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Capital Research & Management Co. – ‘13F-HR’ for 6/30/06

On: Monday, 8/14/06, at 1:06pm ET · Effective: 8/14/06 · For: 6/30/06 · Accession #: 732812-6-26 · File #: 28-00157

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

 8/14/06  Capital Research & Management Co. 13F-HR      6/30/06    1:60K                                    Capital Group Cos Inc.

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

Document/Exhibit                   Description                      Pages   Size 

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

13F-HR 1st “Page” of 4 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: June 30, 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      8/14/06                      
--------------------  ---------------------------  ----------                   

*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 4 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 4 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:   837                         

Form 13F Information Table Value Total:   $499656324                  
                         -----------
                           (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.     

13F-HR Last “Page” of 4 TOC 1st Previous Next ↓Bottom Just 4th
                                                        [Enlarge/Download Table]
CAPITAL RESEARCH AND MANAGEMENT COMPANY             FORM 13F INFORMATION TABLE#                                     JUN 30, 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 $ 1152216     14265400 SH       DEFINED     1                         14265400
ABBOTT LABORATORIES                      002824100   4144258     95030000 SH       DEFINED     1                         95030000
ABITIBI CONSOLIDATED INC US$             003924107     13700      5000000 SH       DEFINED     1                          5000000
ABRAXIS BIOSCIENCE INC                   00383E106     68371      2867900 SH       DEFINED     1                          2867900
ACCENTURE LTD CL A                       2763958       63012      2225000 SH       DEFINED     1                          2225000
ACME COMMUNICATIONS INC                  004631107        67        13100 SH       DEFINED     1                            13100
ACTUANT CORP CL A                        00508X203     69930      1400000 SH       DEFINED     1                          1400000
ACUITY BRANDS INC                        00508Y102     45155      1160500 SH       DEFINED     1                          1160500
ADAMS RESPIRATORY THERAPEUTICS INC       00635P107     17741       397600 SH       DEFINED     1                           397600
ADEZA BIOMEDICAL CORP                    006864102     17301      1234000 SH       DEFINED     1                          1234000
ADVANCED MEDICAL OPTICS INC              00763M108    232622      4588200 SH       DEFINED     1                          4588200
ADVANCED MICRO DEVICES INC               007903107    308171     12619600 SH       DEFINED     1                         12619600
AES CORP (THE)                           00130H105     56942      3086300 SH       DEFINED     1                          3086300
AETNA INC                                00817Y108   1347438     33745000 SH       DEFINED     1                         33745000
AFFILIATED COMPUTER SVC CL A             008190100    274281      5314500 SH       DEFINED     1                          5314500
AFFYMETRIX INC                           00826T108     51200      2000000 SH       DEFINED     1                          2000000
AFLAC INC                                001055102    233317      5033800 SH       DEFINED     1                          5033800
AGCO CORP                                001084102     37769      1435000 SH       DEFINED     1                          1435000
AGERE SYSTEMS INC                        00845V308    106486      7243929 SH       DEFINED     1                          7243929
AGILENT TECHNOLOGIES INC                 00846U101    272391      8630880 SH       DEFINED     1                          8630880
AIR PRODUCTS & CHEMICALS INC             009158106    733610     11477000 SH       DEFINED     1                         11477000
ALABAMA NATL BANCORP                     010317105     16356       240000 SH       DEFINED     1                           240000
ALCAN INC US$                            013716105    215455      4590000 SH       DEFINED     1                          4590000
ALCOA INC                                013817101   2857019     88288600 SH       DEFINED     1                         88288600
ALCON INC US$                            2852395      625960      6351700 SH       DEFINED     1                          6351700
ALEXION PHARMACEUTICALS INC              015351109     18060       500000 SH       DEFINED     1                           500000
ALLERGAN INC                             018490102    388818      3625000 SH       DEFINED     1                          3625000
ALLIED CAPITAL CORP                      01903Q108    219976      7646020 SH       DEFINED     1                          7646020
ALLIED WASTE IND CV PFD SER D 6.25%      019589704     75439       240000 SH       DEFINED     1                           240000
  3/1/2008                                                                                                                       
ALLIED WASTE INDS                        019589308    272680     24003496 SH       DEFINED     1                         24003496
ALLION HEALTHCARE INC                    019615103      7821       900000 SH       DEFINED     1                           900000
ALLSTATE CORP (THE)                      020002101    618082     11293300 SH       DEFINED     1                         11293300
ALLTEL CORP                              020039103    251666      3942750 SH       DEFINED     1                          3942750
ALTERA CORP                              021441100    810371     46175000 SH       DEFINED     1                         46175000
ALTRIA GROUP INC                         02209S103  12418452    169119600 SH       DEFINED     1                        169119600
AMAZON.COM CV SUB NT REG'D 4.75% 2/01/09 023135AF3     66123    $68610000 PRN      DEFINED     1                        $68610000
AMAZON.COM INC                           023135106    203797      5268800 SH       DEFINED     1                          5268800
AMB PROPERTY CORPORATION                 00163T109    135221      2675000 SH       DEFINED     1                          2675000
AMEREN CORPORATION                       023608102    684427     13553000 SH       DEFINED     1                         13553000
AMERICA MOVIL L ADR                      02364W105   1816821     54624800 SH       DEFINED     1                         54624800
AMERICAN AXLE & MANUFACTURING HLDGS INC  024061103     28232      1650000 SH       DEFINED     1                          1650000
AMERICAN ELECTRIC POWER CO INC           025537101    547656     15989954 SH       DEFINED     1                         15989954
AMERICAN EXPRESS CO                      025816109     96914      1821000 SH       DEFINED     1                          1821000
AMERICAN FINANCIAL REALTY TRUST          02607P305     29040      3000000 SH       DEFINED     1                          3000000
AMERICAN INTERNATIONAL GROUP INC         026874107   4727876     80065635 SH       DEFINED     1                         80065635
AMERICAN ITALIAN PASTA CO CL A           027070101      7704       900000 SH       DEFINED     1                           900000
AMERICAN MEDICAL SYSTEMS HLDGS           02744M108      7614       457300 SH       DEFINED     1                           457300
AMERICAN STANDARD CO                     029712106    100919      2332300 SH       DEFINED     1                          2332300
AMERICAN TOWER CORP CL A                 029912201     19732       634076 SH       DEFINED     1                           634076
AMERICAN TOWER CV NT 5.0% 2/15/10        029912AF9     89663    $89775000 PRN      DEFINED     1                        $89775000

AMERICANWEST BANCORPORATION              03058P109      9287       410000 SH       DEFINED     1                           410000
AMERIGROUP CORP                          03073T102     75738      2440000 SH       DEFINED     1                          2440000
AMERISOURCEBERGEN CORP                   03073E105    430748     10275469 SH       DEFINED     1                         10275469
AMERISTAR CASINOS INC                    03070Q101     54460      2800000 SH       DEFINED     1                          2800000
AMGEN INC                                031162100    993192     15226000 SH       DEFINED     1                         15226000
AMGEN INC CV NT LYON 0.00% 03-01-32      031162AL4     92500   $125000000 PRN      DEFINED     1                       $125000000
AMSOUTH BANCORPORATION                   032165102     19838       750000 SH       DEFINED     1                           750000
AMYLIN PHARMACEUTICALS INC               032346108    119722      2425000 SH       DEFINED     1                          2425000
ANADARKO PETROLEUM CORP                  032511107    769293     16131113 SH       DEFINED     1                         16131113
ANALOG DEVICES INC                       032654105    784430     24406666 SH       DEFINED     1                         24406666
ANHEUSER-BUSCH COS INC                   035229103    803556     17625700 SH       DEFINED     1                         17625700
AON CORP                                 037389103    312245      8967400 SH       DEFINED     1                          8967400
APACHE CORP                              037411105    765151     11211000 SH       DEFINED     1                         11211000
APEX SILVER MINES LTD                    2121556       38874      2583000 SH       DEFINED     1                          2583000
APOLLO GROUP INC CL A                    037604105    146743      2840000 SH       DEFINED     1                          2840000
APPLEBEES INTL                           037899101     44206      2300000 SH       DEFINED     1                          2300000
APPLERA CORP - CELERA GENOMICS GROUP     038020202     28390      2192300 SH       DEFINED     1                          2192300
APPLIED MATERIALS INC                    038222105   3084593    189471300 SH       DEFINED     1                        189471300
APRIA HEALTHCARE GROUP INC               037933108     67917      3593500 SH       DEFINED     1                          3593500
APTARGROUP INC                           038336103     30510       615000 SH       DEFINED     1                           615000
ARACRUZ CELULOSE SA PNB ADR SPON (NEW)   038496204    160300      3058000 SH       DEFINED     1                          3058000
ARBITRON INC                             03875Q108     75831      1978380 SH       DEFINED     1                          1978380
ARCH COAL INC                            039380100    330486      7800000 SH       DEFINED     1                          7800000
ARCHSTONE-SMITH TRUST                    039583109    316157      6215000 SH       DEFINED     1                          6215000
ARTHROCARE CORPORATION                   043136100     81331      1936000 SH       DEFINED     1                          1936000
ASHLAND INC NEW                          044209104     98456      1476100 SH       DEFINED     1                          1476100
ASML HOLDING NV NY REG SHS               2242253      425991     21067800 SH       DEFINED     1                         21067800
ASSOCIATED BANC-CORP                     045487105     20495       650000 SH       DEFINED     1                           650000
ASTRAZENECA PLC ADR (NYSE)               046353108   2014047     33668450 SH       DEFINED     1                         33668450
AT&T INC                                 00206R102   8414462    301701767 SH       DEFINED     1                        301701767
AU OPTRONICS CORP ADR                    002255107    108651      7630000 SH       DEFINED     1                          7630000
AUDIBLE                                  05069A302      2709       298000 SH       DEFINED     1                           298000
AUTOMATIC DATA PROCESSING INC            053015103   1419228     31295000 SH       DEFINED     1                         31295000
AVERY DENNISON CORP                      053611109    799009     13761782 SH       DEFINED     1                         13761782
AVID TECHNOLOGY INC                      05367P100      1277        38322 SH       DEFINED     1                            38322
AVNET INC                                053807103     36108      1803600 SH       DEFINED     1                          1803600
AVON PRODUCTS INC                        054303102   1868956     60288900 SH       DEFINED     1                         60288900
AXIS CAPITAL HOLDINGS LTD                2677606       89835      3140000 SH       DEFINED     1                          3140000
BAKER HUGHES INC                         057224107   3049421     37256216 SH       DEFINED     1                         37256216
BANCO BRADESCO PN SPON ADR               059460303    825284     26545000 SH       DEFINED     1                         26545000
BANRO CORPORATION C$                     066800103      2843       294000 SH       DEFINED     1                           294000
BANCO LATINOAMERICANO DE EXPORTACIONES E 2069485       23054      1475000 SH       DEFINED     1                          1475000
BANCO MACRO BANSUD ADR CL B              05961W105     12481       613000 SH       DEFINED     1                           613000
BANK OF AMERICA CORP                     060505104   4411441     91713947 SH       DEFINED     1                         91713947
BANK OF NEW YORK CO INC                  064057102   1884119     58513000 SH       DEFINED     1                         58513000
BANK OF NOVA SCOTIA (THE) C$             064149107    562149     14187200 SH       DEFINED     1                         14187200
BANNER CORP                              06652V109     10213       265000 SH       DEFINED     1                           265000
BANRO CORPORATION C$ 144A PP             066800103     21851      2350000 SH       DEFINED     1                          2350000
BARD C R INC                             067383109    274740      3750200 SH       DEFINED     1                          3750200
BARRICK GOLD CORP C$                     067901108   3399928    114879744 SH       DEFINED     1                        114879744
BAXTER INTERNATIONAL INC                 071813109    121422      3303093 SH       DEFINED     1                          3303093
BEA SYSTEMS INC                          073325102      2618       200000 SH       DEFINED     1                           200000
BECKMAN COULTER INC                      075811109     79992      1440000 SH       DEFINED     1                          1440000
BECTON DICKINSON & CO                    075887109    303266      4961000 SH       DEFINED     1                          4961000
BELLSOUTH CORP                           079860102   6415255    177217000 SH       DEFINED     1                        177217000
BELO CORP CL A                           080555105     58445      3746500 SH       DEFINED     1                          3746500
BEMA GOLD CORP C$                        08135F107     42549      8525000 SH       DEFINED     1                          8525000
BERKSHIRE HATHAWAY INC CL A              084670108   1823098        19890 SH       DEFINED     1                            19890

