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UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: September 30, 2002 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: AMERICAN INTERNATIONAL GROUP, INC. Address: 70 Pine Street New York, New York 10270 Form 13F File Number: 28-219 The Institutional Investment Manager filing this report and the person by whom it is signed 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: Edward E. Matthews Title: Senior Vice Chairman -- Investments and Financial Services Phone: (212) 770-7000 Signature, Place, and Date of Signing: /s/ Edward E. Matthews New York, New York November 14, 2002 - ------------------------------- ------------------------ ----------------- (Signature) (City, State) (Date) Report Type (Check only one.): [X] 13F HOLDINGS REPORT. (Check if all holdings of this reporting manager are reported in this report.) [ ] 13F NOTICE. (Check if no holdings reported are in this report, and all holdings are reported in this report and a portion are reported by other reporting manager(s).) [ ] 13F COMBINATION REPORT. (Check 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).)

FORM 13F SUMMARY PAGE REPORT SUMMARY: Number of Other Included Managers: 4 Form 13F Information Table Entry Total: 3,601 Form 13F Information Table Value Total: $15,686,113 (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 28-4637 AIG GLOBAL INVESTMENT CORP. 2 28-2725 SUNAMERICA ASSET MANAGEMENT CORP. 3 28-3463 JOHN MCSTAY INVESTMENT COUNSEL, L.P. 4 28-5794 HSB GROUP, INC.

File Number 28-219 (Consolidated) As of 9/30/02 - ------------------------------------------------------------------------------------------------------------------------------------ TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY ---------------------------- NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ 1-800 CONTACTS INC EQUITY 681977104 18 1,794 SH DEFINED 1 1,794 1-800-FLOWERS.COM INC EQUITY 68243Q106 29 4,194 SH DEFINED 1 4,194 1ST SOURCE CORP. EQUITY 336901103 69 4,907 SH DEFINED 1 4,907 21ST CENTURY INSURANCE COMPANY EQUITY 90130N103 551024 53,445,620 SH DEFINED 1 53,445,620 21ST CENTURY INSURANCE COMPANY EQUITY 90130N103 5 462 SH DEFINED 1 462 3COM CORP. EQUITY 885535104 1884 478,058 SH DEFINED 1 478,058 3D SYSTEMS CORPORATION EQUITY 88554D205 16 2,441 SH DEFINED 1 2,441 3M EQUITY 88579Y101 2364 21,500 SH DEFINED 4 21,500 3M CO EQUITY 88579Y101 38859 353,360 SH DEFINED 1 353,360 3M CO EQUITY 88579Y101 13009 118,300 SH DEFINED 2 118,300 3M CO COM EQUITY 88579Y101 2419 22000 SH Sole 3 22000 3TEC ENERGY CORPORATION EQUITY 88575R308 76 5,313 SH DEFINED 1 5,313 4KIDS ENTERTAINMENT INC EQUITY 350865101 76 3,222 SH