0001398344-13-000740.txt : 20130214 0001398344-13-000740.hdr.sgml : 20130214 20130213215127 ACCESSION NUMBER: 0001398344-13-000740 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20121231 FILED AS OF DATE: 20130214 DATE AS OF CHANGE: 20130213 EFFECTIVENESS DATE: 20130214 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: 13605926 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 fp0006471_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: December 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: Jerry Luff Title: Chief Compliance Officer Phone: 415-986-1110 Signature, Place, and Date of Signing: /s/ Jerry Luff San Francisco, CA February 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: 175 ----------- Form 13F Information Table Value Total: $ 361,004 ----------- (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 ------------------------------------ ------------ --------- ----------- ----------- --- ---- ---------- -------- ---- ------ ------- AMARIN CORP PLC SPONSORED ADR NEW Common Stock 023111206 317 39,230 SH Y 39,230 AMERICAN EXPRESS CO Common Stock 025816109 214 3,720 SH Y 3,720 AMER INTL GROUP INC Common Stock 026874784 558 15,820 SH Y 15,820 ANADARKO PETE CORP Common Stock 032511107 522 7,020 SH Y 7,020 APPLE COMPUTER, INC. Common Stock 037833100 6,418 12,059 SH Y 12,059 APPLIED MATERIALS INC Common Stock 038222105 840 73,460 SH Y 73,460 ATMEL CORP Common Stock 049513104 298 45,560 SH Y 45,560 BANK OF AMERICA CORP Common Stock 060505104 478 41,170 SH Y 41,170 BANK NEW YORK MELLON CORP COM Common Stock 064058100 638 24,824 SH Y 24,824 BED BATH & BEYOND INC Common Stock 075896100 579 10,350 SH Y 10,350 BROADCOM CORP CL A Common Stock 111320107 334 10,050 SH Y 10,050 CABELAS INC Common Stock 126804301 242 5,790 SH Y 5,790 CATERPILLAR INC Common Stock 149123101 587 6,552 SH Y 6,552 CELGENE CORP Common Stock 151020104 4,449 56,700 SH Y 56,700 CHEVRON CORP Common Stock 166764100 673 6,220 SH Y 6,220 CHICAGO BRIDGE & IRON CO NV SHS Common Stock 167250109 348 7,500 SH Y 7,500 CITRIX SYSTEMS INC Common Stock 177376100 310 4,730 SH Y 4,730 CITY NATIONAL CORP Common Stock 178566105 1,006 20,324 SH Y 20,324 COLGATE-PALMOLIVE CO Common Stock 194162103 728 6,964 SH Y 6,964 DARDEN RESTAURANTS INC Common Stock 237194105 347 7,700 SH Y 7,700 DECKERS OUTDOOR Common Stock 243537107 306 7,600 SH Y 7,600 WALT DISNEY CO Common Stock 254687106 448 9,003 SH Y 9,003 ERICSSON LM TEL CO ADR Common Stock 294821608 273 27,000 SH Y 27,000 FIFTH THIRD BANCORP Common Stock 316773100 363 23,850 SH Y 23,850 FORD MOTOR COMPANY Common Stock 345370860 841 64,930 SH Y 64,930 FRANCESCAS HOLDINGS CORP Common Stock 351793104 376 14,500 SH Y 14,500 GENERAL