BERKSHIRE HATHAWAY INC CL B              084670207      4878         1603 SH       DEFINED     1                             1603
BEST BUY CO INC                          086516101   4104086     74837450 SH       DEFINED     1                         74837450
BEVERLY HILLS BANCORP INC                087866109     28266      2938217 SH       DEFINED     1                          2938217
BIG LOTS INC                             089302103    168604      9871400 SH       DEFINED     1                          9871400
BILL BARRETT CORPORATION                 06846N104    113303      3826500 SH       DEFINED     1                          3826500
BIOCRYST PHARMACEUTICALS INC             09058V103      3003       209554 SH       DEFINED     1                           209554
BIOGEN IDEC INC                          09062X103    709231     15308250 SH       DEFINED     1                         15308250
BIOLASE TECHNOLOGY INC                   090911108     14070      1675000 SH       DEFINED     1                          1675000
BIOMARIN PHARMACEUTICAL INC              09061G101     21555      1500000 SH       DEFINED     1                          1500000
BJ SERVICES                              055482103    339066      9100000 SH       DEFINED     1                          9100000
BJ'S WHOLESALE CLUB INC                  05548J106     26876       948000 SH       DEFINED     1                           948000
BLOCK H & R INC                          093671105     77545      3250000 SH       DEFINED     1                          3250000
BLUE NILE                                09578R103     34243      1064775 SH       DEFINED     1                          1064775
BLYTH INC                                09643P108     27413      1485000 SH       DEFINED     1                          1485000
BOB EVANS FARMS INC                      096761101     23071       768771 SH       DEFINED     1                           768771
BOEING CO                                097023105   3147801     38430000 SH       DEFINED     1                         38430000
BOK FINANCIAL CORP                       05561Q201      8648       174100 SH       DEFINED     1                           174100
BOSTON PROPERTIES INC                    101121101    270748      2995000 SH       DEFINED     1                          2995000
BOSTON SCIENTIFIC CORP                   101137107    420172     24950814 SH       DEFINED     1                         24950814
BOWATER INC                              102183100     84061      3695000 SH       DEFINED     1                          3695000
BOYD GAMING CORP                         103304101     80720      2000000 SH       DEFINED     1                          2000000
BRANDYWINE REALTY TRUST                  105368203     80425      2500000 SH       DEFINED     1                          2500000
BRASIL TELECOM PARTICIPACOES PN ADR      105530109     86962      2670000 SH       DEFINED     1                          2670000
BRIGHT HORIZONS FAMILY SOLUTIONS         109195107     25667       681000 SH       DEFINED     1                           681000
BRINKER INTL INC                         109641100    294938      8125000 SH       DEFINED     1                          8125000
BRISTOL-MYERS SQUIBB CO                  110122108   5559207    214973200 SH       DEFINED     1                        214973200
BROOKDALE SENIOR LIVING INC              112463104     35121       785000 SH       DEFINED     1                           785000
BROOKFIELD ASSET MANAGEMENT INC CL A C$  112585104     85349      2123250 SH       DEFINED     1                          2123250
  LTD VTG                                                                                                                        
BROOKS AUTOMATION INC                    114340102      8555       725000 SH       DEFINED     1                           725000
BUILD A BEAR WORKSHOP INC                120076104      4840       225000 SH       DEFINED     1                           225000
BUNGE LIMITED                            2788713      748022     14886000 SH       DEFINED     1                         14886000
BURLINGTON NORTHERN SANTA FE CORP        12189T104    867788     10950000 SH       DEFINED     1                         10950000
CADENCE DESIGN SYSTEMS INC               127387108     76074      4435800 SH       DEFINED     1                          4435800
CALLWAVE INC                             13126N101      2239       613478 SH       DEFINED     1                           613478
CAMDEN PROPERTY TRUST                    133131102     58053       789300 SH       DEFINED     1                           789300
CAMECO CORP C$                           13321L108   1025695     25712300 SH       DEFINED     1                         25712300
CANADIAN NATURAL RESOURCES LTD C$        136385101   2672100     48316000 SH       DEFINED     1                         48316000
CAPITAL LEASE FUNDING INC                140288101     14263      1250000 SH       DEFINED     1                          1250000
CAPITAL ONE FINANCIAL CORP               14040H105    961415     11251200 SH       DEFINED     1                         11251200
CAPITALSOURCE INC                        14055X102    288075     12279395 SH       DEFINED     1                         12279395
CARBO CERAMICS INC                       140781105     59496      1211000 SH       DEFINED     1                          1211000
CARDINAL HEALTH INC                      14149Y108   2196310     34141300 SH       DEFINED     1                         34141300
CAREMARK RX INC                          141705103    115818      2322400 SH       DEFINED     1                          2322400
CARMAX INC                               143130102    230845      6510000 SH       DEFINED     1                          6510000
CARNIVAL CORP COMMON PAIRED STOCK        143658300   3759739     90075200 SH       DEFINED     1                         90075200
CATERPILLAR INC                          149123101   2423132     32534000 SH       DEFINED     1                         32534000
CBS CORP CL B                            124857202    252082      9319112 SH       DEFINED     1                          9319112
CDW CORP                                 12512N105    325714      5960000 SH       DEFINED     1                          5960000
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CEMEX NEW CPO ADR UNIT(2 A SHS+ 1 B SHR) 151290889    328763      5770809 SH       DEFINED     1                          5770809
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CENTRAL EUROPEAN MEDIA ENTERPRISES CL A  2529848      127411      2016317 SH       DEFINED     1                          2016317
CENTURYTEL INC                           156700106     99934      2690000 SH       DEFINED     1                          2690000
CEPHALON INC                             156708109    204340      3400000 SH       DEFINED     1                          3400000
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CHEVRON CORP                             166764100   7576596    122085010 SH       DEFINED     1                        122085010
CHICAGO BRIDGE & IRON NY SHARE           167250109      3985       165000 SH       DEFINED     1                           165000
CHILDRENS PLACE RETAIL STORE INC         168905107     30025       500000 SH       DEFINED     1                           500000
CHINA GRENTECH CORP LTD ADR              16938P107      1577       147900 SH       DEFINED     1                           147900
CHINA NETCOM GRP CORP (HK) LTD ADR SPON  16940Q101     66804      1900000 SH       DEFINED     1                          1900000
CHIPOTLE MEXICAN GRILL INC CL A          169656105     10666       175000 SH       DEFINED     1                           175000
CHOICEPOINT INC                          170388102    158100      3785000 SH       DEFINED     1                          3785000
CHUBB CORP                               171232101    463543      9289440 SH       DEFINED     1                          9289440
CHUNGHWA TELECOM ADR                     17133Q205    859045     46510300 SH       DEFINED     1                         46510300
CHURCH & DWIGHT INC                      171340102    106248      2917300 SH       DEFINED     1                          2917300
CIGNA CORP                               125509109    559517      5679800 SH       DEFINED     1                          5679800
CINCINNATI BELL INC                      171871106       290        70740 SH       DEFINED     1                            70740
CINTAS CORP                              172908105    200120      5033200 SH       DEFINED     1                          5033200
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CITI TRENDS INC                          17306X102     53863      1261713 SH       DEFINED     1                          1261713
CITIGROUP INC                            172967101   8557524    177394777 SH       DEFINED     1                        177394777
CITY NATIONAL CORP                       178566105    174350      2678600 SH       DEFINED     1                          2678600
CKE RESTAURANTS INC                      12561E105     28237      1700000 SH       DEFINED     1                          1700000
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CLEAR CHANNEL OUTDOOR HLDGS CL A         18451C109     24091      1149400 SH       DEFINED     1                          1149400
CNET NETWORKS INC                        12613R104    142922     17910000 SH       DEFINED     1                         17910000
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COCA-COLA CO                             191216100   3946870     91745000 SH       DEFINED     1                         91745000
COGENT INC                               19239Y108     20548      1363500 SH       DEFINED     1                          1363500
COLONIAL PROPERTIES TRUST                195872106     12064       244200 SH       DEFINED     1                           244200
COMCAST CORP CL A (NEW)                  20030N101    282019      8613900 SH       DEFINED     1                          8613900
COMCAST CORP CL A SPECIAL N/V (NEW)      20030N200    295020      9000000 SH       DEFINED     1                          9000000
COMERICA INC                             200340107     36393       700000 SH       DEFINED     1                           700000
COMMERCE BANCORP INC NJ                  200519106    496419     13917000 SH       DEFINED     1                         13917000
COMPANHIA DE BEBIDAS AMBEV ON ADR        20441W104     33873       925500 SH       DEFINED     1                           925500
COMPANHIA DE BEBIDAS DAS AMBEV PN ADR    20441W203    265279      6431000 SH       DEFINED     1                          6431000
COMPASS BANCSHARES INC                   20449H109     86180      1550000 SH       DEFINED     1                          1550000
COMPASS MINERALS INTERNATIONAL           20451N101     27445      1100000 SH       DEFINED     1                          1100000
CONAGRA FOODS INC                        205887102   1099404     49724300 SH       DEFINED     1                         49724300
CONEXANT SYSTEMS CV NT 4% 2/1/2007       207142AF7     34112    $34500000 PRN      DEFINED     1                        $34500000
CONMED CORP                              207410101      9231       445954 SH       DEFINED     1                           445954
CONNETICS CORP                           208192104     23520      2000000 SH       DEFINED     1                          2000000
CONOCOPHILLIPS                           20825C104   4333343     66127615 SH       DEFINED     1                         66127615
CONSOL ENERGY INC 144 PIPES              20854P109    871393     18651400 SH       DEFINED     1                         18651400
CONSOLIDATED EDISON INC                  209115104    236421      5320000 SH       DEFINED     1                          5320000
CONSTELLATION BRANDS INC CL A            21036P108    275100     11004000 SH       DEFINED     1                         11004000
CONSTELLATION ENERGY GROUP INC           210371100     95410      1750000 SH       DEFINED     1                          1750000
CONTINENTAL AIR CL B                     210795308    101320      3400000 SH       DEFINED     1                          3400000
COOPER INDUSTRIES LTD CL A               2949435      300067      3229300 SH       DEFINED     1                          3229300
COPA HOLDINGS SA CL A                    B0TNJH9       21518       950000 SH       DEFINED     1                           950000
CORE LABORATORIES                        2182531       73108      1197700 SH       DEFINED     1                          1197700
CORNING INC                              219350105   1953287     80747713 SH       DEFINED     1                         80747713
CORRECTIONS CORP OF AMERICA NEW          22025Y407    119115      2250000 SH       DEFINED     1                          2250000
COSTAR GROUP INC                         22160N109     17949       300000 SH       DEFINED     1                           300000
COSTCO WHOLESALE CORP                    22160K105    132399      2317500 SH       DEFINED     1                          2317500
COUSINS PPTYS INC                        222795106     12372       400000 SH       DEFINED     1                           400000
CPFL ENERGIA SA ADR                      126153105     47712      1305400 SH       DEFINED     1                          1305400
CRESCENT REAL ESTATE CV PFD SER A 6.75%  225756204      9486       450000 SH       DEFINED     1                           450000
  PERPETUAL                                                                                                                      
CRESCENT REAL ESTATE EQUITIES CO         225756105    112195      6045000 SH       DEFINED     1                          6045000
CTC MEDIA INC                            12642X106     31857      1744650 SH       DEFINED     1                          1744650

