0001398344-11-002646.txt : 20111114 0001398344-11-002646.hdr.sgml : 20111111 20111114144812 ACCESSION NUMBER: 0001398344-11-002646 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110930 FILED AS OF DATE: 20111114 DATE AS OF CHANGE: 20111114 EFFECTIVENESS DATE: 20111114 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: 111201270 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 fp0003666_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: September 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 November 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: 70 ----------- Form 13F Information Table Value Total: $ 150,252 ----------- (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 333 6,515 SH Y 6,515 AES CORP Common Stock 00130H105 153 15,650 SH Y 15,650 AGCO CORP NOTE 1.250%12/15/36 Common Stock 001084AM 22 20,000 SH Y 20,000 AMERICAN CAPITAL STRATEGIES LTD Common Stock 02503Y103 88 12,869 SH Y 12,869 APPLE COMPUTER, INC. Common Stock 037833100 6,082 15,950 SH PUT Y 15,950 AUTOZONE INC NEV Common Stock 053332102 5,085 15,930 SH Y 15,930 BILL BARRETT CORPORATION CONVERTIBLE SENIOR NOTES Common Stock 06846NAA2 20 20,000 SH Y 20,000 CHEVRONTEXACO CORP Common Stock 166764100 255 2,750 SH Y 2,750 COSTCO WHOLESALE CORP Common Stock 22160K105 264 3,214 SH Y 3,214 CURRENCYSHARES AUSTRALIAN DOLLAR TRUST Common Stock 23129U101 366 3,770 SH Y 3,770 CURRENCYSHARES SWISS FRANC TRUST Common Stock 23129V109 324 2,970 SH Y 2,970 CURRENCYSHARESCDN DLR TR CDN DOLLARS SHS Common Stock 23129X105 481 5,065 SH Y 5,065 DELL INC Common Stock 24702R101 262 18,510 SH Y 18,510 DOLLAR TREE STORES INC Common Stock 256747108 5,241 69,755 SH Y 69,755 ELECTRONICS ARTS Common Stock 285512109 335 16,370 SH Y 16,370 ENERGY CONVERS 3%13 CVT BOND DUE 06/15/13 Common Stock 292659AA 5 12,000 SH Y 12,000 ETFS GOLD TRUST ETF Common Stock 26922Y105 5,135 31,880 SH Y 31,880 ETFS SILVER TR SILVER SHS ETF Common Stock 26922X107 597 20,220 SH Y 20,220 FIRST TR LARGE CAP CORE ALPHADEX FD COMSHS Common Stock 33734K109 6,811 277,760 SH Y 277,760 GENERAL ELECTRIC CO Common Stock 369604103 348 22,851 SH Y 22,851 GILEAD SCIENCES INC Common Stock 375558103 272 7,010 SH Y 7,010 INTEL Common Stock 458140100 345 16,185 SH Y 16,185 INTL BUSINESS MACHINES Common Stock 459200101 5,503 31,470 SH Y 31,470 ISHARES 1-3 YR TREASURY BOND Mutual Fund 464287457 2,117 25,030 SH Y 25,030 ISHARES 1-3 YR CREDIT BOND ETF Common Stock 464288646 9,645 92,755 SH Y 92,755 ISHARES AGGREGATE BOND ETF Common Stock 464287226 629 5,715 SH Y 5,715 ISHARES BARCLAYS TIPS BOND Mutual Fund 464287176 4,005 35,040 SH Y 35,040 ISHARES DOW JONES SELECT DIVIDEND INDEX Common Stock 464287168 296 6,130 SH Y 6,130 ISHARES GOLD ETP Common Stock 464285105 252 15,897 SH Y 15,897 ISHARES IBOXX HIGH YIELD CORPORATE BD Mutual Fund 464288513 1,414 17,075 SH Y 17,075 ISHARES IBOXX INVEST GRADE CORP BOND Common Stock 464287242 5,235 46,610 SH Y 46,610 ISHARES RUSSELL 1000 VALUE ETF