0001398344-12-002614.txt : 20120814 0001398344-12-002614.hdr.sgml : 20120814 20120814090602 ACCESSION NUMBER: 0001398344-12-002614 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20120630 FILED AS OF DATE: 20120814 DATE AS OF CHANGE: 20120814 EFFECTIVENESS DATE: 20120814 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: 121029739 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 fp0005290_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, 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 August 7, 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: 124 ----------- Form 13F Information Table Value Total: $ 185,522 ----------- (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 ---------------------------- ------------ --------- ----------- ----------- --- ---- ---------- -------- ---- ------ ------- AARON RENTS INC Common Stock 0BDJ7OLWV 201 7,095 SH Y 7,095 ABAXIS INC Common Stock 000256710 311 8,400 SH Y 8,400 ABBOTT LABORATORIES Common Stock 000282410 458 7,099 SH Y 7,099 AGCO CORP NOTE 1.250%12/15/36 Common Stock 001084AM4 25 20,000 SH Y 20,000 AGRIUM INC Common Stock 008916108 252 2,850 SH Y 2,850 ALBEMARLE CORP Common Stock 012653101 297 4,960 SH Y 4,960 AMPHENOL CORP CL A Common Stock 032095101 278 5,055 SH Y 5,055 ANSYS INC Common Stock 03662Q105 263 4,175 SH Y 4,175 APPLE COMPUTER, INC. Common Stock 037833100 1,406 2,407 SH PUT Y 2,407 CELGENE CORP Common Stock 151020104 214 3,330 SH Y 3,330 CF INDUSTRIES HOLDINGS INC Common Stock 125269100 262 1,350 SH Y 1,350 CHEVRON CORP Common Stock 166764100 486 4,608 SH Y 4,608 CHICAGO BRIDGE & IRON CO NV SHS Common Stock 167250109 285 7,500 SH Y 7,500 CHUBB CORP Common Stock 171232101 271 3,720 SH Y 3,720 CITY NATIONAL CORP Common Stock 178566105 987 20,324 SH Y 20,324 COHEN & STEERS INC Common Stock 19247A100 338 9,780 SH Y 9,780 CORELOGIC INC COM USD0.00001 Common Stock 21871D103 326 17,790 SH Y 17,790 CORPORATE EXECUTIVE BRD CO Common Stock 21988R102 289 7,060 SH Y 7,060 COSTCO WHOLESALE CORP Common Stock 22160K105 752 7,914 SH Y 7,914 DEUTCHSE TELEKOM AG-REG ORD SH ARES Common Stock 0D2035M13 146 13,321 SH Y 13,321 DEVON ENERGY CORP Common Stock 25179M103 321 5,530 SH Y 5,530 DU PONT E I DE NEMOURS & CO Common Stock 263534109 339 6,701 SH Y 6,701 ELECTRONICS ARTS Common Stock 285512109 194 15,698 SH Y 15,698 ETFS GOLD TRUST ETF Common Stock 26922Y105 9,634 60,902 SH Y 60,902 ETFS SILVER TR SILVER SHS ETF Common Stock 26922X107 3,287 120,675 SH Y 120,675 F5 NETWORKS INC Common Stock 315616102 299 3,000 SH Y 3,000 FIFTH THIRD BANCORP Common Stock 316773100 320 23,850 SH Y 23,850 FIRST TR LARGE CAP CORE ALPHADEX FD COMSHS Common Stock 33734K109 7,941 278,825 SH Y 278,825 FIRST TR LARGE CAP VALUE OPPORTUNITIES ALPHADEX FD COM SHS Common Stock 33735J101 5,644 203,252 SH Y 203,252 FIRST TR MID CAP CORE ALPHADEX FD Common Stock 33735B108 6,683 194,884 SH Y 194,884 FORD MOTOR COMPANY Common Stock 345370860 431 44,970 SH Y 44,970 GENCO SHIPPING SR NT CV 5%15 Common Stock 36869MAA3 26 60,000 SH Y 60,000 GENERAL ELECTRIC CO Common Stock 369604103 441 21,173 SH Y 21,173 GRACO INC Common Stock 384109104 295 6,400 SH Y 6,400 GULFPORT ENERGY CORP Common Stock 402635304 227 11,000 SH Y 11,000 HIBBETT SPORTING GOODS Common Stock 