DEFINED 1 3,222 7-ELEVEN INC. EQUITY 817826209 67 7,873 SH DEFINED 1 7,873 99 CENTS ONLY STORES EQUITY 65440K106 1926 93,036 SH DEFINED 1 93,036 99 CENTS ONLY STORES COM EQUITY 65440K106 19607 947174 SH Sole 3 913012 34162 A C MOORE ARTS & CRAFT EQUITY 00086T103 87 4,118 SH DEFINED 1 4,118 A.G. EDWARDS, INC. EQUITY 281760108 3389 105,966 SH DEFINED 1 105,966 AAIPHARMA INC EQUITY 00252W104 45 3,783 SH DEFINED 1 3,783 AAON INC EQUITY 000360206 54 3,185 SH DEFINED 1 3,185 AAR CORP. EQUITY 000361105 41 8,685 SH DEFINED 1 8,685 AARON RENTS, INC. EQUITY 002535201 111 4,814 SH DEFINED 1 4,814 ABBOTT LABORATORIES EQUITY 002824100 30564 756,535 SH DEFINED 1 756,535 Abbott Labs EQUITY 002824100 3232 80,000 SH DEFINED 4 80,000 ABBOTT LABS EQUITY 002824100 13869 343,295 SH DEFINED 2 343,295 ABC BANCORP EQUITY 000400101 43 3,358 SH DEFINED 1 3,358 ABERCROMBIE AND FITCH CO EQUITY 002896207 708 36,000 SH DEFINED 2 36,000 ABERCROMBIE AND FITCH CO. EQUITY 002896207 2592 131,796 SH DEFINED 1 131,796 ABGENIX, INC. EQUITY 00339B107 189 29,136 SH DEFINED 1 29,136 ABIOMED, INC. EQUITY 003654100 14 4,230 SH DEFINED 1 4,230 ABM INDUSTRIES, INC. EQUITY 000957100 180 12,794 SH DEFINED 1 12,794 ACACIA RESEARCH CORP. EQUITY 003881109 26 6,659 SH DEFINED 1 6,659 ACADIA REALTY TRUST EQUITY 004239109 34 4,541 SH DEFINED 1 4,541 ACCLAIM ENTERTAINMENT, INC. EQUITY 004325205 26 23,637 SH DEFINED 1 23,637 ACCREDO HEALTH INC EQUITY 00437V104 1430 30,000 SH DEFINED 2 30,000 ACCREDO HEALTH INC COM EQUITY 00437V104 57008 1195628 SH Sole 3 1144616 51012 ACCREDO HEALTH INC. EQUITY 00437V104 19 390 SH DEFINED 1 390 ACE LTD EQUITY G0070K103 4044 136,590 SH DEFINED 1 136,590 ACME COMMUNICATION INC EQUITY 004631107 24 3,135 SH DEFINED 1 3,135 ACTEL CORP. EQUITY 004934105 74 7,144 SH DEFINED 1 7,144 ACTERNA CORP EQUITY 00503U105 4 9,071 SH DEFINED 1 9,071 ACTION PERFORMANCE CO., INC. EQUITY 004933107 136 5,286 SH DEFINED 1 5,286 ACTIVE POWER INC EQUITY 00504W100 15 11,378 SH DEFINED 1 11,378 ACTIVISION INC NEW EQUITY 004930202 14181 592,600 SH DEFINED 2 592,600 ACTIVISION, INC. EQUITY 004930202 2123 88,702 SH DEFINED 1 88,702 ACTRADE FINANCIAL TECHNOLOGIES EQUITY 00507P102 6 2,333 SH DEFINED 1 2,333 ACTUANT CORP EQUITY 00508X203 115 3,113 SH DEFINED 1 3,113 ACTUATE CORP. EQUITY 00508B102 14 14,966 SH DEFINED 1 14,966 ACUITY BRANDS INC EQUITY 00508Y102 172 14,043 SH DEFINED 1 14,043 ACXIOM CORP. EQUITY 005125109 1661 117,143 SH DEFINED 1 117,143 ADAPTEC, INC. EQUITY 00651F108 6 1,449 SH DEFINED 1 1,449 ADC Telecommunications EQUITY 000886101 125 100,000 SH DEFINED 4 100,000 ADC TELECOMMUNICATIONS, INC EQUITY 000886101 441 383,456 SH DEFINED 1 383,456 ADE CORP. EQUITY 00089C107 13 3,179 SH DEFINED 1 3,179 ADELPHIA COMMUNICATIONS CORP. EQUITY 006848303 22 14,549 SH DEFINED 1 15

