13F-HR 1 y89590be13fvhr.txt FORM 13F-HR UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: December 31, 2010 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 ("Sigma") 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 February 14, 2011 ------------------------------------ --------------------- ----------------- [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).) FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 1 Form 13F Information Table Entry Total: 201* Form 13F Information Table Value Total: $1,970,141 ---------- (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. 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. -1-
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ---------------------------- -------- --------- -------- ------------------- -------------- -------- ------------------- VOTING AUTHORITY NAME OF TITLE OF VALUE SH OR SH/ PUT/ INVESTMENT OTHER ------------------- ISSUER CLASS CUSIP (X$1000) PRN AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ---------------------------- -------- --------- -------- ---------- --- ---- -------------- -------- ---- --------- ---- 99 CENTS ONLY STORES Common 65440K106 26,301 1,650,000 SH Shared-Defined 1 1,650,000 ADVANCE AUTO PARTS INC Common 00751Y106 4,300 65,000 SH Shared-Defined 1 65,000 AERCAP HOLDINGS NV Common N00985106 5,224 370,000 SH Shared-Defined 1 370,000 AGILENT TECHNOLOGIES INC Common 00846U101 34,884 842,000 SH Shared-Defined 1 842,000 AIRCASTLE LTD Common G0129K104 5,865 561,250 SH Shared-Defined 1 561,250 ALLIANCE DATA SYSTEMS CORP Common 018581108 6,038 85,000 SH Shared-Defined 1 85,000 AMAZON COM INC Common 023135106 18,000 100,000 SH Shared-Defined 1 100,000 AMERICAN CAP LTD Common 02503Y103 9,072 1,200,000 SH Shared-Defined 1 1,200,000 AMERICAN MED SYS HLDGS INC Common 02744M108 23,104 1,225,000 SH Shared-Defined 1 1,225,000 ANADARKO PETE CORP Common 032511107 12,719 167,000 SH Shared-Defined 1 167,000 ANHEUSER BUSCH INBEV SA/NV Common 03524A108 3,526 61,767 SH Shared-Defined 1 61,767 APPLE INC Common 037833100 2,419 7,500 SH Shared-Defined 1 7,500 ARRIS GROUP INC Common 04269Q100 1,122 100,000 SH Shared-Defined 1 100,000 ASHLAND INC NEW Common 044209104 19,581 385,000 SH Shared-Defined 1 385,000 ASPEN TECHNOLOGY INC Common 045327103 5,588 440,000 SH Shared-Defined 1 440,000 AVNET INC Common 053807103 1,652 50,000 SH Shared-Defined 1 50,000 BAXTER INTL INC Common 071813109 35,439 700,102 SH Shared-Defined 1 700,102 BE AEROSPACE INC Common 073302101 15,923 430,000 SH Shared-Defined 1 430,000 BECKMAN COULTER INC Common 075811109 3,235 43,000 SH Shared-Defined 1 43,000 BJS WHOLESALE CLUB INC Common 05548J106 22,034 460,000 SH Shared-Defined 1 460,000 BLACKROCK INC Common 09247X101 28,587 150,000 SH Shared-Defined 1 150,000 BLOCK H & R INC Option 093671955 4,764 400,000 Put Shared-Defined 1 400,000 BOSTON SCIENTIFIC CORP Option 101137907 757 100,000 Call Shared-Defined 1 100,000 BROADCOM CORP Common 111320107 4,137 95,000 SH Shared-Defined 1 95,000 BROOKLINE BANCORP INC DEL Common 11373M107 4,645 428,084 SH Shared-Defined 1 428,084 CADENCE DESIGN SYSTEM INC Common 127387108 826 100,000 SH Shared-Defined 1 100,000 CAREFUSION CORP Common 14170T101 2,313 90,000 SH Shared-Defined 1 90,000 CASEYS GEN STORES INC Common 147528103 22,318 525,000 SH Shared-Defined 1 