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 |