0001398344-11-001796.txt : 20110811
0001398344-11-001796.hdr.sgml : 20110811
20110811090254
ACCESSION NUMBER: 0001398344-11-001796
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20110630
FILED AS OF DATE: 20110811
DATE AS OF CHANGE: 20110811
EFFECTIVENESS DATE: 20110811
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Baker Avenue Asset Management, LP
CENTRAL INDEX KEY: 0001432529
IRS NUMBER: 201735413
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-13834
FILM NUMBER: 111026047
BUSINESS ADDRESS:
STREET 1: 601 CALIFORNIA ST
STREET 2: SUITE 750
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94108
BUSINESS PHONE: 415-986-1110
MAIL ADDRESS:
STREET 1: 601 CALIFORNIA ST
STREET 2: SUITE 750
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94108
13F-HR
1
fp0003237_13fhr.txt
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, 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: Baker Avenue Asset Management, LP
Address: 301 Battery Street, 2nd Floor
San Francisco, CA 94111
Form 13F File Number: 028-13834
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 form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Stacey Kruus
Title: Chief Compliance Officer
Phone: 202-275-0089
Signature, Place, and Date of Signing:
/s/ Stacey Kruus Mercer Island, WA August 1, 2011
---------------- ----------------- --------------
[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).)
List of Other Managers Reporting for this Manager:
[If there are no entries in this list, omit this section.]
Form 13F File Number Name
Form 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
-----------
Form 13F Information Table Entry Total: 94
-----------
Form 13F Information Table Value Total: $ 143,956
-----------
(thousands)
List of Other Included Managers:
Provide a numbered list of the names(s) and Form 13F file numbers(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.
[If there are no entries in this list, state "NONE" and omit the column headings
and list entries.]
NONE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
--------------------------- ------------ --------- -------- ------------------- ---------- -------- --------------------------
VOTING AUTHORITY
TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER --------------------------
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
--------------------------- ------------ --------- -------- -------- --- ---- ---------- -------- -------- -------- --------
ABBOTT LABORATORIES Common Stock 002824100 231 SH Y 4,395
AGCO CORP NOTE
1.250%12/15/36 Common Stock 001084AM4 27 SH Y 20,000
AMERICAN CAPITAL
STRATEGIES LTD Common Stock 02503Y103 128 SH Y 12,869
ARMOUR RESIDENTIAL REIT
INC COM Common Stock 042315101 487 SH Y 66,252
BANK AMERICA CORP Common Stock 060505104 27 SH Y 25,000
BANNER CORPORATION Common Stock 06652V208 464 SH Y 26,533
BERKSHIRE HATHAWAY INC CL B Common Stock 084670702 274 SH Y 3,540
BILL BARRETT CORPORATION
CONVERTIBLE SENIOR NOTES Common Stock 06846NAA2 21 SH Y 20,000
BROCADE COMMUNICATIONS
