SEC Info - Sigma Capital Management LLC - ‘13F-HR’ for 3/31/13

SEC Info℠

Home

Help

Please Sign In

Sigma Capital Management LLC – ‘13F-HR’ for 3/31/13

On: Wednesday, 5/15/13, at 5:08pm ET · Effective: 5/15/13 · For: 3/31/13 · Accession #: 1193125-13-222689 · File #: 28-10113

  As Of               Filer                 Filing    For·On·As Docs:Size             Issuer                      Filing Agent

 5/15/13  Sigma Capital Management LLC      13F-HR      3/31/13    1:25K                                    Donnelley … Solutions/FA

Quarterly Holdings and Combination Report by a Money Manager — Form 13F
Filing Table of Contents

Document/Exhibit                   Description                      Pages   Size 

 1: 13F-HR      Quarterly Holdings and Combination Report by a         8     42K 
                Money Manager                                                    

13F-HR 1st Page of 8 TOC ↑Top Previous Next ↓Bottom Just 1st
 
VIA EDGAR                                                                       

May 15, 2013                                                                    

Securities and Exchange Commission                                              
450 Fifth Street, N.W.                                                          
Washington, D.C. 20549                                                          

Re:  Sigma Capital Management, LLC                                              

Ladies and Gentlemen:                                                           

On behalf of Sigma Capital Management, LLC, enclosed for filing with the        
Securities and Exchange Commission pursuant to the requirements of              
Section 13(f) of the Securities Exchange Act of 1934 and Rule 13f-1 thereunder, 
please find the attached report on Form 13F for the reporting period ended      
March 31, 2013.                                                                 

These materials are being submitted electronically pursuant to Rule             
101(a)(1)(iii) of Regulation S-T.                                               

Should you have any questions regarding the enclosures, please contact the      
undersigned at (203) 890-2094.                                                  

Very truly yours,                                                               

Peter Nussbaum                                                                  

Enclosures                                                                      

13F-HR 2nd Page of 8 TOC 1st Previous Next ↓Bottom Just 2nd
UNITED STATES 
SECURITIES AND EXCHANGE COMMISSION  
Washington D.C. 20549 

Form 13F  

FORM 13F COVER PAGE 

Report for the Calendar Year or Quarter Ended: March 31, 2013                   

Check here if Amendment [_]; Amendment Number: ____                             
This Amendment (Check only one):              [_] is a restatement.         
                                              [_] adds new holdings entries.

Institutional Investment Manager Filing this Report:                            

Name:          Sigma Capital Management, LLC                                    
Address:       c/o S.A.C. Capital Advisors, L.P.                                
72 Cummings Point Road                            
Stamford, Connecticut 06902                       

Form 13F File Number: 28-10113                                                  

The institutional investment manager filing this report and the person by whom  
it is signed hereby represent that the person signing the report is authorized  
to submit it, that all information contained herein is true, correct and        
complete, and that it is understood that all required items, statements,        
schedules, lists, and tables, are considered integral parts of this form.       

Person Signing this Report on Behalf of Reporting Manager:                      

Name:          Peter Nussbaum                                                   
Title:         Authorized Person                                                
Phone:         203-890-2094                                                     

Signature, Place, and Date of Signing:                                          

/s/ Peter Nussbaum      Stamford, Connecticut          May 15, 2013     
------------------------  ------------------------  ------------------------  
[Signature]              [City, State]                 [Date]     

Report type (Check only one.):                                                  

[X] 13F HOLDINGS REPORT. (Check here if all holdings of this report manager are 
reported in this report.)                                               

[_] 13F NOTICE. (Check here if no holdings reported are in this report, and all 
holding are reported by other reporting manager(s).)                    

[_] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this   
   reporting manager are reported in this report and a portion are reported by
other reporting manager(s).)                                            

13F-HR 3rd Page of 8 TOC 1st Previous Next ↓Bottom Just 3rd
FORM 13F SUMMARY PAGE 

Report Summary:                                                                 

Number of Other Included Managers:            1                                 
                       -----------

Form 13F Information Table Entry Total:       234*                              
                       -----------

Form 13F Information Table Value Total:       $2,255,454                        
                       -----------
                       (thousands)

List of Other Included Managers:                                                

Provide a numbered list of the name(s) and Form 13F file number(s) of all       
institutional investment managers with respect to which this report is filed,   
other than the manager filing this report.                                      

                                                                [Download Table]

No.             Form 13F File Number      Name                         
---             --------------------      ----                         
                                                                       

1               28-13297                  S.A.C. Capital Advisors, L.P.

