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

Location: New York, NY

CIK: 0001399770 · Show all filings

Period: Q3 2013 (← Previous) (Next →)

Filing Date: Nov 14, 2013

Total Value: $5.296B (95.7% shares, 4.3% debt)

Holdings (32)

HCA HCA HOLDINGS INC 39.7%

Value $2.104B Shares 49,221,334 Share Price $42.75 * Est. Cost/Share $35.96 Unrealized @ Report Date +1.0%

— NIELSEN HOLDINGS N V 17.5%

Value $928M Shares 25,463,244 Share Price $36.45 Est. Cost/Share $33.59 Unrealized @ Report Date —

NXPI NXP SEMICONDUCTORS N V 16.3%

Value $863M Shares 23,203,079 Share Price $37.21 * Est. Cost/Share $26.01 Unrealized @ Report Date +20.8%

— WALGREEN CO 6.5%

Value $346M Shares 6,424,340 Share Price $53.80 Est. Cost/Share $44.20 Unrealized @ Report Date —

JAZZ JAZZ PHARMACEUTICALS PLC 5.5%

Value $293M Shares 3,185,058 Share Price $91.97 * Est. Cost/Share $61.12 Unrealized @ Report Date +32.0%

— MARVELL TECHNOLOGY GROUP LTD 4.8%

Value $253M Shares 22,000,000 Share Price $11.50 Est. Cost/Share $11.50 Unrealized @ Report Date —

DG DOLLAR GEN CORP NEW 2.5%

Value $135M Shares 2,389,680 Share Price $56.46 * Est. Cost/Share $45.09 Unrealized @ Report Date +6.0%

— ONYX PHARMACEUTICALS INC 2.0%

Value $105M Shares 32,877,000 Share Price $3.20 Est. Cost/Share $3.20 Unrealized @ Report Date —

— KKR & CO L P DEL 1.8%

Value $96.05M Shares 4,667,166 Share Price $20.58 Est. Cost/Share $19.66 Unrealized @ Report Date —

— GILEAD SCIENCES INC 0.6%

Value $31.05M Shares 11,200,000 Share Price $2.77 Est. Cost/Share $2.55 Unrealized @ Report Date —

— AGCO CORP 0.5%

Value $28.29M Shares 18,852,000 Share Price $1.50 Est. Cost/Share $1.44 Unrealized @ Report Date —

— TYSON FOODS INC 0.5%

Value $25.68M Shares 15,000,000 Share Price $1.71 Est. Cost/Share $1.69 Unrealized @ Report Date —

— ASSOCIATED ESTATES RLTY CORP 0.4%

Value $19.51M Shares 1,308,449 Share Price $14.91 Est. Cost/Share $14.91 Unrealized @ Report Date —

SPY SPDR S&P 500 ETF TR 0.2%

Value $11.76M Shares 70,000 Share Price $168.01 Est. Cost/Share — Unrealized @ Report Date —

— MYLAN INC 0.1%

Value $7.263M Shares 2,500,000 Share Price $2.91 Est. Cost/Share $2.39 Unrealized @ Report Date —

— CUBIST PHARMACEUTICALS INC 0.1%

Value $6.898M Shares 3,000,000 Share Price $2.30 Est. Cost/Share $1.89 Unrealized @ Report Date —

— ROCKWOOD HLDGS INC 0.1%

Value $6.002M Shares 89,711 Share Price $66.90 Est. Cost/Share $64.03 Unrealized @ Report Date —

— AKORN INC 0.1%

Value $5.861M Shares 2,500,000 Share Price $2.34 Est. Cost/Share $2.34 Unrealized @ Report Date —

— CHART INDS INC 0.1%

Value $5.629M Shares 3,000,000 Share Price $1.88 Est. Cost/Share $1.51 Unrealized @ Report Date —

— JETBLUE AIRWAYS CORP 0.1%

Value $4.889M Shares 3,250,000 Share Price $1.50 Est. Cost/Share $1.50 Unrealized @ Report Date —

— MASTEC INC 0.1%

Value $3.715M Shares 1,800,000 Share Price $2.06 Est. Cost/Share $2.11 Unrealized @ Report Date —

— SPDR SERIES TRUST 0.1%

Value $3.574M Shares 89,700 Share Price $39.84 Est. Cost/Share $39.84 Unrealized @ Report Date —

— STARWOOD PPTY TR INC 0.0%

Value $2.081M Shares 2,000,000 Share Price $1.04 Est. Cost/Share $1.04 Unrealized @ Report Date —

— HORNBECK OFFSHORE SVCS INC N 0.0%

Value $1.778M Shares 1,500,000 Share Price $1.19 Est. Cost/Share $1.19 Unrealized @ Report Date —

— TESLA MTRS INC 0.0%

Value $1.694M Shares 1,000,000 Share Price $1.69 Est. Cost/Share $1.69 Unrealized @ Report Date —

AIG AMERICAN INTL GROUP INC 0.0%

Value $1.629M Shares 33,500 Share Price $48.63 * Est. Cost/Share $36.03 Unrealized @ Report Date 0.0%

GM GENERAL MTRS CO 0.0%

Value $1.356M Shares 37,700 Share Price $35.97 Est. Cost/Share — Unrealized @ Report Date —

— GENERAL MTRS CO 0.0%

Value $1.254M Shares 25,000 Share Price $50.16 Est. Cost/Share $48.16 Unrealized @ Report Date —