ADMINISTAFF, INC. EQUITY 007094105 25 6,489 SH DEFINED 1 6,489 ADOBE SYS INC EQUITY 00724F101 3010 157,600 SH DEFINED 2 157,600 ADOBE SYSTEMS INC. EQUITY 00724F101 2395 125,404 SH DEFINED 1 125,404 ADOLOR CORPORATION EQUITY 00724X102 148 10,588 SH DEFINED 1 10,588 ADTRAN, INC. EQUITY 00738A106 886 56,769 SH DEFINED 1 56,769 ADVANCE AUTO PARTS EQUITY 00751Y106 10 186 SH DEFINED 1 186 ADVANCE AUTO PARTS COM EQUITY 00751Y106 38880 737200 SH Sole 3 725400 11800 ADVANCED DIGITAL INFO CORP. EQUITY 007525108 101 21,143 SH DEFINED 1 21,143 ADVANCED ENERGY INDUSTRIES EQUITY 007973100 50 5,627 SH DEFINED 1 5,627 ADVANCED FIBRE COMMUNICATIONS EQUITY 00754A105 1461 110,121 SH DEFINED 1 110,121 ADVANCED MARKETING SERV. INC. EQUITY 00753T105 66 4,768 SH DEFINED 1 4,768 ADVANCED MEDICAL OPTICS EQUITY 00763M108 45 4,712 SH DEFINED 1 4,712 ADVANCED MICRO DEVICES, INC. EQUITY 007903107 817 153,043 SH DEFINED 1 153,043 ADVANCED NEUROMOD SYS COM EQUITY 00757t101 6426 193100 SH Sole 3 193100 ADVANCED POWER TECHNOLOG INC EQUITY 00761E108 7 1,860 SH DEFINED 1 1,860 ADVANCED TISSUE SCIENCES, INC. EQUITY 00755F103 19 24,842 SH DEFINED 1 24,842 ADVANCEPCS EQUITY 00790K109 13267 588,866 SH DEFINED 1 588,866 ADVANCES NEUROMODULATIONS SYS EQUITY 00757T101 100 3,015 SH DEFINED 1 3,015 ADVANTA CORP [B] EQUITY 007942204 78 7,511 SH DEFINED 1 7,511 ADVENT SOFTWARE, INC. EQUITY 007974108 611 53,325 SH DEFINED 1 53,325 ADVISORY BRD CO EQUITY 00762W107 47 1,572 SH DEFINED 1 1,572 ADVO, INC. EQUITY 007585102 203 6,406 SH DEFINED 1 6,406 AEP INDS INC COM EQUITY 001031103 37 1,376 SH DEFINED 1 1,376 AEROFLEX, INC EQUITY 007768104 103 20,374 SH DEFINED 1 20,374 AEROPOSTALE INC EQUITY 007865108 65 4,241 SH DEFINED 1 4,241 AES DRAX ENERGY LTD EQUITY 00130H105 598 238,134 SH DEFINED 1 238,134 AETHER SYSTEMS INC. EQUITY 00808V105 33 12,255 SH DEFINED 1 12,255 AETNA INC-NEW EQUITY 00817Y108 2381 66,501 SH DEFINED 1 66,501 AFC ENTERPRISES EQUITY 00104Q107 98 4,841 SH DEFINED 1 4,841 AFFILIATED COMPUTER CL A EQUITY 008190100 51373 1207356 SH Sole 3 1138342 69014 AFFILIATED COMPUTER SERVICES CLASS A EQUITY 008190100 7452 175,140 SH DEFINED 1 175,140 AFFILIATED COMPUTER SVCS I EQUITY 008190100 8246 193,800 SH DEFINED 2 193,800 AFFILIATED MANAGERS GROUP EQUITY 008252108 13 300 SH DEFINED 1 300 AFFYMETRIX INC EQUITY 00826T108 13 642 SH DEFINED 1 642 AFLAC, INC. EQUITY 001055102 7797 254,060 SH DEFINED 1 254,060 AFTERMARKET TECHNOLOGY EQUITY 008318107 33 2,565 SH DEFINED 1 2,565 AFTERMARKET TECHNOLOGY COR EQUITY 008318107 2316 179,100 SH DEFINED 2 179,100 Agco Corp EQUITY 001084102 812 35,000 SH DEFINED 4 35,000 