* Positions that are exempt from reporting under Special Instruction 9 to the   
Form 13F are excluded. However, positions that would not be exempt when     
 aggregated with positions of the same security held by (i) the Other Included
Managers or (ii) certain affiliates of the Reporting Manager which include  
the Reporting Manager as an Other Included Manager on their own Forms 13F,  
are listed herein.                                                          

13F-HR 4th Page of 8 TOC 1st Previous Next ↓Bottom Just 4th
                                                        [Enlarge/Download Table]

Column 1                      Column 2 Column 3  Column 4       Column 5          Column 6    Column 7     Column 8     
--------                      -------- --------- -------- -------------------- -------------- -------- -----------------
                              Title of            Value   SH or PRN SH / Put /   Investment    Other                    
Name of Issuer                 Class    CUSIP    (x$1000)  Amount   PRN  Call    Discretion   Manager  Voting Authority 
--------------                -------- --------- -------- --------- ---- ----- -------------- -------- -----------------
                                                                                                       Sole Shared  None
                                                                                                       ---- ------- ----
                                                                                                                        

ACCRETIVE HEALTH INC          Common   00438V103    1,575   155,000 SH         Shared-Defined        1      155,000     
ADOBE SYS INC                 Common   00724F101   10,138   233,000 SH         Shared-Defined        1      233,000     
AETNA INC NEW                 Common   00817Y108    2,300    45,000 SH         Shared-Defined        1       45,000     
AMERICAN CAP LTD              Common   02503Y103    7,048   482,900 SH         Shared-Defined        1      482,900     
ANHEUSER BUSCH INBEV SA/NV    Common   03524A108    7,964    80,000 SH         Shared-Defined        1       80,000     
ARRIS GROUP INC               Common   04269Q100   10,388   605,000 SH         Shared-Defined        1      605,000     
AUXILIUM PHARMACEUTICALS INC  Common   05334D107    1,382    80,000 SH         Shared-Defined        1       80,000     
CAMERON INTERNATIONAL CORP    Common   13342B105   12,062   185,000 SH         Shared-Defined        1      185,000     
CARDINAL HEALTH INC           Common   14149Y108    6,243   150,000 SH         Shared-Defined        1      150,000     
COGENT COMM GROUP INC         Common   19239V302    7,392   280,000 SH         Shared-Defined        1      280,000     
COMPANHIA BRASILEIRA DE DIST  Common   20440T201    6,926   130,000 SH         Shared-Defined        1      130,000     
COMPANHIA DE BEBIDAS DAS AME  Common   20441W203    4,656   110,000 SH         Shared-Defined        1      110,000     
CONCHO RES INC                Common   20605P101    2,436    25,000 SH         Shared-Defined        1       25,000     
CONOCOPHILLIPS                Common   20825C104   20,434   340,000 SH         Shared-Defined        1      340,000     
DOMINOS PIZZA INC             Common   25754A201   20,062   390,000 SH         Shared-Defined        1      390,000     
EOG RES INC                   Common   26875P101   25,102   196,000 SH         Shared-Defined        1      196,000     
EQT CORP                      Common   26884L109      678    10,000 SH         Shared-Defined        1       10,000     
EAGLE MATERIALS INC           Common   26969P108   18,441   276,772 SH         Shared-Defined        1      276,772     
EQUINIX INC                   Common   29444U502    5,321    24,600 SH         Shared-Defined        1       24,600     
EXTERRAN HLDGS INC            Common   30225X103   20,925   775,000 SH         Shared-Defined        1      775,000     
FIDELITY NATIONAL FINANCIAL   Common   31620R105    7,443   295,000 SH         Shared-Defined        1      295,000     
FLOWSERVE CORP                Common   34354P105    4,936    29,430 SH         Shared-Defined        1       29,430     
GOOGLE INC                    Common   38259P508   14,134    17,800 SH         Shared-Defined        1       17,800     
GRACE W R & CO DEL NEW        Common   38388F108    2,010    25,926 SH         Shared-Defined        1       25,926     
HESS CORP                     Common   42809H107    8,951   125,000 SH         Shared-Defined        1      125,000     
IMPAX LABORATORIES INC        Common   45256B101    2,934   190,000 SH         Shared-Defined        1      190,000     
ISHARES TR                    Option   464287955   14,139   150,000      Put   Shared-Defined        1      150,000     
JUNIPER NETWORKS INC          Common   48203R104    4,913   265,000 SH         Shared-Defined        1      265,000     
MACQUARIE INFRASTR CO LLC     Common   55608B105   10,716   198,300 SH         Shared-Defined        1      198,300     
MOMENTA PHARMACEUTICALS INC   Common   60877T100    2,668   200,000 SH         Shared-Defined        1      200,000     
NETSUITE INC                  Common   64118Q107    1,201    15,000 SH         Shared-Defined        1       15,000     
NEUROCRINE BIOSCIENCES INC    Common   64125C109    1,443   118,854 SH         Shared-Defined        1      118,854     
NORTHSTAR RLTY FIN CORP       Common   66704R100      711    75,000 SH         Shared-Defined        1       75,000     
ORACLE CORP                   Common   68389X105   10,025   310,000 SH         Shared-Defined        1      310,000     
PANERA BREAD CO               Common   69840W108   49,572   300,000 SH         Shared-Defined        1      300,000     
QLIK TECHNOLOGIES INC         Common   74733T105    3,926   152,000 SH         Shared-Defined        1      152,000     
QEP RES INC                   Common   74733V100    6,050   190,000 SH         Shared-Defined        1      190,000     
QUEST DIAGNOSTICS INC         Common   74834L100    2,258    40,000 SH         Shared-Defined        1       40,000     
QUESTCOR PHARMACEUTICALS INC  Common   74835Y101      325    10,000 SH         Shared-Defined        1       10,000     
REGENERON PHARMACEUTICALS     Common   75886F107    3,352    19,000 SH         Shared-Defined        1       19,000     
SM ENERGY CO                  Common   78454L100   34,052   575,000 SH         Shared-Defined        1      575,000     
SPDR S&P 500 ETF TR           Option   78462F953   49,939   319,000      Put   Shared-Defined        1      319,000     
SANDISK CORP                  Common   80004C101    4,296    78,100 SH         Shared-Defined        1       78,100     
SANOFI                        Common   80105N105    1,277    25,000 SH         Shared-Defined        1       25,000     
SPECTRUM PHARMACEUTICALS INC  Common   84763A108      597    80,000 SH         Shared-Defined        1       80,000     
TIBCO SOFTWARE INC            Common   88632Q103    3,539   175,000 SH         Shared-Defined        1      175,000     

