Sigma doesn't exist. She is an enigmatic figure, shrouded in mystery even before she was recruited by MIB. Her origins are a blank slate - she has no fingerprints, and her DNA has been meticulously erased from all known databases. This renders her effectively a non-person, a status all MIB Agents share. What sets Sigma apart is that she was a non-entity even before joining the agency. The daughter of undocumented immigrants, she lacked any official paperwork to verify her identity or background. Tragically, her parents, who had fled the violence of South American cartels for a chance at a better life in the United States, met a grim fate when they were gunned down in a Brooklyn Bodega. The perpetrator turned out to be a wanted fugitive from the Quatari Quadrant. It was Agents J and K who, despite their reservations, extended compassion to the orphaned teenager. In an unprecedented move, they took her in and brought her to the top-secret headquarters of MIB.
The rest, as they say, didn't happen.