AGCO CORP. EQUITY 001084102 2304 99,316 SH DEFINED 1 99,316 AGERE SYSTEMS INC-CL B W/I EQUITY 00845V209 22 22,197 SH DEFINED 1 22,197 AGILE SOFTWARE CORP. EQUITY 00846X105 82 12,807 SH DEFINED 1 12,807 AGILENT TECHNOLOGIES INC. EQUITY 00846U101 2668 204,250 SH DEFINED 1 204,250 AGL RESOURCES, INC. EQUITY 001204106 2692 121,859 SH DEFINED 1 121,859 AIR PRODS & CHEMS INC COM EQUITY 009158106 1890 45000 SH Sole 3 45000 AIR PRODUCTS AND CHEMICALS INC EQUITY 009158106 4088 97,310 SH DEFINED 1 97,310 AIRBORNE INC. EQUITY 009269101 1347 118,759 SH DEFINED 1 118,759 AIRGAS, INC. EQUITY 009363102 1491 113,567 SH DEFINED 1 113,567 AIRGATE PCS, INC. EQUITY 009367103 4 8,304 SH DEFINED 1 8,304 AIRTRAN HOLDINGS, INC. EQUITY 00949P108 67 21,393 SH DEFINED 1 21,393 AK STEEL CORP. EQUITY 001547108 27978 3,827,298 SH DEFINED 1 3,827,298 AKAMAI TECHNOLOGIES INC. EQUITY 00971T101 28 33,396 SH DEFINED 1 33,396 AKSYS LTD EQUITY 010196103 48 8,642 SH DEFINED 1 8,642 ALABAMA NATIONAL BANCORP EQUITY 010317105 150 3,307 SH DEFINED 1 3,307 ALAMO GROUP INC EQUITY 011311107 26 2,102 SH DEFINED 1 2,102 ALAMOSA HOLDINGS INC. EQUITY 011589108 6 25,020 SH DEFINED 1 25,020 ALARIS MEDICAL INC EQUITY 011637105 23 4,818 SH DEFINED 1 4,818 ALASKA AIR GROUP, INC. EQUITY 011659109 764 43,177 SH DEFINED 1 43,177 ALASKA COMM. SYS. HLDGS., INC. EQUITY 01167P101 4 2,101 SH DEFINED 1 2,101 ALBANY INTERNATIONAL CORP. CLASS A EQUITY 012348108 961 50,640 SH DEFINED 1 50,640 ALBANY MOLECULAR EQUITY 012423109 120 7,027 SH DEFINED 1 7,027 ALBEMARLE CORP. EQUITY 012653101 1401 55,397 SH DEFINED 1 55,397 ALBERTO CULVER CO EQUITY 013068101 2452 50,000 SH DEFINED 2 50,000 ALBERTO-CULVER CO. CLASS B EQUITY 013068101 1239 25,272 SH DEFINED 1 25,272 ALBERTSONS INC EQUITY 013104104 4735 195,970 SH DEFINED 2 195,970

ALBERTSON'S, INC. EQUITY 013104104 4213 174,360 SH DEFINED 1 174,360 ALCOA, INC. EQUITY 013817101 7865 407,490 SH DEFINED 1 407,490 ALCON INC EQUITY H01301102 6440 166,200 SH DEFINED 2 166,200 ALDERWOODS GROUP INC EQUITY 014383103 88 13,547 SH DEFINED 1 13,547 ALEXANDER & BALDWIN, INC. EQUITY 014482103 1514 68,064 SH DEFINED 1 68,064 ALEXANDER'S, INC. EQUITY 014752109 41 673 SH DEFINED 1 673 ALEXANDRIA REAL EST EQ COM EQUITY 015271109 6950 163600 SH Sole 3 131300 32300 ALEXANDRIA REAL ESTATE EQUITIE EQUITY 015271109 228 5,362 SH DEFINED 1 5,362 ALEXION PHARMACEUTICLAS, INC. EQUITY 015351109 71 6,153 SH DEFINED 1 6,153 ALFA CORP. EQUITY 015385107 145 11,821 SH DEFINED 1 11,821 ALICO INC EQUITY 016230104 33 1,162 SH DEFINED 1 1,162 ALIGN TECHNOLOGY INC EQUITY 016255101 31 11,218 SH DEFINED 1 11,218 ALKERMES INC EQUITY 01642T108 146 18,519 SH DEFINED 1 18,519 ALLEGHANY CORP EQUITY 017175100 16 