0001398344-12-001775.txt : 20120514 0001398344-12-001775.hdr.sgml : 20120514 20120514090307 ACCESSION NUMBER: 0001398344-12-001775 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20120331 FILED AS OF DATE: 20120514 DATE AS OF CHANGE: 20120514 EFFECTIVENESS DATE: 20120514 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: 12836637 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 fp0004837_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: March 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: 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 4, 2012 ---------------- ----------------- ----------- [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: 171 ----------- Form 13F Information Table Value Total: $ 384,417 ----------- (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 436 7,117 SH Y 7,117 ACME PACKET INC COM Common Stock 004764106 252 9,150 SH Y 9,150 ADTRAN INC COM Common Stock 00738A106 212 6,791 SH Y 6,791 AGCO CORP NOTE1.250%12/15/36 Common Stock 001084AM4 26 20,000 SH Y 20,000 AIRGAS INC Common Stock 009363102 5,943 66,802 SH Y 66,802 ALBEMARLE CORP Common Stock 012653101 317 4,940 SH Y 4,940 AMERIPRISE FINL INC Common Stock 03076C106 406 7,100 SH Y 7,100 APPLE COMPUTER, INC. Common Stock 037833100 6,384 10,648 SH PUT Y 10,648 APPLIED MATERIALS INC Common Stock 038222105 372 29,870 SH Y 29,870 ASSURED GUARANTY LTD Common Stock G0585R106 5,107 309,120 SH Y 309,120 AUTODESK INC Common Stock 052769106 327 7,730 SH Y 7,730 BARCLAYS PLC ADR Common Stock 06738E204 5,534 365,250 SH Y 365,250 BOSTON SCIENTIFIC CORP Common Stock 101137107 261 43,660 SH Y 43,660 BROADCOM CORP CL A Common Stock 111320107 396 10,080 SH Y 10,080 CELGENE CORP Common Stock 151020104 6,224 80,289 SH Y 80,289 CENTENE CORP DEL Common Stock 15135B101 5,613 114,620 SH Y 114,620 CHEVRON CORP Common Stock 166764100 410 3,821 SH Y 3,821 CHICAGO BRIDGE & IRON CO NV SHS Common Stock 167250109 5,194 120,250 SH Y 120,250 CHUBB CORP Common Stock 171232101 376 5,410 SH Y 5,410 CITY NATIONAL CORP Common Stock 178566105 1,066 20,324 SH Y 20,324 COEUR D ALENE MINES CORP Common Stock 192108504 238 10,040 SH Y 10,040 COMCAST CORP CL A Common Stock 20030N101 5,651 188,310 SH Y 188,310 COMPUTER ASSOC INTL Common Stock 12673P105 5,686 206,300 SH PUT Y 206,300 CONAGRA FOODS INC Common Stock 205887102 247 9,420 SH Y 9,420 CORPORATE EXECUTIVE BRD CO Common Stock 21988R102 279 6,480 SH Y 6,480 COSTCO WHOLESALE CORP Common Stock 22160K105 299 3,294 SH Y 3,294 CROCS INC Common Stock 227046109 316 15,110 SH Y 15,110 CURRENCYSHARESCDN DLR TR CDN DOLLARS SHS Common Stock 23129X105 224 2,250 SH Y 2,250 DELL INC Common Stock 24702R101 385 23,200 SH Y 23,200 DEVON ENERGY CORP Common Stock 25179M103 442 6,210 SH Y 6,210 DIAMOND OFFSHR DRILLING Common Stock 25271C102 5,404 80,960 SH Y 80,960 DOLLAR TREE STORES INC Common Stock 256746108 6,205 65,670 SH Y 65,670 DUN & BRADSTREET CORP DEL NEW Common Stock 26483E100 308 3,640 SH Y 3,640 EASTMAN CHEM CO Common Stock 277432100 316 6,090 SH Y 6,090 EATON CORP Common Stock 278058102 247 4,951 SH Y 4,951 ELECTRONICS ARTS Common Stock 285512109 278 16,870 SH Y 16,870 ENERGY SELECT SECTOR SPDR Mutual Fund 81369Y506 1,648 22,970 SH Y 22,970 ENTERPRISE PRODS PARTNERS L P Common Stock 