0001398344-12-003511.txt : 20121113 0001398344-12-003511.hdr.sgml : 20121112 20121113153644 ACCESSION NUMBER: 0001398344-12-003511 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20120930 FILED AS OF DATE: 20121113 DATE AS OF CHANGE: 20121113 EFFECTIVENESS DATE: 20121113 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: 121198546 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 fp0005820_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, 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: Jerry Luff Title: Chief Compliance Officer Phone: 202-275-0089 Signature, Place, and Date of Signing: /s/ Jerry Luff San Francisco, CA November 14, 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: 157 ----------- Form 13F Information Table Value Total: $ 416,230 ----------- (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 499 7,279 SH Y 7,279 ACME PACKET INC COM Common Stock 004764106 226 13,193 SH Y 13,193 AGCO CORP NOTE 1.250%12/15/36 Common Stock 001084AM4 25 20,000 SH Y 20,000 AKORN INCCOM Common Stock 009728106 265 20,040 SH Y 20,040 ALBEMARLE CORP Common Stock 012653101 237 4,490 SH Y 4,490 AMARIN CORP PLC SPONSORED ADR NEW Common Stock 023111206 7,556 600,900 SH Y 600,900 AMER INTL GROUP INC Common Stock 026874784 5,600 170,770 SH Y 170,770 AMERICAN EXPRESS CO Common Stock 025816109 736 12,940 SH Y 12,940 AMPHENOL CORP CL A Common Stock 032095101 5,286 89,780 SH Y 89,780 ANADARKO PETE CORP Common Stock 032511107 469 6,710 SH Y 6,710 APACHE CORP Common Stock 037411105 518 5,995 SH Y 5,995 AUTODESK INC Common Stock 052769106 390 11,707 SH Y 11,707 BANK NEW YORK MELLON CORP COM Common Stock 064058100 554 24,470 SH Y 24,470 BANK OF AMERICA CORP Common Stock 060505104 6,324 716,219 SH Y 716,219 BB&T CORP Common Stock 054937107 262 7,900 SH Y 7,900 BROADCOM CORP CL A Common Stock 111320107 6,375 184,406 SH Y 184,406 CAVIUM NETWORKS INC Common Stock 14964U108 4,831 145,040 SH Y 145,040 CENTURYLINK INC Common Stock 156700106 248 6,129 SH Y 6,129 CHEVRON CORP Common Stock 166764100 727 6,234 SH Y 6,234 CHICAGO BRIDGE & IRON CO NV SHS Common Stock 167250109 286 7,500 SH Y 7,500 CISCO SYS INC Common Stock 17275R102 667 34,950 SH Y 34,950 CITRIX SYSTEMS INC Common Stock 177376100 5,335 69,710 SH Y 69,710 CITY NATIONAL CORP Common Stock 178566105 1,047 20,324 SH Y 20,324 COINSTAR INC Common Stock 19259P300 233 5,180 SH Y 5,180 COLGATE-PALMOLIVE CO Common Stock 194162103 664 6,193 SH Y 6,193 COMERICA INC Common Stock 200340107 5,328 171,590 SH Y 171,590 CORELOGIC INC COM USD0.00001 Common Stock 21871D103 225 8,480 SH Y 8,480 CORNING INC COM Common Stock 219350105 5,927 450,740 SH Y 450,740 CORPORATE EXECUTIVE BRD CO Common Stock 21988R102 346 6,450 SH Y 6,450 COSTCO WHOLESALE CORP Common Stock 22160K105 322 3,214 SH Y 3,214 CROCS INC Common Stock 227046109 590 36,390 SH Y 36,390 DIAMOND OFFSHR DRILLING Common Stock 25271C102 5,479 83,260 SH Y 83,260 DU PONT E I DE NEMOURS & CO Common Stock 263534109 465 9,251 SH Y 9,251 EBAY INC Common Stock 278642103 3,670 75,880 