SIGMA CAPITAL MANAGEMENT LLC
Follow13F filer, CIK 1167507, STAMFORD, CT
SIGMA CAPITAL MANAGEMENT LLC reported $1,779,927,000 across 162 holdings for the quarter ended 2013-12-31, in a 13F-HR filed 2014-02-14. Its ten largest share positions make up 29.61% of the portfolio.
Filed (acceptance time not in the bulk data set), ingested 13F-HR 0001140361-14-007836
- Period
- 2013-12-31
- Reported value
- $1.78B
- Holdings
- 162
- Top 10 weight
- 29.61%
- New
- 82
- Sold out
- 199
Largest buys vs the previous quarter
| Security | Shares change | Approx. value |
|---|---|---|
| LLFLQnew | +350,000 | $36M |
| Googlenew | +30,848 | $34.6M |
| AMZNadded | +80,000 | $31.9M |
| DRIL-QUIP INCadded | +290,136 | $31.9M |
| ROSTnew | +425,000 | $31.8M |
Ranked by the share change valued at this quarter's implied price (value over shares in the 13F). A position sold out is valued at the previous quarter's price, its last report.
Largest sells vs the previous quarter
| Security | Shares change | Approx. value |
|---|---|---|
| OIIreduced | -434,164 | -$34.2M |
| EXPreduced | -435,000 | -$33.7M |
| SMreduced | -382,818 | -$31.8M |
| WHRexited | -215,000 | -$31.5M |
| GNC HLDGS INCreduced | -525,000 | -$30.7M |
Ranked by the share change valued at this quarter's implied price (value over shares in the 13F). A position sold out is valued at the previous quarter's price, its last report.
Back to all 147 share positions
Options
Puts and calls, as filed. The amount and value describe the underlying shares, not the option premium, so they stay out of % of portfolio (H5).
| Security | Type | Amount | Value | Change |
|---|---|---|---|---|
| SODASTREAM INTERNATIONALSODASTREAM INTERNATIONAL LTD | put | 900,000 | $44.7M | new |
| CLXCLOROX CO DEL COM | put | 200,000 | $18.6M | new |
| FRESH MKT INCFRESH MKT INC COM | call | 400,000 | $16.2M | new |
| OUTERWALL INCOUTERWALL INC COM | put | 200,000 | $13.5M | new |
| YAHOO INCYAHOO INC COM | call | 300,000 | $12.1M | new |
| URBNURBAN OUTFITTERS INC COM | call | 300,000 | $11.1M | new |
| LOWLOWES COS INC COM | call | 200,000 | $9.91M | new |
| ASCENA RETAIL GROUP INCASCENA RETAIL GROUP INC COM | put | 300,000 | $6.35M | new |
| ABEVAMBEV SA ADR | call | 800,000 | $5.88M | new |
| PENNEY J C INCPENNEY J C INC COM | put | 500,000 | $4.58M | new |
| YOUKU.COM INCYOUKU.COM INC COMMON STOCK-FO | call | 150,000 | $4.54M | new |
| JANUS CAPITAL GROUP INCJANUS CAPITAL GROUP INC COMMON STOCK | put | 300,000 | $3.71M | new |
| SEARS HOLDINGS CORP XXXSEARS HOLDINGS CORP XXX COM | put | 50,000 | $2.45M | new |
| DIAMOND FOODS INCDIAMOND FOODS INC COM | call | 85,000 | $2.2M | new |
| RDNRADIAN GROUP INC Stock | call | 75,000 | $1.06M | new |
Sold out in Q4 2013
Positions in the previous quarter's report that this quarter's report no longer lists.