525,000 CELANESE CORP DEL Common 150870103 12,969 315,000 SH Shared-Defined 1 315,000 CELGENE CORP Common 151020104 30,014 507,500 SH Shared-Defined 1 507,500 CHEMTURA CORP Common 163893209 3,995 250,000 SH Shared-Defined 1 250,000 CHEVRON CORP NEW Common 166764100 4,563 50,000 SH Shared-Defined 1 50,000 CIGNA CORP Common 125509109 5,499 150,000 SH Shared-Defined 1 150,000 CIMAREX ENERGY CO Common 171798101 11,066 125,000 SH Shared-Defined 1 125,000 CIT GROUP INC Common 125581801 37,680 800,000 SH Shared-Defined 1 800,000 COMCAST CORP NEW Common 20030N101 2,197 100,000 SH Shared-Defined 1 100,000 COMERICA INC Common 200340107 5,280 125,000 SH Shared-Defined 1 125,000 COMPASS MINERALS INTL INC Common 20451N101 5,356 60,000 SH Shared-Defined 1 60,000 CONCHO RES INC Common 20605P101 3,507 40,000 SH Shared-Defined 1 40,000 COOPER COS INC Common 216648402 563 10,000 SH Shared-Defined 1 10,000 COSTCO WHSL CORP NEW Common 22160K105 36,105 500,000 SH Shared-Defined 1 500,000 COVIDIEN PLC Common G2554F105 4,612 101,000 SH Shared-Defined 1 101,000 CROWN HOLDINGS INC Common 228368106 20,863 625,000 SH Shared-Defined 1 625,000 CSX CORP Common 126408103 2,907 45,000 SH Shared-Defined 1 45,000 CVS CAREMARK CORPORATION Common 126650100 19,558 562,500 SH Shared-Defined 1 562,500 CYPRESS SEMICONDUCTOR CORP Common 232806109 4,088 220,000 SH Shared-Defined 1 220,000 DANAHER CORP DEL Common 235851102 4,245 90,000 SH Shared-Defined 1 90,000
DAVITA INC Common 23918K108 5,636 81,100 SH Shared-Defined 1 81,100 DEVON ENERGY CORP NEW Common 25179M103 11,423 145,500 SH Shared-Defined 1 145,500 DIAMOND OFFSHORE DRILLING IN Common 25271C102 3,009 45,000 SH Shared-Defined 1 45,000 DIGITAL RIV INC Common 25388B104 2,930 85,122 SH Shared-Defined 1 85,122 DISCOVERY COMMUNICATNS NEW Common 25470F302 5,504 150,000 SH Shared-Defined 1 150,000 DOMINOS PIZZA INC Common 25754A201 23,925 1,500,000 SH Shared-Defined 1 1,500,000 DOUGLAS EMMETT INC Common 25960P109 22,908 1,380,000 SH Shared-Defined 1 1,380,000 DOVER CORP Common 260003108 3,215 55,000 SH Shared-Defined 1 55,000 E M C CORP MASS Common 268648102 13,168 575,000 SH Shared-Defined 1 575,000 E TRADE FINANCIAL CORP Common 269246401 13,600 850,000 SH Shared-Defined 1 850,000 EASTMAN CHEM CO Common 277432100 22,281 265,000 SH Shared-Defined 1 265,000 EATON CORP Common 278058102 3,045 30,000 SH Shared-Defined 1 30,000 EBAY INC Common 278642103 6,262 225,000 SH Shared-Defined 1 225,000 ELONG INC Common 290138205 7,029 355,000 SH Shared-Defined 1 355,000 EMERGENCY MEDICAL SVCS CORP Common 29100P102 3,973 61,497 SH Shared-Defined 1 61,497 ENDO PHARMACEUTICALS HLDGS I Common 29264F205 24,308 680,700 SH Shared-Defined 1 680,700 ENERGEN CORP Common 29265N108 3,861 80,000 SH Shared-Defined 1 80,000 ENSCO PLC Common 29358Q109 1,068 20,000 SH Shared-Defined 1 20,000 EXCO RESOURCES INC Common 269279402 6,873 353,900 SH Shared-Defined 1 353,900 EXPRESS SCRIPTS INC Common 302182100 438 8,103 SH Shared-Defined 1 8,103 EXXON MOBIL CORP Common 30231G102 14,770 202,000 SH Shared-Defined 1 202,000 FAIRCHILD SEMICONDUCTOR INTL Common 303726103 1,561 100,000 SH Shared-Defined 1 100,000 FEDERATED INVS INC PA Option 314211953 6,543 250,000 Put Shared-Defined 1 250,000 FEDEX CORP Common 31428X106 16,277 175,000 SH Shared-Defined 1 175,000 FIDELITY NATL INFORMATION SV Common 