MORGENS WATERFALL VINTIADIS & CO INC Quant / Systematic

CIK: 0001016150 · Show all filings

Period: Q1 2015 (← Previous) (Next →)

Filing Date: May 11, 2015

Total Value ($000): $155,864 (100.0% shares, 0.0% debt)

Holdings (45)

C CITIGROUP INC 9.9%

Value ($000) $15,456 Shares 300,000 Est. Cost $39.54 Unrealized -4.1%

GILD GILEAD SCIENCES INC 6.0%

Value ($000) $9,322 Shares 95,000 Est. Cost $63.89 Unrealized +10.4%

— FELCOR LODGING TR INC 5.6%

Value ($000) $8,732 Shares 760,000 Est. Cost $5.91 Unrealized —

META FACEBOOK INC 4.7%

Value ($000) $7,317 Shares 89,000 Est. Cost $62.41 Unrealized +24.7%

PODD INSULET CORP 4.6%

Value ($000) $7,204 Shares 216,000 Est. Cost $30.54 Unrealized +10.5%

NXPI NXP SEMICONDUCTORS N V 3.8%

Value ($000) $5,921 Shares 59,000 Est. Cost $51.48 Unrealized +52.0%

PFE PFIZER INC 3.7%

Value ($000) $5,740 Shares 165,000 Est. Cost $17.45 Unrealized +15.2%

XRT SPDR SERIES TRUST 3.2%

Value ($000) $5,052 Shares 50,000 Est. Cost $96.01 Unrealized —

QRVO QORVO INC 3.0%

Value ($000) $4,662 Shares 58,500 Est. Cost $71.21 Unrealized 0.0%

LOW LOWES COS INC 2.9%

Value ($000) $4,463 Shares 60,000 Est. Cost $58.94 Unrealized 0.0%

MA MASTERCARD INC 2.8%

Value ($000) $4,320 Shares 50,000 Est. Cost $76.31 Unrealized +6.5%

MDT MEDTRONIC PLC 2.8%

Value ($000) $4,289 Shares 55,000 Est. Cost $58.10 Unrealized 0.0%

DAL DELTA AIR LINES INC DEL 2.7%

Value ($000) $4,271 Shares 95,000 Est. Cost $36.83 Unrealized +10.4%

— TROVAGENE INC 2.6%

Value ($000) $4,086 Shares 600,000 Est. Cost $5.24 Unrealized —

— CELGENE CORP 2.6%

Value ($000) $4,035 Shares 35,000 Est. Cost $111.86 Unrealized —

— FUELCELL ENERGY INC 2.5%

Value ($000) $3,940 Shares 3,152,000 Est. Cost $2.20 Unrealized —

PRGO PERRIGO CO PLC 2.5%

Value ($000) $3,890 Shares 23,500 Est. Cost $159.50 Unrealized 0.0%

— AMAG PHARMACEUTICALS INC 2.5%

Value ($000) $3,826 Shares 70,000 Est. Cost $54.66 Unrealized —

AAL AMERICAN AIRLS GROUP INC 2.1%

Value ($000) $3,246 Shares 61,500 Est. Cost $26.06 Unrealized +84.8%

CHKP CHECK POINT SOFTWARE TECH LT 2.1%

Value ($000) $3,197 Shares 39,000 Est. Cost $80.78 Unrealized 0.0%

ON ON SEMICONDUCTOR CORP 2.0%

Value ($000) $3,149 Shares 260,000 Est. Cost $11.46 Unrealized 0.0%

— ACTAVIS PLC 2.0%

Value ($000) $3,125 Shares 10,500 Est. Cost $241.24 Unrealized —

SLAB SILICON LABORATORIES INC 2.0%

Value ($000) $3,046 Shares 60,000 Est. Cost $48.54 Unrealized 0.0%

— ARM HLDGS PLC 1.9%

Value ($000) $2,958 Shares 60,000 Est. Cost $49.30 Unrealized —

