0001398344-12-000427.txt : 20120213
0001398344-12-000427.hdr.sgml : 20120213
20120213084756
ACCESSION NUMBER: 0001398344-12-000427
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20111231
FILED AS OF DATE: 20120213
DATE AS OF CHANGE: 20120213
EFFECTIVENESS DATE: 20120213
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: 12595380
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
fp0004205_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, 2011
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 February 9, 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: 142
-----------
Form 13F Information Table Value Total: $ 310,227
-----------
(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 402 7,155 SH Y 7,155
ADTRAN INC COM Common Stock 00738A106 230 7,636 SH Y 7,636
AGCO CORP NOTE 1.250%12/15/36 Common Stock 001084AM4 25 20,000 SH Y 20,000
AIRGAS INC Common Stock 009363102 5,092 65,210 SH Y 65,210
ALBEMARLE CORP Common Stock 012653101 248 4,820 SH Y 4,820
AMERICAN CAPITAL STRATEGIES LTD Common Stock 02503Y103 87 12,869 SH Y 12,869
AMERICAN EXPRESS CO Common Stock 025816109 5,054 107,148 SH Y 107,148
AMERIPRISE FINL INC Common Stock 03076C106 292 5,880 SH Y 5,880
ANADARKO PETE CORP Common Stock 032511107 4,777 62,580 SH Y 62,580
APOLLO GROUP INC Common Stock 037604105 212 3,940 SH Y 3,940
APPLE COMPUTER, INC. Common Stock 037833100 6,740 16,641 SH PUT Y 16,641
AUTOZONE INC NEV Common Stock 053332102 5,205 16,017 SH Y 16,017
BILL BARRETT CORPORATION
CONVERTIBLE SENIOR NOTES Common Stock 06846NAA2 20 20,000 SH Y 20,000
CELGENE CORP Common Stock 151020104 5,406 79,964 SH Y 79,964
CHEVRONTEXACO CORP Common Stock 166764100 437 4,110 SH Y 4,110
CHUBB CORP Common Stock 171232101 5,352 77,320 SH Y 77,320
CITY NATIONAL CORP Common Stock 178566105 898 20,324 SH Y 20,324
COLGATE-PALMOLIVE CO Common Stock 194162103 166 1,793 SH Y 1,793
CONAGRA FOODS INC Common Stock 205887102 201 7,600 SH Y 7,600
CONSUMER STAPLES SELECT SECTOR
SPDR Common Stock 81369Y308 1,608 49,480 SH Y 49,480
CORPORATE EXECUTIVE BRD CO Common Stock 21988R102 259 6,810 SH Y 6,810
COSTCO WHOLESALE CORP Common Stock 22160K105 268 3,214 SH Y 3,214
CROCS INC Common Stock 227046109 217 14,720 SH Y 14,720
CURRENCYSHARES AUSTRALIAN
DOLLAR TRUST Common Stock 23129U101 325 3,170 SH Y 3,170
CURRENCYSHARES SWISS FRANC
TRUST Common Stock 23129V109 255 2,430 SH Y 2,430
CURRENCYSHARESCDN DLR TR CDN
DOLLARS SHS Common Stock 23129X105 432 4,425 SH Y 4,425
DELL INC Common Stock 24702R101 278 19,000 SH Y 19,000
DEVON ENERGY CORP Common Stock 25179M103 280 4,510 SH Y 4,510
DOLLAR TREE STORES INC Common Stock 256746108 5,740 69,060 SH Y 69,060
DUN & BRADSTREET CORP DEL NEW Common Stock 26483E100 290 3,870 SH Y 3,870
