Chief Compliance Officer

0001398344-16-013342.txt : 20160513 0001398344-16-013342.hdr.sgml : 20160513 20160513134516 ACCESSION NUMBER: 0001398344-16-013342 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20160331 FILED AS OF DATE: 20160513 DATE AS OF CHANGE: 20160513 EFFECTIVENESS DATE: 20160513 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: 161647427 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 primary_doc.xml 13F-HR LIVE false false false 0001432529 XXXXXXXX 03-31-2016 03-31-2016 false Baker Avenue Asset Management, LP

301 Battery Street 2nd Floor San Francisco CA 94111

13F HOLDINGS REPORT 028-13834 N Hannah Kim Chief Compliance Officer 415-986-1110 /s/ Hannah Kim San Francisco CA 05-13-2016 0 176 657806 INFORMATION TABLE 2 fp0019581_13fhr-table.xml 13F INFORMATION TABLE AFLAC INC COM Stock 001055102 593 9395 SH SOLE 0 0 9395 AIR LEASE CORP CL A Stock 00912X302 389 12112 SH SOLE 0 0 12112 ALPHABET INC CAP STK CL A Stock 02079K305 745 977 SH SOLE 0 0 977 ALPHABET INC CAP STK CL C Stock 02079K107 3551 4767 SH SOLE 0 0 4767 AMAZON.COM INC Stock 023135106 6459 10881 SH SOLE 0 0 10881 AMGEN INC COM Stock 031162100 8600 57359 SH SOLE 0 0 57359 APPLE INC Stock 037833100 11714 107475 SH SOLE 0 0 107475 APPLIED MATLS INC COM Stock 038222105 10614 501125 SH SOLE 0 0 501125 BALL CORP COM Stock 058498106 299 4200 SH SOLE 0 0 4200 BANK AMER CORP COM Stock 060505104 4109 303917 SH SOLE 0 0 303917 BANK NEW YORK MELLON CORP COM Stock 064058100 569 15450 SH SOLE 0 0 15450 BERKSHIRE HATHAWAY INC DEL CL B NEW Stock 084670702 215 1514 SH SOLE 0 0 1514 BLACKHAWK NETWORK HLDGS INC COM Stock 09238E104 1458 42500 SH SOLE 0 0 42500 BOSTON SCIENTIFIC CORP COM Stock 101137107 375 19960 SH SOLE 0 0 19960 CALLON PETE CO DEL COM Stock 13123X102 544 61500 SH SOLE 0 0 61500 CELGENE CORP COM Stock 151020104 360 3600 SH SOLE 0 0 3600 CHEVRON CORP NEW COM Stock 166764100 223 2335 SH SOLE 0 0 2335 CHUBB LIMITED COM Stock H1467J104 424 3556 SH SOLE 0 0 3556 CISCO SYS INC COM Stock 17275R102 850 29846 SH SOLE 0 0 29846 CITIGROUP INC COM NEW Stock 172967424 587 14050 SH SOLE 0 0 14050 COLGATE PALMOLIVE CO COM Stock 194162103 253 3586 SH SOLE 0 0 3586 COMMVAULT SYSTEMS INC COM Stock 204166102 436 10100 SH SOLE 0 0 10100 CONSUMER DISCRETIONARY SEL SECTOR SPDR FD ETF 81369Y407 8367 105774 SH SOLE 0 0 105774 COSTCO WHOLESALE CORP Stock 22160K105 524 3324 SH SOLE 0 0 3324 CSX CORP COM Stock 126408103 3887 150938 SH SOLE 0 0 150938 DEUTSCHE X-TRACKERS MSCI EAFE HEDGED EQUITY ETF ETF 233051200 17713 693532 SH SOLE 0 0 693532 DOW CHEM CO COM Stock 260543103 5492 108031 SH SOLE 0 0 108031 ELECTRONIC ARTS INC COM Stock 285512109 859 13000 SH SOLE 0 0 13000 EMERSON ELEC