Chief Compliance Officer

0001398344-16-020758.txt : 20161114 0001398344-16-020758.hdr.sgml : 20161111 20161114172328 ACCESSION NUMBER: 0001398344-16-020758 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20160930 FILED AS OF DATE: 20161114 DATE AS OF CHANGE: 20161114 EFFECTIVENESS DATE: 20161114 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: 161995985 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 09-30-2016 09-30-2016 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 11-14-2016 0 188 696874 INFORMATION TABLE 2 fp0022481_13fhr-table.xml 13F INFORMATION TABLE ABBVIE INC COM Stock 00287Y109 234 3704 SH SOLE 0 0 3704 ABRAXAS PETE CORP COM Stock 003830106 244 144100 SH SOLE 0 0 144100 ADVANCED MICRO DEVICES INC COM Stock 007903107 801 115905 SH SOLE 0 0 115905 AFLAC INC COM Stock 001055102 665 9256 SH SOLE 0 0 9256 AIR LEASE CORP CL A Stock 00912X302 469 16422 SH SOLE 0 0 16422 ALPHABET INC CAP STK CL A Stock 02079K305 597 742 SH SOLE 0 0 742 ALPHABET INC CAP STK CL C Stock 02079K107 3222 4145 SH SOLE 0 0 4145 AMAZON COM INC COM Stock 023135106 5760 6879 SH SOLE 0 0 6879 AMGEN INC COM Stock 031162100 6610 39623 SH SOLE 0 0 39623 APACHE CORP COM Stock 037411105 488 7640 SH SOLE 0 0 7640 APPLE INC Stock 037833100 8382 74149 SH SOLE 0 0 74149 APPLIED MATLS INC COM Stock 038222105 10530 349254 SH SOLE 0 0 349254 BANK AMER CORP COM Stock 060505104 717 45800 SH SOLE 0 0 45800 BANK NEW YORK MELLON CORP COM Stock 064058100 655 16430 SH SOLE 0 0 16430 BERKSHIRE HATHAWAY INC DEL CL B NEW Stock 084670702 232 1608 SH SOLE 0 0 1608 BLACKHAWK NETWORK HLDGS INC COM Stock 09238E104 1398 46322 SH SOLE 0 0 46322 BLACKSTONE GROUP L P COM UNIT LTD MLP 09253U108 383 15000 SH SOLE 0 0 15000 BOSTON SCIENTIFIC CORP COM Stock 101137107 481 20225 SH SOLE 0 0 20225 BROADCOM LTD SHS Stock Y09827109 600 3475 SH SOLE 0 0 3475 BROCADE COMMUNICATIONS SYS INC COM NEW Stock 111621306 477 51700 SH SOLE 0 0 51700 CALAMP CORP COM Stock 128126109 487 34925 SH SOLE 0 0 34925 CALLON PETE CO DEL COM Stock 13123X102 793 50500 SH SOLE 0 0 50500 CBS CORP NEW CL B Stock 124857202 965 17620 SH SOLE 0 0 17620 CELGENE CORP COM Stock 151020104 1417 13560 SH SOLE 0 0 13560 CHEVRON CORP NEW COM Stock 166764100 2252 21879 SH SOLE 0 0 21879 CISCO SYS INC COM Stock 17275R102 975 30730 SH SOLE 0 0 30730 CITIGROUP INC COM NEW Stock 172967424 415 8791 SH SOLE 0 0 8791 COLGATE PALMOLIVE CO COM Stock 194162103 266 3586 SH SOLE 0 0 3586 COMMVAULT SYSTEMS INC COM Stock 204166102 473 8910 SH SOLE 0 0 8910 CONSUMER DISCRETIONARY SELECT SECTOR SPDR FUND ETF 81369Y407 4575 57155 SH SOLE 0 0 57155 CORNING INC COM Stock 219350105 3589 151759 SH SOLE 0 0 151759 COSTCO WHSL CORP NEW COM Stock 22160K105 539 3533 SH SOLE 0 0 3533 CSX CORP COM Stock 126408103 3690 120971 SH SOLE 0 0 120971 DEUTSCHE X-TRACKERS MSCI EAFE HEDGED EQUITY ETF ETF 233051200 