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Capital Research & Management Co. – ‘13F-HR’ for 12/31/06

On: Tuesday, 2/13/07, at 6:07pm ET · As of: 2/14/07 · Effective: 2/14/07 · For: 12/31/06 · Accession #: 732812-7-33 · File #: 28-00157

  As Of               Filer                 Filing    For·On·As Docs:Size             Issuer                      Filing Agent

 2/14/07  Capital Research & Management Co. 13F-HR     12/31/06    1:60K                                    Capital Group Cos Inc.

Quarterly Holdings and Combination Report by a Money Manager — Form 13F
Filing Table of Contents

Document/Exhibit                   Description                      Pages   Size 

 1: 13F-HR      Quarterly Holdings and Combination Report by a        19±   123K 
                Money Manager                                                    

13F-HR 1st “Page” of 5 TOC ↑Top Previous Next ↓Bottom Just 1st
 
UNITED STATES                       
SECURITIES AND EXCHANGE COMMISSION                      
Washington, D.C. 20549                        

Form 13F                        

Form 13F COVER PAGE                       

Report for the Calendar Year or Quarter Ended: December 29, 2006                
Check here if Amendment [ ]; Amendment Number:                                  

This Amendment (Check only one.): [ ] is a restatement.                         
         [ ] adds new holdings
    entries.

Institutional Investment Manager Filing this Report:                            

Name:    Capital Research and Management Company                                
Address: 333 South Hope Street, 55th Floor                                      
Los Angeles, California  90071-1447                           

Form 13F File Number: 28-00157                                                  

The institutional investment manager filing this report and the                 
person by whom it is signed hereby represent that the person                    
signing the report is authorized to submit it, that all                         
information contained herein is true, correct and complete, and                 
that it is understood that all required items, statements,                      
schedules, lists, and tables, are considered integral parts of                  
this form.                                                                      

Person Signing this Report on Behalf of Reporting Manager:                      

Name:  Paul G. Haaga, Jr.                                                       
Title: Vice Chairman                                                            
Phone: 213/486-9216                                                             

Signature, Place, and Date of Signing:                                          

Paul G. Haaga, Jr.*   Los Angeles, California      2/13/07                      
--------------------  ---------------------------  ----------                   

*By:  /s/ James P. Ryan                                                         
------------------------                                          
James P. Ryan                                                     
Attorney-in-fact                                                  

Signed pursuant to a Power of Attorney dated November 14, 2006,                 
filed with Capital Research and Management Company Form 13F                     
on November 14, 2006.                                                           

13F-HR 2nd “Page” of 5 TOC 1st Previous Next ↓Bottom Just 2nd
Report Type (Check only one.):                                                  

[X] 13F HOLDINGS REPORT. (Check here if all holdings of this                    
reporting manager are reported in this report.)                         

[ ] 13F NOTICE. (Check here if no holdings reported are in this                 
report, and all holdings are reported by other reporting                
manager(s).)                                                            

[ ] 13F COMBINATION REPORT. (Check here if a portion of the                     
holdings for this reporting manager are reported in this              
report and a portion are reported by other reporting                  
manager(s).)                                                          

13F-HR 3rd “Page” of 5 TOC 1st Previous Next ↓Bottom Just 3rd
Form 13F SUMMARY PAGE             

Report Summary:                                                       

Number of Other Included Managers:        1                           

Form 13F Information Table Entry Total:   834                         

Form 13F Information Table Value Total:   $566224563                  
                         -----------
                           (thousands)

List of Other Included Managers:                                      

Provide a numbered list of the name(s) and Form 13F file              
number(s) of all institutional investment managers with respect       
to which this report is filed, other than the manager filing this     
report.                                                               

No.   Form 13F File Number      Name                                  

1     28-00218                  The Capital Group Companies, Inc.     

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13F-HR Last “Page” of 5 TOC 1st Previous Next ↓Bottom Just 5th
                                                    FORM 13F INFORMATION TABLE                                                   
CAPITAL RESEARCH AND MANAGEMENT COMPANY#                                                                            DEC 29, 2006 
              COLUMN 1 & COLUMN 2        COLUMN 3  COLUMN 4       COLUMN 5         COLUMN 6   COLUMN 7*       COLUMN 8           
--------------------------------------   --------- --------- --------------------- ---------- --------- -------------------------
      NAME OF ISSUER/TITLE OF CLASS       CUSIP    VALUE     SHRS OR      SH/ PUT/ INVESTMENT OTHER                              
   (COMMON UNLESS OTHERWISE INDICATED)             (x$1000)  PRN AMT      PRN CALL DISCRETION MGRS      SOLE     SHARED     NONE 
--------------------------------------   --------- --------- --------------------- ---------- --------- -------------------------
                                                                                                                                 
1-800-FLOWERS.COM INC CL A               68243Q106 $    5809       942972 SH       DEFINED     1                           942972
3M COMPANY                               88579Y101   1132557     14533000 SH       DEFINED     1                         14533000
ABBOTT LABORATORIES                      002824100   4747652     97467700 SH       DEFINED     1                         97467700
ABITIBI CONSOLIDATED INC US$             003924107     15360      6000000 SH       DEFINED     1                          6000000
ABRAXIS BIOSCIENCE INC                   00383E106     78408      2867900 SH       DEFINED     1                          2867900
ACCENTURE LTD CL A                       2763958      370589     10034900 SH       DEFINED     1                         10034900
ACME COMMUNICATIONS INC                  004631107        66        13100 SH       DEFINED     1                            13100
ACORDA THERAPEUTICS INC                  00484M106      7920       500000 SH       DEFINED     1                           500000
ACTUANT CORP CL A                        00508X203     81005      1700000 SH       DEFINED     1                          1700000
ACUITY BRANDS INC                        00508Y102     48371       929500 SH       DEFINED     1                           929500
ADAMS RESPIRATORY THERAPEUTICS INC       00635P107     16226       397600 SH       DEFINED     1                           397600
ADEZA BIOMEDICAL CORP                    006864102     18399      1234000 SH       DEFINED     1                          1234000
ADVANCE AUTO PARTS INC                   00751Y106     11557       325000 SH       DEFINED     1                           325000
ADVANCED MAGNETICS INC                   00753P103     52255       875000 SH       DEFINED     1                           875000
ADVANCED MEDICAL OPTICS INC              00763M108    151825      4313200 SH       DEFINED     1                          4313200
ADVANCED MICRO DEVICES INC               007903107    497407     24442600 SH       DEFINED     1                         24442600
AES CORP (THE)                           00130H105     60167      2729900 SH       DEFINED     1                          2729900
AETNA INC                                00817Y108   1669339     38660000 SH       DEFINED     1                         38660000
AFFILIATED COMPUTER SVC CL A             008190100    259707      5317500 SH       DEFINED     1                          5317500
AFFYMETRIX INC                           00826T108     46120      2000000 SH       DEFINED     1                          2000000
AFLAC INC                                001055102    525596     11426000 SH       DEFINED     1                         11426000
AGERE SYSTEMS INC                        00845V308    138866      7243929 SH       DEFINED     1                          7243929
AGILENT TECHNOLOGIES INC                 00846U101    434959     12480880 SH       DEFINED     1                         12480880
AIR PRODUCTS & CHEMICALS INC             009158106    806674     11478000 SH       DEFINED     1                         11478000
ALABAMA NATL BANCORP                     010317105     14433       210000 SH       DEFINED     1                           210000
ALCAN INC US$                            013716105    267709      5492600 SH       DEFINED     1                          5492600
ALCOA INC                                013817101   2453240     81747400 SH       DEFINED     1                         81747400
ALCON INC US$                            2852395      737872      6601700 SH       DEFINED     1                          6601700
ALEXION PHARMACEUTICALS INC              015351109     20195       500000 SH       DEFINED     1                           500000
ALLERGAN INC                             018490102    458760      3831300 SH       DEFINED     1                          3831300
ALLIED CAPITAL CORP                      01903Q108    249872      7646020 SH       DEFINED     1                          7646020
ALLIED WASTE IND CV PFD SER D 6.25%      019589704     78799       240000 SH       DEFINED     1                           240000
  3/1/2008                                                                                                                       
ALLIED WASTE INDS                        019589308    284351     23136800 SH       DEFINED     1                         23136800
ALLSTATE CORP (THE)                      020002101    679963     10443300 SH       DEFINED     1                         10443300
ALLTEL CORP                              020039103    181440      3000000 SH       DEFINED     1                          3000000
ALTERA CORP                              021441100    918564     46675000 SH       DEFINED     1                         46675000
ALTRA HOLDINGS INC                       02208R106     18472      1314700 SH       DEFINED     1                          1314700
ALTRIA GROUP INC                         02209S103  13683688    159446370 SH       DEFINED     1                        159446370
AMAZON.COM CV SUB NT REG'D 4.75% 2/01/09 023135AF3     67667    $68610000 PRN      DEFINED     1                        $68610000
AMAZON.COM INC                           023135106     47352      1200000 SH       DEFINED     1                          1200000
AMB PROPERTY CORPORATION (REIT)          00163T109     68867      1175000 SH       DEFINED     1                          1175000
AMEREN CORPORATION                       023608102    656731     12222800 SH       DEFINED     1                         12222800
AMERICA MOVIL SAB DE CV L ADR            02364W105   2511962     55549800 SH       DEFINED     1                         55549800
AMERICAN AXLE & MANUFACTURING HLDGS INC  024061103     54122      2850000 SH       DEFINED     1                          2850000
AMERICAN CAPITAL STRATEGIES              024937104    165380      3575000 SH       DEFINED     1                          3575000
AMERICAN ELECTRIC POWER CO INC           025537101    630844     14815500 SH       DEFINED     1                         14815500
AMERICAN INTERNATIONAL GROUP INC         026874107   5920387     82617735 SH       DEFINED     1                         82617735
AMERICAN MEDICAL SYSTEMS HLDGS           02744M108     33243      1795000 SH       DEFINED     1                          1795000
AMERICAN REPROGRAPHICS CO                029263100     14990       450000 SH       DEFINED     1                           450000
AMERICAN STANDARD CO                     029712106    106936      2332300 SH       DEFINED     1                          2332300