428567101 201 3,485 SH Y 3,485 HOME DEPOT Common Stock 437076102 266 5,021 SH Y 5,021 IGATE CORP Common Stock 45169U105 285 16,750 SH Y 16,750 INTEL Common Stock 458140100 346 13,000 SH Y 13,000 INTL BUSINESS MACHINES Common Stock 459200101 298 1,525 SH Y 1,525 IPATH S&P GSCI TOTAL RETURN INDEX ETN Mutual Fund 06738C794 1,104 35,880 SH Y 35,880 ISHARES 1-3 YR CREDIT BOND ETF Common Stock 464288646 17,006 162,407 SH Y 162,407 ISHARES AGGREGATE BOND ETF Common Stock 464287226 1,183 10,627 SH Y 10,627 ISHARES COHEN & STEERS RLTY Common Stock 464287564 2,196 27,925 SH Y 27,925 ISHARES DJ SELECT DIVIDEND ETF Common Stock 464287168 2,439 43,408 SH Y 43,408 ISHARES GLOBAL HEALTHCARE SECTOR INDEX Common Stock 464287325 2,400 39,933 SH Y 39,933 ISHARES IBOXX CORPORATE BOND ETF Common Stock 464287242 10,600 90,139 SH Y 90,139 ISHARES IBOXX HIGH YIELD CORPORATE BD Mutual Fund 464288513 273 2,990 SH Y 2,990 ISHARES INTERMEDIATE CREDIT BOND ETF Common Stock 464288638 509 4,652 SH Y 4,652 ISHARES JPMORGAN USD EMERGING MKTS BDFD ETF Common Stock 464288281 2,054 17,901 SH Y 17,901 ISHARES MSCI EAFE SMALL CAP ETF Common Stock 464288273 979 27,093 SH Y 27,093 ISHARES RUSSELL 1000 VALUE ETF Mutual Fund 464287598 6,310 91,994 SH Y 91,994 ISHARES RUSSELL 2000 VALUE Mutual Fund 464287630 621 8,769 SH Y 8,769 ISHARES S&P 500 INDEX ETF Common Stock 464287200 274 2,000 SH Y 2,000 ISHARES S&P U.S. PREFERRED STOCK ETF Common Stock 464288687 2,380 60,989 SH Y 60,989 ISHARES SILVER TRUST ETF Mutual Fund 46428Q109 1,296 48,620 SH Y 48,620 ISHARES TIPS BOND ETF Mutual Fund 464287176 6,287 52,526 SH Y 52,526 JA SOLAR HOLDINGS CO LTD 4.50000% 05/15/2013JA SOLAR HOLDINGS CO LTD Common Stock 466090AA5 25 27,000 SH Y 27,000 JOHNSON & JOHNSON Common Stock 478160104 435 6,445 SH Y 6,445 LINKEDIN CORPORATION Common Stock 53578A108 286 2,692 SH Y 2,692 LORILLARD INC Common Stock 544147101 222 1,685 SH Y 1,685 MASCO CORP Common Stock 574599106 224 16,160 SH Y 16,160 MEDIDATA SOLUTIONS INC. Common Stock 58471A105 419 12,840 SH Y 12,840 METROPOLITAN HEALTH NETWORKS INC Common Stock 592142103 323 33,760 SH Y 33,760 MICROSOFT Common Stock 594918104 397 12,966 SH Y 12,966 MONSANTO CO Common Stock 61166W101 339 4,100 SH Y 4,100 NATIONAL OILWELL VARCO INC Common Stock 637071101 215 3,340 SH Y 3,340 NATIONAL RESEARCH CORP Common Stock 637372103 478 9,134 SH Y 9,134 NUVEEN INSURED MUNICIPAL OPPORTUNITY FUND INC Mutual Fund 670984103 232 15,400 SH Y 15,400 NUVEEN SELECT MAT MUN FD SH BEN INT Common Stock 67061T101 270 24,700 SH Y 24,700 NUVEEN TEX QUALITY MUN INCOME FD Common Stock 670983105 549 32,860 SH Y 32,860 NVE CORP Common Stock 629445206 213 3,963 SH Y 3,963 OCZ TECHNOLOGY GROUPINC COM Common Stock 67086E303 469 88,690 SH Y 88,690 ORACLE CORPORATION Common Stock 68389X105 314 10,581 SH Y 10,581 PANDORA MEDIA INC COM USD0.0001 Common Stock 698354107 154 14,145 SH Y 14,145 PDC ENERGY INC-COMMON STOCKS-COMMON STOCK DOMESTIC-OIL GAS & CONSUMABLE FUE Common Stock 69327R101 303 12,340 SH Y 12,340 PEPSICO INC Common Stock 713448108 661 9,361 SH Y 9,361 PIMCO ENHANCED SHORT MAT STR FUND ETF Common Stock 72201R833 6,824 67,500 SH Y 67,500 PIMCO ETF TR 0-5 YR HIGH YIELD CORP BD INDEX FD Common Stock 72201R783 313 3,130 SH Y 3,130 PIONEER NATURAL