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Capital Research & Management Co. – ‘13F-HR’ for 3/31/06

On: Friday, 5/12/06, at 5:13pm ET · Effective: 5/12/06 · For: 3/31/06 · Accession #: 732812-6-19 · File #: 28-00157

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

 5/12/06  Capital Research & Management Co. 13F-HR      3/31/06    1:59K                                    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        18±   120K 
                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: March 31, 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: Executive Vice President                                                 
Phone: 213/486-9216                                                             

Signature, Place, and Date of Signing:                                          

Paul G. Haaga, Jr.*   Los Angeles, California      5/13/06                      
--------------------  ---------------------------  ----------                   

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

Signed pursuant to a Power of Attorney dated March 9, 2006                      
included as an Exhibit to Schedule 13G filed with the                           
Securities and Exchange Commission by Capital Research and                      
Management Company on May 10, 2006 with respect to                              
Bristol-Myers Squibb Company.                                                   

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:   820                         

Form 13F Information Table Value Total:   $499016510                  
                         -----------
                           (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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                                                        [Enlarge/Download Table]

13F-HR Last “Page” of 5 TOC 1st Previous Next ↓Bottom Just 5th
CAPITAL RESEARCH AND MANAGEMENT COMPANY             FORM 13F INFORMATION TABLE#                                     MAR 31, 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 
--------------------------------------   --------- --------- --------------------- ---------- --------- -------------------------
                                                                                                                                 
3M COMPANY                               88579Y101 $ 1171242     15474200 SH       DEFINED     1                         15474200
ABBOTT LABORATORIES                      002824100   3366227     79261300 SH       DEFINED     1                         79261300
ABRAXIS BIOSCIENCE INC                   00383E106     83815      2941900 SH       DEFINED     1                          2941900
ACCENTURE LTD CL A                       2763958       36836      1225000 SH       DEFINED     1                          1225000
ACME COMMUNICATIONS INC                  004631107        54        13100 SH       DEFINED     1                            13100
ACTIVISION INC NEW                       004930202     27580      2000000 SH       DEFINED     1                          2000000
ACUITY BRANDS INC                        00508Y102     61420      1535500 SH       DEFINED     1                          1535500
ADAMS RESPIRATORY THERAPEUTICS INC       00635P107     15813       397600 SH       DEFINED     1                           397600
ADEZA BIOMEDICAL CORP                    006864102     26074      1234000 SH       DEFINED     1                          1234000
ADOBE SYSTEMS INC                        00724F101    228946      6556300 SH       DEFINED     1                          6556300
ADVANCED ANALOGIC TECHNOLOGIES INC       00752J108      8382       735247 SH       DEFINED     1                           735247
ADVANCED MEDICAL OPTICS INC              00763M108    175935      3772200 SH       DEFINED     1                          3772200
ADVANCED MICRO DEVICES INC               007903107    416450     12558800 SH       DEFINED     1                         12558800
AES CORP (THE)                           00130H105     52204      3060000 SH       DEFINED     1                          3060000
AETNA INC                                00817Y108   1212077     24665800 SH       DEFINED     1                         24665800
AFFILIATED COMPUTER SVC CL A             008190100    269246      4513000 SH       DEFINED     1                          4513000
AFFYMETRIX INC                           00826T108     65860      2000000 SH       DEFINED     1                          2000000
AFLAC INC                                001055102     99286      2200000 SH       DEFINED     1                          2200000
AGCO CORP                                001084102     58798      2835000 SH       DEFINED     1                          2835000
AGERE SYSTEMS INC                        00845V308    108949      7243929 SH       DEFINED     1                          7243929
AGILENT TECHNOLOGIES INC                 00846U101    324090      8630880 SH       DEFINED     1                          8630880
AIR PRODUCTS & CHEMICALS INC             009158106    531916      7916600 SH       DEFINED     1                          7916600
ALABAMA NATL BANCORP                     010317105     27768       405960 SH       DEFINED     1                           405960
ALBERTO-CULVER CO                        013068101     89566      2025000 SH       DEFINED     1                          2025000
ALBERTSONS INC                           013104104    356556     13890000 SH       DEFINED     1                         13890000
ALCAN INC US$                            013716105    281926      6165000 SH       DEFINED     1                          6165000
ALCOA INC                                013817101   2868624     93868600 SH       DEFINED     1                         93868600
ALCON INC US$                            2852395       41704       400000 SH       DEFINED     1                           400000
ALEXION PHARMACEUTICALS INC              015351109     45196      1276000 SH       DEFINED     1                          1276000
ALLERGAN INC                             018490102    354253      3265000 SH       DEFINED     1                          3265000
ALLIED CAPITAL CORP                      01903Q108    233968      7646020 SH       DEFINED     1                          7646020
ALLIED WASTE IND CV PFD SER D 6.25%      019589704     80899       240000 SH       DEFINED     1                           240000
  3/1/2008                                                                                                                       
ALLIED WASTE INDS                        019589308    354186     28936800 SH       DEFINED     1                         28936800
ALLION HEALTHCARE INC                    019615103     10848       800000 SH       DEFINED     1                           800000
ALLSTATE CORP (THE)                      020002101    588494     11293300 SH       DEFINED     1                         11293300
ALLTEL CORP                              020039103    255293      3942750 SH       DEFINED     1                          3942750
ALTERA CORP                              021441100    944796     45775000 SH       DEFINED     1                         45775000
ALTRIA GROUP INC                         02209S103  11449849    161584100 SH       DEFINED     1                        161584100
AMAZON.COM CV SUB NT REG'D 4.75% 2/01/09 023135AF3     65608    $68610000 PRN      DEFINED     1                        $68610000
AMAZON.COM INC                           023135106    192364      5268800 SH       DEFINED     1                          5268800
AMB PROPERTY CORPORATION                 00163T109    145172      2675000 SH       DEFINED     1                          2675000
AMERADA HESS CORP                        023551104     35828       251600 SH       DEFINED     1                           251600
AMEREN CORPORATION                       023608102    612387     12292000 SH       DEFINED     1                         12292000
AMERICA MOVIL L ADR                      02364W105   1840362     53717500 SH       DEFINED     1                         53717500
AMERICAN AXLE & MANUFACTURING HLDGS INC  024061103     19220      1122000 SH       DEFINED     1                          1122000
AMERICAN ELECTRIC POWER CO INC           025537101    543978     15989954 SH       DEFINED     1                         15989954
AMERICAN EXPRESS CO                      025816109    395229      7521000 SH       DEFINED     1                          7521000
AMERICAN FINANCIAL REALTY TRUST          02607P305     29125      2500000 SH       DEFINED     1                          2500000
AMERICAN INTERNATIONAL GROUP INC         026874107   5483963     82977204 SH       DEFINED     1                         82977204
AMERICAN ITALIAN PASTA CO CL A           027070101      5634       900000 SH       DEFINED     1                           900000
AMERICAN STANDARD CO                     029712106     99962      2332300 SH       DEFINED     1                          2332300

AMERICAN TOWER CV NT 5.0% 2/15/10        029912AF9     89326    $89775000 PRN      DEFINED     1                        $89775000
AMERICANWEST BANCORPORATION              03058P109     10853       410000 SH       DEFINED     1                           410000
AMERIGROUP CORP                          03073T102     51338      2440000 SH       DEFINED     1                          2440000
AMERISOURCEBERGEN CORP                   03073E105    601927     12470000 SH       DEFINED     1                         12470000
AMERISTAR CASINOS INC                    03070Q101     36106      1400000 SH       DEFINED     1                          1400000
AMGEN INC                                031162100   1013117     13926000 SH       DEFINED     1                         13926000
AMKOR TECH CV 5.75% 6/1/06               031652AN0     16341    $16300000 PRN      DEFINED     1                        $16300000
AMSOUTH BANCORPORATION                   032165102     20288       750000 SH       DEFINED     1                           750000
AMYLIN PHARMACEUTICALS INC               032346108    118704      2425000 SH       DEFINED     1                          2425000
ANADARKO PETROLEUM CORP                  032511107    606060      6000000 SH       DEFINED     1                          6000000
ANALOG DEVICES INC                       032654105   1401669     36606666 SH       DEFINED     1                         36606666
ANHEUSER-BUSCH COS INC                   035229103    907823     21225700 SH       DEFINED     1                         21225700
AON CORP                                 037389103    395067      9517400 SH       DEFINED     1                          9517400
APACHE CORP                              037411105    734433     11211000 SH       DEFINED     1                         11211000
APEX SILVER MINES LTD                    2121556       37644      1585000 SH       DEFINED     1                          1585000
APOLLO GROUP INC CL A                    037604105    149128      2840000 SH       DEFINED     1                          2840000
APPLEBEES INTL                           037899101     81015      3300000 SH       DEFINED     1                          3300000
APPLERA CORP - CELERA GENOMICS GROUP     038020202      6182       528800 SH       DEFINED     1                           528800
APPLIED MATERIALS INC                    038222105   3286125    187671300 SH       DEFINED     1                        187671300
APRIA HEALTHCARE GROUP INC               037933108     13200       574400 SH       DEFINED     1                           574400
APTARGROUP INC                           038336103     33979       615000 SH       DEFINED     1                           615000
AQUANTIVE INC                            03839G105     38841      1650000 SH       DEFINED     1                          1650000
ARACRUZ CELULOSE SA PNB ADR SPON (NEW)   038496204    156120      2949000 SH       DEFINED     1                          2949000
ARBITRON INC                             03875Q108     56533      1671580 SH       DEFINED     1                          1671580
ARCH COAL INC                            039380100    296166      3900000 SH       DEFINED     1                          3900000
ARCHSTONE-SMITH TRUST                    039583109    359289      7367000 SH       DEFINED     1                          7367000
ARTHROCARE CORPORATION                   043136100     87128      1822000 SH       DEFINED     1                          1822000
ASHLAND INC NEW                          044209104    194048      2730000 SH       DEFINED     1                          2730000
ASML HOLDING NV NY REG SHS               2242253      429151     21067800 SH       DEFINED     1                         21067800
ASSOCIATED BANC-CORP                     045487105     13592       400000 SH       DEFINED     1                           400000
ASTRAZENECA PLC ADR (NYSE)               046353108   1612647     32105250 SH       DEFINED     1                         32105250
AT&T INC                                 00206R102   8431906    311830845 SH       DEFINED     1                        311830845
ATHEROGENICS INC                         047439104     15994       980000 SH       DEFINED     1                           980000
AU OPTRONICS CORP ADR                    002255107    113763      7630000 SH       DEFINED     1                          7630000
AUTOMATIC DATA PROCESSING INC            053015103   1429556     31295000 SH       DEFINED     1                         31295000
AVERY DENNISON CORP                      053611109    809866     13848600 SH       DEFINED     1                         13848600
AVID TECHNOLOGY INC                      05367P100      1666        38322 SH       DEFINED     1                            38322
AVNET INC                                053807103     73602      2900000 SH       DEFINED     1                          2900000
AVON PRODUCTS INC                        054303102   2200546     70598200 SH       DEFINED     1                         70598200
AXIS CAPITAL HOLDINGS LTD                2677606       93886      3140000 SH       DEFINED     1                          3140000
BAKER HUGHES INC                         057224107   2717717     39732700 SH       DEFINED     1                         39732700
BANCO BRADESCO PN SPON ADR               059460303   1056476     29420100 SH       DEFINED     1                         29420100
BANCO LATINOAMERICANO DE EXPORTACIONES E 2069485       25090      1475000 SH       DEFINED     1                          1475000
BANK OF AMERICA CORP                     060505104   4337346     95242547 SH       DEFINED     1                         95242547
BANK OF NEW YORK CO INC                  064057102   2404985     66731000 SH       DEFINED     1                         66731000
BANK OF NOVA SCOTIA (THE) C$             064149107    569141     14187200 SH       DEFINED     1                         14187200
BANKRATE INC                             06646V108     38007       872529 SH       DEFINED     1                           872529
BANNER CORP                              06652V109      2720        80000 SH       DEFINED     1                            80000
BANRO CORPORATION C$ REG D               066800103     19568      1750000 SH       DEFINED     1                          1750000
BARD C R INC                             067383109     61029       900000 SH       DEFINED     1                           900000
BARRICK GOLD CORP C$                     067901108   2966212    108897744 SH       DEFINED     1                        108897744
BAXTER INTERNATIONAL INC                 071813109    139068      3583313 SH       DEFINED     1                          3583313
BCE INC C$                               05534B109     75807      3145196 SH       DEFINED     1                          3145196
BEA SYSTEMS INC                          073325102      2626       200000 SH       DEFINED     1                           200000
BECTON DICKINSON & CO                    075887109    305498      4961000 SH       DEFINED     1                          4961000
BELLSOUTH CORP                           079860102   6796632    196151000 SH       DEFINED     1                        196151000
BELO CORP CL A                           080555105     74480      3746500 SH       DEFINED     1                          3746500