ELECTRIC CO Common Stock 369604103 711 33,884 SH Y 33,884 GRACO INC Common Stock 384109104 243 4,720 SH Y 4,720 GRAINGER W W INC Common Stock 384802104 4,471 22,095 SH Y 22,095 GULFPORT ENERGY CORP Common Stock 402635304 229 6,000 SH Y 6,000 HALLIBURTON CO Common Stock 406216101 343 9,891 SH Y 9,891 HERCULES OFFSHORE INC Common Stock 427093109 401 65,000 SH Y 65,000 INTEGRATED DEVICE TECHNOLOGY Common Stock 458118106 197 27,000 SH Y 27,000 INTEL Common Stock 458140100 262 12,715 SH Y 12,715 ISHARES GOLD TRUST ETF Common Stock 464285105 1,996 122,603 SH Y 122,603 ISHARES DJ SELECT DIVIDEND ETF Common Stock 464287168 2,695 47,081 SH Y 47,081 ISHARES TIPS BOND ETF Mutual Fund 464287176 6,010 49,502 SH Y 49,502 ISHARES FTSE CHINA ETF Common Stock 464287184 303 7,500 SH Y 7,500 ISHARES S&P 500 INDEX ETF Common Stock 464287200 28,016 195,726 SH Y 195,726 ISHARES AGGREGATE BOND ETF Common Stock 464287226 1,638 14,715 SH Y 14,715 ISHARES MSCI EMERGING MARKETS ETF Mutual Fund 464287234 774 17,457 SH Y 17,457 ISHARES IBOXX CORPORATE BOND ETF Common Stock 464287242 7,642 62,973 SH Y 62,973 ISHARES GLOBAL HEALTHCARE SECTOR INDEX Common Stock 464287325 2,767 42,898 SH Y 42,898 ISHARES MSCI EAFE ETF Mutual Fund 464287465 12,147 213,636 SH Y 213,636 ISHARES COHEN & STEERS RLTY Common Stock 464287564 2,447 31,154 SH Y 31,154 ISHARES RUSSELL 1000 VALUE ETF Mutual Fund 464287598 7,394 101,542 SH Y 101,542 ISHARES RUSSELL 2000 VALUE Mutual Fund 464287630 662 8,769 SH Y 8,769 ISHARES RUSSELL 2000 ETF Mutual Fund 464287655 6,005 71,224 SH Y 71,224 ISHARES S&P MIDCAP 400 VALUE ETF Mutual Fund 464287705 602 6,830 SH Y 6,830 ISHARES S&P SMALLCAP 600 ETF Mutual Fund 464287804 7,135 91,363 SH Y 91,363 ISHARES DJ US BASIC MATERIALS Common Stock 464287838 2,370 34,201 SH Y 34,201 ISHARES JPMORGAN USD EMERGING MKTS BDFD ETF Common Stock 464288281 2,305 18,715 SH Y 18,715 ISHARES IBOXX HIGH YIELD CORPORATE BD Mutual Fund 464288513 3,177 33,856 SH Y 33,856 ISHARES INTERMEDIATE CREDIT BOND ETF Common Stock 464288638 519 4,652 SH Y 4,652 ISHARES 1-3 YR CREDIT BOND ETF Common Stock 464288646 17,429 165,023 SH Y 165,023 ISHARES MSCI EAFE VALUE INDEX ETF Common Stock 464288877 3,228 66,360 SH Y 66,360 JABIL CIRCUIT INC Common Stock 466313103 251 13,000 SH Y 13,000 JEFFERIES GROUP INC NEW Common Stock 472319102 336 18,100 SH Y 18,100 JOHNSON & JOHNSON Common Stock 478160104 608 8,670 SH Y 8,670 JOS A BANK CLOTHIERSINC Common Stock 480838101 218 5,130 SH Y 5,130 LAM RESEARCH CORP Common Stock 512807108 230 6,377 SH Y 6,377 MARSH & MCLENNAN COS Common Stock 571748102 202 5,860 SH Y 5,860 MASCO CORP Common Stock 574599106 177 10,640 SH Y 10,640 MCDONALDS CORP Common Stock 580135101 726 8,230 