0001398344-13-002446.txt : 20130514 0001398344-13-002446.hdr.sgml : 20130514 20130514165847 ACCESSION NUMBER: 0001398344-13-002446 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20130331 FILED AS OF DATE: 20130514 DATE AS OF CHANGE: 20130514 EFFECTIVENESS DATE: 20130514 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: 13842421 BUSINESS ADDRESS: STREET 1: 301 BATTERY STREET STREET 2: 2ND FLOOR CITY: SAN FRANCISCO STATE: CA ZIP: 94111 BUSINESS PHONE: 415-986-1110 MAIL ADDRESS: STREET 1: 301 BATTERY STREET STREET 2: 2ND FLOOR CITY: SAN FRANCISCO STATE: CA ZIP: 94111 13F-HR 1 fp0007225_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, 2013 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: Jerry Luff Title: Chief Compliance Officer Phone: 415-986-1110 Signature, Place, and Date of Signing: /s/ Jerry Luff San Francisco, CA May 13, 2013 --------------- ----------------- ------------ [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: 204 ----------- Form 13F Information Table Value Total: $ 429,542 ----------- (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 ------------------------------------- ----------- --------- ----------- ----------- --- ---- ---------- -------- ---- ------ ------- ACCURAY INC DEL COM Stock 04397105 46 10,000 SH Y 10,000 AGCO CORP NOTE 1.250%12/15/36 Convertible 001084AM4 26 20,000 SH Y 20,000 ALBEMARLE CORP Stock 012653101 283 4,520 SH Y 4,520 ALLSCRIPTS HEALTHCARE Stock 01988P108 367 27,000 SH Y 27,000 AMARIN CORP PLC SPONSORED ADR NEW ADR 023111206 658 88,800 SH Y 88,800 AMER INTL GROUP INC Stock 026874784 864 22,250 SH Y 22,250 AMERICAN EAGLE OUTFITTERS Stock 02553E106 299 16,000 SH Y 16,000 AMERICAN EXPRESS CO Stock 025816109 251 3,720 SH Y 3,720 ANADARKO PETE CORP Stock 032511107 910 10,401 SH Y 10,401 APPLE COMPUTER, INC. Stock 037833100 5,357 12,103 SH Y 12,103 APPLIED MATERIALS INC Stock 038222105 786 58,335 SH Y 58,335 AT&T INC COM Stock 00206R102 972 26,481 SH Y 26,481 ATMEL CORP Stock 049513104 251 36,000 SH Y 36,000 AUTODESK INC Stock 052769106 2,094 50,770 SH Y 50,770 AVAGO TECHNOLOGIES LTD Stock Y0486S104 3,871 107,830 SH Y 107,830 BANK NEW YORK MELLON CORP COM Stock 064058100 615 21,988 SH Y 21,988 BANK OF AMERICA CORP Stock 060505104 1,394 114,472 SH Y 114,472 BEST BUY INC Stock 086516101 2,446 110,440 SH Y 110,440 BLOUNT INTL INC Stock 095180105 312 23,355 SH Y 23,355 BROADCOM CORP CL A Stock 111320107 2,879 83,010 SH Y 83,010 C B RICHARD ELLIS GROUP Stock 12504L109 3,049 120,750 SH Y 120,750 CABELAS INC Stock 126804301 393 6,465 SH Y 6,465 CALIX INC COM Stock 13100M509 342 41,975 SH Y 41,975 CAMERON INTL CORP Stock 13342B105 3,494 53,590 SH Y 53,590 CANADIAN NATURAL RESOURCES LTD Stock 136385101 2,090 65,038 SH Y 65,038 CATAMARAN CORP COM NPV ISIN #CA1488871023 SEDOL #B8J4N87 Stock 148887102 270 5,100 SH Y 5,100 CATERPILLAR