13F-HR 1 f130610.txt 13F REPORT JUNE 2010 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, 2010 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: Compliance Officer Phone: (509)455-3588 Signature, Place and Date of Signing: Lisa House Spokane, WA 08/10/10 [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: 86 Form 13F Information Table Value Total: 103,230 List of Other Included Managers: NONE ICM Asset Management, Inc FORM 13F Schedule 13F Report June 30, 2010 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 1440 86010 SH Sole 82460 3550 ABB Ltd. Sponsored ADR COM 000375204 485 28063 SH Sole 26188 1875 Acco Brands Corp COM 00081t108 1122 224805 SH Sole 213605 11200 ADC Telecommunications, Inc. COM 000886309 2142 289085 SH Sole 277335 11750 AES Corp. COM 00130h105 616 66625 SH Sole 61725 4900 Albany Int'l Corp-Cl A COM 012348108 2505 154708 SH Sole 148483 6225 Allegheny Technologies Inc COM 01741r102 624 14125 SH Sole 13150 975 American Equity Invt Life Hold COM 025676206 2362 228838 SH Sole 219013 9825 American Italian Pasta Co. Cla COM 027070101 1794 33925 SH Sole 32500 1425 Anadarko Petroleum Corp. COM 032511107 374 10375 SH Sole 9775 600 Annaly Capital Mgmt, Inc. COM 035710409 1432 83492 SH Sole 80417 3075 Aon Corp. COM 037389103 477 12850 SH Sole 11950 900 Applied Materials, Inc. COM 038222105 618 51423 SH Sole 49373 2050 Aura Systems, Inc. COM 051526200 2396 2967826 SH Sole 2967826 1700 Avon Products COM 054303102 561 21168 SH Sole 19918 1250 Bank Of America Corp. COM 060505104 151 10530 SH Sole 10530 Banner Corporation COM 06652V109 1961 990375 SH Sole 955475 34900 BE Aerospace, Inc. COM 073302101 1414 55590 SH Sole 53015 2575 Bottomline Technologies, Inc. COM 101388106 1776 136311 SH Sole 131086 5225 Cadence Design Systems, Inc. COM 127387108 1936 334370 SH Sole 320770 13600 Cal Dive International Inc. COM 12802t101 1536 262511 SH Sole 250786 11725 Cemex S.A.B. DE C.V. COM 151290889 544 56299 SH Sole 52249 4050 Cinedigm Digital Cinema Corp COM 172407108 528 406379 SH Sole 392254 14125 Cisco Systems, Inc. COM 17275R102 587 27547 SH Sole 25622 1925 Citigroup, Inc. COM 172967101 694 184600 SH Sole 173975 10625 CMS Energy COM 125896100 1784 121803 SH Sole 116028 5775 Coca Cola Co. COM 191216100 593 11841 SH Sole 11016 825 Convergys Corp. COM 212485106 2114 215470 SH Sole 206320 9150 Cytec Industries, Inc. COM 232820100 1659 41478 SH Sole 39678 1800 Devon Energy Corp. COM 25179m103 477 7837 SH Sole 7762 75 Diageo PLC Sponsored ADR COM 25243Q205 526 8387 SH Sole 7662 725 Dot Hill Systems Corp. COM 25848t109 2067 1736642 SH Sole 1663092 73550 Electro Scientific Inds, Inc. COM 285229100 687 51420 SH Sole 49470 1950 Ericsson (LM) Tel Sp ADR COM 294821608 633 57450 SH Sole 53350 4100 Exide Technologies COM 302051206 103 19850 SH Sole 19850 Exxon Mobil Corp. COM 30231G102 419 7350 SH Sole 6623 727 Flow International, Inc. COM 343468104 1992 844052 SH Sole 811052 33000 Genzyme Corp. Gen'l Division COM 372917104 632 12450 SH Sole 11575 875 Goodrich Corp. COM 382388106 