BEMA GOLD CORP C$                        08135F107     37691      8525000 SH       DEFINED     1                          8525000
BERKSHIRE HATHAWAY INC CL A              084670108   1699484        18810 SH       DEFINED     1                            18810
BERKSHIRE HATHAWAY INC CL B              084670207      3614         1200 SH       DEFINED     1                             1200
BEST BUY CO INC                          086516101   4392436     78534524 SH       DEFINED     1                         78534524
BEVERLY HILLS BANCORP INC                087866109     31145      2938217 SH       DEFINED     1                          2938217
BIG LOTS INC                             089302103    129429      9271400 SH       DEFINED     1                          9271400
BILL BARRETT CORPORATION                 06846N104    124706      3826500 SH       DEFINED     1                          3826500
BIOCRYST PHARMACEUTICALS INC             09058V103      3785       209554 SH       DEFINED     1                           209554
BIOGEN IDEC INC                          09062X103    799299     16970250 SH       DEFINED     1                         16970250
BIOLASE TECHNOLOGY INC                   090911108      1863       195054 SH       DEFINED     1                           195054
BIOMARIN PHARMACEUTICAL INC              09061G101     13420      1000000 SH       DEFINED     1                          1000000
BJ SERVICES                              055482103    314860      9100000 SH       DEFINED     1                          9100000
BJ'S WHOLESALE CLUB INC                  05548J106     29872       948000 SH       DEFINED     1                           948000
BLOCK H & R INC                          093671105     70363      3250000 SH       DEFINED     1                          3250000
BLUE NILE                                09578R103     37469      1064775 SH       DEFINED     1                          1064775
BLYTH INC                                09643P108     31215      1485000 SH       DEFINED     1                          1485000
BOB EVANS FARMS INC                      096761101     19312       650000 SH       DEFINED     1                           650000
BOEING CO                                097023105   3071221     39410000 SH       DEFINED     1                         39410000
BOSTON PROPERTIES INC                    101121101    359479      3855000 SH       DEFINED     1                          3855000
BOWATER INC                              102183100     87113      2945000 SH       DEFINED     1                          2945000
BRANDYWINE REALTY TRUST                  105368203     79400      2500000 SH       DEFINED     1                          2500000
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BRIGHT HORIZONS FAMILY SOLUTIONS         109195107     26375       681000 SH       DEFINED     1                           681000
BRINKER INTL INC                         109641100    343281      8125000 SH       DEFINED     1                          8125000
BRISTOL-MYERS SQUIBB CO                  110122108   4802080    195127200 SH       DEFINED     1                        195127200
BROOKDALE SENIOR LIVING INC              112463104     37750      1000000 SH       DEFINED     1                          1000000
BROOKFIELD ASSET MANAGEMENT INC CL A LTD 112585104     77961      1415500 SH       DEFINED     1                          1415500
  VTG C$                                                                                                                         
BROOKS AUTOMATION INC                    114340102     45924      3225000 SH       DEFINED     1                          3225000
BUILD A BEAR WORKSHOP INC                120076104      6896       225000 SH       DEFINED     1                           225000
BUNGE LIMITED                            2788713      802837     14411000 SH       DEFINED     1                         14411000
BURLINGTON NORTHERN SANTA FE CORP        12189T104    902047     10825000 SH       DEFINED     1                         10825000
BURLINGTON RESOURCES INC                 122014103   2841067     30911400 SH       DEFINED     1                         30911400
CADENCE DESIGN SYSTEMS INC               127387108     82018      4435800 SH       DEFINED     1                          4435800
CALLWAVE INC                             13126N101      1223       274275 SH       DEFINED     1                           274275
CAMDEN PROPERTY TRUST                    133131102     71041       986000 SH       DEFINED     1                           986000
CAMECO CORP C$                           13321L108    696767     19360300 SH       DEFINED     1                         19360300
CANADIAN NATURAL RESOURCES LTD C$        136385101   2443484     43941300 SH       DEFINED     1                         43941300
CAPITAL LEASE FUNDING INC                140288101     11090      1000000 SH       DEFINED     1                          1000000
CAPITAL ONE FINANCIAL CORP               14040H105    920038     11426200 SH       DEFINED     1                         11426200
CAPITALSOURCE INC                        14055X102    270679     10879395 SH       DEFINED     1                         10879395
CAPITALSOURCE INC CV DEB 3.5% 07/15/2034 14055XAD4     33454    $33000000 PRN      DEFINED     1                        $33000000
CARBO CERAMICS INC                       140781105     63950      1123700 SH       DEFINED     1                          1123700
CARDINAL HEALTH INC                      14149Y108   2430120     32610300 SH       DEFINED     1                         32610300
CAREMARK RX INC                          141705103    114216      2322400 SH       DEFINED     1                          2322400
CARMAX INC                               143130102    254398      7784500 SH       DEFINED     1                          7784500
CARNIVAL CORP COMMON PAIRED STOCK        143658300   3477858     73419000 SH       DEFINED     1                         73419000
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CENTENNIAL BANK HOLDINGS INC PP 144      151345303     31590      2700000 SH       DEFINED     1                          2700000
CENTRAL EUROPEAN MEDIA ENTERPRISES CL A  2529848      102539      1494517 SH       DEFINED     1                          1494517
CENTURYTEL INC                           156700106    105233      2690000 SH       DEFINED     1                          2690000
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CERIDIAN CORP NEW                        156779100    270475     10627700 SH       DEFINED     1                         10627700
CHEVRON CORP                             166764100   6388670    110206483 SH       DEFINED     1                        110206483
CHICAGO BRIDGE & IRON NY SHARE           167250109      2760       115000 SH       DEFINED     1                           115000
CHILDRENS PLACE RETAIL STORE INC         168905107     40530       700000 SH       DEFINED     1                           700000
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CHIPOTLE MEXICAN GRILL INC CL A          169656105      4154        75000 SH       DEFINED     1                            75000
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CHUBB CORP                               171232101    491012      5144720 SH       DEFINED     1                          5144720
CHUNGHWA TELECOM ADR                     17133Q205    863363     44071600 SH       DEFINED     1                         44071600
CHURCH & DWIGHT INC                      171340102     90690      2456400 SH       DEFINED     1                          2456400
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CISCO SYSTEMS INC                        17275R102   5377129    248137000 SH       DEFINED     1                        248137000
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CKE RESTAURANTS INC                      12561E105     34800      2000000 SH       DEFINED     1                          2000000
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CNET NETWORKS INC                        12613R104    254501     17910000 SH       DEFINED     1                         17910000
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COCA-COLA CO                             191216100   3398379     81165000 SH       DEFINED     1                         81165000
COEUR D ALENE MINES CORP                 192108108     40672      6200000 SH       DEFINED     1                          6200000
COLONIAL PROPERTIES TRUST                195872106     12242       244200 SH       DEFINED     1                           244200
COLT TELECOM GROUP SPON ADR              196877104       188        38400 SH       DEFINED     1                            38400
COMCAST CORP CL A (NEW)                  20030N101    813119     31082515 SH       DEFINED     1                         31082515
COMCAST CORP CL A SPECIAL N/V (NEW)      20030N200    388927     14890000 SH       DEFINED     1                         14890000
COMERICA INC                             200340107     40579       700000 SH       DEFINED     1                           700000
COMMERCE BANCORP INC NJ                  200519106    510058     13917000 SH       DEFINED     1                         13917000
COMPANHIA DE BEBIDAS AMBEV ON ADR        20441W104     41208      1098000 SH       DEFINED     1                          1098000
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COMPASS BANCSHARES INC                   20449H109     25305       500000 SH       DEFINED     1                           500000
COMPASS MINERALS INTERNATIONAL           20451N101     13752       550300 SH       DEFINED     1                           550300
CONAGRA FOODS INC                        205887102    860980     40120200 SH       DEFINED     1                         40120200
CONEXANT SYSTEMS CV NT 4% 2/1/2007       207142AF7     33853    $34500000 PRN      DEFINED     1                        $34500000
CONMED CORP                              207410101     13405       700000 SH       DEFINED     1                           700000
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CONOCOPHILLIPS                           20825C104   3105040     49169278 SH       DEFINED     1                         49169278
CONSOL ENERGY INC 144 PIPES              20854P109    691594      9325700 SH       DEFINED     1                          9325700
CONSOLIDATED EDISON INC                  209115104    299933      6895000 SH       DEFINED     1                          6895000
CONSTELLATION BRANDS INC CL A            21036P108    275650     11004000 SH       DEFINED     1                         11004000
CONSTELLATION ENERGY GROUP INC           210371100     82065      1500000 SH       DEFINED     1                          1500000
COOPER INDUSTRIES LTD CL A               2949435      399740      4600000 SH       DEFINED     1                          4600000
COPA HOLDINGS SA CL A                    B0TNJH9       16566       725000 SH       DEFINED     1                           725000
CORE LABORATORIES                        2182531       56951      1197700 SH       DEFINED     1                          1197700
CORNING INC                              219350105   2333461     86713513 SH       DEFINED     1                         86713513
CORRECTIONS CORP OF AMERICA NEW          22025Y407     97180      2150000 SH       DEFINED     1                          2150000
COSTAR GROUP INC                         22160N109     15567       300000 SH       DEFINED     1                           300000
COSTCO WHOLESALE CORP                    22160K105    125516      2317500 SH       DEFINED     1                          2317500
CPFL ENERGIA SA ADR                      126153105     81228      1934000 SH       DEFINED     1                          1934000
CREE INC                                 225447101     31102       947936 SH       DEFINED     1                           947936
CRESCENT REAL ESTATE CV PFD SER A 6.75%  225756204      3628       168100 SH       DEFINED     1                           168100
  PERPETUAL                                                                                                                      
CRESCENT REAL ESTATE EQUITIES CO         225756105    127368      6045000 SH       DEFINED     1                          6045000