CO COM Stock 291011104 609 11190 SH SOLE 0 0 11190 ENERGY SELECT SECTOR SPDR ETF 81369Y506 5156 83309 SH SOLE 0 0 83309 EXXON MOBIL CORP COM Stock 30231G102 4952 59243 SH SOLE 0 0 59243 FIDELITY TOTAL BOND ETF ETF 316188309 393 8049 SH SOLE 0 0 8049 FINANCIAL SELECT SECTOR SPDR FUND ETF 81369Y605 5941 264050 SH SOLE 0 0 264050 FIREEYE INC COM Stock 31816Q101 224 12431 SH SOLE 0 0 12431 FIRST TRUST LARGE CAP CORE ALPHADEX FUND ETF 33734K109 1631 36559 SH SOLE 0 0 36559 FIRST TRUST MORNINGSTAR DIVIDEND LEADERS INDEX FUND ETF 336917109 290 11295 SH SOLE 0 0 11295 FIRST TRUST NORTH AMERICAN ENERGY INFRASTRUCTURE FUND ETF 33738D101 298 13629 SH SOLE 0 0 13629 FIRST TRUST TECHNOLOGY ALPHADEX FUND ETF 33734X176 241 7310 SH SOLE 0 0 7310 FIRST TRUST VALUE LINE DIVIDEND INDEX FUND ETF 33734H106 300 11674 SH SOLE 0 0 11674 FREEPORT-MCMORAN INC CL B Stock 35671D857 431 41703 SH SOLE 0 0 41703 FRONTIER COMMUNICATIONS CORP COM Stock 35906A108 509 91000 SH SOLE 0 0 91000 GENERAL ELECTRIC CO COM Stock 369604103 5569 175168 SH SOLE 0 0 175168 GILEAD SCIENCES INC COM Stock 375558103 2711 29514 SH SOLE 0 0 29514 GLOBANT S A COM Stock L44385109 1401 45395 SH SOLE 0 0 45395 GNC HLDGS INC COM CL A Stock 36191G107 318 10000 SH SOLE 0 0 10000 GOLDMAN SACHS GROUP INC COM Stock 38141G104 3362 21417 SH SOLE 0 0 21417 GOODYEAR TIRE & RUBR CO COM Stock 382550101 432 13104 SH SOLE 0 0 13104 GUGGENHEIM S&P 500 TOP 50 ETF ETF 78355W205 4835 33267 SH SOLE 0 0 33267 HARMAN INTL INDS INC COM Stock 413086109 418 4700 SH SOLE 0 0 4700 HD SUPPLY HLDGS INC COM Stock 40416M105 370 11200 SH SOLE 0 0 11200 HEALTH CARE SELECT SECTOR SPDR FUND ETF 81369Y209 6122 90316 SH SOLE 0 0 90316 HONEYWELL INTL INC COM Stock 438516106 6046 53958 SH SOLE 0 0 53958 INDUSTRIAL SELECT SECTOR SPDR FUND ETF 81369Y704 4699 84719 SH SOLE 0 0 84719 INTEL CORP 2.95% 12/15/2035 Convertible 458140AD2 64 50000 SH SOLE 0 0 50000 INTEL CORP COM Stock 458140100 445 13749 SH SOLE 0 0 13749 INTL BUSINESS MACHINES Stock 459200101 5577 36824 SH SOLE 0 0 36824 ISHARES 1-3 YEAR CREDIT BOND ETF ETF 464288646 12708 120543 SH SOLE 0 0 120543 ISHARES COMEX GOLD TRUST ETF 464285105 2228 187572 SH SOLE 0 0 187572 ISHARES CORE MSCI EAFE ETF ETF 46432F842 1636 30791 SH SOLE 0 0 30791 ISHARES CORE MSCI TOTAL INTERNATIONAL STOCK ETF ETF 46432F834 571 11553 SH SOLE 0 0 11553 ISHARES CORE S&P 500 ETF ETF 464287200 370 1789 SH SOLE 0 0 1789 ISHARES CORE S&P TOTAL U.S. STOCK MARKET ETF ETF 464287150 1394 14935 SH SOLE 0 0 14935 ISHARES CORE U.S. AGGREGATE BOND ETF ETF 464287226 14446 130351 SH SOLE 0 0 130351 ISHARES EUROPE ETF ETF 464287861 270 6891 SH SOLE 0 0 6891 ISHARES FLOATING RATE BOND ETF ETF 46429B655 202 4004 SH SOLE 0 0 