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

CIK: 0001399770 · Show all filings

Period: Q3 2013 (← Previous) (Next →)

Filing Date: Nov 14, 2013

Total Value ($000): $5,295,650 (95.7% shares, 4.3% debt)

Holdings (32)

HCA HCA HOLDINGS INC 39.7%

Value ($000) $2,104,212 Shares 49,221,334 Est. Cost $35.96 Unrealized +1.0%

— NIELSEN HOLDINGS N V 17.5%

Value ($000) $928,135 Shares 25,463,244 Est. Cost $33.59 Unrealized —

NXPI NXP SEMICONDUCTORS N V 16.3%

Value ($000) $863,387 Shares 23,203,079 Est. Cost $26.01 Unrealized +20.8%

— WALGREEN CO 6.5%

Value ($000) $345,629 Shares 6,424,340 Est. Cost $44.20 Unrealized —

JAZZ JAZZ PHARMACEUTICALS PLC 5.5%

Value ($000) $292,930 Shares 3,185,058 Est. Cost $61.12 Unrealized +32.0%

— MARVELL TECHNOLOGY GROUP LTD 4.8%

Value ($000) $253,000 Shares 22,000,000 Est. Cost $11.50 Unrealized —

DG DOLLAR GEN CORP NEW 2.5%

Value ($000) $134,921 Shares 2,389,680 Est. Cost $45.09 Unrealized +6.0%

— ONYX PHARMACEUTICALS INC 2.0%

Value ($000) $105,206 Shares 32,877,000 Est. Cost $3.20 Unrealized —

— KKR & CO L P DEL 1.8%

Value ($000) $96,050 Shares 4,667,166 Est. Cost $19.66 Unrealized —

— GILEAD SCIENCES INC 0.6%

Value ($000) $31,052 Shares 11,200,000 Est. Cost $2.55 Unrealized —

— AGCO CORP 0.5%

Value ($000) $28,291 Shares 18,852,000 Est. Cost $1.44 Unrealized —

— TYSON FOODS INC 0.5%

Value ($000) $25,682 Shares 15,000,000 Est. Cost $1.69 Unrealized —

— ASSOCIATED ESTATES RLTY CORP 0.4%

Value ($000) $19,509 Shares 1,308,449 Est. Cost $14.91 Unrealized —

SPY SPDR S&P 500 ETF TR 0.2%

Value ($000) $11,761 Shares 70,000 Est. Cost — Unrealized —

— MYLAN INC 0.1%

Value ($000) $7,263 Shares 2,500,000 Est. Cost $2.39 Unrealized —

— CUBIST PHARMACEUTICALS INC 0.1%

Value ($000) $6,898 Shares 3,000,000 Est. Cost $1.89 Unrealized —

— ROCKWOOD HLDGS INC 0.1%

Value ($000) $6,002 Shares 89,711 Est. Cost $64.03 Unrealized —

— AKORN INC 0.1%

Value ($000) $5,861 Shares 2,500,000 Est. Cost $2.34 Unrealized —

— CHART INDS INC 0.1%

Value ($000) $5,629 Shares 3,000,000 Est. Cost $1.51 Unrealized —

— JETBLUE AIRWAYS CORP 0.1%

Value ($000) $4,889 Shares 3,250,000 Est. Cost $1.50 Unrealized —

— MASTEC INC 0.1%

Value ($000) $3,715 Shares 1,800,000 Est. Cost $2.11 Unrealized —

— SPDR SERIES TRUST 0.1%

Value ($000) $3,574 Shares 89,700 Est. Cost $39.84 Unrealized —

— STARWOOD PPTY TR INC 0.0%

Value ($000) $2,081 Shares 2,000,000 Est. Cost $1.04 Unrealized —

— HORNBECK OFFSHORE SVCS INC N 0.0%

Value ($000) $1,778 Shares 1,500,000 Est. Cost $1.19 Unrealized —

— TESLA MTRS INC 0.0%

Value ($000) $1,694 Shares 1,000,000 Est. Cost $1.69 Unrealized —

AIG AMERICAN INTL GROUP INC 0.0%

Value ($000) $1,629 Shares 33,500 Est. Cost $36.03 Unrealized 0.0%

GM GENERAL MTRS CO 0.0%

Value ($000) $1,356 Shares 37,700 Est. Cost — Unrealized —