207 7830 SH SOLE 0 0 7830 DISH NETWORK CORP CL A Stock 25470M109 329 6000 SH SOLE 0 0 6000 DISNEY WALT CO COM DISNEY Stock 254687106 626 6740 SH SOLE 0 0 6740 DOW CHEM CO COM Stock 260543103 3619 69827 SH SOLE 0 0 69827 ELECTRONIC ARTS INC COM Stock 285512109 556 6513 SH SOLE 0 0 6513 ENERGY SELECT SECTOR SPDR FUND ETF 81369Y506 5938 84092 SH SOLE 0 0 84092 EXACT SCIENCES CORP COM Stock 30063P105 560 30131 SH SOLE 0 0 30131 EXXON MOBIL CORP COM Stock 30231G102 3902 44708 SH SOLE 0 0 44708 FINANCIAL SELECT SECTOR SPDR FUND ETF 81369Y605 8651 448246 SH SOLE 0 0 448246 FIRST TRUST LARGE CAP CORE ALPHADEX FUND ETF 33734K109 1694 36240 SH SOLE 0 0 36240 FIRST TRUST MORNINGSTAR DIVIDEND LEADERS INDEX FUND ETF 336917109 467 17126 SH SOLE 0 0 17126 FIRST TRUST NASDAQ TECHNOLOGY DIVIDEND INDEX FUND ETF 33738R118 496 16912 SH SOLE 0 0 16912 FIRST TRUST NORTH AMERICAN ENERGY INFRASTRUCTURE FUND ETF 33738D101 507 20020 SH SOLE 0 0 20020 FIRST TRUST VALUE LINE DIVIDEND INDEX FUND ETF 33734H106 289 10720 SH SOLE 0 0 10720 FITBIT INC CL A Stock 33812L102 772 52000 SH SOLE 0 0 52000 FREEPORT-MCMORAN INC CL B Stock 35671D857 431 39703 SH SOLE 0 0 39703 GARMIN LTD SHS Stock H2906T109 217 4510 SH SOLE 0 0 4510 GENERAL MTRS CO COM Stock 37045V100 2946 92743 SH SOLE 0 0 92743 GILEAD SCIENCES INC COM Stock 375558103 320 4041 SH SOLE 0 0 4041 GLOBANT S A COM Stock L44385109 1912 45395 SH SOLE 0 0 45395 GOLDMAN SACHS GROUP INC COM Stock 38141G104 2853 17692 SH SOLE 0 0 17692 GUGGENHEIM S&P 500 TOP 50 ETF ETF 78355W205 2180 14268 SH SOLE 0 0 14268 HEALTH CARE SELECT SECTOR SPDR FUND ETF 81369Y209 4426 61384 SH SOLE 0 0 61384 HONEYWELL INTL INC COM Stock 438516106 3127 26823 SH SOLE 0 0 26823 HUBSPOT INC COM Stock 443573100 351 6100 SH SOLE 0 0 6100 INDUSTRIAL SELECT SECTOR SPDR FUND ETF 81369Y704 1405 24060 SH SOLE 0 0 24060 INTEGRATED DEVICE TECHNOLOGY COM Stock 458118106 455 19700 SH SOLE 0 0 19700 INTEL CORP 2.95% 12/15/2035 Convertible 458140AD2 69 50000 SH SOLE 0 0 50000 INTEL CORP COM Stock 458140100 3995 105836 SH SOLE 0 0 105836 INTERNATIONAL BUSINESS MACHS COM Stock 459200101 5461 34378 SH SOLE 0 0 34378 IPATH BLOOMBERG COMMODITY INDEX TOTAL RETURN ETN ETF 06738C778 2490 106075 SH SOLE 0 0 106075 ISHARES 1-3 YEAR CREDIT BOND ETF ETF 464288646 1102 10420 SH SOLE 0 0 10420 ISHARES CORE HIGH DIVIDEND ETF ETF 46429B663 3533 43473 SH SOLE 0 0 43473 ISHARES CORE MSCI EAFE ETF ETF 46432F842 715 12962 SH SOLE 0 0 12962 ISHARES CORE S&P 500 ETF ETF 464287200 2292 10537 SH SOLE 0 0 10537 ISHARES CORE S&P TOTAL U.S. STOCK MARKET ETF ETF 464287150 352 7098 SH SOLE 0 0 7098 ISHARES CORE U.S. AGGREGATE BOND ETF ETF 464287226 36638 325903 SH SOLE 0 0 325903 ISHARES EDGE MSCI MIN VOL GLOBAL ETF ETF 464286525 3510 46067 SH SOLE 0 0 46067 ISHARES EDGE MSCI USA MOMENTUM FACTOR ETF ETF 46432F396 7826 101153 SH SOLE 0 0 101153 ISHARES