CUBIST PHARMACEUTICALS INC               229678107     11485       500000 SH       DEFINED     1                           500000
CULLEN/FROST BANKERS                     229899109    107500      2000000 SH       DEFINED     1                          2000000
CUMMINS INC                              231021106    178670      1700000 SH       DEFINED     1                          1700000
CURTISS-WRIGHT CORP                      231561101      8891       134300 SH       DEFINED     1                           134300
CV THERAPEUTICS INC                      126667104     19585       887000 SH       DEFINED     1                           887000
CVS CORP                                 126650100    500323     16750000 SH       DEFINED     1                         16750000
CYMER INC                                232572107    123142      2710000 SH       DEFINED     1                          2710000
CYPRESS SEMICONDUCTOR CORP               232806109     33900      2000000 SH       DEFINED     1                          2000000
CYTOKINETICS INC                         23282W100      6222       853500 SH       DEFINED     1                           853500
DAVITA INC                               23918K108    120420      2000000 SH       DEFINED     1                          2000000
DEAN FOODS COMPANY                       242370104     89309      2300000 SH       DEFINED     1                          2300000
DEERE & CO                               244199105   1680034     21252800 SH       DEFINED     1                         21252800
DELL INC                                 24702R101    626359     21047000 SH       DEFINED     1                         21047000
DELTA & PINE LAND CO                     247357106     24128       800000 SH       DEFINED     1                           800000
DELTA PETROLEUM CORP                     247907207     87748      4174500 SH       DEFINED     1                          4174500
DELUXE CORPORATION                       248019101     57574      2200000 SH       DEFINED     1                          2200000
DENBURY RESOURCES INC                    247916208     89943      2840000 SH       DEFINED     1                          2840000
DENNY'S CORP                             24869P104     27132      5700000 SH       DEFINED     1                          5700000
DEVELOPERS DIV RLTY                      251591103    429240      7840000 SH       DEFINED     1                          7840000
DEVON ENERGY CORP                        25179M103   1904771     31138972 SH       DEFINED     1                         31138972
DIAGEO PLC ADR                           25243Q205       964        15200 SH       DEFINED     1                            15200
DIAMOND FOODS INC                        252603105      4121       240000 SH       DEFINED     1                           240000
DIAMOND OFFSHORE DRILLING INC            25271C102    666775      7450000 SH       DEFINED     1                          7450000
DIEBOLD INC                              253651103     57540      1400000 SH       DEFINED     1                          1400000
DISCOVERY HOLDING CO CL A                25468Y107    352818     23521180 SH       DEFINED     1                         23521180
DISCOVERY LABORATORIES INC               254668106      8796      1200000 SH       DEFINED     1                          1200000
DISNEY WALT CO (THE)-DISNEY COMMON       254687106   1152136     41310000 SH       DEFINED     1                         41310000
DOBSON COMM CL A 144                     256069105     56258      7014738 SH       DEFINED     1                          7014738
DOLLAR GENERAL CORP                      256669102    308695     17470000 SH       DEFINED     1                         17470000
DOMINION RESOURCES INC NEW               25746U109   2163070     31335211 SH       DEFINED     1                         31335211
DONNELLEY R R & SONS CO                  257867101    643678     19672300 SH       DEFINED     1                         19672300
DOVER CORP                               260003108     97120      2000000 SH       DEFINED     1                          2000000
DOW CHEMICAL CO                          260543103   2362881     58199050 SH       DEFINED     1                         58199050
DREAMWORKS ANIMATION SKG INC CL A        26153C103     68373      2585000 SH       DEFINED     1                          2585000
DTE ENERGY CO                            233331107    386708      9646000 SH       DEFINED     1                          9646000
DUPONT EI DE NEMOURS & CO                263534109   1838482     43555600 SH       DEFINED     1                         43555600
EAST WEST BANCORP INC                    27579R104     12529       325000 SH       DEFINED     1                           325000
EASTMAN CHEMICAL CO                      277432100    102360      2000000 SH       DEFINED     1                          2000000
EATON CORP                               278058102     87564      1200000 SH       DEFINED     1                          1200000
EBAY INC                                 278642103    691426     17701631 SH       DEFINED     1                         17701631
ECHELON CORP                             27874N105     18880      2000000 SH       DEFINED     1                          2000000
EDISON INTERNATIONAL                     281020107    226490      5500000 SH       DEFINED     1                          5500000
ELAN CORP PLC ADR                        284131208     48663      3370000 SH       DEFINED     1                          3370000
ELECTRONIC ARTS                          285512109     32832       600000 SH       DEFINED     1                           600000
ELECTRONIC DATA SYSTEMS CORP             285661104    249519      9300000 SH       DEFINED     1                          9300000
EMC CORPORATION                          268648102    340995     25018000 SH       DEFINED     1                         25018000
EMERSON ELECTRIC CO                      291011104   1353552     16185000 SH       DEFINED     1                         16185000
EMMIS COMMUNICATIONS CORP CL A           291525103      3216       201000 SH       DEFINED     1                           201000
ENBRIDGE INC C$                          29250N105    204932      7118343 SH       DEFINED     1                          7118343
ENCANA CORP C$                           292505104     93394      2000000 SH       DEFINED     1                          2000000
ENCORE ACQUISITION CO                    29255W100     23576       760500 SH       DEFINED     1                           760500
ENDO PHARMACEUTICALS HLDGS               29264F205     82025      2500000 SH       DEFINED     1                          2500000
ENERGY EAST CORP                         29266M109     68769      2830000 SH       DEFINED     1                          2830000
ENERSYS INC                              29275Y102     16560      1200000 SH       DEFINED     1                          1200000
ENSCO INTL INC                           26874Q100    142774      2775000 SH       DEFINED     1                          2775000
ENTERGY CORP NEW                         29364G103    528204      7661792 SH       DEFINED     1                          7661792
EOG RESOURCES INC                        26875P101   1631095     22654100 SH       DEFINED     1                         22654100

EQUITABLE RESOURCES INC                  294549100    303033      8300000 SH       DEFINED     1                          8300000
EQUITY OFFICE CV PFD SER B 5.25%         294741509     21398       420400 SH       DEFINED     1                           420400
  02/15/08                                                                                                                       
EQUITY OFFICE PROPERTIES TRUST           294741103    358467     10675000 SH       DEFINED     1                         10675000
EQUITY RESIDENTIAL SH BEN INT            29476L107    738730     15788200 SH       DEFINED     1                         15788200
EUROBANCSHARES INC                       298716101      8609       730192 SH       DEFINED     1                           730192
EXELON CORPORATION                       30161N101   2488622     47043900 SH       DEFINED     1                         47043900
EXPEDIA INC                              30212P105    761628     37574130 SH       DEFINED     1                         37574130
EXPRESS SCRIPTS                          302182100    713651      8118900 SH       DEFINED     1                          8118900
EXTENDICARE INC CL A S/V C$              30224T871     29677      1400000 SH       DEFINED     1                          1400000
EXXON MOBIL CORP                         30231G102   4212979     69224100 SH       DEFINED     1                         69224100
FAIRCHILD SEMICOND CV NT 5.0% 11-01-08   303727AJ0     20197    $20350000 PRN      DEFINED     1                        $20350000
FAIRCHILD SEMICONDUCTOR INTERNATIONAL    303726103     67813      3556000 SH       DEFINED     1                          3556000
FAIRFAX FINANCIAL HLDGS LTD S/V C$       303901102     65021       611000 SH       DEFINED     1                           611000
FAIRMONT HOTELS & RESORTS US$            305204109     16763       375000 SH       DEFINED     1                           375000
FALCONBRIDGE LTD NEW C$                  306104100    122565      3500000 SH       DEFINED     1                          3500000
FEDERAL AGRICULTURAL MORTGAGE CORP CL C  313148306     18535       630000 SH       DEFINED     1                           630000
FEDERAL HOME LOAN MORTGAGE CORP          313400301   3795420     62220000 SH       DEFINED     1                         62220000
FEDERAL NATIONAL MORTGAGE ASSOCIATION    313586109   7502334    145959800 SH       DEFINED     1                        145959800
FEDERAL SIGNAL CORP                      313855108     33163      1792600 SH       DEFINED     1                          1792600
FEDERATED DEPARTMENT STORES INC          31410H101    211828      2901750 SH       DEFINED     1                          2901750
FEDEX CORP                               31428X106    371573      3290000 SH       DEFINED     1                          3290000
FIDELITY NATL FINL                       316326107     67507      1900000 SH       DEFINED     1                          1900000
FIFTH THIRD BANCORP                      316773100    460512     11700000 SH       DEFINED     1                         11700000
FIRST BANCORP PUERTO RICO                318672102      2039       165000 SH       DEFINED     1                           165000
FIRST DATA CORP                          319963104   1540103     32894125 SH       DEFINED     1                         32894125
FIRST HORIZON NATIONAL CORP              320517105     31238       750000 SH       DEFINED     1                           750000
FIRST MIDWEST BANCRP                     320867104     10041       274574 SH       DEFINED     1                           274574
FIRST NIAGARA FINANCIAL GRP INC          33582V108     63771      4350000 SH       DEFINED     1                          4350000
FIRST REGIONAL BANCORP                   33615C101     20474       229714 SH       DEFINED     1                           229714
FIRSTENERGY CORP                         337932107   1054446     21563316 SH       DEFINED     1                         21563316
FIRSTMERIT CORP                          337915102     60281      2444493 SH       DEFINED     1                          2444493
FISERV INC                               337738108     63825      1500000 SH       DEFINED     1                          1500000
FLEXTRONICS INTERNATIONAL LTD            2353058      402770     38915000 SH       DEFINED     1                         38915000
FLUOR CORP (NEW)                         343412102    166152      1936500 SH       DEFINED     1                          1936500
FMC TECHNOLOGIES INC                     30249U101    236805      4623300 SH       DEFINED     1                          4623300
FOMENTO ECONOMICO MEXICANO SPON ADR      344419106    323936      3534100 SH       DEFINED     1                          3534100
FORD CAP TRUST II CV PFD 6.50% 01/15/32  345395206    210648      7009930 SH       DEFINED     1                          7009930
FORD MOTOR CO                            345370860    374650     47066600 SH       DEFINED     1                         47066600
FOREST LABS INC                          345838106   1241765     27823550 SH       DEFINED     1                         27823550
FORMFACTOR INC                           346375108     16711       425000 SH       DEFINED     1                           425000
FOSSIL INC                               349882100    120398      6480000 SH       DEFINED     1                          6480000
FOXHOLLOW TECHNOLOGIES INC               35166A103     97613      3195200 SH       DEFINED     1                          3195200
FPL GROUP INC                            302571104    867345     21608000 SH       DEFINED     1                         21608000
FREEPORT-MCMORAN COPPER & GOLD CL B      35671D857   1034051     17300500 SH       DEFINED     1                         17300500
FRESH DEL MONTE PRODUCE INC              2118707       23265      1100000 SH       DEFINED     1                          1100000
FULTON FINL CORP                         360271100     75066      4364271 SH       DEFINED     1                          4364271
FURNITURE BRANDS                         360921100     33089      1350000 SH       DEFINED     1                          1350000
G&K SERVICES INC CL A                    361268105     26077       613009 SH       DEFINED     1                           613009
GALLAGHER ARTHUR J                       363576109    349652     12572900 SH       DEFINED     1                         12572900
GAMMON LAKE RESOURCES INC C$             364915108     22406      1250000 SH       DEFINED     1                          1250000
GANNETT CO INC                           364730101    375099      6260000 SH       DEFINED     1                          6260000
GAP INC                                  364760108    435850     23332445 SH       DEFINED     1                         23332445
GARMIN LTD                               2695620      698285      8791200 SH       DEFINED     1                          8791200
GATEWAY INC                              367626108     10950      5000000 SH       DEFINED     1                          5000000
GENENTECH INC                            368710406    929610     11000000 SH       DEFINED     1                         11000000
GENERAL DYNAMICS CORP                    369550108   1952222     30513000 SH       DEFINED     1                         30513000