SH Y 75,880 EOG RESOURCES INC Common Stock 26875P101 366 3,270 SH Y 3,270 ETFS GOLD TRUST ETF Common Stock 26922Y105 12,187 69,527 SH Y 69,527 ETFS SILVER TR SILVER SHS ETF Common Stock 26922X107 4,618 135,015 SH Y 135,015 EXXON MOBIL CORP Common Stock 30231G102 267 2,915 SH Y 2,915 FIFTH THIRD BANCORP Common Stock 316773100 375 24,200 SH Y 24,200 FIRST TR EXCHANGE TRADED FD VI NASDAQ TECH DIVID INDEX FD Common Stock 33738R118 3,235 163,530 SH Y 163,530 FIRST TR LARGE CAP CORE ALPHADEX FD COMSHS Common Stock 33734K109 10,043 333,215 SH Y 333,215 FIRST TR LARGE CAP VALUE OPPORTUNITIES ALPHADEX FD COM SHS Common Stock 33735J101 7,214 242,432 SH Y 242,432 FIRST TR MID CAP CORE ALPHADEX FD Common Stock 33735B108 8,370 233,524 SH Y 233,524 FORD MOTOR COMPANY Common Stock 345370860 1,034 104,900 SH Y 104,900 FORTINET INC COMUSD0.001 Common Stock 34959E109 287 11,900 SH Y 11,900 FOSTER WHEELER LIMITED Common Stock H27178104 6,048 252,420 SH Y 252,420 GENCO SHIPPING SR NT CV 5%15 Common Stock 36869MAA3 27 60,000 SH Y 60,000 GENERAL ELECTRIC CO Common Stock 369604103 748 32,940 SH Y 32,940 GENWORTH FINL INC COM CL A Common Stock 37247D106 7,508 1,435,650 SH Y 1,435,650 GOLDMAN SACHS GROUP INC Common Stock 38141G104 721 6,339 SH Y 6,339 GRACO INC Common Stock 384109104 294 5,840 SH Y 5,840 GREEN MTN COFFEE ROASTERS INC COM Common Stock 393122106 309 13,000 SH Y 13,000 HALLIBURTON CO Common Stock 406216101 333 9,891 SH Y 9,891 HERCULES OFFSHORE INC Common Stock 427093109 317 65,000 SH Y 65,000 HESS CORPORATION Common Stock 42809H107 6,277 116,852 SH Y 116,852 HOME DEPOT Common Stock 437076102 443 7,332 SH Y 7,332 IGATE CORP Common Stock 45169U105 517 28,450 SH Y 28,450 INFORMATICA CORP Common Stock 45666Q102 4,664 133,820 SH Y 133,820 INTEGRATED DEVICE TECHNOLOGY Common Stock 458118106 631 107,580 SH Y 107,580 INTEL Common Stock 458140100 299 13,185 SH Y 13,185 IPATH S&P GSCI TOTAL RETURN INDEX ETN Mutual Fund 06738C794 1,453 42,240 SH Y 42,240 ISHARES 1-3 YR CREDIT BOND ETF Common Stock 464288646 19,138 180,957 SH Y 180,957 ISHARES AGGREGATE BOND ETF Common Stock 464287226 1,805 16,055 SH Y 16,055 ISHARES COHEN & STEERS RLTY Common Stock 464287564 2,541 32,634 SH Y 32,634 ISHARES DJ SELECT DIVIDEND ETF Common Stock 464287168 2,840 48,798 SH Y 48,798 ISHARES DJ US BASIC MATERIALS Common Stock 464287838 2,394 35,260 SH Y 35,260 ISHARES GLOBAL HEALTHCARE SECTOR INDEX Common Stock 464287325 2,914 45,403 SH Y 45,403 ISHARES GOLD TRUST ETF Common Stock 464285105 2,415 139,865 SH Y 139,865 ISHARES IBOXX CORPORATE BOND ETF Common Stock 464287242 11,661 95,763 SH Y 95,763 ISHARES IBOXX HIGH YIELD CORPORATE BD Mutual Fund 464288513 3,143 34,050 SH Y 34,050 ISHARES JPMORGAN USD EMERGING MKTS BDFD ETF Common Stock 464288281 2,444 20,153 SH Y 20,153 ISHARES MSCI EAFE ETF Mutual Fund 464287465 4,249 80,170 SH Y 80,170 ISHARES MSCI EAFE SMALL CAP ETF Common Stock 464288273 1,233 31,863 SH Y 31,863 ISHARES MSCI EAFE VALUE INDEX ETF Common Stock 464288877 1,958 43,110 SH Y 43,110 ISHARES RUSSELL 1000 