I am not sure - but you have me interested so I will read up (or ask around).
I wonder if he used the "pistol configuration" for the MCX. It has the 9" barrel and an arm brace that goes on the fore arm for single handed use.
That would have allowed him to conceal it better:
http://www.cabelas.com/product/SIG-MCX-PISTOL-KIT/1954256.uts<\a>Could be, but I think that would take quite a bit of practice since nothing else is quite like it. I’d like to have the SBR version, which of course still allows use of a butt stock, which would be almost a necessity on a select fire version.