Kohlberg Kravis Roberts & Co

Kohlberg Kravis Roberts & Co as of March 31, 2011

Portfolio Holdings for Kohlberg Kravis Roberts & Co

Kohlberg Kravis Roberts & Co holds 49 positions in its portfolio as reported in the March 2011 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Hca Holdings (HCA) 62.4 $3.0B 90M 33.87
Allegheny Technologies Inc note 4.250% 6/0 29.0 $1.4B 8.0M 175.88
KKR & Co 1.6 $77M 4.7M 16.41
Medtronic Inc note 1.500% 4/1 1.3 $62M 62M 1.00
General Mtrs Co jr pfd cnv srb 0.7 $36M 747k 48.20
Express 0.5 $22M 1.1M 19.54
Transocean Inc note 1.500%12/1 0.4 $17M 17M 1.00
Amgen Inc note 3/0 0.3 $17M 22M 0.78
Borgwarner Inc note 3.500% 4/1 0.3 $16M 6.5M 2.44
Holdings Inc Note 5.25 0.3 $16M 8.0M 2.01
Nabors Inds Inc note 0.940% 5/1 0.3 $15M 15M 0.99
Sandisk Corp note 1.500% 8/1 0.3 $15M 13M 1.14
Spdr S&p 500 Etf Tr option 0.2 $11M 85k 132.59
Navistar Intl Corp New note 3.000%10/1 0.2 $10M 6.6M 1.51
SINCLAIR BROADCAST GROUP INC SDCV Non-Convertible 6.000% 9/1 domestic 0.2 $8.7M 8.6M 1.01
Netapp Inc note 1.750% 6/0 0.2 $8.0M 5.0M 1.59
Hologic (HOLX) 0.1 $6.8M 307k 22.20
Silver Standard Res 0.1 $7.0M 222k 31.38
Invacare Corp note 0.1 $7.0M 5.3M 1.34
Spdr S&p 500 Etf (SPY) 0.1 $6.1M 46k 132.60
Great Plains Energy Inc unit 06/15/2042 0.1 $6.5M 100k 64.55
Kinross Gold Corp note 1.750% 3/1 0.1 $5.9M 5.9M 0.99
Prologis debt 0.1 $5.3M 5.5M 0.97
Boston Propert 2.875 2/15/37c v deb 0.1 $4.5M 4.5M 1.01
L-3 Communications Corp debt 3.000% 8/0 0.1 $3.8M 3.8M 1.00
Volcano Corporation note 2.875% 9/0 0.1 $3.9M 3.5M 1.11
Alliant Techsystems Inc note 2.750% 9/1 0.1 $3.2M 3.1M 1.01
Wts/the Pnc Financial Services Grp wts 0.1 $3.6M 243k 14.96
Kinross Gold Corp (KGC) 0.1 $3.6M 226k 15.75
Svb Finl Group debt 0.1 $3.2M 3.1M 1.03
Masco Corp debt 0.1 $2.8M 5.3M 0.53
Dendreon Corp note 0.1 $2.7M 2.5M 1.06
Owens-Illinois 0.0 $1.4M 45k 30.20
Us Bancorp Del cvb 0.0 $1.7M 1.7M 0.99
Pearson 0.0 $1.6M 1.6M 1.01
Quicksilver Resources Inc dbcv 1.875%11/0 0.0 $1.1M 1.0M 1.07
Synovus Finl Corp unit 99/99/9999 0.0 $1.2M 50k 23.10
SVB Financial (SIVBQ) 0.0 $797k 14k 56.93
SanDisk Corporation 0.0 $1.1M 24k 46.09
ProShares Short 20+ Year Treasury ETF (TBF) 0.0 $975k 22k 44.32
Intel Corporation (INTC) 0.0 $698k 35k 20.17
Goldcorp 0.0 $653k 14k 48.37
iShares MSCI Japan Index 0.0 $516k 50k 10.32
Powershares Active Low Duration (PLK) 0.0 $423k 17k 25.23
Valley Natl Bancorp *w exp 11/14/201 0.0 $332k 23k 14.31
Medtronic Inc dbcv 1.250% 9/1 0.0 $266k 269k 0.99
TEXAS CAPITAL Bancshares Inc *w exp 01/16/201 0.0 $296k 19k 15.58
Vornado Rlty L P dbcv 3.625%11/1 0.0 $179k 175k 1.02
United Dominion Realty Tr In note 4.000%12/1 0.0 $120k 1.2M 0.10