VALUE ETF Mutual Fund 464287598 7,770 107,647 SH Y 107,647 ISHARES RUSSELL 2000 ETF Mutual Fund 464287655 4,740 56,811 SH Y 56,811 ISHARES RUSSELL 2000 VALUE Mutual Fund 464287630 657 8,889 SH Y 8,889 ISHARES S&P 500 INDEX ETF Common Stock 464287200 656 4,520 SH Y 4,520 ISHARES S&P U.S. PREFERRED STOCK ETF Common Stock 464288687 2,865 71,872 SH Y 71,872 ISHARES SILVER TRUST ETF Mutual Fund 46428Q109 1,461 43,650 SH Y 43,650 ISHARES TIPS BOND ETF Mutual Fund 464287176 6,587 54,101 SH Y 54,101 JA SOLAR HOLDINGS CO LTD 4.50000% 05/15/2013JA SOLAR HOLDINGS CO LTD Common Stock 466090AA5 26 27,000 SH Y 27,000 JEFFERIES GROUP INC NEW Common Stock 472319102 477 34,820 SH Y 34,820 JOHNSON & JOHNSON Common Stock 478160104 584 8,478 SH Y 8,478 JOS A BANK CLOTHIERSINC Common Stock 480838101 271 5,600 SH Y 5,600 KBW REGIONAL BANKINGETF Common Stock 78464A698 3,214 112,220 SH Y 112,220 LAM RESEARCH CORP Common Stock 512807108 300 9,437 SH Y 9,437 LAS VEGAS SANDS CORP Common Stock 517834107 6,116 131,896 SH Y 131,896 LINKEDIN CORPORATION Common Stock 53578A108 4,586 38,092 SH Y 38,092 MACYS INC COM Common Stock 55616P104 318 8,410 SH Y 8,410 MARVELL TECHNOLOGY GROUP LTD Common Stock G5876H105 261 28,490 SH Y 28,490 MASCO CORP Common Stock 574599106 6,689 444,480 SH Y 444,480 MERCK & CO INC Common Stock 58933Y105 719 15,946 SH Y 15,946 METLIFE INC COM Common Stock 59156R108 608 17,650 SH Y 17,650 METROPOLITAN HEALTH NETWORKS INC Common Stock 592142103 292 31,290 SH Y 31,290 MICROSOFT Common Stock 594918104 6,107 205,210 SH Y 205,210 MORGAN STANLEY Common Stock 617446448 5,839 348,830 SH Y 348,830 NATIONAL OILWELL VARCO INC Common Stock 637071101 361 4,510 SH Y 4,510 NATIONAL RESEARCH CORP Common Stock 637372103 308 6,134 SH Y 6,134 NETSPEND HLDGS INC Common Stock 64118V106 281 28,550 SH Y 28,550 NEWMONT MINING CORP Common Stock 651639106 7,184 128,250 SH Y 128,250 NOKIA CORP ADR Common Stock 654902204 309 120,000 SH Y 120,000 NORFOLK SOUTHERN CRP Common Stock 655844108 377 5,920 SH Y 5,920 NUVEEN INSURED MUNICIPAL OPPORTUNITY FUND INC Mutual Fund 670984103 242 15,400 SH Y 15,400 NUVEEN SELECT MAT MUN FD SH BEN INT Common Stock 67061T101 278 24,700 SH Y 24,700 NUVEEN TEX QUALITY MUN INCOME FD Common Stock 670983105 566 32,860 SH Y 32,860 OASIS PETROLEUM INC Common Stock 674215108 354 12,000 SH Y 12,000 OCZ TECHNOLOGY GROUPINC COM Common Stock 67086E303 230 66,410 SH Y 66,410 ORACLE CORPORATION Common Stock 68389X105 1,739 55,266 SH Y 55,266 PANDORA MEDIA INC Common Stock 698354107 207 18,860 SH Y 18,860 PDC ENERGY INC Common Stock 69327R101 356 11,250 SH Y 11,250 PHH CORP COM NEW Common Stock 693320202 729 35,820 SH Y 35,820 PIMCO ETF TR 0-5 YR HIGH YIELD CORP BD INDEX FD Common Stock 72201R783 3,216 31,624 SH Y 31,624 PLAINS EXPLORATION & PRODS Common Stock 726505100 5,947 158,720 SH Y 158,720 POWERSHARES DWA EMERGING MARKETS Common Stock 73936Q207 1,099 63,671 SH Y 63,671 POWERSHARES DWA TECHNICAL LEADERS PORTFOLIO Common Stock 73935X153 1,986 72,072 SH Y 72,072 POWERSHARES HY DIVIDEND