MORGENS WATERFALL VINTIADIS & CO INC Quant / Systematic

CIK: 0001016150 · Show all filings

Period: Q3 2015 (← Previous) (Next →)

Filing Date: Nov 10, 2015

Total Value ($000): $181,498 (100.0% shares, 0.0% debt)

Holdings (37)

SPY SPDR S&P 500 ETF TR 31.7%

Value ($000) $57,489 Shares 300,000 Est. Cost — Unrealized —

— EXPRESS SCRIPTS HLDG CO 8.9%

Value ($000) $16,192 Shares 200,000 Est. Cost — Unrealized —

META FACEBOOK INC 4.0%

Value ($000) $7,192 Shares 80,000 Est. Cost $63.21 Unrealized +44.2%

GILD GILEAD SCIENCES INC 3.6%

Value ($000) $6,559 Shares 66,800 Est. Cost $63.89 Unrealized +21.3%

JPM JPMORGAN CHASE & CO 3.4%

Value ($000) $6,097 Shares 100,000 Est. Cost $49.14 Unrealized +1.0%

AAPL APPLE INC 3.2%

Value ($000) $5,736 Shares 52,000 Est. Cost $26.97 Unrealized -2.5%

— FELCOR LODGING TR INC 3.0%

Value ($000) $5,515 Shares 780,000 Est. Cost $6.01 Unrealized —

MA MASTERCARD INC 2.5%

Value ($000) $4,506 Shares 50,000 Est. Cost $76.31 Unrealized +15.7%

— TROVAGENE INC 2.5%

Value ($000) $4,495 Shares 790,000 Est. Cost $6.28 Unrealized —

LOW LOWES COS INC 2.3%

Value ($000) $4,135 Shares 60,000 Est. Cost $58.94 Unrealized -3.4%

CVS CVS HEALTH CORP 2.2%

Value ($000) $4,052 Shares 42,000 Est. Cost $77.80 Unrealized 0.0%

NXPI NXP SEMICONDUCTORS N V 2.2%

Value ($000) $4,005 Shares 46,000 Est. Cost $52.14 Unrealized +53.6%

PFE PFIZER INC 2.0%

Value ($000) $3,612 Shares 115,000 Est. Cost $17.45 Unrealized +18.1%

— AVAGO TECHNOLOGIES LTD 1.7%

Value ($000) $3,125 Shares 25,000 Est. Cost $125.00 Unrealized —

CHKP CHECK POINT SOFTWARE TECH LT 1.7%

Value ($000) $3,094 Shares 39,000 Est. Cost $80.78 Unrealized -1.1%

TOL TOLL BROTHERS INC 1.7%

Value ($000) $2,996 Shares 87,500 Est. Cost $37.44 Unrealized +1.1%

DHR DANAHER CORP DEL 1.6%

Value ($000) $2,982 Shares 35,000 Est. Cost $36.01 Unrealized 0.0%

PLAY DAVE & BUSTERS ENTMT INC 1.6%

Value ($000) $2,837 Shares 75,000 Est. Cost $25.71 Unrealized +47.9%

WFC WELLS FARGO & CO NEW 1.6%

Value ($000) $2,824 Shares 55,000 Est. Cost $41.08 Unrealized 0.0%

GS GOLDMAN SACHS GROUP INC 1.5%

Value ($000) $2,780 Shares 16,000 Est. Cost $164.61 Unrealized -3.5%

BYD BOYD GAMING CORP 1.5%

Value ($000) $2,706 Shares 166,000 Est. Cost $11.63 Unrealized +33.5%

NFLX NETFLIX INC 1.5%

Value ($000) $2,685 Shares 26,000 Est. Cost $10.74 Unrealized 0.0%

— IAC INTERACTIVECORP 1.5%

Value ($000) $2,676 Shares 41,000 Est. Cost $79.66 Unrealized —

— FUELCELL ENERGY INC 1.3%

Value ($000) $2,316 Shares 3,152,000 Est. Cost $2.20 Unrealized —

AMZN AMAZON COM INC 1.1%

Value ($000) $2,048 Shares 4,000 Est. Cost $16.63 Unrealized +52.0%

DAL DELTA AIR LINES INC DEL 1.1%

Value ($000) $2,019 Shares 45,000 Est. Cost $39.55 Unrealized 0.0%

— VERMILLION INC 1.1%

Value ($000) $2,000 Shares 1,000,000 Est. Cost $2.00 Unrealized —

PANW PALO ALTO NETWORKS INC 1.1%

Value ($000) $1,978 Shares 11,500 Est. Cost $18.43 Unrealized +60.1%

KEY KEYCORP NEW 1.1%

Value ($000) $1,952 Shares 150,000 Est. Cost $9.64 Unrealized -3.1%

— GOOGLE INC 0.9%

Value ($000) $1,596 Shares 2,500 Est. Cost $638.40 Unrealized —

— BROADCOM CORP 0.9%

