0000905608-11-000008.txt : 20110810
0000905608-11-000008.hdr.sgml : 20110810
20110810154912
ACCESSION NUMBER: 0000905608-11-000008
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20110630
FILED AS OF DATE: 20110810
DATE AS OF CHANGE: 20110810
EFFECTIVENESS DATE: 20110810
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: ICM ASSET MANAGEMENT INC/WA
CENTRAL INDEX KEY: 0000905608
IRS NUMBER: 911150802
STATE OF INCORPORATION: WA
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-03766
FILM NUMBER: 111024373
BUSINESS ADDRESS:
STREET 1: 601 W MAIN AVE
STREET 2: SUITE 600
CITY: SPOKANE
STATE: WA
ZIP: 99201
BUSINESS PHONE: 5094553588
MAIL ADDRESS:
STREET 1: 601 W MAIN AVE
STREET 2: STE 600
CITY: SPOKANE
STATE: WA
ZIP: 99201
13F-HR
1
f13063011.txt
13F REPORT JUNE 2011
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 30, 2011
Check here if Amendment: ___; Amendment Number: ___
This Amendment (Check only one.) ___ is a restatement.
___ adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: ICM Asset Management, Inc.
Address: W. 601 Main Avenue, Suite 600
Spokane WA 99201-0613
Form 13F File Number: 28-03766
The institutional investment manager filing this report and the person
by whom it is signed hereby represent that the person signing the report
is authorized to submit it, that all information contained herein is true,
correct and complete, and that it is understood that all required items,
statements, schedules, lists, and tables, are considered integral parts
of this submission.
Person Signing this Report on Behalf of Reporting Manager:
Name: Lisa House
Title: Complaince Officer
Phone: (509)455-3588
Signature, Place and Date of Signing:
Lisa House Spokane, WA 08/10/11
[Signature] [City, State] [Date]
Report Type (Check only one.):
_X__ 13F HOLDINGS REPORT. (Check here if all holdings of this reporting
manager are reported in this report.)
___ 13F NOTICE. (Check here if no holdings reported are in this report,
and all holdings are reported by other reporting manager(s).)
___ 13F COMBINATION REPORT. (Check here if a portion of the holdings for
this reporting manager are reported in this report and a portion are
reported by other reporting manager(s).)
Form 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 95
Form 13F Information Table Value Total: 108,517
List of Other Included Managers: NONE
ICM Asset Management, Inc
FORM 13F
Schedule 13F Report
June 30, 2011
Voting Authority
--------------------------
Value Shares/ Sh/ Put/ Invstmt Other
Name of Issuer Title of class CUSIP (x$1000) Prn Amt Prn Call Dscretn Managers Sole Shared None
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
AAR Corp. COM 000361105 1653 61014 SH Sole 61014
ABB Ltd. Sponsored ADR COM 000375204 600 23113 SH Sole 23113
AES Corp. COM 00130h105 908 71235 SH Sole 71235
Agnico-Eagle Mines LTD COM 008474108 289 4585 SH Sole 4585
Albany Int'l Corp-Cl A COM 012348108 1568 59424 SH Sole 59424
Allegheny Technologies Inc COM 01741r102 1996 31451 SH Sole 31451
American Capital Agency Corp COM 02503x105 301 10350 SH Sole 10350
American Equity Invt Life Hold COM 025676206 1832 144161 SH Sole 144161
Anadarko Petroleum Corp. COM 032511107 497 6475 SH Sole 6475
Annaly Capital Mgmt, Inc. COM 035710409 2592 143689 SH Sole 143689
Apple, Inc. COM 037833100 1088 3241 SH Sole 3241
Aura Systems, Inc. COM 051526200 2140 3013463 SH Sole 3013463
Banner Corporation COM 06652v208 2228 127339 SH Sole 127339
BE Aerospace, Inc. COM 073302101 2495 61140 SH Sole 61140
Bottomline Technologies, Inc. COM 101388106 1668 67491 SH Sole 67491
Capstead Mortgage REIT COM 14067e506 145 10850 SH Sole 10850
Celgene Corp. COM 151020104 681 11285 SH Sole 11285
Charming Shoppes, Inc. COM 161133103 251 60275 SH Sole 60275
Cinedigm Digital Cinema Corp COM 172407108 793 469410 SH Sole 469410
Cisco Systems, Inc. COM 17275R102 696 44567 SH Sole 44567
Citigroup, Inc. COM 172967424 639 15335 SH Sole 15335
CMS Energy COM 125896100 1498 76102 SH Sole 76102
Coca Cola Co. COM 191216100 638 9481 SH Sole 9481
Collective Brands COM 19421w100 217 14800 SH Sole 14800
Comstock Resources, Inc. COM 205768203 1370 47575 SH Sole 47575
