ICM ASSET MANAGEMENT INC/WA

CIK

905608

Location

SPOKANE, WA

Portfolio Value

Micro $9,867,894

Diversification

Diversified

Filing Date

Global Rank

#5,005 / 5,290 ▼ 4 · as of Sep 2020

Top Industry

Semiconductors 16.9%

3Y Alpha vs SPY

+40.0%

Period ended 5 years ago

Filed Oct 22, 2020 · 5y

3 quarters · since Mar 2020

Clone Performance

Jul 2023–Jul 2026 · vs SPY

Hypothetical growth of cloning every reported 13F position and rebalancing on each filing, indexed to the same start.

Cloned portfolio

+310.0%

SPY

+76.5%

Annualised alpha

+39.2%

Max drawdown

−26.4%

Estimate. 13F holdings are quarter-lagged and long-only, so the clone rebalances about 45 days after each period end — when the filing becomes public — and excludes options and short positions. Past performance does not predict future results.

Portfolio Concentration

16 positions · as of Sep 30, 2020 · Δ vs Jun 30, 2020

Top Position

16.9%

−1.1 pts

Top 5

62.1%

+3.2 pts

Top 10

86.9%

+3.8 pts

HHI

978

Diversified+57

Portfolio Trend

3 quarters · across all stocks

Sector Breakdown

As of Sep 30, 2020

Sector	% Portfolio	Value	Positions
Industrials	37.0%	$3,650,060	3
Technology	30.8%	$3,035,259	4
Basic Materials	9.5%	$942,240	2
Healthcare	8.5%	$841,542	3
Energy	8.2%	$813,815	1
Financial Services	5.1%	$504,123	2
Consumer Cyclical	0.8%	$80,855	1

Last Quarter's Activity

Export CSV

Sep 30, 2020 vs Jun 30, 2020

Added To

Positions the filer increased

4 positions

Ticker	Company	Δ Shares	Shares	Value
GLNG	Golar Lng Ltd	+64,700	134,293	$813,815
VYX	NCR Voyix Corp	+450	43,420	$589,765
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

4 positions

Ticker	Company	Δ Shares	Shares	Value
HPQ	Hp Inc	−21,800	22,600	$429,174
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

3 positions

Ticker	Company	Shares	Value
CVS	CVS HEALTH Corp	8,300	$484,720
BAC	Bank Of America Corp /De/	11,800	$284,262
C	Citigroup Inc	5,100	$219,861
No positions match the current search.

Sold Out

Positions the filer fully exited

4 positions

Ticker	Company	Shares	Value
DKS	Dick's Sporting Goods, Inc.	12,800	$528,128
GTLS	Chart Industries Inc	10,500	$509,145
ATI	Ati Inc	43,760	$445,914
BBCP	Concrete Pumping Holdings, Inc.	49,400	$171,912
No positions match the current search.

Portfolio Positions

Compact Export CSV View 13F filing

16 positions · $9,867,894 total · as of Sep 30, 2020

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

Ticker	Company	Type	Shares	Δ Shares	Value (USD)	% Δ Value	% of Portfolio
MU	Micron Technology Inc Technology	Added	35,502	+170	$1,667,173	−8.4%	16.89%
GBX	Greenbrier Companies Inc Industrials	Reduced	45,000	-800	$1,323,000	+27.0%	13.41%
KTOS	Kratos Defense & Security Solutions, Inc. Industrials	Held	67,361	0	$1,298,720	+23.4%	13.16%
ACCO	ACCO BRANDS Corp Industrials	Reduced	177,300	-700	$1,028,340	−18.6%	10.42%
GLNG	Golar Lng Ltd Energy	Added	134,293	+64,700	$813,815	+61.5%	8.25%
VYX	NCR Voyix Corp Technology	Added	43,420	+450	$589,765	+29.2%	5.98%
MOS	Mosaic Co Basic Materials	Reduced	31,698	-112	$579,122	+45.5%	5.87%
CVS	CVS HEALTH Corp Healthcare	NEW	8,300	NEW	$484,720	NEW	4.91%
HPQ	Hp Inc Technology	Reduced	22,600	-21,800	$429,174	−44.5%	4.35%
WPM	Wheaton Precious Metals Corp. Basic Materials	Added	7,400	+400	$363,118	+17.8%	3.68%
MSFT	Microsoft Corp Technology	Held	1,660	0	$349,147	+3.4%	3.54%
TMO	Thermo Fisher Scientific Inc. Healthcare	Held	670	0	$295,818	+21.9%	3.00%
BAC	Bank Of America Corp /De/ Financial Services	NEW	11,800	NEW	$284,262	NEW	2.88%
C	Citigroup Inc Financial Services	NEW	5,100	NEW	$219,861	NEW	2.23%
DXLG	Destination XL Group, Inc. Consumer Cyclical	Held	310,984	0	$80,855	−60.0%	0.82%
MYO	Myomo, Inc. Healthcare	Held	13,617	0	$61,004	+21.4%	0.62%