SYSTEMS INC Common Stock 111621306 113 SH Y 17,560
COINSTAR INC Common Stock 19259P300 590 SH Y 10,811
COMPLETE PRODUCTION
SERVICES Common Stock 20453E109 597 SH Y 17,892
CONAGRA FOODS INC Common Stock 205887102 209 SH Y 8,110
CURRENCYSHARES AUSTRALIAN
DOLLAR TRUST Common Stock 23129U101 274 SH Y 2,550
CURRENCYSHARES SWISS FRANC
TRUST Common Stock 23129V109 286 SH Y 2,430
CURRENCYSHARESCDN DLR TR
CDN DOLLARS SHS Common Stock 23129X105 392 SH Y 3,805
DELL INC Common Stock 24702R101 172 SH Y 10,300
DYNEX CAPITAL INC Common Stock 26817Q506 805 SH Y 83,188
ELECTRONICS ARTS Common Stock 285512109 16,721 SH Y 708,516
ENTROPIC COMMUNICATIONS
INC. Common Stock 29384R105 492 SH Y 55,389
EQUINIX INC NEW Common Stock 29444U502 1,130 SH Y 11,184
ETFS GOLD TRUST ETF Common Stock 26922Y105 722 SH Y 4,850
ETFS SILVER TR SILVER SHS
ETF Common Stock 26922X107 474 SH Y 13,740
EXELON CORP Common Stock 30161N101 209 SH Y 4,870
FIRST PACTRUST BAN CORP INC Common Stock 33589V101 589 SH Y 39,354
GOODYEAR TIRE & RUBBER CO Common Stock 382550101 200 SH Y 11,950
GREENBRIER COMPANIES INC Common Stock 393657101 1,203 SH Y 60,896
GSI GROUP INC COM Common Stock 36191C205 487 SH Y 40,424
GUGGENHM CANADIAN ENERGY
INCOME Common Stock 18383Q606 1,229 SH Y 59,530
ICF INTL INC COM Common Stock 44925C103 469 SH Y 18,490
IGATE CORP Common Stock 45169U105 1,257 SH Y 77,015
ISHARES 1-3 YR TREASURY
BOND Mutual Fund 464287457 1,098 SH Y 13,030
ISHARES 1-3 YR CREDIT BOND
ETF Common Stock 464288646 9,843 SH Y 93,785
ISHARES AGGREGATE BOND ETF Common Stock 464287226 748 SH Y 7,013
ISHARES BARCLAYS TIPS BOND Mutual Fund 464287176 4,454 SH Y 40,260
ISHARES DOW JONES SELECT
DIVIDEND INDEX Common Stock 464287168 324 SH Y 6,130
ISHARES FTSE NAREIT
MORTGAGE PLUS CAPPED
INDEX FD (ETF) Common Stock 464288539 1,233 SH Y 83,710
ISHARES IBOXX HIGH YIELD
CORPORATE BD Mutual Fund 464288513 1,529 SH Y 16,740
ISHARES IBOXX INVEST GRADE
CORP BOND Common Stock 464287242 5,563 SH Y 50,512
ISHARES INC MSCI GERMANY
INDEX FD Common Stock 464286806 5,461 SH Y 203,076
ISHARES MSCI ETF POLAND
INVESTABLE MARKET Common Stock 46429B606 5,194 SH Y 141,212
ISHARES RUSSELL 1000 VALUE
ETF Mutual Fund 464287598 1,162 SH Y 17,020
ISHARES RUSSELL 2000 VALUE Mutual Fund 464287630 1,807 SH Y 24,609
ISHARES RUSSELL MIDCAP
VALUE INDEX Mutual Fund 464287473 1,433 SH Y 30,020
ISHARES S&P GLOBAL TIMBER
& FORESTRY Common Stock 464288174 1,214 SH Y 27,900
ISHARES S&P U.S. PREFERRED
STOCK ETF Common Stock 464288687 1,542 SH Y 38,870
ISHARES SILVER TRUST Mutual Fund 46428Q109 2,779 SH Y 82,120
ISHARES TRUST DOW JONES US
REAL ESTATE INDEX FUND Mutual Fund 464287739 810 SH Y 13,430
ISHARESJPMORGAN USD
EMERGING MKTS BDFD Common Stock 464288281 623 SH Y 5,700
JA SOLAR HOLDINGS CO LTD
4.50000% 05/15/2013JA
SOLAR HOLDINGS CO LTD Common Stock 466090AA5 25 SH Y 27,000
KEYCORP NEW Common Stock 493267108 192 SH Y 23,050
MASSEY ENERGY CO SR NT CONV Common Stock 576203AJ2 13 SH Y 12,000
MICROSOFT Common Stock 594918104 283 SH Y 10,890
NII HLDGS INC NOTE 3.125%