GENERAL ELECTRIC CO (USD)                369604103  10346735    297490955 SH       DEFINED     1                        297490955
GENERAL GROWTH PROPERTIES INC            370021107     68418      1400000 SH       DEFINED     1                          1400000
GENERAL MILLS INC                        370334104   1710181     33744700 SH       DEFINED     1                         33744700
GENERAL MOTORS CORP                      370442105   1704012     80113400 SH       DEFINED     1                         80113400
GENERAL MOTORS CV SR DEB SER B 5.25%     370442733     90408      5567000 SH       DEFINED     1                          5567000
  03/06/32                                                                                                                       
GENTEX CORP                              371901109    269408     15430000 SH       DEFINED     1                         15430000
GENUINE PARTS CO                         372460105    314261      7170000 SH       DEFINED     1                          7170000
GENWORTH FINANCIAL INC A                 37247D106    469718     14050800 SH       DEFINED     1                         14050800
GETTY IMAGES INC                         374276103    168480      2250000 SH       DEFINED     1                          2250000
GILEAD SCIENCES INC                      375558103    354654      5700000 SH       DEFINED     1                          5700000
GOLDCORP INC C$                          380956409     45161      1542500 SH       DEFINED     1                          1542500
GOLDEN STAR RESOURCES LTD C$             38119T104     48990     15495000 SH       DEFINED     1                         15495000
GOLDEN WEST FINANCIAL CORP               381317106    529444      7797400 SH       DEFINED     1                          7797400
GOOGLE INC CL A                          38259P508   7234617     18550300 SH       DEFINED     1                         18550300
GREATBATCH INC                           39153L106     30578      1395600 SH       DEFINED     1                          1395600
GRUPO AEROPORTUARIO DEL PACIFICO SA ADR  400506101     23713       742200 SH       DEFINED     1                           742200
GRUPO TELEVISA ADR SPON CPO              40049J206    422811     21246800 SH       DEFINED     1                         21246800
GSI COMMERCE INC                         36238G102     59406      3494491 SH       DEFINED     1                          3494491
GUIDANT CORPORATION                      401698105   1170111     14989892 SH       DEFINED     1                         14989892
HAEMONETICS CORP                         405024100     17770       350000 SH       DEFINED     1                           350000
HALLIBURTON CO                           406216101   2600607     35615000 SH       DEFINED     1                         35615000
HARLEY-DAVIDSON INC                      412822108    928751     17901900 SH       DEFINED     1                         17901900
HARRAHS ENTERTAINMENT INC                413619107   1237251     15870336 SH       DEFINED     1                         15870336
HARTFORD FINANCIAL SERVICES GROUP INC    416515104    342338      4250000 SH       DEFINED     1                          4250000
HARVEST NATURAL RESOURCES INC            41754V103     10288      1058400 SH       DEFINED     1                          1058400
HCA INC                                  404119109    228950      5000000 SH       DEFINED     1                          5000000
HEALTH CARE PPTY INV                     421915109    173589      6112300 SH       DEFINED     1                          6112300
HEALTHSPRING INC                         42224N101     11166       600000 SH       DEFINED     1                           600000
HEALTHWAYS INC                           422245100      7641       150000 SH       DEFINED     1                           150000
HEARTLAND FINANCIAL USA INC              42234Q102      1856        78648 SH       DEFINED     1                            78648
HECLA MINING CO                          422704106     37286      5640800 SH       DEFINED     1                          5640800
HEINZ H J CO                             423074103   1551686     40920000 SH       DEFINED     1                         40920000
HERITAGE FINANCIAL CORP                  42722X106       870        30000 SH       DEFINED     1                            30000
HEWLETT-PACKARD CO                       428236103   3026965     92005000 SH       DEFINED     1                         92005000
HITTITE MICROWAVE CORP                   43365Y104     42593      1263500 SH       DEFINED     1                          1263500
HOLOGIC INC                              436440101     39190       708034 SH       DEFINED     1                           708034
HOME DEPOT INC                           437076102    529596     12520000 SH       DEFINED     1                         12520000
HOME FEDERAL BANCORP INC                 43709A101       543        39742 SH       DEFINED     1                            39742
HORIZON HEALTH CORP                      44041Y104     12134       612831 SH       DEFINED     1                           612831
HOSPITALITY PROPERTIES TRUST             44106M102    172178      3942700 SH       DEFINED     1                          3942700
HSBC HOLDINGS PLC ADR SPON NEW           404280406   1102766     13162638 SH       DEFINED     1                         13162638
HUBBELL INC CL B                         443510201    264661      5163100 SH       DEFINED     1                          5163100
HUDSON CITY BANCORP INC                  443683107     33225      2500000 SH       DEFINED     1                          2500000
HUDSON HIGHLAND GROUP                    443792106     46195      2439000 SH       DEFINED     1                          2439000
HUMAN GENOME SCIENCES INC                444903108     15490      1425000 SH       DEFINED     1                          1425000
HUNTINGTON BANCSHARES INC                446150104     60325      2500000 SH       DEFINED     1                          2500000
HYDRIL                                   448774109     24749       317500 SH       DEFINED     1                           317500
HYTHIAM INC                              44919F104     17718      1928000 SH       DEFINED     1                          1928000
I-FLOW CORP                              449520303     11988       900000 SH       DEFINED     1                           900000
IAC INTERACTIVECORP                      44919P300    986704     33481630 SH       DEFINED     1                         33481630
ICICI BANK LTD SPON ADR                  45104G104     42912      1550300 SH       DEFINED     1                          1550300
ICOS CORP                                449295104     67253      3050000 SH       DEFINED     1                          3050000
IDENIX PHARMACEUTICALS INC               45166R204     28497      2100000 SH       DEFINED     1                          2100000
IDEXX LABORATORIES INC                   45168D104    221945      2570000 SH       DEFINED     1                          2570000
ILLINOIS TOOL WORKS INC                  452308109   1767568     18352900 SH       DEFINED     1                         18352900
IMCLONE SYSTEMS INC                      45245W109      8505       250000 SH       DEFINED     1                           250000

IMMUCOR INC                              452526106      8607       300000 SH       DEFINED     1                           300000
IMPERIAL OIL LTD US$                     453038408    474984      4413095 SH       DEFINED     1                          4413095
INCO LTD C$                              453258402    332382      6662300 SH       DEFINED     1                          6662300
INCO LTD LYONS CV (OPT) NT 0% 03-29-21   453258AM7     34515    $26000000 PRN      DEFINED     1                        $26000000
INDYMAC BANCORP INC                      456607100     40930      1000000 SH       DEFINED     1                          1000000
INFOSPACE INC                            45678T201     12578       450000 SH       DEFINED     1                           450000
INGERSOLL-RAND CO LTD CL A               2831167      195995      4690000 SH       DEFINED     1                          4690000
INTEGRA LIFESCIENCES HOLDING             457985208      9621       234764 SH       DEFINED     1                           234764
INTEGRATED DEVICE TECHNOLOGY INC         458118106    157188     10577942 SH       DEFINED     1                         10577942
INTEL CORP                               458140100   1541363     79657000 SH       DEFINED     1                         79657000
INTERNATIONAL BUSINESS MACHINES CORP     459200101   4839752     58685000 SH       DEFINED     1                         58685000
INTERNATIONAL GAME TECHNOLOGY            459902102    545452     15487000 SH       DEFINED     1                         15487000
INTERNATIONAL PAPER CO                   460146103   1622804     46942555 SH       DEFINED     1                         46942555
INTERNET CAPITAL GROUP INC               46059C205      6594       700000 SH       DEFINED     1                           700000
INTERPUBLIC GROUP                        460690100      9744      1019257 SH       DEFINED     1                          1019257
INTERSIL CORPORATION CL A                46069S109    362441     12532548 SH       DEFINED     1                         12532548
INTL RECTIFIER CV SUB NT 4.25% 07-15-07  460254AE5     50895    $52000000 PRN      DEFINED     1                        $52000000
INTUIT                                   461202103    485395      9125680 SH       DEFINED     1                          9125680
INTUITIVE SURGICAL INC                   46120E602    170829      1447700 SH       DEFINED     1                          1447700
IRON MOUNTAIN INC NEW                    462846106    203700      5000000 SH       DEFINED     1                          5000000
ISTAR FINANCIAL INC                      45031U101    547615     14305500 SH       DEFINED     1                         14305500
IVANHOE MINES LTD C$                     46579N103    217614     22880800 SH       DEFINED     1                         22880800
JABIL CIRCUIT INC                        466313103    159739      3727000 SH       DEFINED     1                          3727000
JACOBS ENGR GROUP                        469814107     95709      1103400 SH       DEFINED     1                          1103400
JEFFERSON-PILOT CORP                     475070108    388787      6625000 SH       DEFINED     1                          6625000
JETBLUE AIRWAYS CORP                     477143101    179866     16778500 SH       DEFINED     1                         16778500
JOHNSON & JOHNSON                        478160104   1197843     20227000 SH       DEFINED     1                         20227000
JOHNSON CONTROLS INC                     478366107    921745     12139400 SH       DEFINED     1                         12139400
JONES APPAREL GROUP                      480074103     44213      1250000 SH       DEFINED     1                          1250000
JOURNAL COMMUNICATIONS INC A             481130102     14923      1203500 SH       DEFINED     1                          1203500
JPMORGAN CHASE & CO                      46625H100   4898599    117641660 SH       DEFINED     1                        117641660
K&F INDUSTRIES HOLDINGS INC              482241106     29880      1800000 SH       DEFINED     1                          1800000
KELLOGG CO                               487836108    317088      7200000 SH       DEFINED     1                          7200000
KELLY SERVICES CL A                      488152208     21736       800000 SH       DEFINED     1                           800000
KERYX BIOPHARMACEUTICALS INC             492515101     38220      2000000 SH       DEFINED     1                          2000000
KEYCORP NEW                              493267108     68448      1860000 SH       DEFINED     1                          1860000
KEYSPAN CORP                             49337W100    145089      3550000 SH       DEFINED     1                          3550000
KIMBERLY-CLARK CORP                      494368103   1063231     18395000 SH       DEFINED     1                         18395000
KIMCO REALTY CORP                        49446R109    371043      9130000 SH       DEFINED     1                          9130000
KINDER MORGAN INC                        49455P101    265492      2886100 SH       DEFINED     1                          2886100
KINETIC CONCEPTS INC                     49460W208    201527      4895000 SH       DEFINED     1                          4895000
KLA-TENCOR CORP                          482480100    965208     19958818 SH       DEFINED     1                         19958818
KNOT INC (THE) 144 PIPES                 499184109     29769      1644720 SH       DEFINED     1                          1644720
KOHLS CORP                               500255104   1308843     24690500 SH       DEFINED     1                         24690500
KOPPERS HOLDINGS INC                     50060P106      7223       367600 SH       DEFINED     1                           367600
KRAFT FOODS INC CL A                     50075N104    286581      9455000 SH       DEFINED     1                          9455000
KT CORPORATION ADR                       48268K101    264075     12397880 SH       DEFINED     1                         12397880
KYPHON INC                               501577100    163397      4392400 SH       DEFINED     1                          4392400
LA-Z-BOY INC                             505336107     22100      1300000 SH       DEFINED     1                          1300000
LAM RESEARCH                             512807108    165550      3850000 SH       DEFINED     1                          3850000
LAS VEGAS SANDS CORP                     517834107    329591      5817000 SH       DEFINED     1                          5817000
LAUREATE EDUCATION INC                   518613104     64419      1206800 SH       DEFINED     1                          1206800
LAWSON SOFTWARE INC NEW                  52078P102     15340      2000000 SH       DEFINED     1                          2000000
LEGGETT & PLATT INC                      524660107    336184     13795000 SH       DEFINED     1                         13795000
LENNAR CORP CL A                         526057104     90570      1500000 SH       DEFINED     1                          1500000
LEVITT CORP CL A                         52742P108     11020       500000 SH       DEFINED     1                           500000
LEXMARK INTERNATIONAL INC CL A           529771107    124795      2750000 SH       DEFINED     1                          2750000

