13F-HR/A 1 f13aq305.txt AMENDED 13F REPORT FOR 09-30-05 UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: September 30, 2005 Check here if Amendment: _X__; Amendment Number: _1__ This Amendment (Check only one.) ___ is a restatement. _X__ 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 2-07-06 [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: 176 Form 13F Information Table Value Total: 1,248,259 List of Other Included Managers: NONE ICM Asset Management, Inc. FORM 13F September 30, 2005 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 ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- 3M Co. COM 88579Y101 2185 29786 SH Sole 26986 2800 Abaxis, Inc. COM 002567105 465 35650 SH Sole 35650 Abbott Laboratories COM 002824100 2043 48180 SH Sole 43430 4750 Action Performance Companies, COM 004933107 17931 1434500 SH Sole 749250 685250 Aeroflex, Inc. COM 007768104 37069 3960380 SH Sole 2426395 1533985 Agco Corp. COM 001084102 27617 1517394 SH Sole 954004 563390 Air Products & Chemicals, Inc. COM 009158106 1412 25600 SH Sole 22950 2650 Alcoa, Inc. COM 013817101 466 19080 SH Sole 19080 American Express Co. COM 025816109 260 4525 SH Sole 4525 American Financial Group, Inc. COM 025932104 6195 182568 SH Sole 172393 10175 American Greetings Corp. Class COM 026375105 28636 1045101 SH Sole 609326 435775 American Int'l Group, Inc. COM 026874107 3228 52106 SH Sole 47368 4738 American Tower Corp. Class A COM 029912201 12455 499200 SH Sole 182900 316300 Applica, Inc. COM 03815A106 207 123750 SH Sole 123750 Applied Materials, Inc. COM 038222105 340 20060 SH Sole 20060 Aura Systems, Inc. COM 051526101 52 4683086 SH Sole 4310069 373017 Auto Data Network, Inc. COM 05270Q104 373 324600 SH Sole 324600 Auto Data Processing, Inc. COM 053015103 1959 45512 SH Sole 41112 4400 Avista Corp. COM 05379B107 19302 994945 SH Sole 552745 442200 Avnet, Inc. COM 053807103 1515 61970 SH Sole 51970 10000 BP PLC COM 055622104 2009 28357 SH Sole 25893 2464 BakBone Software, Inc. COM 057101107 1389 701400 SH Sole 701400 Ball Corp. COM 058498106 323 8800 SH Sole 8800 Bank Of America Corp. COM 060505104 1403 33324 SH Sole 31294 2030 Baxter Int'l, Inc. COM 071813109 295 7400 SH Sole 7400 Bellsouth Corp. COM 079860102 1308 49728 SH Sole 40728 9000 Beverly Enterprises, Inc. COM 087851309 22485 1835511 SH Sole 1061273 774238 Bisys Group, Inc. COM 055472104 9382 698560 SH Sole 591520 107040 Bristol Myers Squibb Co. COM 110122108 2232 92751 SH Sole 82391 10360 Brookline Bancorp, Inc. COM 11373M107 23045 1456684 SH Sole 906874 549810 Cadence Design Systems, Inc. COM 127387108 4525 280035 SH Sole 253265 26770 Calgon Carbon Corp. COM 129603106 14306 1810867 SH Sole 830182 980685 Cambrex Corp. COM 132011107 16149 851756 SH Sole 597741 254015 Campbell Soup Co. COM 134429109 721 24238 SH Sole 20198 4040 Capital Automotive REIT COM 139733109 8890 229650 SH Sole 125100 104550 Casey's General Stores, Inc. COM 147528103 15226 656303 SH Sole 327763 328540 