13F-HR 1 d63631.txt CAPITAL GROWTH MANAGEMENT LP UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: September 30, 2005 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Capital Growth Management L.P. Address: One International Place Boston, MA 02110 13F File Number: 28-2723 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this report on Behalf of Reporting Manager: Name: Robert L. Kemp Title: President, Kenbob, Inc., General Partner Phone: 617-737-3225 Signature, Place, and Date of Signing: Robert L. Kemp Boston, Massachusetts November 10, 2005 Report Type (Check only one.): [X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. List of Other Managers Reporting for this Manager: I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934. /s/ Robert L. Kemp -------------------------- Robert L. Kemp FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 99 Form 13F Information Table Value Total: $5,633,850 List of Other Included Managers: NONE
FORM 13F INFORMATION TABLE ----------------------------------------------------------------------------------------------------------------------------------- ITEM 2 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 ITEM 1 TITLE OF ITEM 3 VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE ----------------------------------------------------------------------------------------------------------------------------------- AFLAC INC COMMON 001055102 47474 1048000 SH SOLE 1048000 0 0 ADVANCED MICRO DEVICES IN COMMON 007903107 43979 1745200 SH SOLE 1403000 0 342200 AIRTRAN HLDGS INC COMMON 00949P108 10761 850000 SH SOLE 850000 0 0 ALTRIA GROUP INC COMMON 02209S103 76437 1037000 SH SOLE 1037000 0 0 AMERADA HESS CORP 023551104 251144 1826500 SH SOLE 1719700 0 106800 AMERICA MOVIL S A DE C V 02364W105 34742 1320000 SH SOLE 1320000 0 0 AMERICAN INTL GROUP INC COMMON 026874107 48639 785000 SH SOLE 785000 0 0 AMGEN INC COMMON 031162100 12349 155000 SH SOLE 155000 0 0 APACHE CORP 037411105 74167 986000 SH SOLE 856500 0 129500 APPLE COMPUTER INC 037833100 13939 260000 SH SOLE 260000 0 0 ARCH COAL INC COMMON 039380100 100575 1490000 SH SOLE 1490000 0 0 ARCHER DANIELS MIDLAND CO COMMON 039483102 42595 1727300 SH SOLE 1571400 0 155900 AUTODESK INC 052769106 78948 1700000 SH SOLE 1700000 0 0 AVALONBAY CMNTYS INC COMMON 053484101 26173 305400 SH SOLE 305400 0 0 BJ SVCS CO COMMON 055482103 71177 1977700 SH SOLE 1631500 0 346200 BP PLC 055622104 44636 630000 SH SOLE 630000 0 0 BAKER HUGHES INC COMMON 057224107 139054 2330000 SH SOLE 2330000 0 0 BERRY PETE CO COMMON 085789105 28343 425000 SH SOLE 425000 0 0 BUILDERS FIRSTSOURCE INC COMMON 12008R107 24563 1100000 SH SOLE 1100000 0 0 BURLINGTON RES INC COMMON 122014103 60339 742000 SH SOLE 742000 