Convergys Corp. COM 212485106 1904 139605 SH Sole 139605
Cytec Industries, Inc. COM 232820100 1794 31377 SH Sole 31377
Deere & Co. COM 244199105 526 6385 SH Sole 6385
Devon Energy Corp. COM 25179m103 466 5912 SH Sole 5912
Diageo PLC Sponsored ADR COM 25243Q205 618 7552 SH Sole 7552
Discovery Holding Co., Cl C COM 25470F302 575 15720 SH Sole 15720
Dot Hill Systems Corp. COM 25848t109 2455 864328 SH Sole 864328
Dow Chemical Co. COM 260543103 864 24005 SH Sole 24005
Eldorado Gold Corp COM 284902103 157 10630 SH Sole 10630
Electro Scientific Inds, Inc. COM 285229100 1593 82555 SH Sole 82555
Exide Technologies COM 302051206 415 54275 SH Sole 54275
Flow International, Inc. COM 343468104 2447 687311 SH Sole 687311
Foster Wheeler AG COM H27178104 1619 53280 SH Sole 53280
General Electric Co. COM 369604103 602 31895 SH Sole 31895
Goldman Sachs Group, Inc. COM 38141G104 484 3635 SH Sole 3635
Goodrich Corp. COM 382388106 3259 34129 SH Sole 34129
Goodyear Tire & Rubber COM 382550101 2382 142012 SH Sole 142012
Google, Inc. Class A COM 38259P508 613 1210 SH Sole 1210
Heckmann Corp COM 422680108 1099 181990 SH Sole 181990
HSBC Holdings PLC Sponsor ADR COM 404280406 631 12717 SH Sole 12717
IBM, Inc. COM 459200101 531 3095 SH Sole 3095
Int'l Paper Co. COM 460146103 982 32925 SH Sole 32925
Interoil Corp. COM 460951106 2074 35443 SH Sole 35443
ION Geophysical Corp. COM 462044108 235 24830 SH Sole 24830
Ivanhoe Energy Inc. COM 465790103 82 43075 SH Sole 43075
Johnson & Johnson, Inc. COM 478160104 559 8398 SH Sole 8398
JP Morgan Chase & Co. COM 46625H100 766 18715 SH Sole 18715
Kinder Morgan, Inc. COM 49456B101 559 19470 SH Sole 19470
Kratos Defense & Security Solu COM 50077b207 2628 216100 SH Sole 216100
Lockheed Martin Corp. COM 539830109 642 7925 SH Sole 7925
Lowe's Companies, Inc. COM 548661107 716 30720 SH Sole 30720
McDonalds Corp. COM 580135101 696 8250 SH Sole 8250
Medtronic, Inc. COM 585055106 570 14798 SH Sole 14798
Meritor, Inc. COM 59001k100 1918 119595 SH Sole 119595
MFA Financial, Inc. COM 55272X102 1577 196113 SH Sole 196113
Microsoft Corp. COM 594918104 992 38140 SH Sole 38140
Novagold Resources Inc. COM 66987E206 124 13450 SH Sole 13450
Oplink Communications Inc. COM 68375Q403 1186 63725 SH Sole 63725
Pacific Continental Corp COM 69412V108 835 91230 SH Sole 91230
Par Technology Corp/Del COM 698884103 1285 335570 SH Sole 335570
PerkinElmer, Inc. COM 714046109 1764 65550 SH Sole 65550
Petroleo Brasilero S.A. COM 71654v408 567 16755 SH Sole 16755
Polyone Corp. COM 73179P106 2403 155363 SH Sole 155363
Power-One, Inc. COM 73930R102 1347 166335 SH Sole 166335
Powerwave Technologies, Inc. COM 739363109 2692 912608 SH Sole 912608
Precision Castparts Corp. COM 740189105 701 4255 SH Sole 4255
Preferred Apartment Coummuniti COM 74039L103 328 36075 SH Sole 36075
Procter & Gamble Co. COM 742718109 633 9950 SH Sole 9950
Prudential Financial, Inc. COM 744320102 582 9150 SH Sole 9150
Pulse Electronics Corp. COM 74586w106 1345 304243 SH Sole 304243
Qualcomm, Inc. COM 747525103 961 16920 SH Sole 16920
RF Micro Devices, Inc. COM 749941100 2197 359040 SH Sole 359040
S1 Corp. COM 78463B101 2799 374195 SH Sole 374195
Saia, Inc. COM 78709y105 1772 104570 SH Sole 104570
Schlumberger Ltd. COM 806857108 572 6625 SH Sole 6625
Shaw Group, Inc. COM 820280105 1460 48334 SH Sole 48334
Southern National Bankcorp of COM 843395104 731 107690 SH Sole 107690
Spartan Motors, Inc. COM 846819100 822 152260 SH Sole 152260
Sterling Financial Corp. COM 859319303 1453 90430 SH Sole 90430
Swift Transportation Co., Inc. COM 87074u101 1323 97610 SH Sole 97610
Symmetricom, Inc. COM 871543104 1844 316294 SH Sole 316294
Teletech Holdings, Inc. COM 879939106 1326 62913 SH Sole 62913
Teradyne, Inc. COM 880770102 1256 84895 SH Sole 84895
Teva Pharmaceutical Industries COM 881624209 598 12400 SH Sole 12400
Thermo Fisher Scientific Inc. COM 883556102 848 13167 SH Sole 13167
Transocean Ltd COM H8817H100 478 7403 SH Sole 7403
Tutor Perini Corp COM 901109108 1321 68870 SH Sole 68870
Vanguard Short-Term Bond ETF COM 921937827 1103 13614 SH Sole 13614
Vishay Intertechnology, Inc. COM 928298108 366 24330 SH Sole 24330
Wal-Mart Stores, Inc. COM 931142103 682 12843 SH Sole 12843