AMERICAN TOWER CORP CL A                 029912201     23638       634076 SH       DEFINED     1                           634076
AMERICAN TOWER CV NT 5.0% 2/15/10        029912AF9     89887    $89775000 PRN      DEFINED     1                        $89775000
AMERICANWEST BANCORPORATION              03058P109     10415       430000 SH       DEFINED     1                           430000
AMERISOURCEBERGEN CORP                   03073E105     26976       600000 SH       DEFINED     1                           600000
AMERISTAR CASINOS INC                    03070Q101     15370       500000 SH       DEFINED     1                           500000
AMGEN INC                                031162100   3285311     48094148 SH       DEFINED     1                         48094148
AMGEN INC CV NT LYON 0.00% 03-01-32      031162AL4     94219   $125000000 PRN      DEFINED     1                       $125000000
AMR CORPORATION                          001765106    209623      6934257 SH       DEFINED     1                          6934257
AMYLIN PHARMACEUTICALS INC               032346108     87470      2425000 SH       DEFINED     1                          2425000
ANADARKO PETROLEUM CORP                  032511107    644096     14800000 SH       DEFINED     1                         14800000
ANALOG DEVICES INC                       032654105   1236762     37625866 SH       DEFINED     1                         37625866
ANHEUSER-BUSCH COS INC                   035229103    582562     11840700 SH       DEFINED     1                         11840700
AON CORP                                 037389103    316908      8967400 SH       DEFINED     1                          8967400
APACHE CORP                              037411105    924270     13896700 SH       DEFINED     1                         13896700
APOLLO GROUP INC CL A                    037604105    192122      4930000 SH       DEFINED     1                          4930000
APPLEBEES INTL                           037899101    104231      4225000 SH       DEFINED     1                          4225000
APPLERA CORP - CELERA GROUP              038020202     62023      4433400 SH       DEFINED     1                          4433400
APPLIED MATERIALS INC                    038222105   3034032    164446200 SH       DEFINED     1                        164446200
APPLIED MICRO CIRCUITS CORP              03822W109     12460      3500000 SH       DEFINED     1                          3500000
APRIA HEALTHCARE GROUP INC               037933108    115355      4328500 SH       DEFINED     1                          4328500
APTARGROUP INC                           038336103     35424       600000 SH       DEFINED     1                           600000
ARACRUZ CELULOSE SA PNB ADR SPON (NEW)   038496204    187272      3058000 SH       DEFINED     1                          3058000
ARBITRON INC                             03875Q108     94147      2167280 SH       DEFINED     1                          2167280
ARCADIA RESOURCES INC 144 PIPES 12'06    039209101     10000      4999999 SH       DEFINED     1                          4999999
  TRANCHE (2 YEAR LOCK UP)                                                                                                       
ARCH COAL INC                            039380100    234234      7800000 SH       DEFINED     1                          7800000
ARCHER-DANIELS-MIDLAND CO                039483102    469812     14700000 SH       DEFINED     1                         14700000
ARCHSTONE-SMITH TRUST (REIT)             039583109    251176      4315000 SH       DEFINED     1                          4315000
ARTHROCARE CORPORATION                   043136100     76088      1906000 SH       DEFINED     1                          1906000
ASML HOLDING NV NY REG SHS               2242253      487004     19772800 SH       DEFINED     1                         19772800
ASSOCIATED BANC-CORP                     045487105     31392       900000 SH       DEFINED     1                           900000
ASTRAZENECA PLC ADR (NYSE)               046353108   1435389     26804650 SH       DEFINED     1                         26804650
AT&T INC                                 00206R102   9229347    258163550 SH       DEFINED     1                        258163550
AUDIBLE                                  05069A302      7779       981000 SH       DEFINED     1                           981000
AUTOMATIC DATA PROCESSING INC            053015103   1156390     23480000 SH       DEFINED     1                         23480000
AVENTINE RENEWABLE ENERGY HOLDING INC    05356X403     74685      3170000 SH       DEFINED     1                          3170000
AVERY DENNISON CORP                      053611109    963708     14186782 SH       DEFINED     1                         14186782
AVID TECHNOLOGY INC                      05367P100      1428        38322 SH       DEFINED     1                            38322
AVNET INC                                053807103     35742      1400000 SH       DEFINED     1                          1400000
AVON PRODUCTS INC                        054303102   1935176     58570700 SH       DEFINED     1                         58570700
AXIS CAPITAL HOLDINGS LTD                2677606      104782      3140000 SH       DEFINED     1                          3140000
BAKER HUGHES INC                         057224107   2144385     28722000 SH       DEFINED     1                         28722000
BANCO BRADESCO PN SPON ADR               059460303   1071091     26545000 SH       DEFINED     1                         26545000
BANCO LATINOAMERICANO DE EXPORTACIONES E 2069485       25016      1475000 SH       DEFINED     1                          1475000
BANCO MACRO ADR CL B                     05961W105     22016       705400 SH       DEFINED     1                           705400
BANK OF AMERICA CORP                     060505104   5025031     94119327 SH       DEFINED     1                         94119327
BANK OF NEW YORK CO INC                  064057102   1606414     40803000 SH       DEFINED     1                         40803000
BANK OF NOVA SCOTIA (THE) C$             064149107    487112     10888500 SH       DEFINED     1                         10888500
BANKRATE INC                             06646V108     59771      1575000 SH       DEFINED     1                          1575000
BANNER CORP                              06652V109     17652       398110 SH       DEFINED     1                           398110
BANRO CORPORATION C$ 144A                066800103     34509      2644000 SH       DEFINED     1                          2644000
BARD C R INC                             067383109    751057      9052150 SH       DEFINED     1                          9052150
BARE ESCENTUALS INC                      067511105     13982       450000 SH       DEFINED     1                           450000
BARRICK GOLD CORP C$                     067901108   4061810    132280144 SH       DEFINED     1                        132280144
BAUSCH & LOMB INC                        071707103    163151      3133900 SH       DEFINED     1                          3133900
BAXTER INTERNATIONAL INC                 071813109    117482      2532488 SH       DEFINED     1                          2532488
BECKMAN COULTER INC                      075811109    278453      4656400 SH       DEFINED     1                          4656400

BECTON DICKINSON & CO                    075887109    336089      4791000 SH       DEFINED     1                          4791000
BELLSOUTH CORP                           079860102   6175038    131077000 SH       DEFINED     1                        131077000
BERKSHIRE HATHAWAY INC CL A              084670108   2290652        20826 SH       DEFINED     1                            20826
BERKSHIRE HATHAWAY INC CL B              084670207      9532         2600 SH       DEFINED     1                             2600
BEST BUY CO INC                          086516101   3613618     73462450 SH       DEFINED     1                         73462450
BEVERLY HILLS BANCORP INC                087866109     14922      1800000 SH       DEFINED     1                          1800000
BIG LOTS INC                             089302103    106578      4650000 SH       DEFINED     1                          4650000
BILL BARRETT CORPORATION                 06846N104    104119      3826500 SH       DEFINED     1                          3826500
BIOCRYST PHARMACEUTICALS INC             09058V103      2422       209554 SH       DEFINED     1                           209554
BIOGEN IDEC INC                          09062X103    696039     14150000 SH       DEFINED     1                         14150000
BIOLASE TECHNOLOGY INC                   090911108     14656      1675000 SH       DEFINED     1                          1675000
BIOMARIN PHARMACEUTICAL INC              09061G101     28288      1725901 SH       DEFINED     1                          1725901
BJ SERVICES                              055482103    233302      7957100 SH       DEFINED     1                          7957100
BJ'S RESTAURANTS INC                     09180C106      4850       240000 SH       DEFINED     1                           240000
BJ'S WHOLESALE CLUB INC                  05548J106     29492       948000 SH       DEFINED     1                           948000
BLOCK H & R INC                          093671105     74880      3250000 SH       DEFINED     1                          3250000
BLUE NILE                                09578R103     41124      1114775 SH       DEFINED     1                          1114775
BLYTH INC                                09643P108     30814      1485000 SH       DEFINED     1                          1485000
BOB EVANS FARMS INC                      096761101     75284      2200000 SH       DEFINED     1                          2200000
BOEING CO                                097023105   3378585     38030000 SH       DEFINED     1                         38030000
BOK FINANCIAL CORP                       05561Q201     14887       270779 SH       DEFINED     1                           270779
BOSTON PROPERTIES INC (REIT)             101121101    312705      2795000 SH       DEFINED     1                          2795000
BOSTON SCIENTIFIC CORP                   101137107    493705     28737215 SH       DEFINED     1                         28737215
BOWATER INC                              102183100     33143      1473000 SH       DEFINED     1                          1473000
BOYD GAMING CORP                         103304101    164738      3635800 SH       DEFINED     1                          3635800
BRANDYWINE REALTY TRUST (REIT)           105368203    122705      3690370 SH       DEFINED     1                          3690370
BRASIL TELECOM PARTICIPACOES PN ADR      105530109    113982      2670000 SH       DEFINED     1                          2670000
BRIGGS & STRATTON CORP                   109043109     10780       400000 SH       DEFINED     1                           400000
BRIGHT HORIZONS FAMILY SOLUTIONS         109195107     18093       468000 SH       DEFINED     1                           468000
BRINKER INTL INC                         109641100    231855      7687500 SH       DEFINED     1                          7687500
BRISTOL-MYERS SQUIBB CO                  110122108   5244692    199266400 SH       DEFINED     1                        199266400
BROOKDALE SENIOR LIVING INC              112463104    241680      5035000 SH       DEFINED     1                          5035000
BROOKFIELD ASSET MANAGEMENT INC CL A C$  112585104    107109      2213250 SH       DEFINED     1                          2213250
  LTD VTG                                                                                                                        
BUNGE LIMITED                            2788713      945784     13043500 SH       DEFINED     1                         13043500
BURLINGTON NORTHERN SANTA FE CORP        12189T104    859887     11650000 SH       DEFINED     1                         11650000
CADENCE DESIGN SYSTEMS INC               127387108     63516      3546400 SH       DEFINED     1                          3546400
CALLWAVE INC                             13126N101      3642      1348700 SH       DEFINED     1                          1348700
CAMDEN PROPERTY TRUST (REIT)             133131102     58290       789300 SH       DEFINED     1                           789300
CAMECO CORP C$                           13321L108   1058968     26147300 SH       DEFINED     1                         26147300
CANADIAN NATURAL RESOURCES LTD C$        136385101   2519975     47220650 SH       DEFINED     1                         47220650
CAPITAL ONE FINANCIAL CORP               14040H105   1052519     13701100 SH       DEFINED     1                         13701100
CAPITALSOURCE INC (REIT)                 14055X102    358564     13129395 SH       DEFINED     1                         13129395
CARDINAL HEALTH INC                      14149Y108   2135384     33142700 SH       DEFINED     1                         33142700
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CARMAX INC                               143130102    252597      4710000 SH       DEFINED     1                          4710000
CARNIVAL CORP COMMON PAIRED STOCK        143658300   5093396    103840900 SH       DEFINED     1                        103840900
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CEMEX SAB DE CV CPO UNIT ADR (2 A SHRS + 151290889    271572      8015688 SH       DEFINED     1                          8015688
  1 B SHR)                                                                                                                       
CENTENNIAL BANK HOLDINGS INC             151345303     11317      1196313 SH       DEFINED     1                          1196313
CENTRAL EUROPEAN MEDIA ENTERPRISES CL A  2529848      147687      2109817 SH       DEFINED     1                          2109817
CENTURYTEL INC                           156700106    117445      2690000 SH       DEFINED     1                          2690000

