2nd July 2008

KGR Absolute Return PCC Limited

Investment Companies Disclosure

KGR Absolute Return PCC Limited announces today that as at 30 June 2008 the
Company's top ten holdings were:

Legal Name                                                                %

AB2 Fund                                                                4.69%
                                                                             
Dragonback Asia Pacific Equity Multi-Strategy Fund                      3.83%
                                                                             
Nezu Cyclicals Fund Ltd                                                 3.57%
                                                                             
Alphadyne Investment Strategies Fund. Ltd                               3.52%
                                                                             
RAB-Northwest Fund Limited                                              3.50%
                                                                             
Horizon Portfolio I Limited                                             3.42%
                                                                             
Bennelong Asia Pacific Multi Strategy Equity Fund                       3.36%
Limited                                                                      
                                                                             
Clairvoyance Asia Fund Ltd.                                             3.33%
                                                                             
SR Global Fund Inc.                                                     3.32%
                                                                             
Ishin Fund Ltd.                                                         3.27%




END


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