LG PHILIPS LCD CO LTD ADR                50186V102    247430     10900000 SH       DEFINED     1                         10900000
LIBERTY GLOBAL INC CL A                  530555101    155745      7608444 SH       DEFINED     1                          7608444
LIBERTY GLOBAL INC CL C                  530555309    152277      7710206 SH       DEFINED     1                          7710206
LIBERTY MEDIA CORP CL A                  530718105   1142619    139174000 SH       DEFINED     1                        139174000
LIBERTY MEDIA CV NT 4.0% 11/15/29 (S)    530715AG6     22140    $36000000 PRN      DEFINED     1                        $36000000
LIBERTY MEDIA CV SR NT (CBS/VIA) 3.25%   530715AR2     18813    $25000000 PRN      DEFINED     1                        $25000000
  03/15/31                                                                                                                       
LIBERTY MEDIA CV SR NT (MOT) 3.50%       530715AN1     25375    $25000000 PRN      DEFINED     1                        $25000000
  01-15-31                                                                                                                       
LIFE TIME FITNESS                        53217R207     71399      1524000 SH       DEFINED     1                          1524000
LIFEPOINT HOSPITALS INC                  53219L109     17105       550000 SH       DEFINED     1                           550000
LILLY ELI & CO                           532457108   4740836     85729400 SH       DEFINED     1                         85729400
LIMITED BRANDS INC                       532716107   1946495     79578697 SH       DEFINED     1                         79578697
LINCARE HOLDINGS INC                     532791100    194800      5000000 SH       DEFINED     1                          5000000
LINCOLN ELECTRIC HLDGS                   533900106     61009      1130000 SH       DEFINED     1                          1130000
LINCOLN NATIONAL CORP                    534187109    565520     10359400 SH       DEFINED     1                         10359400
LINEAR TECHNOLOGY CORP                   535678106   1624167     46298936 SH       DEFINED     1                         46298936
LIONS GATE ENTERTAINMENT CORP C$         535919203    100308      9869206 SH       DEFINED     1                          9869206
LITTELFUSE INC                           537008104     32424       950000 SH       DEFINED     1                           950000
LKQ CORP                                 501889208      1915        92000 SH       DEFINED     1                            92000
LOCKHEED MARTIN CORP                     539830109   1268660     16886200 SH       DEFINED     1                         16886200
LOWES COMPANIES INC                      548661107   7952631    123411400 SH       DEFINED     1                        123411400
LSI LOGIC CORP CV NT 4.0% 11/01/06       502161AG7      5963     $6000000 PRN      DEFINED     1                         $6000000
LUCENT TECHNOLOGIES CV SUB DEB 8.00%     549463AK3    128242   $126503000 PRN      DEFINED     1                       $126503000
  08-01-31/08-02-06                                                                                                              
LYONDELL CHEMICAL CO                     552078107    167359      8410000 SH       DEFINED     1                          8410000
M&T BANK CORP                            55261F104    109487       959230 SH       DEFINED     1                           959230
MACQUARIE INFRASTRUCTURE COMPANY TRUST   55607X108     18151       558500 SH       DEFINED     1                           558500
MAGNA INTERNATIONAL INC CL A US$         559222401    641125      8470400 SH       DEFINED     1                          8470400
MAGYAR TELEKOM TELECOMMUNICATIONS ADR    559776109     16016       735000 SH       DEFINED     1                           735000
MANHATTAN ASSOCIATES INC                 562750109     42900      1950000 SH       DEFINED     1                          1950000
MANPOWER INC                             56418H100    308772      5400000 SH       DEFINED     1                          5400000
MANULIFE FINANCIAL CORP C$               56501R106     81601      1300000 SH       DEFINED     1                          1300000
MARATHON OIL CORP                        565849106   3243518     42582612 SH       DEFINED     1                         42582612
MARCHEX INC CL B                         56624R108     59125      2750000 SH       DEFINED     1                          2750000
MARSH & MCLENNAN COMPANIES INC           571748102   1523957     51905900 SH       DEFINED     1                         51905900
MARSHALL & ILSLEY                        571834100    300266      6890000 SH       DEFINED     1                          6890000
MARTEK BIOSCIENCES                       572901106    129925      3957500 SH       DEFINED     1                          3957500
MASSEY ENERGY COMPANY                    576206106     72562      2011700 SH       DEFINED     1                          2011700
MATTEL INC                               577081102    166796      9200000 SH       DEFINED     1                          9200000
MAXIM INTEGRATED PRODUCTS INC            57772K101   1381824     37195800 SH       DEFINED     1                         37195800
MB FINANCIAL INC                         55264U108      6372       180000 SH       DEFINED     1                           180000
MCAFEE INC                               579064106     66161      2719300 SH       DEFINED     1                          2719300
MCDONALDS CORP                           580135101    357344     10400000 SH       DEFINED     1                         10400000
MCKESSON CORP                            58155Q103   1020304     19572300 SH       DEFINED     1                         19572300
MDU RESOURCES GROUP                      552690109     70914      2120000 SH       DEFINED     1                          2120000
MEADWESTVACO CORP                        583334107    572347     20957400 SH       DEFINED     1                         20957400
MEDCO HEALTH SOLUTIONS INC               58405U102   1018362     17797300 SH       DEFINED     1                         17797300
MEDICIS PHARMACEUTICAL CL A              584690309    233742      7170000 SH       DEFINED     1                          7170000
MEDIMMUNE INC                            584699102    286056      7820000 SH       DEFINED     1                          7820000
MEDTRONIC INC                            585055106   2492221     49107800 SH       DEFINED     1                         49107800
MELLON FINANCIAL CORP                    58551A108    509639     14315700 SH       DEFINED     1                         14315700
MENTOR GRAPHICS                          587200106     45913      4155000 SH       DEFINED     1                          4155000
MERCANTILE BANKSHRS                      587405101     37489       975000 SH       DEFINED     1                           975000
MERCK & CO INC                           589331107   4239050    120325000 SH       DEFINED     1                        120325000
MERCURY GENERAL CORP                     589400100     21960       400000 SH       DEFINED     1                           400000
MGI PHARMA                               552880106     10500       600000 SH       DEFINED     1                           600000