0 0 CBL & ASSOC PPTYS INC COMMON 124830100 46319 1130000 SH SOLE 1130000 0 0 CB RICHARD ELLIS GROUP IN COMMON 12497T101 65333 1327900 SH SOLE 1327900 0 0 CAL DIVE INTL INC COMMON 127914109 24730 390000 SH SOLE 390000 0 0 CANADIAN NAT RES LTD 136385101 84957 1880000 SH SOLE 1880000 0 0 CATERPILLAR INC DEL 149123101 51242 872200 SH SOLE 806200 0 66000 CONOCOPHILLIPS 20825C104 263099 3763400 SH SOLE 3561400 0 202000 CONSOL ENERGY INC COMMON 20854P109 80770 1059000 SH SOLE 1059000 0 0 COOPER CAMERON CORP COMMON 216640102 16265 220000 SH SOLE 220000 0 0 DEVON ENERGY CORP NEW 25179M103 2821 41100 SH SOLE 41100 0 0 DIAMOND OFFSHORE DRILLING COMMON 25271C102 7387 120600 SH SOLE 0 0 120600 DIAMONDROCK HOSPITALITY C COMMON 252784301 43228 3679000 SH SOLE 3679000 0 0 EOG RES INC COMMON 26875P101 6666 89000 SH SOLE 89000 0 0 EAGLE MATERIALS INC COMMON 26969P108 24759 204000 SH SOLE 204000 0 0 EMBRAER-EMPRESA BRASILEIR COMMON 29081M102 81639 2115000 SH SOLE 2115000 0 0 ESSEX PPTY TR INC COMMON 297178105 51750 575000 SH SOLE 575000 0 0 FELCOR LODGING TR INC 31430F101 45111 2977600 SH SOLE 2977600 0 0 FLORIDA ROCK INDS INC COMMON 341140101 27398 427500 SH SOLE 427500 0 0 FOUNDATION COAL HLDGS INC COMMON 35039W100 92253 2399300 SH SOLE 2399300 0 0 FREEPORT-MCMORAN COPPER & 35671D857 68269 1405000 SH SOLE 1405000 0 0 GENENTECH INC 368710406 43705 519000 SH SOLE 519000 0 0 GENERAL ELEC CO COMMON 369604103 32997 980000 SH SOLE 980000 0 0 GENERAL GROWTH PPTYS INC COMMON 370021107 59532 1325000 SH SOLE 1325000 0 0 GEORGIA PAC CORP COMMON 373298108 1652 48500 SH SOLE 48500 0 0 GOOGLE INC COMMON 38259P508 16772 53000 SH SOLE 53000 0 0 GREY WOLF INC COMMON 397888108 23773 2820000 SH SOLE 2820000 0 0 HALLIBURTON CO COMMON 406216101 167531 2445000 SH SOLE 2445000 0 0 HARMAN INTL INDS INC COMMON 413086109 71794 702000 SH SOLE 604900 0 97100 HARRAHS ENTMT INC COMMON 413619107 54466 835500 SH SOLE 785000 0 50500 HARRIS CORP DEL COMMON 413875105 7624 182400 SH SOLE 0 0 182400 HARTMARX CORP COMMON 417119104 10669 1628800 SH SOLE 1628800 0 0 HELMERICH & PAYNE COMMON 423452101 27779 460000 SH SOLE 460000 0 0 HERSHEY FOODS CORP COMMON 427866108 84538 1501300 SH SOLE 1321300 0 180000 HOST MARRIOTT CORP NEW COMMON 44107P104 47827 2830000 SH SOLE 2830000 0 0 INCO LTD 453258402 41010 866100 SH SOLE 781100 0 85000 INNKEEPERS USA TR COMMON 4576J0104 51127 3309200 SH SOLE 3309200 0 0 INTEL CORP 458140100 15160 615000 SH SOLE 615000 0 0 JOHNSON & JOHNSON COMMON 478160104 33538 530000 SH SOLE 530000 0 0 KOMAG INC COMMON 500453204 24130 755000 SH SOLE 755000 0 0 KROGER CO COMMON 501044101 88208 4284000 SH SOLE 3785600 0 498400 LASALLE HOTEL PPTYS COM SH BEN IN517942108 56336 1635300 SH SOLE 1635300 0 0 LEGG MASON INC COMMON 