293792107 5,474 108,465 SH Y 108,465 ETFS GOLD TRUST ETF Common Stock 26922Y105 8,633 52,247 SH Y 52,247 ETFS SILVER TR SILVER SHS ETF Common Stock 26922X107 3,516 109,710 SH Y 109,710 EXELON CORP Common Stock 30161N101 235 6,000 SH Y 6,000 FIFTH THIRD BANCORP Common Stock 316773100 5,265 374,850 SH Y 374,850 FINANCIAL SELECT SECTOR SPDR Mutual Fund 81369Y605 2,079 131,650 SH Y 131,650 FIRST TR LARGE CAP CORE ALPHADEX FD COMSHS Common Stock 33734K109 7,926 261,827 SH Y 261,827 FIRST TR LARGE CAP VALUE OPPORTUNITIES ALPHADEX FD COM SHS Common Stock 33735J101 5,904 198,265 SH Y 198,265 FIRST TR MID CAP CORE ALPHADEX FD Common Stock 33735B108 7,612 207,478 SH Y 207,478 FIRST TR SMALL CAP CORE ALPHADEX FD COMSHS Common Stock 33734Y109 3,926 117,260 SH Y 117,260 FLOWSERVE CORP Common Stock 34354P105 266 2,300 SH Y 2,300 FMC CORP NEW Common Stock 302491303 6,193 58,500 SH Y 58,500 FMC TECHNOLOGIES INC Common Stock 30249U101 4,776 94,715 SH Y 94,715 FORD MOTOR COMPANY Common Stock 345370860 399 32,008 SH Y 32,008 FOREST LABORATORIES INC Common Stock 345838106 275 7,930 SH Y 7,930 GENERAL ELECTRIC CO Common Stock 369604103 423 21,053 SH Y 21,053 GEOPETRO RES CO COM Common Stock 37248H304 13 65,000 SH Y 65,000 GRACO INC Common Stock 384109104 340 6,400 SH Y 6,400 GRAINGER W W INC Common Stock 384802104 5,704 26,552 SH Y 26,552 GREEN MTN COFFEE ROASTERS INC COM Common Stock 393122106 270 5,760 SH Y 5,760 GULFPORT ENERGY CORP Common Stock 402635304 252 8,670 SH Y 8,670 HEARTLAND EXPRESS INC Common Stock 422347104 257 17,720 SH Y 17,720 HERBALIFE LTD Common Stock G4412G101 5,704 82,882 SH Y 82,882 HOME DEPOT Common Stock 437076102 438 8,714 SH Y 8,714 HOSPIRA INC COM Common Stock 441060100 410 10,970 SH Y 10,970 ICF INTL INC COM Common Stock 44925C103 238 9,390 SH Y 9,390 IGATE CORP Common Stock 45169U105 285 16,980 SH Y 16,980 IINTUITIVE SURGICAL NEW Common Stock 46120E602 6,182 11,411 SH Y 11,411 INTEL Common Stock 458140100 354 12,605 SH Y 12,605 INTL BUSINESS MACHINES Common Stock 459200101 5,574 26,716 SH Y 26,716 IPATH S&P GSCI TOTAL RETURN INDEX ETN Mutual Fund 06738C794 1,540 43,230 SH Y 43,230 ISHARES 1-3 YR CREDIT BOND ETF Common Stock 464288646 14,802 140,855 SH Y 140,855 ISHARES COHEN & STEERS RLTY Common Stock 464287564 1,996 26,041 SH Y 26,041 ISHARES DJ SELECT DIVIDEND ETF Common Stock 464287168 2,195 39,230 SH Y 39,230 ISHARES DJ US CONSUMER SERVICES Common Stock 464287580 283 3,494 SH Y 3,494 ISHARES GLOBAL HEALTHCARE SECTOR INDEX Common Stock 464287325 2,201 36,600 SH Y 36,600 ISHARES GOLD TRUST ETF Common Stock 464285105 2,055 126,309 SH Y 126,309 ISHARES IBOXX CORPORATE BOND ETF Common Stock 464287242 8,713 75,354 SH Y 75,354 ISHARES IBOXX HIGH YIELD CORPORATE BD Mutual Fund 464288513 3,903 43,025 SH Y 43,025 ISHARES INTERMEDIATE CREDIT BOND ETF Common Stock 464288638 495 4,550 SH Y 4,550 ISHARES JPMORGAN USD EMERGING MKTS BDFD ETF Common Stock 464288281 1,723 15,290 SH Y 15,290 ISHARES MSCI EAFE ETF Mutual Fund 464287465 3,416 62,240 SH Y 62,240 ISHARES MSCI EAFE SMALL CAP ETF Common Stock 464288273 1,275 31,760 SH Y 31,760 ISHARES MSCI EAFE VALUE INDEX ETF Common Stock 464288877 1,613 34,320 SH Y 34,320 ISHARES RUSSELL 1000 VALUE ETF Mutual Fund 464287598 6,120 87,344 SH Y 87,344 ISHARES