CUBIST PHARMACEUTICALS INC               229678107     12590       500000 SH       DEFINED     1                           500000
CULLEN/FROST BANKERS                     229899109    114600      2000000 SH       DEFINED     1                          2000000
CUMMINS INC                              231021106    207825      1700000 SH       DEFINED     1                          1700000
CURTISS-WRIGHT CORP                      231561101      8294       268600 SH       DEFINED     1                           268600
CVS CORP                                 126650100    529575     17250000 SH       DEFINED     1                         17250000
CYBERSOURCE CORP                         23251J106      3871       330885 SH       DEFINED     1                           330885
CYMER INC                                232572107     32987       710000 SH       DEFINED     1                           710000
CYPRESS SEMICONDUCTOR CORP               232806109     29080      2000000 SH       DEFINED     1                          2000000
CYTOKINETICS INC                         23282W100      5369       853500 SH       DEFINED     1                           853500
DAVITA INC                               23918K108     99400      2000000 SH       DEFINED     1                          2000000
DEAN FOODS COMPANY                       242370104     92975      2500000 SH       DEFINED     1                          2500000
DEERE & CO                               244199105   1709274     20472800 SH       DEFINED     1                         20472800
DELL INC                                 24702R101    871901     35719000 SH       DEFINED     1                         35719000
DELTA & PINE LAND CO                     247357106     23520       800000 SH       DEFINED     1                           800000
DELTA PETROLEUM CORP                     247907207     89230      5209000 SH       DEFINED     1                          5209000
DELUXE CORPORATION                       248019101     38456      2200000 SH       DEFINED     1                          2200000
DENBURY RESOURCES INC                    247916208    109752      3465500 SH       DEFINED     1                          3465500
DENNY'S CORP                             24869P104     21033      5700000 SH       DEFINED     1                          5700000
DESERT COMMUNITY BANK                    25037Y109      1823        98600 SH       DEFINED     1                            98600
DEVELOPERS DIV RLTY                      251591103    409091      7840000 SH       DEFINED     1                          7840000
DEVON ENERGY CORP                        25179M103   1793511     29688972 SH       DEFINED     1                         29688972
DIAGEO PLC ADR                           25243Q205      1027        15200 SH       DEFINED     1                            15200
DIAMOND OFFSHORE DRILLING INC            25271C102    516170      6150000 SH       DEFINED     1                          6150000
DIEBOLD INC                              253651103     86346      2125700 SH       DEFINED     1                          2125700
DISCOVERY HOLDING CO CL A                25468Y107    292522     19994680 SH       DEFINED     1                         19994680
DISCOVERY LABORATORIES INC               254668106      2508      1200000 SH       DEFINED     1                          1200000
DISNEY WALT CO (THE)-DISNEY COMMON       254687106   1037670     34589000 SH       DEFINED     1                         34589000
DOBSON COMM CL A 144                     256069105     54224      7014738 SH       DEFINED     1                          7014738
DOLLAR GENERAL CORP                      256669102    253737     18150000 SH       DEFINED     1                         18150000
DOMINION RESOURCES INC NEW               25746U109   2343560     31335211 SH       DEFINED     1                         31335211
DONNELLEY R R & SONS CO                  257867101    746266     23357300 SH       DEFINED     1                         23357300
DOW CHEMICAL CO                          260543103   2093321     53633650 SH       DEFINED     1                         53633650
DREAMWORKS ANIMATION SKG INC CL A        26153C103     59197      2585000 SH       DEFINED     1                          2585000
DTE ENERGY CO                            233331107    411755     10106900 SH       DEFINED     1                         10106900
DUKE ENERGY CORP (NEW)                   26441C105   1433225     48798940 SH       DEFINED     1                         48798940
DUPONT EI DE NEMOURS & CO                263534109   2014896     48435000 SH       DEFINED     1                         48435000
EAST WEST BANCORP INC                    27579R104     21904       577800 SH       DEFINED     1                           577800
EASTMAN CHEMICAL CO                      277432100    108000      2000000 SH       DEFINED     1                          2000000
EATON CORP                               278058102     90480      1200000 SH       DEFINED     1                          1200000
EBAY INC                                 278642103   1026922     35060500 SH       DEFINED     1                         35060500
ECHELON CORP                             27874N105     14980      2000000 SH       DEFINED     1                          2000000
ECLIPSYS CORP                            278856109     15890       875000 SH       DEFINED     1                           875000
EDISON INTERNATIONAL                     281020107    214500      5500000 SH       DEFINED     1                          5500000
ELAN CORP PLC ADR                        284131208     56279      3370000 SH       DEFINED     1                          3370000
ELDORADO GOLD CORP C$                    284902103     14570      3000000 SH       DEFINED     1                          3000000
ELECTRONIC DATA SYSTEMS CORP             285661104    223758      9300000 SH       DEFINED     1                          9300000
ELKCORP                                  287456107      8331       300000 SH       DEFINED     1                           300000
EMBARQ CORP                              29078E105    488346     11913792 SH       DEFINED     1                         11913792
EMC CORPORATION                          268648102    359525     32773500 SH       DEFINED     1                         32773500
EMERSON ELECTRIC CO                      291011104   1297798     15485000 SH       DEFINED     1                         15485000
EMMIS COMMUNICATIONS CORP CL A           291525103      3144       201000 SH       DEFINED     1                           201000
ENBRIDGE INC C$                          29250N105    217608      7148982 SH       DEFINED     1                          7148982
ENCANA CORP C$                           292505104    158011      3000000 SH       DEFINED     1                          3000000
ENCORE ACQUISITION CO                    29255W100     20404       760500 SH       DEFINED     1                           760500
ENDO PHARMACEUTICALS HLDGS               29264F205     82450      2500000 SH       DEFINED     1                          2500000
ENERGEN CORP                             29265N108      7682       200000 SH       DEFINED     1                           200000
ENERGY EAST CORP                         29266M109     92848      3880000 SH       DEFINED     1                          3880000

ENERSYS INC                              29275Y102     25080      1200000 SH       DEFINED     1                          1200000
ENSCO INTL INC                           26874Q100    127706      2775000 SH       DEFINED     1                          2775000
ENTERGY CORP NEW                         29364G103    542072      7661792 SH       DEFINED     1                          7661792
EOG RESOURCES INC                        26875P101   1649273     23785300 SH       DEFINED     1                         23785300
EQUITABLE RESOURCES INC                  294549100    278050      8300000 SH       DEFINED     1                          8300000
EQUITY OFFICE CV PFD SER B 5.25%         294741509     22618       420400 SH       DEFINED     1                           420400
  02/15/08                                                                                                                       
EQUITY OFFICE PROPERTIES TRUST           294741103    389744     10675000 SH       DEFINED     1                         10675000
EQUITY RESIDENTIAL SH BEN INT            29476L107    674895     15088200 SH       DEFINED     1                         15088200
EUROBANCSHARES INC                       298716101      8249       853000 SH       DEFINED     1                           853000
EXELON CORPORATION                       30161N101   2702772     47558900 SH       DEFINED     1                         47558900
EXPEDIA INC                              30212P105    321047     21446000 SH       DEFINED     1                         21446000
EXPRESS SCRIPTS                          302182100    307829      4290900 SH       DEFINED     1                          4290900
EXXON MOBIL CORP                         30231G102   3824657     62341600 SH       DEFINED     1                         62341600
FAIRCHILD SEMICOND CV NT 5.0% 11-01-08   303727AJ0     20172    $20350000 PRN      DEFINED     1                        $20350000
FAIRCHILD SEMICONDUCTOR INTERNATIONAL    303726103     64613      3556000 SH       DEFINED     1                          3556000
FAIRFAX FINANCIAL HLDGS LTD S/V C$       303901102     47563       500000 SH       DEFINED     1                           500000
FALCONBRIDGE LTD NEW C$                  306104100    184409      3500000 SH       DEFINED     1                          3500000
FEDERAL AGRICULTURAL MORTGAGE CORP CL C  313148306     17451       630000 SH       DEFINED     1                           630000
FEDERAL HOME LOAN MORTGAGE CORP          313400301   3564265     62520000 SH       DEFINED     1                         62520000
FEDERAL NATIONAL MORTGAGE ASSOCIATION    313586109   7213547    149969800 SH       DEFINED     1                        149969800
FEDERAL SIGNAL CORP                      313855108     27140      1792600 SH       DEFINED     1                          1792600
FEDERATED DEPARTMENT STORES INC          31410H101    128100      3500000 SH       DEFINED     1                          3500000
FEDEX CORP                               31428X106    384469      3290000 SH       DEFINED     1                          3290000
FIDELITY NATL FINL                       316326107     74005      1900000 SH       DEFINED     1                          1900000
FIFTH THIRD BANCORP                      316773100    508986     13775000 SH       DEFINED     1                         13775000
FIRST DATA CORP                          319963104   1358884     30170600 SH       DEFINED     1                         30170600
FIRST HORIZON NATIONAL CORP              320517105     30150       750000 SH       DEFINED     1                           750000
FIRST MIDWEST BANCRP                     320867104     11127       300074 SH       DEFINED     1                           300074
FIRST NIAGARA FINANCIAL GRP INC          33582V108     35751      2550000 SH       DEFINED     1                          2550000
FIRST REGIONAL BANCORP                   33615C101     20215       229714 SH       DEFINED     1                           229714
FIRSTENERGY CORP                         337932107   1019069     18798536 SH       DEFINED     1                         18798536
FIRSTMERIT CORP                          337915102     51188      2444493 SH       DEFINED     1                          2444493
FISERV INC                               337738108     68040      1500000 SH       DEFINED     1                          1500000
FLEXTRONICS INTERNATIONAL LTD            2353058      413277     38915000 SH       DEFINED     1                         38915000
FLUOR CORP (NEW)                         343412102     49857       536500 SH       DEFINED     1                           536500
FMC TECHNOLOGIES INC                     30249U101    323916      4801600 SH       DEFINED     1                          4801600
FOMENTO ECONOMICO MEXICANO SPON ADR      344419106    358665      4284100 SH       DEFINED     1                          4284100
FORD CAP TRUST II CV PFD 6.50% 01/15/32  345395206    194876      7009930 SH       DEFINED     1                          7009930
FORD MOTOR CO                            345370860    346905     50058500 SH       DEFINED     1                         50058500
FOREST LABS INC                          345838106   1282451     33146829 SH       DEFINED     1                         33146829
FORMFACTOR INC                           346375108     13389       300000 SH       DEFINED     1                           300000
FOSSIL INC                               349882100    116705      6480000 SH       DEFINED     1                          6480000
FOXHOLLOW TECHNOLOGIES INC               35166A103     78952      2889900 SH       DEFINED     1                          2889900
FPL GROUP INC                            302571104    894139     21608000 SH       DEFINED     1                         21608000
FREEPORT-MCMORAN COPPER & GOLD CL B      35671D857    917063     16550500 SH       DEFINED     1                         16550500
FRESH DEL MONTE PRODUCE INC              2118707       18997      1100000 SH       DEFINED     1                          1100000
FULTON FINL CORP                         360271100     34464      2164793 SH       DEFINED     1                          2164793
FURNITURE BRANDS                         360921100     28134      1350000 SH       DEFINED     1                          1350000
G&K SERVICES INC CL A                    361268105     22295       650000 SH       DEFINED     1                           650000
GALLAGHER ARTHUR J                       363576109    331267     13072900 SH       DEFINED     1                         13072900
GAMMON LAKE RESOURCES INC C$             364915108     37534      2736000 SH       DEFINED     1                          2736000
GANNETT CO INC                           364730101    316620      5661000 SH       DEFINED     1                          5661000
GAP INC                                  364760108    405985     23332445 SH       DEFINED     1                         23332445
GARMIN LTD                               2695620      519714      4929000 SH       DEFINED     1                          4929000
GARTNER INC                              366651107     22365      1575000 SH       DEFINED     1                          1575000
GENENTECH INC                            368710406    899800     11000000 SH       DEFINED     1                         11000000

