13F-HR 1 f130609.txt 13F REPORT FOR 2ND QUARTER 2009 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, 2009 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: Complince Officer Phone: (509)455-3588 Signature, Place and Date of Signing: Lisa House Spokane, WA 08/04/09 [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: 90 Form 13F Information Table Value Total: 137,253 List of Other Included Managers: NONE ICM Asset Management, Inc FORM 13F 2Q 2009 Schedule 13F June 30, 2009 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 570 9479 SH Sole 8804 675 AAR Corp. COM 000361105 3757 234075 SH Sole 226780 7295 ABB Ltd. Sponsored ADR COM 000375204 458 29025 SH Sole 27150 1875 Access Integrated Technoloqies COM 004329108 963 962504 SH Sole 951179 11325 ADC Telecommunications, Inc. COM 000886309 3043 382335 SH Sole 368650 13685 Albany Int'l Corp-Cl A COM 012348108 3489 306603 SH Sole 298058 8545 Alcoa, Inc. COM 013817101 375 36293 SH Sole 35893 400 Allegheny Technologies Inc COM 01741r102 735 21050 SH Sole 19650 1400 American Equity Invt Life Hold COM 025676206 3240 580563 SH Sole 556648 23915 American Italian Pasta Co. Cla COM 027070101 2767 94930 SH Sole 91920 3010 Annaly Capital Mgmt, Inc. COM 035710409 2291 151295 SH Sole 147385 3910 Applied Materials, Inc. COM 038222105 621 56385 SH Sole 54335 2050 Aura Systems, Inc. COM 051526200 2786 3039502 SH Sole 3039502 Avista Corp. COM 05379B107 2235 125496 SH Sole 122126 3370 Avon Products COM 054303102 703 27285 SH Sole 26035 1250 BakBone Software, Inc. COM 057101107 106 270782 SH Sole 270782 Bank Of America Corp. COM 060505104 394 29885 SH Sole 29885 BE Aerospace, Inc. COM 073302101 2233 155525 SH Sole 150595 4930 Boeing Co. COM 097023105 444 10450 SH Sole 10325 125 Bottomline Technologies, Inc. COM 101388106 4634 514359 SH Sole 499139 15220 Cadence Design Systems, Inc. COM 127387108 448 75970 SH Sole 75710 260 Cal Dive International Inc. COM 12802t101 1702 197208 SH Sole 190218 6990 Cemex S.A.B. DE C.V. COM 151290889 811 86847 SH Sole 82427 4420 Cisco Systems, Inc. COM 17275R102 657 35235 SH Sole 33260 1975 Citigroup, Inc. COM 172967101 72 24075 SH Sole 24075 CMS Energy COM 125896100 692 57295 SH Sole 57125 170 Coca Cola Co. COM 191216100 665 13866 SH Sole 13041 825 Coherent, Inc. COM 192479103 1542 74585 SH Sole 71015 3570 Cold Water Creek, Inc. COM 193068103 150 24525 SH Sole 24525 Convergys Corp. COM 212485106 2607 280980 SH Sole 272290 8690 Cross Country Healthcare, Inc. COM 227483104 1327 193198 SH Sole 184803 8395 Cytec Industries, Inc. COM 232820100 2087 112098 SH Sole 108568 3530 Devon Energy Corp. COM 25179m103 465 8525 SH Sole 8450 75 Diageo PLC Sponsored ADR COM 25243Q205 603 10525 SH Sole 9800 725 Dot Hill Systems Corp. COM 25848t109 2862 3623130 SH Sole 3521150 101980 Elizabeth Arden, Inc. COM 28660G106 1228 140695 SH Sole 135175 5520 Enwave Corporation COM 29410k108 3 15252 SH Sole 15252 Ericsson (LM) Tel Sp ADR COM 294821608 659 67425 SH Sole 63325 4100 Exxon Mobil Corp. COM 30231G102 553 7912 SH Sole 7185 727 Flow International, Inc. COM 343468104 3626 1543139 SH Sole 1494964 48175 Genzyme Corp. Gen'l Division COM 372917104 756 13575 SH