Mutual Fund 464287598 4,882 86,272 SH Y 86,272 ISHARES RUSSELL 2000 VALUE Mutual Fund 464287630 553 9,699 SH Y 9,699 ISHARES S&P U.S. PREFERRED STOCK ETF Common Stock 464288687 1,461 41,036 SH Y 41,036 ISHARES SILVER TRUST Mutual Fund 46428Q109 1,992 68,890 SH Y 68,890 ISHARESJPMORGAN USD EMERGING MKTS BDFD Common Stock 464288281 722 6,850 SH Y 6,850 JA SOLAR HOLDINGS CO LTD 4.50000% 05/15/2013JA SOLAR HOLDINGS CO LTD Common Stock 466090AA5 18 27,000 SH Y 27,000 JP MORGAN CHASE & CO Common Stock 46625H100 218 7,246 SH Y 7,246 KROGER CO Common Stock 501044101 268 12,190 SH Y 12,190 MASTERCARD INC Common Stock 57636Q104 4,821 15,202 SH Y 15,202 MCDONALDS CORP Common Stock 580135101 5,900 67,186 SH Y 67,186 MICROSOFT Common Stock 594918104 422 16,962 SH Y 16,962 NII HLDGS INC NOTE 3.125% 6/15/12 Common Stock 62913FAJ1 33 33,000 SH Y 33,000 ORACLE CORPORATION Common Stock 68389X105 1,453 50,566 SH Y 50,566 PHILIP MORRIS INTL INC Common Stock 718172109 4,634 74,290 SH Y 74,290 PIMCO ENHANCED SHORT MAT STR FUND ETF Common Stock 72201R833 10,570 105,260 SH Y 105,260 POWERSHS EXCH TRAD FD TR POWERSHARES DWA TECH Common Stock 73935X153 250 11,390 SH Y 11,390 PRAXAIR INC Common Stock 74005P104 239 2,562 SH Y 2,562 PRECISION CASTPARTS CORP Common Stock 740189105 4,789 30,805 SH Y 30,805 PUBLIC STORAGE INC Common Stock 74460D109 4,462 40,068 SH Y 40,068 SANDISK CORP SR NT CV 1.00000% 05/15/2013 Common Stock 80004CAC5 17 18,000 SH Y 18,000 SECTOR SPDR TR SHS BEN INT UTILITIES Mutual Fund 81369Y886 1,448 43,066 SH Y 43,066 SPDR BARCLAYS CAPITAL INTL TREASURY BOND Common Stock 78464A516 2,017 33,550 SH Y 33,550 SPDR DOW JONES INDUSTRIAL ETF Mutual Fund 78467X109 1,367 12,550 SH Y 12,550 SPDR GOLD ETF Mutual Fund 78463V107 2,796 17,687 SH Y 17,687 SPDR SER TR LEHMAN SHORT TERM INTL TREAS BD ETF Common Stock 78464A334 378 10,140 SH Y 10,140 SPDR SER TR S&P DIVID ETF Common Stock 78464A763 1,751 36,065 SH Y 36,065 SPROTT PHYSICAL GOLDT TRUST Common Stock 85207H104 8,157 581,375 SH Y 581,375 SPROTT PHYSICAL SILVER TRUST TRUST UNIT ISIN #CA85207K1075SEDOL #B5THDS5 Common Stock 85207K107 2,222 159,840 SH Y 159,840 SUNTECH POWER HOLDINGS CO SERIES CONVERTIBLE 3% 03/15/2013 Common Stock 86800CAE4 13 32,000 SH Y 32,000 UNITED PARCEL SVC INC CL B Common Stock 911312106 249 3,950 SH Y 3,950 VANGUARD REIT INDEX Common Stock 922908553 539 10,590 SH Y 10,590 VANGUARD SHORT TERM BOND Common Stock 921937827 4,768 58,560 SH Y 58,560 VANGUARD TOTAL BOND MARKET Common Stock 921937835 1,010 12,060 SH Y 12,060 VANGUARD TOTAL STK MKT Common Stock 922908769 7,434 128,791 SH Y 128,791 VERISIGN INC SDCV 3.250% 8/15/37 Common Stock 92343EAD4 20 20,000 SH Y 20,000 VERIZON COMMUNICATIONS Common Stock 92343V104 333 9,060 SH Y 9,060 WATSON PHARMACEUTICALS INC Common Stock 942683103 5,246 76,870 SH Y 76,870 WISDOMTREE DREYFUS CHINESE YUAN FD Common Stock 97717W182 465 18,400 SH Y 18,400 WISDOMTREE TR BRAZILIAN REAL FD Common Stock 97717W240 415 16,985 SH Y 16,985