CEPHALON INC                             156708109    239394      3400000 SH       DEFINED     1                          3400000
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CHEVRON CORP                             166764100   9548930    129864410 SH       DEFINED     1                        129864410
CHICAGO BRIDGE & IRON NY SHARE           167250109      4511       165000 SH       DEFINED     1                           165000
CHILDRENS PLACE RETAIL STORE INC         168905107     31760       500000 SH       DEFINED     1                           500000
CHINA MEDICAL TECH INC SPON ADR          169483104     24314       898200 SH       DEFINED     1                           898200
CHINA NETCOM GRP CORP (HK) LTD ADR SPON  16940Q101     85247      1592800 SH       DEFINED     1                          1592800
CHIPOTLE MEXICAN GRILL INC CL A          169656105     43890       770000 SH       DEFINED     1                           770000
CHIPOTLE MEXICAN GRILL INC CL B          169656204     15174       291800 SH       DEFINED     1                           291800
CHOICEPOINT INC                          170388102    203792      5175000 SH       DEFINED     1                          5175000
CHUBB CORP                               171232101     52910      1000000 SH       DEFINED     1                          1000000
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CHURCH & DWIGHT INC                      171340102    142549      3342300 SH       DEFINED     1                          3342300
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CINTAS CORP                              172908105    259433      6533200 SH       DEFINED     1                          6533200
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CITI TRENDS INC                          17306X102     62413      1574500 SH       DEFINED     1                          1574500
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CITY NATIONAL CORP                       178566105     99324      1395000 SH       DEFINED     1                          1395000
CKE RESTAURANTS INC                      12561E105     89240      4850000 SH       DEFINED     1                          4850000
CLEAR CHANNEL COMMUNICATIONS             184502102    391829     11025000 SH       DEFINED     1                         11025000
CLEVELAND-CLIFFS INC                     185896107    108990      2250000 SH       DEFINED     1                          2250000
CNET NETWORKS INC                        12613R104    166892     18360000 SH       DEFINED     1                         18360000
CNX GAS CORP                             12618H309     38250      1500000 SH       DEFINED     1                          1500000
CO VALE RIO DOCE (CVRD) ADR ON           204412209    137805      4633650 SH       DEFINED     1                          4633650
COCA-COLA CO                             191216100   4601603     95370000 SH       DEFINED     1                         95370000
COGENT INC                               19239Y108     14093      1280000 SH       DEFINED     1                          1280000
COMCAST CORP CL A (NEW)                  20030N101    620702     14663400 SH       DEFINED     1                         14663400
COMCAST CORP CL A SPECIAL N/V (NEW)      20030N200    272220      6500000 SH       DEFINED     1                          6500000
COMMERCE BANCORP INC NJ                  200519106    373051     10577000 SH       DEFINED     1                         10577000
COMPANHIA DE BEBIDAS AMBEV ON ADR        20441W104     37118       845500 SH       DEFINED     1                           845500
COMPANHIA DE BEBIDAS DAS AMBEV PN ADR    20441W203    198652      4070735 SH       DEFINED     1                          4070735
COMPASS BANCSHARES INC                   20449H109     92458      1550000 SH       DEFINED     1                          1550000
COMPASS MINERALS INTERNATIONAL           20451N101     48918      1550000 SH       DEFINED     1                          1550000
COMVERSE TECHNOLOGY INC                  205862402    233493     11060777 SH       DEFINED     1                         11060777
CONAGRA FOODS INC                        205887102    820940     30405200 SH       DEFINED     1                         30405200
CONCEPTUS INC                            206016107      8463       397500 SH       DEFINED     1                           397500
CONEXANT SYSTEMS CV NT 4% 2/1/2007       207142AF7     34543    $34500000 PRN      DEFINED     1                        $34500000
CONOCOPHILLIPS                           20825C104   4796817     66668751 SH       DEFINED     1                         66668751
CONSOL ENERGY INC 144 PIPES              20854P109    599270     18651400 SH       DEFINED     1                         18651400
CONSOLIDATED EDISON INC                  209115104    255732      5320000 SH       DEFINED     1                          5320000
CONSTELLATION BRANDS INC CL A            21036P108    169013      5824000 SH       DEFINED     1                          5824000
CONSTELLATION ENERGY GROUP INC           210371100     51653       750000 SH       DEFINED     1                           750000
CONTINENTAL AIR CL B                     210795308    191813      4650000 SH       DEFINED     1                          4650000
COOPER INDUSTRIES LTD CL A               2949435      171817      1900000 SH       DEFINED     1                          1900000
COPA HOLDINGS SA CL A                    B0TNJH9        4656       100000 SH       DEFINED     1                           100000
CORE LABORATORIES                        2182531       97014      1197700 SH       DEFINED     1                          1197700
CORNING INC                              219350105    642739     34352713 SH       DEFINED     1                         34352713
CORRECTIONS CORP OF AMERICA NEW          22025Y407     91591      2025000 SH       DEFINED     1                          2025000
COSI INC                                 22122P101      2131       418663 SH       DEFINED     1                           418663
COST PLUS INC                            221485105     10300      1000000 SH       DEFINED     1                          1000000
COSTAR GROUP INC                         22160N109     16068       300000 SH       DEFINED     1                           300000
COSTCO WHOLESALE CORP                    22160K105    115124      2177500 SH       DEFINED     1                          2177500
COUSINS PPTYS INC (REIT)                 222795106     14108       400000 SH       DEFINED     1                           400000
CPFL ENERGIA SA ADR                      126153105     12287       299831 SH       DEFINED     1                           299831

CRESCENT REAL ESTATE CV PFD SER A 6.75%  225756204      9846       450000 SH       DEFINED     1                           450000
  PERPETUAL (REIT)                                                                                                               
CRESCENT REAL ESTATE EQUITIES CO (REIT)  225756105    119389      6045000 SH       DEFINED     1                          6045000
CROCS INC                                227046109     19440       450000 SH       DEFINED     1                           450000
CTC MEDIA INC                            12642X106     38105      1587050 SH       DEFINED     1                          1587050
CUBIST PHARMACEUTICALS INC               229678107      9055       500000 SH       DEFINED     1                           500000
CUMMINS INC                              231021106    200906      1700000 SH       DEFINED     1                          1700000
CURTISS-WRIGHT CORP                      231561101      9960       268600 SH       DEFINED     1                           268600
CVS CORP                                 126650100    154550      5000000 SH       DEFINED     1                          5000000
CYBERSOURCE CORP                         23251J106      6337       575000 SH       DEFINED     1                           575000
CYPRESS SEMICONDUCTOR CORP               232806109     33740      2000000 SH       DEFINED     1                          2000000
CYTOKINETICS INC                         23282W100      5060       676500 SH       DEFINED     1                           676500
DADE BEHRING HOLDINGS INC                23342J206     14531       365000 SH       DEFINED     1                           365000
DAVITA INC                               23918K108    113760      2000000 SH       DEFINED     1                          2000000
DEAN FOODS COMPANY                       242370104    105700      2500000 SH       DEFINED     1                          2500000
DEERE & CO                               244199105   1946349     20472800 SH       DEFINED     1                         20472800
DELL INC                                 24702R101   1440899     57429200 SH       DEFINED     1                         57429200
DELTA & PINE LAND CO                     247357106     32360       800000 SH       DEFINED     1                           800000
DELTA PETROLEUM CORP                     247907207    119251      5149000 SH       DEFINED     1                          5149000
DENBURY RESOURCES INC                    247916208    114467      4119000 SH       DEFINED     1                          4119000
DENNY'S CORP                             24869P104     26847      5700000 SH       DEFINED     1                          5700000
DESERT COMMUNITY BANK                    25037Y109      3579       200500 SH       DEFINED     1                           200500
DEVELOPERS DIV RLTY (REIT)               251591103    240784      3825000 SH       DEFINED     1                          3825000
DEVON ENERGY CORP                        25179M103   1991536     29688972 SH       DEFINED     1                         29688972
DIAGEO PLC ADR                           25243Q205      1206        15200 SH       DEFINED     1                            15200
DIAMOND OFFSHORE DRILLING INC            25271C102    314121      3929464 SH       DEFINED     1                          3929464
DIEBOLD INC                              253651103    102226      2193700 SH       DEFINED     1                          2193700
DISCOVERY HOLDING CO CL A                25468Y107    289229     17975680 SH       DEFINED     1                         17975680
DISCOVERY LABORATORIES INC               254668106      2832      1200000 SH       DEFINED     1                          1200000
DISNEY WALT CO (THE)-DISNEY COMMON       254687106    838450     24466000 SH       DEFINED     1                         24466000
DOBSON COMMUNICATIONS CL A               256069105     61098      7014738 SH       DEFINED     1                          7014738
DOLLAR GENERAL CORP                      256669102    219219     13650000 SH       DEFINED     1                         13650000
DOMINION RESOURCES INC NEW               25746U109   2817880     33610211 SH       DEFINED     1                         33610211
DONNELLEY R R & SONS CO                  257867101    825854     23237300 SH       DEFINED     1                         23237300
DOW CHEMICAL CO                          260543103   1631732     40854591 SH       DEFINED     1                         40854591
DR HORTON INC                            23331A109     13245       500000 SH       DEFINED     1                           500000
DREAMWORKS ANIMATION SKG INC CL A        26153C103     88028      2985000 SH       DEFINED     1                          2985000
DTE ENERGY CO                            233331107    411485      8500000 SH       DEFINED     1                          8500000
DUKE ENERGY CORP (NEW)                   26441C105   1627587     49008940 SH       DEFINED     1                         49008940
DUPONT EI DE NEMOURS & CO                263534109   2647048     54343000 SH       DEFINED     1                         54343000
EAST WEST BANCORP INC                    27579R104     93691      2645155 SH       DEFINED     1                          2645155
EASTMAN CHEMICAL CO                      277432100    118620      2000000 SH       DEFINED     1                          2000000
EATON CORP                               278058102     90168      1200000 SH       DEFINED     1                          1200000
EBAY INC                                 278642103   2551244     84843500 SH       DEFINED     1                         84843500
ECHELON CORP                             27874N105     16000      2000000 SH       DEFINED     1                          2000000
ECLIPSYS CORP                            278856109     22102      1075000 SH       DEFINED     1                          1075000
EDISON INTERNATIONAL                     281020107    250140      5500000 SH       DEFINED     1                          5500000
EHEALTH INC                              28238P109      6073       302000 SH       DEFINED     1                           302000
ELAN CORP PLC ADR                        284131208     49708      3370000 SH       DEFINED     1                          3370000
ELDORADO GOLD CORP C$                    284902103     21673      4000000 SH       DEFINED     1                          4000000
ELECTRONIC DATA SYSTEMS CORP             285661104    239685      8700000 SH       DEFINED     1                          8700000
ELKCORP                                  287456107     18747       456250 SH       DEFINED     1                           456250
EMBARQ CORP                              29078E105    679782     12933442 SH       DEFINED     1                         12933442
EMC CORPORATION                          268648102    920402     69727400 SH       DEFINED     1                         69727400
EMERSON ELECTRIC CO                      291011104   1278169     28990000 SH       DEFINED     1                         28990000
EMMIS COMMUNICATIONS CORP CL A           291525103      1656       201000 SH       DEFINED     1                           201000
ENBRIDGE INC C$                          29250N105    151832      4390945 SH       DEFINED     1                          4390945

