13F-HR 1 v047048_13f-hr.txt 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 holding entries. Institutional Investment Manager Filing this Report: Name: Meeder Asset Management, Inc. ---------------------------------------------------------------------- Address: 6125 Memorial Drive ---------------------------------------------------------------------- Dublin, OH 43017 ---------------------------------------------------------------------- ---------------------------------------------------------------------- Form 13F File Number: 28-1512 -------------------- 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: Terra D. Case ---------------------------------------------------------------------- Title: Associate General Counsel ---------------------------------------------------------------------- Phone: 614-766-7000 ---------------------------------------------------------------------- Signature, Place, and Date of Signing: /s/ Terra D. Case Dublin, OH 7-20-06 ---------------------------------- ---------------------------- ------------ [Signature] [City, State] [Date] 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 is a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) List of Other Managers Reporting for this Manager: [If there are no entries in this list, omit this section.] Form 13F File Number Name ---------------------- ------------------------------------------------- [Repeat as necessary.] Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 ------------------- Form 13F Information Table Entry Total: 284 ------------------- Form 13F Information Table Value Total: $150,080 ------------------- (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. [If there are no entries in this list, state "NONE" and omit the column headings and list entries.] No. Form 13F File Number Name 28- ----- ----------------- ---------------------------------------------- [Repeat as necessary.]
PAGE: 1 OF: 4 FORM 13F NAME OF REPORTING MANAGER: Meeder Asset Management, Inc. #28-1512 DATE:06/30/06 --------------------|---------------|-----------|--------------|------------|----------------------|-------|----------------------- | | | | | | | ITEM 1: | ITEM 2: | ITEM 3: | ITEM 4: | ITEM 5: | ITEM 6: |ITEM 7:| ITEM 8: NAME OF ISSUER |TITLE OF CLASS | CUSIP | FAIR MARKET | SHARES OR |INVESTMENT DISCRETION|MANAGER| VOTING AUTHORITY | | NUMBER | VALUE | PRINC. AMT.| SOLE SHARED OTHER | | SOLE SHARED NONE --------------------|---------------|-----------|--------------|------------|----------------------|-------|----------------------- Applied Micro | COMMON STOCK |03822W109 | 163,527| 59,900| X | | 59900 Circuits Corp. | | | | | | | --------------------|---------------|-----------|--------------|------------|----------------------|-------|----------------------- Andrew Corp. | COMMON STOCK |034425108 | 132,900| 15,000| X | | 15000 | | | | | | | --------------------|---------------|-----------|--------------|------------|----------------------|-------|----------------------- Anadarko Petroleum | COMMON STOCK |032511107 | 607,094| 12,730| X | | 12730 | | | | | | | --------------------|---------------|-----------|--------------|------------|----------------------|-------|----------------------- AGL Resources Inc. | COMMON STOCK |001204106 | 787,750| 20,665| X | | 20665 | | | | | | | --------------------|---------------|-----------|--------------|------------|----------------------|-------|----------------------- Allegheny | COMMON STOCK |01741R102 | 276,960| 4,000| X | | 4000 Technologies, Inc. | | | | | | | --------------------|---------------|-----------|--------------|------------|----------------------|-------|----------------------- ATMOS Energy Corp | COMMON STOCK |049560105 | 422,697| 15,145| X | | 15145 | | | | | | | --------------------|---------------|-----------|--------------|------------|----------------------|-------|----------------------- Avaya