0000905608-12-000002.txt : 20120202 0000905608-12-000002.hdr.sgml : 20120202 20120202134405 ACCESSION NUMBER: 0000905608-12-000002 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20111231 FILED AS OF DATE: 20120202 DATE AS OF CHANGE: 20120202 EFFECTIVENESS DATE: 20120202 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: 12565362 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 f13123111.txt 13F REPORT - 4Q 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: December 31, 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 12/02/11 [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: 92 Form 13F Information Table Value Total: 91,357 List of Other Included Managers: NONE ICM Asset Management, Inc FORM 13F 4Q 2011 Schedule 13F Report December 31, 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 1271 66314 SH Sole 66314 ABB Ltd. Sponsored ADR COM 000375204 410 21788 SH Sole 21788 Abbott Laboratories COM 002824100 767 13640 SH Sole 13640 AES Corp. COM 00130h105 783 66160 SH Sole 66160 Albany Int'l Corp-Cl A COM 012348108 292 12625 SH Sole 12625 Alcoa, Inc. COM 013817101 936 108230 SH Sole 108230 Allegheny Technologies Inc COM 01741r102 2357 49311 SH Sole 49311 American Capital Agency Corp COM 02503x105 565 20135 SH Sole 20135 American Equity Invt Life Hold COM 025676206 1409 135491 SH Sole 135491 Anadarko Petroleum Corp. COM 032511107 672 8805 SH Sole 8805 Annaly Capital Mgmt, Inc. COM 035710409 489 30622 SH Sole 30622 Apple, Inc. COM 037833100 873 2156 SH Sole 2156 Aura Systems, Inc. COM 051526200 2270 2919308 SH Sole 2919308 Banner Corporation COM 06652v208 2240 130614 SH Sole 130614 BE Aerospace, Inc. COM 073302101 2519 65075 SH Sole 65075 Cal Dive International Inc. COM 12802t101 1289 572805 SH Sole 572805 Capstead Mortgage REIT COM 14067e506 498 39997 SH Sole 39997 Celgene Corp. COM 151020104 941 13915 SH Sole 13915 Charming Shoppes, Inc. COM 161133103 2395 488760 SH Sole 488760 Cinedigm Digital Cinema Corp COM 172407108 756 551882 SH Sole 551882 Cisco Systems, Inc. COM 17275R102 637 35222 SH Sole 35222 Citigroup, Inc. COM 172967424 371 14091 SH Sole 14091 Collective Brands COM 19421w100 222 15475 SH Sole 15475 Convergys Corp. COM 212485106 1625 127260 SH Sole 127260 Dean Foods Co. COM 242370104 339 30275 SH Sole 30275 Deere & Co. COM 244199105 791 10230 SH Sole 10230 Devon Energy Corp. COM 25179m103 351 5662 SH Sole 5662 Diageo PLC Sponsored ADR COM 25243Q205 808 9247 SH Sole 9247 Discovery Holding Co., Cl C COM 25470F302 761 20190 SH Sole 20190 Dot Hill Systems Corp. COM 25848t109 1692 1272274 SH Sole 1272274 Dow Chemical Co. COM 260543103 1334 46398 SH Sole 46398 Eldorado Gold Corp COM 284902103 177 12930 SH Sole 12930 Electro Scientific Inds, Inc. COM 285229100 2269 156720 SH Sole 156720 Enterprise Products Partners COM 293792107 269 5795 SH Sole 5795 Exide Technologies COM 302051206 1944 739205 SH Sole 739205 Flow International, Inc. COM 343468104 1933 552426 SH Sole 552426 Foster Wheeler AG COM H27178104 1442 75345 SH Sole 75345 Freeport-McMoran Copper Class COM 35671D857 1040 28260 SH Sole 28260 General Electric Co. COM 369604103 773 43165 SH Sole 43165 General Motors COM 37045V100 