13F-HR 5th Page of 8 TOC 1st Previous Next ↓Bottom Just 5th
                                                        [Enlarge/Download Table]

Column 1                      Column 2 Column 3  Column 4       Column 5          Column 6    Column 7     Column 8     
--------                      -------- --------- -------- -------------------- -------------- -------- -----------------
                              Title of            Value   SH or PRN SH / Put /   Investment    Other                    
Name of Issuer                 Class    CUSIP    (x$1000)  Amount   PRN  Call    Discretion   Manager  Voting Authority 
--------------                -------- --------- -------- --------- ---- ----- -------------- -------- -----------------
                                                                                                       Sole Shared  None
                                                                                                       ---- ------- ----
                                                                                                                        

ULTA SALON COSMETCS & FRAG I  Common   90384S303   11,770   145,000 SH         Shared-Defined        1      145,000     
VERIFONE SYS INC              Common   92342Y109   15,717   760,000 SH         Shared-Defined        1      760,000     
VISA INC                      Common   92826C839    1,698    10,000 SH         Shared-Defined        1       10,000     
WELLPOINT INC                 Common   94973V107    6,623   100,000 SH         Shared-Defined        1      100,000     
WYNDHAM WORLDWIDE CORP        Common   98310W108   17,732   275,000 SH         Shared-Defined        1      275,000     
MARVELL TECHNOLOGY GROUP LTD  Common   G5876H105    1,206   114,000 SH         Shared-Defined        1      114,000     
NABORS INDUSTRIES LTD         Common   G6359F103      162    10,000 SH         Shared-Defined        1       10,000     
TRANSOCEAN LTD                Common   H8817H100   16,598   319,429 SH         Shared-Defined        1      319,429     
NCR CORP NEW                  Common   62886E108    6,890   250,000 SH         Shared-Defined        1      250,000     
E M C CORP MASS               Common   268648102    1,433    60,000 SH         Shared-Defined        1       60,000     
GILEAD SCIENCES INC           Common   375558103    9,786   200,000 SH         Shared-Defined        1      200,000     
UNITED CONTL HLDGS INC        Common   910047109    3,589   112,122 SH         Shared-Defined        1      112,122     
COPART INC                    Common   217204106   21,425   625,000 SH         Shared-Defined        1      625,000     
UNIVERSAL HLTH SVCS INC       Common   913903100    3,832    60,000 SH         Shared-Defined        1       60,000     
BOSTON SCIENTIFIC CORP        Common   101137107      469    60,000 SH         Shared-Defined        1       60,000     
PFIZER INC                    Common   717081103    5,772   200,000 SH         Shared-Defined        1      200,000     
INTERNATIONAL BUSINESS MACHS  Common   459200101   10,665    50,000 SH         Shared-Defined        1       50,000     
INTEL CORP                    Common   458140100   10,051   460,000 SH         Shared-Defined        1      460,000     
QUALCOMM INC                  Common   747525103    1,004    15,000 SH         Shared-Defined        1       15,000     
RESEARCH IN MOTION LTD        Common   760975102    8,670   600,000 SH         Shared-Defined        1      600,000     
CBS CORP NEW                  Common   124857202    4,202    90,000 SH         Shared-Defined        1       90,000     
DEERE & CO                    Common   244199105      215     2,500 SH         Shared-Defined        1        2,500     
FOSSIL INC                    Common   349882100   34,776   360,000 SH         Shared-Defined        1      360,000     
GENERAL DYNAMICS CORP         Common   369550108      987    14,000 SH         Shared-Defined        1       14,000     
GAP INC DEL                   Common   364760108   17,700   500,000 SH         Shared-Defined        1      500,000     
HALLIBURTON CO                Common   406216101   10,103   250,000 SH         Shared-Defined        1      250,000     
HARLEY DAVIDSON INC           Common   412822108   37,523   704,000 SH         Shared-Defined        1      704,000     