Channell Commercial Corp. COM 159186105 199 21350 SH Sole 21350 Charming Shoppes, Inc. COM 161133103 26993 2529772 SH Sole 1508832 1020940 Chevron Corp. COM 166764100 2756 42578 SH Sole 39678 2900 Cisco Systems, Inc. COM 17275R102 1564 87250 SH Sole 75750 11500 Citigroup, Inc. COM 172967101 782 17177 SH Sole 17027 150 Coca Cola Co. COM 191216100 2537 58734 SH Sole 52684 6050 Colgate-Palmolive Co. COM 194162103 2007 38022 SH Sole 34522 3500 Collectors Universe COM 19421R200 391 30800 SH Sole 30800 Commercial Federal Corp. COM 201647104 5668 166025 SH Sole 162145 3880 Computer Sciences Corp. COM 205363104 1828 38640 SH Sole 33140 5500 Convergys Corp. COM 212485106 7876 548075 SH Sole 467620 80455 Corillian Corp. COM 218725109 667 208300 SH Sole 208300 Corporate Office Properties Tr COM 22002T108 9761 279275 SH Sole 153975 125300 Crown Castle International Cor COM 228227104 13633 553500 SH Sole 196650 356850 Cytec Industries, Inc. COM 232820100 19042 438955 SH Sole 218000 220955 Ditech Communications Corp. COM 25500M103 10956 1625550 SH Sole 697500 928050 Dot Hill Systems Corp. COM 25848t109 14681 2181450 SH Sole 1055625 1125825 Duke Energy Corp. COM 264399106 1829 62691 SH Sole 55241 7450 EFJ, Inc. COM 26843B101 660 64150 SH Sole 64150 Eli Lilly & Co. COM 532457108 320 5977 SH Sole 5977 Elizabeth Arden, Inc. COM 28660G106 6381 295700 SH Sole 107200 188500 ElkCorp COM 287456107 18180 508255 SH Sole 288650 219605 Emerson Electric Co. COM 291011104 2713 37784 SH Sole 34584 3200 Engelhard Corp. COM 292845104 8000 286637 SH Sole 253872 32765 Enpath Medical, Inc. COM 29355y105 839 106250 SH Sole 106250 Equity Lifestyle Properties, I COM 29472R108 5197 115500 SH Sole 33900 81600 Ethan Allen COM 297602104 17957 572800 SH Sole 356310 216490 European Minerals Corp. COM 29879a104 6 11150 SH Sole 11150 Exxon Mobil Corp. COM 30231G102 2057 32379 SH Sole 28361 4018 Fannie Mae COM 313586109 1288 28740 SH Sole 25090 3650 Federated Department Stores, I COM 31410H101 1383 20680 SH Sole 18380 2300 Flow International, Inc. COM 343468104 11148 1444075 SH Sole 631525 812550 Gannett Co. COM 364730101 1558 22631 SH Sole 20281 2350 General Electric Co. COM 369604103 997 29607 SH Sole 27777 1830 General Mills, Inc. COM 370334104 1386 28758 SH Sole 23988 4770 Global Industries Ltd. COM 379336100 16759 1137000 SH Sole 432550 704450 Goodrich Corp. COM 382388106 6260 141190 SH Sole 120380 20810 Harsco Corp. COM 415864107 10232 156051 SH Sole 128316 27735 Health Management Associates, COM 421933102 7783 331607 SH Sole 295482 36125 Hewlett-Packard Co. COM 428236103 1760 60285 SH Sole 53135 7150 IBM, Inc. COM 459200101 1399 17445 SH Sole 15295 2150 IL Tool Works, Inc. COM 452308109 202 2450 SH Sole 2250 200 Idacorp, Inc. COM 451107106 16070 533342 SH Sole 457237 76105 Innovex, Inc. COM 457647105 320 75300 SH Sole 75300 Input/Output, Inc. COM 457652105 13095 1641020 SH Sole 590576 1050444 Insight Enterprises, Inc. COM 45765U103 24199 1301017 SH