4004 ISHARES GLOBAL INDUSTRIALS ETF ETF 464288729 1223 17361 SH SOLE 0 0 17361 ISHARES IBOXX $ INVESTMENT GRADE CORPORATE BOND ETF ETF 464287242 423 3560 SH SOLE 0 0 3560 ISHARES IBOXX HIGH YIELD CORPORATE BOND ETF ETF 464288513 5335 65305 SH SOLE 0 0 65305 ISHARES MSCI ACWI INDEX FUND ETF 464288257 36714 654903 SH SOLE 0 0 654903 ISHARES MSCI EAFE ETF ETF 464287465 46073 806035 SH SOLE 0 0 806035 ISHARES MSCI EAFE GROWTH ETF ETF 464288885 781 11875 SH SOLE 0 0 11875 ISHARES MSCI EAFE SMALL-CAP ETF ETF 464288273 9614 193046 SH SOLE 0 0 193046 ISHARES MSCI EAFE VALUE ETF ETF 464288877 584 13010 SH SOLE 0 0 13010 ISHARES MSCI GLOBAL METALS & MINING PRODUCERS ETF ETF 464286368 102 10611 SH SOLE 0 0 10611 ISHARES MSCI KLD 400 SOCIAL ETF ETF 464288570 2140 27950 SH SOLE 0 0 27950 ISHARES MSCI USA ESG SELECT ETF ETF 464288802 2119 24900 SH SOLE 0 0 24900 ISHARES MSCI USA MOMENTUM FACTOR ETF ETF 46432F396 10554 144372 SH SOLE 0 0 144372 ISHARES MSCI USA QUALITY FACTOR ETF ETF 46432F339 10956 166968 SH SOLE 0 0 166968 ISHARES RUSSELL 1000 ETF ETF 464287622 1084 9503 SH SOLE 0 0 9503 ISHARES RUSSELL 1000 GROWTH ETF ETF 464287614 1232 12350 SH SOLE 0 0 12350 ISHARES RUSSELL 1000 VALUE ETF ETF 464287598 1840 18622 SH SOLE 0 0 18622 ISHARES RUSSELL 2000 ETF ETF 464287655 643 5810 SH SOLE 0 0 5810 ISHARES RUSSELL 2000 GROWTH ETF ETF 464287648 513 3870 SH SOLE 0 0 3870 ISHARES RUSSELL 2000 VALUE ETF ETF 464287630 1868 20050 SH SOLE 0 0 20050 ISHARES S&P 500 GROWTH ETF ETF 464287309 1080 9323 SH SOLE 0 0 9323 ISHARES S&P 500 VALUE ETF ETF 464287408 28518 317119 SH SOLE 0 0 317119 ISHARES S&P MID-CAP 400 VALUE ETF ETF 464287705 238 1920 SH SOLE 0 0 1920 ISHARES S&P MIDCAP FUND ETF 464287507 425 2945 SH SOLE 0 0 2945 ISHARES S&P SMALLCAP 600 ETF ETF 464287804 9900 87943 SH SOLE 0 0 87943 ISHARES TRUST RUSSELL 3000 INDEX FD ETF 464287689 13201 109227 SH SOLE 0 0 109227 ISHARES U.S. BASIC MATERIALS ETF ETF 464287838 1312 17911 SH SOLE 0 0 17911 ISHARES U.S. CONSUMER SERVICES ETF ETF 464287580 1376 9440 SH SOLE 0 0 9440 ISHARES U.S. INDUSTRIALS ETF ETF 464287754 309 2890 SH SOLE 0 0 2890 ISHARES U.S. MEDICAL DEVICES ETF ETF 464288810 5154 42076 SH SOLE 0 0 42076 JD COM INC SPON ADR CL A ADR 47215P106 951 35880 SH SOLE 0 0 35880 JOHNSON & JOHNSON COM Stock 478160104 5577 51547 SH SOLE 0 0 51547 JPMORGAN CHASE & CO COM Stock 46625H100 4218 71226 SH SOLE 0 0 71226 KAYNE ANDERSON MLP INVT CO COM CEF 486606106 248 14940 SH SOLE 0 0 14940 LEVEL 3 COMMUNICATIONS INC COM NEW Stock 52729N308 356 6733 SH SOLE 0 0 6733 LINKEDIN CORP COM CL A Stock 53578A108 239 2092 SH SOLE 0 0 2092 LOCKHEED MARTIN CORP Stock 539830109 319 1440 SH SOLE 0 0 1440 MARSH & MCLENNAN COS INC COM Stock 