| Security | Shares before | Value before | Type |
|---|---|---|---|
| COMPANHIA DE BEBIDAS DAS AMECOMPANHIA DE BEBIDAS DAS AME | 1,246,500 | $47.8M | call |
| ANHEUSER BUSCH INBEV SA NVANHEUSER BUSCH INBEV SA NV | 340,000 | $33.7M | call |
| WHRWHIRLPOOL CORP | 215,000 | $31.5M | shares |
| MASMASCO CORP | 1,400,000 | $29.8M | shares |
| TJXTJX COS INC NEW | 500,000 | $28.2M | shares |
| STURM RUGER & CO INCSTURM RUGER & CO INC | 350,000 | $21.9M | put |
| CRICARTERS INC | 287,000 | $21.8M | shares |
| EOG RES INCEOG RES INC | 125,000 | $21.2M | call |
| IBMINTERNATIONAL BUSINESS MACHS | 110,000 | $20.4M | shares |
| COMPUWARE CORPCOMPUWARE CORP | 1,800,000 | $20.2M | shares |
| ESINQITT EDUCATIONAL SERVICES INC | 650,000 | $20.1M | shares |
| SPDR SERIES TRUSTSPDR SERIES TRUST | 300,000 | $19.8M | put |
| WASHINGTON POST COWASHINGTON POST CO | 25,000 | $15.3M | shares |
| SHOOMADDEN STEVEN LTD | 275,000 | $14.8M | shares |
| VACMARRIOTT VACATIONS WORLDWIDE | 329,900 | $14.5M | shares |
| EBAYEBAY INC. | 250,000 | $13.9M | shares |
| MACQUARIE INFRASTRUCTURE HO…MACQUARIE INFRASTRUCTURE HOLDI | 260,000 | $13.9M | shares |
| ANADARKO PETROLEUM CORPANADARKO PETROLEUM CORP | 148,000 | $13.8M | shares |
| NOBLE ENERGY INCNOBLE ENERGY INC | 200,000 | $13.4M | shares |
| EXPEEXPEDIA GROUP INC | 250,000 | $12.9M | shares |
| EXPEDIA GROUP INCEXPEDIA GROUP INC | 250,000 | $12.9M | call |
| BFHBREAD FINANCIAL HOLDINGS INC | 60,000 | $12.7M | shares |
| DEERE & CODEERE & CO | 150,000 | $12.2M | put |
| FISVFISERV INC | 120,000 | $12.1M | shares |
| WHITING PETROLEUM CORPORATI…WHITING PETROLEUM CORPORATION | 200,000 | $12M | call |
| ASCENA RETAIL GROUP INCASCENA RETAIL GROUP INC | 600,000 | $12M | put |
| MARKET VECTORS OIL SERVICE EMARKET VECTORS OIL SERVICE E | 250,000 | $11.8M | put |
| AAPLAPPLE INC | 24,000 | $11.4M | shares |
| SEMGROUP CORPSEMGROUP CORP | 200,000 | $11.4M | shares |
| ANN INCANN INC | 300,000 | $10.9M | put |
| EXPRESS SCRIPTS HLDG COEXPRESS SCRIPTS HLDG CO | 173,000 | $10.7M | shares |
| QEP RESOURCES INCQEP RESOURCES INC | 375,000 | $10.4M | shares |
| SUPERVALU INCSUPERVALU INC | 1,200,000 | $9.88M | shares |
| ZBHZIMMER BIOMET HOLDINGS INC | 120,000 | $9.86M | shares |
| ISHARES TRISHARES TR | 90,000 | $9.6M | put |
| RANGE RES CORPRANGE RES CORP | 125,000 | $9.49M | call |
| TESORO CORPTESORO CORP | 212,500 | $9.35M | shares |
| CYHCOMMUNITY HEALTH SYS INC NEW | 225,000 | $9.34M | shares |
| NIELSEN HOLDINGS N VNIELSEN HOLDINGS N V | 250,000 | $9.11M | shares |
| PRICELINE GRP INCPRICELINE GRP INC | 9,000 | $9.1M | shares |