MGM MIRAGE                               552953101    119454      2772200 SH       DEFINED     1                          2772200
MICHAELS STORES                          594087108    712517     18960000 SH       DEFINED     1                         18960000
MICROCHIP TECHNOLOGY INC                 595017104    876531     24146847 SH       DEFINED     1                         24146847
MICRON TECHNOLOGY INC 144A               595112103    823468     55942144 SH       DEFINED     1                         55942144
MICROSOFT CORP                           594918104  10371788    381175600 SH       DEFINED     1                        381175600
MILLENNIUM PHARMACEUTICALS INC           599902103     29194      2887625 SH       DEFINED     1                          2887625
MINE SAFETY APPLIANCES CO                602720104     21655       515600 SH       DEFINED     1                           515600
MKS INSTRUMENTS                          55306N104     57929      2472444 SH       DEFINED     1                          2472444
MOBILE TELESYSTEMS OJSC SPON ADR         607409109    146583      4428500 SH       DEFINED     1                          4428500
MOLEX INC                                608554101    128152      3860000 SH       DEFINED     1                          3860000
MONSANTO CO NEW                          61166W101    313575      3700000 SH       DEFINED     1                          3700000
MONSTER WORLDWIDE                        611742107    546964     10970000 SH       DEFINED     1                         10970000
MONTPELIER RE HOLDINGS LTD               2956888      107812      6614200 SH       DEFINED     1                          6614200
MOSAIC COMPANY                           61945A107    150675     10500000 SH       DEFINED     1                         10500000
MOTOROLA INC                             620076109    601480     26254055 SH       DEFINED     1                         26254055
MSC INDUSTRIAL DIRECT CO INC CL A        553530106    132349      2450000 SH       DEFINED     1                          2450000
MURPHY OIL CORP                          626717102    878964     17642800 SH       DEFINED     1                         17642800
MYOGEN INC                               62856E104     59417      1640000 SH       DEFINED     1                          1640000
NABI BIOPHARMACEUTICALS                  629519109     17202      3050000 SH       DEFINED     1                          3050000
NASDAQ STOCK MARKET INC                  631103108     35247       880300 SH       DEFINED     1                           880300
NATIONAL CITY CORP                       635405103    512332     14680000 SH       DEFINED     1                         14680000
NATIONAL INSTRUMENTS CORP                636518102    193477      5931250 SH       DEFINED     1                          5931250
NATIONAL OILWELL VARCO INC               637071101    239424      3734000 SH       DEFINED     1                          3734000
NAVTEQ CORP                              63936L100    381415      7530400 SH       DEFINED     1                          7530400
NEKTAR THERAPEUTICS                      640268108     20380      1000000 SH       DEFINED     1                          1000000
NET 1 UEPS TECHNOLOGIES INC              64107N206     21933       775000 SH       DEFINED     1                           775000
NETEASE.COM ADR                          64110W102     10798       440000 SH       DEFINED     1                           440000
NEUSTAR INC CL A                         64126X201     35651      1150040 SH       DEFINED     1                          1150040
NEWFIELD EXPLORATION                     651290108    634659     15147000 SH       DEFINED     1                         15147000
NEWMONT MINING CORP                      651639106   1370934     26420000 SH       DEFINED     1                         26420000
NEWS CORP INC CL A                       65248E104   1841368    110858970 SH       DEFINED     1                        110858970
NEWS CORP INC CL B                       65248E203    113620      6470404 SH       DEFINED     1                          6470404
NEXEN INC C$                             65334H102    783108     14214088 SH       DEFINED     1                         14214088
NIKE INC CL B                            654106103    156584      1840000 SH       DEFINED     1                          1840000
NISOURCE INC                             65473P105    182821      9041607 SH       DEFINED     1                          9041607
NOBLE CORP                               2891718      664615      8195000 SH       DEFINED     1                          8195000
NOBLE ENERGY INC                         655044105     22663       516000 SH       DEFINED     1                           516000
NOKIA CORP OYJ SPON ADR                  654902204   1569031     75725434 SH       DEFINED     1                         75725434
NORFOLK SOUTHERN CORP                    655844108    486700      9001300 SH       DEFINED     1                          9001300
NORSK HYDRO SPON ADR                     656531605    348313      2517800 SH       DEFINED     1                          2517800
NORTEL NETWORKS CORP (HLDG CO) US$       656568102    127810     41850000 SH       DEFINED     1                         41850000
NORTEL NETWORKS CV NT 4.25% 09/01/08     656568AB8     75900    $80000000 PRN      DEFINED     1                        $80000000
NORTH FORK BANCORPORATION INC            659424105     36038      1250000 SH       DEFINED     1                          1250000
NORTHEAST UTILITIES                      664397106    137319      7031200 SH       DEFINED     1                          7031200
NORTHERN ORION RESOURCES PP C$           665575106     20581      4566600 SH       DEFINED     1                          4566600
NORTHROP GRUMMAN CORP                    666807102   2135188     31266483 SH       DEFINED     1                         31266483
NORTHWEST BANCORP INC                    667328108      6398       258406 SH       DEFINED     1                           258406
NOVARTIS AG NAMEN SPON ADR               66987V109     65506      1181556 SH       DEFINED     1                          1181556
NOVELIS INC US$                          67000X106      6480       315000 SH       DEFINED     1                           315000
NOVELL INC                               670006105    160296     20871900 SH       DEFINED     1                         20871900
NOVELLUS SYSTEMS INC                     670008101     82524      3438500 SH       DEFINED     1                          3438500
NOVEN PHARMACEUTICALS INC                670009109      5505       305657 SH       DEFINED     1                           305657
NPS PHARMACEUTICALS INC                  62936P103      7736       905900 SH       DEFINED     1                           905900
NRG ENERGY CV PFD 5.75% 03/16/09         629377870     47750       200000 SH       DEFINED     1                           200000
NRG ENERGY INC                           629377508    113050      2500000 SH       DEFINED     1                          2500000
NSTAR                                    67019E107     66185      2313350 SH       DEFINED     1                          2313350
NTELOS HOLDINGS CORP                     67020Q107     16112      1150000 SH       DEFINED     1                          1150000

NTL INC WTS 2.94645:1 @$105.17 SER A EXP 62941W119        20        39037 SH       DEFINED     1                            39037
  1/10/11                                                                                                                        
NUTRISYSTEM INC                          67069D108     70510      1483800 SH       DEFINED     1                          1483800
NUVASIVE INC                             670704105     38011      2016500 SH       DEFINED     1                          2016500
NUVELO INC                               67072M301     36289      2036436 SH       DEFINED     1                          2036436
O'CHARLEYS INC                           670823103     14611       791500 SH       DEFINED     1                           791500
O2MICRO INTL LTD SPON ADR                67107W100     41404      3895000 SH       DEFINED     1                          3895000
OCCIDENTAL PETROLEUM CORP                674599105    910946      9832122 SH       DEFINED     1                          9832122
OLD REPUBLIC INTL CORP                   680223104     76370      3500000 SH       DEFINED     1                          3500000
OLD SECOND BANCORP INC                   680277100      3374       102763 SH       DEFINED     1                           102763
OMNICARE INC                             681904108     65988      1200000 SH       DEFINED     1                          1200000
OMNICOM GROUP INC                        681919106    166500      2000000 SH       DEFINED     1                          2000000
ORACLE CORP                              68389X105   5891099    430321343 SH       DEFINED     1                        430321343
ORBOTECH LTD                             2661784       21847       887000 SH       DEFINED     1                           887000
ORIENT-EXPRESS HOTELS CL A               2619288      112198      2860000 SH       DEFINED     1                          2860000
ORIX CORP ADR                            686330101     29445       189600 SH       DEFINED     1                           189600
OSI PHARMACEUTICALS INC                  671040103     48150      1500000 SH       DEFINED     1                          1500000
OSI RESTAURANT PARTNERS INC              67104A101    352484      8011000 SH       DEFINED     1                          8011000
OWENS-ILLINOIS INC                       690768403     17370      1000000 SH       DEFINED     1                          1000000
PACKAGING CORP OF AMERICA                695156109    264271     11776800 SH       DEFINED     1                         11776800
PALM HARBOR HOMES INC                    696639103     14228       663906 SH       DEFINED     1                           663906
PANACOS PHARMACEUTICALS INC              69811Q106      7560      1000000 SH       DEFINED     1                          1000000
PANERA BREAD CO CL A                     69840W108     37590       500000 SH       DEFINED     1                           500000
PAR PHARMACEUTICAL COMPANIES INC         69888P106     23953       850000 SH       DEFINED     1                           850000
PARKER-HANNIFIN CORP                     701094104    494542      6135000 SH       DEFINED     1                          6135000
PARTNER COMMUNICATIONS CO ADR            70211M109      2790       370000 SH       DEFINED     1                           370000
PARTNERRE HLDGS LTD                      2671932      248618      4004150 SH       DEFINED     1                          4004150
PATTERSON COS INC                        703395103     38720      1100000 SH       DEFINED     1                          1100000
PAYCHEX INC                              704326107    208218      4998019 SH       DEFINED     1                          4998019
PDF SOLUTIONS INC                        693282105     32164      1700000 SH       DEFINED     1                          1700000
PEABODY ENERGY CORP                      704549104    276398      5483000 SH       DEFINED     1                          5483000
PENWEST PHARMACEUTICALS CO               709754105     10845       500000 SH       DEFINED     1                           500000
PEPSICO INC                              713448108   3562748     61649900 SH       DEFINED     1                         61649900
PERFORMANCE FOOD GROUP CO                713755106     39792      1275800 SH       DEFINED     1                          1275800
PETRO-CANADA C$                          71644E102   1653485     34846200 SH       DEFINED     1                         34846200
PETROLEO BRASIL ON ADR (PETROBRAS)       71654V408   1407772     16242900 SH       DEFINED     1                         16242900
PETROLEO BRASIL PN ADR (PETROBRAS) SPON  71654V101    603166      7553742 SH       DEFINED     1                          7553742
PF CHANGS CHINA BISTRO INC               69333Y108     87490      1775000 SH       DEFINED     1                          1775000
PFF BANCORP INC                          69331W104      2761        81900 SH       DEFINED     1                            81900
PFIZER INC                               717081103   2074042     83228000 SH       DEFINED     1                         83228000
PG&E CORP                                69331C108    135372      3480000 SH       DEFINED     1                          3480000
PG&E CORP CV (OPT) SUB NT 9.50%          69331CAD0    158550    $56000000 PRN      DEFINED     1                        $56000000
  06-30-2010/07                                                                                                                  
PHELPS DODGE CORP                        717265102    570152      7080000 SH       DEFINED     1                          7080000
PHILIPPINE LDTEL ADR SPON                718252604     28095       747800 SH       DEFINED     1                           747800
PINNACLE ENTERTAINMENT INC               723456109     36621      1300000 SH       DEFINED     1                          1300000
PINNACLE WEST CAPITAL CORP               723484101     71467      1827800 SH       DEFINED     1                          1827800
PITNEY BOWES INC                         724479100    429605     10007100 SH       DEFINED     1                         10007100
PMC-SIERRA INC                           69344F106    114828      9343175 SH       DEFINED     1                          9343175
PNC FINANCIAL SERVICES GROUP INC         693475105    528384      7850000 SH       DEFINED     1                          7850000
POPULAR INC                              733174106     31140      1500000 SH       DEFINED     1                          1500000
POTASH CORP OF SASKATCHEWAN INC US$      73755L107    720788      8182400 SH       DEFINED     1                          8182400
POWER INTEGRATIONS INC                   739276103    112130      4525000 SH       DEFINED     1                          4525000
PPG INDUSTRIES INC                       693506107    497298      7850000 SH       DEFINED     1                          7850000
PPL CORPORATION                          69351T106    790096     26874000 SH       DEFINED     1                         26874000
PRAXAIR INC                              74005P104     77210      1400000 SH       DEFINED     1                          1400000
PRECISION CASTPARTS                      740189105    216216      3640000 SH       DEFINED     1                          3640000