EASTMAN CHEM CO Common Stock 277432100 254 6,460 SH Y 6,460
ELECTRONICS ARTS Common Stock 285512109 337 16,370 SH Y 16,370
ENERGY CONVERS 3%13 CVT BOND
DUE 06/15/13 Common Stock 292659AA7 6 12,000 SH Y 12,000
ENTERPRISE PRODS PARTNERS L P Common Stock 293792107 5,067 109,240 SH Y 109,240
ETFS GOLD TRUST ETF Common Stock 26922Y105 6,719 43,370 SH Y 43,370
ETFS SILVER TR SILVER SHS ETF Common Stock 26922X107 2,233 81,150 SH Y 81,150
FIRST REPUBLIC BANK Common Stock 33616C100 4,911 160,450 SH Y 160,450
FIRST TR LARGE CAP CORE
ALPHADEX FD COMSHS Common Stock 33734K109 8,095 297,927 SH Y 297,927
FIRST TR LARGE CAP VALUE
OPPORTUNITIES ALPHADEX FD
COM SHS Common Stock 33735J101 5,136 194,175 SH Y 194,175
FIRST TR MID CAP CORE ALPHADEX
FD Common Stock 33735B108 6,663 204,263 SH Y 204,263
FIRST TR SMALL CAP CORE
ALPHADEX FD COMSHS Common Stock 33734Y109 3,471 116,060 SH Y 116,060
FMC TECHNOLOGIES INC Common Stock 30249U101 5,194 99,450 SH Y 99,450
FORD MOTOR COMPANY Common Stock 345370860 279 25,928 SH Y 25,928
GENERAL ELECTRIC CO Common Stock 369604103 461 25,735 SH Y 25,735
GEOPETRO RES CO COM Common Stock 37248H304 15 65,000 SH Y 65,000
GOOGLE INC Common Stock 38259P508 5,261 8,145 SH Y 8,145
GRAINGER W W INC Common Stock 384802104 4,894 26,142 SH Y 26,142
GREEN MTN COFFEE ROASTERS INC
COM Common Stock 393122106 274 6,120 SH Y 6,120
GULFPORT ENERGY CORP Common Stock 402635304 234 7,950 SH Y 7,950
HEARTLAND EXPRESS INC Common Stock 422347104 266 18,600 SH Y 18,600
HERBALIFE LTD Common Stock G4412G101 4,243 82,121 SH Y 82,121
HOME DEPOT Common Stock 437076102 325 7,720 SH Y 7,720
HOSPIRA INC COM Common Stock 441060100 261 8,590 SH Y 8,590
IGATE CORP Common Stock 45169U105 247 15,690 SH Y 15,690
IINTUITIVE SURGICAL NEW Common Stock 46120E602 5,235 11,307 SH Y 11,307
INTEL Common Stock 458140100 326 13,425 SH Y 13,425
INTL BUSINESS MACHINES Common Stock 459200101 5,716 31,083 SH Y 31,083
ISHARES 1-3 YR CREDIT BOND ETF Common Stock 464288646 11,915 114,345 SH Y 114,345
ISHARES 1-3 YR TREASURY BOND
ETF Mutual Fund 464287457 1,481 17,530 SH Y 17,530
ISHARES AGGREGATE BOND ETF Common Stock 464287226 515 4,667 SH Y 4,667
ISHARES BARCLAYS TIPS BOND Mutual Fund 464287176 4,682 40,126 SH Y 40,126
ISHARES COHEN & STEERS RLTY Common Stock 464287564 1,607 22,880 SH Y 22,880
ISHARES DOW JONES SELECT
DIVIDEND INDEX Common Stock 464287168 1,923 35,760 SH Y 35,760
ISHARES GLOBAL HEALTHCARE
SECTOR INDEX Common Stock 464287325 1,805 32,170 SH Y 32,170
ISHARES GOLD TRUST ETF Common Stock 464285105 1,614 105,965 SH Y 105,965
ISHARES IBOXX HIGH YIELD
CORPORATE BD Mutual Fund 464288513 2,568 28,717 SH Y 28,717
ISHARES IBOXX INVEST GRADE
CORP BOND Common Stock 464287242 6,263 55,051 SH Y 55,051
ISHARES JPMORGAN USD EMERGING