| DISH NETWORK CORP-ADISH NETWORK CORP-A | 200,000 | $9M | call |
| EFXEQUIFAX INC | 150,000 | $8.98M | shares |
| TIDEWATER INCTIDEWATER INC | 150,000 | $8.89M | shares |
| ZTSZOETIS INC | 280,000 | $8.71M | shares |
| JKSJINKOSOLAR HLDG CO LTD | 380,200 | $8.57M | shares |
| CAREFUSION CORPCAREFUSION CORP | 230,000 | $8.49M | shares |
| AVON PRODUCTS INCAVON PRODUCTS INC | 406,000 | $8.36M | put |
| INFYINFOSYS LTD | 170,000 | $8.18M | shares |
| CLOROX CO DELCLOROX CO DEL | 100,000 | $8.17M | put |
| DIEBOLD NXDF INCDIEBOLD NXDF INC | 275,000 | $8.07M | shares |
| CTRIP COM INTL LTDCTRIP COM INTL LTD | 130,000 | $7.6M | shares |
| SNYSANOFI SA | 150,000 | $7.59M | shares |
| COTERRA ENERGY INCCOTERRA ENERGY INC | 200,000 | $7.46M | call |
| TRINA SOLAR LIMITEDTRINA SOLAR LIMITED | 481,500 | $7.44M | shares |
| SOUFUN HOLDINGS LTDSOUFUN HOLDINGS LTD | 141,000 | $7.28M | shares |
| DVADAVITA INC | 125,000 | $7.11M | shares |
| ST JUDE MED INCST JUDE MED INC | 130,000 | $6.97M | shares |
| HCAHCA HEALTHCARE INC | 160,000 | $6.84M | shares |
| URBNURBAN OUTFITTERS INC | 175,000 | $6.43M | shares |
| SODASTREAM INTERNATIONAL LTDSODASTREAM INTERNATIONAL LTD | 100,000 | $6.24M | put |
| ARCOS DORADOS HLDGS INCARCOS DORADOS HLDGS INC | 525,000 | $6.22M | put |
| TRGPTARGA RES CORP | 85,000 | $6.2M | shares |
| WENDYS COWENDYS CO | 720,000 | $6.11M | put |
| SEARS HOLDINGS CORPSEARS HOLDINGS CORP | 100,000 | $5.96M | put |
| CONTINENTAL RES INCCONTINENTAL RES INC | 55,000 | $5.9M | shares |
| CHESAPEAKE ENERGY CORPCHESAPEAKE ENERGY CORP | 225,000 | $5.82M | call |
| HESS CORPHESS CORP | 75,000 | $5.8M | shares |
| DEVON ENERGY CORP NEWDEVON ENERGY CORP NEW | 100,000 | $5.78M | call |
| SMITHFIELD FOODS INCSMITHFIELD FOODS INC | 170,000 | $5.78M | call |
| SIGSIGNET JEWELERS LTD | 80,200 | $5.75M | shares |
| PERRIGO CO PLC FPERRIGO CO PLC F | 45,000 | $5.55M | shares |
| VALEANT PHARMACEUTICALS INTLVALEANT PHARMACEUTICALS INTL | 52,900 | $5.52M | shares |
| INSMINSMED INC | 350,000 | $5.46M | shares |
| WEXWEX INC | 60,000 | $5.26M | shares |
| WESTERN REFNG INCWESTERN REFNG INC | 175,000 | $5.26M | shares |
| EPIZYME INCEPIZYME INC | 130,000 | $5.22M | shares |
| Gulfport EnergyGulfport Energy | 80,500 | $5.18M | shares |
| Cole Real Estate InvestmentsCole Real Estate Investments | 415,000 | $5.09M | shares |
| SPYSTATE STR SPDR S&P 500 ETF T | 30,000 | $5.04M | shares |
| STATE STR SPDR S&P 500 ETF TSTATE STR SPDR S&P 500 ETF T | 30,000 | $5.04M | put |
| OUTERWALL INCOUTERWALL INC | 100,000 | $5M | put |
| ETNEATON CORP PLC | 71,533 | $4.92M | shares |
| INFOSYS LTDINFOSYS LTD | 100,000 | $4.81M | call |