31620M106 7,669 280,000 SH Shared-Defined 1 280,000 FIRST HORIZON NATL CORP Common 320517105 7,068 600,000 SH Shared-Defined 1 600,000 FLEETCOR TECHNOLOGIES INC Common 339041105 6,997 226,300 SH Shared-Defined 1 226,300 FORTUNE BRANDS INC Common 349631101 20,485 340,000 SH Shared-Defined 1 340,000 GAP INC DEL Common 364760108 23,911 1,080,000 SH Shared-Defined 1 1,080,000 GAP INC DEL Option 364760908 8,856 400,000 Call Shared-Defined 1 400,000 GENERAL MTRS CO Common 37045V100 1,843 50,000 SH Shared-Defined 1 50,000 GEN-PROBE INC NEW Common 36866T103 1,459 25,000 SH Shared-Defined 1 25,000 GLAXOSMITHKLINE PLC Common 37733W105 25,375 647,000 SH Shared-Defined 1 647,000 GLOBAL PMTS INC Common 37940X102 3,697 80,000 SH Shared-Defined 1 80,000 GOOGLE INC Common 38259P508 10,691 18,000 SH Shared-Defined 1 18,000 GRACE W R & CO DEL NEW Common 38388F108 1,230 35,000 SH Shared-Defined 1 35,000 GREEN MTN COFFEE ROASTERS IN Common 393122106 32,860 1,000,000 SH Shared-Defined 1 1,000,000 HANGER ORTHOPEDIC GROUP INC Common 41043F208 2,156 101,750 SH Shared-Defined 1 101,750 HANSEN NAT CORP Common 411310105 22,378 428,041 SH Shared-Defined 1 428,041 HARLEY DAVIDSON INC Common 412822108 20,802 600,000 SH Shared-Defined 1 600,000 HEALTHSOUTH CORP Common 421924309 19,188 926,488 SH Shared-Defined 1 926,488 HOLOGIC INC Common 436440101 22,490 1,195,000 SH Shared-Defined 1 1,195,000 HOSPIRA INC Common 441060100 2,238 40,189 SH Shared-Defined 1 40,189 ILLUMINA INC Common 452327109 2,534 40,000 SH Shared-Defined 1 40,000 IMAX CORP Common 45245E109 1,613 57,500 SH Shared-Defined 1 57,500 INTERMUNE INC Common 45884X103 54,600 1,500,000 SH Shared-Defined 1 1,500,000 INTERPUBLIC GROUP COS INC Common 460690100 7,115 670,000 SH Shared-Defined 1 670,000 INTRALINKS HLDGS INC Common 46118H104 1,752 93,615 SH Shared-Defined 1 93,615 INTUIT Common 461202103 6,163 125,000 SH Shared-Defined 1 125,000 ISHARES TR Option 464287955 21,513 275,000 Put Shared-Defined 1 275,000 JAZZ PHARMACEUTICALS INC Common 472147107 13,776 700,000 SH Shared-Defined 1 700,000 JPMORGAN CHASE & CO Common 46625H100 16,968 400,000 SH Shared-Defined 1 400,000 JUNIPER NETWORKS INC Common 48203R104 10,338 280,000 SH Shared-Defined 1 280,000 KINETIC CONCEPTS INC Common 49460W208 5,863 140,000 SH Shared-Defined 1 140,000
LAUDER ESTEE COS INC Common 518439104 20,175 250,000 SH Shared-Defined 1 250,000 LEAR CORP Common 521865204 9,377 95,000 SH Shared-Defined 1 95,000 LIFE TECHNOLOGIES CORP Common 53217V109 2,609 47,000 SH Shared-Defined 1 47,000 LINCARE HLDGS INC Common 532791100 5,253 195,800 SH Shared-Defined 1 195,800 LOUISIANA PAC CORP Common 546347105 10,790 1,140,560 SH Shared-Defined 1 1,140,560 LOWES COS INC Common 548661107 26,289 1,048,200 SH Shared-Defined 1 1,048,200 LSI CORPORATION Common 502161102 1,198 200,000 SH Shared-Defined 1 200,000 MACYS INC Common 55616P104 13,915 550,000 SH Shared-Defined 1 550,000 MAGELLAN HEALTH SVCS INC Common 559079207 1,182 25,000 SH Shared-Defined 1 25,000 MAGNA INTL INC Common 559222401 3,900 75,000 SH Shared-Defined 1 75,000 MANPOWER INC Common 56418H100 4,393 70,000 SH Shared-Defined 1 70,000 MARVELL TECHNOLOGY GROUP LTD Common G5876H105 464 25,000 SH Shared-Defined 1 25,000 MASCO CORP Option 574599906 1,899 150,000 Call Shared-Defined 1 150,000 MASSEY ENERGY COMPANY Common 576206106 2,683 