NOBLE ENERGY INC              Common   655044105   14,226   123,000 SH         Shared-Defined        1      123,000     
NATIONAL OILWELL VARCO INC    Common   637071101   36,790   520,000 SH         Shared-Defined        1      520,000     
PLAINS EXPL& PRODTN CO        Common   726505100    6,076   128,000 SH         Shared-Defined        1      128,000     
SCHLUMBERGER LTD              Common   806857108   14,978   200,000 SH         Shared-Defined        1      200,000     
TESORO CORP                   Common   881609101   13,174   225,000 SH         Shared-Defined        1      225,000     
TIME WARNER INC               Common   887317303    4,610    80,000 SH         Shared-Defined        1       80,000     
URBAN OUTFITTERS INC          Common   917047102   27,118   700,000 SH         Shared-Defined        1      700,000     
WHOLE FOODS MKT INC           Common   966837106   52,050   600,000 SH         Shared-Defined        1      600,000     
NEWFIELD EXPL CO              Common   651290108    3,027   135,000 SH         Shared-Defined        1      135,000     
ULTRA PETROLEUM CORP          Common   903914109      402    20,000 SH         Shared-Defined        1       20,000     
MARATHON OIL CORP             Common   565849106    3,372   100,000 SH         Shared-Defined        1      100,000     
DISCOVER FINL SVCS            Common   254709108    7,174   160,000 SH         Shared-Defined        1      160,000     
LOWES COS INC                 Common   548661107   24,648   650,000 SH         Shared-Defined        1      650,000     
LENDER PROCESSING SVCS INC    Common   52602E102    3,055   120,000 SH         Shared-Defined        1      120,000     
MEAD JOHNSON NUTRITION CO     Common   582839106    3,873    50,000 SH         Shared-Defined        1       50,000     
OMNICARE INC                  Common   681904108    2,036    50,000 SH         Shared-Defined        1       50,000     
CIMAREX ENERGY CO             Common   171798101    7,167    95,000 SH         Shared-Defined        1       95,000     
YAHOO INC                     Common   984332106    7,341   312,000 SH         Shared-Defined        1      312,000     
HOME DEPOT INC                Common   437076102    2,791    40,000 SH         Shared-Defined        1       40,000     
NIKE INC                      Common   654106103   11,802   200,000 SH         Shared-Defined        1      200,000     
SHERWIN WILLIAMS CO           Common   824348106   26,178   155,000 SH         Shared-Defined        1      155,000     
TIVO INC                      Common   888706108    3,779   305,000 SH         Shared-Defined        1      305,000     
WESTERN DIGITAL CORP          Common   958102105    1,257    25,000 SH         Shared-Defined        1       25,000     
LOCKHEED MARTIN CORP          Common   539830109      965    10,000 SH         Shared-Defined        1       10,000     
COMPUWARE CORP                Common   205638109    7,286   582,863 SH         Shared-Defined        1      582,863     
DISNEY WALT CO                Common   254687106    7,100   125,000 SH         Shared-Defined        1      125,000     

13F-HR 6th Page of 8 TOC 1st Previous Next ↓Bottom Just 6th
                                                        [Enlarge/Download Table]

Column 1                      Column 2 Column 3  Column 4       Column 5          Column 6    Column 7      Column 8      
--------                      -------- --------- -------- -------------------- -------------- -------- -------------------
                              Title of            Value   SH or PRN SH / Put /   Investment    Other                      
Name of Issuer                 Class    CUSIP    (x$1000)  Amount   PRN  Call    Discretion   Manager   Voting Authority  
--------------                -------- --------- -------- --------- ---- ----- -------------- -------- -------------------
                                                                                                       Sole  Shared   None
                                                                                                       ---- --------- ----
                                                                                                                          