Inc. | COMMON STOCK |053499109 | 163,306| 14,300| X | | 14300 | | | | | | | --------------------|---------------|-----------|--------------|------------|----------------------|-------|----------------------- Allied Waste | COMMON STOCK |019589308 | 198,800| 17,500| X | | 17500 Industries, Inc. | | | | | | | --------------------|---------------|-----------|--------------|------------|----------------------|-------|----------------------- Big Lots, Inc. | COMMON STOCK |089302103 | 215,208| 12,600| X | | 12600 | | | | | | | --------------------|---------------|-----------|--------------|------------|----------------------|-------|----------------------- Brasil Telecom ADR | COMMON STOCK |105530109 | 386,117| 11,855| X | | 11855 | | | | | | | --------------------|---------------|-----------|--------------|------------|----------------------|-------|----------------------- China Mobile Ltd. | COMMON STOCK |16941M109 | 615,258| 21,505| X | | 21505 Sponsored ADR | | | | | | | --------------------|---------------|-----------|--------------|------------|----------------------|-------|----------------------- Ciena Corp. | COMMON STOCK |171779101 | 246,272| 51,200| X | | 51200 | | | | | | | --------------------|---------------|-----------|--------------|------------|----------------------|-------|----------------------- Cummins, Inc. | COMMON STOCK |231021106 | 220,050| 1,800| X | | 1800 | | | | | | | --------------------|---------------|-----------|--------------|------------|----------------------|-------|----------------------- CMS Energy Corp. | COMMON STOCK |125896100 | 133,282| 10,300| X | | 10300 | | | | | | | --------------------|---------------|-----------|--------------|------------|----------------------|-------|----------------------- Centrepoint Energy, | COMMON STOCK |15189T107 | 147,500| 11,800| X | | 11800 Inc. | | | | | | | --------------------|---------------|-----------|--------------|------------|----------------------|-------|----------------------- Compuware Corp. | COMMON STOCK |205638109 | 106,530| 15,900| X | | 15900 | | | | | | | --------------------|---------------|-----------|--------------|------------|----------------------|-------|----------------------- Cooper Tire & Rubber| COMMON STOCK |216831107 | 113,628| 10,200| X | | 10200 Co. | | | | | | | --------------------|---------------|-----------|--------------|------------|----------------------|-------|----------------------- Cypress Semi- | COMMON STOCK |232806109 | 234,239| 16,110| X | | 16110 conductor Corp. | | | | | | | --------------------|---------------|-----------|--------------|------------|----------------------|-------|----------------------- Citizens | COMMON STOCK |17453B101 | 169,650| 13,000| X | | 13000 Communications Co. | | | | | | | --------------------|---------------|-----------|--------------|------------|----------------------|-------|----------------------- Dana Corp. | COMMON STOCK |235811106 | 62,288| 22,900| X | | 22900 | | | | | | | --------------------|---------------|-----------|--------------|------------|----------------------|-------|----------------------- Deutsche Telekom AG | COMMON STOCK |251566105 | 425,621| 26,535| X | | 26535 Sponsored ADR | | | | | | | --------------------|---------------|-----------|--------------|------------|----------------------|-------|----------------------- Dynegy, Inc. | COMMON STOCK |26816Q101 | 172,852| 31,600| X | | 31600 | | | | | | | --------------------|---------------|-----------|--------------|------------|----------------------|-------|----------------------- Dynegy, Inc. | COMMON STOCK |26816Q101 | 394,250| 72,075| X | | 72075 | | | | | | | --------------------|---------------|-----------|--------------|------------|----------------------|-------|----------------------- Energy East Corp. | COMMON STOCK |29266M109 | 809,552| 33,830| X | | 33830 | | | | | | | --------------------|---------------|-----------|--------------|------------|----------------------|-------|----------------------- Enterprise Products | COMMON STOCK |293792107 | 557,660| 22,396| X | | 22396 Partners | | | | | | | --------------------|---------------|-----------|--------------|------------|----------------------|-------|----------------------- Equitable Resources | COMMON STOCK |294549100 | 611,878| 18,265| X | | 18265 Inc | | | | | | | --------------------|---------------|-----------|--------------|------------|----------------------|-------|----------------------- ESCO Technologies, | COMMON STOCK |296315104 | 487,197| 9,115| X | | 9115 Inc. | | | | | | | --------------------|---------------|-----------|--------------|------------|----------------------|-------|----------------------- iShares MSCI EMU | COMMON STOCK |464286608 | 1,336,751| 15,180| X | | 15180 Index Fund | | | | | | | --------------------|---------------|-----------|--------------|------------|----------------------|-------|----------------------- COLUMN TOTALS: | | | 10,198,817| | | |
PAGE: 2 OF: 4 FORM 13F NAME OF REPORTING MANAGER: Meeder Asset Management, Inc. #28-1512 DATE:06/30/06 --------------------|---------------|-----------|--------------|------------|----------------------|-------|----------------------- | | | | | | | ITEM 1: | ITEM 2: | ITEM 3: | ITEM 4: | ITEM 5: | ITEM 6: |ITEM 7:| ITEM 8: NAME OF ISSUER |TITLE OF CLASS | CUSIP | FAIR MARKET | SHARES OR |INVESTMENT DISCRETION|MANAGER| VOTING AUTHORITY | | NUMBER | VALUE | PRINC. AMT.| SOLE SHARED OTHER | |SOLE SHARED NONE --------------------|---------------|-----------|--------------|------------|----------------------|-------|----------------------- iShares MSCI EMU | COMMON STOCK |464286608 | 2,140,827| 24,311| X | | 24311 Index Fund | | | | | | | --------------------|---------------|-----------|--------------|------------|----------------------|-------|----------------------- iShares MSCI EMU | COMMON STOCK |464286608 | 1,963,210| 22,294| X | | 22294 Index Fund | | | | | | | --------------------|---------------|-----------|--------------|------------|----------------------|-------|----------------------- Gateway, Inc. | COMMON STOCK |367626108 | 111,340| 58,600| X | | 58600 | | | | | | | --------------------|---------------|-----------|--------------|------------|----------------------|-------|----------------------- Hercules, Inc. | COMMON STOCK |427056106 | 212,114| 13,900| X | | 13900 | | | | | | | --------------------|---------------|-----------|--------------|------------|----------------------|-------|----------------------- Idacorp, Inc. | COMMON STOCK |451107106 | 599,904| 17,495| X | | 17495 | | | | | | | --------------------|---------------|-----------|--------------|------------|----------------------|-------|----------------------- iShares S&P Midcap | COMMON STOCK |464287606 | 882,280| 11,500| X | | 11500 400 Growth Indx Fund| | | | | | | --------------------|---------------|-----------|--------------|------------|----------------------|-------|----------------------- Interpublic Group | COMMON STOCK |460690100 | 131,930| 15,800| X | | 15800 of Cos., Inc. | | | | | | | --------------------|---------------|-----------|--------------|------------|----------------------|-------|----------------------- iShares Russell 1000| COMMON STOCK |464287598 | 8,924,296| 122,050| X | | 122050 Value Index Fund | | | | | | | --------------------|---------------|-----------|--------------|------------|----------------------|-------|----------------------- iShares Russell 1000| COMMON STOCK |464287598 | 9,538,577| 130,451| X | | 130451 Value Index Fund | | | | | | | --------------------|---------------|-----------|--------------|------------|----------------------|-------|----------------------- iShares Russell 1000| COMMON STOCK |464287598 | 12,901,658| 176,445| X | | 176445 Value Index Fund | | | | | | | --------------------|---------------|-----------|--------------|------------|----------------------|-------|----------------------- iShares Russell | COMMON STOCK |464287473 | 890,826| 6,740| X | | 6740 Midcap Value Fund | | | | | | | --------------------|---------------|-----------|--------------|------------|----------------------|-------|----------------------- iShares Russell | COMMON STOCK |464287473 | 1,391,486| 10,528| X | | 10528 Midcap Value Fund | | | | | | | --------------------|---------------|-----------|--------------|------------|----------------------|-------|----------------------- iShares Russell | COMMON STOCK |464287473 | 2,478,452| 18,752| X | | 18752 Midcap Value Fund | | | | | | | --------------------|---------------|-----------|--------------|------------|----------------------|-------|----------------------- D Jones US Industr'l| COMMON STOCK |464287754 | 931,500| 15,000| X | | 15000 Sector Index Fund | | | | | | | --------------------|---------------|-----------|--------------|------------|----------------------|-------|----------------------- D Jones US Industr'l| COMMON STOCK |464287754 | 2,669,679| 42,990| X | | 42990 Sector Index Fund | | | | | | | --------------------|---------------|-----------|--------------|------------|----------------------|-------|----------------------- D Jones US Industr'l| COMMON STOCK |464287754 | 2,614,658| 42,104| X | | 42104 Sector Index Fund | | | | | | | --------------------|---------------|-----------|--------------|------------|----------------------|-------|----------------------- JDS Uniphase Corp. | COMMON STOCK |46612J101 | 167,233| 66,100| X | | 66100 | | | | | | | --------------------|---------------|-----------|--------------|------------|----------------------|-------|----------------------- StreetTRACKS KBW | COMMON STOCK |86330E794 | 645,297| 12,010| X | | 12010 Bank ETF | | | | | | | --------------------|---------------|-----------|--------------|------------|----------------------|-------|----------------------- StreetTRACKS KBW | COMMON STOCK |86330E794 | 891,918| 16,600| X | | 16600 Bank ETF | | | | | | | --------------------|---------------|-----------|--------------|------------|----------------------|-------|----------------------- StreetTRACKS KBW | COMMON STOCK |86330E794 | 1,206,239| 22,450| X | | 22450 Bank ETF | | | | | | | --------------------|---------------|-----------|--------------|------------|----------------------|-------|----------------------- Kinder Morgan | COMMON STOCK |494550106 | 869,471| 18,918| X | | 18918 Energy Partners | | | | | | | --------------------|---------------|-----------|--------------|------------|----------------------|-------|----------------------- LSI Logic Corp. | COMMON STOCK |502161102 | 163,785| 18,300| X | | 18300 | | | | | | | --------------------|---------------|-----------|--------------|------------|----------------------|-------|----------------------- MDU Res Group Inc. | COMMON STOCK |552690109 | 638,661| 17,445| X | | 17445 | | | | | | | --------------------|---------------|-----------|--------------|------------|----------------------|-------|----------------------- Mercury Interactive | COMMON STOCK |589405109 | 202,826| 5,800| X | | 5800 Corp. | | | | | | | --------------------|---------------|-----------|--------------|------------|----------------------|-------|----------------------- National Fuel Gas Co| COMMON STOCK |636180101 | 678,729| 19,315| X | | 19315 | | | | | | | --------------------|---------------|-----------|--------------|------------|----------------------|-------|----------------------- NiSource Inc. | COMMON STOCK |65473P105 | 809,500| 37,065| X | | 37065 | | | | | | | --------------------|---------------|-----------|--------------|------------|----------------------|-------|----------------------- Nokia Corp. | COMMON STOCK |654902204 | 535,978| 26,455| X | | 26455 Sponsored ADR A | | | | | | | --------------------|---------------|-----------|--------------|------------|----------------------|-------|----------------------- Novell, Inc. | COMMON STOCK |670006105 | 113,373| 17,100| X | | 17100 | | | | | | | --------------------|---------------|-----------|--------------|------------|----------------------|-------|----------------------- COLUMN TOTALS: | | | 55,305,747| | | |
