-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, QDye1o14+l1djDK/j94MWizXVvz2ZHMTpKczBo0ipBxKiuMQxEjNq4ivNRS/+YcG jWo+J3KzdUvnkyhjwXzRtg== 0000905608-04-000003.txt : 20040204 0000905608-04-000003.hdr.sgml : 20040204 20040203183608 ACCESSION NUMBER: 0000905608-04-000003 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20031231 FILED AS OF DATE: 20040204 EFFECTIVENESS DATE: 20040204 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: 04564355 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 f13q403.txt 13F REPORT 4TH QTR 2003 UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: December 31, 2003 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: Robert J. Law Title: Sr. Vice President Phone: (509)455-3588 Signature, Place and Date of Signing: Robert J. Law Spokane, WA 02-03-04 [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: 198 Form 13F Information Table Value Total: 1,815,616 List of Other Included Managers: NONE ICM Asset Management, Inc. FORM 13F INFORMATION TABLE December 31, 2003 VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- 3M Company COM 88579Y101 2723 32020 SH Sole 27320 4700 Abbott Laboratories COM 002824100 2605 55900 SH Sole 47300 8600 Accredo Health Inc. COM 00437v104 11284 356960 SH Sole 309060 47900 Advanced Marketing Services COM 00753t105 15049 1320100 SH Sole 654350 665750 Aeroflex Inc COM 007768104 4154 354750 SH Sole 148800 205950 Agco Corp COM 001084102 37330 1853547 SH Sole 1234617 618930 Air Products & Chemicals COM 009158106 1860 35215 SH Sole 31115 4100 Albany Molecular Research COM 012423109 16103 1072850 SH Sole 813900 258950 Albertsons Inc COM 013104104 1684 74340 SH Sole 65640 8700 Amcol International Corp COM 02341w103 1025 50500 SH Sole 50500 American Express COM 025816109 265 5485 SH Sole 5185 300 American Financial Group Inc COM 025932104 8011 302740 SH Sole 292940 9800 American Greetings Cl A COM 026375105 39661 1813499 SH Sole 1129214 684285 American Intl Group Inc COM 026874107 3549 53546 SH Sole 46908 6638 American Tower Corp Cl A COM 029912201 19254 1779500 SH Sole 875300 904200 Andrew Corp COM 034425108 6283 542090 SH Sole 447340 94750 Applica Incorporated COM 03815A106 10146 1334977 SH Sole 723093 611884 Arch Coal Inc COM 039380100 12199 391360 SH Sole 333260 58100 Aura Systems Inc COM 051526101 2176 24640032 SH Sole 23628589 1011443 Auto Data Processing COM 053015103 1763 44500 SH Sole 40200 4300 Avista Corp COM 05379B107 30092 1660700 SH Sole 1036900 623800 Avnet Inc COM 053807103 1791 82680 SH Sole 72680 10000 BP Plc COM 055622104 1714 34724 SH Sole 29860 4864 BakBone Software Inc COM 057101107 412 150000 SH Sole 150000 Ball Corp COM 058498106 262 4400 SH Sole 4400 Bank Of America Corp COM 060505104 2215 27534 SH Sole 22694 4840 Baxter Int'l Inc COM 071813109 232 7600 SH Sole 7600 Bedford Property Investors COM 076446301 623 21750 SH Sole 19250 2500 Bellsouth Corp COM 079860102 1761 62232 SH Sole 52232 10000 Beverly Enterprises COM 087851309 41286 4806265 SH Sole 2404637 2401628 Bristol Myers COM 110122108 1701 59480 SH Sole 49830 9650 Building Material Hldg Corp COM 120113105 19144 1232700 SH Sole 601600 631100 Burlington Resources COM 122014103 1394 25178 SH Sole 20178 5000 Cabot Corp COM 127055101 10119 317818 SH Sole 263968 53850 Cal Dive International Inc COM 127914109 13305 551600 SH Sole 314600 237000 Calgon Carbon Corp COM 129603106 19953 3213067 SH Sole 1804557 1408510 Cambrex Corp COM 