571748102 366 6021 SH SOLE 0 0 6021 MATERIALS SELECT SECTOR SPDR FUND ETF 81369Y100 3602 80377 SH SOLE 0 0 80377 MCDERMOTT INTL INC COM Stock 580037109 431 105400 SH SOLE 0 0 105400 MCDONALDS CORP COM Stock 580135101 4191 33350 SH SOLE 0 0 33350 MELLANOX TECHNOLOGIES LTD SHS Stock M51363113 465 8550 SH SOLE 0 0 8550 MERCK & CO INC NEW COM Stock 58933Y105 752 14207 SH SOLE 0 0 14207 MICRON TECHNOLOGY INC COM Stock 595112103 612 58419 SH SOLE 0 0 58419 MICROSOFT Stock 594918104 9902 179281 SH SOLE 0 0 179281 MIDCAP SPDR TRUST, SERIES 1 ETF 78467Y107 1370 5215 SH SOLE 0 0 5215 NETEASE INC SPONSORED ADR ADR 64110W102 330 2300 SH SOLE 0 0 2300 NOKIA CORP SPONSORED ADR ADR 654902204 938 158710 SH SOLE 0 0 158710 NORTHERN TR CORP COM Stock 665859104 399 6120 SH SOLE 0 0 6120 NORTHROP GRUMMAN CORP COM Stock 666807102 5045 25493 SH SOLE 0 0 25493 NVIDIA CORP COM Stock 67066G104 1170 32830 SH SOLE 0 0 32830 ON DECK CAP INC COM Stock 682163100 1369 175802 SH SOLE 0 0 175802 PALO ALTO NETWORKS INC COM Stock 697435105 281 1721 SH SOLE 0 0 1721 PANDORA MEDIA INC COM Stock 698354107 166 18531 SH SOLE 0 0 18531 PFIZER INC COM Stock 717081103 4168 140626 SH SOLE 0 0 140626 PIMCO TOTAL RETURN ACTIVE EXCHANGE-TRADED FUND ETF 72201R775 561 5324 SH SOLE 0 0 5324 PNC FINL SVCS GROUP INC COM Stock 693475105 401 4739 SH SOLE 0 0 4739 POWERSHARES DWA MOMENTUM PORTFOLIO ETF 73935X153 7195 176429 SH SOLE 0 0 176429 POWERSHARES ETF FD TR II S&P SMALLCAP INDUSTRIALS ETF 73937B878 235 5220 SH SOLE 0 0 5220 POWERSHARES FINANCIAL PREFERRED PORTFOLIO ETF 73935X229 5587 297199 SH SOLE 0 0 297199 POWERSHARES HIGH YIELD EQUITY DIVIDEND ACHIEVERS PORTFOLIO ETF 73935X302 297 20824 SH SOLE 0 0 20824 POWERSHARES QQQ TRUST, SERIES 1 ETF 73935A104 215 1970 SH SOLE 0 0 1970 POWERSHARES S&P 500 HIGH DIVIDEND LOW VOLATILITY PORTFOLIO ETF 73937B654 814 21929 SH SOLE 0 0 21929 POWERSHARES S&P SMALLCAP INFORMATION TECHNOLOGY PORTFOLIO ETF 73937B860 470 8530 SH SOLE 0 0 8530 PROSHARES S&P 500 ARISTOCRATS ETF ETF 74348A467 1499 28654 SH SOLE 0 0 28654 QUALCOMM INC Stock 747525103 7779 152104 SH SOLE 0 0 152104 REGIONS FINL CORP NEW COM Stock 7591EP100 955 121670 SH SOLE 0 0 121670 SALESFORCE COM INC COM Stock 79466L302 653 8850 SH SOLE 0 0 8850 SANCHEZ ENERGY CORP COM Stock 79970Y105 553 100650 SH SOLE 0 0 100650 SCHLUMBERGER LTD COM Stock 806857108 2803 38008 SH SOLE 0 0 38008 SEALED AIR CORP NEW COM Stock 81211K100 401 8350 SH SOLE 0 0 8350 SHUTTERSTOCK INC COM Stock 825690100 430 11700 SH SOLE 0 0 11700 SONY CORP ADR NEW ADR 835699307 7676 298458 SH SOLE 0 0 298458 SPDR BARCLAYS AGGREGATE BOND ETF ETF 78464A649 12051 205820 SH SOLE 0 0 205820 SPDR BARCLAYS CONVERTIBLE SECURITIES ETF ETF 78464A359 