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