PROCTER & GAMBLE CO                      742718109    354939      6160000 SH       DEFINED     1                          6160000
PROGRESS ENERGY INC                      743263105    608499     13835818 SH       DEFINED     1                         13835818
PROLOGIS SBI                             743410102     93625      1750000 SH       DEFINED     1                          1750000
PROTECTIVE LIFE CORP                     743674103     74610      1500000 SH       DEFINED     1                          1500000
PSIVIDA LTD SPON ADR                     74439M107      2976       658164 SH       DEFINED     1                           658164
PSS WORLD MEDICAL                        69366A100     22666      1175000 SH       DEFINED     1                          1175000
PSYCHIATRIC SOLUTIONS INC                74439H108     74065      2235600 SH       DEFINED     1                          2235600
PT INDOSAT TBK SPON ADR                  744383100     18975       675500 SH       DEFINED     1                           675500
PUBLIC SERVICE ENTERPRISE GROUP INC      744573106   1498299     23396300 SH       DEFINED     1                         23396300
PUGET ENERGY INC                         745310102     59304      2800000 SH       DEFINED     1                          2800000
QUALCOMM INC                             747525103    203452      4020000 SH       DEFINED     1                          4020000
QUESTAR CORP                             748356102    516619      7375000 SH       DEFINED     1                          7375000
QUICKSILVER RESOURCES INC                74837R104    321220      8308850 SH       DEFINED     1                          8308850
QWEST COMMUNICATIONS INTERNATIONAL INC   749121109   1616310    237692700 SH       DEFINED     1                        237692700
QWEST COMMUNICATIONS INTL CV SR NT (OPT) 749121BY4    266750   $200000000 PRN      DEFINED     1                       $200000000
  3.5% 11-15-25                                                                                                                  
R&G FINANCIAL CORP CL B                  749136107      2532       200000 SH       DEFINED     1                           200000
RADIO ONE CL A                           75040P108       292        39000 SH       DEFINED     1                            39000
RADIO ONE CL D N/V                       75040P405       582        78000 SH       DEFINED     1                            78000
RAYTHEON COMPANY                         755111507   1093842     23862172 SH       DEFINED     1                         23862172
REGAL ENTERTAINMENT GROUP CL A           758766109     75654      4022000 SH       DEFINED     1                          4022000
REGENCY CENTERS CORP                     758849103     13438       200000 SH       DEFINED     1                           200000
REGIONS FINANCIAL CORP NEW               7591EP100    399063     11346700 SH       DEFINED     1                         11346700
RELIANT ENERGY INC                       75952B105    140079     13240000 SH       DEFINED     1                         13240000
RESMED INC                               761152107     19879       452000 SH       DEFINED     1                           452000
RESTORATION HARDWARE INC                 760981100      9673      1700000 SH       DEFINED     1                          1700000
REYNOLDS AMERICAN INC                    761713106   1452567     13768407 SH       DEFINED     1                         13768407
ROBERT HALF INTL                         770323103    614285     15910000 SH       DEFINED     1                         15910000
ROGERS CORP                              775133101     73548      1350000 SH       DEFINED     1                          1350000
ROHM & HAAS CO                           775371107    499207     10215000 SH       DEFINED     1                         10215000
ROLLINS INC                              775711104     14168       700000 SH       DEFINED     1                           700000
ROSS STORES INC                          778296103    370480     12692000 SH       DEFINED     1                         12692000
ROWAN COMPANIES INC                      779382100     96712      2200000 SH       DEFINED     1                          2200000
ROYAL BANK OF CANADA C$                  780087102    286201      6785000 SH       DEFINED     1                          6785000
ROYAL CARIBBEAN CRUISES LTD              2754907       44856      1067500 SH       DEFINED     1                          1067500
ROYAL DUTCH SHELL CL A ADR               780259206   4184183     67205000 SH       DEFINED     1                         67205000
ROYAL DUTCH SHELL CL B ADR               780259107    821407     12607928 SH       DEFINED     1                         12607928
ROYAL GROUP TECHNOLOGIES LTD C$          779915107     11197      1200000 SH       DEFINED     1                          1200000
RPM INTERNATIONAL INC                    749685103    150875      8410000 SH       DEFINED     1                          8410000
RUBY TUESDAY INC                         781182100     48120      1500000 SH       DEFINED     1                          1500000
RYANAIR HOLDINGS PLC SPON ADR            783513104    554716     10141063 SH       DEFINED     1                         10141063
SABRE HOLDINGS CORP CL A                 785905100    397741     16903554 SH       DEFINED     1                         16903554
SALIX PHARMACEUTICALS LTD                795435106     15685       950000 SH       DEFINED     1                           950000
SAN JUAN BASIN RTY                       798241105     21294       520000 SH       DEFINED     1                           520000
SANDISK CORP                             80004C101    258840      4500000 SH       DEFINED     1                          4500000
SANMINA-SCI CORP                         800907107     42763     10430000 SH       DEFINED     1                         10430000
SARA LEE CORP                            803111103    909790     50883100 SH       DEFINED     1                         50883100
SAXON CAPITAL INC                        80556T106     35914      3440000 SH       DEFINED     1                          3440000
SCHEIN (HENRY) INC                       806407102     23930       500000 SH       DEFINED     1                           500000
SCHERING-PLOUGH CORP                     806605101   1545729     81397000 SH       DEFINED     1                         81397000
SCHERING-PLOUGH CORP CV PFD 6.00%        806605606    177725      3499900 SH       DEFINED     1                          3499900
  09/14/07                                                                                                                       
SCHICK TECHNOLOGIES INC                  806683108      5301       106233 SH       DEFINED     1                           106233
SCHLUMBERGER LTD                         806857108   6909507     54590400 SH       DEFINED     1                         54590400
SCI SYSTEMS CV SUB NT 3.00% 03/15/07     783890AF3     82176    $84500000 PRN      DEFINED     1                        $84500000
SCRIPPS CO (THE E W) CL A NEW            811054204    341271      7633000 SH       DEFINED     1                          7633000
SEAGATE TECHNOLOGY                       2166245      637673     24218500 SH       DEFINED     1                         24218500

SEALED AIR CORP NEW                      81211K100    546678      9446655 SH       DEFINED     1                          9446655
SELECT COMFORT CORP                      81616X103     47460      1200000 SH       DEFINED     1                          1200000
SEMPRA ENERGY                            816851109     46460      1000000 SH       DEFINED     1                          1000000
SEMTECH CORP                             816850101    131492      7350000 SH       DEFINED     1                          7350000
SENOMYX INC                              81724Q107     16862      1024400 SH       DEFINED     1                          1024400
SEPRACOR INC                             817315104    179240      3672198 SH       DEFINED     1                          3672198
SEPRACOR INC CV SUB DEB 5.00% 2/15/07    817315AL8     45828    $46000000 PRN      DEFINED     1                        $46000000
SERVICEMASTER CO (THE)                   81760N109    427357     32572950 SH       DEFINED     1                         32572950
SHARPER IMAGE CORP                       820013100     12170       950000 SH       DEFINED     1                           950000
SHIRE PLC ADR                            82481R106     99954      2150000 SH       DEFINED     1                          2150000
SHUFFLE MASTER INC                       825549108     36812      1030000 SH       DEFINED     1                          1030000
SILVER WHEATON CORP C$                   828336107     22509      2105000 SH       DEFINED     1                          2105000
SIRVA INC                                82967Y104     18539      2173400 SH       DEFINED     1                          2173400
SK TELECOM SPON ADR (NY)                 78440P108    352920     14960575 SH       DEFINED     1                         14960575
SKILLSOFT PLC SPON ADR                   830928107      8891      1696800 SH       DEFINED     1                          1696800
SKY FINANCIAL GROUP INC                  83080P103     72266      2727000 SH       DEFINED     1                          2727000
SLM CORP                                 78442P106    109074      2100000 SH       DEFINED     1                          2100000
SMITH INTL INC                           832110100    713155     18304800 SH       DEFINED     1                         18304800
SMURFIT-STONE CONTAINER CORP             832727101    104139      7674200 SH       DEFINED     1                          7674200
SNAP-ON INC                              833034101     88057      2310000 SH       DEFINED     1                          2310000
SOLECTRON CORP                           834182107    237228     59307100 SH       DEFINED     1                         59307100
SOMANETICS CORP                          834445405      4416       200000 SH       DEFINED     1                           200000
SONIC CORP                               835451105     90635      2580000 SH       DEFINED     1                          2580000
SONOCO PRODUCTS CO                       835495102    128164      3784000 SH       DEFINED     1                          3784000
SOUTH FINANCIAL GROUP INC                837841105     20789       795000 SH       DEFINED     1                           795000
SOUTHERN CO                              842587107    859885     26240000 SH       DEFINED     1                         26240000
SOUTHWEST AIRLINES CO                    844741108   1415978     78709177 SH       DEFINED     1                         78709177
SOUTHWESTERN ENERGY                      845467109    239165      7429800 SH       DEFINED     1                          7429800
SPANSION INC CL A                        84649R101     40776      2755100 SH       DEFINED     1                          2755100
SPRINT NEXTEL CORP SERIES 1              852061100   4028055    155884484 SH       DEFINED     1                        155884484
SPSS INC                                 78462K102     24973       788790 SH       DEFINED     1                           788790
ST JUDE MEDICAL                          790849103    136292      3324200 SH       DEFINED     1                          3324200
ST PAUL TRAVELERS COMPANIES INC          792860108    931708     22295000 SH       DEFINED     1                         22295000
STARBUCKS CORP                           855244109   1685835     44788400 SH       DEFINED     1                         44788400
STATE STREET CORP                        857477103    528763      8750000 SH       DEFINED     1                          8750000
STEELCASE INC CL A                       858155203     16740       930000 SH       DEFINED     1                           930000
STERIS CORP                              859152100     43190      1750000 SH       DEFINED     1                          1750000
STERLING BANCSHARES INC                  858907108     12996       720000 SH       DEFINED     1                           720000
STORA ENSO OYJ R ADR                     86210M106     16675      1086300 SH       DEFINED     1                          1086300
SUN LIFE FINANCIAL INC C$                866796105     15528       365000 SH       DEFINED     1                           365000
SUN MICROSYSTEMS INC                     866810104    512656     99933000 SH       DEFINED     1                         99933000
SUNCOR ENERGY INC C$                     867229106   3180088     41408905 SH       DEFINED     1                         41408905
SUNOCO INC                               86764P109     38785       500000 SH       DEFINED     1                           500000
SUNSTONE HOTEL INVESTORS INC             867892101    104101      3593400 SH       DEFINED     1                          3593400
SUNTRUST BANKS INC                       867914103   1117230     15355000 SH       DEFINED     1                         15355000
SUPERVALU INC                            868536103    176491      5726500 SH       DEFINED     1                          5726500
SUPPORTSOFT INC                          868587106     15881      3584970 SH       DEFINED     1                          3584970
SYMANTEC CORP                            871503108    601699     35751565 SH       DEFINED     1                         35751565
SYMYX TECHNOLOGIES INC                   87155S108      9016       325000 SH       DEFINED     1                           325000
SYSCO CORP                               871829107    253195      7900000 SH       DEFINED     1                          7900000
TAIWAN SEMICONDUCTOR MFG CO SPON ADR     874039100   1027967    102183623 SH       DEFINED     1                        102183623
TALISMAN ENERGY INC US$                  87425E103    286374      5385000 SH       DEFINED     1                          5385000
TARGET CORP                              87612E106   6610721    127104800 SH       DEFINED     1                        127104800
TELE NORTE LESTE PARTICIPACOES PN ADR    879246106      3336       200000 SH       DEFINED     1                           200000
TELEFONOS DE MEXICO L ADR                879403780    512240     22786474 SH       DEFINED     1                         22786474
TELEMIG CELULAR PARTICIPACOES PN ADR     87944E105     28329       594400 SH       DEFINED     1                           594400
TELEPHONE/DATA SYSTS                     879433100    264414      6704200 SH       DEFINED     1                          6704200