INC Stock 149123101 786 9,042 SH Y 9,042 CELGENE CORP Stock 151020104 3,084 26,610 SH Y 26,610 CHARLES RIVER LABS HLDG Stock 159864107 268 6,060 SH Y 6,060 CHESAPEAKE ENERGY CORPORATION Stock 165167107 263 12,900 SH Y 12,900 CHEVRON CORP Stock 166764100 1,011 8,511 SH Y 8,511 CHICAGO BRIDGE & IRON CO NV SHS ADR 167250109 466 7,500 SH Y 7,500 CISCO SYS INC Stock 17275R102 1,017 48,649 SH Y 48,649 CITRIX SYSTEMS INC Stock 177376100 341 4,730 SH Y 4,730 CITY NATIONAL CORP Stock 178566105 1,197 20,324 SH Y 20,324 COACH INC Stock 189754104 378 7,560 SH Y 7,560 COMMERCE BANCSHARES INC Stock 200525103 204 5,000 SH Y 5,000 CONTINENTAL RES INC OKLA COM Stock 212015101 3,288 37,825 SH Y 37,825 CORPORATE EXECUTIVE BRD CO Stock 21988R102 341 5,870 SH Y 5,870 COSTCO WHOLESALE CORP Stock 22160K105 341 3,214 SH Y 3,214 CROCS INC Stock 227046109 330 22,300 SH Y 22,300 CURRENCYSHARESCDN DLR TR CDN DOLLARS SHS ETF 23129X105 220 2,250 SH Y 2,250 DREYFUS MUN INCOME INC CEF 26201R102 124 12,000 SH Y 12,000 EAGLE MATERIALS INC Stock 26969P108 1,781 26,730 SH Y 26,730 EMCORE CORP Stock 290846203 279 47,940 SH Y 47,940 EMERSON ELECTRIC CO Stock 291011104 249 4,460 SH Y 4,460 ENERGY SELECT SECTOR SPDR ETF 81369Y506 371 4,682 SH Y 4,682 EOG RESOURCES INC Stock 26875P101 430 3,360 SH Y 3,360 ERICSSON LM TEL CO ADR ADR 294821608 2,179 172,910 SH Y 172,910 ETFS GOLD TRUST ETF ETF 26922Y105 11,294 71,722 SH Y 71,722 ETFS SILVER TR SILVER SHS ETF ETF 26922X107 3,653 130,140 SH Y 130,140 FIFTH THIRD BANCORP Stock 316773100 389 23,850 SH Y 23,850 FINANCIAL SELECT SECTOR SPDR ETF 81369Y605 257 14,125 SH Y 14,125 FINISAR CORP Stock 31787A507 351 26,600 SH Y 26,600 FIRST TR EXCHANGE TRADED FD VI NASD TECH DIV ETF 33738R118 2,759 129,215 SH Y 129,215 FIRST TR LARGE CAP CORE ALPHADEX FD COMSHS ETF 33734K109 8,622 251,811 SH Y 251,811 FIRST TR LARGE CAP VALUE OPPORTUNITIES ALPHADEX FD COM SHS ETF 33735J101 3,692 109,143 SH Y 109,143 FIRST TR MID CAP CORE ALPHADEX FD ETF 33735B108 6,468 153,418 SH Y 153,418 FIRST TR SMALL CAP CORE ALPHADEX FD COMSHS ETF 33734Y109 241 6,350 SH Y 6,350 FLUOR CORP (NEW) COM Stock 343412102 4,150 62,565 SH Y 62,565 FORD MOTOR COMPANY Stock 345370860 3,446 262,071 SH Y 262,071 FORTINET INC COMUSD0.001 Stock 34959E109 463 19,570 SH Y 19,570 FRANCESCAS HOLDINGS CORP Stock 351793104 201 7,000 SH Y 7,000 FUSION-IO INC Stock 36112J107 1,785 109,060 SH Y 109,060 GENERAL ELECTRIC CO Stock 369604103 1,325 57,326 SH Y 57,326 GENERAL MOTORS CORP Stock 37045V100 1,009 36,263 SH Y 36,263 GENWORTH FINL INC COM CL A Stock 37247D106 280 28,000 SH Y 28,000 GNC HOLDINGS INC Stock 36191G107 385 9,800 SH Y 9,800 GOLDMAN SACHS GROUP INC Stock 38141G104 3,161 21,482 SH Y 21,482 GOOGLE INC Stock 38259P508 3,166 3,986 SH Y 3,986 GRACO INC Stock 384109104 322 5,550 SH Y 5,550 GRAINGER W W INC Stock 384802104 2,849 12,661 SH Y 