83 SH DEFINED 1 83 ALLEGHENY ENERGY, INC. EQUITY 017361106 6086 464,576 SH DEFINED 1 464,576 ALLEGHENY TECHNOLOGIES, INC. EQUITY 01741R102 2742 396,216 SH DEFINED 1 396,216 ALLEGIANCE TELECOM I EQUITY 01747T102 29 35,025 SH DEFINED 1 35,025 ALLEGIANT BANCORP INC EQUITY 017476102 65 4,009 SH DEFINED 1 4,009 ALLEN TELECOM, INC. EQUITY 018091108 50 9,322 SH DEFINED 1 9,322 ALLERGAN, INC. EQUITY 018490102 23168 425,880 SH DEFINED 1 425,880 ALLETE INC. EQUITY 018522102 2452 113,501 SH DEFINED 1 113,501 ALLIANCE DATA SYS CORP COM EQUITY 018581108 31496 2078959 SH Sole 3 2010779 68180 ALLIANCE DATA SYSTEMS EQUITY 018581108 12 791 SH DEFINED 1 791 ALLIANCE GAMING CORP EQUITY 01859P609 222 14,363 SH DEFINED 1 14,363 ALLIANCE GAMING CORP COM NEW EQUITY 01859P609 12932 836500 SH Sole 3 836500 ALLIANCE IMAGING INC EQUITY 018606202 47 3,962 SH DEFINED 1 3,962 ALLIANCE SEMICONDUCTOR CORP. EQUITY 01877H100 32 8,518 SH DEFINED 1 8,518 ALLIANT ENERGY CORP. EQUITY 018802108 2335 121,306 SH DEFINED 1 121,306 ALLIANT TECHSYSTEMS COM EQUITY 018804104 14598 210800 SH Sole 3 182650 28150 ALLIANT TECHSYSTEMS INC EQUITY 018804104 28 411 SH DEFINED 1 411 ALLIED CAPITAL CORP EQUITY 01903Q108 4972 227,131 SH DEFINED 1 227,131 ALLIED WASTE INDUSTRIES, INC. EQUITY 019589308 1160 157,813 SH DEFINED 1 157,813 ALLMERICA FINANCIAL CORP EQUITY 019754100 849 70,767 SH DEFINED 1 70,767 ALLOS THERAPEUTICS INC EQUITY 019777101 66 7,799 SH DEFINED 1 7,799 ALLOY ONLINE, INC EQUITY 019855105 88 10,584 SH DEFINED 1 10,584 ALLSCRIPTS HEALTHCARE SOLUTION EQUITY 01988P108 22 7,859 SH DEFINED 1 7,859 ALLSTATE CORP EQUITY 020002101 12844 361,300 SH DEFINED 2 361,300 ALLSTATE CORP. EQUITY 020002101 12644 355,660 SH DEFINED 1 355,660 ALLTEL CORP EQUITY 020039103 4058 101,120 SH DEFINED 2 101,120 ALLTEL CORP. EQUITY 020039103 6084 151,610 SH DEFINED 1 151,610 ALPHARMA INC. CLASS A EQUITY 020813101 96 10,012 SH DEFINED 1 10,012 ALTERA CORP EQUITY 021441100 1907 220,000 SH DEFINED 2 220,000 ALTERA CORP. EQUITY 021441100 1605 185,101 SH DEFINED 1 185,101 ALTIRIS INC EQUITY 02148M100 17 1,698 SH DEFINED 1 1,698 AMAZON.COM, INC. EQUITY 023135106 166 10,398 SH DEFINED 1 10,398 AMB PPTY CORP EQUITY 00163T109 4780 165400 SH Sole 3 134094 31306 AMB PROPERTY CORP EQUITY 00163T109 35 1,211 SH DEFINED 1 1,211 AMBAC FINANCIAL GROUP INC. EQUITY 023139108 2509 46,559 SH DEFINED 1 46,559 AMBASSADORS GROUP INC EQUITY 023177108 28 1,887 SH DEFINED 1 1,887 AMC ENTERTAINMENT, INC. EQUITY 001669100 70 9,410 SH DEFINED 1 9,410 AMCOL INTERNATIONAL CORP. EQUITY 02341W103 38 6,727 SH DEFINED 1 6,727 AMCORE FINANCIAL, INC. EQUITY 023912108 184 8,381 SH DEFINED 1 8,381 AMERADA HESS CORP EQUITY 023551104 2652 39,067 SH