6/15/12 Common Stock 62913FAJ1 33 SH Y 33,000
OCZ TECHNOLOGY GROUPINC COM Common Stock 67086E303 2,029 SH Y 253,616
ORACLE CORPORATION Common Stock 68389X105 1,664 SH Y 50,566
ORBITAL SCIENCES CORP Common Stock 685564106 478 SH Y 28,343
POWERSHARES EXCH TRADED FD
TR II Common Stock 73936T565 1,249 SH Y 87,120
POWERSHARES FINANCIAL
PREFERRED ETF Common Stock 73935X229 1,226 SH Y 68,010
POWERSHARES QQQ Common Stock 73935A104 274 SH Y 4,810
PRAXAIR INC Common Stock 74005P104 267 SH Y 2,462
PROSHARES SHORT MSCI EAFE Common Stock 74347R370 4,047 SH Y 87,230
PROSHARES SHORT
RUSSELL2000 ETF Common Stock 74347R826 1,792 SH Y 60,627
PROSHARES TR SHORT S&P 500
PROSHARES Mutual Fund 74347R503 5,099 SH Y 124,630
RYDEX ETF TR RYDEX S&P
MIDCAP 400PURE GROWTH ETF Common Stock 78355W601 5,632 SH Y 63,490
SANDISK CORP SR NT CV
1.00000% 05/15/2013 Common Stock 80004CAC5 42 SH Y 43,000
SIMPSON MANUFACTURING CO
INC Common Stock 829073105 2,001 SH Y 67,000
SPDR BARCLAYS CAPITAL INTL
TREASURY BOND Common Stock 78464A516 1,938 SH Y 31,380
SPDR DJ WILSHIRE INTL REAL
EST Common Stock 78463X863 1,302 SH Y 32,250
SPDR GOLD ETF Mutual Fund 78463V107 2,767 SH Y 18,950
SPDR S & P INTL DIVIDEND Common Stock 78463X772 4,180 SH Y 70,810
SPDR S&P 500 ETF Mutual Fund 78462f103 2,547 SH Y 19,300
SPDR SER TR S&P DIVID ETF Common Stock 78464A763 659 SH Y 12,185
SPDR SER TR WELLS FARGO
PFD STOCK ETF Common Stock 78464A292 1,075 SH Y 23,490
SPROTT PHYSICAL GOLDT TRUST Common Stock 85207H104 6,009 SH Y 460,455
SPROTT PHYSICAL SILVER
TRUST TRUST UNIT ISIN
#CA85207K1075SEDOL
#B5THDS5 Common Stock 85207K107 2,094 SH Y 132,340
SUNTECH POWER HOLDINGS CO
SERIES CONVERTIBLE 3%
03/15/2013 Common Stock 86800CAE4 28 SH Y 32,000
SUPERVALU INC Common Stock 868536103 238 SH Y 25,300
TEUCRIUM COMMMODITY TR
CORN FD SHS Common Stock 88166A102 2,398 SH Y 59,200
TRIANGLE PETROLEUM
CORPORATION COM STK
USD0.01 ISIN
#US89600B2016SEDOL #B3K Common Stock 89600B201 710 SH Y 109,855
UMPQUA HOLDINGS CORP Common Stock 904214103 498 SH Y 43,082
UNITEK GLOBAL SVCS INC COM
NEW Common Stock 91324T302 595 SH Y 75,247
VANGUARD INTL EQUITYINDEX
FDS TOTAL WORLD STK
INDEX FD Common Stock 922042742 587 SH Y 11,694
VANGUARD REIT INDEX Common Stock 922908553 1,092 SH Y 18,170
VANGUARD SHORT TERM BOND Common Stock 921937827 3,984 SH Y 49,173
VANGUARD TOTAL BOND MARKET Common Stock 921937835 1,039 SH Y 12,800
VANGUARD TOTAL STK MKT Common Stock 922908769 1,462 SH Y 21,380
VERISIGN INC SDCV 3.250%
8/15/37 Common Stock 92343EAD4 23 SH Y 20,000
VERIZON COMMUNICATIONS Common Stock 92343V104 220 SH Y 5,900
WISDOMTREE DREYFUS CHINESE
YUAN FD Common Stock 97717W182 398 SH Y 15,650
WISDOMTREE EMERGING
MARKETS EQUITY INCOME ETF Common Stock 97717W315 1,322 SH Y 21,680
WISDOMTREE TR BRAZILIAN
REAL FD Common Stock 97717W240 381 SH Y 13,045
WISDOMTREE TR
EUROPESMALLCAP DIVID FD Common Stock 97717W869 1,225 SH Y 28,390
WISDOMTREE TRUST INTL REAL
ESTATE SECTOR Common Stock 97717W331 1,249 SH Y 43,270
ZIX CORP COM Common Stock 98974P100 493 SH Y 128,348