12,661 HALCON RESOURCES CORPORATION Stock 40537Q209 499 64,000 SH Y 64,000 HALLIBURTON CO Stock 406216101 388 9,610 SH Y 9,610 HEALTH CARE SELECT SECTOR SPDR ETF 81369Y209 208 4,528 SH Y 4,528 HELIX ENERGY SOLUTION GP Stock 42330P107 243 10,600 SH Y 10,600 HERTZ GLOBAL HOLDINGS Stock 42805T105 3,010 135,220 SH Y 135,220 IGATE CORP Stock 45169U105 469 24,890 SH Y 24,890 IMPERVA INC COM USD0.0001 Stock 45321L100 488 12,670 SH Y 12,670 INDUSTRIAL SELECT SECTOR SPDR ETF 81369Y704 305 7,313 SH Y 7,313 INGERSOLL-RAND PLC Stock G47791101 2,788 50,690 SH Y 50,690 INTEL Stock 458140100 289 13,217 SH Y 13,217 ISHARES 1-3 YR CREDIT BOND ETF ETF 464288646 14,984 141,976 SH Y 141,976 ISHARES AGGREGATE BOND ETF ETF 464287226 1,478 13,349 SH Y 13,349 ISHARES COHEN & STEERS RLTY ETF 464287564 1,714 20,788 SH Y 20,788 ISHARES DJ US BASIC MATERIALS ETF 464287838 2,862 40,727 SH Y 40,727 ISHARES FTSE CHINA ETF ETF 464287184 277 7,500 SH Y 7,500 ISHARES IBOXX CORPORATE BOND ETF ETF 464287242 4,125 34,404 SH Y 34,404 ISHARES IBOXX HIGH YIELD CORPORATE BD ETF 464288513 3,203 33,951 SH Y 33,951 ISHARES INTERMEDIATE CREDIT BOND ETF ETF 464288638 461 4,150 SH Y 4,150 ISHARES JPMORGAN USD EMERGING MKTS BDFD ETF ETF 464288281 1,826 15,525 SH Y 15,525 ISHARES MSCI EAFE ETF ETF 464287465 24,933 422,734 SH Y 422,734 ISHARES MSCI EAFE SMALL CAP ETF ETF 464288273 902 20,520 SH Y 20,520 ISHARES MSCI EMERGING MARKETS ETF ETF 464287234 205 4,800 SH Y 4,800 ISHARES MSCI FLOATING RATE NOT E FUNDING ETF ETF 46429B655 3,157 62,302 SH Y 62,302 ISHARES RUSSELL 1000 VALUE ETF ETF 464287598 12,101 149,084 SH Y 149,084 ISHARES RUSSELL 2000 ETF ETF 464287655 9,353 99,049 SH Y 99,049 ISHARES RUSSELL 2000 GROWTH INDEX ETF 464287648 5,555 51,610 SH Y 51,610 ISHARES RUSSELL 2000 VALUE ETF 464287630 740 8,831 SH Y 8,831 ISHARES S&P 500 INDEX ETF ETF 464287200 7,295 46,357 SH Y 46,357 ISHARES S&P MIDCAP 400 VALUE ETF ETF 464287705 2,360 23,390 SH Y 23,390 ISHARES SILVER TRUST ETF ETF 46428Q109 799 29,140 SH Y 29,140 ISHARES TIPS BOND ETF ETF 464287176 243 2,000 SH Y 2,000 ISHARES TR RUSSELL MIDCAP INDEX FD ETF 464287499 218 1,710 SH Y 1,710 ISHARES TRUST RUSSELL 3000 INDEX FD ETF 464287689 363 3,884 SH Y 3,884 IXIA Stock 45071R109 294 13,600 SH Y 13,600 J.C. PENNEY COMPANY, INC. Stock 708160106 340 22,500 SH Y 22,500 JA SOLAR HOLDINGS CO LTD 4.50000% 05/15/2013JA SOLAR HOLDINGS CO LTD Convertible 466090AA5 26 27,000 SH Y 27,000 JABIL CIRCUIT INC Stock 466313103 240 13,000 SH Y 13,000 JOHNSON & JOHNSON Stock 478160104 916 11,241 SH Y 11,241 JUNIPER NETWORKS INC Stock 48203R104 241 13,000 SH Y 13,000 KBW REGIONAL BANKINGETF ETF 78464A698 2,074 65,255 SH Y 65,255 KRONOS WORLDWIDE INC Stock 50105F105 250 16,000 SH Y 16,000 LAM RESEARCH CORP Stock 512807108 264 6,377 SH Y 6,377 LEUCADIA NATL CORP Stock 527288104 287 10,453 SH Y 10,453 LEVEL 3 