I own 500 shares of kkr. i do not have a 1099 yet

KKR is a publicly traded partnership. As a limited partner of the company you own units, rather than shares. KKR will issue you a K-1 form detailing your partnership distributions and your portion of the partnership's potentially taxable activities. The K-1s were mailed last month; more information here: http://ir.kkr.com/kfn_ir/kfn_taxinfo.cfm

Note that KKR & Co.'s ownership of another partnership, KKR Financial Holdings, is attributed to each of the KKR partners, meaning that while you will receive a single Schedule K-1 you are actually required to separately report your income from KKR and KKR Financial. KKR is pretty good about this and actually provides a very detailed breakdown between the two entities.

Unless you have sold this stock or received dividends, there is nothing to report on your tax return.  

You most likely will not receive a 1099 if one of these two events did not occur.