Kohlberg Kravis Roberts & Co

Kohlberg Kravis Roberts & Co as of June 30, 2011

Portfolio Holdings for Kohlberg Kravis Roberts & Co

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

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Spdr S&p 500 Etf (SPY) 17.3 $87M 660k 131.97
KKR & Co 15.1 $76M 4.7M 16.32
General Mtrs Co jr pfd cnv srb 7.2 $36M 747k 48.74
Amgen Inc note 3/0 5.8 $29M 37M 0.79
Us Bancorp Del cvb 5.5 $28M 28M 0.98
Transocean Inc note 1.500%12/1 4.8 $24M 24M 1.00
Borgwarner Inc note 3.500% 4/1 3.1 $16M 6.5M 2.40
Express 2.7 $14M 633k 21.80
Prologis note 2.250% 4/0 2.7 $13M 13M 1.00
Boston Propert 2.875 2/15/37c v deb 2.4 $12M 12M 1.01
BLACKBOARD INC CONVERTIBLE security 2.3 $12M 12M 1.00
United Dominion Realty Tr In note 3.625% 9/1 2.3 $12M 12M 1.01
Salesforce Com Inc note 0.750% 1/1 2.0 $10M 5.7M 1.79
General Motors Company (GM) 2.0 $10M 328k 30.36
Silver Standard Res 1.9 $9.7M 364k 26.69
L-3 Communications Corp debt 3.000% 8/0 1.7 $8.7M 8.5M 1.02
Invacare Corp note 1.5 $7.5M 5.3M 1.43
Alliant Techsystems Inc note 2.750% 9/1 1.4 $7.3M 7.3M 1.00
Vornado Rlty L P dbcv 3.625%11/1 1.4 $6.8M 6.7M 1.01
Great Plains Energy Inc unit 06/15/2042 1.3 $6.5M 100k 65.45
General Mtrs Co *w exp 07/10/201 1.3 $6.4M 298k 21.40
Kinross Gold Corp (KGC) 1.3 $6.4M 403k 15.80
CUBIST PHARM CONVERTIBLE security 1.2 $6.3M 4.5M 1.40
Hologic (HOLX) 1.2 $6.2M 307k 20.17
Brookdale Senior Living note 1.0 $5.2M 5.0M 1.03
General Mtrs Co *w exp 07/10/201 0.9 $4.8M 298k 15.93
Rti Intl Metals Inc note 3.000%12/0 0.9 $4.5M 3.5M 1.29
Kinross Gold Corp note 1.750% 3/1 0.8 $4.3M 4.3M 1.00
Spdr S&p 500 Etf (SPY) 0.8 $4.1M 31k 131.96
Ttm Technologies Inc note 3.250% 5/1 0.7 $3.7M 3.0M 1.24
Market Vectors Gold Miners ETF 0.7 $3.7M 67k 54.58
Masco Corp debt 0.6 $3.0M 5.6M 0.54
West Pharmaceutical Svsc Inc sdcv 4.000% 3/1 0.5 $2.7M 2.9M 0.95
Charles Riv Labs Intl Inc note 2.250% 6/1 0.5 $2.3M 2.2M 1.05
Hospitality Pptys Tr note 3.800% 3/1 0.4 $2.0M 2.0M 1.01
Developers Diversified Rlty note 3.000% 3/1 0.4 $2.0M 2.0M 1.00
Sesi L L C frnt 1.500% 12/1 0.4 $2.0M 2.0M 1.02
Ppl Corporation 8.75% pfd cv 0.3 $1.6M 30k 54.87
Intel Corporation (INTC) 0.3 $1.6M 70k 22.16
Biomarin Pharmaceutical Inc note 1.875% 4/2 0.3 $1.4M 1.0M 1.40
SanDisk Corporation 0.2 $1.0M 24k 41.48
Kemet Corp convrt bond 0.2 $1.0M 1.0M 1.00
ProShares Short 20+ Year Treasury ETF (TBF) 0.2 $936k 22k 42.55
Owens-Illinois 0.1 $527k 20k 25.83
Medtronic Inc dbcv 1.250% 9/1 0.1 $293k 293k 1.00
TEXAS CAPITAL Bancshares Inc *w exp 01/16/201 0.0 $209k 14k 14.93
Amgen Inc note 3/0 0.0 $154k 197k 0.78
Swedish Expt Cr Corp mlcx grn etn23 0.0 $126k 20k 6.30
Lear Corporation (LEA) 0.0 $73k 1.4k 53.13