EDGE MSCI USA QUALITY FACTOR ETF ETF 46432F339 11468 169925 SH SOLE 0 0 169925 ISHARES GLOBAL INDUSTRIALS ETF ETF 464288729 474 6422 SH SOLE 0 0 6422 ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF ETF 464288513 6062 69467 SH SOLE 0 0 69467 ISHARES IBOXX $ INVESTMENT GRADE CORPORATE BOND ETF ETF 464287242 417 3385 SH SOLE 0 0 3385 ISHARES J.P. MORGAN USD EMERGING MARKETS BOND ETF ETF 464288281 5504 46961 SH SOLE 0 0 46961 ISHARES MSCI ACWI INDEX FUND ETF 464288257 29022 491073 SH SOLE 0 0 491073 ISHARES MSCI EAFE ETF ETF 464287465 17314 292813 SH SOLE 0 0 292813 ISHARES MSCI EAFE GROWTH ETF ETF 464288885 11403 166764 SH SOLE 0 0 166764 ISHARES MSCI EAFE SMALL-CAP ETF ETF 464288273 11542 220229 SH SOLE 0 0 220229 ISHARES MSCI EAFE VALUE ETF ETF 464288877 7799 168946 SH SOLE 0 0 168946 ISHARES MSCI EMERGING MARKETS ETF ETF 464287234 1920 51270 SH SOLE 0 0 51270 ISHARES MSCI USA ESG SELECT ETF ETF 464288802 1350 14845 SH SOLE 0 0 14845 ISHARES NASDAQ BIOTECHNOLOGY INDEX FUND ETF 464287556 4276 14772 SH SOLE 0 0 14772 ISHARES RUSSELL 1000 ETF ETF 464287622 10194 84625 SH SOLE 0 0 84625 ISHARES RUSSELL 1000 GROWTH ETF ETF 464287614 10735 103053 SH SOLE 0 0 103053 ISHARES RUSSELL 1000 VALUE ETF ETF 464287598 4409 41744 SH SOLE 0 0 41744 ISHARES RUSSELL 2000 ETF ETF 464287655 11707 94248 SH SOLE 0 0 94248 ISHARES RUSSELL 2000 GROWTH ETF ETF 464287648 4423 29702 SH SOLE 0 0 29702 ISHARES RUSSELL 2000 VALUE ETF ETF 464287630 6685 63822 SH SOLE 0 0 63822 ISHARES RUSSELL 3000 ETF ETF 464287689 16556 129152 SH SOLE 0 0 129152 ISHARES S&P 500 GROWTH ETF ETF 464287309 456 3747 SH SOLE 0 0 3747 ISHARES S&P 500 VALUE ETF ETF 464287408 13061 137538 SH SOLE 0 0 137538 ISHARES S&P MID-CAP 400 VALUE ETF ETF 464287705 255 1920 SH SOLE 0 0 1920 ISHARES S&P SMALL-CAP FUND ETF 464287804 4821 38828 SH SOLE 0 0 38828 ISHARES S&P/CITIGROUP INTERNATIONAL TREASURY BOND FUND EX-US ETF 464288117 5256 52346 SH SOLE 0 0 52346 ISHARES U.S. BASIC MATERIALS ETF ETF 464287838 1229 15557 SH SOLE 0 0 15557 ISHARES U.S. BROKER-DEALERS & SECURITIES EXCHANGES ETF ETF 464288794 3717 89362 SH SOLE 0 0 89362 ISHARES U.S. CONSUMER SERVICES ETF ETF 464287580 595 4046 SH SOLE 0 0 4046 ISHARES U.S. MEDICAL DEVICES ETF ETF 464288810 4271 29374 SH SOLE 0 0 29374 JD COM INC SPON ADR CL A ADR 47215P106 287 11000 SH SOLE 0 0 11000 JOHNSON & JOHNSON COM Stock 478160104 4978 42137 SH SOLE 0 0 42137 JPMORGAN CHASE & CO COM Stock 46625H100 5127 76996 SH SOLE 0 0 76996 KAYNE ANDERSON MLP INVT CO COM CEF 486606106 308 14940 SH SOLE 0 0 14940 LIBERTY GLOBAL PLC SHS CL A Stock G5480U104 3446 100830 SH SOLE 0 0 100830 LINKEDIN CORP COM CL A Stock 53578A108 400 2092 SH SOLE 0 0 2092 LOCKHEED MARTIN CORP COM Stock 539830109 251 1048 SH SOLE 0 0 1048 MARSH & MCLENNAN COS INC COM Stock 571748102 394 5860 SH SOLE 0 0 5860 MARVELL TECHNOLOGY GROUP LTD ORD