ICM Asset Management as of June 30, 2011
Portfolio Holdings for ICM Asset Management
ICM Asset Management holds 90 positions in its portfolio as reported in the June 2011 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Goodrich Corporation | 3.2 | $3.3M | 34k | 95.49 | |
| S1 Corporation | 2.8 | $2.8M | 374k | 7.48 | |
| Powerwave Technologies | 2.6 | $2.7M | 913k | 2.95 | |
| Annaly Capital Management | 2.5 | $2.6M | 144k | 18.04 | |
| BE Aerospace | 2.5 | $2.5M | 61k | 40.81 | |
| Dot Hill Systems | 2.4 | $2.5M | 864k | 2.84 | |
| Flow International Corporation | 2.4 | $2.4M | 687k | 3.56 | |
| PolyOne Corporation | 2.4 | $2.4M | 155k | 15.47 | |
| Goodyear Tire & Rubber Company (GT) | 2.3 | $2.4M | 142k | 16.77 | |
| Banner Corp (BANR) | 2.2 | $2.2M | 127k | 17.50 | |
| RF Micro Devices | 2.2 | $2.2M | 359k | 6.12 | |
| Aura Systems Inc New C ommon | 2.1 | $2.1M | 3.0M | 0.71 | |
| InterOil Corporation | 2.0 | $2.1M | 35k | 58.52 | |
| Allegheny Technologies Incorporated (ATI) | 2.0 | $2.0M | 32k | 63.46 | |
| Meritor | 1.9 | $1.9M | 120k | 16.04 | |
| Convergys Corporation | 1.9 | $1.9M | 140k | 13.64 | |
| Symmetri | 1.8 | $1.8M | 316k | 5.83 | |
| Cytec Industries | 1.8 | $1.8M | 31k | 57.18 | |
| Saia (SAIA) | 1.7 | $1.8M | 105k | 16.95 | |
| PerkinElmer (RVTY) | 1.7 | $1.8M | 66k | 26.91 | |
| Bottomline Technologies | 1.6 | $1.7M | 68k | 24.71 | |
| Aar (AIR) | 1.6 | $1.7M | 61k | 27.09 | |
| Foster Wheeler Ltd Com Stk | 1.6 | $1.6M | 53k | 30.39 | |
| Electro Scientific Industries | 1.6 | $1.6M | 83k | 19.30 | |
| MFA Mortgage Investments | 1.6 | $1.6M | 196k | 8.04 | |
| Albany International (AIN) | 1.5 | $1.6M | 59k | 26.39 | |
| CMS Energy Corporation (CMS) | 1.5 | $1.5M | 76k | 19.68 | |
| Shaw | 1.4 | $1.5M | 48k | 30.21 | |
| Sterling Finl Corp Wash | 1.4 | $1.5M | 90k | 16.07 | |
| Comstock Resources | 1.4 | $1.4M | 48k | 28.80 | |
| Power-One | 1.3 | $1.3M | 166k | 8.10 | |
| Pulse Electronics | 1.3 | $1.3M | 304k | 4.42 | |
| TeleTech Holdings | 1.3 | $1.3M | 63k | 21.08 | |
| Tutor Perini Corporation (TPC) | 1.3 | $1.3M | 69k | 19.18 | |
| PAR Technology Corporation (PAR) | 1.3 | $1.3M | 336k | 3.83 | |
| Teradyne (TER) | 1.2 | $1.3M | 85k | 14.79 | |
| Oplink Communications | 1.2 | $1.2M | 64k | 18.61 | |
| Vanguard Short-Term Bond ETF (BSV) | 1.1 | $1.1M | 14k | 81.02 | |
| Heckmann Corporation | 1.1 | $1.1M | 182k | 6.04 | |
| Apple (AAPL) | 1.1 | $1.1M | 3.2k | 335.70 | |
| Microsoft Corporation (MSFT) | 1.0 | $992k | 38k | 26.01 | |
| International Paper Company (IP) | 1.0 | $982k | 33k | 29.83 | |
| Qualcomm (QCOM) | 0.9 | $961k | 17k | 56.80 | |