— GENERAL MTRS CO 0.0%

Value ($000) $1,254 Shares 25,000 Est. Cost $48.16 Unrealized —

— MENTOR GRAPHICS CORP 0.0%

Value ($000) $804 Shares 34,400 Est. Cost $23.37 Unrealized —

TBF PROSHARES TR 0.0%

Value ($000) $641 Shares 20,000 Est. Cost $31.40 Unrealized —

— POWERSHARES ETF TRUST II 0.0%

Value ($000) $597 Shares 24,200 Est. Cost $24.67 Unrealized —

EPHE ISHARES 0.0%

Value ($000) $220 Shares 6,700 Est. Cost $32.84 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
HCA	HCA HOLDINGS INC	49,221,334	$2,104,212	39.7%	$35.96	+1.0%	COM	40412C101
—	NIELSEN HOLDINGS N V	25,463,244	$928,135	17.5%	$33.59	—	COM	N63218106
NXPI	NXP SEMICONDUCTORS N V	23,203,079	$863,387	16.3%	$26.01	+20.8%	COM	N6596X109
—	WALGREEN CO	6,424,340	$345,629	6.5%	$44.20	—	COM	931422109
JAZZ	JAZZ PHARMACEUTICALS PLC	3,185,058	$292,930	5.5%	$61.12	+32.0%	SHS USD	G50871105
—	MARVELL TECHNOLOGY GROUP LTD	22,000,000	$253,000	4.8%	$11.50	—	ORD	G5876H105
DG	DOLLAR GEN CORP NEW	2,389,680	$134,921	2.5%	$45.09	+6.0%	COM	256677105
—	ONYX PHARMACEUTICALS INC	32,877,000	$105,206	2.0%	$3.20	—	NOTE 4.000% 8/1	683399AB5
—	KKR & CO L P DEL	4,667,166	$96,050	1.8%	$19.66	—	COM UNITS	48248M102
—	GILEAD SCIENCES INC	11,200,000	$31,052	0.6%	$2.55	—	NOTE 1.625% 5/0	375558AP8
—	AGCO CORP	18,852,000	$28,291	0.5%	$1.44	—	NOTE 1.250%12/1	001084AM4
—	TYSON FOODS INC	15,000,000	$25,682	0.5%	$1.69	—	NOTE 3.250%10/1	902494AP8
—	ASSOCIATED ESTATES RLTY CORP	1,308,449	$19,509	0.4%	$14.91	—	COM	045604105
SPY	SPDR S&P 500 ETF TR	70,000	$11,761	0.2%	—	—	Put	78462F103
—	MYLAN INC	2,500,000	$7,263	0.1%	$2.39	—	NOTE 3.750% 9/1	628530AJ6
—	CUBIST PHARMACEUTICALS INC	3,000,000	$6,898	0.1%	$1.89	—	NOTE 2.500%11/0	229678AD9
—	ROCKWOOD HLDGS INC	89,711	$6,002	0.1%	$64.03	—	COM	774415103
—	AKORN INC	2,500,000	$5,861	0.1%	$2.34	—	NOTE 3.500% 6/0	009728AB2
—	CHART INDS INC	3,000,000	$5,629	0.1%	$1.51	—	NOTE 2.000% 8/0	16115QAC4
—	JETBLUE AIRWAYS CORP	3,250,000	$4,889	0.1%	$1.50	—	DBCV 5.500%10/1	477143AD3
—	MASTEC INC	1,800,000	$3,715	0.1%	$2.11	—	NOTE 4.000% 6/1	576323AL3
—	SPDR SERIES TRUST	89,700	$3,574	0.1%	$39.84	—	BRC HGH YLD BD	78464A417
—	STARWOOD PPTY TR INC	2,000,000	$2,081	0.0%	$1.04	—	NOTE 4.550% 3/0	85571BAA3
—	HORNBECK OFFSHORE SVCS INC N	1,500,000	$1,778	0.0%	$1.19	—	FRNT 1.625%11/1	440543AE6
—	TESLA MTRS INC	1,000,000	$1,694	0.0%	$1.69	—	NOTE 1.500% 6/0	88160RAA9
AIG	AMERICAN INTL GROUP INC	33,500	$1,629	0.0%	$36.03	0.0%	COM NEW	026874784
GM	GENERAL MTRS CO	37,700	$1,356	0.0%	—	—	Call	37045V100
—	GENERAL MTRS CO	25,000	$1,254	0.0%	$48.16	—	JR PFD CNV SRB	37045V209
—	MENTOR GRAPHICS CORP	34,400	$804	0.0%	$23.37	—	COM	587200106
TBF	PROSHARES TR	20,000	$641	0.0%	$31.40	—	SHRT 20+YR TRE	74347X849
—	POWERSHARES ETF TRUST II	24,200	$597	0.0%	$24.67	—	SENIOR LN PORT	73936Q769
EPHE	ISHARES	6,700	$220	0.0%	$32.84	—	MSCI PHILIPS ETF	46429B408