Kohlberg Kravis Roberts & Co. L.P. Quant / Systematic

CIK: 0001399770 · Show all filings

Period: Q2 2013 (Next →)

Filing Date: Aug 14, 2013

Total Value ($000): $5,072,956 (96.0% shares, 4.0% debt)

Holdings (36)

HCA HCA HOLDINGS INC 35.0%

Value ($000) $1,774,921 Shares 49,221,334 Est. Cost $35.96 Unrealized 0.0%

NXPI NXP SEMICONDUCTORS N V 19.4%

Value ($000) $986,394 Shares 31,798,659 Est. Cost $26.01 Unrealized 0.0%

— NIELSEN HOLDINGS N V 16.9%

Value ($000) $855,310 Shares 25,463,244 Est. Cost $33.59 Unrealized —

DG DOLLAR GEN CORP NEW 11.5%

Value ($000) $585,060 Shares 11,601,431 Est. Cost $45.09 Unrealized 0.0%

— WALGREEN CO 5.6%

Value ($000) $283,956 Shares 6,424,340 Est. Cost $44.20 Unrealized —

JAZZ JAZZ PHARMACEUTICALS PLC 4.3%

Value ($000) $218,909 Shares 3,185,058 Est. Cost $61.12 Unrealized 0.0%

— KKR & CO L P DEL 1.8%

Value ($000) $91,756 Shares 4,667,166 Est. Cost $19.66 Unrealized —

— HERTZ GLOBAL HOLDINGS INC 1.4%

Value ($000) $72,543 Shares 24,117,000 Est. Cost $3.01 Unrealized —

— PPL CORP 1.0%

Value ($000) $50,782 Shares 965,420 Est. Cost $52.60 Unrealized —

— HEALTH CARE REIT INC 0.6%

Value ($000) $32,329 Shares 24,350,000 Est. Cost $1.33 Unrealized —

— TIME WARNER TELECOM INC 0.3%

Value ($000) $14,081 Shares 9,579,000 Est. Cost $1.47 Unrealized —

— COVANTA HLDG CORP 0.2%

Value ($000) $11,655 Shares 9,000,000 Est. Cost $1.29 Unrealized —

— GILEAD SCIENCES INC 0.2%

Value ($000) $11,388 Shares 5,000,000 Est. Cost $2.28 Unrealized —

— CHART INDS INC 0.1%

Value ($000) $7,564 Shares 4,993,000 Est. Cost $1.51 Unrealized —

— PRICELINE COM INC 0.1%

Value ($000) $6,840 Shares 2,500,000 Est. Cost $2.74 Unrealized —

— MYLAN INC 0.1%

Value ($000) $5,968 Shares 2,500,000 Est. Cost $2.39 Unrealized —

— AGCO CORP 0.1%

Value ($000) $5,853 Shares 4,636,000 Est. Cost $1.26 Unrealized —

— ROCKWOOD HLDGS INC 0.1%

Value ($000) $5,744 Shares 89,711 Est. Cost $64.03 Unrealized —

— DOMINION RES INC VA NEW 0.1%

Value ($000) $5,506 Shares 110,000 Est. Cost $50.05 Unrealized —

— CADENCE DESIGN SYSTEM INC 0.1%

Value ($000) $5,306 Shares 2,700,000 Est. Cost $1.97 Unrealized —

— DOMINION RES INC VA NEW 0.1%

Value ($000) $5,020 Shares 100,000 Est. Cost $50.20 Unrealized —

— CUBIST PHARMACEUTICALS INC 0.1%

Value ($000) $4,516 Shares 2,500,000 Est. Cost $1.81 Unrealized —

— COBALT INTL ENERGY INC 0.1%

Value ($000) $4,243 Shares 4,000,000 Est. Cost $1.06 Unrealized —

— GOLDCORP INC NEW 0.1%

Value ($000) $4,040 Shares 4,000,000 Est. Cost $1.01 Unrealized —

— MASTEC INC 0.1%

Value ($000) $3,799 Shares 1,800,000 Est. Cost $2.11 Unrealized —

SPY SPDR S&P 500 ETF TR 0.1%

Value ($000) $3,208 Shares 20,000 Est. Cost — Unrealized —

— TYSON FOODS INC 0.1%

Value ($000) $3,070 Shares 2,000,000 Est. Cost $1.53 Unrealized —

— THERAVANCE INC 0.1%

Value ($000) $2,910 Shares 2,000,000 Est. Cost $1.46 Unrealized —

— XILINX INC 0.1%

Value ($000) $2,882 Shares 2,000,000 Est. Cost $1.44 Unrealized —

— NEWMONT MINING CORP 0.0%

Value ($000) $2,020 Shares 2,000,000 Est. Cost $1.01 Unrealized —

GM GENERAL MTRS CO 0.0%

Value ($000) $1,256 Shares 37,700 Est. Cost — Unrealized —

— GENERAL MTRS CO 0.0%