RUSSELL 2000 VALUE Mutual Fund 464287630 799 10,949 SH Y 10,949 ISHARES S&P U.S. PREFERRED STOCK ETF Common Stock 464288687 2,104 53,881 SH Y 53,881 ISHARES SILVER TRUST ETF Mutual Fund 46428Q109 1,633 52,030 SH Y 52,030 ISHARES TIPS BOND ETF Mutual Fund 464287176 5,593 47,542 SH Y 47,542 ISHARES TR RUSSELL MIDCAP INDEX FD Mutual Fund 464287499 964 8,710 SH Y 8,710 ITC HLDGS CORP Common Stock 465685105 235 3,060 SH Y 3,060 JA SOLAR HOLDINGS CO LTD 4.50000% 05/15/2013JA SOLAR HOLDINGS CO LTD Common Stock 466090AA5 24 27,000 SH Y 27,000 JP MORGAN ALERIAN MLP ETN Common Stock 46625H365 2,009 51,340 SH Y 51,340 JP MORGAN CHASE & CO Common Stock 46625H100 6,007 130,640 SH Y 130,640 KANSAS CITY SOUTHERN Common Stock 485170302 5,359 74,755 SH Y 74,755 KEYCORP NEW Common Stock 493267108 390 45,850 SH Y 45,850 KROGER CO Common Stock 501044101 369 15,230 SH Y 15,230 LUFKIN INDUSTRIES INC Common Stock 549764108 271 3,360 SH Y 3,360 MAGNUM HUNTER RES CORP DEL COM Common Stock 55973B102 267 41,630 SH Y 41,630 MASCO CORP Common Stock 574599106 5,535 413,960 SH Y 413,960 MASTERCARD INC Common Stock 57636Q104 5,875 13,969 SH Y 13,969 MEDIDATA SOLUTIONSINC. Common Stock 58471A105 344 12,910 SH Y 12,910 METROPOLITAN HEALTH NETWORKS INC Common Stock 592142103 317 33,800 SH Y 33,800 MICRON TECHNOLOGY Common Stock 595112103 5,251 648,650 SH Y 648,650 MICROSOFT Common Stock 594918104 579 17,936 SH Y 17,936 MONSTER BEVERAGE CORP Common Stock 611740101 6,786 109,290 SH Y 109,290 MORGAN STANLEY Common Stock 617446448 5,781 294,370 SH Y 294,370 NETAPP INC Common Stock 64110D104 5,766 128,800 SH Y 128,800 NII HLDGS INC NOTE 3.125% 6/15/12 Common Stock 62913FAJ1 33 33,000 SH Y 33,000 NIKE INC CLASS B Common Stock 654106103 5,802 53,335 SH Y 53,335 NORTHERN TR CORP Common Stock 665859104 272 5,695 SH Y 5,695 NUANCE COMMUNICATIONS INC Common Stock 67020Y100 4,839 189,160 SH Y 189,160 NUVEEN SELECT MAT MUN FD SH BEN INT Common Stock 67061T101 253 24,700 SH Y 24,700 NUVEEN TEX QUALITY MUN INCOME FD Common Stock 670983105 536 32,860 SH Y 32,860 NVIDIA CORP Common Stock 67066G104 328 21,290 SH Y 21,290 O Y O GEOSPACE CORP Common Stock 671074102 309 2,930 SH Y 2,930 OASIS PETROLEUM INC Common Stock 674215108 254 8,240 SH Y 8,240 OCCIDENTAL PETE CORP DEL Common Stock 674599105 396 4,160 SH Y 4,160 OCZ TECHNOLOGY GROUPINC COM Common Stock 67086E303 311 44,610 SH Y 44,610 PANDORA MEDIA INC COM USD0.0001 Common Stock 698354107 144 14,145 SH Y 14,145 PETSMART INC Common Stock 716768106 6,158 107,611 SH Y 107,611 PIMCO ETF TR 0-5 YR HIGH YIELD CORP BD INDEX FD Common Stock 72201R833 312 3,130 SH Y 3,130 POWERSHARES DWA EMERGING MARKETS Common Stock 73936Q207 984 54,850 SH Y 54,850 POWERSHARES HY DIVIDEND ACHIEVERS Common Stock 73935X302 1,799 190,990 SH Y 190,990 POWERSHARES SP500 LOW VOLATILITY ETF Common Stock 73937B779 1,890 70,541 SH Y 70,541 POWERSHS EXCH TRAD FD TR POWERSHARES DWA TECH Common Stock 73935X153 1,483 54,305 SH Y 54,305 PRAXAIR INC Common Stock 74005P104 248 2,162 SH Y 2,162 PROSPERITY BANCSHARES INC Common Stock 743606105 275 5,970 SH Y 5,970 QLOGIC CORP Common Stock 747277101 298 16,790 SH Y 16,790 QUALCOMM INC Common Stock 747525103 6,366 93,531 SH Y 93,531 RENTECH INC Common Stock 760112102 324 155,760 SH Y 155,760 