PAGE: 3 OF: 4 FORM 13F NAME OF REPORTING MANAGER: Meeder Asset Management, Inc. #28-1512 DATE:06/30/06 --------------------|---------------|-----------|--------------|------------|----------------------|-------|----------------------- | | | | | | | ITEM 1: | ITEM 2: | ITEM 3: | ITEM 4: | ITEM 5: | ITEM 6: |ITEM 7:| ITEM 8: NAME OF ISSUER |TITLE OF CLASS | CUSIP | FAIR MARKET | SHARES OR |INVESTMENT DISCRETION|MANAGER| VOTING AUTHORITY | | NUMBER | VALUE | PRINC. AMT.| SOLE SHARED OTHER | |SOLE SHARED NONE --------------------|---------------|-----------|--------------|------------|----------------------|-------|----------------------- NRG Energy, Inc. | COMMON STOCK |629377508 | 482,282| 10,010| X | | 10010 | | | | | | | --------------------|---------------|-----------|--------------|------------|----------------------|-------|----------------------- Northeast Utilities | COMMON STOCK |664397106 | 471,379| 22,805| X | | 22805 | | | | | | | --------------------|---------------|-----------|--------------|------------|----------------------|-------|----------------------- Oneok, Inc. | COMMON STOCK |682680103 | 730,498| 21,460| X | | 21460 | | | | | | | --------------------|---------------|-----------|--------------|------------|----------------------|-------|----------------------- OfficeMax, Inc. | COMMON STOCK |67622P101 | 260,800| 6,400| X | | 6400 | | | | | | | --------------------|---------------|-----------|--------------|------------|----------------------|-------|----------------------- Peoples Energy Corp.| COMMON STOCK |711030106 | 158,004| 4,400| X | | 4400 | | | | | | | --------------------|---------------|-----------|--------------|------------|----------------------|-------|----------------------- Peoples Energy Corp.| COMMON STOCK |711030106 | 215,999| 6,015| X | | 6015 | | | | | | | --------------------|---------------|-----------|--------------|------------|----------------------|-------|----------------------- PowerShares Dynamic | COMMON STOCK |73935X641 | 1,008,000| 60,000| X | | 60000 Insurance Portfolio | | | | | | | --------------------|---------------|-----------|--------------|------------|----------------------|-------|----------------------- PowerShares Dynamic | COMMON STOCK |73935X641 | 1,207,366| 71,867| X | | 71867 Insurance Portfolio | | | | | | | --------------------|---------------|-----------|--------------|------------|----------------------|-------|----------------------- PowerShares Dynamic | COMMON STOCK |73935X641 | 1,207,752| 71,890| X | | 71890 Insurance Portfolio | | | | | | | --------------------|---------------|-----------|--------------|------------|----------------------|-------|----------------------- PMC - Sierra, Inc. | COMMON STOCK |69344F106 | 188,000| 20,000| X | | 20000 | | | | | | | --------------------|---------------|-----------|--------------|------------|----------------------|-------|----------------------- Pepco Holdings Inc | COMMON STOCK |713291102 | 380,581| 16,140| X | | 16140 | | | | | | | --------------------|---------------|-----------|--------------|------------|----------------------|-------|----------------------- Powerwave Tech., Inc| COMMON STOCK |739363109 | 195,442| 21,430| X | | 21430 | | | | | | | --------------------|---------------|-----------|--------------|------------|----------------------|-------|----------------------- PowerShares Dynamic | COMMON STOCK |73935X609 | 1,159,554| 74,955| X | | 