132011107 9673 382950 SH Sole 337150 45800 Capital Automotive Reits COM 139733109 18838 588700 SH Sole 249350 339350 Carreker Corp COM 144433109 1374 98100 SH Sole 98100 Casey's General Stores Inc COM 147528103 39685 2247158 SH Sole 1285268 961890 Charming Shoppes COM 161133103 27600 5036457 SH Sole 3001057 2035400 ChevronTexaco Corp COM 166764100 2240 25930 SH Sole 23495 2435 Cisco Systems COM 17275R102 2642 109025 SH Sole 92025 17000 Coca Cola Co COM 191216100 2870 56545 SH Sole 48595 7950 Coherent Inc COM 192479103 15370 645810 SH Sole 518660 127150 Colgate-Palmolive COM 194162103 1012 20215 SH Sole 16315 3900 Colonial Bancgroup Inc COM 195493309 20770 1199167 SH Sole 1005117 194050 Commercial Federal Corp COM 201647104 5003 187310 SH Sole 183160 4150 Computer Sciences Corp COM 205363104 2260 51107 SH Sole 42207 8900 Connecticut Bancshares Inc COM 207540105 5082 98600 SH Sole 54050 44550 Convergys Corp COM 212485106 1703 97550 SH Sole 97400 150 Corporate Office Properties COM 22002T108 12357 588450 SH Sole 320800 267650 Creative Bakeries Inc COM 225268101 62 882000 SH Sole 882000 Cross Country Healthcare Inc COM 227483104 24970 1666870 SH Sole 959270 707600 Crown Castle Intl Corp COM 228227104 21047 1908200 SH Sole 923900 984300 Duke Energy Corp COM 264399106 1197 58544 SH Sole 51244 7300 Dupont Photomasks Inc COM 26613x101 10989 455200 SH Sole 224200 231000 Eli Lilly & Co COM 532457108 757 10767 SH Sole 8267 2500 Emerson Electric Co COM 291011104 3119 48167 SH Sole 41667 6500 Engelhard Corp COM 292845104 9696 323727 SH Sole 291177 32550 Euniverse, Inc. COM 298412107 219 136650 SH Sole 136650 Exxon Mobil Corp COM 30231G102 1436 35027 SH Sole 29359 5668 FTD Inc Cl A COM 30265Q109 493 20000 SH Sole 16300 3700 Fairchild Semicon Intl-Cl A COM 303726103 10095 404300 SH Sole 349600 54700 Fannie Mae COM 313586109 2943 39210 SH Sole 34710 4500 FedEx Corp COM 31428x106 234 3462 SH Sole 2070 1392 Federated Depart Stores COM 31410H101 1554 32980 SH Sole 26180 6800 Flow Int'l Inc COM 343468104 3839 1279700 SH Sole 742200 537500 Gannett Co COM 364730101 2493 27960 SH Sole 25210 2750 General Electric COM 369604103 1040 33558 SH Sole 31728 1830 Global Industries Ltd COM 379336100 20436 3983700 SH Sole 1984500 1999200 Goodrich Corporation COM 382388106 22137 745592 SH Sole 429892 315700 Harsco Corp COM 415864107 18740 427657 SH Sole 336007 91650 Health Mgmt Associates Inc-A COM 421933102 12511 521285 SH Sole 507935 13350 HealthStream, Inc. COM 42222N103 277 106600 SH Sole 106600 Hewlett-Packard Co. COM 428236103 1910 83153 SH Sole 74653 8500 Hilton Hotels Corp COM 432848109 9249 539924 SH Sole 523524 16400 Horizon Organic Holding Corp COM 44043T103 3375 140900 SH Sole 41100 99800 IBM Inc COM 459200101 487 5260 SH Sole 5160 100 IL Tool Works Inc COM 452308109 453 5400 SH Sole 5200 200 IMC Global Inc COM 449669100 15881 1599280 SH Sole 1324830 274450 IShares Russell 2000 COM 464287655 585 5280 SH Sole 5280 Idacorp Inc COM 451107106 5565 185990 SH Sole 181190 4800 Igate Corp COM 45169u105 1764 224650 SH Sole 224250 400 Imax Corp COM 45245E109 10297 1301800 SH Sole 659100 642700 Input/Output Inc COM 457652105 8236 1826120 SH Sole 879576 946544 Int'l Rectifier Corp COM 460254105 1196 24198 SH Sole 22187 2011 Intel Corp COM 458140100 3293 102741 SH Sole 91341 11400 Interface Inc COM 458665106 14999 2712331 SH Sole 1412865 1299466 Interland Inc COM 458727203 9646 1477200 SH Sole 801370 675830 Internet