MKTS BDFD ETF Common Stock 464288281 1,118 10,190 SH Y 10,190
ISHARES RUSSELL 1000 VALUE ETF Mutual Fund 464287598 5,860 92,306 SH Y 92,306
ISHARES RUSSELL 2000 VALUE Mutual Fund 464287630 711 10,839 SH Y 10,839
ISHARES S&P 500 INDEX Common Stock 464287200 403 3,200 SH Y 3,200
ISHARES S&P U.S. PREFERRED
STOCK ETF Common Stock 464288687 1,545 43,361 SH Y 43,361
ISHARES SILVER TRUST Mutual Fund 46428Q109 1,730 64,200 SH Y 64,200
ISHARES TR RUSSELL MIDCAP
INDEX FD Mutual Fund 464287499 857 8,710 SH Y 8,710
J.C. PENNEY COMPANY, INC. Common Stock 708160106 203 5,770 SH Y 5,770
JA SOLAR HOLDINGS CO LTD
4.50000% 05/15/2013JA SOLAR
HOLDINGS CO LTD Common Stock 466090AA5 20 27,000 SH Y 27,000
JP MORGAN ALERIAN MLP ETN Common Stock 46625H365 1,848 47,430 SH Y 47,430
KANSAS CITY SOUTHERN Common Stock 485170302 5,165 75,950 SH Y 75,950
KEYCORP NEW Common Stock 493267108 278 36,140 SH Y 36,140
KROGER CO Common Stock 501044101 308 12,720 SH Y 12,720
LINKEDIN CORP COM USD0.0001 Common Stock 53578A108 755 11,978 SH Y 11,978
MASTERCARD INC Common Stock 57636Q104 5,699 15,286 SH Y 15,286
MCDONALDS CORP Common Stock 580135101 6,844 68,218 SH Y 68,218
MEDIDATA SOLUTIONS INC. Common Stock 58471A105 295 13,550 SH Y 13,550
MICRON TECHNOLOGY Common Stock 595112103 194 30,840 SH Y 30,840
MICROSOFT Common Stock 594918104 498 19,172 SH Y 19,172
MONSTER WORLDWIDE INC Common Stock 611742107 5,059 54,910 SH Y 54,910
NETSCOUT SYSTEMS INC Common Stock 64115T104 279 15,860 SH Y 15,860
NEWFIELD EXPLORATION CO Common Stock 651290108 209 5,540 SH Y 5,540
NEWMONT MINING CORP Common Stock 651639106 3,994 66,562 SH Y 66,562
NII HLDGS INC NOTE 3.125%
6/15/12 Common Stock 62913FAJ1 33 33,000 SH Y 33,000
NUANCE COMMUNICATIONS INC Common Stock 67020Y100 4,835 192,160 SH Y 192,160
NUVEEN SELECT MAT MUN FD SH
BEN INT Common Stock 67061T101 264 24,700 SH Y 24,700
NUVEEN TEX QUALITY MUN INCOME
FD Common Stock 670983105 526 32,200 SH Y 32,200
NVIDIA CORP Common Stock 67066G104 256 18,500 SH Y 18,500
O Y O GEOSPACE CORP Common Stock 671074102 241 3,120 SH Y 3,120
OCCIDENTAL PETE CORP DEL Common Stock 674599105 297 3,170 SH Y 3,170
OCZ TECHNOLOGY GROUPINC COM Common Stock 67086E303 276 41,730 SH Y 41,730
PATTERSON ENERGY INC Common Stock 703481101 238 11,920 SH Y 11,920
PETSMART INC Common Stock 716768106 5,521 107,650 SH Y 107,650
PHILIP MORRIS INTL INC Common Stock 718172109 5,863 74,713 SH Y 74,713
POWERSHARES SP500 LOW
VOLATILITY ETF Common Stock 73937B779 1,604 61,840 SH Y 61,840
POWERSHS EXCH TRAD FD TR
POWERSHARES DWA TECH Common Stock 73935X153 1,063 44,625 SH Y 44,625
PRAXAIR INC Common Stock 74005P104 263 2,462 SH Y 2,462
PRECISION CASTPARTS CORP Common Stock 740189105 5,143 31,210 SH Y 31,210
PUBLIC STORAGE INC Common Stock 74460D109 5,378 39,995 SH Y 39,995
