If i run down some stairs and stop, what happens to your kinetic energy and your initial gravitational potential energy?
First, look at the two types of energy you're asking about:
Kinetic Energy depends on the mass and speed of the object
So in your example, by coming to a stop your kinetic energy becomes zero. Because your height decreased, your potential energy also decreases (whether it equals 0 or not depends on where you define 0
All of the energy you "lost" has been converted into internal energy, sound energy and heat.