74955 Large Cap Growth | | | | | | | --------------------|---------------|-----------|--------------|------------|----------------------|-------|----------------------- PowerShares Dynamic | COMMON STOCK |73935X609 | 2,891,621| 186,918| X | | 186918 Large Cap Growth | | | | | | | --------------------|---------------|-----------|--------------|------------|----------------------|-------|----------------------- PowerShares Dynamic | COMMON STOCK |73935X609 | 1,999,033| 129,220| X | | 129220 Large Cap Growth | | | | | | | --------------------|---------------|-----------|--------------|------------|----------------------|-------|----------------------- Pioneer Natural | COMMON STOCK |723787107 | 948,388| 20,435| X | | 20435 Resources Company | | | | | | | --------------------|---------------|-----------|--------------|------------|----------------------|-------|----------------------- Ryder System, Inc. | COMMON STOCK |783549108 | 222,034| 3,800| X | | 3800 | | | | | | | --------------------|---------------|-----------|--------------|------------|----------------------|-------|----------------------- Sprint Corp. | COMMON STOCK |852061100 | 697,751| 34,905| X | | 34905 FON Group | | | | | | | --------------------|---------------|-----------|--------------|------------|----------------------|-------|----------------------- Sanmina-SCI Corp. | COMMON STOCK |800907107 | 172,040| 37,400| X | | 37400 | | | | | | | --------------------|---------------|-----------|--------------|------------|----------------------|-------|----------------------- Symbol | COMMON STOCK |871508107 | 133,796| 12,400| X | | 12400 Technologies, Inc. | | | | | | | --------------------|---------------|-----------|--------------|------------|----------------------|-------|----------------------- Solectron Corp. | COMMON STOCK |834182107 | 142,956| 41,800| X | | 41800 | | | | | | | --------------------|---------------|-----------|--------------|------------|----------------------|-------|----------------------- Sierra Pac. Resource| COMMON STOCK |826428104 | 1,221,920| 87,280| X | | 87280 | | | | | | | --------------------|---------------|-----------|--------------|------------|----------------------|-------|----------------------- Questar Corp. | COMMON STOCK |748356102 | 1,141,751| 14,185| X | | 14185 | | | | | | | --------------------|---------------|-----------|--------------|------------|----------------------|-------|----------------------- Southern Union Co | COMMON STOCK |844030106 | 504,263| 18,635| X | | 18635 | | | | | | | --------------------|---------------|-----------|--------------|------------|----------------------|-------|----------------------- AT&T, Inc. | COMMON STOCK |00206R102 | 669,221| 23,995| X | | 23995 | | | | | | | --------------------|---------------|-----------|--------------|------------|----------------------|-------|----------------------- Teradyne, Inc. | COMMON STOCK |880770102 | 147,658| 10,600| X | | 10600 | | | | | | | --------------------|---------------|-----------|--------------|------------|----------------------|-------|----------------------- Tenet Healthcare | COMMON STOCK |88033G100 | 138,902| 19,900| X | | 19900 Corp. | | | | | | | --------------------|---------------|-----------|--------------|------------|----------------------|-------|----------------------- PT Telekomunikasi | COMMON STOCK |715684106 | 346,680| 10,800| X | | 10800 Indonesia ADR | | | | | | | --------------------|---------------|-----------|--------------|------------|----------------------|-------|----------------------- COLUMN TOTALS: | | | 19,043,671| | | |