CERNER CORP                   Common   156782104      948    10,000 SH         Shared-Defined        1         10,000     
CELGENE CORP                  Common   151020104      580     5,000 SH         Shared-Defined        1          5,000     
CUMMINS INC                   Common   231021106    1,019     8,800 SH         Shared-Defined        1          8,800     
CITRIX SYS INC                Common   177376100   10,608   147,000 SH         Shared-Defined        1        147,000     
FOREST LABS INC               Common   345838106    2,282    60,000 SH         Shared-Defined        1         60,000     
MICRON TECHNOLOGY INC         Common   595112103      798    80,000 SH         Shared-Defined        1         80,000     
PITNEY BOWES INC              Common   724479100    4,458   300,000 SH         Shared-Defined        1        300,000     
PATTERSON COMPANIES INC       Common   703395103    3,804   100,000 SH         Shared-Defined        1        100,000     
SUPERVALU INC                 Common   868536103   22,176 4,400,000 SH         Shared-Defined        1      4,400,000     
WHIRLPOOL CORP                Common   963320106    4,738    40,000 SH         Shared-Defined        1         40,000     
WESTERN UN CO                 Common   959802109   15,040 1,000,000 SH         Shared-Defined        1      1,000,000     
COMMUNITY HEALTH SYS INC NEW  Common   203668108    2,843    60,000 SH         Shared-Defined        1         60,000     
MELCO CROWN ENTMT LTD         Common   585464100      525    22,501 SH         Shared-Defined        1         22,501     
ISIS PHARMACEUTICALS INC      Common   464330109    2,880   170,000 SH         Shared-Defined        1        170,000     
NUVASIVE INC                  Common   670704105      107     5,000 SH         Shared-Defined        1          5,000     
DIEBOLD INC                   Common   253651103   13,644   450,000 SH         Shared-Defined        1        450,000     
FLOWERS FOODS INC             Common   343498101   14,823   450,000 SH         Shared-Defined        1        450,000     
SPIRIT AEROSYSTEMS HLDGS INC  Common   848574109    1,076    56,685 SH         Shared-Defined        1         56,685     
UNDER ARMOUR INC              Common   904311107   18,176   355,000 SH         Shared-Defined        1        355,000     
CABOT OIL & GAS CORP          Common   127097103   32,115   475,000 SH         Shared-Defined        1        475,000     
OSHKOSH CORP                  Common   688239201    1,020    24,000 SH         Shared-Defined        1         24,000     
CONTINENTAL RESOURCES INC     Common   212015101    2,347    27,000 SH         Shared-Defined        1         27,000     
CARTER INC                    Common   146229109   28,062   490,000 SH         Shared-Defined        1        490,000     
ZUMIEZ INC                    Common   989817101    1,353    59,100 SH         Shared-Defined        1         59,100     
BUFFALO WILD WINGS INC        Common   119848109   26,959   308,000 SH         Shared-Defined        1        308,000     
MARTIN MARIETTA MATLS INC     Common   573284106   33,667   330,000 SH         Shared-Defined        1        330,000     
CHEESECAKE FACTORY INC        Common   163072101    3,861   100,000 SH         Shared-Defined        1        100,000     
TEXAS ROADHOUSE INC           Common   882681109   26,752 1,325,000 SH         Shared-Defined        1      1,325,000     
DANA HLDG CORP                Common   235825205    1,312    73,580 SH         Shared-Defined        1         73,580     
WABASH NATL CORP              Common   929566107    1,021   100,502 SH         Shared-Defined        1        100,502     
FORTINET INC                  Common   34959E109    1,783    75,283 SH         Shared-Defined        1         75,283     
IHS INC                       Common   451734107   11,519   110,000 SH         Shared-Defined        1        110,000     
MICROS SYS INC                Common   594901100    8,010   176,000 SH         Shared-Defined        1        176,000     
LEAR CORP                     Common   521865204    2,454    44,724 SH         Shared-Defined        1         44,724     
TRANSDIGM GROUP INC           Common   893641100    5,809    37,985 SH         Shared-Defined        1         37,985     
CHIPOTLE MEXICAN GRILL INC    Common   169656105      326     1,000 SH         Shared-Defined        1          1,000     
OWENS CORNING NEW             Common   690742101   52,245 1,325,010 SH         Shared-Defined        1      1,325,010     
RED HAT INC                   Common   756577102   11,123   220,000 SH         Shared-Defined        1        220,000     
ROSETTA RESOURCES INC         Common   777779307   20,222   425,000 SH         Shared-Defined        1        425,000     
COMMONWEALTH REIT             Common   203233101    9,200   410,000 SH         Shared-Defined        1        410,000     
FACTSET RESH SYS INC          Common   303075105    8,334    90,000 SH         Shared-Defined        1         90,000     
FOMENTO ECONOMICO MEXICANO S  Common   344419106    3,859    34,000 SH         Shared-Defined        1         34,000     
GREENBRIER COS INC            Common   393657101        7       300 SH         Shared-Defined        1            300     
GULFPORT ENERGY CORP          Common   402635304    1,833    40,000 SH         Shared-Defined        1         40,000     
HARMAN INTL INDS INC          Common   413086109      504    11,297 SH         Shared-Defined        1         11,297     
HERCULES OFFSHORE INC         Common   427093109    9,349 1,260,000 SH         Shared-Defined        1      1,260,000     
JABIL CIRCUIT INC             Common   466313103    1,016    55,000 SH         Shared-Defined        1         55,000     
ELONG INC                     Common   290138205      530    35,133 SH         Shared-Defined        1         35,133     
MEDICINES CO                  Common   584688105    5,013   150,000 SH         Shared-Defined        1        150,000     
MOVADO GROUP INC              Common   624580106   26,816   800,000 SH         Shared-Defined        1        800,000     
TIMKEN CO                     Common   887389104    1,539    27,199 SH         Shared-Defined        1         27,199     
XILINX INC                    Common   983919101    1,076    28,200 SH         Shared-Defined        1         28,200     
HCA HOLDINGS INC              Common   40412C101    2,438    60,000 SH         Shared-Defined        1         60,000     