2319 35002 SH Sole 33052 1950 Goodyear Tire & Rubber COM 382550101 2272 228540 SH Sole 218027 10513 HSBC Holdings PLC Sponsor ADR COM 404280406 623 13664 SH Sole 12787 877 IBM, Inc. COM 459200101 654 5295 SH Sole 4895 400 Intel Corp. COM 458140100 774 39802 SH Sole 37257 2545 ION Geophysical Corp. COM 462044108 695 199703 SH Sole 191456 8247 Ivanhoe Energy Inc. COM 465790103 85 45225 SH Sole 44325 900 Johnson & Johnson, Inc. COM 478160104 705 11933 SH Sole 11058 875 JP Morgan Chase & Co. COM 46625H100 671 18325 SH Sole 16975 1350 Kratos Defense & Security Solu COM 50077b207 2668 254106 SH Sole 243842 10264 Lifepoint Hospitals, Inc. COM 53219L109 1500 47768 SH Sole 45993 1775 McDonalds Corp. COM 580135101 474 7200 SH Sole 6725 475 Medtronic, Inc. COM 585055106 599 16523 SH Sole 15323 1200 MFA Financial, Inc. COM 55272X102 1544 208595 SH Sole 198945 9650 Moog Inc-Cl A COM 615394202 1065 33045 SH Sole 31695 1350 Navistar International COM 63934E108 1895 38515 SH Sole 36890 1625 Nokia Corp. COM 654902204 568 69731 SH Sole 65551 4180 Novartis AG ADR COM 66987v109 600 12413 SH Sole 12413 Omnicare, Inc. COM 681904108 2319 97838 SH Sole 93563 4275 Pacific Continental Corp COM 69412V108 1389 146635 SH Sole 140410 6225 Par Technology Corp/Del COM 698884103 1581 307605 SH Sole 296055 11550 PerkinElmer, Inc. COM 714046109 1015 49084 SH Sole 49084 Petroleo Brasilero S.A. COM 71654v408 459 13375 SH Sole 12250 1125 Pilgrim's Pride Corporation COM 72147k108 173 26375 SH Sole 26375 Polyone Corp. COM 73179P106 1857 220592 SH Sole 209842 10750 Powerwave Technologies, Inc. COM 739363109 3284 2132645 SH Sole 2039370 93275 Procter & Gamble Co. COM 742718109 793 13218 SH Sole 12293 925 Qualcomm, Inc. COM 747525103 514 15650 SH Sole 14575 1075 Rent-A-Center, Inc. COM 76009N100 1656 81715 SH Sole 78265 3450 S1 Corp. COM 78463B101 2925 486695 SH Sole 467170 19525 Schlumberger Ltd. COM 806857108 426 7700 SH Sole 7250 450 Shaw Group, Inc. COM 820280105 1270 37100 SH Sole 35700 1400 Southern National Bankcorp of COM 843395104 1210 165550 SH Sole 158675 6875 Stancorp Financial Group Corp. COM 852891100 1984 48950 SH Sole 46650 2300 Superior Energy Services, Inc. COM 868157108 818 43830 SH Sole 42730 1100 Symmetricom, Inc. COM 871543104 2630 516726 SH Sole 496876 19850 Technitrol, Inc. COM 878555101 2204 697355 SH Sole 667105 30250 Teletech Holdings, Inc. COM 879939106 2026 157188 SH Sole 150438 6750 Tessera Technologies, Inc. COM 88164L100 743 46290 SH Sole 43790 2500 Thermo Fisher Scientific Inc. COM 883556102 666 13587 SH Sole 12587 1000 Transocean Ltd COM H8817H100 540 11648 SH Sole 10898 750 Tutor Perini Corp COM 901109108 1641 99580 SH Sole 95305 4275 URS Corp. COM 903236107 1360 34555 SH Sole 33105 1450 Vanguard Short-Term Bond ETF COM 921937827 304 3750 SH Sole 3750 Visa Inc. COM 92826C839 645 9112 SH Sole 8462 650 Vishay Intertechnology, Inc. COM 928298108 2471 319258 SH Sole 306433 12825 Wal-Mart Stores, Inc. COM 931142103 720 14973 SH Sole 13788 1185 West Marine Inc. COM 954235107 135 12450 SH Sole 12450