DEFINED 1 39,067 AMERCO, INC. EQUITY 023586100 34 3,380 SH DEFINED 1 3,380 AMEREN CORP. EQUITY 023608102 11035 264,948 SH DEFINED 1 264,948 Ameren Corporation EQUITY 023608102 5206 125,000 SH DEFINED 4 125,000 AMERICA MOVIL-SERIES L ADR EQUITY 02364W105 2860 236,750 SH DEFINED 1 236,750 AMERICAN AXLE & MFG HOLDINGS EQUITY 024061103 10 382 SH DEFINED 1 382 AMERICAN AXLE + MFG HLDGS EQUITY 024061103 1911 76,500 SH DEFINED 2 76,500 AMERICAN CAP. STRATEGIES, INC. EQUITY 024937104 10553 560,118 SH DEFINED 1 560,118 AMERICAN EAGLE OUTFITTERS EQUITY 02553E106 1157 95,902 SH DEFINED 1 95,902 AMERICAN ELECTRIC POWER, INC. EQUITY 025537101 4140 145,210 SH DEFINED 1 145,210 American Express EQUITY 025816109 780 25,000 SH DEFINED 4 25,000 AMERICAN EXPRESS CO EQUITY 025816109 13584 435,600 SH DEFINED 2 435,600

AMERICAN EXPRESS CO. EQUITY 025816109 49145 1,576,180 SH DEFINED 1 1,576,180 AMERICAN FINANCIAL GROUP, INC. EQUITY 025932104 2103 91,336 SH DEFINED 1 91,336 AMERICAN FINANCIAL HLDGS INC. EQUITY 026075101 241 7,915 SH DEFINED 1 7,915 AMERICAN FIRST MORTGAGE INVES EQUITY 55272X102 4495 554,917 SH DEFINED 1 554,917 AMERICAN GREETINGS CORP. CLASS A EQUITY 026375105 469 29,111 SH DEFINED 1 29,111 AMERICAN HEALTHWAYS INC EQUITY 02649V104 59 3,625 SH DEFINED 1 3,625 AMERICAN HOME MTG HLDG EQUITY 02660M108 32 2,936 SH DEFINED 1 2,936 AMERICAN INTL GROUP INC EQUITY 026874107 1655 30,250 SH DEFINED 2 30,250 AMERICAN INTL GRP INC COM EQUITY 026874107 246638 4,508,927 SH DEFINED 1 4,508,927 AMERICAN ITALIAN PASTA CO. CLASS A EQUITY 027070101 201 5,629 SH DEFINED 1 5,629 AMERICAN MANAGEMENT SYSTEMS EQUITY 027352103 169 13,287 SH DEFINED 1 13,287 AMERICAN MED SEC GROUP EQUITY 02744P101 30 2,093 SH DEFINED 1 2,093 AMERICAN MEDICAL SYSTEMS HOLDI EQUITY 02744M108 138 6,627 SH DEFINED 1 6,627 AMERICAN NATIONAL IN EQUITY 028591105 10 149 SH DEFINED 1 149 AMERICAN NATL BANKSHAR EQUITY 027745108 54 1,969 SH DEFINED 1 1,969 AMERICAN PHARMACEUTICA EQUITY 02886P109 50 3,057 SH DEFINED 1 3,057 AMERICAN PHYSICIANS CAPITAL IN EQUITY 028884104 57 3,376 SH DEFINED 1 3,376 AMERICAN POWER CONVERSION EQUITY 029066107 823 86,132 SH DEFINED 1 86,132 American Standard Co EQUITY 029712106 954 15,000 SH DEFINED 4 15,000 AMERICAN STANDARD COMPANIES EQUITY 029712106 2004 31,498 SH DEFINED 1 31,498 AMERICAN STATES WATER CO. EQUITY 029899101 135 5,142 SH DEFINED 1 5,142 AMERICAN SUPERCONDUCTOR CORP EQUITY 030111108 19 6,947 SH DEFINED 1 6,947 AMERICAN TOWER CORP EQUITY 029912201 87 54,837 SH DEFINED 1 54,837 AMERICAN WATER WORKS CO., INC. EQUITY 030411102 5928 132,738 SH DEFINED 1 132,738 AMERICAN WOODMARK CORP. EQUITY 030506109 79 1,554 SH DEFINED 1 1,554 AMERICREDIT CORP. EQUITY 03060R101 