524901105 159818 1457000 SH SOLE 1457000 0 0 LOUISIANA PAC CORP 546347105 969 35000 SH SOLE 35000 0 0 MACERICH CO COMMON 554382101 43835 675000 SH SOLE 675000 0 0 MARATHON OIL CORP COMMON 565849106 37567 545000 SH SOLE 545000 0 0 MASSEY ENERGY CORP COMMON 576206106 22215 435000 SH SOLE 435000 0 0 MOBILE TELESYSTEMS OJSC 607409109 82580 2030000 SH SOLE 2030000 0 0 NS GROUP INC COMMON 628916108 11775 300000 SH SOLE 300000 0 0 NATIONAL OILWELL VARCO IN COMMON 637071101 101806 1547200 SH SOLE 1397600 0 149600 NEWFIELD EXPL CO COMMON 651290108 28871 588000 SH SOLE 588000 0 0 OCCIDENTAL PETE CORP DEL 674599105 142087 1663200 SH SOLE 1537400 0 125800 OPEN JT STK CO-VIMPEL COM 68370R109 81770 1840000 SH SOLE 1840000 0 0 PATTERSON UTI ENERGY INC COMMON 703481101 25436 705000 SH SOLE 705000 0 0 PEABODY ENERGY CORP 704549104 239267 2836600 SH SOLE 2643600 0 193000 PETRO-CANADA COMMON 71644E102 38392 920000 SH SOLE 920000 0 0 PHELPS DODGE CORP 717265102 89002 685000 SH SOLE 685000 0 0 PROCTER & GAMBLE CO COMMON 742718109 110881 1864800 SH SOLE 1688000 0 176800 SL GREEN RLTY CORP 78440X101 51565 756300 SH SOLE 756300 0 0 SCHLUMBERGER LTD 806857108 51050 605000 SH SOLE 605000 0 0 SIMON PPTY GROUP INC NEW COMMON 828806109 47437 640000 SH SOLE 640000 0 0 SOUTHERN PERU COPPER CORP 84265V105 48405 865000 SH SOLE 865000 0 0 STATION CASINOS INC 857689103 74940 1129300 SH SOLE 973800 0 155500 SUNCOR ENERGY INC COMMON 867229106 99723 1647500 SH SOLE 1632500 0 15000 SUNOCO INC COMMON 86764P109 3128 40000 SH SOLE 40000 0 0 SUNSTONE HOTEL INVS INC N COMMON 867892101 51192 2098900 SH SOLE 2098900 0 0 TENARIS S A COMMON 88031M109 109583 795000 SH SOLE 795000 0 0 TESORO PETE CORP 881609101 25215 375000 SH SOLE 375000 0 0 TOTAL S A 89151E109 50797 374000 SH SOLE 374000 0 0 U S G CORP COMMON 903293405 9896 144000 SH SOLE 144000 0 0 U S AIRWAYS GROUP INC COMMON 90341W108 25008 1190310 SH SOLE 1190310 0 0 VALERO ENERGY CORP NEW 91913Y100 79707 705000 SH SOLE 705000 0 0 VORNADO RLTY TR COMMON 929042109 50240 580000 SH SOLE 580000 0 0 WET SEAL INC COMMON 961840105 8415 1870000 SH SOLE 1870000 0 0 WHITING PETE CORP NEW COMMON 966387102 10960 250000 SH SOLE 250000 0 0 WYETH 983024100 43031 930000 SH SOLE 930000 0 0 XTO ENERGY INC COMMON 98385X106 1237 27300 SH SOLE 27300 0 0 YUM BRANDS INC 988498101 130136 2688200 SH SOLE 2491300 0 196900 NABORS INDUSTRIES LTD COMMON G6359F103 108435 1509600 SH SOLE 1509600 0 0 TRANSOCEAN INC COMMON G90078109 6382 104100 SH SOLE 0 0 104100 WEATHERFORD INTERNATIONAL COMMON G95089101 56899 828700 SH SOLE 718000 0 110700 TOTAL VALUE (X$1000): 5633850 TOTAL SHARES PRN/AMT: 113720810 TOTAL SOLE SHARES/PRN AMT: 109930810 TOTAL SHARED SHARES/PRN AMT: 0 TOTAL NONE SHARES/PRN AMT: 3790000