RESOURCES CO Common Stock 723787107 265 3,000 SH Y 3,000 PLAINS EXPLORATION & PRODS Common Stock 726505100 298 8,480 SH Y 8,480 POOL CORPORATION Common Stock 73278L105 245 6,045 SH Y 6,045 POWERSHARES DWA EMERGING MARKETS Common Stock 73936Q207 801 47,121 SH Y 47,121 POWERSHARES HY DIVIDEND ACHIEVERS Common Stock 73935X302 2,020 215,342 SH Y 215,342 POWERSHARES SP500 LOW VOLATILITY ETF Common Stock 73937B779 1,955 70,879 SH Y 70,879 PRAXAIR INC Common Stock 74005P104 235 2,162 SH Y 2,162 PRICESMART INC Common Stock 741511109 239 3,535 SH Y 3,535 PROSHARES TR SHORT QQQ PROSHARES Common Stock 74347R602 532 20,000 SH Y 20,000 PROSHARES TR SHORT S&P 500 PROSHARES Mutual Fund 74347R503 1,550 42,500 SH Y 42,500 RENTECH INC Common Stock 760112102 27 13,310 SH Y 13,310 RESPONSYS INC COM Common Stock 761248103 182 15,000 SH Y 15,000 RYDEX RUSSELL TOP 50 ETF Common Stock 78355W205 2,222 22,104 SH Y 22,104 SANDISK CORP SR NT CV 1.00000% 05/15/2013 Common Stock 80004CAC5 18 18,000 SH Y 18,000 SCHLUMBERGER LTD Common Stock 806857108 338 5,205 SH Y 5,205 SIGMA-ALDRICH CORP Common Stock 826552101 264 3,575 SH Y 3,575 SPDR BARCLAYS CAPITAL CONV BOND Common Stock 78464A359 4,620 123,014 SH Y 123,014 SPDR BARCLAYS CAPITAL INTL TREASURY BOND ETF Common Stock 78464A516 2,878 48,681 SH Y 48,681 SPDR GOLD ETF Mutual Fund 78463V107 1,616 10,410 SH Y 10,410 SPDR INTERNATIONAL GOVERNMENT TIPS ETF Common Stock 78464A490 244 4,152 SH Y 4,152 SPDR S&P HOMEBUILDERETF Common Stock 78464A888 235 11,000 SH Y 11,000 SPDR SER TR LEHMAN SHORT TERM INTL TREAS BD ETF Common Stock 78464A334 486 13,640 SH Y 13,640 SPDR SER TR S&P DIVID ETF Common Stock 78464A763 2,813 50,547 SH Y 50,547 SPROTT PHYSICAL GOLDT TRUST Common Stock 85207H104 6,514 472,355 SH Y 472,355 STERICYCLE INC Common Stock 858912108 257 2,800 SH Y 2,800 SUNTECH POWER HOLDINGS CO SERIES CONVERTIBLE 3% 03/15/2013 Common Stock 86800CAE4 22 32,000 SH Y 32,000 T ROWE PRICE GROUP INC Common Stock 74144T108 272 4,327 SH Y 4,327 TECHNE CORP Common Stock 878377100 332 4,475 SH Y 4,475 TERADYNE INC Common Stock 880770102 169 12,000 SH Y 12,000 THERMO FISHER SCIENTIFIC Common Stock 883556102 208 4,000 SH Y 4,000 UNITED PARCEL SERVICE INC Common Stock 911312106 257 3,258 SH Y 3,258 UNITEDHEALTH GROUP Common Stock 91324P102 325 5,550 SH Y 5,550 VAN KAMPEN MERRIT TR INSD MUNS Common Stock 46131L108 192 13,000 SH Y 13,000 VANGUARD FTSE ALL-WORLD EX-US Common Stock 922042775 2,803 68,410 SH Y 68,410 VANGUARD INTL EQUITY INDEX FDS TOTAL WORLD STK INDEX FD ETF Common Stock 922042742 300 6,575 SH Y 6,575 VANGUARD REIT INDEX Common Stock 922908553 693 10,590 SH Y 10,590 VANGUARD SHORT TERM BOND Common Stock 921937827 14,556 179,411 SH Y 179,411 VANGUARD SMALL CAP ETF Common Stock 922908751 2,716 35,717 SH Y 35,717 VANGUARD SMALL CAP VALUE ETF Common Stock 922908611 3,917 57,434 SH Y 57,434 VANGUARD TOTAL BOND MARKET Common Stock 921937835 1,281 15,176 SH Y 15,176 VANGUARD TOTAL STK MKT Common Stock 922908769 8,565 122,886 SH Y 122,886 VERISIGN INC SDCV 3.250% 8/15/37 Common Stock 92343EAD4 28 20,000 SH Y 20,000 VISA INC Common Stock 92826C839 284 2,295 SH Y 2,295 WALT DISNEY CO Common Stock 254687106 426 8,780 SH Y 8,780 WELLS FARGO & CO Common Stock 949746101 429 12,830 SH Y 12,830