| OCWEN FINL CORPOCWEN FINL CORP | 85,000 | $4.74M | shares |
| OXYOCCIDENTAL PETE CORP | 50,000 | $4.68M | shares |
| MEAD JOHNSON NUTRITION COMEAD JOHNSON NUTRITION CO | 61,000 | $4.53M | shares |
| NEWFIELD EXPL CONEWFIELD EXPL CO | 165,000 | $4.52M | shares |
| ADIANALOG DEVICES INC | 95,000 | $4.47M | shares |
| CHORD ENERGY CORPORATIONCHORD ENERGY CORPORATION | 90,000 | $4.42M | shares |
| J.C. PENNEY CO INCJ.C. PENNEY CO INC | 500,000 | $4.41M | put |
| GILDGILEAD SCIENCES INC | 70,000 | $4.4M | shares |
| THOMSON REUTERS CORPTHOMSON REUTERS CORP | 125,000 | $4.38M | shares |
| SEAGATE TECHNOLOGY HOLDINGSSEAGATE TECHNOLOGY HOLDINGS | 100,000 | $4.37M | shares |
| LIBERTY GLOBAL PLCLIBERTY GLOBAL PLC | 55,000 | $4.36M | shares |
| THCTENET HEALTHCARE CORP | 105,500 | $4.35M | shares |
| NOODLES & CONOODLES & CO | 100,000 | $4.27M | put |
| ADSKAUTODESK INC | 100,000 | $4.12M | shares |
| AUTODESK INCAUTODESK INC | 100,000 | $4.12M | call |
| UNHUNITEDHEALTH GROUP INC | 56,733 | $4.06M | shares |
| HONHONEYWELL INTL INC | 48,170 | $4M | shares |
| OKEONEOK INC NEW | 75,000 | $4M | shares |
| JNJJOHNSON & JOHNSON | 46,000 | $3.99M | shares |
| GMGENERAL MTRS CO | 108,300 | $3.9M | shares |
| CORNERSTONE ONDEMAND INC COMCORNERSTONE ONDEMAND INC COM | 75,000 | $3.86M | shares |
| IMPAX LABORATORIES INCIMPAX LABORATORIES INC | 185,000 | $3.79M | shares |
| TKRTIMKEN CO | 62,189 | $3.76M | shares |
| SPIRIT AIRLS INCSPIRIT AIRLS INC | 106,930 | $3.66M | shares |
| OCEANEERING INTL INCOCEANEERING INTL INC | 45,000 | $3.66M | put |
| CLOVIS ONCOLOGY INCCLOVIS ONCOLOGY INC | 60,000 | $3.65M | shares |
| SANDRIDGE ENERGY INCSANDRIDGE ENERGY INC | 600,000 | $3.52M | shares |
| FLOFLOWERS FOODS INC | 160,000 | $3.43M | shares |
| CONSOL ENERGY INCCONSOL ENERGY INC | 100,000 | $3.37M | shares |
| B/E AEROSPACE INCB/E AEROSPACE INC | 45,200 | $3.34M | shares |
| COMPANHIA BRASILEIRA DE DISTCOMPANHIA BRASILEIRA DE DIST | 68,000 | $3.13M | shares |
| PVHPVH CORPORATION | 26,000 | $3.09M | shares |
| COMPANHIA DE BEBIDAS DAS AMECOMPANHIA DE BEBIDAS DAS AME | 80,000 | $3.07M | shares |
| CMICUMMINS INC | 23,000 | $3.06M | shares |
| MAGELLAN HEALTH SERVICES INCMAGELLAN HEALTH SERVICES INC | 50,000 | $3M | shares |
| ACTAVIS INCACTAVIS INC | 20,000 | $2.88M | shares |
| SENSATA TECHNOLOGIES HOLDINGSENSATA TECHNOLOGIES HOLDING | 74,700 | $2.86M | shares |
| SOUTHWESTERN ENERGY COSOUTHWESTERN ENERGY CO | 75,000 | $2.73M | shares |
| TSMTAIWAN SEMICONDUCTOR MANUFAC | 160,000 | $2.71M | shares |
| CERNER CORPCERNER CORP | 50,000 | $2.63M | put |
