ICM Asset Management

ICM Asset Management as of June 30, 2012

Portfolio Holdings for ICM Asset Management

ICM Asset Management holds 74 positions in its portfolio as reported in the June 2012 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Goodyear Tire & Rubber Company (GT) 3.7 $2.9M 242k 11.81
Cinemark Holdings (CNK) 3.5 $2.7M 119k 22.85
Exide Technologies 3.2 $2.4M 725k 3.36
Aar (AIR) 3.2 $2.4M 180k 13.48
Microsoft Corporation (MSFT) 3.0 $2.3M 75k 30.59
Symmetri 2.7 $2.1M 349k 5.99
Heckmann Corporation 2.6 $2.0M 583k 3.38
PolyOne Corporation 2.5 $1.9M 137k 13.68
Allegheny Technologies Incorporated (ATI) 2.4 $1.8M 57k 31.88
RF Micro Devices 2.3 $1.8M 414k 4.25
Meritor 2.2 $1.7M 324k 5.22
Vishay Intertechnology (VSH) 2.1 $1.6M 170k 9.43
Banner Corp (BANR) 2.1 $1.6M 73k 21.91
Cinedigm Digital Cinema 2.1 $1.6M 1.1M 1.50
Electro Scientific Industries 2.1 $1.6M 134k 11.82
Dot Hill Systems 2.0 $1.5M 1.3M 1.14
Carrizo Oil & Gas 1.9 $1.5M 62k 23.50
Hercules Offshore 1.9 $1.4M 404k 3.54
Sterling Finl Corp Wash 1.9 $1.4M 75k 18.89
Aura Systems Inc New C ommon 1.8 $1.4M 2.7M 0.52
Dow Chemical Company 1.7 $1.3M 42k 31.50
Willbros 1.7 $1.3M 202k 6.46
United Rentals (URI) 1.7 $1.3M 37k 34.03
National-Oilwell Var 1.6 $1.2M 19k 64.46
International Paper Company (IP) 1.6 $1.2M 42k 28.92
Apple (AAPL) 1.6 $1.2M 2.1k 584.11
Denbury Resources 1.6 $1.2M 79k 15.12
Flow International Corporation 1.6 $1.2M 385k 3.12
Foster Wheeler Ltd Com Stk 1.5 $1.2M 68k 17.26
Freeport-McMoRan Copper & Gold (FCX) 1.5 $1.2M 34k 34.08
Towerstream Corporation 1.5 $1.1M 274k 4.15
Johnson & Johnson (JNJ) 1.5 $1.1M 17k 67.56
Celgene Corporation 1.3 $994k 16k 64.15
Joy Global 1.3 $981k 17k 56.72
Bill Barrett Corporation 1.3 $968k 45k 21.41
Discovery Communications 1.2 $954k 19k 50.11
Alcoa 1.2 $944k 108k 8.75
Boeing Company (BA) 1.2 $931k 13k 74.27
Qualcomm (QCOM) 1.2 $919k 17k 55.66
Magnum Hunter Resources Corporation 1.2 $916k 219k 4.18
Pulse Electronics 1.1 $882k 448k 1.97
General Electric Company 1.1 $873k 42k 20.84
Lowe's Companies (LOW) 1.1 $874k 31k 28.45
Abbott Laboratories (ABT) 1.1 $847k 13k 64.44
Precision Drilling Corporation 1.1 $830k 122k 6.82
Kinder Morgan (KMI) 1.1 $832k 26k 32.22
Thermo Fisher Scientific (TMO) 1.0 $788k 15k 51.90
Hewlett-Packard Company 1.0 $792k 39k 20.12
Deere & Company (DE) 0.9 $729k 9.0k 80.91
Anadarko Petroleum Corporation 0.9 $700k 11k 66.19
Diageo (DEO) 0.9 $666k 6.5k 103.14
Procter & Gamble Company (PG) 0.9 $657k 11k 61.26
Google 0.8 $655k 1.1k 579.65
Devon Energy Corporation (DVN) 0.8 $608k 11k 58.00
JPMorgan Chase & Co. (JPM) 0.8 $597k 17k 35.71
Hess (HES) 0.8 $582k 13k 43.43
Cisco Systems (CSCO) 0.7 $562k 33k 17.18
International Business Machines (IBM) 0.7 $529k 2.7k 195.56
Prudential Financial (PRU) 0.6 $474k 9.8k 48.42
Supervalu 0.6 $419k 81k 5.18
Annaly Capital Management 0.5 $414k 25k 16.76
Citigroup (C) 0.5 $361k 13k 27.40
Capstead Mortgage Corporation 0.4 $328k 24k 13.91
MFA Mortgage Investments 0.4 $332k 42k 7.90
Pfizer (PFE) 0.4 $311k 14k 23.01
Verizon Communications (VZ) 0.4 $294k 6.6k 44.44
Intel Corporation (INTC) 0.4 $279k 11k 26.66
Enterprise Products Partners (EPD) 0.3 $242k 4.7k 51.22
ION Geophysical Corporation 0.3 $196k 30k 6.60
Eldorado Gold Corp 0.2 $159k 13k 12.30
Clearsign Combustion (CLIR) 0.2 $163k 24k 6.76
Novagold Resources Inc Cad (NG) 0.1 $91k 17k 5.28
Ivanhoe Energy 0.0 $18k 36k 0.50
Tidelands Oil & Gas (TIDE) 0.0 $0 24k 0.00