SH Y 8,230 MICROSOFT Common Stock 594918104 711 26,637 SH Y 26,637 NATIONAL OILWELL VARCO INC Common Stock 637071101 958 14,011 SH Y 14,011 NOKIA CORP ADR Common Stock 654902204 363 92,000 SH Y 92,000 NUCOR CORP Common Stock 670346105 408 9,460 SH Y 9,460 NUVEEN TEX QUALITY MUN INCOME FD Common Stock 670983105 521 32,860 SH Y 32,860 NUVEEN INSURED MUNICIPAL OPPORTUNITY FUND INC Mutual Fund 670984103 236 15,400 SH Y 15,400 O S I SYSTEMS INC Common Stock 671044105 320 5,000 SH Y 5,000 OASIS PETROLEUM INC Common Stock 674215108 318 10,000 SH Y 10,000 OCCIDENTAL PETE CORP DEL Common Stock 674599105 4,741 61,890 SH Y 61,890 PANDORA MEDIA INC Common Stock 698354107 257 28,031 SH Y 28,031 QUALCOMM INC Common Stock 747525103 4,839 78,222 SH Y 78,222 RENTECH INC Common Stock 760112102 283 107,750 SH Y 107,750 RIVERBED TECHNOLOGY INC Common Stock 768573107 296 15,000 SH Y 15,000 SAFEWAY INC Common Stock 786514208 677 37,422 SH Y 37,422 SCHLUMBERGER LTD Common Stock 806857108 651 9,391 SH Y 9,391 SOTHEBYS HOLDINGS INC Common Stock 835898107 336 10,000 SH Y 10,000 SUNTRUST BANKS INC Common Stock 867914103 824 29,052 SH Y 29,052 TERADYNE INC Common Stock 880770102 321 19,000 SH Y 19,000 UNITED TECHNOLOGIES CORP Common Stock 913017109 4,956 60,437 SH Y 60,437 VANGUARD SHORT TERM BOND Common Stock 921937827 8,090 99,895 SH Y 99,895 VANGUARD TOTAL BOND MARKET Common Stock 921937835 3,189 37,950 SH Y 37,950 VANGUARD INTL EQUITY INDE FUNDS FTSE ALL WORLD EX USA ETF Common Stock 922042718 1,575 17,324 SH Y 17,324 VANGUARD INTL EQUITY INDEX FDS TOTAL WORLD STK INDEX FD ETF Common Stock 922042742 732 14,820 SH Y 14,820 VANGUARD FTSE ALL-WORLD EX-US Common Stock 922042775 6,439 140,747 SH Y 140,747 VANGUARD MSCI EMERGING MARKETS ETF Common Stock 922042858 492 11,054 SH Y 11,054 VANGUARD REIT INDEX Common Stock 922908553 726 11,038 SH Y 11,038 VANGUARD SMALL CAP VALUE ETF Common Stock 922908611 4,880 67,171 SH Y 67,171 VANGUARD SMALL CAP ETF Common Stock 922908751 3,119 38,553 SH Y 38,553 VANGUARD TOTAL STK MKT Common Stock 922908769 12,325 168,184 SH Y 168,184 WABASH NATL CORP Common Stock 929566107 625 69,720 SH Y 69,720 WELLS FARGO & CO Common Stock 949746101 849 24,840 SH Y 24,840 AMERICAN EAGLE OUTFITTERS Common Stock 02553E106 328 16,000 SH Y 16,000 NCR CORP Common Stock 62886E108 293 11,500 SH Y 11,500 FORTINET INC COMUSD0.001 Common Stock 34959E109 3,115 148,190 SH Y 148,190 OCZ TECHNOLOGY GROUPINC COM Common Stock 67086E303 21 11,000 SH Y 11,000 AGCO CORP NOTE 1.250%12/15/36 Common Stock 001084AM4 25 20,000 SH Y 20,000 AT&T INC COM Common Stock 00206R102 559 16,570 SH Y 16,570 CAMERON INTL CORP Common Stock 13342B105 4,220 74,740 SH Y 74,740 CAVIUM NETWORKS INC Common