ENCANA CORP C$                           292505104    283367      6150000 SH       DEFINED     1                          6150000
ENDO PHARMACEUTICALS HLDGS               29264F205    339234     12300000 SH       DEFINED     1                         12300000
ENERGEN CORP                             29265N108      9388       200000 SH       DEFINED     1                           200000
ENERGY EAST CORP                         29266M109     96224      3880000 SH       DEFINED     1                          3880000
ENERSYS INC                              29275Y102     19200      1200000 SH       DEFINED     1                          1200000
ENSCO INTL INC                           26874Q100     46351       925900 SH       DEFINED     1                           925900
ENTERGY CORP NEW                         29364G103    767281      8311100 SH       DEFINED     1                          8311100
EOG RESOURCES INC                        26875P101   1895539     30352900 SH       DEFINED     1                         30352900
EQUITABLE RESOURCES INC                  294549100    346525      8300000 SH       DEFINED     1                          8300000
EQUITY OFFICE CV PFD SER B 5.25%         294741509     28285       420400 SH       DEFINED     1                           420400
  02/15/08 (REIT)                                                                                                                
EQUITY OFFICE PROPERTIES TRUST (REIT)    294741103    333577      6925000 SH       DEFINED     1                          6925000
EQUITY RESIDENTIAL SH BEN INT (REIT)     29476L107    765726     15088200 SH       DEFINED     1                         15088200
EUROBANCSHARES INC                       298716101      7821       879700 SH       DEFINED     1                           879700
EXELON CORPORATION                       30161N101   3126305     50513900 SH       DEFINED     1                         50513900
EXLSERVICE HOLDINGS INC                  302081104      1260        59900 SH       DEFINED     1                            59900
EXPEDIA INC                              30212P105    455576     21714776 SH       DEFINED     1                         21714776
EXPRESS SCRIPTS                          302182100    164028      2290900 SH       DEFINED     1                          2290900
EXXON MOBIL CORP                         30231G102   4699266     61324100 SH       DEFINED     1                         61324100
FAIRCHILD SEMICOND CV NT 5.0% 11-01-08   303727AJ0     20223    $20350000 PRN      DEFINED     1                        $20350000
FAIRCHILD SEMICONDUCTOR INTERNATIONAL    303726103     59776      3556000 SH       DEFINED     1                          3556000
FAIRFAX FINANCIAL HLDGS LTD S/V C$       303901102    156854       788500 SH       DEFINED     1                           788500
FASTENAL CO                              311900104     46644      1300000 SH       DEFINED     1                          1300000
FEDERAL AGRICULTURAL MORTGAGE CORP CL C  313148306     17635       650000 SH       DEFINED     1                           650000
FEDERAL HOME LOAN MORTGAGE CORP          313400301   5089784     74960000 SH       DEFINED     1                         74960000
FEDERAL NATIONAL MORTGAGE ASSOCIATION    313586109   9732905    163881200 SH       DEFINED     1                        163881200
FEDERAL SIGNAL CORP                      313855108     25120      1566100 SH       DEFINED     1                          1566100
FEDERATED DEPARTMENT STORES INC          31410H101    152520      4000000 SH       DEFINED     1                          4000000
FEDEX CORP                               31428X106    357360      3290000 SH       DEFINED     1                          3290000
FIDELITY NATIONAL FINANCIAL INC          31620R105     81966      3432399 SH       DEFINED     1                          3432399
FIFTH THIRD BANCORP                      316773100   1018613     24886700 SH       DEFINED     1                         24886700
FIRST DATA CORP                          319963104    500575     19615000 SH       DEFINED     1                         19615000
FIRST HORIZON NATIONAL CORP              320517105     31335       750000 SH       DEFINED     1                           750000
FIRST MIDWEST BANCRP                     320867104     13928       360074 SH       DEFINED     1                           360074
FIRST NIAGARA FINANCIAL GRP INC          33582V108      8173       550000 SH       DEFINED     1                           550000
FIRST REGIONAL BANCORP 144 PIPES         33615C101     13807       405000 SH       DEFINED     1                           405000
FIRSTENERGY CORP                         337932107    936773     15535201 SH       DEFINED     1                         15535201
FIRSTMERIT CORP                          337915102     59010      2444493 SH       DEFINED     1                          2444493
FISERV INC                               337738108     78630      1500000 SH       DEFINED     1                          1500000
FLEETWOOD ENTERPRISES                    339099103      5161       652400 SH       DEFINED     1                           652400
FLEXTRONICS INTERNATIONAL LTD            2353058      414388     36096534 SH       DEFINED     1                         36096534
FLUOR CORP (NEW)                         343412102     43805       536500 SH       DEFINED     1                           536500
FMC TECHNOLOGIES INC                     30249U101    229707      3727200 SH       DEFINED     1                          3727200
FOMENTO ECONOMICO MEXICANO SAB DE CV ADR 344419106    426599      3685200 SH       DEFINED     1                          3685200
FORD CAP TRUST II CV PFD 6.50% 01/15/32  345395206    524278     15329755 SH       DEFINED     1                         15329755
FORD MOTOR CO                            345370860    426911     56845600 SH       DEFINED     1                         56845600
FORD MOTOR CO CV 4.25% 12-15-36          345370CF5    276383   $257400000 PRN      DEFINED     1                       $257400000
FOREST LABS INC                          345838106   1426910     28199800 SH       DEFINED     1                         28199800
FORTUNE BRANDS INC                       349631101    369050      4321931 SH       DEFINED     1                          4321931
FOSSIL INC                               349882100     88401      3915000 SH       DEFINED     1                          3915000
FOXHOLLOW TECHNOLOGIES INC               35166A103     67759      3139900 SH       DEFINED     1                          3139900
FPL GROUP INC                            302571104   1148697     21108000 SH       DEFINED     1                         21108000
FREEPORT-MCMORAN COPPER & GOLD CL B      35671D857    817336     14666000 SH       DEFINED     1                         14666000
FRESH DEL MONTE PRODUCE INC              2118707       16401      1100000 SH       DEFINED     1                          1100000
FURNITURE BRANDS                         360921100     24345      1500000 SH       DEFINED     1                          1500000
G&K SERVICES INC CL A                    361268105     25279       650000 SH       DEFINED     1                           650000
GALLAGHER ARTHUR J                       363576109    219292      7421031 SH       DEFINED     1                          7421031

GAMMON LAKE RESOURCES INC C$             364915108     48170      2954100 SH       DEFINED     1                          2954100
GANNETT CO INC                           364730101    396678      6561000 SH       DEFINED     1                          6561000
GARMIN LTD                               2695620      359152      6452600 SH       DEFINED     1                          6452600
GARTNER INC                              366651107     38096      1925000 SH       DEFINED     1                          1925000
GENENTECH INC                            368710406    689605      8500000 SH       DEFINED     1                          8500000
GENERAL DYNAMICS CORP                    369550108   2339274     31463000 SH       DEFINED     1                         31463000
GENERAL ELECTRIC CO (USD)                369604103  13354251    358888755 SH       DEFINED     1                        358888755
GENERAL MILLS INC                        370334104   1214202     21079899 SH       DEFINED     1                         21079899
GENERAL MOTORS CORP                      370442105   1279012     41634494 SH       DEFINED     1                         41634494
GENERAL MOTORS CV PFD SER A 4.5%         370442741     48866      1933000 SH       DEFINED     1                          1933000
  3/6/2032                                                                                                                       
GENERAL MOTORS CV SR DEB SER B 5.25%     370442733     14833       700000 SH       DEFINED     1                           700000
  03/06/32                                                                                                                       
GENESIS LEASE LTD ADR                    37183T107     30550      1300000 SH       DEFINED     1                          1300000
GENTEX CORP                              371901109    240091     15430000 SH       DEFINED     1                         15430000
GENTIUM SPA SPON ADR PIPES               37250B104      9158       450000 SH       DEFINED     1                           450000
GENUINE PARTS CO                         372460105    280074      5905000 SH       DEFINED     1                          5905000
GENWORTH FINANCIAL INC A                 37247D106     61578      1800000 SH       DEFINED     1                          1800000
GEORGIA GULF NEW                         373200203     26262      1360000 SH       DEFINED     1                          1360000
GETTY IMAGES INC                         374276103    209818      4900000 SH       DEFINED     1                          4900000
GILEAD SCIENCES INC                      375558103    653280     10061300 SH       DEFINED     1                         10061300
GLOBAL IMAGING SYSTEMS INC               37934A100     18219       830000 SH       DEFINED     1                           830000
GMARKET INC ADR                          38012G100     16173       675000 SH       DEFINED     1                           675000
GOLDCORP INC C$                          380956409     39859      1402000 SH       DEFINED     1                          1402000
GOOGLE INC CL A                          38259P508   6038228     13112900 SH       DEFINED     1                         13112900
GREATBATCH INC                           39153L106     57867      2149600 SH       DEFINED     1                          2149600
GREEN MOUNTAIN COFFEE ROASTERS INC       393122106     14769       300000 SH       DEFINED     1                           300000
GRUPO AEROPORTUARIO DEL CENTRO NORTE ADR 400501102     15582       700000 SH       DEFINED     1                           700000
  SER B                                                                                                                          
GRUPO AEROPORTUARIO DEL PACIFICO SA ADR  400506101     55646      1419900 SH       DEFINED     1                          1419900
  CL B                                                                                                                           
GRUPO TELEVISA ADR SPON CPO              40049J206    597710     22129200 SH       DEFINED     1                         22129200
HAEMONETICS CORP                         405024100     88752      1971400 SH       DEFINED     1                          1971400
HALLIBURTON CO                           406216101   1980711     63791000 SH       DEFINED     1                         63791000
HANESBRANDS INC                          410345102     30398      1286950 SH       DEFINED     1                          1286950
HARLEY-DAVIDSON INC                      412822108    935412     13273900 SH       DEFINED     1                         13273900
HARMAN INTL INDS                         413086109    290738      2910000 SH       DEFINED     1                          2910000
HARRAHS ENTERTAINMENT INC                413619107    774130      9358436 SH       DEFINED     1                          9358436
HARTFORD FINANCIAL SERVICES GROUP INC    416515104    209948      2250000 SH       DEFINED     1                          2250000
HARVEST NATURAL RESOURCES INC            41754V103      6132       576900 SH       DEFINED     1                           576900
HEALTH CARE PROPERTY INVESTORS INC       421915109    331396      9000432 SH       DEFINED     1                          9000432
  (REIT)                                                                                                                         
HEELYS INC                               42279M107      4817       150000 SH       DEFINED     1                           150000
HEINZ H J CO                             423074103   1636370     36355700 SH       DEFINED     1                         36355700
HERITAGE FINANCIAL CORP                  42722X106      2514       102500 SH       DEFINED     1                           102500
HESS CORP                                42809H107   1184619     23897905 SH       DEFINED     1                         23897905
HEWLETT-PACKARD CO                       428236103   3015932     73220000 SH       DEFINED     1                         73220000
HOLOGIC INC                              436440101     33476       708034 SH       DEFINED     1                           708034
HOME DEPOT INC                           437076102    645452     16072000 SH       DEFINED     1                         16072000
HOME FEDERAL BANCORP INC                 43709A101      4229       246470 SH       DEFINED     1                           246470
HOSPITALITY PROPERTIES TRUST (REIT)      44106M102    253335      5330000 SH       DEFINED     1                          5330000
HOUSTON WIRE & CABLE CO                  44244K109     12540       600000 SH       DEFINED     1                           600000
HRPT PROPERTIES TRUST (REIT)             40426W101    121648      9850000 SH       DEFINED     1                          9850000
HSBC HOLDINGS PLC ADR SPON NEW           404280406   1114706     12162638 SH       DEFINED     1                         12162638
HUBBELL INC CL B                         443510201    158375      3503100 SH       DEFINED     1                          3503100
HUDSON CITY BANCORP INC                  443683107     64439      4642600 SH       DEFINED     1                          4642600
HUMAN GENOME SCIENCES INC                444903108      6220       500000 SH       DEFINED     1                           500000

