0001398344-11-001222.txt : 20110527 0001398344-11-001222.hdr.sgml : 20110527 20110526173252 ACCESSION NUMBER: 0001398344-11-001222 CONFORMED SUBMISSION TYPE: 13F-HR/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110331 FILED AS OF DATE: 20110527 DATE AS OF CHANGE: 20110526 EFFECTIVENESS DATE: 20110527 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/A SEC ACT: 1934 Act SEC FILE NUMBER: 028-13834 FILM NUMBER: 11875412 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/A 1 fp0002990_13fhra.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: March 31, 2011 Check here if Amendment [X]; Amendment Number: 1 This Amendment (Check only one.): [X] 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 May 26, 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: 115 ----------- Form 13F Information Table Value Total: $ 253,482 ----------- (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 --------------------------- ------------ --------- -------- -------- --- ---- ---------- -------- -------- -------- -------- AGCO CORP NOTE 1.250%12/15/36 Common Stock 001084AM4 30 20,000 SH Y 20,000 AMERICAN CAPITAL STRATEGIES LTD Common Stock 02503Y103 128 12,869 SH Y 12,869 AMERIGROUP CORP Common Stock 03073T102 3,060 47,625 SH Y 47,625 BERKSHIRE HATHAWAY INC CL B Common Stock 084670702 284 3,390 SH Y 3,390 BRIGHAM EXPL CO Common Stock 109178103 3,566 95,925 SH Y 95,925 BROCADE COMMUNICATIONS SYSTEMS INC Common Stock 111621306 86 14,060 SH Y 14,060 CARBO CERAMICS INC Common Stock 140781105 6,518 46,185 SH Y 46,185 CHINA CERAMICS CO LTD COM USD0.001 ISIN #VGG2113X1006 Common Stock G2113X100 424 68,738 SH Y 68,738 CHINA XD PLASTICS COMPANY LTD COM Common Stock 16948F107 412 79,056 SH Y 79,056 CHINACAST ED CORP Common Stock 16946T109 429 68,260 SH Y 68,260 CITIGROUP INC Common Stock 172967101 176 39,880 SH Y 39,880 COINSTAR INC Common Stock 19259P300 535 11,643 SH Y 11,643 COMPLETE PRODUCTION SERVICES Common Stock 20453E109 631 19,834 SH Y 19,834 COMSTOCK RES INC Common Stock 205768203 243 7,870 SH Y 7,870 CONCHO RESOURCES Common Stock 20605P101 3,608 33,625 SH Y 33,625 CURRENCYSHARESCDN DLR TR CDN DOLLARS SHS Common Stock 23129X105 243 2,365 SH Y 2,365 CURRENCYSHARESS SWISS Common Stock 23129V109 234 2,170 SH Y 2,170 DECKERS OUTDOOR Common Stock 243537107 5,727 66,475 SH Y 66,475 E M C CORP MASS NOTE 1.750%12/01/13 Common Stock 268648AM4 34 20,000 SH Y 20,000 EDWARDS LIFESCIENCES CORP COM Common Stock 28176E108 5,420 62,300 SH Y 62,300 ELECTRONICS ARTS Common Stock 285512109 13,837 708,516 SH Y 708,516 ENERGY CONVERS 3%13 CVT BOND DUE 06/15/13 Common Stock 292659AA7 7 12,000 SH Y 12,000 EQUINIX INC NEW Common Stock 29444U502 1,136 12,473 SH Y 12,473 ETFS GOLD TRUST ETF Common Stock 26922Y105 438 3,070 SH Y 3,070 ETFS SILVER TR SILVER SHS ETF Common Stock 26922X107 417 11,130 SH Y 11,130 FIRST PACTRUST BAN CORP INC Common Stock 33589V101 718 45,102 SH Y 45,102 FOSSIL INC Common Stock 349882100 5,397 57,630 SH Y 57,630 GSI GROUP INC COM Common Stock 36191C205 436 42,374 SH Y 42,374 HARBIN ELECTRIC Common Stock 41145W109 571 27,585 SH Y 27,585 HEALTHSPRING INC Common Stock 42224N101 3,738 100,020 SH Y 100,020 HELMERICH & PAYNE INC Common Stock 423452101 6,182 89,995 SH Y 89,995 IGATE CORP Common Stock 45169U105 