BYD BOYD GAMING CORP 1.9%

Value ($000) $2,925 Shares 206,000 Est. Cost $11.63 Unrealized +10.9%

— GRUBHUB INC 1.2%

Value ($000) $1,816 Shares 40,000 Est. Cost $45.40 Unrealized —

— PROOFPOINT INC 1.1%

Value ($000) $1,777 Shares 30,000 Est. Cost $53.00 Unrealized —

AAPL APPLE INC 1.1%

Value ($000) $1,742 Shares 14,000 Est. Cost $23.50 Unrealized +14.2%

— THERAPEUTICSMD INC 1.1%

Value ($000) $1,694 Shares 280,000 Est. Cost $6.05 Unrealized —

PANW PALO ALTO NETWORKS INC 1.1%

Value ($000) $1,680 Shares 11,500 Est. Cost $18.43 Unrealized +21.5%

SWKS SKYWORKS SOLUTIONS INC 1.1%

Value ($000) $1,671 Shares 17,000 Est. Cost $33.70 Unrealized +103.9%

MGM MGM RESORTS INTERNATIONAL 1.1%

Value ($000) $1,661 Shares 79,000 Est. Cost $20.48 Unrealized -3.4%

— COACH INC 1.1%

Value ($000) $1,657 Shares 40,000 Est. Cost $41.42 Unrealized —

TREX TREX CO INC 1.0%

Value ($000) $1,636 Shares 30,000 Est. Cost $11.54 Unrealized 0.0%

PLAY DAVE & BUSTERS ENTMT INC 1.0%

Value ($000) $1,523 Shares 50,000 Est. Cost $21.81 Unrealized +37.1%

TSLA TESLA MTRS INC 1.0%

Value ($000) $1,510 Shares 8,000 Est. Cost $13.50 Unrealized 0.0%

— LINKEDIN CORP 1.0%

Value ($000) $1,499 Shares 6,000 Est. Cost $229.67 Unrealized —

AMZN AMAZON COM INC 1.0%

Value ($000) $1,488 Shares 4,000 Est. Cost $16.63 Unrealized +5.7%

— CAESARS ENTMT CORP 0.9%

Value ($000) $1,369 Shares 130,000 Est. Cost $10.53 Unrealized —

— CYPRESS SEMICONDUCTOR CORP 0.8%

Value ($000) $1,270 Shares 90,000 Est. Cost $14.11 Unrealized —

HEDJ WISDOMTREE TR 0.6%

Value ($000) $992 Shares 15,000 Est. Cost $66.13 Unrealized —

VGK VANGUARD INTL EQUITY INDEX F 0.6%

Value ($000) $976 Shares 18,000 Est. Cost $54.22 Unrealized —

MAS MASCO CORP 0.4%

Value ($000) $614 Shares 23,000 Est. Cost $19.32 Unrealized 0.0%

F FORD MTR CO DEL 0.4%

Value ($000) $581 Shares 36,000 Est. Cost $8.83 Unrealized 0.0%

BB BLACKBERRY LTD 0.3%

Value ($000) $536 Shares 60,000 Est. Cost $9.38 Unrealized +8.3%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
C	CITIGROUP INC	300,000	$15,456	9.9%	$39.54	-4.1%	Call	172967424
GILD	GILEAD SCIENCES INC	95,000	$9,322	6.0%	$63.89	+10.4%	COM	375558103
—	FELCOR LODGING TR INC	760,000	$8,732	5.6%	$5.91	—	COM	31430F101
META	FACEBOOK INC	89,000	$7,317	4.7%	$62.41	+24.7%	CL A	30303M102
PODD	INSULET CORP	216,000	$7,204	4.6%	$30.54	+10.5%	COM	45784P101
NXPI	NXP SEMICONDUCTORS N V	59,000	$5,921	3.8%	$51.48	+52.0%	COM	N6596X109
PFE	PFIZER INC	165,000	$5,740	3.7%	$17.45	+15.2%	COM	717081103