Security Systems COM 46060x107 13997 743350 SH Sole 342750 400600 Interstate Bakeries COM 46072H108 19008 1335750 SH Sole 711450 624300 Island Pacific Inc COM 464478106 4007 2216132 SH Sole 2216132 John H Harland Co COM 412693103 16104 589900 SH Sole 408751 181149 Johnson & Johnson COM 478160104 1783 34511 SH Sole 29711 4800 Joy Global Inc. COM 481165108 44380 1697132 SH Sole 989696 707436 K2 Inc COM 482732104 16390 1077594 SH Sole 592634 484960 Keycorp COM 493267108 284 9696 SH Sole 9696 Keystone Automotive Inds Inc COM 49338N109 720 28350 SH Sole 24350 4000 Kopin Corp COM 500600101 4101 611250 SH Sole 272000 339250 Lion Inc COM 53620I102 300 1500000 SH Sole 1500000 Lions Gate Entertainment Cor. COM 535919203 384 85700 SH Sole 85700 Louisiana Pacific Corp COM 546347105 1571 87850 SH Sole 56500 31350 MI Developments Inc Cl A COM 55304X104 7127 255250 SH Sole 178950 76300 MSC Software Corporation COM 553531104 15749 1666550 SH Sole 1059050 607500 Magnetek Inc COM 559424106 14543 2206759 SH Sole 1339649 867110 Manor Care Inc COM 564055101 16164 467563 SH Sole 280513 187050 Manufactured Home Communities COM 564682102 17524 465450 SH Sole 196650 268800 Mapinfo Corp COM 565105103 502 49800 SH Sole 49800 McDermott Int'l Inc COM 580037109 16150 1351492 SH Sole 531692 819800 McDonalds Corp COM 580135101 1672 67350 SH Sole 57900 9450 McLeod USA Inc. Escrow COM 582266995 0 111484 SH Sole 111484 Medtronic Inc COM 585055106 3002 61756 SH Sole 53956 7800 Merck & Co COM 589331107 2029 43927 SH Sole 37727 6200 Michaels Stores COM 594087108 765 17300 SH Sole 16300 1000 Micromuse Inc COM 597 86500 SH Sole 85300 1200 Microsoft COM 594918104 395 14450 SH Sole 14450 Monterey Pasta Company COM 612570101 482 129350 SH Sole 129350 Motorola Inc COM 620076109 765 54653 SH Sole 43153 11500 Navigant International Inc COM 63935R108 20902 1509150 SH Sole 781600 727550 New York Health Care Inc COM 649487204 530 191900 SH Sole 191900 Nicor Inc COM 654086107 844 24780 SH Sole 18380 6400 Nisource Inc COM 65473P105 1920 87495 SH Sole 76695 10800 Noble Energy, Inc. COM 655044105 1641 36941 SH Sole 29941 7000 Nortel Networks Corp COM 656568102 493 116480 SH Sole 88480 28000 Office Depot Inc COM 676220106 13613 814680 SH Sole 785536 29144 Omnicare Inc COM 681904108 15829 391896 SH Sole 259574 132322 Oracle Corp COM 68389X105 1487 112416 SH Sole 94416 18000 Pactiv Corporation COM 695257105 24802 1037732 SH Sole 627436 410296 Paxar Corp COM 704227107 33585 2506340 SH Sole 1847990 658350 Payless Shoesource Inc COM 704379106 10081 752350 SH Sole 372700 379650 Pepsico COM 713448108 704 15100 SH Sole 15100 PerkinElmer, Inc. COM 714046109 35077 2054876 SH Sole 1244246 810630 Pfizer Inc COM 717081103 301 8511 SH Sole 8411 100 Polyone Corporation COM 73179P106 1489 232950 SH Sole 219350 13600 Power-One Inc COM 739308104 15340 1416450 SH Sole 570600 845850 Powerwave Technologies Inc COM 739363109 17429 2251750 SH Sole 1119750 1132000 Precision Castparts COM 740189105 30781 677842 SH Sole 365188 312654 Procter & Gamble Co COM 742718109 2584 25875 SH Sole 23375 2500 Puget Energy Inc COM 745310102 8807 370520 SH Sole 300970 69550 R2000V-I Shares COM 464287630 3806 23729 SH Sole 23729 RPM Inc COM 749685103 17184 1043990 SH Sole 975890 68100 RTI Int'l Metals COM 74973W107 27327 1619867 SH Sole 837571 782296 Regis Corp COM 758932107 23797 602145 SH Sole 359891 242254 Rubio's Restaurants Inc. COM 78116b102 607 101500 SH Sole 101500 Russell