50,000 SH Shared-Defined 1 50,000 MEDIVATION INC Common 58501N101 5,890 388,250 SH Shared-Defined 1 388,250 MEDNAX INC Common 58502B106 942 14,000 SH Shared-Defined 1 14,000 MEDTRONIC INC Common 585055106 26,890 725,000 SH Shared-Defined 1 725,000 MEMC ELECTR MATLS INC Common 552715104 5,067 450,000 SH Shared-Defined 1 450,000 NABORS INDUSTRIES LTD Common G6359F103 2,551 108,750 SH Shared-Defined 1 108,750 NCR CORP NEW Common 62886E108 7,685 500,000 SH Shared-Defined 1 500,000 NETAPP INC Common 64110D104 8,629 157,000 SH Shared-Defined 1 157,000 NETGEAR INC Common 64111Q104 505 15,004 SH Shared-Defined 1 15,004 NETLOGIC MICROSYSTEMS INC Common 64118B100 518 16,500 SH Shared-Defined 1 16,500 NOKIA CORP Common 654902204 774 75,000 SH Shared-Defined 1 75,000 NVR INC Common 62944T105 7,428 10,750 SH Shared-Defined 1 10,750 NXP SEMICONDUCTORS N V Common N6596X109 1,256 60,000 SH Shared-Defined 1 60,000 NXSTAGE MEDICAL INC Common 67072V103 2,488 100,000 SH Shared-Defined 1 100,000 OMNICARE INC Common 681904108 3,631 143,000 SH Shared-Defined 1 143,000 ON SEMICONDUCTOR CORP Common 682189105 4,446 450,008 SH Shared-Defined 1 450,008 ORACLE CORP Common 68389X105 5,165 165,000 SH Shared-Defined 1 165,000 P F CHANGS CHINA BISTRO INC Common 69333Y108 25,684 530,000 SH Shared-Defined 1 530,000 PACKAGING CORP AMER Common 695156109 5,556 215,000 SH Shared-Defined 1 215,000 PAREXEL INTL CORP Common 699462107 2,548 120,000 SH Shared-Defined 1 120,000 PARKER HANNIFIN CORP Common 701094104 2,589 30,000 SH Shared-Defined 1 30,000 PATTERSON COMPANIES INC Common 703395103 4,595 150,000 SH Shared-Defined 1 150,000 PATTERSON UTI ENERGY INC Common 703481101 2,691 124,850 SH Shared-Defined 1 124,850 PENSKE AUTOMOTIVE GRP INC Common 70959W103 2,195 126,000 SH Shared-Defined 1 126,000 PETSMART INC Common 716768106 20,021 502,783 SH Shared-Defined 1 502,783 PLAINS EXPL& PRODTN CO Common 726505100 15,579 484,720 SH Shared-Defined 1 484,720 PLANTRONICS INC NEW Common 727493108 1,861 50,000 SH Shared-Defined 1 50,000 PMC-SIERRA INC Common 69344F106 1,714 199,550 SH Shared-Defined 1 199,550 PRIDE INTL INC DEL Common 74153Q102 2,970 90,000 SH Shared-Defined 1 90,000 QEP RES INC Common 74733V100 10,893 300,000 SH Shared-Defined 1 300,000 QUALCOMM INC Common 747525103 8,413 170,000 SH Shared-Defined 1 170,000 REPUBLIC SVCS INC Common 760759100 3,434 115,000 SH Shared-Defined 1 115,000 ROCKWOOD HLDGS INC Common 774415103 1,956 50,000 SH Shared-Defined 1 50,000 ROSS STORES INC Common 778296103 31,625 500,000 SH Shared-Defined 1 500,000 ROVI CORP Common 779376102 8,991 145,000 SH Shared-Defined 1 145,000 ROWAN COS INC Common 779382100 2,378 68,125 SH Shared-Defined 1 68,125 ROYAL CARIBBEAN CRUISES LTD Common V7780T103 22,795 485,000 SH Shared-Defined 1 485,000 SCHWAB CHARLES CORP NEW Common 808513105 20,532 1,200,000 SH Shared-Defined 1 1,200,000 SEAGATE TECHNOLOGY PLC Common G7945M107 3,006 200,000 SH Shared-Defined 1 200,000 SIGMA ALDRICH CORP Common 826552101 799 12,000 SH Shared-Defined 1 12,000 SILICON LABORATORIES INC Common 826919102 1,620 35,200 SH Shared-Defined 1 35,200