COMMUNICATIONS INC Stock 52729N308 248 12,233 SH Y 12,233 LINCOLN NATIONAL CORP IND Stock 534187109 2,998 91,930 SH Y 91,930 LINKEDIN CORPORATION Stock 53578A108 474 2,692 SH Y 2,692 MARSH & MCLENNAN COS Stock 571748102 223 5,860 SH Y 5,860 MARVELL TECHNOLOGY GROUP LTD Stock G5876H105 264 25,000 SH Y 25,000 MATERIALS SELECT SECTOR SPDR ETF 81369Y100 5,116 130,583 SH Y 130,583 MCDERMOTT INTL INC Stock 580037109 3,022 275,015 SH Y 275,015 MERCK & CO INC Stock 58933Y105 3,985 90,149 SH Y 90,149 METROPCS COMMUNICATIONS INC Stock 591708102 300 27,500 SH Y 27,500 MICROSOFT Stock 594918104 1,170 40,911 SH Y 40,911 MONSANTO CO Stock 61166W101 3,016 28,553 SH Y 28,553 MORGAN STANLEY Stock 617446448 921 41,910 SH Y 41,910 NATIONAL OILWELL VARCO INC Stock 637071101 4,103 58,000 SH Y 58,000 NUCOR CORP Stock 670346105 583 12,624 SH Y 12,624 NUVEEN TEX QUALITY MUN INCOME FD CEF 670983105 515 32,860 SH Y 32,860 NVIDIA CORP Stock 67066G104 353 27,500 SH Y 27,500 O S I SYSTEMS INC Stock 671044105 539 8,655 SH Y 8,655 OMNICARE INC Stock 681904108 2,726 66,936 SH Y 66,936 ORACLE CORPORATION Stock 68389X105 2,516 77,826 SH Y 77,826 PALO ALTO NETWORKS INC COM Stock 697435105 283 5,000 SH Y 5,000 PANDORA MEDIA INC Stock 698354107 397 28,031 SH Y 28,031 PENN VA CORP Stock 707882106 239 59,050 SH Y 59,050 PIMCO ETF TR 0-5 YR HIGH YIELD CORP BD INDEX FD ETF 72201R783 3,536 33,818 SH Y 33,818 PIMCO TOTAL RETURN ETF ETF 72201R775 7,358 67,028 SH Y 67,028 POTASH CORP SASK INC Stock 73755L107 340 8,651 SH Y 8,651 POWERSHARES DWA TECHNICAL LEADERS PORTFOLIO ETF 73935X153 2,754 89,061 SH Y 89,061 POWERSHARES ETF SENIOR LOAN PORT NYSE ARCA INC ETF 73936Q769 2,784 110,930 SH Y 110,930 POWERSHARES HY DIVIDEND ACHIEVERS ETF 73935X302 1,515 143,353 SH Y 143,353 POWERSHARES INTERNATIONAL CORP BOND ETF ETF 73936Q835 547 19,160 SH Y 19,160 POWERSHARES QQQ TR ETF 73935A104 4,407 63,891 SH Y 63,891 POWERSHARES SP500 LOW VOLATILITY ETF ETF 73937B779 2,972 95,613 SH Y 95,613 PRAXAIR INC Stock 74005P104 241 2,162 SH Y 2,162 PROCERA NETWORK INC COM Stock 74269U203 372 31,310 SH Y 31,310 PROOFPOINT INC Stock 743424103 270 16,000 SH Y 16,000 QUALCOMM INC Stock 747525103 3,399 50,773 SH Y 50,773 REGIONS FINANCIAL CORP NEW Stock 7591EP100 2,579 314,855 SH Y 314,855 RENTECH INC Stock 760112102 284 120,860 SH Y 120,860 RESPONSYS INC COM Stock 761248103 421 47,600 SH Y 47,600 ROYAL CARRIBBEAN CRUISES LTD Stock V7780T103 3,119 93,891 SH Y 93,891 RYDER SYSTEM INC Stock 783549108 2,886 48,300 SH Y 48,300 RYDEX RUSSELL TOP 50 ETF ETF 78355W205 1,482 13,322 SH Y 13,322 S & P MID CAP 400 DEP RCPTS MID CAP ETF 78467Y107 11,065 52,763 SH Y 52,763 SAFEWAY INC Stock 786514208 338 12,842 SH Y 12,842 SANDISK CORP Stock 80004C101 345 6,270 SH Y 6,270 SCHLUMBERGER LTD Stock 806857108 949 12,672 SH Y 12,672 SODASTREAM INTERNATIONAL LTD USD SHS Stock M9068E105 