GENERAL DYNAMICS CORP                    369550108   2059568     31463000 SH       DEFINED     1                         31463000
GENERAL ELECTRIC CO (USD)                369604103  10234191    310503355 SH       DEFINED     1                        310503355
GENERAL MILLS INC                        370334104   1540977     29829200 SH       DEFINED     1                         29829200
GENERAL MOTORS CORP                      370442105   1815447     60941500 SH       DEFINED     1                         60941500
GENERAL MOTORS CV PFD SER A 4.5%         370442741     47185      1933000 SH       DEFINED     1                          1933000
  3/6/2032                                                                                                                       
GENERAL MOTORS CV SR DEB SER B 5.25%     370442733     12950       700000 SH       DEFINED     1                           700000
  03/06/32                                                                                                                       
GENTEX CORP                              371901109    216020     15430000 SH       DEFINED     1                         15430000
GENTIUM SPA SPON ADR PIPES               37250B104      5470       450000 SH       DEFINED     1                           450000
GENUINE PARTS CO                         372460105    309218      7422415 SH       DEFINED     1                          7422415
GENWORTH FINANCIAL INC A                 37247D106    164967      4735000 SH       DEFINED     1                          4735000
GETTY IMAGES INC                         374276103    346130      5450000 SH       DEFINED     1                          5450000
GILEAD SCIENCES INC                      375558103    337212      5700000 SH       DEFINED     1                          5700000
GLOBAL IMAGING SYSTEMS INC               37934A100     15212       368500 SH       DEFINED     1                           368500
GOLDCORP INC C$                          380956409     50581      1677500 SH       DEFINED     1                          1677500
GOLDEN STAR RESOURCES LTD C$             38119T104     45994     15745000 SH       DEFINED     1                         15745000
GOLDEN WEST FINANCIAL CORP               381317106    566324      7632400 SH       DEFINED     1                          7632400
GOOGLE INC CL A                          38259P508   5981533     14264500 SH       DEFINED     1                         14264500
GREATBATCH INC                           39153L106     47686      2020600 SH       DEFINED     1                          2020600
GREEN MOUNTAIN COFFEE ROASTERS INC       393122106      1703        42400 SH       DEFINED     1                            42400
GRUPO AEROPORTUARIO DEL PACIFICO SA ADR  400506101     44428      1394900 SH       DEFINED     1                          1394900
  CL B                                                                                                                           
GRUPO TELEVISA ADR SPON CPO              40049J206    395608     20487200 SH       DEFINED     1                         20487200
GSI COMMERCE INC                         36238G102     15361      1135321 SH       DEFINED     1                          1135321
HAEMONETICS CORP                         405024100     13953       300000 SH       DEFINED     1                           300000
HALLIBURTON CO                           406216101   2060812     27770000 SH       DEFINED     1                         27770000
HARLEY-DAVIDSON INC                      412822108   1009927     18399100 SH       DEFINED     1                         18399100
HARRAHS ENTERTAINMENT INC                413619107   1130939     15888436 SH       DEFINED     1                         15888436
HARTFORD FINANCIAL SERVICES GROUP INC    416515104    271439      3208500 SH       DEFINED     1                          3208500
HARVEST NATURAL RESOURCES INC            41754V103     14331      1058400 SH       DEFINED     1                          1058400
HCA INC                                  404119109    209278      4850000 SH       DEFINED     1                          4850000
HEALTH CARE PPTY INV                     421915109    163443      6112300 SH       DEFINED     1                          6112300
HEALTHWAYS INC                           422245100      7896       150000 SH       DEFINED     1                           150000
HEARTLAND FINANCIAL USA INC              42234Q102      4941       185400 SH       DEFINED     1                           185400
HECLA MINING CO                          422704106     33289      6340800 SH       DEFINED     1                          6340800
HEINZ H J CO                             423074103   1727530     41910000 SH       DEFINED     1                         41910000
HERITAGE FINANCIAL CORP                  42722X106       848        32194 SH       DEFINED     1                            32194
HESS CORP                                42809H107    881538     16680000 SH       DEFINED     1                         16680000
HEWLETT-PACKARD CO                       428236103   2678702     84555000 SH       DEFINED     1                         84555000
HIMAX TECHNOLOGIES INC ADR               43289P106     15254      2666700 SH       DEFINED     1                          2666700
HOLOGIC INC                              436440101     34949       708034 SH       DEFINED     1                           708034
HOME DEPOT INC                           437076102    333563      9320000 SH       DEFINED     1                          9320000
HOME FEDERAL BANCORP INC                 43709A101      2560       187400 SH       DEFINED     1                           187400
HOSPITALITY PROPERTIES TRUST             44106M102    186757      4252200 SH       DEFINED     1                          4252200
HOUSTON WIRE & CABLE CO                  44244K109     10320       600000 SH       DEFINED     1                           600000
HSBC HOLDINGS PLC ADR SPON NEW           404280406   1162919     13162638 SH       DEFINED     1                         13162638
HUBBELL INC CL B                         443510201    246022      5163100 SH       DEFINED     1                          5163100
HUDSON CITY BANCORP INC                  443683107     39990      3000000 SH       DEFINED     1                          3000000
HUDSON HIGHLAND GROUP                    443792106      4015       372100 SH       DEFINED     1                           372100
HUMAN GENOME SCIENCES INC                444903108      5350       500000 SH       DEFINED     1                           500000
HUNTINGTON BANCSHARES INC                446150104     58950      2500000 SH       DEFINED     1                          2500000
HYDRIL                                   448774109     24930       317500 SH       DEFINED     1                           317500
HYTHIAM INC                              44919F104     15683      2250000 SH       DEFINED     1                          2250000
I-FLOW CORP                              449520303     10820      1000000 SH       DEFINED     1                          1000000
I2 TECHNOLOGIES INC                      465754208      5514       435207 SH       DEFINED     1                           435207
IAC INTERACTIVECORP                      44919P300    491787     18565000 SH       DEFINED     1                         18565000

ICICI BANK LTD SPON ADR                  45104G104     36665      1550300 SH       DEFINED     1                          1550300
ICOS CORP                                449295104     74766      3400000 SH       DEFINED     1                          3400000
IDENIX PHARMACEUTICALS INC               45166R204      9400      1000000 SH       DEFINED     1                          1000000
IDEXX LABORATORIES INC                   45168D104    193084      2570000 SH       DEFINED     1                          2570000
ILLINOIS TOOL WORKS INC                  452308109   1650554     34748500 SH       DEFINED     1                         34748500
IMMUCOR INC                              452526106      9375       487500 SH       DEFINED     1                           487500
IMPERIAL OIL LTD C$                      453038408    602438     16486521 SH       DEFINED     1                         16486521
INCO LTD C$                              453258402    439044      6662300 SH       DEFINED     1                          6662300
INCO LTD LYONS CV (OPT) NT 0% 03-29-21   453258AM7     45630    $26000000 PRN      DEFINED     1                        $26000000
INDYMAC BANCORP INC                      456607100     68775      1500000 SH       DEFINED     1                          1500000
INFOSPACE INC                            45678T201     10202       450000 SH       DEFINED     1                           450000
INGERSOLL-RAND CO LTD CL A               2831167      200638      4690000 SH       DEFINED     1                          4690000
INTEGRA LIFESCIENCES HOLDING             457985208     79883      2058300 SH       DEFINED     1                          2058300
INTEGRATED DEVICE TECHNOLOGY INC         458118106     23383      1649000 SH       DEFINED     1                          1649000
INTEL CORP                               458140100   3290849    173659564 SH       DEFINED     1                        173659564
INTEL CORP CV DEB 2.95% 12-15-35         458140AD2      4379     $5175000 PRN      DEFINED     1                         $5175000
INTERNATIONAL BUSINESS MACHINES CORP     459200101   4840782     63014600 SH       DEFINED     1                         63014600
INTERNATIONAL GAME TECHNOLOGY            459902102    587577     15487000 SH       DEFINED     1                         15487000
INTERNATIONAL PAPER CO                   460146103   1681039     52044555 SH       DEFINED     1                         52044555
INTERNET CAPITAL GROUP INC               46059C205     17017      1890775 SH       DEFINED     1                          1890775
INTERPUBLIC GROUP                        460690100      8275       990988 SH       DEFINED     1                           990988
INTERSIL CORPORATION CL A                46069S109    244882     10532548 SH       DEFINED     1                         10532548
INTEVAC INC                              461148108      8672       400000 SH       DEFINED     1                           400000
INTL RECTIFIER CV SUB NT 4.25% 07-15-07  460254AE5     51350    $52000000 PRN      DEFINED     1                        $52000000
INTUIT                                   461202103    551100      9125680 SH       DEFINED     1                          9125680
INTUITIVE SURGICAL INC                   46120E602    170785      1447700 SH       DEFINED     1                          1447700
INVACARE CORP                            461203101     19282       775000 SH       DEFINED     1                           775000
IRON MOUNTAIN INC NEW                    462846106    224280      6000000 SH       DEFINED     1                          6000000
ISTAR FINANCIAL INC                      45031U101    540033     14305500 SH       DEFINED     1                         14305500
IVANHOE MINES LTD C$                     46579N103    160720     23725300 SH       DEFINED     1                         23725300
JABIL CIRCUIT INC                        466313103     95411      3727000 SH       DEFINED     1                          3727000
JACKSON HEWITT TAX SERVICE INC           468202106      5486       175000 SH       DEFINED     1                           175000
JACOBS ENGR GROUP                        469814107     48226       605555 SH       DEFINED     1                           605555
JETBLUE AIRWAYS CORP                     477143101    208852     17203638 SH       DEFINED     1                         17203638
JOHNSON & JOHNSON                        478160104   1126017     18792000 SH       DEFINED     1                         18792000
JOHNSON CONTROLS INC                     478366107   1133863     13790600 SH       DEFINED     1                         13790600
JOURNAL COMMUNICATIONS INC A             481130102      1180       105000 SH       DEFINED     1                           105000
JOY GLOBAL INC                           481165108     78135      1500000 SH       DEFINED     1                          1500000
JPMORGAN CHASE & CO                      46625H100   4842460    115296660 SH       DEFINED     1                        115296660
K&F INDUSTRIES HOLDINGS INC              482241106     31914      1800000 SH       DEFINED     1                          1800000
KELLOGG CO                               487836108    665428     13740000 SH       DEFINED     1                         13740000
KELLY SERVICES CL A                      488152208     21736       800000 SH       DEFINED     1                           800000
KERYX BIOPHARMACEUTICALS INC             492515101     28400      2000000 SH       DEFINED     1                          2000000
KEYCORP NEW                              493267108     66365      1860000 SH       DEFINED     1                          1860000
KEYSPAN CORP                             49337W100    143420      3550000 SH       DEFINED     1                          3550000
KIMBERLY-CLARK CORP                      494368103   1045507     16945000 SH       DEFINED     1                         16945000
KIMCO REALTY CORP                        49446R109    254956      6987000 SH       DEFINED     1                          6987000
KINDER MORGAN INC                        49455P101    258326      2586100 SH       DEFINED     1                          2586100
KINETIC CONCEPTS INC                     49460W208      6623       150000 SH       DEFINED     1                           150000
KLA-TENCOR CORP                          482480100    767333     18458818 SH       DEFINED     1                         18458818
KNOT INC (THE) 144 PIPES                 499184109     29302      1400000 SH       DEFINED     1                          1400000
KOHLS CORP                               500255104   1428505     24162800 SH       DEFINED     1                         24162800
KRAFT FOODS INC CL A                     50075N104    358113     11589400 SH       DEFINED     1                         11589400
KT CORPORATION ADR                       48268K101    228290     10642880 SH       DEFINED     1                         10642880
KYPHON INC                               501577100    183376      4780400 SH       DEFINED     1                          4780400
LA-Z-BOY INC                             505336107     18200      1300000 SH       DEFINED     1                          1300000
LABOPHARM INC US$                        504905100     15800      2000000 SH       DEFINED     1                          2000000

