MORGENS WATERFALL VINTIADIS & CO INC Quant / Systematic

CIK: 0001016150 · Show all filings

Period: Q4 2015 (← Previous) (Next →)

Filing Date: Jan 22, 2016

Total Value ($000): $239,065 (100.0% shares, 0.0% debt)

Holdings (36)

SPY SPDR S&P 500 ETF TR 34.1%

Value ($000) $81,548 Shares 400,000 Est. Cost — Unrealized —

PRGO PERRIGO CO PLC 12.7%

Value ($000) $30,387 Shares 210,000 Est. Cost $153.80 Unrealized 0.0%

— EXPRESS SCRIPTS HLDG CO 7.3%

Value ($000) $17,482 Shares 200,000 Est. Cost — Unrealized —

META FACEBOOK INC 3.2%

Value ($000) $7,745 Shares 74,000 Est. Cost $63.21 Unrealized +61.4%

GILD GILEAD SCIENCES INC 2.8%

Value ($000) $6,759 Shares 66,800 Est. Cost $63.89 Unrealized +14.1%

— FELCOR LODGING TR INC 2.6%

Value ($000) $6,205 Shares 850,000 Est. Cost $6.12 Unrealized —

V VISA INC 2.4%

Value ($000) $5,816 Shares 75,000 Est. Cost $72.17 Unrealized 0.0%

AAPL APPLE INC 2.3%

Value ($000) $5,474 Shares 52,000 Est. Cost $26.97 Unrealized -4.6%

GOOGL ALPHABET INC 2.1%

Value ($000) $5,057 Shares 6,500 Est. Cost $36.73 Unrealized 0.0%

LOW LOWES COS INC 1.9%

Value ($000) $4,562 Shares 60,000 Est. Cost $58.94 Unrealized +4.7%

DAL DELTA AIR LINES INC DEL 1.9%

Value ($000) $4,562 Shares 90,000 Est. Cost $41.61 Unrealized +5.0%

NFLX NETFLIX INC 1.9%

Value ($000) $4,461 Shares 39,000 Est. Cost $10.97 Unrealized +4.2%

WFC WELLS FARGO & CO NEW 1.8%

Value ($000) $4,349 Shares 80,000 Est. Cost $41.00 Unrealized -0.4%

— TROVAGENE INC 1.8%

Value ($000) $4,266 Shares 790,000 Est. Cost $6.28 Unrealized —

AMZN AMAZON COM INC 1.8%

Value ($000) $4,258 Shares 6,300 Est. Cost $22.07 Unrealized +42.8%

— SUNTRUST BKS INC 1.6%

Value ($000) $3,856 Shares 90,000 Est. Cost $42.84 Unrealized —

BYD BOYD GAMING CORP 1.5%

Value ($000) $3,696 Shares 186,000 Est. Cost $12.32 Unrealized +46.3%

— CELGENE CORP 1.3%

Value ($000) $3,114 Shares 26,000 Est. Cost $119.77 Unrealized —

DHI D R HORTON INC 1.2%

Value ($000) $2,947 Shares 92,000 Est. Cost $27.87 Unrealized 0.0%

MSFT MICROSOFT CORP 1.2%

Value ($000) $2,940 Shares 53,000 Est. Cost $45.92 Unrealized 0.0%

CVS CVS HEALTH CORP 1.2%

Value ($000) $2,933 Shares 30,000 Est. Cost $77.80 Unrealized -6.7%

TOL TOLL BROTHERS INC 1.2%

Value ($000) $2,914 Shares 87,500 Est. Cost $37.44 Unrealized -4.7%

PRGO PERRIGO CO PLC 1.2%

Value ($000) $2,894 Shares 20,000 Est. Cost $153.80 Unrealized 0.0%

UNH UNITEDHEALTH GROUP INC 1.2%

Value ($000) $2,823 Shares 24,000 Est. Cost $99.29 Unrealized 0.0%

RF REGIONS FINL CORP NEW 0.9%

Value ($000) $2,064 Shares 215,000 Est. Cost $6.68 Unrealized 0.0%

— THERAPEUTICSMD INC 0.8%

Value ($000) $1,867 Shares 180,000 Est. Cost $6.05 Unrealized —

— VERMILLION INC 0.8%

Value ($000) $1,800 Shares 1,000,000 Est. Cost $2.00 Unrealized —

ADBE ADOBE SYS INC 0.7%

Value ($000) $1,597 Shares 17,000 Est. Cost $89.84 Unrealized 0.0%

— ACTIVISION BLIZZARD INC 0.6%

Value ($000) $1,548 Shares 40,000 Est. Cost $38.70 Unrealized —

TRIP TRIPADVISOR INC 0.6%

Value ($000) $1,535 Shares 18,000 Est. Cost $71.77 Unrealized 0.0%