Value ($000) $1,204 Shares 25,000 Est. Cost $48.16 Unrealized —

— DEVELOPERS DIVERSIFIED RLTY 0.0%

Value ($000) $1,166 Shares 1,000,000 Est. Cost $1.17 Unrealized —

MTNA 6 01/15/16 ARCELORMITTAL SA LUXEMBOURG 0.0%

Value ($000) $939 Shares 50,000 Est. Cost $18.78 Unrealized —

TBF PROSHARES TR 0.0%

Value ($000) $628 Shares 20,000 Est. Cost $31.40 Unrealized —

SLV ISHARES SILVER TRUST 0.0%

Value ($000) $190 Shares 10,000 Est. Cost $19.00 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
HCA	HCA HOLDINGS INC	49,221,334	$1,774,921	35.0%	$35.96	0.0%	COM	40412C101
NXPI	NXP SEMICONDUCTORS N V	31,798,659	$986,394	19.4%	$26.01	0.0%	COM	N6596X109
—	NIELSEN HOLDINGS N V	25,463,244	$855,310	16.9%	$33.59	—	COM	N63218106
DG	DOLLAR GEN CORP NEW	11,601,431	$585,060	11.5%	$45.09	0.0%	COM	256677105
—	WALGREEN CO	6,424,340	$283,956	5.6%	$44.20	—	COM	931422109
JAZZ	JAZZ PHARMACEUTICALS PLC	3,185,058	$218,909	4.3%	$61.12	0.0%	SHS USD	G50871105
—	KKR & CO L P DEL	4,667,166	$91,756	1.8%	$19.66	—	COM UNITS	48248M102
—	HERTZ GLOBAL HOLDINGS INC	24,117,000	$72,543	1.4%	$3.01	—	NOTE 5.250% 6/0	42805TAA3
—	PPL CORP	965,420	$50,782	1.0%	$52.60	—	UNIT 99/99/9999	69351T601
—	HEALTH CARE REIT INC	24,350,000	$32,329	0.6%	$1.33	—	NOTE 3.000%12/0	42217KAR7
—	TIME WARNER TELECOM INC	9,579,000	$14,081	0.3%	$1.47	—	DBVC 2.375% 4/0	887319AC5
—	COVANTA HLDG CORP	9,000,000	$11,655	0.2%	$1.29	—	NOTE 3.250% 6/0	22282EAC6
—	GILEAD SCIENCES INC	5,000,000	$11,388	0.2%	$2.28	—	NOTE 1.625% 5/0	375558AP8
—	CHART INDS INC	4,993,000	$7,564	0.1%	$1.51	—	NOTE 2.000% 8/0	16115QAC4
—	PRICELINE COM INC	2,500,000	$6,840	0.1%	$2.74	—	NOTE 1.250% 3/1	741503AN6
—	MYLAN INC	2,500,000	$5,968	0.1%	$2.39	—	NOTE 3.750% 9/1	628530AJ6
—	AGCO CORP	4,636,000	$5,853	0.1%	$1.26	—	NOTE 1.250%12/1	001084AM4
—	ROCKWOOD HLDGS INC	89,711	$5,744	0.1%	$64.03	—	COM	774415103
—	DOMINION RES INC VA NEW	110,000	$5,506	0.1%	$50.05	—	UNIT 07/01/2016	25746U885
—	CADENCE DESIGN SYSTEM INC	2,700,000	$5,306	0.1%	$1.97	—	NOTE 2.625% 6/0	127387AJ7
—	DOMINION RES INC VA NEW	100,000	$5,020	0.1%	$50.20	—	UNIT 04/01/2013	25746U703
—	CUBIST PHARMACEUTICALS INC	2,500,000	$4,516	0.1%	$1.81	—	NOTE 2.500%11/0	229678AD9
—	COBALT INTL ENERGY INC	4,000,000	$4,243	0.1%	$1.06	—	NOTE 2.625%12/0	19075FAA4
—	GOLDCORP INC NEW	4,000,000	$4,040	0.1%	$1.01	—	NOTE 2.000% 8/0	380956AB8
—	MASTEC INC	1,800,000	$3,799	0.1%	$2.11	—	NOTE 4.000% 6/1	576323AL3
SPY	SPDR S&P 500 ETF TR	20,000	$3,208	0.1%	—	—	Put	78462F103
—	TYSON FOODS INC	2,000,000	$3,070	0.1%	$1.53	—	NOTE 3.250%10/1	902494AP8
—	THERAVANCE INC	2,000,000	$2,910	0.1%	$1.46	—	NOTE 3.000% 1/1	88338TAA2
—	XILINX INC	2,000,000	$2,882	0.1%	$1.44	—	NOTE 2.625% 6/1	983919AF8
—	NEWMONT MINING CORP	2,000,000	$2,020	0.0%	$1.01	—	NOTE 1.250% 7/1	651639AH9
GM	GENERAL MTRS CO	37,700	$1,256	0.0%	—	—	Call	37045V100
—	GENERAL MTRS CO	25,000	$1,204	0.0%	$48.16	—	JR PFD CNV SRB	37045V209
—	DEVELOPERS DIVERSIFIED RLTY	1,000,000	$1,166	0.0%	$1.17	—	NOTE 1.750%11/1	251591AX1
MTNA 6 01/15/16	ARCELORMITTAL SA LUXEMBOURG	50,000	$939	0.0%	$18.78	—	MAND CV NT 16	L0302D178
TBF	PROSHARES TR	20,000	$628	0.0%	$31.40	—	SHRT 20+YR TRE	74347X849
SLV	ISHARES SILVER TRUST	10,000	$190	0.0%	$19.00	—	ISHARES	46428Q109