I would contact Sigma directly to be sure, but in general powder/solid enzymes are dried in a buffer they are stable in, and you just add water to bring them up.  In this case, the spec sheet says it's soluble at 5 mg/mL in 'enzyme dilution buffer' which, again, I would imagine to be water plus whatever salt is already bound to the protein.

That being said, the MSDS doesn't say anything about extra components, so...  again, I'd just write to Sigma and ask them directly.

Thank you for your answer!