13F-HR 7th Page of 8 TOC 1st Previous Next ↓Bottom Just 7th
                                                        [Enlarge/Download Table]

Column 1                      Column 2 Column 3  Column 4       Column 5          Column 6    Column 7      Column 8      
--------                      -------- --------- -------- -------------------- -------------- -------- -------------------
                              Title of            Value   SH or PRN SH / Put /   Investment    Other                      
Name of Issuer                 Class    CUSIP    (x$1000)  Amount   PRN  Call    Discretion   Manager   Voting Authority  
--------------                -------- --------- -------- --------- ---- ----- -------------- -------- -------------------
                                                                                                       Sole  Shared   None
                                                                                                       ---- --------- ----
                                                                                                                          

VISTEON CORP                  Common   92839U206    3,863    66,956 SH         Shared-Defined        1         66,956     
BANKUNITED INC                Common   06652K103      320    12,500 SH         Shared-Defined        1         12,500     
GENERAC HLDGS INC             Common   368736104      353    10,000 SH         Shared-Defined        1         10,000     
TORNIER N V                   Common   N87237108    2,249   119,295 SH         Shared-Defined        1        119,295     
MARATHON PETE CORP            Common   56585A102    3,584    40,000 SH         Shared-Defined        1         40,000     
PVH CORP                      Common   693656100   16,022   150,000 SH         Shared-Defined        1        150,000     
FREESCALE SEMICONDUCTOR LTD   Common   G3727Q101    5,407   363,144 SH         Shared-Defined        1        363,144     
GNC HLDGS INC                 Common   36191G107   62,848 1,600,000 SH         Shared-Defined        1      1,600,000     
HOMEAWAY INC                  Common   43739Q100   11,375   350,000 SH         Shared-Defined        1        350,000     
CORNERSTONE ONDEMAND INC      Common   21925Y103    3,922   115,000 SH         Shared-Defined        1        115,000     
ELLIE MAE INC                 Common   28849P100    1,443    60,000 SH         Shared-Defined        1         60,000     
INFINITY PHARMACEUTICALS INC  Common   45665G303   11,285   232,821 SH         Shared-Defined        1        232,821     
CONNS INC                     Common   208242107    4,179   116,400 SH         Shared-Defined        1        116,400     
APPLE INC                     Common   037833100   39,837    90,000 SH         Shared-Defined        1         90,000     
AMAZON COM INC                Common   023135106   50,100   188,000 SH         Shared-Defined        1        188,000     
ALTERA CORP                   Common   021441100    1,429    40,300 SH         Shared-Defined        1         40,300     
ALCATEL-LUCENT                Common   013904305    2,607 1,960,000 SH         Shared-Defined        1      1,960,000     
ABERCROMBIE & FITCH CO        Common   002896207    4,158    90,000 SH         Shared-Defined        1         90,000     
AUTOZONE INC                  Common   053332102   17,855    45,000 SH         Shared-Defined        1         45,000     
BOEING CO                     Common   097023105    3,457    40,273 SH         Shared-Defined        1         40,273     
EXPEDIA INC DEL               Common   30212P303   36,006   600,000 SH         Shared-Defined        1        600,000     
BAXTER INTL INC               Common   071813109   10,170   140,000 SH         Shared-Defined        1        140,000     
ANADARKO PETE CORP            Common   032511107    9,882   113,000 SH         Shared-Defined        1        113,000     
AMERICAN INTL GROUP INC       Common   026874784      388    10,000 SH         Shared-Defined        1         10,000     
AU OPTRONICS CORP             Common   002255107      430   100,000 SH         Shared-Defined        1        100,000     
BMC SOFTWARE INC              Common   055921100   19,227   415,000 SH         Shared-Defined        1        415,000     
TRIPADVISOR INC               Common   896945201    3,414    65,000 SH         Shared-Defined        1         65,000     