QLOGIC CORP Common Stock 747277101 266 17,700 SH Y 17,700
QUALCOMM INC Common Stock 747525103 5,105 93,321 SH Y 93,321
RYDEX RUSSELL TOP 50 ETF Common Stock 78355W205 1,574 17,235 SH Y 17,235
S & P MID CAP 400 DEP RCPTS
MID CAP Mutual Fund 78467Y107 5,900 36,990 SH Y 36,990
SANDISK CORP SR NT CV 1.00000%
05/15/2013 Common Stock 80004CAC5 18 18,000 SH Y 18,000
SPDR BARCLAYS CAPITAL CONV BOND Common Stock 78464A359 3,714 102,680 SH Y 102,680
SPDR BARCLAYS CAPITAL INTL
TREASURY BOND ETF Common Stock 78464A516 2,314 39,340 SH Y 39,340
SPDR DOW JONES INDUSTRIAL ETF Mutual Fund 78467X109 1,657 13,595 SH Y 13,595
SPDR GOLD ETF Mutual Fund 78463V107 2,827 18,599 SH Y 18,599
SPDR SER TR LEHMAN SHORT TERM
INTL TREAS BD ETF Common Stock 78464A334 372 10,460 SH Y 10,460
SPDR SER TR S&P DIVID ETF Common Stock 78464A763 2,249 41,750 SH Y 41,750
SPROTT PHYSICAL GOLDT TRUST Common Stock 85207H104 10,077 730,195 SH Y 730,195
SUNTECH POWER HOLDINGS CO
SERIES CONVERTIBLE 3%
03/15/2013 Common Stock 86800CAE4 13 32,000 SH Y 32,000
SUNTRUST BANKS INC Common Stock 867914103 183 10,330 SH Y 10,330
T J X COS INC Common Stock 872540109 5,048 78,210 SH Y 78,210
TEXTAINER GROUP HOLDINGS LTD
SHS ISIN #BMG8766E1093 Common Stock G8766E109 277 9,520 SH Y 9,520
TITANIUM METALS CORPCOM NEW Common Stock 888339207 204 13,650 SH Y 13,650
U R S CORP NEW Common Stock 903236107 311 8,860 SH Y 8,860
UNITED PARCEL SERVICE INC Common Stock 911312106 296 4,050 SH Y 4,050
UNITEDHEALTH GROUP Common Stock 91324P102 217 4,280 SH Y 4,280
UTILITIES SELECT SECTOR SPDR Mutual Fund 81369Y886 1,621 45,052 SH Y 45,052
VANGUARD INTL EQUITY INDEX FDS
TOTAL WORLD STK INDEX FD ETF Common Stock 922042742 319 7,380 SH Y 7,380
VANGUARD REIT INDEX Common Stock 922908553 614 10,590 SH Y 10,590
VANGUARD SHORT TERM BOND Common Stock 921937827 5,854 72,413 SH Y 72,413
VANGUARD SMALL CAP ETF Common Stock 922908751 2,533 36,362 SH Y 36,362
VANGUARD SMALL CAP VALUE ETF Common Stock 922908611 3,344 53,364 SH Y 53,364
VANGUARD TOTAL BOND MARKET Common Stock 921937835 950 11,371 SH Y 11,371
VANGUARD TOTAL STK MKT Common Stock 922908769 8,964 139,405 SH Y 139,405
VERISIGN INC SDCV 3.250%
8/15/37 Common Stock 92343EAD4 24 20,000 SH Y 20,000
VERIZON COMMUNICATIONS Common Stock 92343V104 430 10,710 SH Y 10,710
WAL-MART STORES INC Common Stock 931142103 317 5,280 SH Y 5,280
WATSON PHARMACEUTICALS INC Common Stock 942683103 4,442 73,620 SH Y 73,620
WHITING PETROLEUM CORPORATION Common Stock 966387102 247 5,290 SH Y 5,290
WILLIAMS COMPANIES INC Common Stock 969457100 220 6,670 SH Y 6,670
WISDOMTREE DREYFUS CHINESE
YUAN FD Common Stock 97717W182 463 18,400 SH Y 18,400
WISDOMTREE TR BRAZILIAN REAL FD Common Stock 97717W240 298 15,285 SH Y 15,285