LAM RESEARCH                             512807108    163170      3500000 SH       DEFINED     1                          3500000
LAS VEGAS SANDS CORP                     517834107    214271      2752000 SH       DEFINED     1                          2752000
LAUREATE EDUCATION INC                   518613104     19320       453200 SH       DEFINED     1                           453200
LAWSON SOFTWARE INC                      52078P102     13400      2000000 SH       DEFINED     1                          2000000
LEGGETT & PLATT INC                      524660107    344599     13795000 SH       DEFINED     1                         13795000
LENNAR CORP CL A                         526057104     66555      1500000 SH       DEFINED     1                          1500000
LEVITT CORP CL A                         52742P108     16000      1000000 SH       DEFINED     1                          1000000
LEXMARK INTERNATIONAL INC CL A           529771107     83745      1500000 SH       DEFINED     1                          1500000
LG PHILIPS LCD CO LTD ADR                50186V102    197508     10900000 SH       DEFINED     1                         10900000
LIBERTY GLOBAL INC CL A                  530555101      9234       429485 SH       DEFINED     1                           429485
LIBERTY GLOBAL INC CL C                  530555309     82280      4000000 SH       DEFINED     1                          4000000
LIBERTY MEDIA CV NT 4.0% 11/15/29 (S)    530715AG6     22320    $36000000 PRN      DEFINED     1                        $36000000
LIBERTY MEDIA CV SR NT (CBS/VIA) 3.25%   530715AR2     29738    $39000000 PRN      DEFINED     1                        $39000000
  03/15/31                                                                                                                       
LIBERTY MEDIA CV SR NT (MOT) 3.50%       530715AN1     47688    $50000000 PRN      DEFINED     1                        $50000000
  01-15-31                                                                                                                       
LIBERTY MEDIA HLG-LIBERTY CAPITAL SER A  53071M302    438448      5233950 SH       DEFINED     1                          5233950
LIBERTY MEDIA HLG-LIBERTY INTERACT SER A 53071M104    432165     25038500 SH       DEFINED     1                         25038500
LIFE TIME FITNESS                        53217R207     72181      1560000 SH       DEFINED     1                          1560000
LIFEPOINT HOSPITALS INC                  53219L109     17672       550000 SH       DEFINED     1                           550000
LILLY ELI & CO                           532457108   5527448    100008100 SH       DEFINED     1                        100008100
LIMITED BRANDS INC                       532716107   2024412     79109497 SH       DEFINED     1                         79109497
LINCARE HOLDINGS INC                     532791100    189200      5000000 SH       DEFINED     1                          5000000
LINCOLN ELECTRIC HLDGS                   533900106     47708       761500 SH       DEFINED     1                           761500
LINCOLN NATIONAL CORP                    534187109    767569     13599740 SH       DEFINED     1                         13599740
LINEAR TECHNOLOGY CORP                   535678106   1605544     47941000 SH       DEFINED     1                         47941000
LIONS GATE ENTERTAINMENT CORP C$         535919203     84793      9869206 SH       DEFINED     1                          9869206
LITTELFUSE INC                           537008104     32661       950000 SH       DEFINED     1                           950000
LKQ CORP                                 501889208      1748        92000 SH       DEFINED     1                            92000
LOCKHEED MARTIN CORP                     539830109   1093045     15236200 SH       DEFINED     1                         15236200
LOOPNET INC                              543524300      5639       303000 SH       DEFINED     1                           303000
LOWES COMPANIES INC                      548661107   8367424    137917000 SH       DEFINED     1                        137917000
LSI LOGIC CORP CV NT 4.0% 11/01/06       502161AG7      5970     $6000000 PRN      DEFINED     1                         $6000000
LUCENT TECHNOLOGIES CV SUB DEB 8.00%     549463AK3    127452   $126503000 PRN      DEFINED     1                       $126503000
  08-01-31/08-02-06                                                                                                              
LYONDELL CHEMICAL CO                     552078107    164738      7270000 SH       DEFINED     1                          7270000
M&T BANK CORP                            55261F104    113112       959230 SH       DEFINED     1                           959230
MACQUARIE INFRASTRUCTURE COMPANY TRUST   55607X108      9356       339100 SH       DEFINED     1                           339100
MAGNA INTERNATIONAL INC CL A US$         559222401    580870      8071000 SH       DEFINED     1                          8071000
MAGYAR TELEKOM TELECOMMUNICATIONS ADR    559776109      2368       125000 SH       DEFINED     1                           125000
MANHATTAN ASSOCIATES INC                 562750109     39566      1950000 SH       DEFINED     1                          1950000
MANPOWER INC                             56418H100    274712      4252500 SH       DEFINED     1                          4252500
MANULIFE FINANCIAL CORP C$               56501R106     19016       600000 SH       DEFINED     1                           600000
MARATHON OIL CORP                        565849106   3369286     40447612 SH       DEFINED     1                         40447612
MARCHEX INC CL B                         56624R108     45183      2750000 SH       DEFINED     1                          2750000
MARSH & MCLENNAN COMPANIES INC           571748102   1437026     53440900 SH       DEFINED     1                         53440900
MARSHALL & ILSLEY                        571834100    315149      6890000 SH       DEFINED     1                          6890000
MARTEK BIOSCIENCES                       572901106    114570      3957500 SH       DEFINED     1                          3957500
MASSEY ENERGY COMPANY                    576206106     72421      2011700 SH       DEFINED     1                          2011700
MATTEL INC                               577081102    150241      9100000 SH       DEFINED     1                          9100000
MAXIM INTEGRATED PRODUCTS INC            57772K101   1527049     47556800 SH       DEFINED     1                         47556800
MB FINANCIAL INC                         55264U108      6365       180000 SH       DEFINED     1                           180000
MCAFEE INC                               579064106     65997      2719300 SH       DEFINED     1                          2719300
MCDONALDS CORP                           580135101    406560     12100000 SH       DEFINED     1                         12100000
MCKESSON CORP                            58155Q103    784683     16596500 SH       DEFINED     1                         16596500
MDU RESOURCES GROUP                      552690109     77613      2120000 SH       DEFINED     1                          2120000
MEADWESTVACO CORP                        583334107    634240     22708196 SH       DEFINED     1                         22708196

MEDCO HEALTH SOLUTIONS INC               58405U102   1035181     18072300 SH       DEFINED     1                         18072300
MEDICIS PHARMACEUTICAL CL A              584690309    174480      7270000 SH       DEFINED     1                          7270000
MEDIMMUNE INC                            584699102    211922      7820000 SH       DEFINED     1                          7820000
MEDTRONIC INC                            585055106   3190058     67989300 SH       DEFINED     1                         67989300
MELLON FINANCIAL CORP                    58551A108    550952     16002100 SH       DEFINED     1                         16002100
MENTOR CORP MINN                         587188103     48686      1119225 SH       DEFINED     1                          1119225
MENTOR GRAPHICS                          587200106     53932      4155000 SH       DEFINED     1                          4155000
MERCANTILE BANKSHRS                      587405101     34778       975000 SH       DEFINED     1                           975000
MERCK & CO INC                           589331107   4442289    121940400 SH       DEFINED     1                        121940400
MERCURY GENERAL CORP                     589400100     36539       648200 SH       DEFINED     1                           648200
MGI PHARMA                               552880106     12900       600000 SH       DEFINED     1                           600000
MGM MIRAGE                               552953101    113106      2772200 SH       DEFINED     1                          2772200
MICHAELS STORES                          594087108    699430     16960000 SH       DEFINED     1                         16960000
MICROCHIP TECHNOLOGY INC                 595017104    748813     22319322 SH       DEFINED     1                         22319322
MICRON TECHNOLOGY INC 144A               595112103    819899     54442144 SH       DEFINED     1                         54442144
MICROSOFT CORP                           594918104  10020880    430080700 SH       DEFINED     1                        430080700
MILLENNIUM PHARMACEUTICALS INC           599902103     32871      3297000 SH       DEFINED     1                          3297000
MINE SAFETY APPLIANCES CO                602720104    100110      2490300 SH       DEFINED     1                          2490300
MKS INSTRUMENTS                          55306N104     57341      2849944 SH       DEFINED     1                          2849944
MOBILE TELESYSTEMS OJSC SPON ADR         607409109     47119      1600500 SH       DEFINED     1                          1600500
MOLEX INC                                608554101    129580      3860000 SH       DEFINED     1                          3860000
MONRO MUFFLER BRAKE                      610236101      7000       215000 SH       DEFINED     1                           215000
MONSANTO CO NEW                          61166W101    367205      4361617 SH       DEFINED     1                          4361617
MONSTER WORLDWIDE                        611742107    348430      8167607 SH       DEFINED     1                          8167607
MONTPELIER RE HOLDINGS LTD               2956888      114360      6614200 SH       DEFINED     1                          6614200
MOSAIC COMPANY                           61945A107    164325     10500000 SH       DEFINED     1                         10500000
MOTOROLA INC                             620076109   1107022     54939055 SH       DEFINED     1                         54939055
MSC INDUSTRIAL DIRECT CO INC CL A        553530106    115357      2425000 SH       DEFINED     1                          2425000
MURPHY OIL CORP                          626717102    985527     17642800 SH       DEFINED     1                         17642800
MYOGEN INC                               62856E104     54990      1896200 SH       DEFINED     1                          1896200
NABI BIOPHARMACEUTICALS                  629519109     17507      3050000 SH       DEFINED     1                          3050000
NASDAQ STOCK MARKET INC                  631103108     25185       842300 SH       DEFINED     1                           842300
NATIONAL CITY CORP                       635405103   1060226     29296100 SH       DEFINED     1                         29296100
NATIONAL INSTRUMENTS CORP                636518102    138265      5046160 SH       DEFINED     1                          5046160
NAVTEQ CORP                              63936L100    371085      8305400 SH       DEFINED     1                          8305400
NEKTAR THERAPEUTICS                      640268108     18340      1000000 SH       DEFINED     1                          1000000
NET 1 UEPS TECHNOLOGIES INC              64107N206     11624       425000 SH       DEFINED     1                           425000
NETEASE.COM ADR                          64110W102      9825       440000 SH       DEFINED     1                           440000
NEUSTAR INC CL A                         64126X201     57376      1700040 SH       DEFINED     1                          1700040
NEWFIELD EXPLORATION                     651290108    741294     15147000 SH       DEFINED     1                         15147000
NEWMONT MINING CORP                      651639106   1510622     28540000 SH       DEFINED     1                         28540000
NEWS CORP INC CL A                       65248E104   2155045    112358970 SH       DEFINED     1                        112358970
NEWS CORP INC CL B                       65248E203    130573      6470404 SH       DEFINED     1                          6470404
NEXEN INC C$                             65334H102    801398     14218763 SH       DEFINED     1                         14218763
NIKE INC CL B                            654106103    117450      1450000 SH       DEFINED     1                          1450000
NISOURCE INC                             65473P105    306065     14013968 SH       DEFINED     1                         14013968
NOBLE CORP                               2891718      593127      7970000 SH       DEFINED     1                          7970000
NOBLE ENERGY INC                         655044105     18557       396000 SH       DEFINED     1                           396000
NOKIA CORP OYJ SPON ADR                  654902204   1951655     96330434 SH       DEFINED     1                         96330434
NORFOLK SOUTHERN CORP                    655844108    479049      9001300 SH       DEFINED     1                          9001300
NORSK HYDRO SPON ADR                     656531605    336252     12589000 SH       DEFINED     1                         12589000
NORTEL NETWORKS CORP (HLDG CO) US$       656568102     93409     41850000 SH       DEFINED     1                         41850000
NORTEL NETWORKS CV NT 4.25% 09/01/08     656568AB8     75800    $80000000 PRN      DEFINED     1                        $80000000
NORTH FORK BANCORPORATION INC            659424105     60340      2000000 SH       DEFINED     1                          2000000
NORTHEAST UTILITIES                      664397106    145335      7031200 SH       DEFINED     1                          7031200
NORTHERN ORION RESOURCES PP C$           665575106     22424      4566600 SH       DEFINED     1                          4566600
NORTHROP GRUMMAN CORP                    666807102   2015743     31466483 SH       DEFINED     1                         31466483