HUNTINGTON BANCSHARES INC                446150104     84788      3570000 SH       DEFINED     1                          3570000
HURON CONSULTING GROUP INC               447462102     14872       328000 SH       DEFINED     1                           328000
HYDRIL                                   448774109     23873       317500 SH       DEFINED     1                           317500
HYTHIAM INC                              44919F104     20328      2200000 SH       DEFINED     1                          2200000
I-FLOW CORP                              449520303     21603      1445000 SH       DEFINED     1                          1445000
I2 TECHNOLOGIES INC                      465754208     11351       497394 SH       DEFINED     1                           497394
IAC INTERACTIVECORP                      44919P300    634879     17085000 SH       DEFINED     1                         17085000
ICICI BANK LTD SPON ADR                  45104G104     64710      1550300 SH       DEFINED     1                          1550300
ICOS CORP                                449295104     91233      2700000 SH       DEFINED     1                          2700000
ICU MEDICAL INC                          44930G107     11187       275000 SH       DEFINED     1                           275000
IDEARC INC                               451663108    155540      5428967 SH       DEFINED     1                          5428967
IDENIX PHARMACEUTICALS INC               45166R204      8690      1000000 SH       DEFINED     1                          1000000
IDEXX LABORATORIES INC                   45168D104    124501      1570000 SH       DEFINED     1                          1570000
ILLINOIS TOOL WORKS INC                  452308109   1800985     38990800 SH       DEFINED     1                         38990800
IMPERIAL OIL LTD C$                      453038408    801118     21732621 SH       DEFINED     1                         21732621
INDYMAC BANCORP INC                      456607100    164834      3650000 SH       DEFINED     1                          3650000
INFOSPACE INC                            45678T201      9230       450000 SH       DEFINED     1                           450000
INGERSOLL-RAND CO LTD CL A               2831167      183520      4690000 SH       DEFINED     1                          4690000
INNERWORKINGS INC                        45773Y105     11204       702000 SH       DEFINED     1                           702000
INTEGRA LIFESCIENCES HOLDING             457985208    116697      2740000 SH       DEFINED     1                          2740000
INTEGRATED DEVICE TECHNOLOGY INC         458118106     20263      1309000 SH       DEFINED     1                          1309000
INTEL CORP                               458140100   4181674    206502438 SH       DEFINED     1                        206502438
INTERMEC INC                             458786100     12815       528000 SH       DEFINED     1                           528000
INTERNATIONAL BUSINESS MACHINES CORP     459200101   6633898     68285100 SH       DEFINED     1                         68285100
INTERNATIONAL GAME TECHNOLOGY            459902102    231000      5000000 SH       DEFINED     1                          5000000
INTERNATIONAL PAPER CO                   460146103   1693323     49657555 SH       DEFINED     1                         49657555
INTERNET CAPITAL GROUP INC               46059C205     31550      3075000 SH       DEFINED     1                          3075000
INTERPUBLIC GROUP                        460690100       188        15366 SH       DEFINED     1                            15366
INTERSIL CORPORATION CL A                46069S109    280034     11707105 SH       DEFINED     1                         11707105
INTL RECTIFIER CV SUB NT 4.25% 07-15-07  460254AE5     51870    $52000000 PRN      DEFINED     1                        $52000000
INTROGEN THERAPEUTICS INC                46119F107     17848      4056253 SH       DEFINED     1                          4056253
INTUIT                                   461202103    351841     11532000 SH       DEFINED     1                         11532000
INTUITIVE SURGICAL INC                   46120E602    155665      1623200 SH       DEFINED     1                          1623200
INVACARE CORP                            461203101     19026       775000 SH       DEFINED     1                           775000
INVESTORS FINANCIAL SVCS CP              461915100     19202       450000 SH       DEFINED     1                           450000
IRON MOUNTAIN INC NEW                    462846106    248040      6000000 SH       DEFINED     1                          6000000
ISTAR FINANCIAL INC (REIT)               45031U101    814609     17034900 SH       DEFINED     1                         17034900
IVANHOE MINES LTD C$                     46579N103    131614     13328500 SH       DEFINED     1                         13328500
JABIL CIRCUIT INC                        466313103     91498      3727000 SH       DEFINED     1                          3727000
JACKSON HEWITT TAX SERVICE INC           468202106     28854       849400 SH       DEFINED     1                           849400
JACOBS ENGR GROUP                        469814107     32877       403200 SH       DEFINED     1                           403200
JETBLUE AIRWAYS CORP                     477143101    220562     15532523 SH       DEFINED     1                         15532523
JOHNSON & JOHNSON                        478160104   1158255     17544000 SH       DEFINED     1                         17544000
JOHNSON CONTROLS INC                     478366107   1935090     22522000 SH       DEFINED     1                         22522000
JOY GLOBAL INC                           481165108     72510      1500000 SH       DEFINED     1                          1500000
JPMORGAN CHASE & CO                      46625H100   4793770     99249901 SH       DEFINED     1                         99249901
K&F INDUSTRIES HOLDINGS INC              482241106     40878      1800000 SH       DEFINED     1                          1800000
KBR INC                                  48242W106     22707       868000 SH       DEFINED     1                           868000
KELLOGG CO                               487836108    804965     16080000 SH       DEFINED     1                         16080000
KELLY SERVICES CL A                      488152208     23152       800000 SH       DEFINED     1                           800000
KEYCORP NEW                              493267108     70736      1860000 SH       DEFINED     1                          1860000
KEYSPAN CORP                             49337W100    146189      3550000 SH       DEFINED     1                          3550000
KIMBERLY-CLARK CORP                      494368103   1073270     15795000 SH       DEFINED     1                         15795000
KIMCO REALTY CORP (REIT)                 49446R109    314066      6987000 SH       DEFINED     1                          6987000
KINETIC CONCEPTS INC                     49460W208      5933       150000 SH       DEFINED     1                           150000
KLA-TENCOR CORP                          482480100    876785     17623818 SH       DEFINED     1                         17623818
KNOT INC (THE) 144 PIPES 07'06 TRANCHE   499184109     69536      2650000 SH       DEFINED     1                          2650000

KOHLS CORP                               500255104   1572891     22985400 SH       DEFINED     1                         22985400
KRAFT FOODS INC CL A                     50075N104    161543      4525000 SH       DEFINED     1                          4525000
KT CORPORATION ADR                       48268K101     16097       635000 SH       DEFINED     1                           635000
KYPHON INC                               501577100    199587      4940261 SH       DEFINED     1                          4940261
LA-Z-BOY INC                             505336107     15431      1300000 SH       DEFINED     1                          1300000
LABOPHARM INC US$                        504905100     11740      2000000 SH       DEFINED     1                          2000000
LAM RESEARCH                             512807108    151860      3000000 SH       DEFINED     1                          3000000
LAS VEGAS SANDS CORP                     517834107    227279      2540000 SH       DEFINED     1                          2540000
LEGGETT & PLATT INC                      524660107    333286     13945000 SH       DEFINED     1                         13945000
LENNAR CORP CL A                         526057104    131150      2500000 SH       DEFINED     1                          2500000
LEVEL 3 COMMUNICATIONS INC               52729N100    202580     36175000 SH       DEFINED     1                         36175000
LEVITT CORP CL A                         52742P108     12240      1000000 SH       DEFINED     1                          1000000
LG PHILIPS LCD CO LTD ADR                50186V102    125960      8358300 SH       DEFINED     1                          8358300
LIBERTY MEDIA CV NT 4.0% 11/15/29 (S)    530715AG6     24210    $36000000 PRN      DEFINED     1                        $36000000
LIBERTY MEDIA CV SR NT (CBS/VIA) 3.25%   530715AR2     50325    $60000000 PRN      DEFINED     1                        $60000000
  03/15/31                                                                                                                       
LIBERTY MEDIA CV SR NT (MOT) 3.50%       530715AN1     50125    $50000000 PRN      DEFINED     1                        $50000000
  01-15-31                                                                                                                       
LIBERTY MEDIA HLG-LIBERTY CAPITAL SER A  53071M302     57710       589000 SH       DEFINED     1                           589000
LIBERTY MEDIA HLG-LIBERTY INTERACT SER A 53071M104    529382     24542500 SH       DEFINED     1                         24542500
LIFE TIME FITNESS                        53217R207     65974      1360000 SH       DEFINED     1                          1360000
LILLY ELI & CO                           532457108   5635501    108167000 SH       DEFINED     1                        108167000
LIMITED BRANDS INC                       532716107   2167967     74912480 SH       DEFINED     1                         74912480
LINCARE HOLDINGS INC                     532791100    111552      2800000 SH       DEFINED     1                          2800000
LINCOLN ELECTRIC HLDGS                   533900106      4562        75500 SH       DEFINED     1                            75500
LINCOLN NATIONAL CORP                    534187109    735141     11071400 SH       DEFINED     1                         11071400
LINEAR TECHNOLOGY CORP                   535678106   1573396     51893000 SH       DEFINED     1                         51893000
LIONS GATE ENTERTAINMENT CORP US$        535919203    105897      9869206 SH       DEFINED     1                          9869206
LIQUIDITY SERVICES INC                   53635B107     12479       725121 SH       DEFINED     1                           725121
LITTELFUSE INC                           537008104     30286       950000 SH       DEFINED     1                           950000
LOCKHEED MARTIN CORP                     539830109    994006     10796200 SH       DEFINED     1                         10796200
LOOPNET INC                              543524300     18021      1203000 SH       DEFINED     1                          1203000
LOWES COMPANIES INC                      548661107   9799507    314590900 SH       DEFINED     1                        314590900
LUCENT TECHNOLOGIES CV SUB DEB 8.00%     549463AK3    127136   $126503000 PRN      DEFINED     1                       $126503000
  08-01-31/08-02-06                                                                                                              
LUNDIN MINING CORP C$                    550372106     46559      1261000 SH       DEFINED     1                          1261000
LYONDELL CHEMICAL CO                     552078107    185894      7270000 SH       DEFINED     1                          7270000
M&T BANK CORP                            55261F104    117180       959230 SH       DEFINED     1                           959230
MACQUARIE INFRASTRUCTURE COMPANY TRUST   55607X108     12031       339100 SH       DEFINED     1                           339100
MAGNA INTERNATIONAL INC CL A US$         559222401    862610     10709000 SH       DEFINED     1                         10709000
MANHATTAN ASSOCIATES INC                 562750109     33840      1125000 SH       DEFINED     1                          1125000
MANPOWER INC                             56418H100    156117      2083500 SH       DEFINED     1                          2083500
MANULIFE FINANCIAL CORP C$               56501R106     20273       600000 SH       DEFINED     1                           600000
MARATHON OIL CORP                        565849106   3239592     35022612 SH       DEFINED     1                         35022612
MARCHEX INC CL B                         56624R108     39806      2975000 SH       DEFINED     1                          2975000
MARSH & MCLENNAN COMPANIES INC           571748102   2006216     65434300 SH       DEFINED     1                         65434300
MARSHALL & ILSLEY                        571834100    331478      6890000 SH       DEFINED     1                          6890000
MARTEK BIOSCIENCES                       572901106     58525      2507500 SH       DEFINED     1                          2507500
MARTIN MARIETTA MATERIALS INC            573284106     78691       757300 SH       DEFINED     1                           757300
MARVELL TECHNOLOGY GROUP LTD             2594653      383800     20000000 SH       DEFINED     1                         20000000
MASCO CORP                               574599106    173917      5822470 SH       DEFINED     1                          5822470
MASSEY ENERGY COMPANY                    576206106     46732      2011700 SH       DEFINED     1                          2011700
MATTEL INC                               577081102    206206      9100000 SH       DEFINED     1                          9100000
MAXIM INTEGRATED PRODUCTS INC            57772K101   1720455     56187300 SH       DEFINED     1                         56187300
MCAFEE INC                               579064106     70950      2500000 SH       DEFINED     1                          2500000
MCDONALDS CORP                           580135101    545259     12300000 SH       DEFINED     1                         12300000
MCKESSON CORP                            58155Q103    755937     14910000 SH       DEFINED     1                         14910000

