.1 $2.1M 165k 12.89
Icon 0.1 $2.2M 95k 23.56
JPMorgan Chase & Co. (JPM) 0.1 $2.0M 50k 40.94
EMC Corporation 0.1 $2.1M 76k 27.56
St. Joe Company (JOE) 0.1 $2.1M 100k 20.84
Illumina (ILMN) 0.1 $1.9M 26k 75.16
Terex Corporation (TEX) 0.1 $2.0M 70k 28.46
Skyworks Solutions (SWKS) 0.1 $2.0M 85k 22.98
MF Global Holdings 0.1 $1.9M 250k 7.74
Avago Technologies 0.1 $1.9M 50k 38.00
Oritani Financial 0.1 $1.9M 150k 12.79
Active Network 0.1 $2.1M 119k 17.60
Ubs Ag Cmn 0.1 $1.8M 100k 18.26
Airgas 0.1 $1.8M 25k 70.04
Stericycle (SRCL) 0.1 $1.8M 20k 89.10
NxStage Medical 0.1 $1.9M 90k 20.82
Stifel Financial (SF) 0.1 $1.8M 50k 35.86
Medco Health Solutions 0.1 $1.7M 30k 56.53
Tenet Healthcare Corporation 0.1 $1.7M 265k 6.24
Boston Scientific Corporation (BSX) 0.1 $1.6M 225k 6.91
Health Management Associates 0.1 $1.7M 155k 10.78
Agilent Technologies Inc C ommon (A) 0.1 $1.5M 30k 51.10
Gnc Holdings Inc Cl A 0.1 $1.5M 70k 21.82
Symetra Finl Corp 0.1 $1.3M 100k 13.43
Temple Inland Inc option 0.1 $1.5M 50k 29.74
Hca Holdings (HCA) 0.1 $1.3M 40k 33.00
AFLAC Incorporated (AFL) 0.1 $1.2M 25k 46.68
Red Hat 0.1 $1.1M 25k 45.92
ZOLL Medical Corporation 0.1 $1.1M 20k 56.65
Louisiana-Pacific Corporation (LPX) 0.1 $1.2M 150k 8.14
ViewPoint Financial 0.1 $1.1M 80k 13.80
Banco Bilbao Vizcaya Argenta option 0.1 $1.2M 100k 11.74
Cninsure Inc option 0.1 $1.1M 75k 14.73
Willis Group Holdings 0.1 $1.0M 25k 41.12
ON Semiconductor (ON) 0.1 $1.0M 100k 10.47
Seagate Technology Com Stk 0.1 $1.0M 63k 16.16
Mednax (MD) 0.1 $1.1M 15k 72.20
Amphenol Corporation (APH) 0.0 $810k 15k 54.00
Nasdaq Omx (NDAQ) 0.0 $633k 25k 25.32
CoStar (CSGP) 0.0 $593k 10k 59.30
NetLogic Microsystems 0.0 $606k 15k 40.40
InterMune 0.0 $470k 13k 35.86
Axis Capital Holdings (AXS) 0.0 $310k 10k 31.00
Micromet 0.0 $411k 72k 5.75
Coffee Holding (JVA) 0.0 $388k 25k 15.52
Universal Amern Spin Corp 0.0 $369k 34k 10.95
Opko Health (OPK) 0.0 $185k 50k 3.70
Harbin Electric 0.0 $70k 4.6k 15.22
Alcatel-Lucent 0.0 $3.840000 1.00 3.84