1,664 88,669 SH Y 88,669 ISHARES 1-3 YR TREASURY ETF Mutual Fund 464287457 1,482 17,691 SH Y 17,691 ISHARES 1-3 YR CREDIT BOND ETF Common Stock 464288646 10,413 99,705 SH Y 99,705 ISHARES AGGREGATE BOND ETF Common Stock 464287226 916 8,713 SH Y 8,713 ISHARES DOW JONES SELECT DIVIDEND INDEX Common Stock 464287168 320 6,130 SH Y 6,130 ISHARES IBOXX INVESTMENT GRADE CORP BOND ETF Common Stock 464287242 5,996 55,417 SH Y 55,417 ISHARES INTERMEDIATE CREDIT BOND ETF Common Stock 464288638 361 3,430 SH Y 3,430 ISHARES OIL EQUIP & SVC INDEX FUND Mutual Fund 464288844 4,948 72,955 SH Y 72,955 ISHARES RUSSELL 1000 VALUE ETF Mutual Fund 464287598 1,163 16,940 SH Y 16,940 ISHARES RUSSELL 2000 VALUE Mutual Fund 464287630 1,866 24,759 SH Y 24,759 ISHARES S&P U.S. PREFERRED STOCK ETF Common Stock 464288687 1,258 31,720 SH Y 31,720 ISHARES SILVER ETF Mutual Fund 46428Q109 4,130 112,320 SH Y 112,320 ISHARES TIPS BOND ETF Mutual Fund 464287176 4,770 43,700 SH Y 43,700 ISHARES TR FTSE NAREIT MTG REITS Common Stock 464288539 794 52,320 SH Y 52,320 ISHARES TR IBOXX HIGH YIELD CORP BD FD Mutual Fund 464288513 1,730 18,810 SH Y 18,810 ISHARES TRUST DOW JONES US REAL ESTATE INDEX FUND Mutual Fund 464287739 798 13,430 SH Y 13,430 ISHARESJPMORGAN USD EMERGING MKTS BDFD Common Stock 464288281 497 4,660 SH Y 4,660 JA SOLAR HOLDINGS CO LTD 4.50000% 05/15/2013JA SOLAR HOLDINGS CO LTD Common Stock 466090AA5 26 27,000 SH Y 27,000 JOY GLOBAL INC Common Stock 481165108 9,121 92,313 SH Y 92,313 JP MORGAN EXCH TRAD NOTE ALERIAN MLP Common Stock 46625H365 1,220 32,130 SH Y 32,130 KEYCORP NEW Common Stock 493267108 122 13,710 SH Y 13,710 KORN FERRY INTL Common Stock 500643200 558 25,050 SH Y 25,050 LIHUA INTERNATIONAL INC Common Stock 532352101 414 47,140 SH Y 47,140 LULULEMON ATHLETICA INC Common Stock 550021109 7,068 79,370 SH Y 79,370 MARKET VECTORS ETF TR COAL ETF Common Stock 57060U837 4,014 79,131 SH Y 79,131 MARKET VECTORS ETF TR JR GOLD MINES ETF Common Stock 57060U589 5,846 149,045 SH Y 149,045 MASSEY ENERGY CO SR NT CONV Common Stock 576203AJ2 14 12,000 SH Y 12,000 METROPCS COMMUNICATIONS INC Common Stock 591708102 7,259 446,965 SH Y 446,965 MICROSOFT Common Stock 594918104 239 9,420 SH Y 9,420 NASDAQ 100 INDEX TRACKING STK Common Stock 73935A104 295 5,132 SH Y 5,132 NETFLIX COM INC Common Stock 64110L106 6,584 27,690 SH Y 27,690 NII HLDGS INC NOTE 3.125% 6/15/12 Common Stock 62913FAJ1 33 33,000 SH Y 33,000 OCZ TECHNOLOGY GROUPINC COM Common Stock 67086E303 1,015 125,346 SH Y 125,346 OFFICE DEPOT INC Common Stock 676220106 170 36,790 SH Y 36,790 ORACLE CORPORATION Common Stock 68389X105 1,691 50,566 SH Y 50,566 ORBITAL SCIENCES CORP Common Stock 685564106 582 30,773 SH Y 30,773 POWERSHARES ETF FD TR II S&P SMALLCAP ENERGY Common Stock 73937B704 5,876 140,110 SH Y 140,110 POWERSHARES EXCHANGETRADED FD TR DYNAMIC NETWORKING PORTFOLIO Common Stock 73935X815 5,255 187,170 SH Y 187,170 POWERSHARES FINANCIAL PREFERRED ETF Common Stock 73935X229 910 50,180 SH Y 50,180 POWERSHARES GLOBAL ETF PREFERRED PORTFOLIO Common Stock 73936T565 889 61,960 SH Y 61,960 POWERSHS EXCH TRAD FD TR POWERSHARES DWA TECH Common Stock 73935X153 1,091 42,545 SH Y 42,545 PRAXAIR INC Common Stock 74005P104 250 2,462 SH Y 2,462 PROSHARES TR ULTRA SHORT 100 FD Common Stock 