NORTHSTAR NEUROSCIENCE INC               66704V101      2336       225000 SH       DEFINED     1                           225000
NORTHWEST BANCORP INC                    667328108     20960       790925 SH       DEFINED     1                           790925
NOVARTIS AG NAMEN SPON ADR               66987V109     63710      1181556 SH       DEFINED     1                          1181556
NOVELIS INC US$                          67000X106      6798       315000 SH       DEFINED     1                           315000
NOVELL INC                               670006105    112530     16972900 SH       DEFINED     1                         16972900
NOVELLUS SYSTEMS INC                     670008101     84931      3438500 SH       DEFINED     1                          3438500
NOVEN PHARMACEUTICALS INC                670009109      5471       305657 SH       DEFINED     1                           305657
NRG ENERGY CV PFD 5.75% 03/16/09         629377870     48784       200000 SH       DEFINED     1                           200000
NRG ENERGY INC                           629377508    120450      2500000 SH       DEFINED     1                          2500000
NSTAR                                    67019E107     59066      2065250 SH       DEFINED     1                          2065250
NTELOS HOLDINGS CORP                     67020Q107     14788      1023400 SH       DEFINED     1                          1023400
NTL INC WTS 2.94645:1 @$105.17 SER A EXP 62941W119        25        39037 SH       DEFINED     1                            39037
  1/10/11                                                                                                                        
NUTRISYSTEM INC                          67069D108     21746       350000 SH       DEFINED     1                           350000
NUVASIVE INC                             670704105     39313      2156500 SH       DEFINED     1                          2156500
NUVELO INC                               67072M301     41726      2506036 SH       DEFINED     1                          2506036
O'CHARLEYS INC                           670823103     13456       791500 SH       DEFINED     1                           791500
O2MICRO INTL LTD SPON ADR                67107W100     23493      3055000 SH       DEFINED     1                          3055000
OCCIDENTAL PETROLEUM CORP                674599105   1064687     10382122 SH       DEFINED     1                         10382122
OLD REPUBLIC INTL CORP                   680223104     76932      3600000 SH       DEFINED     1                          3600000
OLD SECOND BANCORP INC                   680277100      9115       294022 SH       DEFINED     1                           294022
OMNICOM GROUP INC                        681919106    178180      2000000 SH       DEFINED     1                          2000000
ORACLE CORP                              68389X105   7511876    518417943 SH       DEFINED     1                        518417943
ORBOTECH LTD                             2661784       20339       887000 SH       DEFINED     1                           887000
ORIENT-EXPRESS HOTELS CL A               2619288       21556       555000 SH       DEFINED     1                           555000
ORIX CORP ADR                            686330101     23177       189600 SH       DEFINED     1                           189600
OSI RESTAURANT PARTNERS INC              67104A101    277181      8011000 SH       DEFINED     1                          8011000
OWENS-ILLINOIS INC                       690768403     16760      1000000 SH       DEFINED     1                          1000000
PACCAR INC                               693718108    115645      1403800 SH       DEFINED     1                          1403800
PACKAGING CORP OF AMERICA                695156109    259325     11776800 SH       DEFINED     1                         11776800
PALM HARBOR HOMES INC                    696639103     11219       637806 SH       DEFINED     1                           637806
PANACOS PHARMACEUTICALS INC              69811Q106      5520      1000000 SH       DEFINED     1                          1000000
PANERA BREAD CO CL A                     69840W108     33620       500000 SH       DEFINED     1                           500000
PAR PHARMACEUTICAL COMPANIES INC         69888P106     15691       850000 SH       DEFINED     1                           850000
PARKER-HANNIFIN CORP                     701094104    565316      7285000 SH       DEFINED     1                          7285000
PARTNER COMMUNICATIONS CO ADR            70211M109      3038       370000 SH       DEFINED     1                           370000
PARTNERRE HLDGS LTD                      2671932      116014      1811300 SH       DEFINED     1                          1811300
PATTERSON COS INC                        703395103     96058      2750000 SH       DEFINED     1                          2750000
PAYCHEX INC                              704326107    194823      4998019 SH       DEFINED     1                          4998019
PDF SOLUTIONS INC                        693282105     13651      1100000 SH       DEFINED     1                          1100000
PEABODY ENERGY CORP                      704549104    305677      5483000 SH       DEFINED     1                          5483000
PENTAIR INC                              709631105     54803      1602900 SH       DEFINED     1                          1602900
PENWEST PHARMACEUTICALS CO               709754105     10915       500000 SH       DEFINED     1                           500000
PEPSICO INC                              713448108   3360517     55971300 SH       DEFINED     1                         55971300
PERKINELMER INC                          714046109     32291      1545000 SH       DEFINED     1                          1545000
PETCO ANIMAL SUPPLIES INC                716016209     10215       500000 SH       DEFINED     1                           500000
PETRO-CANADA C$                          71644E102   1622313     34186200 SH       DEFINED     1                         34186200
PETROLEO BRASIL ON ADR (PETROBRAS)       71654V408   1273373     14257900 SH       DEFINED     1                         14257900
PETROLEO BRASIL PN ADR (PETROBRAS) SPON  71654V101    583530      7308742 SH       DEFINED     1                          7308742
PETSMART INC                             716768106     19200       750000 SH       DEFINED     1                           750000
PF CHANGS CHINA BISTRO INC               69333Y108     93149      2450000 SH       DEFINED     1                          2450000
PFF BANCORP INC                          69331W104      8290       250000 SH       DEFINED     1                           250000
PFIZER INC                               717081103   2327288     99160100 SH       DEFINED     1                         99160100
PG&E CORP                                69331C108     12962       330000 SH       DEFINED     1                           330000
PG&E CORP CV (OPT) SUB NT 9.50%          69331CAD0    159950    $56000000 PRN      DEFINED     1                        $56000000
  06-30-2010/07                                                                                                                  
PHELPS DODGE CORP                        717265102    458823      5584500 SH       DEFINED     1                          5584500