226 11130 SH Sole 11130 Goldcorp, Inc. New Common COM 380956409 218 4935 SH Sole 4935 Goodyear Tire & Rubber COM 382550101 2887 203722 SH Sole 203722 Google, Inc. Class A COM 38259P508 744 1152 SH Sole 1152 Heckmann Corp COM 422680108 1228 184600 SH Sole 184600 HSBC Holdings PLC Sponsor ADR COM 404280406 379 9946 SH Sole 9946 IBM, Inc. COM 459200101 534 2905 SH Sole 2905 International Paper Co. COM 460146103 1463 49416 SH Sole 49416 ION Geophysical Corp. COM 462044108 319 51965 SH Sole 51965 Ivanhoe Energy Inc. COM 465790103 42 37175 SH Sole 37175 Johnson & Johnson, Inc. COM 478160104 523 7973 SH Sole 7973 JP Morgan Chase & Co. COM 46625H100 575 17290 SH Sole 17290 Kinder Morgan, Inc. COM 49456B101 591 18385 SH Sole 18385 Kratos Defense & Security Solu COM 50077b207 1201 201186 SH Sole 201186 Legacy Reserves LP COM 524707304 202 7155 SH Sole 7155 Lowe's Companies, Inc. COM 548661107 780 30720 SH Sole 30720 Meritor, Inc. COM 59001k100 1500 281905 SH Sole 281905 MFA Financial, Inc. COM 55272X102 501 74520 SH Sole 74520 Microsoft Corp. COM 594918104 1842 70960 SH Sole 70960 National Oilwell Varco COM 637071101 915 13460 SH Sole 13460 Novagold Resources Inc. COM 66987E206 146 17250 SH Sole 17250 Oplink Communications Inc. COM 68375Q403 991 60145 SH Sole 60145 Oyo Geospace Corp. COM 671074102 263 3400 SH Sole 3400 Pacific Continental Corp COM 69412V108 662 74770 SH Sole 74770 PerkinElmer, Inc. COM 714046109 1208 60405 SH Sole 60405 Petroleo Brasilero S.A. COM 71654v408 327 13155 SH Sole 13155 Pfizer, Inc. COM 717081103 225 10389 SH Sole 10389 Plains All American Pipeline L COM 726503105 315 4290 SH Sole 4290 Polyone Corp. COM 73179P106 1672 144798 SH Sole 144798 Powerwave Technologies, Inc. COM 739363307 1607 772503 SH Sole 772503 Precision Castparts Corp. COM 740189105 667 4045 SH Sole 4045 Preferred Apartment Coummuniti COM 74039L103 463 76601 SH Sole 76601 Procter & Gamble Co. COM 742718109 757 11355 SH Sole 11355 Prudential Financial, Inc. COM 744320102 492 9810 SH Sole 9810 Pulse Electronics Corp. COM 74586w106 1010 360613 SH Sole 360613 Qualcomm, Inc. COM 747525103 967 17675 SH Sole 17675 RF Micro Devices, Inc. COM 749941100 1900 351775 SH Sole 351775 Saia, Inc. COM 78709y105 1073 85995 SH Sole 85995 Schlumberger Ltd. COM 806857108 636 9315 SH Sole 9315 Shaw Group, Inc. COM 820280105 1182 43939 SH Sole 43939 Spartan Motors, Inc. COM 846819100 1425 296160 SH Sole 296160 Sterling Financial Corp. COM 859319303 1939 116100 SH Sole 116100 Swift Transportation Co., Inc. COM 87074u101 1326 160925 SH Sole 160925 Symmetricom, Inc. COM 871543104 2382 441909 SH Sole 441909 Teletech Holdings, Inc. COM 879939106 1024 63233 SH Sole 63233 Teradyne, Inc. COM 880770102 1439 105540 SH Sole 105540 Teva Pharmaceutical Industries COM 881624209 783 19400 SH Sole 19400 Thermo Fisher Scientific Inc. COM 883556102 723 16067 SH Sole 16067 Towerstream Corp COM 892000100 251 118275 SH Sole 118275 Tutor Perini Corp COM 901109108 1713 138815 SH Sole 138815 Vishay Intertechnology, Inc. COM 928298108 1721 191400 SH Sole 191400 Wal-Mart Stores, Inc. COM 931142103 714 11943 SH Sole 11943 Xerium Technologies Inc. COM 98416J118 174 26600 SH Sole 26600