ICM Asset Management

ICM Asset Management as of Sept. 30, 2011

Portfolio Holdings for ICM Asset Management

ICM Asset Management holds 87 positions in its portfolio as reported in the September 2011 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Goodrich Corporation 5.1 $4.0M 33k 120.68
RF Micro Devices 3.1 $2.5M 387k 6.34
Aura Systems Inc New C ommon 3.1 $2.4M 3.0M 0.81
BE Aerospace 2.8 $2.2M 67k 33.11
Symmetri 2.4 $1.9M 439k 4.34
Goodyear Tire & Rubber Company (GT) 2.4 $1.9M 185k 10.09
Allegheny Technologies Incorporated (ATI) 2.4 $1.9M 50k 36.98
Electro Scientific Industries 2.3 $1.8M 151k 11.89
Tutor Perini Corporation (TPC) 2.2 $1.8M 153k 11.49
Microsoft Corporation (MSFT) 2.2 $1.7M 69k 24.89
Banner Corp (BANR) 2.2 $1.7M 133k 12.79
Meritor 2.2 $1.7M 240k 7.06
PolyOne Corporation 2.1 $1.6M 152k 10.71
Vishay Intertechnology (VSH) 2.0 $1.5M 184k 8.36
Foster Wheeler Ltd Com Stk 2.0 $1.5M 86k 17.78
Dot Hill Systems 1.9 $1.5M 1.0M 1.51
Flow International Corporation 1.9 $1.5M 672k 2.21
CMS Energy Corporation (CMS) 1.9 $1.5M 74k 19.79
Exide Technologies 1.9 $1.5M 365k 4.00
Spartan Motors 1.7 $1.3M 324k 4.13
Teradyne (TER) 1.7 $1.3M 118k 11.01
Convergys Corporation 1.6 $1.3M 137k 9.38
PerkinElmer (RVTY) 1.6 $1.2M 64k 19.21
MFA Mortgage Investments 1.6 $1.2M 174k 7.02
Apple (AAPL) 1.6 $1.2M 3.2k 381.24
Charming Shoppes 1.6 $1.2M 466k 2.60
Aar (AIR) 1.4 $1.1M 68k 16.67
Sterling Finl Corp Wash 1.4 $1.1M 89k 12.38
Cytec Industries 1.4 $1.1M 31k 35.15
Saia (SAIA) 1.4 $1.1M 101k 10.52
Cisco Systems (CSCO) 1.3 $1.0M 66k 15.51
Shaw 1.3 $1.0M 47k 21.75
Pulse Electronics 1.3 $1.0M 351k 2.86
Heckmann Corporation 1.2 $975k 184k 5.29
Oplink Communications 1.2 $941k 62k 15.15
TeleTech Holdings 1.2 $933k 61k 15.23
International Paper Company (IP) 1.2 $926k 40k 23.25
Qualcomm (QCOM) 1.0 $786k 16k 48.61
Dow Chemical Company 1.0 $767k 34k 22.46
Thermo Fisher Scientific (TMO) 1.0 $749k 15k 50.62
Comstock Resources 0.9 $719k 47k 15.46
Celgene Corporation 0.9 $692k 11k 61.92
National-Oilwell Var 0.9 $678k 13k 51.23
AES Corporation (AES) 0.8 $654k 67k 9.77
Precision Castparts 0.8 $633k 4.1k 155.53
Pacific Continental Corporation 0.8 $632k 89k 7.09
Wal-Mart Stores (WMT) 0.8 $624k 12k 51.92
Cinedigm Digital Cinema 0.8 $624k 524k 1.19
Coca-Cola Company (KO) 0.8 $614k 9.1k 67.61
Procter & Gamble Company (PG) 0.8 $605k 9.6k 63.19
Google 0.8 $597k 1.2k 515.10
Lowe's Companies (LOW) 0.8 $594k 31k 19.34
Lockheed Martin Corporation (LMT) 0.7 $548k 7.6k 72.58
Diageo (DEO) 0.7 $549k 7.2k 75.97
JPMorgan Chase & Co. (JPM) 0.7 $537k 18k 30.10
Prudential Financial (PRU) 0.7 $538k 12k 46.84
Discovery Communications 0.7 $528k 15k 35.15
Johnson & Johnson (JNJ) 0.7 $511k 8.0k 63.69
International Business Machines (IBM) 0.7 $511k 2.9k 174.70
Kinder Morgan (KMI) 0.6 $479k 19k 25.88
General Electric Company 0.6 $464k 31k 15.23
HSBC Holdings (HSBC) 0.6 $463k 12k 38.04
Deere & Company (DE) 0.5 $396k 6.1k 64.55
Anadarko Petroleum Corporation 0.5 $380k 6.0k 63.07
Goldcorp 0.5 $375k 8.2k 45.65
Abb (ABBNY) 0.5 $375k 22k 17.09
Eldorado Gold Corp 0.5 $372k 22k 17.12
Citigroup (C) 0.5 $374k 15k 25.65
Petroleo Brasileiro SA (PBR) 0.5 $363k 16k 22.44
Annaly Capital Management 0.5 $366k 22k 16.63
Schlumberger (SLB) 0.5 $370k 6.2k 59.68
American Capital Agency 0.4 $342k 13k 27.09
Transocean (RIG) 0.4 $336k 7.0k 47.81
Devon Energy Corporation (DVN) 0.4 $313k 5.6k 55.53
Agnico (AEM) 0.4 $303k 5.1k 59.59
Dean Foods Company 0.3 $269k 30k 8.89
Albany International (AIN) 0.3 $249k 14k 18.24
ION Geophysical Corporation 0.3 $246k 52k 4.73
Freeport-McMoRan Copper & Gold (FCX) 0.3 $231k 7.6k 30.39
Capstead Mortgage Corporation 0.3 $235k 20k 11.55
Towerstream Corporation 0.3 $215k 84k 2.56
Collective Brands 0.3 $201k 16k 12.99
Pfizer (PFE) 0.2 $186k 11k 17.65
Ford Motor Company (F) 0.2 $159k 17k 9.65
Zhongpin 0.2 $131k 17k 7.61
Novagold Resources Inc Cad (NG) 0.1 $87k 14k 6.47
Ivanhoe Energy 0.1 $46k 43k 1.07