APPLE INC                     Option   037833900   13,058    29,500      Call  Shared-Defined        1         29,500     
ARTHROCARE CORP               Common   043136100    2,433    70,000 SH         Shared-Defined        1         70,000     
BANK OF AMERICA CORPORATION   Common   060505104      122    10,000 SH         Shared-Defined        1         10,000     
MARRIOTT VACATIONS WRLDWDE C  Common   57164Y107   34,328   800,000 SH         Shared-Defined        1        800,000     
AMERICAN AXLE & MFG HLDGS IN  Common   024061103    1,252    91,696 SH         Shared-Defined        1         91,696     
ALASKA AIR GROUP INC          Common   011659109    5,626    87,955 SH         Shared-Defined        1         87,955     
B/E AEROSPACE INC             Common   073302101    5,586    92,649 SH         Shared-Defined        1         92,649     
MICHAEL KORS HLDGS LTD        Common   G60754101   35,778   630,000 SH         Shared-Defined        1        630,000     
DELPHI AUTOMOTIVE PLC         Common   G27823106    2,283    51,414 SH         Shared-Defined        1         51,414     
ISHARES TR                    Option   464287954    4,278   100,000      Put   Shared-Defined        1        100,000     
AMAZON COM INC                Option   023135906   13,325    50,000      Call  Shared-Defined        1         50,000     
EXPRESS SCRIPTS HLDG CO       Common   30219G108    5,765   100,000 SH         Shared-Defined        1        100,000     
FACEBOOK INC                  Common   30303M102   20,464   800,000 SH         Shared-Defined        1        800,000     
FIFTH & PAC COS INC           Common   316645100   11,800   625,000 SH         Shared-Defined        1        625,000     
PHILLIPS 66                   Common   718546104    2,099    30,000 SH         Shared-Defined        1         30,000     
ABERCROMBIE & FITCH CO        Option   002896907    5,775   125,000      Call  Shared-Defined        1        125,000     
COACH INC                     Option   189754904    5,374   107,500      Call  Shared-Defined        1        107,500     
ENSCO PLC                     Common   G3157S106    9,000   150,000 SH         Shared-Defined        1        150,000     
ROWAN COMPANIES PLC           Common   G7665A101   14,144   400,000 SH         Shared-Defined        1        400,000     
SAREPTA THERAPEUTICS INC      Common   803607100    5,254   142,199 SH         Shared-Defined        1        142,199     
EATON CORP PLC                Common   G29183103    3,773    61,597 SH         Shared-Defined        1         61,597     
THE ADT CORPORATION           Common   00101J106    7,586   155,000 SH         Shared-Defined        1        155,000     
REALOGY HLDGS CORP            Common   75605Y106   19,536   400,000 SH         Shared-Defined        1        400,000     
ABBVIE INC                    Common   00287Y109   18,759   460,000 SH         Shared-Defined        1        460,000     
SANDRIDGE ENERGY INC          Option   80007P907    3,162   600,000      Call  Shared-Defined        1        600,000     
AVON PRODS INC                Option   054303952    2,695   130,000      Put   Shared-Defined        1        130,000     

13F-HR Last Page of 8 TOC 1st Previous Next ↓Bottom Just 8th
                                                        [Enlarge/Download Table]

Column 1                      Column 2 Column 3  Column 4       Column 5          Column 6    Column 7      Column 8      
--------                      -------- --------- -------- -------------------- -------------- -------- -------------------
                              Title of            Value   SH or PRN SH / Put /   Investment    Other                      
Name of Issuer                 Class    CUSIP    (x$1000)  Amount   PRN  Call    Discretion   Manager   Voting Authority  
--------------                -------- --------- -------- --------- ---- ----- -------------- -------- -------------------
                                                                                                       Sole  Shared   None
                                                                                                       ---- --------- ----
                                                                                                                          