Sole 759332 541685 Intel Corp. COM 458140100 2437 98852 SH Sole 89602 9250 International Royalty Corp. COM 460227205 493 130000 SH Sole 130000 Internet Security Systems, Inc COM 46060x107 10199 424765 SH Sole 203040 221725 JLG Industries, Inc. COM 466210101 10105 276175 SH Sole 106025 170150 Johnson & Johnson, Inc. COM 478160104 2349 37113 SH Sole 32913 4200 K2, Inc. COM 482732104 30098 2640168 SH Sole 1613548 1026620 KeyCorp COM 493267108 285 8848 SH Sole 8848 Laclede Group, Inc. COM 505597104 9658 297275 SH Sole 149725 147550 Lancaster Colony Corp. COM 513847103 2303 53550 SH Sole 41050 12500 Landec Corp. COM 514766104 298 40700 SH Sole 40700 Lion, Inc. COM 53620L102 533 1775550 SH Sole 1775550 MSC Software Corp. COM 553531104 13221 841025 SH Sole 374500 466525 Magnetek, Inc. COM 559424106 7575 2241109 SH Sole 1037649 1203460 Manor Care, Inc. COM 564055101 11706 304768 SH Sole 272488 32280 McDonalds Corp. COM 580135101 1982 59193 SH Sole 53993 5200 McLeod USA, Inc. Escrow COM 582266995 0 111484 SH Sole 111484 Medtronic, Inc. COM 585055106 2741 51127 SH Sole 45977 5150 Merck & Co. COM 589331107 1226 45053 SH Sole 39303 5750 Micromuse, Inc. COM 595094103 14659 1860275 SH Sole 828300 1031975 Microsoft Corp. COM 594918104 428 16633 SH Sole 16433 200 Microtek Medical Holdings, Inc COM 59515B109 256 69100 SH Sole 69100 Motorola, Inc. COM 620076109 605 27473 SH Sole 27473 Movie Gallery, Inc. COM 624581104 21058 2026795 SH Sole 1205405 821390 Multimedia Games, Inc. COM 625453105 2813 289675 SH Sole 261775 27900 Nationwide Financial Services COM 638612101 8511 212510 SH Sole 187065 25445 Nautilus, Inc. COM 63910b102 10567 478800 SH Sole 215800 263000 Navigant International, Inc. COM 63935R108 16264 1322250 SH Sole 633100 689150 Nestle SA ADR COM 641069406 424 5775 SH Sole 5775 Nicor, Inc. COM 654086107 998 23745 SH Sole 19895 3850 Nisource, Inc. COM 65473P105 1865 76899 SH Sole 68749 8150 Noble Energy, Inc. COM 655044105 347 7400 SH Sole 7400 Nordstrom, Inc. COM 655664100 202 5900 SH Sole 5900 Nortel Networks Corp. COM 656568102 200 61500 SH Sole 61500 Novartis AG ADR COM 66987v109 589 11540 SH Sole 11540 Omnicare, Inc. COM 681904108 13027 231676 SH Sole 204671 27005 Oracle Corp. COM 68389X105 851 68608 SH Sole 64308 4300 Oyo Geospace Corp. COM 671074102 977 49300 SH Sole 49300 Pactiv Corp. COM 695257105 28889 1648887 SH Sole 980516 668371 Paxar Corp. COM 704227107 14347 851428 SH Sole 515073 336355 Pepsico, Inc. COM 713448108 366 6450 SH Sole 6450 PerkinElmer, Inc. COM 714046109 5386 264425 SH Sole 66525 197900 Petmed Express, Inc. COM 716382106 296 28600 SH Sole 28600 Pfizer, Inc. COM 717081103 2723 109064 SH Sole 97124 11940 Phoenix Companies, Inc. COM 71902e109 7975 653700 SH Sole 278750 374950 Polyone Corp. COM 73179P106 3974 655779 SH Sole 357579 298200 Powerwave Technologies, Inc. COM 739363109 37331 2873815 SH Sole 1692730 1181085 Priority Healthcare Corp. Clas COM 74264t102 10911 391650 SH Sole 223400 168250 