For some reason, he thought she would be at the Kennedy compound in Massachusetts, so he headed over there in search of the singer.
The guy allegedly entered the home through an unlocked door and managed to hang out for long enough to ANSWER THE PHONE when Ted Kennedy Jr. called. Ironically, Ted was calling to check on his 16-year-old son, so that probably hastened the process of realizing that no, he wasn't fine because there was an intruder in the house!
When cops arrived the guy was in the kitchen and said he had a gift for the "Dark Horse" crooner. He apparently told police that he had been there searching for the pop star for three hours before they arrived.
We don't know exactly where Katy was when it happened, but given that she had a concert in Canada that morning and more scheduled there later in the week, we can guess that she was probably up North. The one thing we DO know for sure: she wasn't at the Kennedy compound.