1788 221,592 SH DEFINED 1 221,592 AMERIGROUP CORP EQUITY 03073T102 110 3,265 SH DEFINED 1 3,265 AMERIPATH, INC. EQUITY 03071D109 142 9,551 SH DEFINED 1 9,551 AMERISOURCEBERGEN CO EQUITY 03073E105 30130 421,874 SH DEFINED 1 421,874 AMERISTAR CASINOS EQUITY 03070Q101 67 3,519 SH DEFINED 1 3,519 AMERITRADE HOLDING CORP - CL A EQUITY 03074K100 116 31,220 SH DEFINED 1 31,220 AMERON, INC. EQUITY 030710107 60 1,219 SH DEFINED 1 1,219 AMERUS GROUP CO. EQUITY 03072M108 1503 52,985 SH DEFINED 1 52,985 AMETEK, INC. EQUITY 031100100 1593 54,712 SH DEFINED 1 54,712 AMGEN INC EQUITY 031162100 16175 387,901 SH DEFINED 2 387,901 AMGEN, INC. EQUITY 031162100 49750 1,047,592 SH DEFINED 1 1,047,592 AMKOR TECHNOLOGY, INC EQUITY 031652100 3 1,175 SH DEFINED 1 1,175 AMLI RESIDENTIAL PROPERTIES EQUITY 001735109 106 4,798 SH DEFINED 1 4,798 AMN HEALTHCARE SERVICE EQUITY 001744101 3 185 SH DEFINED 1 185 AMN HEALTHCARE SVCS INC EQUITY 001744101 925 50,000 SH DEFINED 2 50,000 AMPHENOL CORP. CLASS A EQUITY 032095101 293 9,439 SH DEFINED 1 9,439 AMR CORP. EQUITY 001765106 287 68,674 SH DEFINED 1 68,674 AMSOUTH BANCORPORATION EQUITY 032165102 3287 158,482 SH DEFINED 1 158,482 AMSURG CORP CL A EQUITY 03232P405 209 6,928 SH DEFINED 1 6,928 AMSURG CORP CL A EQUITY 03232P405 28592 947682 SH Sole 3 938982 8700 AMYLIN PHARMACEUTICALS INC EQUITY 032346108 831 50,000 SH DEFINED 2 50,000 AMYLIN PHARMACEUTICALS, INC. EQUITY 032346108 346 20,799 SH DEFINED 1 20,799 ANADARKO PETE CORP EQUITY 032511107 7928 178,000 SH DEFINED 2 178,000 ANADARKO PETROLEUM CORP. EQUITY 032511107 27173 610,082 SH DEFINED 1 610,082 ANADIGICS, INC. EQUITY 032515108 22 10,377 SH DEFINED 1 10,377 ANALOG DEVICES, INC. EQUITY 032654105 3080 156,350 SH DEFINED 1 156,350 ANALOGIC CORP. EQUITY 032657207 94 2,251 SH DEFINED 1 2,251 ANAREN MICROWAVE, INC EQUITY 032744104 63 7,630 SH DEFINED 1 7,630 ANCHOR BANCORP WISCONSIN, INC. EQUITY 032839102 144 7,153 SH DEFINED 1 7,153 ANDREW CORP. EQUITY 034425108 282 43,113 SH DEFINED 1 43,113 ANDRX GROUP EQUITY 034553107 3954 178,532 SH DEFINED 1 178,532 ANGELICA CORP EQUITY 034663104 63 2,930 SH DEFINED 1 2,930 ANGLO AMERICAN PLC - UNSP ADR EQUITY 03485P102 2094 166,210 SH DEFINED 1 166,210 Anheuser Busch EQUITY 035229103 2024 40,000 SH DEFINED 4 40,000 ANHEUSER BUSCH COS INC EQUITY 035229103 8197 162,000 SH DEFINED 2 162,000 ANHEUSER-BUSCH COMPANIES, INC. EQUITY 035229103 45463 898,480 SH DEFINED 1 898,480 ANIXTER INTERNATIONALL, INC. EQUITY 035290105 218 10,597 SH DEFINED 1 10,597 ANN TAYLOR STORES CORP. EQUITY 036115103 344 14,933 SH DEFINED 1 14,933 ANNALY MTG MGMT INC EQUITY 035710409 11427 619,362 SH DEFINED 1 619,362

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