— AVAGO TECHNOLOGIES LTD 0.6%

Value ($000) $1,452 Shares 10,000 Est. Cost $125.00 Unrealized —

SWKS SKYWORKS SOLUTIONS INC 0.6%

Value ($000) $1,383 Shares 18,000 Est. Cost $64.91 Unrealized 0.0%

DIS DISNEY WALT CO 0.6%

Value ($000) $1,366 Shares 13,000 Est. Cost $102.22 Unrealized 0.0%

— FUELCELL ENERGY INC 0.5%

Value ($000) $1,303 Shares 262,665 Est. Cost $4.96 Unrealized —

LVS LAS VEGAS SANDS CORP 0.5%

Value ($000) $1,228 Shares 28,000 Est. Cost $34.54 Unrealized 0.0%

PG PROCTER & GAMBLE CO 0.4%

Value ($000) $874 Shares 11,000 Est. Cost $57.94 Unrealized 0.0%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	400,000	$81,548	34.1%	—	—	Put	78462F103
PRGO	PERRIGO CO PLC	210,000	$30,387	12.7%	$153.80	0.0%	Call	G97822103
—	EXPRESS SCRIPTS HLDG CO	200,000	$17,482	7.3%	—	—	Call	30219G108
META	FACEBOOK INC	74,000	$7,745	3.2%	$63.21	+61.4%	CL A	30303M102
GILD	GILEAD SCIENCES INC	66,800	$6,759	2.8%	$63.89	+14.1%	COM	375558103
—	FELCOR LODGING TR INC	850,000	$6,205	2.6%	$6.12	—	COM	31430F101
V	VISA INC	75,000	$5,816	2.4%	$72.17	0.0%	COM CL A	92826C839
AAPL	APPLE INC	52,000	$5,474	2.3%	$26.97	-4.6%	COM	037833100
GOOGL	ALPHABET INC	6,500	$5,057	2.1%	$36.73	0.0%	CAP STK CL A	02079K305
LOW	LOWES COS INC	60,000	$4,562	1.9%	$58.94	+4.7%	COM	548661107
DAL	DELTA AIR LINES INC DEL	90,000	$4,562	1.9%	$41.61	+5.0%	COM NEW	247361702
NFLX	NETFLIX INC	39,000	$4,461	1.9%	$10.97	+4.2%	COM	64110L106
WFC	WELLS FARGO & CO NEW	80,000	$4,349	1.8%	$41.00	-0.4%	COM	949746101
—	TROVAGENE INC	790,000	$4,266	1.8%	$6.28	—	COM NEW	897238309
AMZN	AMAZON COM INC	6,300	$4,258	1.8%	$22.07	+42.8%	COM	023135106
—	SUNTRUST BKS INC	90,000	$3,856	1.6%	$42.84	—	COM	867914103
BYD	BOYD GAMING CORP	186,000	$3,696	1.5%	$12.32	+46.3%	COM	103304101
—	CELGENE CORP	26,000	$3,114	1.3%	$119.77	—	COM	151020104
DHI	D R HORTON INC	92,000	$2,947	1.2%	$27.87	0.0%	COM	23331A109
MSFT	MICROSOFT CORP	53,000	$2,940	1.2%	$45.92	0.0%	COM	594918104
CVS	CVS HEALTH CORP	30,000	$2,933	1.2%	$77.80	-6.7%	COM	126650100
TOL	TOLL BROTHERS INC	87,500	$2,914	1.2%	$37.44	-4.7%	COM	889478103
PRGO	PERRIGO CO PLC	20,000	$2,894	1.2%	$153.80	0.0%	SHS	G97822103
UNH	UNITEDHEALTH GROUP INC	24,000	$2,823	1.2%	$99.29	0.0%	COM	91324P102
RF	REGIONS FINL CORP NEW	215,000	$2,064	0.9%	$6.68	0.0%	COM	7591EP100
—	THERAPEUTICSMD INC	180,000	$1,867	0.8%	$6.05	—	COM	88338N107
—	VERMILLION INC	1,000,000	$1,800	0.8%	$2.00	—	COM NEW	92407M206
ADBE	ADOBE SYS INC	17,000	$1,597	0.7%	$89.84	0.0%	COM	00724F101
—	ACTIVISION BLIZZARD INC	40,000	$1,548	0.6%	$38.70	—	COM	00507V109
TRIP	TRIPADVISOR INC	18,000	$1,535	0.6%	$71.77	0.0%	COM	896945201
—	AVAGO TECHNOLOGIES LTD	10,000	$1,452	0.6%	$125.00	—	SHS	Y0486S104
SWKS	SKYWORKS SOLUTIONS INC	18,000	$1,383	0.6%	$64.91	0.0%	COM	83088M102
DIS	DISNEY WALT CO	13,000	$1,366	0.6%	$102.22	0.0%	COM DISNEY	254687106
—	FUELCELL ENERGY INC	262,665	$1,303	0.5%	$4.96	—	COM NEW	35952H502
LVS	LAS VEGAS SANDS CORP	28,000	$1,228	0.5%	$34.54	0.0%	COM	517834107
PG	PROCTER & GAMBLE CO	11,000	$874	0.4%	$57.94	0.0%	COM	742718109