Value ($000) $1,543 Shares 30,000 Est. Cost $51.50 Unrealized —

— PANDORA MEDIA INC 0.8%

Value ($000) $1,536 Shares 72,000 Est. Cost $21.33 Unrealized —

ASML ASML HOLDING N V 0.8%

Value ($000) $1,496 Shares 17,000 Est. Cost $88.00 Unrealized —

FTNT FORTINET INC 0.8%

Value ($000) $1,487 Shares 35,000 Est. Cost $8.85 Unrealized 0.0%

— ARM HLDGS PLC 0.6%

Value ($000) $1,125 Shares 26,000 Est. Cost $49.30 Unrealized —

PENN PENN NATL GAMING INC 0.6%

Value ($000) $1,057 Shares 63,000 Est. Cost $18.28 Unrealized 0.0%

— THERAPEUTICSMD INC 0.6%

Value ($000) $1,055 Shares 180,000 Est. Cost $6.05 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	300,000	$57,489	31.7%	—	—	Put	78462F103
—	EXPRESS SCRIPTS HLDG CO	200,000	$16,192	8.9%	—	—	Call	30219G108
META	FACEBOOK INC	80,000	$7,192	4.0%	$63.21	+44.2%	CL A	30303M102
GILD	GILEAD SCIENCES INC	66,800	$6,559	3.6%	$63.89	+21.3%	COM	375558103
JPM	JPMORGAN CHASE & CO	100,000	$6,097	3.4%	$49.14	+1.0%	COM	46625H100
AAPL	APPLE INC	52,000	$5,736	3.2%	$26.97	-2.5%	COM	037833100
—	FELCOR LODGING TR INC	780,000	$5,515	3.0%	$6.01	—	COM	31430F101
MA	MASTERCARD INC	50,000	$4,506	2.5%	$76.31	+15.7%	CL A	57636Q104
—	TROVAGENE INC	790,000	$4,495	2.5%	$6.28	—	COM NEW	897238309
LOW	LOWES COS INC	60,000	$4,135	2.3%	$58.94	-3.4%	COM	548661107
CVS	CVS HEALTH CORP	42,000	$4,052	2.2%	$77.80	0.0%	COM	126650100
NXPI	NXP SEMICONDUCTORS N V	46,000	$4,005	2.2%	$52.14	+53.6%	COM	N6596X109
PFE	PFIZER INC	115,000	$3,612	2.0%	$17.45	+18.1%	COM	717081103
—	AVAGO TECHNOLOGIES LTD	25,000	$3,125	1.7%	$125.00	—	SHS	Y0486S104
CHKP	CHECK POINT SOFTWARE TECH LT	39,000	$3,094	1.7%	$80.78	-1.1%	ORD	M22465104
TOL	TOLL BROTHERS INC	87,500	$2,996	1.7%	$37.44	+1.1%	COM	889478103
DHR	DANAHER CORP DEL	35,000	$2,982	1.6%	$36.01	0.0%	COM	235851102
PLAY	DAVE & BUSTERS ENTMT INC	75,000	$2,837	1.6%	$25.71	+47.9%	COM	238337109
WFC	WELLS FARGO & CO NEW	55,000	$2,824	1.6%	$41.08	0.0%	COM	949746101
GS	GOLDMAN SACHS GROUP INC	16,000	$2,780	1.5%	$164.61	-3.5%	COM	38141G104
BYD	BOYD GAMING CORP	166,000	$2,706	1.5%	$11.63	+33.5%	COM	103304101
NFLX	NETFLIX INC	26,000	$2,685	1.5%	$10.74	0.0%	COM	64110L106
—	IAC INTERACTIVECORP	41,000	$2,676	1.5%	$79.66	—	COM PAR $.001	44919P508
—	FUELCELL ENERGY INC	3,152,000	$2,316	1.3%	$2.20	—	COM	35952H106
AMZN	AMAZON COM INC	4,000	$2,048	1.1%	$16.63	+52.0%	COM	023135106
DAL	DELTA AIR LINES INC DEL	45,000	$2,019	1.1%	$39.55	0.0%	COM NEW	247361702
—	VERMILLION INC	1,000,000	$2,000	1.1%	$2.00	—	COM NEW	92407M206
PANW	PALO ALTO NETWORKS INC	11,500	$1,978	1.1%	$18.43	+60.1%	COM	697435105
KEY	KEYCORP NEW	150,000	$1,952	1.1%	$9.64	-3.1%	COM	493267108
—	GOOGLE INC	2,500	$1,596	0.9%	$638.40	—	CL A	38259P508
—	BROADCOM CORP	30,000	$1,543	0.9%	$51.50	—	CL A	111320107
—	PANDORA MEDIA INC	72,000	$1,536	0.8%	$21.33	—	COM	698354107
ASML	ASML HOLDING N V	17,000	$1,496	0.8%	$88.00	—	N Y REGISTRY SHS	N07059210
FTNT	FORTINET INC	35,000	$1,487	0.8%	$8.85	0.0%	COM	34959E109
—	ARM HLDGS PLC	26,000	$1,125	0.6%	$49.30	—	SPONSORED ADR	042068106
PENN	PENN NATL GAMING INC	63,000	$1,057	0.6%	$18.28	0.0%	COM	707569109
—	THERAPEUTICSMD INC	180,000	$1,055	0.6%	$6.05	—	COM	88338N107