PAGE: 4 OF: 4 FORM 13F NAME OF REPORTING MANAGER: Meeder Asset Management, Inc. #28-1512 DATE:06/30/06 --------------------|---------------|-----------|--------------|------------|----------------------|-------|----------------------- | | | | | | | ITEM 1: | ITEM 2: | ITEM 3: | ITEM 4: | ITEM 5: | ITEM 6: |ITEM 7:| ITEM 8: NAME OF ISSUER |TITLE OF CLASS | CUSIP | FAIR MARKET | SHARES OR |INVESTMENT DISCRETION|MANAGER| VOTING AUTHORITY | | NUMBER | VALUE | PRINC. AMT.| SOLE SHARED OTHER | |SOLE SHARED NONE --------------------|---------------|-----------|--------------|------------|----------------------|-------|----------------------- Telstra Corp. | COMMON STOCK |87969N204 | 388,053| 28,325| X | | 28325 ADR | | | | | | | --------------------|---------------|-----------|--------------|------------|----------------------|-------|----------------------- Telefonos De Mexico | COMMON STOCK |879403780 | 214,237| 10,285| X | | 10285 Ser I ADR | | | | | | | --------------------|---------------|-----------|--------------|------------|----------------------|-------|----------------------- Unisys Corp. | COMMON STOCK |909214108 | 176,468| 28,100| X | | 28100 | | | | | | | --------------------|---------------|-----------|--------------|------------|----------------------|-------|----------------------- Ultra Petroleum Corp| COMMON STOCK |903914109 | 965,212| 16,285| X | | 16285 | | | | | | | --------------------|---------------|-----------|--------------|------------|----------------------|-------|----------------------- United Utilities ADR| COMMON STOCK |91311Q105 | 330,517| 13,940| X | | 13940 PLC-SP | | | | | | | --------------------|---------------|-----------|--------------|------------|----------------------|-------|----------------------- Vimpelcom | COMMON STOCK |68370R109 | 339,526| 7,410| X | | 7410 Sponsored ADR | | | | | | | --------------------|---------------|-----------|--------------|------------|----------------------|-------|----------------------- Vectren Corporation | COMMON STOCK |92240G101 | 576,474| 21,155| X | | 21155 | | | | | | | --------------------|---------------|-----------|--------------|------------|----------------------|-------|----------------------- Verizon | COMMON STOCK |92343V104 | 575,693| 17,190| X | | 17190 Communications Inc. | | | | | | | --------------------|---------------|-----------|--------------|------------|----------------------|-------|----------------------- WGL Holdings Inc | COMMON STOCK |92924F106 | 235,219| 8,125| X | | 8125 | | | | | | | --------------------|---------------|-----------|--------------|------------|----------------------|-------|----------------------- COLUMN TOTALS: | | | 3,801,398| | | | GRAND TOTAL: | | | 88,349,633| | | |
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 INVESTMENT DISCRETION OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP # MARKET VALUE SHARES SOLE SHARED OTHER MANAGER SOLE SHARED OTHER -------------- -------------- ------- ------------ ------ ---- ------ ----- ------- ---- ------ ----- Actuate Corporation Common Stock 00508B102 4,930 1,217 X X ADC Telecommunications, Inc. Common Stock 000886309 770,466 47,530 X X Alberto-Culver Co Common Stock 013068101 1,141,823 23,274 X X Allegheny Technologies Inc Common Stock 01741R102 2,027,632 29,553 X X AllianceBernstein Holding L.P. Common Stock 01855A101 44,335 728 X X Allied Capital Corporation Common Stock 01903Q108 17,496 600 X X Allied Waste Industries Inc Common Stock 019589308 1,326,707 120,610 X X Altria Group Common Stock 02209S103 162,133 2,211 X X American Financial Group, Inc. Common Stock 025932104 4,420 104 X X American Power Conversion Common Stock 029066107 918,886 47,909 X X AmerisourceBergen Corporation Common Stock 03073E105 4,080 99 X X Andrew Corp Common Stock 034425108 873,614 99,387 X X Aon Corporation Common Stock 037389103 3,805 109 X X Apartment Investment & Management Company Common Stock 03748R101 1,257,996 27,783 X X Applied Micro Circuits Corp Common Stock 03822W109 940,787 363,238 X X Arthur J. Gallagher & Co. Common Stock 363576109 3,374 135 X X Ashland Inc Common Stock 044209104 1,187,711 17,952 X X Assurant, Inc. Common Stock 