REPROS THERAPEUTICS INC       Common   76028H209    1,610   100,000 SH         Shared-Defined        1        100,000     
DYAX CORP                     Common   26746E103    3,496   801,838 SH         Shared-Defined        1        801,838     
PACTERA TECHNOLOGY INTL LTD   Common   695255109    1,926   300,000 SH         Shared-Defined        1        300,000     
BRIGHT HORIZONS FAM SOL IN D  Common   109194100   21,288   630,000 SH         Shared-Defined        1        630,000     
VIPSHOP HLDGS LTD             Common   92763W103   13,970   460,000 SH         Shared-Defined        1        460,000     
NORWEGIAN CRUISE LINE HLDGS   Common   G66721104   44,219 1,491,382 SH         Shared-Defined        1      1,491,382     
NIKE INC                      Option   654106903   14,753   250,000      Call  Shared-Defined        1        250,000     
UNDER ARMOUR INC              Option   904311907   10,240   200,000      Call  Shared-Defined        1        200,000     
GNC HLDGS INC                 Option   36191G907    3,928   100,000      Call  Shared-Defined        1        100,000     
JOS A BANK CLOTHIERS INC      Option   480838951    5,985   150,000      Put   Shared-Defined        1        150,000     
POLYCOM INC                   Option   73172K954    4,986   450,000      Put   Shared-Defined        1        450,000     
ASTEX PHARMACEUTICALS INC     Common   04624B103    3,795   850,903 SH         Shared-Defined        1        850,903     
TRI POINTE HOMES INC          Common   87265H109    2,015   100,000 SH         Shared-Defined        1        100,000     
CVR ENERGY INC                Option   12662P958    9,441   182,900      Put   Shared-Defined        1        182,900     
KODIAK OIL & GAS CORP         Option   50015Q900    6,818   750,000      Call  Shared-Defined        1        750,000     
ROWAN COMPANIES PLC           Option   G7665A901    7,072   200,000      Call  Shared-Defined        1        200,000     
EAGLE MATERIALS INC           Option   26969P958    4,997    75,000      Put   Shared-Defined        1         75,000     
HEARTLAND PMT SYS INC         Option   42235N908    3,297   100,000      Call  Shared-Defined        1        100,000     
VERIFONE SYS INC              Option   92342Y959    6,204   300,000      Put   Shared-Defined        1        300,000     
RYLAND GROUP INC              Option   783764953    2,081    50,000      Put   Shared-Defined        1         50,000     
SYSCO CORP                    Option   871829957    7,034   200,000      Put   Shared-Defined        1        200,000     
U S G CORP                    Option   903293955    3,966   150,000      Put   Shared-Defined        1        150,000     
VERTEX PHARMACEUTICALS INC    Option   92532F900    1,375    25,000      Call  Shared-Defined        1         25,000     
INFINITY PHARMACEUTICALS INC  Option   45665G953    2,424    50,000      Put   Shared-Defined        1         50,000     
ANHEUSER BUSCH INBEV SA/NV    Option   03524A908   15,201   152,700      Call  Shared-Defined        1        152,700     
PAYCHEX INC                   Option   704326957    3,507   100,000      Put   Shared-Defined        1        100,000     
COPART INC                    Option   217204906    6,856   200,000      Call  Shared-Defined        1        200,000     
FOSSIL INC                    Option   349882900    4,830    50,000      Call  Shared-Defined        1         50,000     
HARLEY DAVIDSON INC           Option   412822908    5,330   100,000      Call  Shared-Defined        1        100,000

13F-HR	1st Page of 8	TOC	↑Top	Previous	Next	↓Bottom	Just 1st

13F-HR	2nd Page of 8	TOC	1st	Previous	Next	↓Bottom	Just 2nd

13F-HR	3rd Page of 8	TOC	1st	Previous	Next	↓Bottom	Just 3rd

13F-HR	4th Page of 8	TOC	1st	Previous	Next	↓Bottom	Just 4th

13F-HR	5th Page of 8	TOC	1st	Previous	Next	↓Bottom	Just 5th

13F-HR	6th Page of 8	TOC	1st	Previous	Next	↓Bottom	Just 6th

13F-HR	7th Page of 8	TOC	1st	Previous	Next	↓Bottom	Just 7th

13F-HR	Last Page of 8	TOC	1st	Previous	Next	↓Bottom	Just 8th

Dates Referenced Herein

		Referenced-On Page
This ‘13F-HR’ Filing	Date	First	Last	Other Filings

Filed on / Effective on:	5/15/13	1	2	None on these Dates
For Period end:	3/31/13	1	2
				List all Filings

↑Top

Filing Submission 0001193125-13-222689 – Alternative Formats (Word / Rich Text, HTML, Plain Text, et al.)

Sigma Capital Management LLC – ‘13F-HR’ for 3/31/13

On: Wednesday, 5/15/13, at 5:08pm ET · Effective: 5/15/13 · For: 3/31/13 · Accession #: 1193125-13-222689 · File #: 28-10113

Previous ‘13F-HR’: ‘13F-HR’ on 2/14/13 for 12/31/12 · Next: ‘13F-HR’ on 8/15/13 for 6/30/13 · Latest: ‘13F-HR’ on 11/16/15 for 9/30/15

Quarterly Holdings and Combination Report by a Money Manager — Form 13FFiling Table of Contents

Dates Referenced Herein

Quarterly Holdings and Combination Report by a Money Manager — Form 13F
Filing Table of Contents