SINA CORP Common G81477104 20,646 300,000 SH Shared-Defined 1 300,000 SL GREEN RLTY CORP Common 78440X101 16,878 250,000 SH Shared-Defined 1 250,000 SM ENERGY CO Common 78454L100 2,947 50,000 SH Shared-Defined 1 50,000 SOLARWINDS INC Common 83416B109 1,444 75,000 SH Shared-Defined 1 75,000 SOLUTIA INC Common 834376501 16,848 730,000 SH Shared-Defined 1 730,000 SOTHEBYS Common 835898107 18,000 400,000 SH Shared-Defined 1 400,000 SOUTHWESTERN ENERGY CO Common 845467109 4,679 125,000 SH Shared-Defined 1 125,000 SPDR S&P 500 ETF TR Option 78462F953 28,301 225,000 Put Shared-Defined 1 225,000 STANLEY BLACK & DECKER INC Common 854502101 12,037 180,000 SH Shared-Defined 1 180,000 STARBUCKS CORP Common 855244109 6,426 200,000 SH Shared-Defined 1 200,000 STARWOOD HOTELS&RESORTS WRLD Common 85590A401 25,832 425,000 SH Shared-Defined 1 425,000 STERICYCLE INC Common 858912108 809 10,000 SH Shared-Defined 1 10,000 STRYKER CORP Common 863667101 1,074 20,000 SH Shared-Defined 1 20,000 SUNCOR ENERGY INC NEW Common 867224107 7,126 186,100 SH Shared-Defined 1 186,100 SYMANTEC CORP Common 871503108 9,960 595,000 SH Shared-Defined 1 595,000 SYNTEL INC Common 87162H103 2,515 52,629 SH Shared-Defined 1 52,629 TAIWAN SEMICONDUCTOR MFG LTD Common 874039100 1,881 150,000 SH Shared-Defined 1 150,000 TAL ED GROUP Common 874080104 9,821 610,000 SH Shared-Defined 1 610,000 TALISMAN ENERGY INC Common 87425E103 9,875 445,000 SH Shared-Defined 1 445,000 TEMPLE INLAND INC Common 879868107 8,921 420,000 SH Shared-Defined 1 420,000 TENET HEALTHCARE CORP Common 88033G100 2,488 371,930 SH Shared-Defined 1 371,930 TERADATA CORP DEL Common 88076W103 6,791 165,000 SH Shared-Defined 1 165,000 TEXAS ROADHOUSE INC Common 882681109 6,181 360,000 SH Shared-Defined 1 360,000 THERMO FISHER SCIENTIFIC INC Common 883556102 16,608 300,000 SH Shared-Defined 1 300,000 THORATEC CORP Common 885175307 2,761 97,500 SH Shared-Defined 1 97,500 TIBCO SOFTWARE INC Common 88632Q103 3,942 200,000 SH Shared-Defined 1 200,000 TIME WARNER CABLE INC Common 88732J207 4,292 65,000 SH Shared-Defined 1 65,000 TRANSDIGM GROUP INC Common 893641100 6,301 87,500 SH Shared-Defined 1 87,500 TUPPERWARE BRANDS CORP Common 899896104 5,201 109,100 SH Shared-Defined 1 109,100 UNION PAC CORP Common 907818108 9,498 102,500 SH Shared-Defined 1 102,500 UNITED TECHNOLOGIES CORP Common 913017109 2,952 37,500 SH Shared-Defined 1 37,500 UNITEDHEALTH GROUP INC Common 91324P102 19,319 535,000 SH Shared-Defined 1 535,000 UNIVERSAL AMERICAN CORP Common 913377107 1,104 53,975 SH Shared-Defined 1 53,975 VERIFONE SYS INC Common 92342Y109 22,365 580,000 SH Shared-Defined 1 580,000 VERINT SYS INC Common 92343X100 2,964 93,500 SH Shared-Defined 1 93,500 VERISK ANALYTICS INC Common 92345Y106 26,412 775,000 SH Shared-Defined 1 775,000 VIACOM INC NEW Common 92553P201 5,942 150,000 SH Shared-Defined 1 150,000 VIRGIN MEDIA INC Common 92769L101 3,677 135,000 SH Shared-Defined 1 135,000 VIROPHARMA INC Common 928241108 4,572 264,000 SH Shared-Defined 1 264,000 WEBSTER FINL CORP CONN Common 947890109 2,334 118,458 SH Shared-Defined 1 118,458 WELLCARE HEALTH PLANS INC Common 94946T106 604 20,000 SH Shared-Defined 1 20,000 WHITING PETE CORP NEW Common 966387102 7,031 60,000 SH Shared-Defined 1 60,000 WHOLE FOODS MKT INC Common 966837106 31,619 625,000 SH Shared-Defined 1 625,000 WYNDHAM WORLDWIDE CORP Common 98310W108 20,672 690,000 SH Shared-Defined 1 690,000 YAHOO INC Option 984332906 8,315 500,000 Call Shared-Defined 1 500,000 ZIMMER HLDGS INC Common 98956P102 1,074 20,000 SH Shared-Defined 1 20,000