5865 135773 SH SOLE 0 0 135773 SPDR DOUBLELINE TOTAL RETURN TACTICAL ETF ETF 78467V848 5392 109203 SH SOLE 0 0 109203 SPDR NUVEEN BARCLAYS MUNICIPAL BOND ETF ETF 78468R721 623 12635 SH SOLE 0 0 12635 SPDR S&P 500 TRUST ETF 78462F103 1712 8332 SH SOLE 0 0 8332 SPDR S&P BIOTECH ETF ETF 78464A870 1741 33701 SH SOLE 0 0 33701 SPDR S&P DIVIDEND ETF ETF 78464A763 4478 56023 SH SOLE 0 0 56023 SPDR S&P REGIONAL BANKING ETF ETF 78464A698 583 15495 SH SOLE 0 0 15495 SPECTRA ENERGY CORP COM Stock 847560109 691 22571 SH SOLE 0 0 22571 SPROTT PHYSICAL GOLD TRUST UNIT CEF 85207H104 942 93110 SH SOLE 0 0 93110 SUNTRUST BKS INC COM Stock 867914103 2917 80861 SH SOLE 0 0 80861 TARGET CORP COM Stock 87612E106 2346 28516 SH SOLE 0 0 28516 TECHNOLOGY SELECT SECTOR SPDR FUND ETF 81369Y803 3372 76022 SH SOLE 0 0 76022 TIME WARNER INC COM NEW Stock 887317303 310 4272 SH SOLE 0 0 4272 TUBEMOGUL INC COM Stock 898570106 311 24000 SH SOLE 0 0 24000 UNITED PARCEL SERVICE INC CL B Stock 911312106 2458 23307 SH SOLE 0 0 23307 US BANCORP DEL COM NEW Stock 902973304 2296 56560 SH SOLE 0 0 56560 VANGUARD DIVIDEND APPRECIATION ETF ETF 921908844 426 5243 SH SOLE 0 0 5243 VANGUARD ENERGY INDEX FUND ETF 92204A306 831 9684 SH SOLE 0 0 9684 VANGUARD FTSE ALL-WORLD EX US INDEX FUND ETF 922042775 2942 68189 SH SOLE 0 0 68189 VANGUARD FTSE DEVELOPED MARKETS ETF ETF 921943858 268 7478 SH SOLE 0 0 7478 VANGUARD FTSE EMERGING MARKETS ETF ETF 922042858 1335 38593 SH SOLE 0 0 38593 VANGUARD LARGE-CAP INDEX FUND ETF 922908637 1174 12485 SH SOLE 0 0 12485 VANGUARD MORTGAGE-BACKED SECURITIES ETF ETF 92206C771 11033 206339 SH SOLE 0 0 206339 VANGUARD REIT ETF ETF 922908553 762 9094 SH SOLE 0 0 9094 VANGUARD SHORT TERM BOND ETF 921937827 247 3060 SH SOLE 0 0 3060 VANGUARD SHORT-TERM CORPORATE BOND INDEX FUND ETF 92206C409 667 8330 SH SOLE 0 0 8330 VANGUARD SMALL-CAP INDEX FUND ETF 922908751 546 4895 SH SOLE 0 0 4895 VANGUARD SMALL-CAP VALUE INDEX FUND ETF 922908611 689 6760 SH SOLE 0 0 6760 VANGUARD TOTAL BOND MARKET ETF ETF 921937835 35208 425192 SH SOLE 0 0 425192 VANGUARD TOTAL INTERNATIONAL BOND ETF ETF 92203J407 12280 225154 SH SOLE 0 0 225154 VANGUARD TOTAL STK MKT ETF 922908769 27814 265353 SH SOLE 0 0 265353 VANGUARD TOTAL WORLD STOCK INDEX FUND ETF 922042742 28165 488221 SH SOLE 0 0 488221 VODAFONE GROUP PLC NEW SPNSR ADR NO PAR ADR 92857W308 5329 166283 SH SOLE 0 0 166283 WELLS FARGO & CO NEW COM Stock 949746101 6602 136519 SH SOLE 0 0 136519 WEYERHAEUSER CO COM REIT 962166104 707 22810 SH SOLE 0 0 22810 XILINX INC COM Stock 983919101 2484 52365 SH SOLE 0 0 52365 XYLEM INC COM Stock 98419M100 933 22800 SH SOLE 0 0 22800 YANDEX N V SHS CLASS A Stock N97284108 598 39040 SH SOLE 0 0 39040