MDU RESOURCES GROUP                      552690109     90355      3524000 SH       DEFINED     1                          3524000
MEADWESTVACO CORP                        583334107    638772     21249896 SH       DEFINED     1                         21249896
MEDCO HEALTH SOLUTIONS INC               58405U102    706290     13216500 SH       DEFINED     1                         13216500
MEDICIS PHARMACEUTICAL CL A              584690309    257152      7320000 SH       DEFINED     1                          7320000
MEDIMMUNE INC                            584699102    364810     11270000 SH       DEFINED     1                         11270000
MEDTRONIC INC                            585055106   6261038    117006869 SH       DEFINED     1                        117006869
MEDTRONIC INC CV SR NT 1.50% 04-15-11    585055AL0     74444    $69900000 PRN      DEFINED     1                        $69900000
MEDTRONIC INC CV SR NT 1.625% 04-15-13   585055AM8     48742    $45500000 PRN      DEFINED     1                        $45500000
MELLON FINANCIAL CORP                    58551A108    716639     17002100 SH       DEFINED     1                         17002100
MEMC ELECTRONICS MATERIALS               552715104    127115      3247700 SH       DEFINED     1                          3247700
MENTOR CORP MINN                         587188103    165542      3387400 SH       DEFINED     1                          3387400
MENTOR GRAPHICS                          587200106     74915      4155000 SH       DEFINED     1                          4155000
MERCK & CO INC                           589331107   5110251    117207600 SH       DEFINED     1                        117207600
MERCURY GENERAL CORP                     589400100     39548       750000 SH       DEFINED     1                           750000
MGI PHARMA                               552880106     11046       600000 SH       DEFINED     1                           600000
MGM MIRAGE                               552953101    199131      3472200 SH       DEFINED     1                          3472200
MICROCHIP TECHNOLOGY INC                 595017104    776522     23746847 SH       DEFINED     1                         23746847
MICRON TECHNOLOGY INC 144A               595112103    565968     40542144 SH       DEFINED     1                         40542144
MICROSOFT CORP                           594918104  13738520    460097800 SH       DEFINED     1                        460097800
MILLENNIUM PHARMACEUTICALS INC           599902103     36046      3307000 SH       DEFINED     1                          3307000
MILLER HERMAN INC                        600544100     16362       450000 SH       DEFINED     1                           450000
MINE SAFETY APPLIANCES CO                602720104    118315      3228250 SH       DEFINED     1                          3228250
MOBILE TELESYSTEMS OJSC SPON ADR         607409109     43891       874500 SH       DEFINED     1                           874500
MONEYGRAM INTERNATIONAL INC              60935Y109     18816       600000 SH       DEFINED     1                           600000
MONRO MUFFLER BRAKE                      610236101     10179       290000 SH       DEFINED     1                           290000
MONSANTO CO NEW                          61166W101    462634      8807034 SH       DEFINED     1                          8807034
MONSTER WORLDWIDE                        611742107    437320      9376500 SH       DEFINED     1                          9376500
MONTPELIER RE HOLDINGS LTD               2956888       15711       844200 SH       DEFINED     1                           844200
MOSAIC COMPANY                           61945A107    237950     11140000 SH       DEFINED     1                         11140000
MOTOROLA INC                             620076109   1344095     65374280 SH       DEFINED     1                         65374280
MSC INDUSTRIAL DIRECT CO INC CL A        553530106    131153      3350000 SH       DEFINED     1                          3350000
MURPHY OIL CORP                          626717102    911407     17923436 SH       DEFINED     1                         17923436
MWI VETERINARY SUPPLY INC                55402X105     14051       435000 SH       DEFINED     1                           435000
NABI BIOPHARMACEUTICALS                  629519109     20679      3050000 SH       DEFINED     1                          3050000
NASDAQ STOCK MARKET INC                  631103108      6774       220000 SH       DEFINED     1                           220000
NATIONAL CITY CORP                       635405103    978777     26771800 SH       DEFINED     1                         26771800
NATIONAL INSTRUMENTS CORP                636518102    120026      4406250 SH       DEFINED     1                          4406250
NATIONAL OILWELL VARCO INC               637071101    241661      3950000 SH       DEFINED     1                          3950000
NAVTEQ CORP                              63936L100    561905     16068200 SH       DEFINED     1                         16068200
NEKTAR THERAPEUTICS                      640268108     15210      1000000 SH       DEFINED     1                          1000000
NET 1 UEPS TECHNOLOGIES INC              64107N206     64725      2189600 SH       DEFINED     1                          2189600
NETEASE.COM ADR                          64110W102      8224       440000 SH       DEFINED     1                           440000
NEUSTAR INC CL A                         64126X201     64881      2000040 SH       DEFINED     1                          2000040
NEW ORIENTAL EDU & TECH GRP INC ADR      647581107      7561       225421 SH       DEFINED     1                           225421
NEWFIELD EXPLORATION                     651290108    642243     13977000 SH       DEFINED     1                         13977000
NEWMONT MINING CORP                      651639106   2272761     50338000 SH       DEFINED     1                         50338000
NEWS CORP INC CL A                       65248E104   2325018    108241080 SH       DEFINED     1                        108241080
NEWS CORP INC CL B                       65248E203     67735      3042897 SH       DEFINED     1                          3042897
NEXEN INC C$                             65334H102    755112     13697877 SH       DEFINED     1                         13697877
NISOURCE INC                             65473P105    302077     12534307 SH       DEFINED     1                         12534307
NOBLE CORP                               2891718      357144      4690000 SH       DEFINED     1                          4690000
NOBLE ENERGY INC                         655044105     19432       396000 SH       DEFINED     1                           396000
NOKIA CORP OYJ SPON ADR                  654902204   3206322    157791458 SH       DEFINED     1                        157791458
NORFOLK SOUTHERN CORP                    655844108    553255     11001300 SH       DEFINED     1                         11001300
NORSK HYDRO SPON ADR                     656531605    347767     11339000 SH       DEFINED     1                         11339000
NORTEL NETWORKS CORP (HLDG CO) US$       656568508    207044      7732586 SH       DEFINED     1                          7732586
NORTEL NETWORKS CV NT 4.25% 09/01/08     656568AB8     77800    $80000000 PRN      DEFINED     1                        $80000000

NORTHEAST UTILITIES                      664397106    197999      7031200 SH       DEFINED     1                          7031200
NORTHERN ORION RESOURCES PP C$           665575106     16626      4566600 SH       DEFINED     1                          4566600
NORTHROP GRUMMAN CORP                    666807102   2191174     32365943 SH       DEFINED     1                         32365943
NORTHSTAR NEUROSCIENCE INC               66704V101      6327       440000 SH       DEFINED     1                           440000
NORTHWEST BANCORP INC                    667328108     27597      1005000 SH       DEFINED     1                          1005000
NOVARTIS AG NAMEN SPON ADR               66987V109     77921      1356556 SH       DEFINED     1                          1356556
NOVELL INC                               670006105    134272     21656800 SH       DEFINED     1                         21656800
NOVELLUS SYSTEMS INC                     670008101    118353      3438500 SH       DEFINED     1                          3438500
NOVEN PHARMACEUTICALS INC                670009109      7779       305657 SH       DEFINED     1                           305657
NRG ENERGY CV PFD 5.75% 03/16/09         629377870     54012       200000 SH       DEFINED     1                           200000
NRG ENERGY INC                           629377508    140025      2500000 SH       DEFINED     1                          2500000
NTELOS HOLDINGS CORP                     67020Q107     17944      1003575 SH       DEFINED     1                          1003575
NTL INC                                  62941W101     85261      3378000 SH       DEFINED     1                          3378000
NTL INC WTS 2.94645:1 @$105.17 SER A EXP 62941W119         5        39037 SH       DEFINED     1                            39037
  1/10/11                                                                                                                        
NUVASIVE INC                             670704105     74070      3206500 SH       DEFINED     1                          3206500
NYMEX HOLDINGS INC                       62948N104      8160        65800 SH       DEFINED     1                            65800
O'REILLY AUTOMOTIVE INC                  686091109     68608      2140000 SH       DEFINED     1                          2140000
O2MICRO INTL LTD SPON ADR                67107W100     26120      3055000 SH       DEFINED     1                          3055000
OCCIDENTAL PETROLEUM CORP                674599105   1135993     23264244 SH       DEFINED     1                         23264244
OLD REPUBLIC INTL CORP                   680223104    124874      5364000 SH       DEFINED     1                          5364000
OLD SECOND BANCORP INC                   680277100      3223       110000 SH       DEFINED     1                           110000
OMNICOM GROUP INC                        681919106    277031      2650000 SH       DEFINED     1                          2650000
OPTIUM CORP                              68402T107      2856       114500 SH       DEFINED     1                           114500
ORACLE CORP                              68389X105   8725911    509096302 SH       DEFINED     1                        509096302
ORBCOMM INC                              68555P100     21662      2456000 SH       DEFINED     1                          2456000
ORBOTECH LTD                             2661784       28704      1128317 SH       DEFINED     1                          1128317
ORIENT-EXPRESS HOTELS CL A               2619288        7902       167000 SH       DEFINED     1                           167000
ORIX CORP ADR                            686330101     27833       189600 SH       DEFINED     1                           189600
OSI RESTAURANT PARTNERS INC              67104A101    270539      6901500 SH       DEFINED     1                          6901500
OWENS-ILLINOIS INC                       690768403     18450      1000000 SH       DEFINED     1                          1000000
PACCAR INC                               693718108    344176      5303167 SH       DEFINED     1                          5303167
PACKAGING CORP OF AMERICA                695156109    276201     12497800 SH       DEFINED     1                         12497800
PAR PHARMACEUTICAL COMPANIES INC         69888P106     19015       850000 SH       DEFINED     1                           850000
PARKER-HANNIFIN CORP                     701094104    532809      6930400 SH       DEFINED     1                          6930400
PARTNER COMMUNICATIONS CO ADR            70211M109      4229       370000 SH       DEFINED     1                           370000
PARTNERRE HLDGS LTD                      2671932      128657      1811300 SH       DEFINED     1                          1811300
PATTERSON COS INC                        703395103    186783      5260000 SH       DEFINED     1                          5260000
PAYCHEX INC                              704326107    107747      2725000 SH       DEFINED     1                          2725000
PDF SOLUTIONS INC                        693282105      7225       500000 SH       DEFINED     1                           500000
PEABODY ENERGY CORP                      704549104    229650      5683000 SH       DEFINED     1                          5683000
PENTAIR INC                              709631105     91060      2900000 SH       DEFINED     1                          2900000
PENWEST PHARMACEUTICALS CO               709754105      8310       500000 SH       DEFINED     1                           500000
PEPSICO INC                              713448108   3706544     59257300 SH       DEFINED     1                         59257300
PETRO-CANADA C$                          71644E102   1399625     34136200 SH       DEFINED     1                         34136200
PETROLEO BRASIL ON ADR (PETROBRAS)       71654V408   1585263     15392400 SH       DEFINED     1                         15392400
PETROLEO BRASIL PN ADR (PETROBRAS) SPON  71654V101    677959      7308742 SH       DEFINED     1                          7308742
PETSMART INC                             716768106     21645       750000 SH       DEFINED     1                           750000
PF CHANGS CHINA BISTRO INC               69333Y108     94031      2450000 SH       DEFINED     1                          2450000
PFIZER INC                               717081103   3807080    146991500 SH       DEFINED     1                        146991500
PG&E CORP CV (OPT) SUB NT 9.50%          69331CAD0    191030    $56000000 PRN      DEFINED     1                        $56000000
  06-30-2010/07                                                                                                                  
PHELPS DODGE CORP                        717265102    314866      2630021 SH       DEFINED     1                          2630021
PHILIPPINE LDTEL ADR SPON                718252604    134827      2636940 SH       DEFINED     1                          2636940
PINNACLE ENTERTAINMENT INC               723456109     56338      1700000 SH       DEFINED     1                          1700000
PINNACLE WEST CAPITAL CORP               723484101     37419       738200 SH       DEFINED     1                           738200
PITNEY BOWES INC                         724479100    433826      9392200 SH       DEFINED     1                          9392200