TELEPHONE/DATA SYSTS SPECIAL SHARE       879433860    292532      7749200 SH       DEFINED     1                          7749200
TEMPLE-INLAND INC                        879868107    244599      5490438 SH       DEFINED     1                          5490438
TERADYNE INC                             880770102    135325      8725000 SH       DEFINED     1                          8725000
TETRA TECH INC                           88162G103     40259      2108900 SH       DEFINED     1                          2108900
TEVA PHARM ADR                           881624209     61947      1504307 SH       DEFINED     1                          1504307
TEXAS INSTRUMENTS INC                    882508104   3847628    118497924 SH       DEFINED     1                        118497924
THERAVANCE INC                           88338T104     30564      1090000 SH       DEFINED     1                          1090000
TIM PARTICIPACOES SA PN ADR              88706P106    134721      3638156 SH       DEFINED     1                          3638156
TIME WARNER INC                          887317105   2696162    160581425 SH       DEFINED     1                        160581425
TIME WARNER TELECOM INC CL A             887319101     47706      2657694 SH       DEFINED     1                          2657694
TJX COMPANIES INC NEW                    872540109   1148421     46270000 SH       DEFINED     1                         46270000
TODCO A                                  88889T107     15173       385000 SH       DEFINED     1                           385000
TOTAL SA SPON ADR                        89151E109    486742      3695000 SH       DEFINED     1                          3695000
TRACTOR SUPPLY CO                        892356106     90847      1369414 SH       DEFINED     1                          1369414
TRANSDIGM GROUP INC                      893641100     10558       410000 SH       DEFINED     1                           410000
TRANSOCEAN INC                           2821287     1396321     17388800 SH       DEFINED     1                         17388800
TRIAD HOSPITALS INC                      89579K109    151946      3626400 SH       DEFINED     1                          3626400
TRIARC COMPANIES CL A                    895927101     17319       950000 SH       DEFINED     1                           950000
TRIARC COMPANIES INC CL B                895927309     37582      2150000 SH       DEFINED     1                          2150000
TTM TECHNOLOGIES INC                     87305R109     21503      1484000 SH       DEFINED     1                          1484000
TUPPERWARE BRANDS CORP                   899896104    131055      6365000 SH       DEFINED     1                          6365000
TYCO INTERNATIONAL LTD                   902124106   5447659    202665900 SH       DEFINED     1                        202665900
TYCO INTL GROUP CV NT B (OPT) 3.125%     902118BG2     32063    $25000000 PRN      DEFINED     1                        $25000000
  01-15-23/15                                                                                                                    
TYCO INTL GROUP CV NT SER B 144A (OPT)   902118BE7     64125    $50000000 PRN      DEFINED     1                        $50000000
  3.125% 01-15-23/15                                                                                                             
U S BANCORP NEW                          902973304   2147353     70405000 SH       DEFINED     1                         70405000
U S CELLULAR CORP                        911684108     35907       604900 SH       DEFINED     1                           604900
UAL CORP                                 902549807    193397      4843412 SH       DEFINED     1                          4843412
UMPQUA HOLDINGS CORP                     904214103     88342      3099700 SH       DEFINED     1                          3099700
UNIBANCO UNITS GDR (REP 5 UBBR11 UNITS)  90458E107    813269     11003500 SH       DEFINED     1                         11003500
UNILEVER NV NY SHRS                      904784709   1027536     14844500 SH       DEFINED     1                         14844500
UNION PACIFIC CORP                       907818108   1151006     12330000 SH       DEFINED     1                         12330000
UNITED BANKSHRS INC                      909907107     71948      1880000 SH       DEFINED     1                          1880000
UNITED PARCEL SERVICE INC CL B           911312106   3904575     49188400 SH       DEFINED     1                         49188400
UNITED STATES STEEL CORP                 912909108    222756      3671000 SH       DEFINED     1                          3671000
UNITED STATIONERS                        913004107    161132      3034500 SH       DEFINED     1                          3034500
UNITED TECHNOLOGIES CORP                 913017109   2762097     47647000 SH       DEFINED     1                         47647000
UNITED THERAPEUTICS CORP                 91307C102     13256       200000 SH       DEFINED     1                           200000
UNITEDHEALTH GROUP INC                   91324P102   1060223     18980000 SH       DEFINED     1                         18980000
UNIVISION COMMUNICATIONS INC CL A        914906102      2413        70000 SH       DEFINED     1                            70000
UNUMPROVIDENT CORP                       91529Y106    151552      7400000 SH       DEFINED     1                          7400000
UST INC                                  902911106    660853     15885900 SH       DEFINED     1                         15885900
VA SOFTWARE CORP                         91819B105       970       202583 SH       DEFINED     1                           202583
VALASSIS COMM INC                        918866104     29370      1000000 SH       DEFINED     1                          1000000
VALEANT PHARMACEUTICALS INTL             91911X104     26153      1650000 SH       DEFINED     1                          1650000
VALUECLICK INC                           92046N102     73602      4350000 SH       DEFINED     1                          4350000
VALUEVISION MEDIA INC CL A               92047K107     30672      2400000 SH       DEFINED     1                          2400000
VARIAN SEMICONDUCTOR EQUIPMENT ASSOCS    922207105     90853      3235500 SH       DEFINED     1                          3235500
VEECO INSTRUMENTS INC                    922417100     37326      1598523 SH       DEFINED     1                          1598523
VERIFONE HOLDINGS INC                    92342Y109     27261       900000 SH       DEFINED     1                           900000
VERISIGN INC                             92343E102    295077     12300000 SH       DEFINED     1                         12300000
VERIZON COMMUNICATIONS                   92343V104   2748072     80683258 SH       DEFINED     1                         80683258
VERTEX PHARMACEUTCLS INC                 92532F100    161505      4413911 SH       DEFINED     1                          4413911
VF CORP                                  918204108    327175      5750000 SH       DEFINED     1                          5750000
VIACOM INC NEW CL B                      92553P201    293682      7569112 SH       DEFINED     1                          7569112
VIMPEL COMMUNICATIONS ADR OPEN JOINT     68370R109     27526       640000 SH       DEFINED     1                           640000

  STOCK COMPANY                                                                                                                  
VISHAY INTERTECHNOLOGY INC               928298108     33464      2350000 SH       DEFINED     1                          2350000
VISION-SCIENCES INC                      927912105      3298      1884500 SH       DEFINED     1                          1884500
VISTAPRINT LTD                           B0LMV34       21808       730568 SH       DEFINED     1                           730568
VITAL SIGNS INC                          928469105     29719       541029 SH       DEFINED     1                           541029
VODAFONE GROUP PLC ADR                   92857W100      8360       400000 SH       DEFINED     1                           400000
VOTORANTIM CELULOSE PAPEL PN SPON ADR    92906P106     61565      3805000 SH       DEFINED     1                          3805000
WACHOVIA CORPORATION (NEW)               929903102    683810     12200000 SH       DEFINED     1                         12200000
WAL-MART STORES INC                      931142103   2840588     60131000 SH       DEFINED     1                         60131000
WALGREEN CO                              931422109   2929407     67920400 SH       DEFINED     1                         67920400
WARREN RESOURCES INC                     93564A100     22425      1505000 SH       DEFINED     1                          1505000
WASHINGTON MUTUAL INC                    939322103   4841011    113585421 SH       DEFINED     1                        113585421
WASTE MANAGEMENT INC NEW                 94106L109    999873     28325000 SH       DEFINED     1                         28325000
WD-40 COMPANY                            929236107     28567       926000 SH       DEFINED     1                           926000
WEATHERFORD INTL LTD                     2962421      228750      5000000 SH       DEFINED     1                          5000000
WEINGARTEN RLTY INVS                     948741103    108568      2664250 SH       DEFINED     1                          2664250
WELLPOINT INC                            94973V107   2873799     37114800 SH       DEFINED     1                         37114800
WELLS FARGO & CO (NEW)                   949746101   4125143     64586550 SH       DEFINED     1                         64586550
WESTERN ALLIANCE BANCORPORATION          957638109      7467       201000 SH       DEFINED     1                           201000
WEYERHAEUSER CO                          962166104   2369946     32720500 SH       DEFINED     1                         32720500
WHOLE FOODS MARKET                       966837106    129531      1949600 SH       DEFINED     1                          1949600
WIDERTHAN CO LTD ADR                     967593104      9518       720000 SH       DEFINED     1                           720000
WILLIAMS COMPANIES INC                   969457100     41390      1935000 SH       DEFINED     1                          1935000
WILLIAMS-SONOMA INC                      969904101    179140      4225000 SH       DEFINED     1                          4225000
WILLIS GROUP HOLDINGS LTD                2764984      294485      8595600 SH       DEFINED     1                          8595600
WINTRUST FINANCIAL CORPORATION           97650W108     11052       190000 SH       DEFINED     1                           190000
WORTHINGTON INDUSTRIES INC               981811102    107153      5341600 SH       DEFINED     1                          5341600
WRIGHT MEDICAL GROUP                     98235T107     69224      3505000 SH       DEFINED     1                          3505000
WRIGLEY WM JR CO                         982526105    133120      2080000 SH       DEFINED     1                          2080000
WYETH                                    983024100   1231171     25374500 SH       DEFINED     1                         25374500
XCEL ENERGY INC                          98389B100    323197     17807000 SH       DEFINED     1                         17807000
XILINX INC                               983919101   1271116     49926000 SH       DEFINED     1                         49926000
XL CAPITAL LTD CL A                      2283401      890988     13897800 SH       DEFINED     1                         13897800
XM SATELLITE RADIO HLDGS                 983759101    223992     10058000 SH       DEFINED     1                         10058000
YAHOO! INC                               984332106   2682524     83153254 SH       DEFINED     1                         83153254
YAMANA GOLD INC C$                       98462Y100     92938     10090000 SH       DEFINED     1                         10090000
YUM! BRANDS INC                          988498101    376222      7700000 SH       DEFINED     1                          7700000
ZILOG INC                                989524301      8166      2660000 SH       DEFINED     1                          2660000
ZIMMER HOLDINGS INC                      98956P102    604236      8938400 SH       DEFINED     1                          8938400
ZIONS BANCORP                            989701107     76525       925000 SH       DEFINED     1                           925000
ZUMIEZ INC                               989817101     12831       210000 SH       DEFINED     1                           210000
ZYMOGENETICS INC                         98985T109     28106      1300000 SH       DEFINED     1                          1300000

                                                -----------------                                                                
                                         GRAND  $  499016510                                                                     

*  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 on / Effective on:	5/12/06
	5/10/06	1		SC 13G/A
For Period end:	3/31/06	1
	3/9/06	1
				List all Filings

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Filing Submission 0000732812-06-000019 – Alternative Formats (Word / Rich Text, HTML, Plain Text, et al.)

Capital Research & Management Co. – ‘13F-HR’ for 3/31/06

On: Friday, 5/12/06, at 5:13pm ET · Effective: 5/12/06 · For: 3/31/06 · Accession #: 732812-6-19 · File #: 28-00157

Previous ‘13F-HR’: ‘13F-HR’ on 2/14/06 for 12/30/05 · Next: ‘13F-HR’ on 8/14/06 for 6/30/06 · 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