Procter & Gamble Co. COM 742718109 2560 43057 SH Sole 39157 3900 Puget Energy, Inc. COM 745310102 12197 519460 SH Sole 465180 54280 R2000V-I Shares COM 464287630 3585 54370 SH Sole 54370 RPM, Inc. COM 749685103 9946 540544 SH Sole 457733 82811 Regis Corp. COM 758932107 12492 330313 SH Sole 208183 122130 S1 Corp. COM 78463B101 523 134000 SH Sole 115500 18500 SBC Communications, Inc. COM 78387G103 556 23192 SH Sole 23192 SRS Labs, Inc. COM 78464m106 218 34000 SH Sole 34000 Sara Lee Corp. COM 803111103 819 43229 SH Sole 37779 5450 Schlumberger Ltd. COM 806857108 291 3450 SH Sole 3450 Seracare Life Science, Inc. COM 81747Q100 1107 62350 SH Sole 62350 Shaw Group, Inc. COM 820280105 18423 747093 SH Sole 381438 365655 Sherwin-Williams Co. COM 824348106 731 16591 SH Sole 13741 2850 Soligen Technologies, Inc. COM 83423G109 33 900000 SH Sole 900000 Superior Energy Services, Inc. COM 868157108 29851 1292821 SH Sole 774292 518529 SupportSoft, Inc. COM 868587106 6482 1286200 SH Sole 527200 759000 Swift Transportation Co., Inc. COM 870756103 4409 249100 SH Sole 222415 26685 Sybase, Inc. COM 871130100 3717 158724 SH Sole 154664 4060 Symbol Technologies, Inc. COM 871508107 24260 2506212 SH Sole 1551054 955158 Symmetricom, Inc. COM 871543104 23735 3066535 SH Sole 1893535 1173000 Tekelec COM 879101103 26256 1253255 SH Sole 762190 491065 Teletech Holdings, Inc. COM 879939106 16184 1615205 SH Sole 869835 745370 Terex Corp. COM 880779103 564 11400 SH Sole 4800 6600 The Men's Wearhouse, Inc. COM 587118100 2009 75258 SH Sole 63233 12025 The Sports Authority, Inc. COM 84917U109 32766 1112973 SH Sole 659688 453285 Timken Co. COM 887389104 23683 799282 SH Sole 477102 322180 Topps Company, Inc. COM 890786106 6396 779025 SH Sole 398025 381000 Toyota Motor Corp. Spon. ADR COM 892331307 430 4650 SH Sole 4650 Tut Systems, Inc. COM 901103101 659 204750 SH Sole 204750 USI Holdings Corp. COM 90333H101 1661 127850 SH Sole 89950 37900 United Rentals, Inc. COM 911363109 34198 1735052 SH Sole 1021447 713605 Universal Compression Holdings COM 913431102 1542 38780 SH Sole 28580 10200 Vectren Corp. COM 92240G101 2779 98012 SH Sole 92792 5220 Verizon Communications, Inc. COM 92343V104 1826 55857 SH Sole 48557 7300 Virtgame Corp. COM 92826G103 436 1211300 SH Sole 1211300 Vishay Intertechnology, Inc. COM 928298108 6169 516211 SH Sole 448623 67588 Vistacare Inc. Class A COM 92839y109 1546 106875 SH Sole 76025 30850 Vivus, Inc. COM 928551100 171 47700 SH Sole 47700 WGL Holdings, Inc. COM 92924f106 10154 316025 SH Sole 160075 155950 WPS Resources Corp. COM 92931B106 2834 49028 SH Sole 37833 11195 Wachovia Corp. New COM 929903102 389 8182 SH Sole 5382 2800 Wal-Mart Stores, Inc. COM 931142103 1367 31186 SH Sole 28636 2550 Washington Mutual, Inc. COM 939322103 1588 40491 SH Sole 35091 5400 Whiting Petroleum Corp. COM 966387102 12245 279310 SH Sole 168100 111210 Willbros Group, Inc. COM 969199108 1347 84975 SH Sole 76825 8150 Wyeth COM 983024100 267 5771 SH Sole 5771