74347X237 698 13,698 SH Y 13,698 R F MICRO DEVICES INC Common Stock 749941100 561 87,500 SH Y 87,500 ROCKWELL AUTOMATION INC Common Stock 773903109 6,026 63,670 SH Y 63,670 RYDEX ETF TR RYDEX S&P MIDCAP 400PURE GROWTH ETF Common Stock 78355W601 5,574 64,520 SH Y 64,520 SANDISK CORP SR NT CV 1.00000% 05/15/2013 Common Stock 80004CAC5 42 43,000 SH Y 43,000 SIMPSON MANUFACTURING CO INC Common Stock 829073105 1,974 67,000 SH Y 67,000 SPDR BARCLAYS CAPITAL INTL TREASURY BOND Common Stock 78464A516 2,049 34,250 SH Y 34,250 SPDR DJ WILSHIRE INTL REAL EST Common Stock 78463X863 918 23,530 SH Y 23,530 SPDR GOLD ETF Mutual Fund 78463V107 2,771 19,816 SH Y 19,816 SPDR S&P 500 ETF Mutual Fund 78462F103 4,459 33,630 SH Y 33,630 SPDR S&P METALS & MNG ETF Common Stock 78464A755 4,645 62,521 SH Y 62,521 SPDR SER TR S&P DIVID ETF Common Stock 78464A763 555 10,250 SH Y 10,250 SPDR SER TR WELLS FARGO PFD STOCK ETF Common Stock 78464A292 724 15,860 SH Y 15,860 SPROTT PHYSICAL GOLDT TRUST Common Stock 85207H104 4,876 385,775 SH Y 385,775 SPROTT PHYSICAL SILVER TRUST TRUST UNIT ISIN #CA85207K1075SEDOL #B5THDS5 Common Stock 85207K107 1,945 110,550 SH Y 110,550 STIFEL FINANCIAL CP Common Stock 860630102 3,731 51,975 SH Y 51,975 SUNTECH POWER HOLDINGS CO SERIES CONVERTIBLE 3% 03/15/2013 Common Stock 86800CAE4 29 32,000 SH Y 32,000 SUPERVALU INC Common Stock 868536103 199 22,290 SH Y 22,290 TEUCRIUM COMMMODITY TR CORN FD SHS Common Stock 88166A102 2,729 61,670 SH Y 61,670 TIBCO SOFTWARE INC Common Stock 88632Q103 5,948 218,270 SH Y 218,270 TRACTOR SUPPLY CO Common Stock 892356106 4,136 69,095 SH Y 69,095 TRIANGLE PETROLEUM CORPORATION COM STK USD0.01 ISIN #US89600B2016SEDOL #B3K Common Stock 89600B201 986 118,846 SH Y 118,846 TRIQUINT SEMICONDUCTOR INC Common Stock 89674K103 507 39,269 SH Y 39,269 UMPQUA HOLDINGS CORP Common Stock 904214103 571 49,920 SH Y 49,920 UNDER ARMOUR INC Common Stock 904311107 3,733 54,855 SH Y 54,855 UNITEK GLOBAL SVCS INC COM NEW Common Stock 91324T302 544 61,131 SH Y 61,131 VALERO ENERGY CORP NEW Common Stock 91913Y100 5,796 194,360 SH Y 194,360 VANGUARD BD INDEX FDINC SHORT TERM BD Common Stock 921937827 3,374 42,090 SH Y 42,090 VANGUARD INTL EQUITYINDEX FDS TOTAL WORLD STK INDEX FD Common Stock 922042742 673 13,493 SH Y 13,493 VANGUARD REIT ETF Common Stock 922908553 1,052 17,990 SH Y 17,990 VANGUARD TOTAL BOND MARKET ETF Common Stock 921937835 1,285 16,055 SH Y 16,055 VANGUARD TOTAL STK MKT ETF Common Stock 922908769 1,085 15,790 SH Y 15,790 VERIFONE HOLDING Common Stock 92342Y109 5,382 97,950 SH Y 97,950 VERISIGN INC SDCV 3.250% 8/15/37 Common Stock 92343EAD4 24 20,000 SH Y 20,000 WISDOMTREE DREYFUS CHINESE YUAN FD Common Stock 97717W182 251 9,890 SH Y 9,890 WISDOMTREE EMERGING MARKETS EQUITY INCOME ETF Common Stock 97717W315 942 15,410 SH Y 15,410 WISDOMTREE EMERGING MARKETS SMALLCAP DIVIDEND ETF Common Stock 97717W281 841 15,720 SH Y 15,720 WISDOMTREE TR BRAZILIAN REAL FD Common Stock 97717W240 223 8,075 SH Y 8,075 WISDOMTREE TR EUROPESMALLCAP DIVID FD Common Stock 97717W869 930 20,860 SH Y 20,860 WISDOMTREE TRUST INTL REAL ESTATE SECTOR Common Stock 97717W331 912 31,470 SH Y 31,470 ZAGG INC Common Stock 98884U108 334 44,500 SH Y 44,500 ZIX CORP COM Common Stock 98974P100 1,135 306,664 SH Y 306,664