305 6,150 SH Y 6,150 SOLAZYME INC Stock 83415T101 273 35,000 SH Y 35,000 SOTHEBYS HOLDINGS INC Stock 835898107 374 10,000 SH Y 10,000 SPDR BARCLAYS CAPITAL CONV BOND ETF 78464A359 6,414 151,301 SH Y 151,301 SPDR GOLD ETF ETF 78463V107 1,255 8,123 SH Y 8,123 SPDR SER TR S&P DIVID ETF ETF 78464A763 9,183 139,162 SH Y 139,162 SPDR SERIES TRUST SPDR BARCLAYS CAP EMERGING MKT LOCAL ETF ETF 78464A391 839 25,950 SH Y 25,950 SPIRIT AEROSYSTEMS HOLDINGS INC CL A Stock 848574109 218 11,500 SH Y 11,500 SPROTT PHYSICAL GOLDT TRUST CEF 85207H104 5,228 386,365 SH Y 386,365 STIFEL FINANCIAL CP Stock 860630102 1,009 29,106 SH Y 29,106 SUNTECH POWER HOLDINGS CO SERIES CONVERTIBLE 3% 03/15/2013 Convertible 86800CAE4 9 32,000 SH Y 32,000 SUNTRUST BANKS INC Stock 867914103 1,033 35,853 SH Y 35,853 TECHNOLOGY SELECT SECTOR SPDR ETF 81369Y803 1,090 36,013 SH Y 36,013 TEMPUR PEDIC INTL INC Stock 88023U101 416 8,380 SH Y 8,380 TENARIS SA SPONSORED ADR ADR 88031M109 245 6,000 SH Y 6,000 TERADYNE INC Stock 880770102 308 19,000 SH Y 19,000 TEVA PHARMACEUTICAL INDS LTD ADR ADR 881624209 2,081 52,454 SH Y 52,454 TEXTRON INC Stock 883203101 934 31,320 SH Y 31,320 TILLY'S INC Stock 886885102 309 24,326 SH Y 24,326 TITAN INTL INC Stock 88830M102 301 14,280 SH Y 14,280 TRANSOCEAN INC NEW F Stock H8817H100 458 8,810 SH Y 8,810 TRONOX LTD ORD REG Stock Q9235V101 462 23,315 SH Y 23,315 UNITED COMMUNITY BANKS INC BLAIRSVILLE GA Stock 90984P303 186 16,440 SH Y 16,440 UNITED RENTALS INC Stock 911363109 280 5,100 SH Y 5,100 UNITED STATES STL CORP Stock 912909108 257 13,200 SH Y 13,200 UNITED TECHNOLOGIES CORP Stock 913017109 3,156 33,784 SH Y 33,784 VANGUARD FTSE ALL-WORLD EX-US ETF 922042775 12,120 261,423 SH Y 261,423 VANGUARD INTL EQUITY INDE FUNDS FTSE ALL WORLD EX USA ETF ETF 922042718 1,229 13,008 SH Y 13,008 VANGUARD INTL EQUITY INDEX FDS TOTAL WORLD STK INDEX FD ETF ETF 922042742 941 17,990 SH Y 17,990 VANGUARD REIT INDEX ETF 922908553 747 10,590 SH Y 10,590 VANGUARD SHORT TERM BOND ETF 921937827 4,545 56,114 SH Y 56,114 VANGUARD SHORT TERM CORP BOND FD ETF ETF 92206C409 5,777 71,911 SH Y 71,911 VANGUARD SMALL CAP ETF ETF 922908751 3,108 34,093 SH Y 34,093 VANGUARD SMALL CAP VALUE ETF ETF 922908611 6,397 77,872 SH Y 77,872 VANGUARD TOTAL BOND MARKET ETF 921937835 15,119 180,762 SH Y 180,762 VANGUARD TOTAL STK MKT ETF 922908769 19,532 241,257 SH Y 241,257 VERIFONE HOLDING Stock 92342Y109 238 11,500 SH Y 11,500 VERISIGN INC SDCV 3.250% 8/15/37 Convertible 92343EAD4 30 20,000 SH Y 20,000 WABASH NATL CORP Stock 929566107 645 63,475 SH Y 63,475 WALGREEN COMPANY Stock 931422109 2,922 61,280 SH Y 61,280 WALT DISNEY CO Stock 254687106 4,539 79,918 SH Y 79,918 WEATHERFORD BERMUDA Stock H27013103 243 20,000 SH Y 20,000 WHITING PETROLEUM CORPORATION Stock 966387102 217 4,270 SH Y 4,270 XEROX CORP Stock 984121103 301 35,000 SH Y 35,000