Stock 14964U108 312 10,000 SH Y 10,000 CISCO SYS INC Common Stock 17275R102 723 36,779 SH Y 36,779 COINSTAR INC Common Stock 19259P300 245 4,720 SH Y 4,720 CORPORATE EXECUTIVE BRD CO Common Stock 21988R102 217 4,570 SH Y 4,570 COSTCO WHOLESALE CORP Common Stock 22160K105 317 3,214 SH Y 3,214 CURRENCYSHARESCDN DLR TR CDN DOLLARS SHS Common Stock 23129X105 225 2,250 SH Y 2,250 DREYFUS MUN INCOME INC Mutual Fund 26201R102 125 12,000 SH Y 12,000 EOG RESOURCES INC Common Stock 26875P101 277 2,290 SH Y 2,290 ETFS SILVER TR SILVER SHS ETF Common Stock 26922X107 4,207 140,015 SH Y 140,015 ETFS GOLD TRUST ETF Common Stock 26922Y105 11,875 71,897 SH Y 71,897 FIRST TR LARGE CAP CORE ALPHADEX FD COMSHS Common Stock 33734K109 8,849 288,710 SH Y 288,710 FIRST TR MID CAP CORE ALPHADEX FD Common Stock 33735B108 7,386 200,276 SH Y 200,276 FIRST TR LARGE CAP VALUE OPPORTUNITIES ALPHADEX FD COM SHS Common Stock 33735J101 6,372 209,062 SH Y 209,062 FIRST TR EXCHANGE TRADED FD VI NASD TECH DIV Common Stock 33738R118 3,173 164,250 SH Y 164,250 FUSION-IO INC Common Stock 36112J107 344 15,000 SH Y 15,000 GNC HOLDINGS INC Common Stock 36191G107 293 8,800 SH Y 8,800 GENWORTH FINL INC COM CL A Common Stock 37247D106 360 48,000 SH Y 48,000 GOLDMAN SACHS GROUP INC Common Stock 38141G104 4,912 38,510 SH Y 38,510 GOOGLE INC Common Stock 38259P508 4,865 6,877 SH Y 6,877 HESS CORPORATION Common Stock 42809H107 265 5,000 SH Y 5,000 IAC/INTERACTIVECORP Common Stock 44919P508 568 12,030 SH Y 12,030 IGATE CORP Common Stock 45169U105 560 35,540 SH Y 35,540 IMPERVA INC COM USD0.0001 Common Stock 45321L100 222 7,030 SH Y 7,030 ISHARES SILVER TRUST ETF Mutual Fund 46428Q109 1,121 38,170 SH Y 38,170 ISHARES MSCI FLOATING RATE NOT E FUNDING ETF Common Stock 46429B655 2,737 54,061 SH Y 54,061 JA SOLAR HOLDINGS CO LTD 4.50000% 05/15/2013JA SOLAR HOLDINGS CO LTD Common Stock 466090AA5 26 27,000 SH Y 27,000 JUNIPER NETWORKS INC Common Stock 48203R104 256 13,000 SH Y 13,000 KRONOS WORLDWIDE INC Common Stock 50105F105 312 16,000 SH Y 16,000 LEVEL 3 COMMUNICATIONS INC Common Stock 52729N308 421 18,233 SH Y 18,233 LINKEDIN CORPORATION Common Stock 53578A108 309 2,692 SH Y 2,692 MARKET VECTORS ETF TR COAL ETF Common Stock 57060U837 284 11,300 SH Y 11,300 MERCK & CO INC Common Stock 58933Y105 754 18,413 SH Y 18,413 MONSANTO CO Common Stock 61166W101 4,710 49,765 SH Y 49,765 NETSPEND HLDGS INC Common Stock 64118V106 308 26,030 SH Y 26,030 NUVEEN SELECT MAT MUN FD SH BEN INT Common Stock 67061T101 257 24,700 SH Y 24,700 NVIDIA CORP Common Stock 67066G104 307 25,000 SH Y 25,000 ORACLE CORPORATION Common Stock 68389X105 211 6,341 SH Y 6,341 PIMCO ETF TR BROAD US TIPS INDEX FD Common Stock 72201R403 667 10,872 