XRT	SPDR SERIES TRUST	50,000	$5,052	3.2%	$96.01	—	S&P RETAIL ETF	78464A714
QRVO	QORVO INC	58,500	$4,662	3.0%	$71.21	0.0%	COM	74736K101
LOW	LOWES COS INC	60,000	$4,463	2.9%	$58.94	0.0%	COM	548661107
MA	MASTERCARD INC	50,000	$4,320	2.8%	$76.31	+6.5%	CL A	57636Q104
MDT	MEDTRONIC PLC	55,000	$4,289	2.8%	$58.10	0.0%	SHS	G5960L103
DAL	DELTA AIR LINES INC DEL	95,000	$4,271	2.7%	$36.83	+10.4%	COM NEW	247361702
—	TROVAGENE INC	600,000	$4,086	2.6%	$5.24	—	COM NEW	897238309
—	CELGENE CORP	35,000	$4,035	2.6%	$111.86	—	COM	151020104
—	FUELCELL ENERGY INC	3,152,000	$3,940	2.5%	$2.20	—	COM	35952H106
PRGO	PERRIGO CO PLC	23,500	$3,890	2.5%	$159.50	0.0%	SHS	G97822103
—	AMAG PHARMACEUTICALS INC	70,000	$3,826	2.5%	$54.66	—	COM	00163U106
AAL	AMERICAN AIRLS GROUP INC	61,500	$3,246	2.1%	$26.06	+84.8%	COM	02376R102
CHKP	CHECK POINT SOFTWARE TECH LT	39,000	$3,197	2.1%	$80.78	0.0%	ORD	M22465104
ON	ON SEMICONDUCTOR CORP	260,000	$3,149	2.0%	$11.46	0.0%	COM	682189105
—	ACTAVIS PLC	10,500	$3,125	2.0%	$241.24	—	SHS	G0083B108
SLAB	SILICON LABORATORIES INC	60,000	$3,046	2.0%	$48.54	0.0%	COM	826919102
—	ARM HLDGS PLC	60,000	$2,958	1.9%	$49.30	—	SPONSORED ADR	042068106
BYD	BOYD GAMING CORP	206,000	$2,925	1.9%	$11.63	+10.9%	COM	103304101
—	GRUBHUB INC	40,000	$1,816	1.2%	$45.40	—	COM	400110102
—	PROOFPOINT INC	30,000	$1,777	1.1%	$53.00	—	COM	743424103
AAPL	APPLE INC	14,000	$1,742	1.1%	$23.50	+14.2%	COM	037833100
—	THERAPEUTICSMD INC	280,000	$1,694	1.1%	$6.05	—	COM	88338N107
PANW	PALO ALTO NETWORKS INC	11,500	$1,680	1.1%	$18.43	+21.5%	COM	697435105
SWKS	SKYWORKS SOLUTIONS INC	17,000	$1,671	1.1%	$33.70	+103.9%	COM	83088M102
MGM	MGM RESORTS INTERNATIONAL	79,000	$1,661	1.1%	$20.48	-3.4%	COM	552953101
—	COACH INC	40,000	$1,657	1.1%	$41.42	—	COM	189754104
TREX	TREX CO INC	30,000	$1,636	1.0%	$11.54	0.0%	COM	89531P105
PLAY	DAVE & BUSTERS ENTMT INC	50,000	$1,523	1.0%	$21.81	+37.1%	COM	238337109
TSLA	TESLA MTRS INC	8,000	$1,510	1.0%	$13.50	0.0%	COM	88160R101
—	LINKEDIN CORP	6,000	$1,499	1.0%	$229.67	—	COM CL A	53578A108
AMZN	AMAZON COM INC	4,000	$1,488	1.0%	$16.63	+5.7%	COM	023135106
—	CAESARS ENTMT CORP	130,000	$1,369	0.9%	$10.53	—	COM	127686103
—	CYPRESS SEMICONDUCTOR CORP	90,000	$1,270	0.8%	$14.11	—	COM	232806109
HEDJ	WISDOMTREE TR	15,000	$992	0.6%	$66.13	—	EUROPE HEDGED EQ	97717X701
VGK	VANGUARD INTL EQUITY INDEX F	18,000	$976	0.6%	$54.22	—	FTSE EUROPE ETF	922042874
MAS	MASCO CORP	23,000	$614	0.4%	$19.32	0.0%	COM	574599106
F	FORD MTR CO DEL	36,000	$581	0.4%	$8.83	0.0%	COM PAR $0.01	345370860
BB	BLACKBERRY LTD	60,000	$536	0.3%	$9.38	+8.3%	COM	09228F103