0000905608-12-000006.txt : 20120807 0000905608-12-000006.hdr.sgml : 20120807 20120807121746 ACCESSION NUMBER: 0000905608-12-000006 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20120630 FILED AS OF DATE: 20120807 DATE AS OF CHANGE: 20120807 EFFECTIVENESS DATE: 20120807 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: 121012158 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 f13063012.txt 13F REPORTS 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, 2012 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 900 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 08/07/12 [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: 79 Form 13F Information Table Value Total: 81,324 List of Other Included Managers: NONE ICM Asset Management, Inc FORM 13F 2Q 2012 Schedule 13F Report June 30, 2012 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 2432 180379 SH Sole 180379 Abbott Laboratories COM 002824100 847 13145 SH Sole 13145 Alcoa, Inc. COM 013817101 944 107920 SH Sole 107920 Allegheny Technologies Inc COM 01741r102 1805 56616 SH Sole 56616 Anadarko Petroleum Corp. COM 032511107 700 10575 SH Sole 10575 Annaly Capital Mgmt, Inc. COM 035710409 414 24697 SH Sole 24697 Apple, Inc. COM 037833100 1198 2051 SH Sole 2051 Aura Systems, Inc. COM 051526200 1413 2715308 SH Sole 2715308 Banner Corporation COM 06652v208 1601 73080 SH Sole 73080 Bill Barrett Corp COM 06846N104 968 45205 SH Sole 45205 Boeing Co. COM 097023105 931 12535 SH Sole 12535 Capstead Mortgage REIT COM 14067e506 328 23582 SH Sole 23582 Carrizo Oil & Gas Inc. COM 144577103 1465 62350 SH Sole 62350 Celgene Corp. COM 151020104 994 15495 SH Sole 15495 Cinedigm Digital Cinema Corp COM 172407108 1590 1060177 SH Sole 1060177 Cinemark Holdings Inc. COM 17243V102 2712 118690 SH Sole 118690 Cisco Systems, Inc. COM 17275R102 562 32717 SH Sole 32717 Citigroup, Inc. COM 172967424 361 13173 SH Sole 13173 Clearsign Combustion Corp. COM 185064102 163 24100 SH Sole 24100 Deere & Co. COM 244199105 729 9010 SH Sole 9010 Denbury Resources Inc. COM 247916208 1196 79125 SH Sole 79125 Devon Energy Corp. COM 25179m103 608 10482 SH Sole 10482 Diageo PLC Sponsored ADR COM 25243Q205 666 6457 SH Sole 6457 Digital Cinema Destinations Co COM 25383B109 976 155335 SH Sole 155335 Discovery Holding Co., Cl C COM 25470F302 954 19040 SH Sole 19040 Dot Hill Systems Corp COM 25848T109 1509 1323804 SH Sole 1323804 Dow Chemical Co. COM 260543103 1327 42123 SH Sole 42123 Eldorado Gold Corp COM 284902103 159 12930 SH Sole 12930 Electro Scientific Industries COM 285229100 1582 133810 SH Sole 133810 Ensco International, Inc. Clas COM g3157s106 1262 26860 SH Sole 26860 Enterprise Products Partners COM 293792107 242 4725 SH Sole 4725 Exide Technologies COM 302051206 2434 724460 SH Sole 724460 Flow International Corp COM 343468104 1200 384511 SH Sole 384511 Foster Wheeler AG COM H27178104 1181 68420 SH Sole 68420 Freeport-McMoran Copper Class COM 35671D857 1161 34070 SH Sole 34070 General Electric Co. COM 369604103 873 41895 SH Sole 41895 Goodyear Tire & Rubber COM 382550101 2859 242047 SH Sole 242047 Google, Inc. Class A COM 38259P508 655 1130 SH Sole 1130 Heckmann Corp COM 422680108 1971 583095 SH Sole 583095 Hercules Offshore Inc COM 427093109 1430 403880 SH Sole 403880 Hess Corporation COM 42809H107 582 13400 SH Sole 13400 Hewlett-Packard Co. COM 428236103 792 39360 SH Sole 39360 IBM, Inc. COM 459200101 529 2705 SH Sole 2705 Intel Corp. COM 458140100 279 10465 SH Sole 10465 International Paper Co. COM 460146103 1221 42221 SH Sole 42221 ION Geophysical Corp COM 462044108 196 29715 SH Sole 29715 Ivanhoe Energy Inc. COM 465790103 18 36275 SH Sole 36275 Johnson & Johnson, Inc. COM 478160104 1123 16623 SH Sole 16623 Joy Global, Inc. COM 481165108 981 17295 SH Sole 17295 JP Morgan Chase & Co. COM 46625H100 597 16720 SH Sole 16720 Kinder Morgan, Inc. COM 49456B101 832 25826 SH Sole 25826 Kratos Defense & Security Solu COM 50077b207 1707 292210 SH Sole 292210 Lowe's Companies, Inc. COM 548661107 874 30720 SH Sole 30720 Magnum Hunter Resources Corp COM 55973B102 916 219235 SH Sole 219235 Meritor, Inc. COM 59001k100 1689 323635 SH Sole 323635 MFA Financial, Inc. COM 55272X102 332 42035 SH Sole 42035 Microsoft Corp. COM 594918104 2292 74915 SH Sole 74915 National Oilwell Varco COM 637071101 1237 19190 SH Sole 19190 Novagold Resources Inc. COM 66987E206 91 17250 SH Sole 17250 Pfizer, Inc. COM 717081103 311 13514 SH Sole 13514 Plains All American Pipeline L COM 726503105 263 3250 SH Sole 3250 Polyone Corp. COM 73179P106 1880 137428 SH Sole 137428 Precision Drilling Corp. COM 74022D308 830 121740 SH Sole 121740 Preferred Apartment Coummuniti COM 74039L103 326 46236 SH Sole 46236 Procter & Gamble Co. COM 742718109 657 10725 SH Sole 10725 Prudential Financial, Inc. COM 744320102 474 9790 SH Sole 9790 Pulse Electronics Corp. COM 74586w106 882 447528 SH Sole 447528 Qualcomm, Inc. COM 747525103 919 16510 SH Sole 16510 RF Micro Devices, Inc. COM 749941100 1760 414085 SH Sole 414085 Sterling Financial Corp. COM 859319303 1418 75085 SH Sole 75085 Super Valu Stores COM 868536103 419 80865 SH Sole 80865 Symmetricom Inc COM 871543104 2092 349321 SH Sole 349321 Thermo Fisher Scientific Inc. COM 883556102 788 15182 SH Sole 15182 Tidelands Oil & Gas Corp COM 886405109 0 23900 SH Sole 23900 Towerstream Corp COM 892000100 1137 273890 SH Sole 273890 United Rentals, Inc. COM 911363109 1274 37440 SH Sole 37440 Verizon Communications, Inc. COM 92343V104 294 6615 SH Sole 6615 Vishay Intertechnology COM 928298108 1603 169970 SH Sole 169970 Willbros Group, Inc. COM 969203108 1307 202350 SH Sole 202350