04621X108 4,410 92 X X AtheroGenics, Inc. Common Stock 047439104 9,233 700 X X AutoNation, Inc. Common Stock 05329W102 3,016,090 142,740 X X Avaya Inc Common Stock 053499109 3,284,110 291,403 X X Avery Dennison Corporation Common Stock 053611109 3,780 66 X X Ball Corp Common Stock 058498106 2,866,995 77,907 X X Bank of America Corp Common Stock 060505104 116,311 2,380 X X Bank of Hawaii Corporation Common Stock 062540109 123,154 2,493 X X Bausch & Lomb Inc Common Stock 071707103 760,854 15,655 X X Becton, Dickinson and Company Common Stock 075887109 121,373 1,992 X X Bemis Company Common Stock 081437105 1,137,616 37,620 X X Big Lots Inc Common Stock 089302103 1,459,614 88,088 X X BMC Software, Inc. Common Stock 055921100 1,210,579 51,144 X X Brunswick Corp Common Stock 117043109 848,501 26,237 X X Buckeye Partners, L.P. Common Stock 118230101 22,679 541 X X Cedar Fair, L.P. Common Stock 150185106 16,384 640 X X Celgene Corporation Common Stock 151020104 113,304 2,400 X X Centerpoint Energy, Inc. Common Stock 15189T107 1,050,362 82,511 X X CenturyTel, Inc. Common Stock 156700106 1,194,401 32,185 X X ChevronTexaco Corp Common Stock 166764100 157,911 2,472 X X Ciena Corp Common Stock 171779101 1,590,699 351,925 X X CIGNA Corporation Common Stock 125509109 2,590 26 X X Circuit City Group Common Stock 172737108 1,229,484 47,053 X X Citigroup Inc Common Stock 172967101 87,287 1,781 X X Citizens Communications Co Common Stock 17453B101 1,134,939 88,253 X X CMS Energy Corp Common Stock 125896100 958,874 73,703 X X CNA Financial Corporation Common Stock 126117100 4,052 122 X X Comerica Incorporated Common Stock 200340107 102,437 1,946 X X Compuware Common Stock 205638109 772,052 115,404 X X Comverse Technology Inc Common Stock 205862402 1,059,797 53,176 X X ConocoPhillips Common Stock 20825C104 125,410 1,856 X X Convergys Corporation Common Stock 212485106 1,293,003 67,590 X X Cooper Tire & Rubber Common Stock 216831107 746,726 68,319 X X Corning Inc Common Stock 219350105 14,100 600 X X Cummins Inc Common Stock 231021106 1,417,075 11,879 X X Dana Corp Common Stock 235811106 237,229 88,189 X X Delphi Corporation Common Stock 247126105 626 382 X X Delta Air Lines, Inc. Common Stock 247361108 163 217 X X Diamond Hill Investment Group Common Stock 25264R207 189,600 4,000 X X Dillards Inc-Cl A Common Stock 254067101 1,331,441 42,362 X X Dow Jones & Company, Inc. Common Stock 260561105 951,005 27,613 X X Duke Energy Corporation Common Stock 26441C105 123,509 4,211 X X Dynegy Inc. Common Stock 26816Q101 1,144,403 218,815 X X Eastman Chemical Company Common Stock 277432100 1,108,033 20,527 X X eLinear, Inc. Common Stock 286590203 600 3,000 X X Emerson Electric Co Common Stock 291011104 100,721 1,216 X X Exxon Mobil Corporation Common Stock 30231G102 101,143 1,617 X X Family Dollar Stores, Inc. Common Stock 307000109 3,026,995 126,177 X X Federated Investors Inc Common Stock 314211103 889,483 29,030 X X Fidelity National Financial, Inc. Common Stock 316326107 94,088 2,385 X X First Horizon National Corporation Common Stock 320517105 3,174,912 79,492 X X First Merchants Corp Common Stock 320817109 79,950 3,348 X X FirstEnergy Corp. Common Stock 337932107 149,483 2,759 X X Gateway Inc Common Stock 367626108 821,827 398,945 X X Gen-Probe Incorporated Common Stock 36866T103 16,161 300 X X General Mills, Inc. Common Stock 370334104 4,208 81 X X Global Payments, Inc. Common Stock 37940X102 3,824 80 X X Goodyear Tire & Rubber Common Stock 382550101 655,874 60,227 X X Hasbro Inc Common Stock 418056107 969,211 53,607 X X Health Care Property Investors, Inc. Common Stock 421915109 112,833 4,179 X X Hercules Inc Common Stock 427056106 1,423,281 93,452 X X Honeywell International Inc Common Stock 438516106 73,265 1,845 X X Huntington Bancshares Inc Common Stock 446150104 66,108 2,800 X X Imation Corp. 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