ACHIEVERS Common Stock 73935X302 2,481 256,594 SH Y 256,594 PROS HLDGS INC COM Common Stock 74346Y103 343 18,000 SH Y 18,000 QUALCOMM INC Common Stock 747525103 6,605 105,726 SH Y 105,726 RENTECH INC Common Stock 760112102 290 117,860 SH Y 117,860 RIVERBED TECHNOLOGY INC Common Stock 768573107 6,033 259,170 SH Y 259,170 RUBICON TECHNOLOGY INC Common Stock 78112T107 624 65,100 SH Y 65,100 RYDEX RUSSELL TOP 50 ETF Common Stock 78355W205 2,719 25,364 SH Y 25,364 S & P MID CAP 400 DEP RCPTS MID CAP Mutual Fund 78467Y107 9,777 54,342 SH Y 54,342 SALESFORCE COM Common Stock 79466L302 418 2,740 SH Y 2,740 SCHLUMBERGER LTD Common Stock 806857108 6,257 86,505 SH Y 86,505 SPDR BARCLAYS CAPITAL CONV BOND Common Stock 78464A359 6,056 153,019 SH Y 153,019 SPDR BARCLAYS CAPITAL INTL TREASURY BOND ETF Common Stock 78464A516 3,043 49,413 SH Y 49,413 SPDR GOLD ETF Mutual Fund 78463V107 1,798 10,463 SH Y 10,463 SPDR INTERNATIONAL GOVERNMENT TIPS ETF Common Stock 78464A490 257 4,152 SH Y 4,152 SPDR S & P INTL DIVIDEND Common Stock 78463X772 2,078 45,960 SH Y 45,960 SPDR SER TR LEHMAN SHORT TERM INTL TREAS BD ETF Common Stock 78464A334 504 13,640 SH Y 13,640 SPDR SER TR S&P DIVID ETF Common Stock 78464A763 3,345 57,571 SH Y 57,571 SPROTT PHYSICAL GOLDT TRUST Common Stock 85207H104 6,875 452,335 SH Y 452,335 SUNTECH POWER HOLDINGS CO SERIES CONVERTIBLE 3% 03/15/2013 Common Stock 86800CAE4 16 32,000 SH Y 32,000 SUNTRUST BANKS INC Common Stock 867914103 6,956 246,045 SH Y 246,045 TANGOE INC COM USD0.0001 Common Stock 87582Y108 302 23,000 SH Y 23,000 TEMPUR PEDIC INTL INC Common Stock 88023U101 593 19,830 SH Y 19,830 TERADYNE INC Common Stock 880770102 313 22,000 SH Y 22,000 TITAN MACHINERY INC COM Common Stock 88830R101 534 26,350 SH Y 26,350 TRANSOCEAN INC NEW F Common Stock H8817H100 483 10,770 SH Y 10,770 UNITED TECHNOLOGIES CORP Common Stock 913017109 626 7,990 SH Y 7,990 UNITEDHEALTH GROUP Common Stock 91324P102 503 9,082 SH Y 9,082 VANGUARD EMERGING MARKETS STOCK ETF Common Stock 922042858 315 7,551 SH Y 7,551 VANGUARD FTSE ALL-WORLD EX-US Common Stock 922042775 4,919 114,508 SH Y 114,508 VANGUARD INTL EQUITY INDE FUNDS FTSE ALL WORLD EX USA ETF Common Stock 922042718 1,645 18,811 SH Y 18,811 VANGUARD INTL EQUITY INDEX FDS TOTAL WORLD STK INDEX FD ETF Common Stock 922042742 496 10,320 SH Y 10,320 VANGUARD REIT INDEX Common Stock 922908553 688 10,590 SH Y 10,590 VANGUARD SHORT TERM BOND Common Stock 921937827 9,045 111,051 SH Y 111,051 VANGUARD SMALL CAP ETF Common Stock 922908751 3,276 40,877 SH Y 40,877 VANGUARD SMALL CAP VALUE ETF Common Stock 922908611 4,937 68,664 SH Y 68,664 VANGUARD TOTAL BOND MARKET Common Stock 921937835 1,690 19,850 SH Y 19,850 VANGUARD TOTAL STK MKT Common Stock 922908769 10,722 145,587 SH Y 145,587 VERISIGN INC SDCV 3.250% 8/15/37 Common Stock 92343EAD4 30 20,000 SH Y 20,000 WABASH NATL CORP Common Stock 929566107 272 38,130 SH Y 38,130 WALT DISNEY CO Common Stock 254687106 6,323 120,940 SH Y 120,940 WELLS FARGO & CO Common Stock 949746101 6,097 176,561 SH Y 176,561