— MENTOR GRAPHICS CORP 0.0%

Value $804K Shares 34,400 Share Price $23.37 Est. Cost/Share $23.37 Unrealized @ Report Date —

TBF PROSHARES TR 0.0%

Value $641K Shares 20,000 Share Price $32.05 Est. Cost/Share $31.40 Unrealized @ Report Date —

— POWERSHARES ETF TRUST II 0.0%

Value $597K Shares 24,200 Share Price $24.67 Est. Cost/Share $24.67 Unrealized @ Report Date —

EPHE ISHARES 0.0%

Value $220K Shares 6,700 Share Price $32.84 Est. Cost/Share $32.84 Unrealized @ Report Date —

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
HCA	HCA HOLDINGS INC	49,221,334	$2.104B	39.7%	$42.75 *	$35.96	+1.0%	COM	40412C101
—	NIELSEN HOLDINGS N V	25,463,244	$928M	17.5%	$36.45	$33.59	—	COM	N63218106
NXPI	NXP SEMICONDUCTORS N V	23,203,079	$863M	16.3%	$37.21 *	$26.01	+20.8%	COM	N6596X109
—	WALGREEN CO	6,424,340	$346M	6.5%	$53.80	$44.20	—	COM	931422109
JAZZ	JAZZ PHARMACEUTICALS PLC	3,185,058	$293M	5.5%	$91.97 *	$61.12	+32.0%	SHS USD	G50871105
—	MARVELL TECHNOLOGY GROUP LTD	22,000,000	$253M	4.8%	$11.50	$11.50	—	ORD	G5876H105
DG	DOLLAR GEN CORP NEW	2,389,680	$135M	2.5%	$56.46 *	$45.09	+6.0%	COM	256677105
—	ONYX PHARMACEUTICALS INC	32,877,000	$105M	2.0%	$3.20	$3.20	—	NOTE 4.000% 8/1	683399AB5
—	KKR & CO L P DEL	4,667,166	$96.05M	1.8%	$20.58	$19.66	—	COM UNITS	48248M102
—	GILEAD SCIENCES INC	11,200,000	$31.05M	0.6%	$2.77	$2.55	—	NOTE 1.625% 5/0	375558AP8
—	AGCO CORP	18,852,000	$28.29M	0.5%	$1.50	$1.44	—	NOTE 1.250%12/1	001084AM4
—	TYSON FOODS INC	15,000,000	$25.68M	0.5%	$1.71	$1.69	—	NOTE 3.250%10/1	902494AP8
—	ASSOCIATED ESTATES RLTY CORP	1,308,449	$19.51M	0.4%	$14.91	$14.91	—	COM	045604105
SPY	SPDR S&P 500 ETF TR	70,000	$11.76M	0.2%	$168.01	—	—	Put	78462F103
—	MYLAN INC	2,500,000	$7.263M	0.1%	$2.91	$2.39	—	NOTE 3.750% 9/1	628530AJ6
—	CUBIST PHARMACEUTICALS INC	3,000,000	$6.898M	0.1%	$2.30	$1.89	—	NOTE 2.500%11/0	229678AD9
—	ROCKWOOD HLDGS INC	89,711	$6.002M	0.1%	$66.90	$64.03	—	COM	774415103
—	AKORN INC	2,500,000	$5.861M	0.1%	$2.34	$2.34	—	NOTE 3.500% 6/0	009728AB2
—	CHART INDS INC	3,000,000	$5.629M	0.1%	$1.88	$1.51	—	NOTE 2.000% 8/0	16115QAC4
—	JETBLUE AIRWAYS CORP	3,250,000	$4.889M	0.1%	$1.50	$1.50	—	DBCV 5.500%10/1	477143AD3
—	MASTEC INC	1,800,000	$3.715M	0.1%	$2.06	$2.11	—	NOTE 4.000% 6/1	576323AL3
—	SPDR SERIES TRUST	89,700	$3.574M	0.1%	$39.84	$39.84	—	BRC HGH YLD BD	78464A417
—	STARWOOD PPTY TR INC	2,000,000	$2.081M	0.0%	$1.04	$1.04	—	NOTE 4.550% 3/0	85571BAA3
—	HORNBECK OFFSHORE SVCS INC N	1,500,000	$1.778M	0.0%	$1.19	$1.19	—	FRNT 1.625%11/1	440543AE6
—	TESLA MTRS INC	1,000,000	$1.694M	0.0%	$1.69	$1.69	—	NOTE 1.500% 6/0	88160RAA9
AIG	AMERICAN INTL GROUP INC	33,500	$1.629M	0.0%	$48.63 *	$36.03	0.0%	COM NEW	026874784
GM	GENERAL MTRS CO	37,700	$1.356M	0.0%	$35.97	—	—	Call	37045V100
—	GENERAL MTRS CO	25,000	$1.254M	0.0%	$50.16	$48.16	—	JR PFD CNV SRB	37045V209
—	MENTOR GRAPHICS CORP	34,400	$804K	0.0%	$23.37	$23.37	—	COM	587200106
TBF	PROSHARES TR	20,000	$641K	0.0%	$32.05	$31.40	—	SHRT 20+YR TRE	74347X849
—	POWERSHARES ETF TRUST II	24,200	$597K	0.0%	$24.67	$24.67	—	SENIOR LN PORT	73936Q769
EPHE	ISHARES	6,700	$220K	0.0%	$32.84	$32.84	—	MSCI PHILIPS ETF	46429B408