KEMPEN CAPITAL MANAGEMENT N.V.

Q2 2014 13F-HR Holdings

Location
Amsterdam, P7
Holdings as of
6/30/2014
Date filed
8/7/2014
Form type
13F-HR
Num holdings
90
Total value ($000)
$1,032,460
Net value change ($000)
-18,802 (-1.8%)
New positions
12
Sold out positions
16
Turnover %
17.1%
Sector allocation + QoQ delta (equities-only)

Snapshot: Change Analysis

Compared to Q1 2014
Methodology: sector metrics are equities-only; instrument mix chart is ex-options; options exposure is shown separately. Why this matters.
Top Adds (Value $000, Stocks/ETFs)
VZ 39,868 NEW
ABBV 36,928 NEW
Ca Inc 33,767 NEW
ARCC 16,758 NEW
AVIDITY BIOSCIENCES INC 13,958 124.2%
SYY 7,419 21.7%
RWT 5,391 NEW
INTEGRYS ENERGY GR 4,548 13.0%
PLD 2,787 NEW
UDR 1,569 4.5%
Top Reduces (Value $000, Stocks/ETFs)
Dr Pepper Snapple Group Inc -34,120 -97.3%
MAXIM INTEGRATED PRODUCTS INC -33,988 -96.6%
VTI -14,367 -100.0%
VGK -9,998 -100.0%
MO -8,541 -20.6%
COP -8,004 -18.4%
MRK -7,521 -17.9%
SPG -4,269 -36.8%
VNO -3,975 -44.5%
GE -3,715 -8.8%
Instrument mix + QoQ Δ (ex-options)
How this table is calculated: SEC VALUE ($000) is used as reported. For derivatives (PUT/CALL/WARRANT/RIGHT), SEC value represents reported underlying exposure, not premium cash paid/received. Column % is bucket-based: non-options share is calculated inside non-option total, options share is calculated inside options total. Details.
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Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type