| AFC ENTERPRISES INCAFC ENTERPRISES INC | 59,652 | $2.6M | shares |
| Broadcom IncBroadcom Inc | 60,000 | $2.59M | shares |
| GRACE W R & CO DEL NEW COMGRACE W R & CO DEL NEW COM | 29,406 | $2.57M | shares |
| AETNA INC NEWAETNA INC NEW | 40,000 | $2.56M | shares |
| ARTHROCARE CORPARTHROCARE CORP | 70,000 | $2.49M | shares |
| COCA COLA ENTERPRISES INC NECOCA COLA ENTERPRISES INC NE | 60,000 | $2.41M | shares |
| CREE INCCREE INC | 40,000 | $2.41M | shares |
| HERTZ GLOBAL HLDGS INC NHERTZ GLOBAL HLDGS INC N | 107,500 | $2.38M | shares |
| OCCIDENTAL PETE CORPOCCIDENTAL PETE CORP | 25,000 | $2.34M | call |
| MYLAN INCMYLAN INC | 60,000 | $2.29M | shares |
| VANTIV INCVANTIV INC | 80,000 | $2.23M | shares |
| LAREDO PETE HLDGS INCLAREDO PETE HLDGS INC | 75,000 | $2.23M | call |
| REGULUS THERAPEUTICS INCREGULUS THERAPEUTICS INC | 234,741 | $2.21M | shares |
| SLBSLB LIMITED | 25,000 | $2.21M | shares |
| ECHOSTAR CORPECHOSTAR CORP | 50,000 | $2.2M | call |
| MARATHON OIL CORPMARATHON OIL CORP | 58,000 | $2.02M | shares |
| TEAM HEALTH HOLDINGS INCTEAM HEALTH HOLDINGS INC | 50,000 | $1.9M | shares |
| ALTERA CORPALTERA CORP | 50,000 | $1.86M | shares |
| ROWAN COMPANIES PLCROWAN COMPANIES PLC | 50,000 | $1.84M | shares |
| ENTAENANTA PHARMACEUTICALS INC | 80,000 | $1.83M | shares |
| FREESCALE SEMICONDUCTOR LTDFREESCALE SEMICONDUCTOR LTD | 109,984 | $1.83M | shares |
| SGISOMNIGROUP INTERNATIONAL INC | 40,000 | $1.76M | shares |
| ORCLORACLE CORP | 50,000 | $1.66M | shares |
| ONCOMED PHARMACEUTICALS INC…ONCOMED PHARMACEUTICALS INC COM | 100,000 | $1.53M | shares |
| FAIRCHILD SEMICONDUCTORFAIRCHILD SEMICONDUCTOR | 110,000 | $1.53M | shares |
| COOPER TIRE & RUBR COCOOPER TIRE & RUBR CO | 49,000 | $1.51M | shares |
| VITAL ENERGY INCVITAL ENERGY INC | 50,596 | $1.5M | shares |
| EXPRO GROUP HOLDINGS NV COMEXPRO GROUP HOLDINGS NV COM | 50,000 | $1.5M | shares |
| CONNQCONNS INC | 29,400 | $1.47M | shares |
| TORNIER NVTORNIER NV | 69,870 | $1.35M | shares |
| WRIGHT MED GROUP INCWRIGHT MED GROUP INC | 50,000 | $1.3M | shares |
| TMUST-MOBILE US INC | 50,000 | $1.3M | shares |
| MIDSTATES PETROLEUM CO INCMIDSTATES PETROLEUM CO INC | 250,000 | $1.28M | shares |
| CORE LABORATORIES N VCORE LABORATORIES N V | 7,500 | $1.27M | shares |
| LINKEDIN CORPLINKEDIN CORP | 5,000 | $1.23M | shares |
| AIGAMERICAN INTL GROUP INC | 25,000 | $1.22M | shares |
| DGXQUEST DIAGNOSTICS INC | 19,450 | $1.2M | shares |
| GOODRICH PETE CORP CMN STKGOODRICH PETE CORP CMN STK | 47,000 | $1.14M | put |
| REX ENERGY CORPORATIONREX ENERGY CORPORATION | 50,000 | $1.11M | shares |