| AES Corporation (AES) | 0.9 | $908k | 71k | 12.75 | |
| Dow Chemical Company | 0.8 | $864k | 24k | 35.99 | |
| Thermo Fisher Scientific (TMO) | 0.8 | $848k | 13k | 64.40 | |
| Pacific Continental Corporation | 0.8 | $835k | 91k | 9.15 | |
| Spartan Motors | 0.8 | $822k | 152k | 5.40 | |
| Cinedigm Digital Cinema | 0.8 | $793k | 469k | 1.69 | |
| JPMorgan Chase & Co. (JPM) | 0.8 | $766k | 19k | 40.93 | |
| Southern National Banc. of Virginia | 0.7 | $731k | 108k | 6.79 | |
| Lowe's Companies (LOW) | 0.7 | $716k | 31k | 23.31 | |
| Precision Castparts | 0.7 | $701k | 4.3k | 164.75 | |
| McDonald's Corporation (MCD) | 0.7 | $696k | 8.3k | 84.36 | |
| Cisco Systems (CSCO) | 0.7 | $696k | 45k | 15.62 | |
| Wal-Mart Stores (WMT) | 0.7 | $682k | 13k | 53.10 | |
| Celgene Corporation | 0.7 | $681k | 11k | 60.35 | |
| Coca-Cola Company (KO) | 0.6 | $638k | 9.5k | 67.29 | |
| Lockheed Martin Corporation (LMT) | 0.6 | $642k | 7.9k | 81.01 | |
| Citigroup (C) | 0.6 | $639k | 15k | 41.67 | |
| HSBC Holdings (HSBC) | 0.6 | $631k | 13k | 49.62 | |
| Procter & Gamble Company (PG) | 0.6 | $633k | 10k | 63.62 | |
| Diageo (DEO) | 0.6 | $618k | 7.6k | 81.83 | |
| 0.6 | $613k | 1.2k | 506.61 | ||
| General Electric Company | 0.6 | $602k | 32k | 18.87 | |
| Abb (ABBNY) | 0.6 | $600k | 23k | 25.96 | |
| Prudential Financial (PRU) | 0.6 | $582k | 9.2k | 63.61 | |
| Petroleo Brasileiro SA (PBR) | 0.6 | $567k | 17k | 33.84 | |
| Medtronic | 0.6 | $570k | 15k | 38.52 | |
| Schlumberger (SLB) | 0.6 | $572k | 6.6k | 86.34 | |
| Discovery Communications | 0.6 | $575k | 16k | 36.58 | |
| Johnson & Johnson (JNJ) | 0.6 | $559k | 8.4k | 66.56 | |
| Kinder Morgan (KMI) | 0.6 | $559k | 20k | 28.71 | |
| Deere & Company (DE) | 0.5 | $526k | 6.4k | 82.38 | |
| International Business Machines (IBM) | 0.5 | $531k | 3.1k | 171.57 | |
| Anadarko Petroleum Corporation | 0.5 | $497k | 6.5k | 76.76 | |
| Goldman Sachs (GS) | 0.5 | $484k | 3.6k | 133.15 | |
| Transocean (RIG) | 0.5 | $478k | 7.4k | 64.57 | |
| Devon Energy Corporation (DVN) | 0.5 | $466k | 5.9k | 78.82 | |
| Exide Technologies | 0.4 | $415k | 54k | 7.65 | |
| Vishay Intertechnology (VSH) | 0.4 | $366k | 24k | 15.04 | |
| American Capital Agency | 0.3 | $301k | 10k | 29.08 | |
| Agnico (AEM) | 0.3 | $289k | 4.6k | 63.03 | |
| Charming Shoppes | 0.2 | $251k | 60k | 4.16 | |
| ION Geophysical Corporation | 0.2 | $235k | 25k | 9.46 | |
| Collective Brands | 0.2 | $217k | 15k | 14.66 | |
| Eldorado Gold Corp | 0.1 | $157k | 11k | 14.77 | |
| Capstead Mortgage Corporation | 0.1 | $145k | 11k | 13.36 | |
| Novagold Resources Inc Cad (NG) | 0.1 | $124k | 14k | 9.22 | |
| Ivanhoe Energy | 0.1 | $82k | 43k | 1.90 |