PMC-SIERRA INC                           69344F106     93336     13910000 SH       DEFINED     1                         13910000
PNC FINANCIAL SERVICES GROUP INC         693475105    781862     10560000 SH       DEFINED     1                         10560000
POLARIS INDUSTRIES INC                   731068102     57601      1230000 SH       DEFINED     1                          1230000
POPULAR INC                              733174106    140931      7851300 SH       DEFINED     1                          7851300
POTASH CORP OF SASKATCHEWAN INC US$      73755L107   1803228     12567800 SH       DEFINED     1                         12567800
PPG INDUSTRIES INC                       693506107    900321     14021500 SH       DEFINED     1                         14021500
PPL CORPORATION                          69351T106    611574     17064000 SH       DEFINED     1                         17064000
PRAXAIR INC                              74005P104     83062      1400000 SH       DEFINED     1                          1400000
PRECISION CASTPARTS                      740189105    418563      5347000 SH       DEFINED     1                          5347000
PRICE T ROWE GROUP INC                   74144T108    319521      7300000 SH       DEFINED     1                          7300000
PROCTER & GAMBLE CO                      742718109    963123     14985571 SH       DEFINED     1                         14985571
PROGRESS ENERGY INC                      743263105    516096     10515400 SH       DEFINED     1                         10515400
PROGRESSIVE GAMING INTERNATIONAL CORP    74332S102     27664      3050000 SH       DEFINED     1                          3050000
PROLOGIS SBI (REIT)                      743410102    106348      1750000 SH       DEFINED     1                          1750000
PROTECTIVE LIFE CORP                     743674103     71250      1500000 SH       DEFINED     1                          1500000
PSIVIDA LTD SPON ADR                     74439M107      1283       658164 SH       DEFINED     1                           658164
PSS WORLD MEDICAL                        69366A100     24901      1275000 SH       DEFINED     1                          1275000
PT INDOSAT TBK SPON ADR                  744383100      4298       111500 SH       DEFINED     1                           111500
PUBLIC SERVICE ENTERPRISE GROUP INC      744573106   1330474     20043300 SH       DEFINED     1                         20043300
QUALCOMM INC                             747525103    227874      6030000 SH       DEFINED     1                          6030000
QUESTAR CORP                             748356102    579274      6975000 SH       DEFINED     1                          6975000
QUICKSILVER RESOURCES INC                74837R104    379030     10358850 SH       DEFINED     1                         10358850
QWEST COMMUNICATIONS INTERNATIONAL INC   749121109   1861202    222365800 SH       DEFINED     1                        222365800
QWEST COMMUNICATIONS INTL CV SR NT (OPT) 749121BY4    313750   $200000000 PRN      DEFINED     1                       $200000000
  3.5% 11-15-25                                                                                                                  
RADIO ONE CL A                           75040P108       263        39000 SH       DEFINED     1                            39000
RADIO ONE CL D N/V                       75040P405       526        78000 SH       DEFINED     1                            78000
RAYTHEON COMPANY                         755111507    857131     16233532 SH       DEFINED     1                         16233532
RAYTHEON COMPANY WTS 1:1 @USD 37.50      755111119      3297       183984 SH       DEFINED     1                           183984
  06/16/11                                                                                                                       
RED HAT INC                              756577102    149155      6485000 SH       DEFINED     1                          6485000
REGAL ENTERTAINMENT GROUP CL A           758766109     85749      4022000 SH       DEFINED     1                          4022000
REGIONS FINANCIAL CORP NEW               7591EP100    321567      8598050 SH       DEFINED     1                          8598050
RELIANT ENERGY INC                       75952B105    188140     13240000 SH       DEFINED     1                         13240000
RESMED INC                               761152107     46857       952000 SH       DEFINED     1                           952000
RESPIRONICS INC                          761230101     30729       814000 SH       DEFINED     1                           814000
RESTORATION HARDWARE INC                 760981100     15744      1850000 SH       DEFINED     1                          1850000
REYNOLDS AMERICAN INC                    761713106   1507814     23030614 SH       DEFINED     1                         23030614
ROBERT HALF INTL                         770323103    590579     15910000 SH       DEFINED     1                         15910000
ROGERS CORP                              775133101     79853      1350000 SH       DEFINED     1                          1350000
ROHM & HAAS CO                           775371107    298285      5835000 SH       DEFINED     1                          5835000
ROLLINS INC                              775711104     15477       700000 SH       DEFINED     1                           700000
ROSS STORES INC                          778296103    371876     12692000 SH       DEFINED     1                         12692000
ROWAN COMPANIES INC                      779382100     73040      2200000 SH       DEFINED     1                          2200000
ROYAL BANK OF CANADA C$                  780087102    257628      5406000 SH       DEFINED     1                          5406000
ROYAL CARIBBEAN CRUISES LTD              2754907      706564     17075000 SH       DEFINED     1                         17075000
ROYAL DUTCH SHELL CL A ADR               780259206   4836868     68327000 SH       DEFINED     1                         68327000
ROYAL DUTCH SHELL CL B ADR               780259107    894706     12574928 SH       DEFINED     1                         12574928
RPM INTERNATIONAL INC                    749685103    216376     10357891 SH       DEFINED     1                         10357891
RUBY TUESDAY INC                         781182100     99607      3630000 SH       DEFINED     1                          3630000
RYANAIR HOLDINGS PLC SPON ADR            783513104   1257766     15432711 SH       DEFINED     1                         15432711
SABRE HOLDINGS CORP CL A                 785905100    360259     11296915 SH       DEFINED     1                         11296915
SAKS INC                                 79377W108     87318      4900000 SH       DEFINED     1                          4900000
SANMINA-SCI CORP                         800907107     15525      4500000 SH       DEFINED     1                          4500000
SARA LEE CORP                            803111103    318461     18700000 SH       DEFINED     1                         18700000
SCHEIN (HENRY) INC                       806407102    146940      3000000 SH       DEFINED     1                          3000000
SCHERING-PLOUGH CORP                     806605101   2131733     90174839 SH       DEFINED     1                         90174839

SCHERING-PLOUGH CORP CV PFD 6.00%        806605606    199109      3499900 SH       DEFINED     1                          3499900
  09/14/07                                                                                                                       
SCHLUMBERGER LTD                         806857108   6937400    109838500 SH       DEFINED     1                        109838500
SCI SYSTEMS CV SUB NT 3.00% 03/15/07     783890AF3     84394    $84500000 PRN      DEFINED     1                        $84500000
SCIENTIFIC GAMES CORP                    80874P109     52903      1750000 SH       DEFINED     1                          1750000
SCRIPPS CO (THE E W) CL A NEW            811054204    380852      7626200 SH       DEFINED     1                          7626200
SEAGATE TECHNOLOGY                       2166245      266391     10052500 SH       DEFINED     1                         10052500
SEALED AIR CORP NEW                      81211K100    825133     12710000 SH       DEFINED     1                         12710000
SEASPAN CORP                             B0GNP30       15028       650000 SH       DEFINED     1                           650000
SELECT COMFORT CORP                      81616X103     18912      1087500 SH       DEFINED     1                          1087500
SEMTECH CORP                             816850101     75806      5800000 SH       DEFINED     1                          5800000
SENOMYX INC                              81724Q107     13307      1024400 SH       DEFINED     1                          1024400
SEPRACOR INC                             817315104    184740      3000000 SH       DEFINED     1                          3000000
SEPRACOR INC CV SUB DEB 5.00% 2/15/07    817315AL8     46000    $46000000 PRN      DEFINED     1                        $46000000
SERVICEMASTER CO (THE)                   81760N109    543842     41482950 SH       DEFINED     1                         41482950
SHARPER IMAGE CORP                       820013100      8788       950000 SH       DEFINED     1                           950000
SHAW COMMUNICATIONS INC CL B N/V US$     82028K200    285390      9000000 SH       DEFINED     1                          9000000
SHIRE PLC ADR                            82481R106    132784      2150000 SH       DEFINED     1                          2150000
SHUFFLE MASTER INC                       825549108     26986      1030000 SH       DEFINED     1                          1030000
SIGMA-ALDRICH CORP                       826552101    139896      1800000 SH       DEFINED     1                          1800000
SINA CORP                                2579230       54105      1885200 SH       DEFINED     1                          1885200
SIRONA DENTAL SYSTEMS INC                82966C103     68355      1775000 SH       DEFINED     1                          1775000
SK TELECOM SPON ADR (NY)                 78440P108    209324      7905000 SH       DEFINED     1                          7905000
SKILLSOFT PLC SPON ADR                   830928107     32807      5282988 SH       DEFINED     1                          5282988
SLM CORP                                 78442P106    109733      2250000 SH       DEFINED     1                          2250000
SMITH INTL INC                           832110100    638597     15549000 SH       DEFINED     1                         15549000
SMURFIT-STONE CONTAINER CORP             832727101     41440      3924200 SH       DEFINED     1                          3924200
SNAP-ON INC                              833034101     68056      1428550 SH       DEFINED     1                          1428550
SOLECTRON CORP                           834182107    153148     47561600 SH       DEFINED     1                         47561600
SONOCO PRODUCTS CO                       835495102    184553      4849000 SH       DEFINED     1                          4849000
SONOSITE INC                             83568G104     10826       350000 SH       DEFINED     1                           350000
SOUTH FINANCIAL GROUP INC                837841105     30246      1137500 SH       DEFINED     1                          1137500
SOUTHERN CO                              842587107    893486     24240000 SH       DEFINED     1                         24240000
SOUTHWEST AIRLINES CO                    844741108   1337413     87298477 SH       DEFINED     1                         87298477
SOUTHWESTERN ENERGY                      845467109    521341     14874200 SH       DEFINED     1                         14874200
SPANSION INC CL A                        84649R101     27794      1870400 SH       DEFINED     1                          1870400
SPARK NETWORKS PLC ADR                   846513208      7135      1361580 SH       DEFINED     1                          1361580
SPRINT NEXTEL CORP SERIES 1              852061100   6070154    321342181 SH       DEFINED     1                        321342181
ST JUDE MEDICAL                          790849103    806430     22057700 SH       DEFINED     1                         22057700
ST PAUL TRAVELERS COMPANIES INC          792860108    950045     17695000 SH       DEFINED     1                         17695000
STARBUCKS CORP                           855244109   1136571     32088400 SH       DEFINED     1                         32088400
STATE STREET CORP                        857477103    598867      8880000 SH       DEFINED     1                          8880000
STERIS CORP                              859152100     44048      1750000 SH       DEFINED     1                          1750000
STORA ENSO OYJ R ADR                     86210M106     17153      1086300 SH       DEFINED     1                          1086300
STRATASYS INC                            862685104     12131       386200 SH       DEFINED     1                           386200
STRYKER CORP                             863667101    618169     11217000 SH       DEFINED     1                         11217000
SUN LIFE FINANCIAL INC C$                866796105     15458       365000 SH       DEFINED     1                           365000
SUN MICROSYSTEMS INC                     866810104    537464     99163000 SH       DEFINED     1                         99163000
SUNCOR ENERGY INC C$                     867229106   3254069     41286504 SH       DEFINED     1                         41286504
SUNOCO INC                               86764P109     62360      1000000 SH       DEFINED     1                          1000000
SUNSTONE HOTEL INVESTORS INC (REIT)      867892101     99927      3738400 SH       DEFINED     1                          3738400
SUNTRUST BANKS INC                       867914103   1325274     15693000 SH       DEFINED     1                         15693000
SUPERVALU INC                            868536103    204722      5726500 SH       DEFINED     1                          5726500
SUPPORTSOFT INC                          868587106     20711      3779400 SH       DEFINED     1                          3779400
SYMANTEC CORP                            871503108    894465     42900000 SH       DEFINED     1                         42900000
SYMYX TECHNOLOGIES INC                   87155S108     10687       495000 SH       DEFINED     1                           495000
SYSCO CORP                               871829107    504527     13724900 SH       DEFINED     1                         13724900

