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