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