| PENN WEST PETROLEUM LTDPENN WEST PETROLEUM LTD | 100,000 | $1.11M | call |
| WALGREEN COWALGREEN CO | 20,000 | $1.08M | shares |
| PGT INNOVATIONS INCPGT INNOVATIONS INC | 108,000 | $1.07M | shares |
| SANCHEZ ENERGY CORPSANCHEZ ENERGY CORP | 40,000 | $1.06M | shares |
| TDGTRANSDIGM GROUP INC | 7,320 | $1.01M | shares |
| BIDUBAIDU INC | 6,500 | $1.01M | shares |
| U S AIRWAYS GROUP INCU S AIRWAYS GROUP INC | 52,500 | $995K | shares |
| LIFEPOINT HEALTH INCLIFEPOINT HEALTH INC | 20,000 | $933K | shares |
| SYNASYNAPTICS INC | 20,000 | $886K | shares |
| LIBERTY GLOBAL PLCLIBERTY GLOBAL PLC | 10,000 | $754K | shares |
| E-COMMERCE CHINA DANGDANG INE-COMMERCE CHINA DANGDANG IN | 70,000 | $734K | shares |
| RADIAN GROUP INCRADIAN GROUP INC | 50,000 | $697K | call |
| EWEDWARDS LIFESCIENCES CORP | 10,000 | $696K | shares |
| VECOVEECO INSTRS INC DEL | 15,000 | $558K | shares |
| FIVEFIVE BELOW INC | 10,000 | $438K | shares |
| APACHE CORPAPACHE CORP | 5,000 | $426K | shares |
| TTWOTAKE-TWO INTERACTIVE SOFTWAR | 20,000 | $363K | shares |
| GSGOLDMAN SACHS GROUP INC | 2,000 | $316K | shares |
| MEDIVATION INCMEDIVATION INC | 5,000 | $300K | shares |
| RUBICON TECHNOLOGY INCRUBICON TECHNOLOGY INC | 24,319 | $295K | shares |
| NUANCE COMMUNICATIONS INCNUANCE COMMUNICATIONS INC | 15,000 | $280K | shares |
| MCDERMOTT INTL INCMCDERMOTT INTL INC | 30,000 | $223K | shares |
| BARNES & NOBLE INCBARNES & NOBLE INC | 15,000 | $194K | shares |
| HEALTH MGMT ASSOC INC NEWHEALTH MGMT ASSOC INC NEW | 15,000 | $192K | shares |
| AMERICAN RLTY CAP PPTYS INCAMERICAN RLTY CAP PPTYS INC | 15,000 | $183K | shares |
| WCI CMNTYS INCWCI CMNTYS INC | 10,000 | $173K | shares |
| KRKROGER CO | 3,000 | $121K | shares |
| MOLYCORP INC DELMOLYCORP INC DEL | 15,000 | $98K | shares |
| PENNEY J C INCPENNEY J C INC | 10,000 | $88K | shares |
| RIORIO TINTO PLC | 300 | $15K | shares |
| CCKCROWN HLDGS INC | 349 | $15K | shares |
| FIBRIA CELULOSEFIBRIA CELULOSE | 1,000 | $12K | shares |
| BARRICK GOLD CORPBARRICK GOLD CORP | 421 | $8K | shares |
| STILLWATER MINING COSTILLWATER MINING CO | 535 | $6K | shares |
| UNPUNION PAC CORP | 31 | $5K | shares |
| METAMETA PLATFORMS INC | 1 | $0 | shares |
| MLCOMELCO RESORTS AND ENTMNT LTD | 1 | $0 | shares |
How Q4 2013 was built
Available 13F filings of this filer for the quarter and their roles: the base report is the latest original or restatement, NEW HOLDINGS amendments filed after it are added (method).
| Filing | Role | Amendment | Filed | Accepted | Ingested |
|---|---|---|---|---|---|
| 13F-HR 0001140361-14-007836 | base | 2014-02-14 | acceptance time not in the bulk data set |