PHILIPPINE LDTEL ADR SPON                718252604     91027      2636940 SH       DEFINED     1                          2636940
PINNACLE ENTERTAINMENT INC               723456109     39845      1300000 SH       DEFINED     1                          1300000
PINNACLE WEST CAPITAL CORP               723484101     29462       738200 SH       DEFINED     1                           738200
PITNEY BOWES INC                         724479100    392643      9507100 SH       DEFINED     1                          9507100
PLANTRONICS INC                          727493108      8884       400000 SH       DEFINED     1                           400000
PMC-SIERRA INC                           69344F106    110920     11800000 SH       DEFINED     1                         11800000
PNC FINANCIAL SERVICES GROUP INC         693475105    550835      7850000 SH       DEFINED     1                          7850000
POPULAR INC                              733174106     47040      2450000 SH       DEFINED     1                          2450000
POTASH CORP OF SASKATCHEWAN INC US$      73755L107    857327      9972400 SH       DEFINED     1                          9972400
POWER INTEGRATIONS INC                   739276103     24035      1375000 SH       DEFINED     1                          1375000
PPG INDUSTRIES INC                       693506107    676150     10244700 SH       DEFINED     1                         10244700
PPL CORPORATION                          69351T106    868030     26874000 SH       DEFINED     1                         26874000
PRAXAIR INC                              74005P104     75600      1400000 SH       DEFINED     1                          1400000
PRECISION CASTPARTS                      740189105    217526      3640000 SH       DEFINED     1                          3640000
PROCTER & GAMBLE CO                      742718109    467500      8408271 SH       DEFINED     1                          8408271
PROGRESS ENERGY INC                      743263105    507402     11835818 SH       DEFINED     1                         11835818
PROGRESSIVE GAMING INTERNATIONAL CORP    74332S102     21255      2725000 SH       DEFINED     1                          2725000
PROLOGIS SBI                             743410102     91210      1750000 SH       DEFINED     1                          1750000
PROTECTIVE LIFE CORP                     743674103     69930      1500000 SH       DEFINED     1                          1500000
PSIVIDA LTD SPON ADR                     74439M107      2567       658164 SH       DEFINED     1                           658164
PSS WORLD MEDICAL                        69366A100     20739      1175000 SH       DEFINED     1                          1175000
PSYCHIATRIC SOLUTIONS INC                74439H108     64244      2241600 SH       DEFINED     1                          2241600
PT INDOSAT TBK SPON ADR                  744383100      2595       111500 SH       DEFINED     1                           111500
PUBLIC SERVICE ENTERPRISE GROUP INC      744573106   1577914     23864400 SH       DEFINED     1                         23864400
PUGET ENERGY INC                         745310102     42578      1982200 SH       DEFINED     1                          1982200
QUALCOMM INC                             747525103    121011      3020000 SH       DEFINED     1                          3020000
QUESTAR CORP                             748356102    593614      7375000 SH       DEFINED     1                          7375000
QUICKSILVER RESOURCES INC                74837R104    379469     10308850 SH       DEFINED     1                         10308850
QWEST COMMUNICATIONS INTERNATIONAL INC   749121109   1828176    225979700 SH       DEFINED     1                        225979700
QWEST COMMUNICATIONS INTL CV SR NT (OPT) 749121BY4    304000   $200000000 PRN      DEFINED     1                       $200000000
  3.5% 11-15-25                                                                                                                  
RADIO ONE CL A                           75040P108       293        39000 SH       DEFINED     1                            39000
RADIO ONE CL D N/V                       75040P405       577        78000 SH       DEFINED     1                            78000
RAYTHEON COMPANY                         755111507   1063537     23862172 SH       DEFINED     1                         23862172
REGAL ENTERTAINMENT GROUP CL A           758766109     81727      4022000 SH       DEFINED     1                          4022000
REGIONS FINANCIAL CORP NEW               7591EP100    271584      8200000 SH       DEFINED     1                          8200000
RELIANT ENERGY INC                       75952B105    158615     13240000 SH       DEFINED     1                         13240000
RESMED INC                               761152107     21221       452000 SH       DEFINED     1                           452000
RESTORATION HARDWARE INC                 760981100     12206      1700000 SH       DEFINED     1                          1700000
REYNOLDS AMERICAN INC                    761713106   1599996     13876807 SH       DEFINED     1                         13876807
ROBERT HALF INTL                         770323103    668220     15910000 SH       DEFINED     1                         15910000
ROGERS CORP                              775133101     76059      1350000 SH       DEFINED     1                          1350000
ROHM & HAAS CO                           775371107    379659      7575000 SH       DEFINED     1                          7575000
ROLLINS INC                              775711104     13748       700000 SH       DEFINED     1                           700000
ROSS STORES INC                          778296103    356011     12692000 SH       DEFINED     1                         12692000
ROWAN COMPANIES INC                      779382100     78298      2200000 SH       DEFINED     1                          2200000
ROYAL BANK OF CANADA C$                  780087102    275534      6785000 SH       DEFINED     1                          6785000
ROYAL CARIBBEAN CRUISES LTD              2754907      269242      7039000 SH       DEFINED     1                          7039000
ROYAL DUTCH SHELL CL A ADR               780259206   4472590     66775000 SH       DEFINED     1                         66775000
ROYAL DUTCH SHELL CL B ADR               780259107    878610     12574928 SH       DEFINED     1                         12574928
RPM INTERNATIONAL INC                    749685103    151380      8410000 SH       DEFINED     1                          8410000
RUBY TUESDAY INC                         781182100     53702      2200000 SH       DEFINED     1                          2200000
RYANAIR HOLDINGS PLC SPON ADR            783513104    745746     14145400 SH       DEFINED     1                         14145400
SABRE HOLDINGS CORP CL A                 785905100    347745     15806595 SH       DEFINED     1                         15806595
SAN JUAN BASIN RTY                       798241105     12188       312900 SH       DEFINED     1                           312900
SANMINA-SCI CORP                         800907107     31878      6930000 SH       DEFINED     1                          6930000
SARA LEE CORP                            803111103    719018     44882500 SH       DEFINED     1                         44882500

SAXON CAPITAL INC                        80556T106     39354      3440000 SH       DEFINED     1                          3440000
SCHEIN (HENRY) INC                       806407102     81544      1745000 SH       DEFINED     1                          1745000
SCHERING-PLOUGH CORP                     806605101   1475954     77559300 SH       DEFINED     1                         77559300
SCHERING-PLOUGH CORP CV PFD 6.00%        806605606    176150      3499900 SH       DEFINED     1                          3499900
  09/14/07                                                                                                                       
SCHLUMBERGER LTD                         806857108   7201856    110610600 SH       DEFINED     1                        110610600
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    329417      7636000 SH       DEFINED     1                          7636000
SEAGATE TECHNOLOGY                       2166245      618717     27328500 SH       DEFINED     1                         27328500
SEALED AIR CORP NEW                      81211K100    585640     11245000 SH       DEFINED     1                         11245000
SELECT COMFORT CORP                      81616X103     41346      1800000 SH       DEFINED     1                          1800000
SEMTECH CORP                             816850101     98260      6800000 SH       DEFINED     1                          6800000
SENOMYX INC                              81724Q107     14782      1024400 SH       DEFINED     1                          1024400
SEPRACOR INC                             817315104    257130      4500000 SH       DEFINED     1                          4500000
SEPRACOR INC CV SUB DEB 5.00% 2/15/07    817315AL8     45885    $46000000 PRN      DEFINED     1                        $46000000
SEROLOGICALS CORPORATION                 817523103      7314       232644 SH       DEFINED     1                           232644
SERVICEMASTER CO (THE)                   81760N109    326513     31608250 SH       DEFINED     1                         31608250
SHARPER IMAGE CORP                       820013100     10555       950000 SH       DEFINED     1                           950000
SHAW COMMUNICATIONS INC CL B N/V US$     82028K200    254610      9000000 SH       DEFINED     1                          9000000
SHIRE PLC ADR                            82481R106     95095      2150000 SH       DEFINED     1                          2150000
SHUFFLE MASTER INC                       825549108     33763      1030000 SH       DEFINED     1                          1030000
SILVER WHEATON CORP C$                   828336107     23569      2505000 SH       DEFINED     1                          2505000
SIRVA INC                                82967Y104      5068       783300 SH       DEFINED     1                           783300
SK TELECOM SPON ADR (NY)                 78440P108    278257     11881175 SH       DEFINED     1                         11881175
SKILLSOFT PLC SPON ADR                   830928107     10384      1696800 SH       DEFINED     1                          1696800
SKY FINANCIAL GROUP INC                  83080P103     28332      1200000 SH       DEFINED     1                          1200000
SLM CORP                                 78442P106    111132      2100000 SH       DEFINED     1                          2100000
SMITH INTL INC                           832110100    627605     14113000 SH       DEFINED     1                         14113000
SMURFIT-STONE CONTAINER CORP             832727101     42931      3924200 SH       DEFINED     1                          3924200
SNAP-ON INC                              833034101     93370      2310000 SH       DEFINED     1                          2310000
SOLECTRON CORP                           834182107    205411     60061600 SH       DEFINED     1                         60061600
SONIC CORP                               835451105     66528      3200000 SH       DEFINED     1                          3200000
SONOCO PRODUCTS CO                       835495102    194616      6149000 SH       DEFINED     1                          6149000
SOUTH FINANCIAL GROUP INC                837841105     22845       865000 SH       DEFINED     1                           865000
SOUTHERN CO                              842587107    643404     20075000 SH       DEFINED     1                         20075000
SOUTHWEST AIRLINES CO                    844741108   1288469     78709177 SH       DEFINED     1                         78709177
SOUTHWESTERN ENERGY                      845467109    254883      8179800 SH       DEFINED     1                          8179800
SPANSION INC CL A                        84649R101     29814      1870400 SH       DEFINED     1                          1870400
SPARK NETWORKS PLC ADR                   846513208      6944      1361580 SH       DEFINED     1                          1361580
SPRINT NEXTEL CORP SERIES 1              852061100   3755659    187876882 SH       DEFINED     1                        187876882
ST JOE CO (THE)                          790148100      7735       166200 SH       DEFINED     1                           166200
ST JUDE MEDICAL                          790849103    565736     17450200 SH       DEFINED     1                         17450200
ST PAUL TRAVELERS COMPANIES INC          792860108    922583     20695000 SH       DEFINED     1                         20695000
STARBUCKS CORP                           855244109   1681770     44538400 SH       DEFINED     1                         44538400
STATE STREET CORP                        857477103    490861      8450000 SH       DEFINED     1                          8450000
STEELCASE INC CL A                       858155203     15299       930000 SH       DEFINED     1                           930000
STERIS CORP                              859152100     40005      1750000 SH       DEFINED     1                          1750000
STERLING BANCSHARES INC                  858907108     10313       550000 SH       DEFINED     1                           550000
STORA ENSO OYJ R ADR                     86210M106     15187      1086300 SH       DEFINED     1                          1086300
STRATASYS INC                            862685104      7660       260000 SH       DEFINED     1                           260000
STRYKER CORP                             863667101    255392      6064870 SH       DEFINED     1                          6064870
SUN LIFE FINANCIAL INC C$                866796105     14505       365000 SH       DEFINED     1                           365000
SUN MICROSYSTEMS INC                     866810104    421985    101683000 SH       DEFINED     1                        101683000
SUNCOR ENERGY INC C$                     867229106   3337422     41228286 SH       DEFINED     1                         41228286
SUNOCO INC                               86764P109     34645       500000 SH       DEFINED     1                           500000
SUNSTONE HOTEL INVESTORS INC             867892101    104424      3593400 SH       DEFINED     1                          3593400
SUNTRUST BANKS INC                       867914103   1201476     15755000 SH       DEFINED     1                         15755000