Corp COM 782352108 8651 492660 SH Sole 405610 87050 S1 Corporation COM 78463B101 90 11200 SH Sole 11200 SBC Communications COM 78387G103 1075 41253 SH Sole 34253 7000 Safeco Corp COM 786429100 6262 160840 SH Sole 154990 5850 Sanswire Technologies Inc COM 801079104 8 86547 SH Sole 86547 Sara Lee Corp COM 803111103 976 44970 SH Sole 39220 5750 Schlumberger Ltd COM 806857108 2476 45257 SH Sole 40257 5000 Shaw Group Inc COM 820280105 7214 529680 SH Sole 477030 52650 Sherwin-Williams Co COM 824348106 788 22690 SH Sole 18240 4450 Shurgard Storage Ctr-Reit COM 82567D104 16112 427950 SH Sole 204934 223016 Six Flags Inc COM 83001p109 25304 3364925 SH Sole 1741825 1623100 Soligen Technologies Inc COM 83423G109 14 1430086 SH Sole 1430086 Sonosite Inc COM 83568G104 11193 520829 SH Sole 254156 266673 Sovereign Bancorp Inc COM 845905108 15038 633163 SH Sole 611653 21510 Spartan Motors Inc COM 846819100 1349 133550 SH Sole 128300 5250 Spinnaker Exploration Co COM 84855w109 1299 40250 SH Sole 37300 2950 Sterling Fin'l Corp COM 859319105 245 7150 SH Sole 7004 146 Stewart & Stevenson Services COM 860342104 31198 2220470 SH Sole 1387170 833300 Superior Energy Services Inc COM 868157108 31459 3346708 SH Sole 2136254 1210454 Sykes Enterprises Inc COM 871237103 12978 1510800 SH Sole 668400 842400 Symbol Technologies Inc COM 871508107 23977 1419579 SH Sole 758293 661286 Symmetricom, Inc. COM 871543104 3906 536600 SH Sole 283850 252750 Syntroleum Corp COM 871630109 778 180000 SH Sole 180000 Syntroleum Corp Warrants COM 871630117 97 54000 SH Sole 54000 Systems & Computer Tech Corp COM 871873105 42545 2598989 SH Sole 1314863 1284126 Tech Data Corp COM 878237106 9948 250650 SH Sole 117900 132750 Teletech Holdings Inc COM 879939106 6367 563470 SH Sole 348970 214500 Terex Corp COM 880779103 55368 1944103 SH Sole 1252863 691240 The Sports Authority Inc COM 84917U109 33325 867850 SH Sole 442100 425750 Timken Co COM 887389104 22969 1145000 SH Sole 766500 378500 Titan Corp COM 888266103 14099 646430 SH Sole 546530 99900 Tyco International Ltd COM 902124106 266 10056 SH Sole 10056 Unisys Corp COM 909214108 3930 264630 SH Sole 255680 8950 United Rentals Inc COM 911363109 22967 1192490 SH Sole 778740 413750 Universal Compression Hldgs COM 913431102 37418 1430340 SH Sole 918990 511350 Valassis Communications Inc COM 918866104 7546 257100 SH Sole 168050 89050 Vectren Corporation COM 92240G101 7360 298586 SH Sole 247436 51150 Verizon Communications COM 92343V104 2189 62411 SH Sole 54411 8000 VirtGame Corp COM 92806G103 1010 2000000 SH Sole 2000000 Vishay Intertechnology COM 928298108 11199 489029 SH Sole 427786 61243 Vivus Inc COM 928551100 448 118200 SH Sole 118200 Vizacom Inc COM 92855E201 5 540760 SH Sole 540760 WGL Holdings Inc COM 92924f106 5001 179950 SH Sole 116250 63700 WPS Resources Corporation COM 92931B106 7746 167560 SH Sole 138060 29500 Wachovia Corp New COM 929903102 294 6315 SH Sole 6315 Wal-Mart Stores Inc COM 931142103 1711 32251 SH Sole 28551 3700 Washington Mutual Inc COM 939322103 2195 54723 SH Sole 47723 7000 Wellman Inc COM 949702104 649 63600 SH Sole 62950 650 Wells Fargo Company COM 949746101 205 3479 SH Sole 3479 Wild Oats Markets Inc. COM 96808B107 14763 1141750 SH Sole 544050 597700 Willbros Group Inc COM 969199108 971 80750 SH Sole 75550 5200 Worldbid Corp COM 98156R106 32 359000 SH Sole 359000 Wyeth COM 983024100 321 7571 SH Sole 7571
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