TAIWAN SEMICONDUCTOR MFG CO SPON ADR     874039100   1398756    127974050 SH       DEFINED     1                        127974050
TALBOTS INC (THE)                        874161102     22972       953200 SH       DEFINED     1                           953200
TALISMAN ENERGY INC US$                  87425E103    274474     16155000 SH       DEFINED     1                         16155000
TARGET CORP                              87612E106   8136420    142619100 SH       DEFINED     1                        142619100
TECHWELL INC                             87874D101     13250       825000 SH       DEFINED     1                           825000
TELEFONOS DE MEXICO SAB DE CV L ADR      879403780    506868     17935874 SH       DEFINED     1                         17935874
TELEMIG CELULAR PARTICIPACOES PN ADR     87944E105     22736       594400 SH       DEFINED     1                           594400
TELEPHONE/DATA SYSTS                     879433100    382711      7044200 SH       DEFINED     1                          7044200
TELEPHONE/DATA SYSTS SPECIAL SHARE       879433860    441400      8899200 SH       DEFINED     1                          8899200
TEMPLE-INLAND INC                        879868107    155253      3372860 SH       DEFINED     1                          3372860
TERADYNE INC                             880770102    130526      8725000 SH       DEFINED     1                          8725000
TESSERA TECHNOLOGIES INC                 88164L100     42357      1050000 SH       DEFINED     1                          1050000
TETRA TECH INC                           88162G103      5706       315400 SH       DEFINED     1                           315400
TEVA PHARM ADR                           881624209    144656      4654307 SH       DEFINED     1                          4654307
TEVA PHARMACEUTICAL CV DEB SER D (OPT)   88165FAA0     27788    $30000000 PRN      DEFINED     1                        $30000000
  1.75% 02-01-2026/11                                                                                                            
TEXAS INSTRUMENTS INC                    882508104   3268870    113502424 SH       DEFINED     1                        113502424
THERAVANCE INC                           88338T104     15445       500000 SH       DEFINED     1                           500000
THERMAGE INC                             88343R101      7689      1100000 SH       DEFINED     1                          1100000
TIBCO SOFTWARE INC                       88632Q103     76252      8077500 SH       DEFINED     1                          8077500
TIM PARTICIPACOES SA PN ADR              88706P106     92012      2657756 SH       DEFINED     1                          2657756
TIME WARNER INC                          887317105   2832838    130066000 SH       DEFINED     1                        130066000
TIME WARNER TELECOM CV SR 2.375%         887319AC5     10100     $8000000 PRN      DEFINED     1                         $8000000
  04-01-26/13                                                                                                                    
TIME WARNER TELECOM INC CL A             887319101    112949      5667269 SH       DEFINED     1                          5667269
TJX COMPANIES INC NEW                    872540109    698740     24500000 SH       DEFINED     1                         24500000
TORONTO DOMINION BANK (THE) C$           891160509     70941      1185000 SH       DEFINED     1                          1185000
TOTAL SA SPON ADR                        89151E109    459389      6387500 SH       DEFINED     1                          6387500
TRACTOR SUPPLY CO                        892356106    165369      3698700 SH       DEFINED     1                          3698700
TRANSDIGM GROUP INC                      893641100     14581       550000 SH       DEFINED     1                           550000
TRANSOCEAN INC                           2821287     1240820     15339600 SH       DEFINED     1                         15339600
TRIAD HOSPITALS INC                      89579K109    174431      4170000 SH       DEFINED     1                          4170000
TRIARC COMPANIES INC CL A                895927101     20653       950000 SH       DEFINED     1                           950000
TTM TECHNOLOGIES INC                     87305R109      3116       275000 SH       DEFINED     1                           275000
TUPPERWARE BRANDS CORP                   899896104    162001      7165000 SH       DEFINED     1                          7165000
TYCO INTERNATIONAL LTD                   902124106   5508738    181208500 SH       DEFINED     1                        181208500
TYCO INTL GROUP CV NT B (OPT) 3.125%     902118BG2     35531    $25000000 PRN      DEFINED     1                        $25000000
  01-15-23/15                                                                                                                    
TYCO INTL GROUP CV NT SER B 144A (OPT)   902118BE7     71063    $50000000 PRN      DEFINED     1                        $50000000
  3.125% 01-15-23/15                                                                                                             
U S BANCORP NEW                          902973304   1562250     43168000 SH       DEFINED     1                         43168000
U S CELLULAR CORP                        911684108     34906       501600 SH       DEFINED     1                           501600
UAL CORP                                 902549807    357066      8115134 SH       DEFINED     1                          8115134
UAP HOLDING CORP                         903441103     97832      3885300 SH       DEFINED     1                          3885300
ULTIMATE SOFTWARE GROUP INC (THE)        90385D107      5194       223300 SH       DEFINED     1                           223300
UMPQUA HOLDINGS CORP                     904214103     89753      3049700 SH       DEFINED     1                          3049700
UNIBANCO UNITS GDR (REP 10 UBBR11 UNITS) 90458E107    733176      7887000 SH       DEFINED     1                          7887000
UNILEVER NV NY SHRS                      904784709    686748     25201750 SH       DEFINED     1                         25201750
UNION PACIFIC CORP                       907818108   1072033     11650000 SH       DEFINED     1                         11650000
UNITED BANKSHRS INC                      909907107     72662      1880000 SH       DEFINED     1                          1880000
UNITED PARCEL SERVICE INC CL B           911312106   5164532     68878800 SH       DEFINED     1                         68878800
UNITED STATES STEEL CORP                 912909108    157251      2150000 SH       DEFINED     1                          2150000
UNITED STATIONERS                        913004107     66370      1421500 SH       DEFINED     1                          1421500
UNITED SURGICAL PARTNERS INTL            913016309      6237       220000 SH       DEFINED     1                           220000
UNITED TECHNOLOGIES CORP                 913017109   2893863     46287000 SH       DEFINED     1                         46287000
UNITED THERAPEUTICS CORP                 91307C102     32622       600000 SH       DEFINED     1                           600000
UNITEDHEALTH GROUP INC                   91324P102   2485115     46251900 SH       DEFINED     1                         46251900

UNUMPROVIDENT CORP                       91529Y106    153772      7400000 SH       DEFINED     1                          7400000
UPM-KYMMENE ADR SPON                     915436109     35364      1400000 SH       DEFINED     1                          1400000
URBAN OUTFITTERS INC                     917047102     15545       675000 SH       DEFINED     1                           675000
UST INC                                  902911106    790583     13583900 SH       DEFINED     1                         13583900
VALASSIS COMM INC                        918866104     21750      1500000 SH       DEFINED     1                          1500000
VALEANT PHARMACEUTICALS INTL             91911X104     35342      2050000 SH       DEFINED     1                          2050000
VALSPAR CORP                             920355104      8292       300000 SH       DEFINED     1                           300000
VALUECLICK INC                           92046N102    100428      4250000 SH       DEFINED     1                          4250000
VALUEVISION MEDIA INC CL A               92047K107     31536      2400000 SH       DEFINED     1                          2400000
VARIAN INC                               922206107     17916       400000 SH       DEFINED     1                           400000
VARIAN SEMICONDUCTOR EQUIPMENT ASSOCS    922207105     59404      1305000 SH       DEFINED     1                          1305000
VEECO INSTRUMENTS INC                    922417100     29940      1598523 SH       DEFINED     1                          1598523
VERIFONE HOLDINGS INC                    92342Y109     17700       500000 SH       DEFINED     1                           500000
VERIGY LTD                               B170G56       10866       612179 SH       DEFINED     1                           612179
VERIZON COMMUNICATIONS                   92343V104   3667118     98472550 SH       DEFINED     1                         98472550
VERTEX PHARMACEUTCLS INC                 92532F100    112260      3000000 SH       DEFINED     1                          3000000
VF CORP                                  918204108    643507      7840000 SH       DEFINED     1                          7840000
VIACOM INC NEW CL B                      92553P201    477655     11641612 SH       DEFINED     1                         11641612
VIASYS HEALTHCARE INC                    92553Q209     66554      2392300 SH       DEFINED     1                          2392300
VICAL INC                                925602104     14469      2250279 SH       DEFINED     1                          2250279
VINEYARD NATL BANCORP CO                 927426106      6906       300000 SH       DEFINED     1                           300000
VISHAY INTERTECHNOLOGY INC               928298108     31819      2350000 SH       DEFINED     1                          2350000
VISION-SCIENCES INC                      927912105      2770      1884500 SH       DEFINED     1                          1884500
VITAL SIGNS INC                          928469105     34944       700000 SH       DEFINED     1                           700000
VODAFONE GROUP PLC ADR                   92857W209     21091       759200 SH       DEFINED     1                           759200
VOLCANO CORP                             928645100     50500      3081168 SH       DEFINED     1                          3081168
VOTORANTIM CELULOSE PAPEL PN SPON ADR    92906P106     53339      2720000 SH       DEFINED     1                          2720000
VULCAN MATERIALS CO                      929160109     28309       315000 SH       DEFINED     1                           315000
WACHOVIA CORPORATION (NEW)               929903102   1885183     33102427 SH       DEFINED     1                         33102427
WAL-MART STORES INC                      931142103   2931659     63483300 SH       DEFINED     1                         63483300
WALGREEN CO                              931422109   3089347     67320700 SH       DEFINED     1                         67320700
WARREN RESOURCES INC                     93564A100     45962      3921700 SH       DEFINED     1                          3921700
WASHINGTON MUTUAL INC                    939322103   5672719    124702550 SH       DEFINED     1                        124702550
WASTE MANAGEMENT INC NEW                 94106L109    741467     20165000 SH       DEFINED     1                         20165000
WD-40 COMPANY                            929236107     32290       926000 SH       DEFINED     1                           926000
WEBMETHODS INC                           94768C108     10856      1475000 SH       DEFINED     1                          1475000
WEINGARTEN REALTY INVESTORS (REIT)       948741103    122849      2664250 SH       DEFINED     1                          2664250
WELLPOINT INC                            94973V107   3028374     38484860 SH       DEFINED     1                         38484860
WELLS FARGO & CO (NEW)                   949746101   4888899    137483100 SH       DEFINED     1                        137483100
WESTERN UNION CO                         959802109    338094     15080000 SH       DEFINED     1                         15080000
WEYERHAEUSER CO                          962166104   2479985     35102400 SH       DEFINED     1                         35102400
WHOLE FOODS MARKET                       966837106     91495      1949600 SH       DEFINED     1                          1949600
WILLIAMS COMPANIES INC                   969457100     50542      1935000 SH       DEFINED     1                          1935000
WILLIAMS-SONOMA INC                      969904101    489357     15564800 SH       DEFINED     1                         15564800
WILLIS GROUP HOLDINGS LTD                2764984      303563      7644504 SH       DEFINED     1                          7644504
WINDSTREAM CORPORATION                   97381W104     29405      2067853 SH       DEFINED     1                          2067853
WINN-DIXIE STORES INC                    974280307     28156      2085611 SH       DEFINED     1                          2085611
WINTRUST FINANCIAL CORPORATION           97650W108     21129       440000 SH       DEFINED     1                           440000
WORTHINGTON INDUSTRIES INC               981811102    166795      9412800 SH       DEFINED     1                          9412800
WP STEWART & CO LTD                      2695697        1917       121050 SH       DEFINED     1                           121050
WRIGHT MEDICAL GROUP                     98235T107     83035      3566800 SH       DEFINED     1                          3566800
WRIGLEY WM JR CO                         982526105   1049870     20299100 SH       DEFINED     1                         20299100
WYETH                                    983024100   1576901     30968200 SH       DEFINED     1                         30968200
XCEL ENERGY INC                          98389B100    455112     19736000 SH       DEFINED     1                         19736000
XILINX INC                               983919101   1035090     43472900 SH       DEFINED     1                         43472900
XL CAPITAL LTD CL A                      2283401     1158406     16084500 SH       DEFINED     1                         16084500
XM SATELLITE RADIO HLDGS CL A            983759101    223391     15459555 SH       DEFINED     1                         15459555

YAHOO! INC                               984332106   1304881     51091654 SH       DEFINED     1                         51091654
YAMANA GOLD INC C$                       98462Y100    145791     11090000 SH       DEFINED     1                         11090000
YUM! BRANDS INC                          988498101    671966     11428000 SH       DEFINED     1                         11428000
ZILOG INC                                989524301     11651      2660000 SH       DEFINED     1                          2660000
ZIMMER HOLDINGS INC                      98956P102   1605928     20489000 SH       DEFINED     1                         20489000
ZIONS BANCORP                            989701107    340889      4135000 SH       DEFINED     1                          4135000
ZUMIEZ INC                               989817101     16838       570000 SH       DEFINED     1                           570000
ZYMOGENETICS INC                         98985T109      7785       500000 SH       DEFINED     1                           500000

                                                -----------------                                                                
                                         GRAND  $  566224563                                                                     

*  INVESTMENT DISCRETION IS DISCLAIMED BY THE CAPITAL GROUP COMPANIES, INC FOR ALL PURPOSES OTHER THAN FORM 13F

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Dates Referenced Herein and Documents Incorporated by Reference

		Referenced-On Page
This ‘13F-HR’ Filing	Date	First	Last	Other Filings

Filed as of / Effective on:	2/14/07
Filed on:	2/13/07			SC 13G/A
For Period end:	12/31/06
	12/29/06	1
	11/14/06	1		13F-HR
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Filing Submission 0000732812-07-000033 – Alternative Formats (Word / Rich Text, HTML, Plain Text, et al.)

Capital Research & Management Co. – ‘13F-HR’ for 12/31/06

On: Tuesday, 2/13/07, at 6:07pm ET · As of: 2/14/07 · Effective: 2/14/07 · For: 12/31/06 · Accession #: 732812-7-33 · File #: 28-00157

Previous ‘13F-HR’: ‘13F-HR’ on 11/14/06 for 9/30/06 · Next: ‘13F-HR’ on 5/15/07 for 3/31/07 · Latest: ‘13F-HR’ on 11/14/07 for 9/30/07

Quarterly Holdings and Combination Report by a Money Manager — Form 13FFiling Table of Contents

Dates Referenced Herein and Documents Incorporated by Reference

Quarterly Holdings and Combination Report by a Money Manager — Form 13F
Filing Table of Contents