Sole 12700 875 Gerber Scientific COM 373730100 705 282075 SH Sole 273050 9025 Goodrich Corp. COM 382388106 1790 35820 SH Sole 34635 1185 Goodyear Tire & Rubber COM 382550101 800 71043 SH Sole 66580 4463 H&E Equipment Services Inc. COM 404030108 2343 250578 SH Sole 243163 7415 HealthTronics COM 42222L107 2908 1446850 SH Sole 1386225 60625 Hearusa, Inc. COM 422360305 139 154380 SH Sole 154380 HSBC Holdings PLC Sponsor ADR COM 404280406 689 16488 SH Sole 15611 877 IBM, Inc. COM 459200101 664 6355 SH Sole 5905 450 Insight Enterprises, Inc. COM 45765U103 2427 251290 SH Sole 247980 3310 Integrys Energy Group Inc. COM 45822P105 674 22477 SH Sole 22407 70 Intel Corp. COM 458140100 743 44864 SH Sole 42119 2745 Interoil Corp. COM 460951106 766 25950 SH Sole 25950 ION Geophysical Corp. COM 462044108 2348 913673 SH Sole 895306 18367 Ivanhoe Energy Inc. COM 465790103 28 18350 SH Sole 18350 Johnson & Johnson, Inc. COM 478160104 857 15095 SH Sole 14095 1000 JP Morgan Chase & Co. COM 46625H100 847 24835 SH Sole 23085 1750 Kratos Defense & Security COM 50077b108 1865 2095865 SH Sole 2014115 81750 Lifepoint Hospitals, Inc. COM 53219L109 2249 85668 SH Sole 83303 2365 Marsh & Mclennan Cos., Inc. COM 571748102 441 21900 SH Sole 20450 1450 Medtronic, Inc. COM 585055106 725 20786 SH Sole 19236 1550 MFA Financial, Inc. COM 55272X102 2551 368655 SH Sole 356400 12255 Monterey Gourmet Foods, Inc. COM 612570101 81 47081 SH Sole 47081 Moog Inc-Cl A COM 615394202 1667 64605 SH Sole 62860 1745 MSC Software Corp. COM 553531104 2743 411886 SH Sole 395171 16715 Nokia Corp. COM 654902204 563 38606 SH Sole 36226 2380 Novartis AG ADR COM 66987v109 625 15325 SH Sole 15325 Omnicare, Inc. COM 681904108 1224 47503 SH Sole 47393 110 Par Technology Corp/Del COM 698884103 1754 274500 SH Sole 274500 PerkinElmer, Inc. COM 714046109 801 46018 SH Sole 45878 140 Petroleo Brasilero S.A. COM 71654v408 698 17025 SH Sole 15900 1125 Pfizer, Inc. COM 717081103 607 40460 SH Sole 36305 4155 Polyone Corp. COM 73179P106 1941 716170 SH Sole 698660 17510 Powerwave Technologies, Inc. COM 739363109 6551 4069013 SH Sole 3954298 114715 Procter & Gamble Co. COM 742718109 780 15268 SH Sole 14318 950 Rent-A-Center, Inc. COM 76009N100 2298 128875 SH Sole 123890 4985 Shaw Group, Inc. COM 820280105 1152 42025 SH Sole 40255 1770 Stancorp Financial Group Corp. COM 852891100 2504 87295 SH Sole 84415 2880 Superior Energy Services, Inc. COM 868157108 854 49440 SH Sole 47820 1620 Symmetricom, Inc. COM 871543104 3662 634718 SH Sole 616858 17860 Technitrol, Inc. COM 878555101 7540 1165340 SH Sole 1131140 34200 Teletech Holdings, Inc. COM 879939106 1335 88095 SH Sole 83360 4735 Tessera Technologies, Inc. COM 88164L100 1526 60350 SH Sole 57225 3125 Thermo Fisher Scientific Inc. COM 883556102 639 15675 SH Sole 14675 1000 Transocean Ltd COM H8817H100 848 11411 SH Sole 10611 800 Tyson Foods, Inc. -Cl A COM 902494103 990 78500 SH Sole 78500 United Rentals, Inc. COM 911363109 3116 480190 SH Sole 468242 11948 Visa Inc. COM 92826C839 721 11575 SH Sole 10775 800 Vishay Intertechnology, Inc. COM 928298108 3539 521260 SH Sole 505000 16260 Wal-Mart Stores, Inc. COM 931142103 576 11885 SH Sole 11025 860