Stock G5876H105 214 16100 SH SOLE 0 0 16100 MATERIALS SELECT SECTOR SPDR FUND ETF 81369Y100 5065 106064 SH SOLE 0 0 106064 MATTEL INC COM Stock 577081102 2239 73931 SH SOLE 0 0 73931 MCDERMOTT INTL INC COM Stock 580037109 611 121920 SH SOLE 0 0 121920 MELLANOX TECHNOLOGIES LTD SHS Stock M51363113 491 11345 SH SOLE 0 0 11345 MERCK & CO INC COM Stock 58933Y105 913 14634 SH SOLE 0 0 14634 MICRON TECHNOLOGY INC COM Stock 595112103 884 49719 SH SOLE 0 0 49719 MICROSOFT CORP COM Stock 594918104 10375 180114 SH SOLE 0 0 180114 MOHAWK INDS INC COM Stock 608190104 361 1800 SH SOLE 0 0 1800 NORTHERN TR CORP COM Stock 665859104 440 6465 SH SOLE 0 0 6465 NORTHROP GRUMMAN CORP COM Stock 666807102 2297 10734 SH SOLE 0 0 10734 NVIDIA CORP COM Stock 67066G104 919 13405 SH SOLE 0 0 13405 OASIS PETE INC NEW COM Stock 674215108 310 27000 SH SOLE 0 0 27000 ON DECK CAP INC COM Stock 682163100 774 135802 SH SOLE 0 0 135802 ON SEMICONDUCTOR CORP COM Stock 682189105 795 64550 SH SOLE 0 0 64550 PALO ALTO NETWORKS INC COM Stock 697435105 306 1921 SH SOLE 0 0 1921 PANDORA MEDIA INC COM Stock 698354107 266 18531 SH SOLE 0 0 18531 PFIZER INC COM Stock 717081103 5501 162412 SH SOLE 0 0 162412 PHILLIPS 66 COM Stock 718546104 473 5870 SH SOLE 0 0 5870 PIMCO TOTAL RETURN ACTIVE EXCHANGE-TRADED FUND ETF 72201R775 362 3350 SH SOLE 0 0 3350 POTASH CORP SASK INC COM Stock 73755L107 211 12921 SH SOLE 0 0 12921 POWERSHARES BUILD AMERICA BOND PORTFOLIO ETF 73937B407 5279 168164 SH SOLE 0 0 168164 POWERSHARES DB OPTIMUM YIELD DIVERSIFIED COMMODITY STRATEGY PORTFOLIO ETF 73937V106 826 47335 SH SOLE 0 0 47335 POWERSHARES DWA MOMENTUM PORTFOLIO ETF 73935X153 3241 76410 SH SOLE 0 0 76410 POWERSHARES FINANCIAL PREFERRED PORTFOLIO ETF 73935X229 5820 305505 SH SOLE 0 0 305505 POWERSHARES HIGH YIELD EQUITY DIVIDEND ACHIEVERS PORTFOLIO ETF 73935X302 492 30986 SH SOLE 0 0 30986 POWERSHARES S&P 500 HIGH DIVIDEND LOW VOLATILITY PORTFOLIO ETF 73937B654 1266 32538 SH SOLE 0 0 32538 PROSHARES S&P 500 ARISTOCRATS ETF ETF 74348A467 474 8727 SH SOLE 0 0 8727 PTC INC COM Stock 69370C100 586 13215 SH SOLE 0 0 13215 QUALCOMM INC COM Stock 747525103 11257 164337 SH SOLE 0 0 164337 REAL ESTATE SELECT SECTOR SPDR FUND ETF 81369Y860 1471 44903 SH SOLE 0 0 44903 RED HAT INC COM Stock 756577102 865 10700 SH SOLE 0 0 10700 REGIONS FINL CORP NEW COM Stock 7591EP100 812 82285 SH SOLE 0 0 82285 SANCHEZ ENERGY CORP COM Stock 79970Y105 894 101140 SH SOLE 0 0 101140 SCHLUMBERGER LTD COM Stock 806857108 4044 51428 SH SOLE 0 0 51428 SCHWAB CHARLES CORP NEW COM Stock 808513105 8090 256242 SH SOLE 0 0 256242 SEALED AIR CORP NEW COM Stock 81211K100 861 18800 SH SOLE 0 0 18800 SELECT COMFORT CORP COM Stock 81616X103 728 33710 SH SOLE 0 0 33710 SHOPIFY INC CL A Stock 82509L107 533 12420 SH SOLE 0 0 12420 SONY CORP ADR NEW ADR 835699307 6566 197700 SH SOLE 0 0 197700 SPDR BLOOMBERG