RYDEX RUSSELL TOP 50 ETF Common Stock 78355W205 2,056 19,940 SH Y 19,940 S & P MID CAP 400 DEP RCPTS MID CAP Mutual Fund 78467Y107 6,968 38,561 SH Y 38,561 SANDISK CORP SR NT CV 1.00000% 05/15/2013 Common Stock 80004CAC5 18 18,000 SH Y 18,000 SERVICESOURCE INTL LLC COM USD0.00001 Common Stock 81763U100 250 16,150 SH Y 16,150 SPDR BARCLAYS CAPITAL CONV BOND Common Stock 78464A359 4,831 121,208 SH Y 121,208 SPDR BARCLAYS CAPITAL INTL TREASURY BOND ETF Common Stock 78464A516 2,661 44,400 SH Y 44,400 SPDR DOW JONES INDUSTRIAL ETF Mutual Fund 78467X109 2,004 15,205 SH Y 15,205 SPDR GOLD ETF Mutual Fund 78463V107 1,737 10,713 SH Y 10,713 SPDR INTERNATIONAL GOVERNMENT TIPS ETF Common Stock 78464A490 365 6,045 SH Y 6,045 SPDR S & P INTL DIVIDEND Common Stock 78463X772 1,621 32,431 SH Y 32,431 SPDR SER TR LEHMAN SHORT TERM INTL TREAS BD ETF Common Stock 78464A334 511 13,960 SH Y 13,960 SPDR SER TR S&P DIVID ETF Common Stock 78464A763 2,670 47,139 SH Y 47,139 SPROTT PHYSICAL GOLDT TRUST Common Stock 85207H104 6,613 457,955 SH Y 457,955 SUNTECH POWER HOLDINGS CO SERIES CONVERTIBLE 3% 03/15/2013 Common Stock 86800CAE4 25 32,000 SH Y 32,000 SUNTRUST BANKS INC Common Stock 867914103 303 12,520 SH Y 12,520 T J X COS INC Common Stock 872540109 6,322 159,211 SH Y 159,211 TECHNOLOGY SELECT SECTOR SPDR Common Stock 81369Y803 276 9,143 SH Y 9,143 TENARIS SA SPONSORED ADR Common Stock 88031M109 266 6,950 SH Y 6,950 TEXTAINER GROUP HOLDINGS LTD SHS ISIN #BMG8766E1093 Common Stock G8766E109 311 9,180 SH Y 9,180 TITANIUM METALS CORPCOM NEW Common Stock 888339207 177 13,020 SH Y 13,020 U R S CORP NEW Common Stock 903236107 250 5,880 SH Y 5,880 UNITED PARCEL SERVICE INC Common Stock 911312106 395 4,898 SH Y 4,898 UNITEDHEALTH GROUP Common Stock 91324P102 305 5,170 SH Y 5,170 VANGUARD EMERGING MARKETS STOCK ETF Common Stock 922042858 1,098 25,255 SH Y 25,255 VANGUARD FTSE ALL-WORLD EX-US Common Stock 922042775 3,473 78,540 SH Y 78,540 VANGUARD INTL EQUITY INDE FUNDS FTSE ALL WORLD EX USA ETF Common Stock 922042718 1,401 15,750 SH Y 15,750 VANGUARD INTL EQUITY INDEX FDS TOTAL WORLD STK INDEX FD ETF Common Stock 922042742 374 7,745 SH Y 7,745 VANGUARD REIT INDEX Common Stock 922908553 674 10,590 SH Y 10,590 VANGUARD SHORT TERM BOND Common Stock 921937827 6,837 84,465 SH Y 84,465 VANGUARD SMALL CAP ETF Common Stock 922908751 2,792 35,462 SH Y 35,462 VANGUARD SMALL CAP VALUE ETF Common Stock 922908611 3,804 54,044 SH Y 54,044 VANGUARD TOTAL BOND MARKET Common Stock 921937835 1,033 12,399 SH Y 12,399 VANGUARD TOTAL STK MKT Common Stock 922908769 7,821 108,240 SH Y 108,240 VERISIGN INC SDCV 3.250% 8/15/37 Common Stock 92343EAD4 26 20,000 SH Y 20,000 VERIZON COMMUNICATIONS Common Stock 92343V104 475 12,416 SH Y 12,416 WABASH NATL CORP Common Stock 929566107 309 29,860 SH Y 29,860 WAL-MART STORES INC Common Stock 931142103 366 5,980 SH Y 5,980 WELLPOINT INC Common Stock 94973V107 414 5,610 SH Y 5,610 WESTAMERICA BANCORP Common Stock 957090103 265 5,520 SH Y 5,520 WHITING PETROLEUM CORPORATION Common Stock 966387102 274 5,040 SH Y 5,040 WILLIAMS COMPANIES INC Common Stock 969457100 249 8,080 SH Y 8,080 WISDOMTREE INTL SMALLCAP DIVIDEND Common Stock 97717W760 1,319 26,621 SH Y 26,621 ZAGG INC Common Stock 98884U108 326 30,670 SH Y 30,670