ICM Asset Management

ICM Asset Management as of Sept. 30, 2012

Portfolio Holdings for ICM Asset Management

ICM Asset Management holds 73 positions in its portfolio as reported in the September 2012 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Goodyear Tire & Rubber Company (GT) 3.6 $2.8M 231k 12.19
Allegheny Technologies Incorporated (ATI) 3.3 $2.5M 80k 31.89
Cinemark Holdings (CNK) 3.2 $2.5M 113k 22.43
Microsoft Corporation (MSFT) 2.9 $2.3M 77k 29.76
Symmetri 2.7 $2.1M 301k 6.97
RF Micro Devices 2.7 $2.1M 530k 3.94
Exide Technologies 2.7 $2.1M 672k 3.10
Aar (AIR) 2.4 $1.9M 113k 16.42
Hercules Offshore 2.3 $1.8M 373k 4.88
Banner Corp (BANR) 2.3 $1.8M 67k 27.14
Bill Barrett Corporation 2.1 $1.7M 67k 24.77
Flow International Corporation 2.1 $1.6M 439k 3.70
International Paper Company (IP) 2.0 $1.6M 44k 36.33
National-Oilwell Var 2.0 $1.6M 20k 80.09
Vishay Intertechnology (VSH) 2.0 $1.5M 157k 9.83
Sterling Finl Corp Wash 2.0 $1.5M 69k 22.27
Electro Scientific Industries 1.9 $1.5M 124k 12.22
Foster Wheeler Ltd Com Stk 1.9 $1.5M 62k 23.96
Denbury Resources 1.9 $1.5M 91k 16.16
Carrizo Oil & Gas 1.9 $1.4M 58k 25.01
United Rentals (URI) 1.8 $1.4M 44k 32.70
Apple (AAPL) 1.7 $1.4M 2.0k 667.16
Aura Systems Inc New C ommon 1.7 $1.4M 2.7M 0.50
Cinedigm Digital Cinema 1.7 $1.3M 997k 1.35
Freeport-McMoRan Copper & Gold (FCX) 1.7 $1.3M 34k 39.59
Dot Hill Systems 1.7 $1.3M 1.2M 1.07
Meritor 1.7 $1.3M 309k 4.24
Dow Chemical Company 1.6 $1.2M 42k 28.95
Hewlett-Packard Company 1.6 $1.2M 71k 17.06
Tenne 1.5 $1.2M 42k 27.99
Celgene Corporation 1.5 $1.2M 15k 76.39
Johnson & Johnson (JNJ) 1.5 $1.1M 17k 68.89
Towerstream Corporation 1.4 $1.1M 267k 4.06
Prudential Financial (PRU) 1.4 $1.1M 19k 54.50
Discovery Communications 1.4 $1.1M 19k 56.06
Willbros 1.3 $1.0M 194k 5.37
Qualcomm (QCOM) 1.3 $1.0M 16k 62.50
Magnum Hunter Resources Corporation 1.2 $964k 217k 4.44
Alcoa 1.2 $950k 107k 8.86
Kinder Morgan (KMI) 1.2 $943k 27k 35.53
Lowe's Companies (LOW) 1.2 $929k 31k 30.24
Joy Global 1.2 $915k 16k 56.07
Pepsi (PEP) 1.2 $904k 13k 70.79
Thermo Fisher Scientific (TMO) 1.1 $883k 15k 58.86
Precision Drilling Corporation 1.1 $880k 112k 7.84
Boeing Company (BA) 1.1 $870k 13k 69.60
Google 1.1 $842k 1.1k 754.48
General Electric Company 1.0 $810k 36k 22.70
Hess (HES) 1.0 $755k 14k 53.74
Deere & Company (DE) 0.9 $737k 8.9k 82.48
Anadarko Petroleum Corporation 0.9 $734k 11k 69.90
JPMorgan Chase & Co. (JPM) 0.9 $673k 17k 40.49
Pulse Electronics 0.9 $667k 814k 0.82
Devon Energy Corporation (DVN) 0.8 $628k 10k 60.49
International Business Machines (IBM) 0.7 $575k 2.8k 207.58
Pioneer Natural Resources (PXD) 0.7 $573k 5.5k 104.47
Apache Corporation 0.6 $457k 5.3k 86.55
Citigroup (C) 0.6 $428k 13k 32.74
Annaly Capital Management 0.5 $413k 25k 16.82
American Capital Agency 0.5 $411k 12k 34.61
MFA Mortgage Investments 0.5 $357k 42k 8.49
Pfizer (PFE) 0.4 $336k 14k 24.86
Capstead Mortgage Corporation 0.4 $318k 24k 13.48
Legacy Reserves 0.3 $275k 9.6k 28.80
Enterprise Products Partners (EPD) 0.3 $253k 4.7k 53.54
Energy Transfer Partners 0.3 $250k 5.9k 42.55
Intel Corporation (INTC) 0.3 $237k 11k 22.65
Goldcorp 0.3 $223k 4.9k 45.88
Eldorado Gold Corp 0.2 $194k 13k 15.21
Clearsign Combustion (CLIR) 0.2 $170k 24k 7.05
ION Geophysical Corporation 0.2 $160k 23k 6.94
Novagold Resources Inc Cad (NG) 0.1 $95k 17k 5.60
Ivanhoe Energy 0.0 $13k 25k 0.52