BARCLAYS AGGREGATE BOND ETF ETF 78464A649 29129 491635 SH SOLE 0 0 491635 SPDR BLOOMBERG BARCLAYS CONVERTIBLE SECURITIES ETF ETF 78464A359 6688 144263 SH SOLE 0 0 144263 SPDR NUVEEN BLOOMBERG BARCLAYS MUNICIPAL BOND ETF ETF 78468R721 606 12100 SH SOLE 0 0 12100 SPDR S&P BIOTECH ETF ETF 78464A870 2402 36236 SH SOLE 0 0 36236 SPDR S&P DIVIDEND ETF ETF 78464A763 3523 41761 SH SOLE 0 0 41761 SPDR S&P MIDCAP 400 ETF ETF 78467Y107 1568 5555 SH SOLE 0 0 5555 SPROTT PHYSICAL GOLD TRUST UNIT CEF 85207H104 1235 112740 SH SOLE 0 0 112740 STERICYCLE INC DEP PFD A 1/10 Convertible Preferred 858912207 201 3040 SH SOLE 0 0 3040 SUNTRUST BKS INC COM Stock 867914103 1620 36979 SH SOLE 0 0 36979 TECHNOLOGY SELECT SECTOR SPDR FUND ETF 81369Y803 1709 35778 SH SOLE 0 0 35778 TIME WARNER INC COM NEW Stock 887317303 587 7377 SH SOLE 0 0 7377 TUPPERWARE BRANDS CORP COM Stock 899896104 203 3110 SH SOLE 0 0 3110 UNITED PARCEL SERVICE INC CL B Stock 911312106 1059 9685 SH SOLE 0 0 9685 US BANCORP DEL COM NEW Stock 902973304 3392 79095 SH SOLE 0 0 79095 VANGUARD DIVIDEND APPRECIATION ETF ETF 921908844 298 3545 SH SOLE 0 0 3545 VANGUARD ENERGY INDEX FUND ETF 92204A306 366 3750 SH SOLE 0 0 3750 VANGUARD FTSE ALL-WORLD EX US INDEX FUND ETF 922042775 9596 211217 SH SOLE 0 0 211217 VANGUARD FTSE DEVELOPED MARKETS ETF ETF 921943858 2688 71859 SH SOLE 0 0 71859 VANGUARD FTSE EMERGING MARKETS ETF ETF 922042858 13065 347208 SH SOLE 0 0 347208 VANGUARD LARGE-CAP INDEX FUND ETF 922908637 5665 57128 SH SOLE 0 0 57128 VANGUARD REIT ETF ETF 922908553 832 9590 SH SOLE 0 0 9590 VANGUARD SHORT-TERM BOND INDEX FUND ETF 921937827 247 3060 SH SOLE 0 0 3060 VANGUARD SHORT-TERM CORPORATE BOND INDEX FUND ETF 92206C409 671 8330 SH SOLE 0 0 8330 VANGUARD SMALL-CAP INDEX FUND ETF 922908751 2196 17971 SH SOLE 0 0 17971 VANGUARD SMALL-CAP VALUE INDEX FUND ETF 922908611 752 6800 SH SOLE 0 0 6800 VANGUARD TOTAL BOND MARKET INDEX FUND ETF 921937835 43005 511117 SH SOLE 0 0 511117 VANGUARD TOTAL INTERNATIONAL BOND ETF ETF 92203J407 219 3900 SH SOLE 0 0 3900 VANGUARD TOTAL STK MKT ETF 922908769 24133 216767 SH SOLE 0 0 216767 VANGUARD TOTAL WORLD STOCK INDEX FUND ETF 922042742 29210 480041 SH SOLE 0 0 480041 VERTEX PHARMACEUTICALS INC COM Stock 92532F100 486 5570 SH SOLE 0 0 5570 VMWARE INC CL A COM Stock 928563402 5200 70890 SH SOLE 0 0 70890 VODAFONE GROUP PLC NEW SPNSR ADR ADR 92857W308 5573 191185 SH SOLE 0 0 191185 WELLS FARGO & CO NEW COM Stock 949746101 411 9283 SH SOLE 0 0 9283 WEYERHAEUSER CO COM REIT 962166104 3703 115931 SH SOLE 0 0 115931 WHIRLPOOL CORP COM Stock 963320106 346 2131 SH SOLE 0 0 2131 WHOLE FOODS MKT INC COM Stock 966837106 494 17423 SH SOLE 0 0 17423 XILINX INC COM Stock 983919101 1810 33308 SH SOLE 0 0 33308 XYLEM INC COM Stock 98419M100 723 13790 SH SOLE 0 0 13790 YANDEX N V SHS CLASS A Stock N97284108 639 30375 SH SOLE 0 0 30375