SH Y 10,872 PIMCO TOTAL RETURN ETF Common Stock 72201R775 1,687 15,447 SH Y 15,447 PIMCO ETF TR 0-5 YR HIGH YIELD CORP BD INDEX FD Common Stock 72201R783 3,437 33,079 SH Y 33,079 POWERSHARES QQQ TR Mutual Fund 73935A104 6,934 106,456 SH Y 106,456 POWERSHARES DWA TECHNICAL LEADERS PORTFOLIO Common Stock 73935X153 1,945 69,651 SH Y 69,651 POWERSHARES HY DIVIDEND ACHIEVERS Common Stock 73935X302 2,333 247,900 SH Y 247,900 POWERSHARES DWA EMERGING MARKETS Common Stock 73936Q207 1,035 55,692 SH Y 55,692 POWERSHARES INTERNATIONAL CORP BOND ETF Common Stock 73936Q835 332 11,200 SH Y 11,200 PRAXAIR INC Common Stock 74005P104 237 2,162 SH Y 2,162 PROS HLDGS INC COM Common Stock 74346Y103 219 12,000 SH Y 12,000 RYDEX RUSSELL TOP 50 ETF Common Stock 78355W205 2,511 24,381 SH Y 24,381 SPDR S&P 500 ETF Mutual Fund 78462F103 210 1,478 SH Y 1,478 SPDR GOLD ETF Mutual Fund 78463V107 2,006 12,379 SH Y 12,379 SPDR SER TR LEHMAN SHORT TERM INTL TREAS BD ETF Common Stock 78464A334 485 13,220 SH Y 13,220 SPDR BARCLAYS CAPITAL CONV BOND Common Stock 78464A359 6,248 155,031 SH Y 155,031 SPDR SERIES TRUST SPDR BARCLAYS CAP EMERGING MKT LOCAL ETF Common Stock 78464A391 442 13,700 SH Y 13,700 SPDR INTERNATIONAL GOVERNMENT TIPS ETF Common Stock 78464A490 222 3,500 SH Y 3,500 SPDR BARCLAYS CAPITAL INTL TREASURY BOND ETF Common Stock 78464A516 319 5,230 SH Y 5,230 KBW REGIONAL BANKINGETF Common Stock 78464A698 2,693 96,266 SH Y 96,266 SPDR SER TR S&P DIVID ETF Common Stock 78464A763 3,563 61,262 SH Y 61,262 S & P MID CAP 400 DEP RCPTS MID CAP Mutual Fund 78467Y107 9,538 51,361 SH Y 51,361 SANDISK CORP Common Stock 80004C101 273 6,270 SH Y 6,270 SANDISK CORP SR NT CV 1.00000% 05/15/2013 Common Stock 80004CAC5 18 18,000 SH Y 18,000 CONSUMER DISCRETIONARY SEL SECTOR SPDR FD Common Stock 81369Y407 7,079 148,270 SH Y 148,270 UTILITIES SELECT SECTOR SPDR Mutual Fund 81369Y886 2,591 73,370 SH Y 73,370 SPROTT PHYSICAL GOLDT TRUST Common Stock 85207H104 6,193 435,785 SH Y 435,785 SUNTECH POWER HOLDINGS CO SERIES CONVERTIBLE 3% 03/15/2013 Common Stock 86800CAE4 15 32,000 SH Y 32,000 TEMPUR PEDIC INTL INC Common Stock 88023U101 279 8,870 SH Y 8,870 TITAN MACHINERY INC COM Common Stock 88830R101 619 25,070 SH Y 25,070 VANGUARD SHORT TERM CORP BOND FD ETF Common Stock 92206C409 2,335 29,067 SH Y 29,067 VERIFONE HOLDING Common Stock 92342Y109 282 9,500 SH Y 9,500 VERISIGN INC SDCV 3.250% 8/15/37 Common Stock 92343EAD4 25 20,000 SH Y 20,000 FOSTER WHEELER LIMITED Common Stock H27178104 338 13,900 SH Y 13,900 TRANSOCEAN INC NEW F Common Stock H8817H100 498 11,150 SH Y 11,150 STRATASYS LTD Common Stock M85548101 1,494 18,640 SH Y 18,640 TRONOX LTD ORD REG Common Stock Q9235V101 212 11,630 SH Y 11,630