SUPERVALU INC                            868536103    195471      6367140 SH       DEFINED     1                          6367140
SUPPORTSOFT INC                          868587106     14891      3779400 SH       DEFINED     1                          3779400
SYMANTEC CORP                            871503108    669774     43100000 SH       DEFINED     1                         43100000
SYMYX TECHNOLOGIES INC                   87155S108     10747       445000 SH       DEFINED     1                           445000
SYSCO CORP                               871829107    302544      9900000 SH       DEFINED     1                          9900000
TAIWAN SEMICONDUCTOR MFG CO SPON ADR     874039100   1044219    113749375 SH       DEFINED     1                        113749375
TALISMAN ENERGY INC US$                  87425E103    282389     16155000 SH       DEFINED     1                         16155000
TARGET CORP                              87612E106   6621123    135484400 SH       DEFINED     1                        135484400
TELEFONOS DE MEXICO L ADR                879403780    387927     18623474 SH       DEFINED     1                         18623474
TELEMIG CELULAR PARTICIPACOES PN ADR     87944E105     21042       594400 SH       DEFINED     1                           594400
TELEPHONE/DATA SYSTS                     879433100    291630      7044200 SH       DEFINED     1                          7044200
TELEPHONE/DATA SYSTS SPECIAL SHARE       879433860    346179      8899200 SH       DEFINED     1                          8899200
TEMPLE-INLAND INC                        879868107    144595      3372860 SH       DEFINED     1                          3372860
TERADYNE INC                             880770102    121539      8725000 SH       DEFINED     1                          8725000
TETRA TECH INC                           88162G103     34600      1950400 SH       DEFINED     1                          1950400
TEVA PHARM ADR                           881624209     47521      1504307 SH       DEFINED     1                          1504307
TEVA PHARMACEUTICAL CV DEB SER D (OPT)   88165FAA0     27488    $30000000 PRN      DEFINED     1                        $30000000
  1.75% 02-01-2026/11                                                                                                            
TEXAS INSTRUMENTS INC                    882508104   3050049    100694924 SH       DEFINED     1                        100694924
THERAVANCE INC                           88338T104     11440       500000 SH       DEFINED     1                           500000
TIBCO SOFTWARE INC                       88632Q103     25221      3577500 SH       DEFINED     1                          3577500
TIM HORTONS INC US$                      88706M103      6953       270000 SH       DEFINED     1                           270000
TIM PARTICIPACOES SA PN ADR              88706P106     95743      3475256 SH       DEFINED     1                          3475256
TIME WARNER INC                          887317105   2124625    122810700 SH       DEFINED     1                        122810700
TIME WARNER TELECOM CV SR 2.375%         887319AC5      8310     $8000000 PRN      DEFINED     1                         $8000000
  04-01-26/13                                                                                                                    
TIME WARNER TELECOM INC CL A             887319101     79668      5364869 SH       DEFINED     1                          5364869
TJX COMPANIES INC NEW                    872540109    954894     41771400 SH       DEFINED     1                         41771400
TOTAL SA SPON ADR                        89151E109    411138      6275000 SH       DEFINED     1                          6275000
TRACTOR SUPPLY CO                        892356106     53192       962400 SH       DEFINED     1                           962400
TRANSDIGM GROUP INC                      893641100     11855       495000 SH       DEFINED     1                           495000
TRANSOCEAN INC                           2821287     1283417     15978800 SH       DEFINED     1                         15978800
TRIAD HOSPITALS INC                      89579K109    174944      4420000 SH       DEFINED     1                          4420000
TRIARC COMPANIES INC CL A                895927101     15514       950000 SH       DEFINED     1                           950000
TRIARC COMPANIES INC CL B SER 1          895927309     33605      2150000 SH       DEFINED     1                          2150000
TTM TECHNOLOGIES INC                     87305R109     21474      1484000 SH       DEFINED     1                          1484000
TUPPERWARE BRANDS CORP                   899896104    125327      6365000 SH       DEFINED     1                          6365000
TYCO INTERNATIONAL LTD                   902124106   5073395    184487100 SH       DEFINED     1                        184487100
TYCO INTL GROUP CV NT B (OPT) 3.125%     902118BG2     32625    $25000000 PRN      DEFINED     1                        $25000000
  01-15-23/15                                                                                                                    
TYCO INTL GROUP CV NT SER B 144A (OPT)   902118BE7     65250    $50000000 PRN      DEFINED     1                        $50000000
  3.125% 01-15-23/15                                                                                                             
U S BANCORP NEW                          902973304   1728292     55968000 SH       DEFINED     1                         55968000
U S CELLULAR CORP                        911684108     30397       501600 SH       DEFINED     1                           501600
UAL CORP                                 902549807    251335      8102340 SH       DEFINED     1                          8102340
UMPQUA HOLDINGS CORP                     904214103     79507      3099700 SH       DEFINED     1                          3099700
UNIBANCO UNITS GDR (REP 5 UBBR11 UNITS)  90458E107    514058      7743000 SH       DEFINED     1                          7743000
UNILEVER NV NY SHRS                      904784709    633695     28101750 SH       DEFINED     1                         28101750
UNION PACIFIC CORP                       907818108   1081125     11630000 SH       DEFINED     1                         11630000
UNITED BANKSHRS INC                      909907107     68864      1880000 SH       DEFINED     1                          1880000
UNITED PARCEL SERVICE INC CL B           911312106   3195334     38811300 SH       DEFINED     1                         38811300
UNITED STATES STEEL CORP                 912909108    257411      3671000 SH       DEFINED     1                          3671000
UNITED STATIONERS                        913004107     76116      1543300 SH       DEFINED     1                          1543300
UNITED TECHNOLOGIES CORP                 913017109   2757946     43487000 SH       DEFINED     1                         43487000
UNITED THERAPEUTICS CORP                 91307C102     17331       300000 SH       DEFINED     1                           300000
UNITEDHEALTH GROUP INC                   91324P102   1785826     39880000 SH       DEFINED     1                         39880000
UNIVISION COMMUNICATIONS INC CL A        914906102      2345        70000 SH       DEFINED     1                            70000

UNUMPROVIDENT CORP                       91529Y106    167208      9222730 SH       DEFINED     1                          9222730
UPM-KYMMENE ADR SPON                     915436109     30086      1400000 SH       DEFINED     1                          1400000
UST INC                                  902911106    731350     16183900 SH       DEFINED     1                         16183900
VALASSIS COMM INC                        918866104     23590      1000000 SH       DEFINED     1                          1000000
VALEANT PHARMACEUTICALS INTL             91911X104     34686      2050000 SH       DEFINED     1                          2050000
VALSPAR CORP                             920355104      7923       300000 SH       DEFINED     1                           300000
VALUECLICK INC                           92046N102     66773      4350000 SH       DEFINED     1                          4350000
VALUEVISION MEDIA INC CL A               92047K107     26472      2400000 SH       DEFINED     1                          2400000
VARIAN INC                               922206107     13491       325000 SH       DEFINED     1                           325000
VARIAN SEMICONDUCTOR EQUIPMENT ASSOCS    922207105    107955      3310500 SH       DEFINED     1                          3310500
VEECO INSTRUMENTS INC                    922417100     38109      1598523 SH       DEFINED     1                          1598523
VERASUN ENERGY CORP                      92336G106     31488      1200000 SH       DEFINED     1                          1200000
VERIFONE HOLDINGS INC                    92342Y109     27432       900000 SH       DEFINED     1                           900000
VERIZON COMMUNICATIONS                   92343V104   2916753     87093258 SH       DEFINED     1                         87093258
VERTEX PHARMACEUTCLS INC                 92532F100    127431      3471300 SH       DEFINED     1                          3471300
VF CORP                                  918204108    390540      5750000 SH       DEFINED     1                          5750000
VIACOM INC NEW CL B                      92553P201    564617     15753812 SH       DEFINED     1                         15753812
VIASYS HEALTHCARE INC                    92553Q209     18944       740000 SH       DEFINED     1                           740000
VIMPEL COMMUNICATIONS ADR OPEN JOINT     68370R109     29325       640000 SH       DEFINED     1                           640000
  STOCK COMPANY                                                                                                                  
VINEYARD NATL BANCORP CO                 927426106     12105       450000 SH       DEFINED     1                           450000
VISHAY INTERTECHNOLOGY INC               928298108     36966      2350000 SH       DEFINED     1                          2350000
VISION-SCIENCES INC                      927912105      2092      1884500 SH       DEFINED     1                          1884500
VITAL SIGNS INC                          928469105     32690       660000 SH       DEFINED     1                           660000
VIVO PARTICIPACOES SA PN ADR             92855S101     14823      6025723 SH       DEFINED     1                          6025723
VODAFONE GROUP PLC ADR                   92857W209     10650       500000 SH       DEFINED     1                           500000
VOLCANO CORP                             928645100     22824      2522000 SH       DEFINED     1                          2522000
VOTORANTIM CELULOSE PAPEL PN SPON ADR    92906P106     61853      3970000 SH       DEFINED     1                          3970000
WACHOVIA CORPORATION (NEW)               929903102   1102691     20390000 SH       DEFINED     1                         20390000
WAL-MART STORES INC                      931142103   3172284     65856000 SH       DEFINED     1                         65856000
WALGREEN CO                              931422109   3389657     75594500 SH       DEFINED     1                         75594500
WARREN RESOURCES INC                     93564A100     47519      3309118 SH       DEFINED     1                          3309118
WASHINGTON MUTUAL INC                    939322103   5328777    116910421 SH       DEFINED     1                        116910421
WASTE MANAGEMENT INC NEW                 94106L109    922920     25722400 SH       DEFINED     1                         25722400
WD-40 COMPANY                            929236107     31086       926000 SH       DEFINED     1                           926000
WEATHERFORD INTL LTD                     2962421      248100      5000000 SH       DEFINED     1                          5000000
WEINGARTEN RLTY INVS                     948741103    101988      2664250 SH       DEFINED     1                          2664250
WELLPOINT INC                            94973V107   2930394     40269260 SH       DEFINED     1                         40269260
WELLS FARGO & CO (NEW)                   949746101   4408937     65726550 SH       DEFINED     1                         65726550
WESTERN ALLIANCE BANCORPORATION          957638109      4521       130000 SH       DEFINED     1                           130000
WEYERHAEUSER CO                          962166104   1940364     31170500 SH       DEFINED     1                         31170500
WHOLE FOODS MARKET                       966837106    126022      1949600 SH       DEFINED     1                          1949600
WIDERTHAN CO LTD ADR                     967593104      7409       720000 SH       DEFINED     1                           720000
WILLIAMS COMPANIES INC                   969457100     45202      1935000 SH       DEFINED     1                          1935000
WILLIAMS-SONOMA INC                      969904101    159180      4674900 SH       DEFINED     1                          4674900
WILLIS GROUP HOLDINGS LTD                2764984      277665      8650000 SH       DEFINED     1                          8650000
WINTRUST FINANCIAL CORPORATION           97650W108     20793       408900 SH       DEFINED     1                           408900
WORTHINGTON INDUSTRIES INC               981811102    147796      7054700 SH       DEFINED     1                          7054700
WRIGHT MEDICAL GROUP                     98235T107     74511      3560000 SH       DEFINED     1                          3560000
WRIGLEY WM JR CO                         982526105    505755     11149800 SH       DEFINED     1                         11149800
WYETH                                    983024100   1239239     27904500 SH       DEFINED     1                         27904500
XCEL ENERGY INC                          98389B100    394983     20593500 SH       DEFINED     1                         20593500
XILINX INC                               983919101    953721     42106900 SH       DEFINED     1                         42106900
XL CAPITAL LTD CL A                      2283401      902508     14722800 SH       DEFINED     1                         14722800
XM SATELLITE RADIO HLDGS                 983759101    173017     11810000 SH       DEFINED     1                         11810000
YAHOO! INC                               984332106   1938178     58732654 SH       DEFINED     1                         58732654
YAMANA GOLD INC C$                       98462Y100     99092     10090000 SH       DEFINED     1                         10090000

YUM! BRANDS INC                          988498101    462484      9200000 SH       DEFINED     1                          9200000
ZILOG INC                                989524301      8991      2660000 SH       DEFINED     1                          2660000
ZIMMER HOLDINGS INC                      98956P102    957320     16878000 SH       DEFINED     1                         16878000
ZIONS BANCORP                            989701107    322282      4135000 SH       DEFINED     1                          4135000
ZUMIEZ INC                               989817101     21415       570000 SH       DEFINED     1                           570000
ZYMOGENETICS INC                         98985T109      9485       500000 SH       DEFINED     1                           500000

                                                -----------------                                                                
                                         GRAND  $  499656324                                                                     

#  PURSUANT TO REG. SEC. 240.24B-2 CERTAIN CONFIDENTIAL MATERIAL HAS BEEN FILED WITH THE SECRETARY OF THE SEC FOR NON-PUBLIC     
   TREATMENT                                                                                                                     

*  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:	8/14/06
For Period end:	6/30/06	1
	5/10/06	1		SC 13G/A
	3/9/06	1
				List all Filings

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Filing Submission 0000732812-06-000026 – Alternative Formats (Word / Rich Text, HTML, Plain Text, et al.)

Capital Research & Management Co. – ‘13F-HR’ for 6/30/06

On: Monday, 8/14/06, at 1:06pm ET · Effective: 8/14/06 · For: 6/30/06 · Accession #: 732812-6-26 · File #: 28-00157

Previous ‘13F-HR’: ‘13F-HR’ on 5/12/06 for 3/31/06 · Next: ‘13F-HR’ on 11/14/06 for 9/30/06 · 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