ICM ASSET MANAGEMENT INC/WA

CIK

905608

Location

SPOKANE, WA

Portfolio Value

Micro $15,998,517

Diversification

Diversified

Filing Date

Global Rank

#5,305 / 5,416 ▲ 4 · as of Sep 2020

Top Industry

Semiconductors 12.4%

Period ended 6 years ago

Filed Oct 22, 2020 · 6y

3 quarters · since Mar 2020

Regulatory profile

From Form ADV, the SEC filer profile, 13D/13G type codes and N-CEN, never from the name.

Holder type

Unknown

Portfolio style

Measured from the filed 13F common-share book for Sep 30, 2020, never from the firm's own description.

Style

Concentrated

The top 10 positions are 71.3% of the book (60%+)

Turnover

Turnover unknown

It needs four straight quarters of measured turnover

Horizon

Horizon unknown

The value-weighted holding period is at least 2.7 quarters, but 82.4% of the book was already held when coverage starts

Closest benchmark: the S&P 500 as of 2020-09-30, active share 95.6%; sector active share 45.0% against the combined 13F book's sector weights.

Over time 3 measured quarters

How the bands are measured

Style bands measure the filed 13F common-share book each closed quarter, tested in this order. Unknown: under $10,000,000 of valued equity or 5 stocks. Index-like (100+ stocks): active share of 20% or less against the closest benchmark, which is the S&P 500, S&P MidCap 400, S&P SmallCap 600, Russell 1000, Russell 2000, Nasdaq-100 or Dow Jones Industrial Average (weighted by an index-tracking fund's reported holdings or the index's constituents nearest the quarter end, over the names resolved to companies, and only when those are 90%+ of its weight) or every 13F filer's combined book, or index series holding 80%+ of the registered fund assets it advises (N-CEN) and equal to 50%+ of its book. Systematic-like: 500+ stocks, 100%+ annual turnover and a top 10 weight of 25% or less. Concentrated: a top 10 weight of 60%+ or 12 or fewer effective positions. Diversified active: none of these. Turnover is the smaller of buys and sells over average equity value, summed over four quarters: low under 30%, high 100%+. Horizon is the value-weighted number of quarters each position has been held: short under 4, long 12+.

Clone Performance

Build a hypothetical price-return history from this filer's public 13F holdings.

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Portfolio Concentration

25 tracked positions · as of Sep 30, 2020 · Δ vs Jun 30, 2020

Top Position

10.4%

−0.2 pts

Top 5

42.3%

+2.1 pts

Top 10

71.3%

+5.3 pts

HHI

600

Diversified+40

Portfolio Trend

3 quarters · across all stocks

Sector Breakdown

As of Sep 30, 2020

Sector	% Portfolio	Value	Positions
Industrials	31.3%	$5,012,327	5
Technology	21.3%	$3,406,811	4
Unclassified	15.9%	$2,537,786	4
Real Estate	7.7%	$1,231,000	1
Healthcare	7.1%	$1,141,560	4
Basic Materials	5.9%	$942,240	2
Financial Services	5.2%	$832,123	3
Energy	5.1%	$813,815	1
Consumer Cyclical	0.5%	$80,855	1

Last Quarter's Activity

Export CSV

Sep 30, 2020 vs Jun 30, 2020

Added To

Positions the filer increased

6 positions

Ticker	Company	Δ Shares	Shares	Value
GLNG	Golar Lng Ltd	+64,700	134,293	$813,815
NDRA	ENDRA Life Sciences Inc.	+8,000	409,861	$300,018
—		+3,400	156,300	$846,000
VYX	NCR Voyix Corp	+450	43,420	$961,317
WPM	Wheaton Precious Metals Corp.	+400	7,400	$363,118
MU	Micron Technology Inc	+170	35,502	$1,667,173
No positions match the current search.

Trimmed

Positions the filer reduced

5 positions

Ticker	Company	Δ Shares	Shares	Value
HPQ	Hp Inc	−21,800	22,600	$429,174
CLIR	ClearSign Technologies Corp	−2,500	431,412	$974,991
GBX	Greenbrier Companies Inc	−800	45,000	$1,323,000
ACCO	ACCO BRANDS Corp	−700	177,300	$1,028,340
MOS	Mosaic Co	−112	31,698	$579,122
No positions match the current search.

New Positions

Positions the filer opened this quarter

5 positions

Ticker	Company	Shares	Value
CVS	CVS HEALTH Corp	8,300	$484,720
—		140,800	$411,000
CLNY	DigitalBridge Group, Inc.	120,100	$328,000
BAC	Bank Of America Corp	11,800	$284,262
C	Citigroup Inc	5,100	$219,861
No positions match the current search.

