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