13F-HR 1 f13123112.txt 13 F 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: December 31, 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 02/05/13 [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: 76 Form 13F Information Table Value Total: 82,305 List of Other Included Managers: NONE ICM Asset Management, Inc FORM 13F 4Q 2012 Schedule 13F Report December 31, 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 2234 119608 SH Sole 119608 Alcoa, Inc. COM 013817101 896 103200 SH Sole 103200 American Capital Agency Corp COM 02503x105 340 11750 SH Sole 11750 Anadarko Petroleum Corp. COM 032511107 742 9985 SH Sole 9985 Annaly Capital Mgmt, Inc. COM 035710409 436 31053 SH Sole 31053 Apache Corp. COM 037411105 706 8990 SH Sole 8990 Apple, Inc. COM 037833100 1501 2820 SH Sole 2820 Aura Systems, Inc. COM 051526200 1303 2715308 SH Sole 2715308 Banner Corporation COM 06652v208 1186 38603 SH Sole 38603 Bill Barrett Corp COM 06846N104 1171 65835 SH Sole 65835 Boeing Co. COM 097023105 1146 15207 SH Sole 15207 Capstead Mortgage REIT COM 14067e506 283 24657 SH Sole 24657 Carrizo Oil & Gas Inc. COM 144577103 1311 62670 SH Sole 62670 Celgene Corp. COM 151020104 811 10340 SH Sole 10340 Cinedigm Digital Cinema Corp COM 172407108 1340 957362 SH Sole 957362 Cinemark Holdings Inc. COM 17243V102 2903 111738 SH Sole 111738 Citigroup, Inc. COM 172967424 750 18953 SH Sole 18953 Clearsign Combustion Corp. COM 185064102 397 81970 SH Sole 81970 Deere & Co. COM 244199105 729 8435 SH Sole 8435 Denbury Resources Inc. COM 247916208 1481 91405 SH Sole 91405 Digital Cinema Destinations Co COM 25383B109 821 137035 SH Sole 137035 Discovery Holding Co., Cl C COM 25470F302 726 12405 SH Sole 12405 Dot Hill Systems Corp COM 25848T109 1120 1194444 SH Sole 1194444 Dow Chemical Co. COM 260543103 1479 45753 SH Sole 45753 Du Pont (E.I.) De Nemours COM 263534109 659 14650 SH Sole 14650 Eldorado Gold Corp COM 284902103 396 30775 SH Sole 30775 Electro Scientific Industries COM 285229100 1363 136973 SH Sole 136973 Ensco International, Inc. Clas COM g3157s106 1491 25150 SH Sole 25150 Exide Technologies COM 302051206 2254 659065 SH Sole 659065 FedEx Corp. COM 31428x106 578 6305 SH Sole 6305 Flow International Corp COM 343468104 1510 431556 SH Sole 431556 General Electric Co. COM 369604103 708 33750 SH Sole 33750 Goldcorp, Inc. New Common COM 380956409 419 11425 SH Sole 11425 Goodyear Tire & Rubber COM 382550101 3066 222012 SH Sole 222012 Google, Inc. Class A COM 38259P508 749 1059 SH Sole 1059 Hercules Offshore Inc COM 427093109 2229 361275 SH Sole 361275 Hess Corporation COM 42809H107 717 13545 SH Sole 13545 Hewlett-Packard Co. COM 428236103 1006 70615 SH Sole 70615 IBM, Inc. COM 459200101 501 2615 SH Sole 2615 Intel Corp. COM 458140100 857 41550 SH Sole 41550 International Paper Co. COM 460146103 1669 41891 SH Sole 41891 ION Geophysical Corp COM 462044108 144 22175 SH Sole 22175 Ivanhoe Energy Inc. COM 465790103 18 25050 SH Sole 25050 Johnson & Johnson, Inc. COM 478160104 1124 16038 SH Sole 16038 Joy Global, Inc. COM 481165108 1834 28756 SH Sole 28756 JP Morgan Chase & Co. COM 46625H100 698 15870 SH Sole 15870 Kinder Morgan, Inc. COM 49456B101 1099 31110 SH Sole 31110 Kratos Defense & Security Solu COM 50077b207 2311 459470 SH Sole 459470 Lowe's Companies, Inc. COM 548661107 1091 30720 SH Sole 30720 Magnum Hunter Resources Corp COM 55973B102 1459 365650 SH Sole 365650 Meritor, Inc. COM 59001k100 1462 309135 SH Sole 309135 MFA Financial, Inc. COM 55272X102 357 43985 SH Sole 43985 Micron Technology, Inc. COM 595112103 774 122065 SH Sole 122065 Microsoft Corp. COM 594918104 2084 78030 SH Sole 78030 National Oilwell Varco COM 637071101 1324 19365 SH Sole 19365 Novagold Resources Inc. COM 66987E206 77 16975 SH Sole 16975 Pepsico, Inc. COM 713448108 861 12581 SH Sole 12581 Pfizer, Inc. COM 717081103 356 14189 SH Sole 14189 Pioneer Natural Resources Co. COM 723787107 609 5710 SH Sole 5710 Precision Drilling Corp. COM 74022D308 897 108275 SH Sole 108275 Prudential Financial, Inc. COM 744320102 1018 19080 SH Sole 19080 Pulse Electronics Corp. COM 74586w106 241 776093 SH Sole 776093 Qualcomm, Inc. COM 747525103 955 15435 SH Sole 15435 RF Micro Devices, Inc. COM 749941100 2256 503480 SH Sole 503480 Sterling Financial Corp. COM 859319303 1406 67279 SH Sole 67279 Symmetricom Inc COM 871543104 1718 297756 SH Sole 297756 Tenneco Automotive, Inc. COM 880349105 1432 40795 SH Sole 40795 Thermo Fisher Scientific, Inc. COM 883556102 609 9552 SH Sole 9552 Towerstream Corp COM 892000100 830 255420 SH Sole 255420 Uni-Pixel Inc. COM 904572203 650 47455 SH Sole 47455 United Parcel Service Cl B COM 911312106 331 4485 SH Sole 4485 United Rentals, Inc. COM 911363109 2037 44755 SH Sole 44755 Verifone Holdings Inc. COM 92342y109 714 24045 SH Sole 24045 Vishay Intertechnology COM 928298108 1802 169565 SH Sole 169565 Walt Disney Co. COM 254687106 750 15067 SH Sole 15067 Willbros Group, Inc. COM 969203108 993 185265 SH Sole 185265