Sold Out

Positions the filer fully exited

7 positions

Ticker	Company	Shares	Value
—		116,560	$886,000
DKS	Dick's Sporting Goods, Inc.	12,800	$528,128
—		10,500	$509,000
ATI	Ati Inc	43,760	$445,914
—		33,705	$339,000
BBCP	Concrete Pumping Holdings, Inc.	49,400	$171,912
—		33,398	$49,000
No positions match the current search.

Portfolio Positions

Compact Export CSV View 13F filing

25 tracked positions · $15,998,517 total · filing declares 29 positions · $18,134,000 · as of Sep 30, 2020

All sectors Basic Materials Consumer Cyclical Energy Financial Services Healthcare Industrials Real Estate Technology

Ticker	Company	Type	Shares	Δ Shares	Value (USD)	% Δ Value	Held (qtrs)	Est. cost/share	% of Portfolio
MU	Micron Technology Inc Technology	Added	35,502	+170	$1,667,173	−8.4%	3+	before history	10.42%
GBX	Greenbrier Companies Inc Industrials	Reduced	45,000	-800	$1,323,000	+27.0%	3+	before history	8.27%
KTOS	Kratos Defense & Security Solutions, Inc. Industrials	Held	67,361	0	$1,298,720	+23.4%	3+	before history	8.12%
SDS	ProShares UltraShort S&P500	Held	78,670	0	$1,254,786	−17.8%	3+	before history	7.84%
TWOD	Two Harbors Investment Corp. Real Estate	Held	241,779	0	$1,231,000	+1.0%	3+	before history	7.69%
ACCO	ACCO BRANDS Corp Industrials	Reduced	177,300	-700	$1,028,340	−18.6%	3+	before history	6.43%
CLIR	ClearSign Technologies Corp Industrials	Reduced	431,412	-2,500	$974,991	+8.0%	3+	before history	6.09%
VYX	NCR Voyix Corp Technology	Added	43,420	+450	$961,317	+29.2%	3+	before history	6.01%
		Added	156,300	+3,400	$846,000	+6.0%	3+	before history	5.29%
GLNG	Golar Lng Ltd Energy	Added	134,293	+64,700	$813,815	+61.5%	3+	before history	5.09%
MOS	Mosaic Co Basic Materials	Reduced	31,698	-112	$579,122	+45.5%	3+	before history	3.62%
CVS	CVS HEALTH Corp Healthcare	NEW	8,300	NEW	$484,720	NEW	1	$62.22	3.03%
HPQ	Hp Inc Technology	Reduced	22,600	-21,800	$429,174	−44.5%	2	$15.89	2.68%
		NEW	140,800	NEW	$411,000	NEW	1	unpriced	2.57%
AQMS	Aqua Metals, Inc. Industrials	Held	425,111	0	$387,276	−34.9%	3+	before history	2.42%
WPM	Wheaton Precious Metals Corp. Basic Materials	Added	7,400	+400	$363,118	+17.8%	2	$39.97	2.27%
MSFT	Microsoft Corp Technology	Held	1,660	0	$349,147	+3.4%	3+	before history	2.18%
CLNY	DigitalBridge Group, Inc. Financial Services	NEW	120,100	NEW	$328,000	NEW	1	unpriced	2.05%
NDRA	ENDRA Life Sciences Inc. Healthcare	Added	409,861	+8,000	$300,018	−22.4%	3+	before history	1.88%
TMO	Thermo Fisher Scientific Inc. Healthcare	Held	670	0	$295,818	+21.9%	2	$335.19	1.85%
BAC	Bank Of America Corp Financial Services	NEW	11,800	NEW	$284,262	NEW	1	$24.90	1.78%
C	Citigroup Inc Financial Services	NEW	5,100	NEW	$219,861	NEW	1	$49.82	1.37%
DXLG	Destination XL Group, Inc. Consumer Cyclical	Held	310,984	0	$80,855	−60.0%	3+	before history	0.51%
MYO	Myomo, Inc. Healthcare	Held	13,617	0	$61,004	+21.4%	3+	before history	0.38%
		Held	21,500	0	$26,000	+4.0%	3+	before history	0.16%

Covers the securities this platform tracks: U.S.-listed common stock and the put/call positions reported on it. A 13F can also report security types outside that coverage — preferred shares, bonds, warrants, untracked share classes — so the filing's own declared total can exceed the figures above. The source filing is linked at the top of this table.