Chief Compliance Officer

0001398344-16-009917.txt : 20160216 0001398344-16-009917.hdr.sgml : 20160215 20160212184255 ACCESSION NUMBER: 0001398344-16-009917 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20151231 FILED AS OF DATE: 20160216 DATE AS OF CHANGE: 20160212 EFFECTIVENESS DATE: 20160216 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: 161421820 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 12-31-2015 12-31-2015 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 02-12-2016 0 177 696145 INFORMATION TABLE 2 fp0018085_13fhr-table.xml 13F INFORMATION TABLE ABERCROMBIE & FITCH CO CL A Stock 002896207 421 15600 SH SOLE 0 0 15600 AFLAC INC COM Stock 001055102 554 9250 SH SOLE 0 0 9250 ALLY FINL INC COM Stock 02005N100 324 17400 SH SOLE 0 0 17400 ALPHABET INC CAP STK CL A Stock 02079K305 776 997 SH SOLE 0 0 997 ALPHABET INC CAP STK CL C Stock 02079K107 3842 5062 SH SOLE 0 0 5062 AMAZON.COM INC Stock 023135106 3039 4497 SH SOLE 0 0 4497 AMGEN INC COM Stock 031162100 9804 60398 SH SOLE 0 0 60398 APPLE INC Stock 037833100 10176 96679 SH SOLE 0 0 96679 APPLIED MATLS INC COM Stock 038222105 9576 512916 SH SOLE 0 0 512916 BALL CORP COM Stock 058498106 364 5000 SH SOLE 0 0 5000 BANK AMER CORP COM Stock 060505104 7691 456960 SH SOLE 0 0 456960 BANK NEW YORK MELLON CORP COM Stock 064058100 613 14880 SH SOLE 0 0 14880 BERKSHIRE HATHAWAY INC DEL CL B NEW Stock 084670702 530 4014 SH SOLE 0 0 4014 BLACKHAWK NETWORK HLDGS INC COM Stock 09238E104 1879 42500 SH SOLE 0 0 42500 BOSTON SCIENTIFIC CORP COM Stock 101137107 435 23600 SH SOLE 0 0 23600 CALLON PETE CO DEL COM Stock 13123X102 296 35500 SH SOLE 0 0 35500 CAPITAL ONE FINL CORP COM Stock 14040H105 554 7670 SH SOLE 0 0 7670 CARDTRONICS INC COM Stock 14161H108 249 7400 SH SOLE 0 0 7400 CHEVRON CORP NEW COM Stock 166764100 276 3065 SH SOLE 0 0 3065 CIENA CORP COM NEW Stock 171779309 207 10000 SH SOLE 0 0 10000 CITIGROUP INC COM NEW Stock 172967424 8301 160403 SH SOLE 0 0 160403 COLGATE PALMOLIVE CO COM Stock 194162103 239 3586 SH SOLE 0 0 3586 COMMVAULT SYSTEMS INC COM Stock 204166102 331 8400 SH SOLE 0 0 8400 CONSUMER DISCRETIONARY SELECT SECTOR SPDR FUND ETF 81369Y407 4320 55273 SH SOLE 0 0 55273 COSTCO WHSL CORP NEW COM Stock 22160K105 564 3494 SH SOLE 0 0 3494 CSX CORP COM Stock 126408103 4551 175370 SH SOLE 0 0 175370 CYPRESS SEMICONDUCTOR CORP COM Stock 232806109 261 26600 SH SOLE 0 0 26600 DBX ETF TR MSCI EAFECURRENCY HEDGED EQUITY FD ETF 233051200 22311 821451 SH SOLE 0 0 821451 DIGITAL REALTY TRUST INC REIT 253868103 378 5000 SH SOLE 0 0 5000 DOW CHEM CO COM Stock 260543103 5322 103376 SH SOLE 0 0 103376 ELECTRONIC ARTS INC COM Stock 285512109 893 13000 SH SOLE 0 0 13000 EMERSON ELEC CO COM Stock 291011104 707 14790 SH SOLE 0 0 14790 ENERGY SELECT SECTOR SPDR ETF 81369Y506 3215 53306 SH SOLE 0 0 53306 EXXON MOBIL CORP COM Stock 30231G102 4983 63928 SH SOLE 0 0 63928 FIAT CHRYSLER AUTOMOBILES N V SHS Stock N31738102 2432 173832 SH SOLE 0 0 173832 FIDELITY TOTAL BOND ETF ETF 316188309 445 9263 SH SOLE 0 0 9263 FINANCIAL SELECT SECTOR SPDR FUND ETF 81369Y605 3053 128106 SH SOLE 0 0 128106 FIRST SOLAR INC COM Stock 336433107 569 8620 SH SOLE 0 0 8620 FIRST TR EXCH TRADED FD TECHNOLOGY ALPHADEX FD ETF 33734X176 1085 32650 SH SOLE 0 0 32650 FIRST TRUST DORSEY WRIGHT FOCUS 5 ETF ETF 33738R605 391 16660 SH SOLE 0 0 16660 FIRST TRUST LARGE CAP CORE ALPHADEX FUND ETF 33734K109 1862 43049 SH SOLE 0 0 43049 FLEXSHARES QUALITY DIVIDEND DEFENSIVE INDEX FUND ETF 33939L845 1257 36299 SH SOLE 0 0 36299 FREEPORT-MCMORAN INC CL B Stock 35671D857 339 50103 SH SOLE 0 0 50103 FRONTIER COMMUNICATIONS CORP COM Stock 35906A108 546 117000 SH SOLE 0 0 117000 GENERAL ELECTRIC CO COM Stock 369604103 5619 180389 SH SOLE 0 0 180389 GILEAD SCIENCES INC COM Stock 375558103 2955 29203 SH SOLE 0 0 29203 GLOBANT S A COM Stock L44385109 1703 45395 SH SOLE 0 0 45395 GOLDMAN SACHS GROUP INC COM Stock 38141G104 5943 32977 SH SOLE 0 0 32977 GUGGENHEIM S&P 500 TOP 50 ETF ETF 78355W205 5267 36429 SH SOLE 0 0 36429 HEALTH CARE SELECT SECTOR SPDR FUND ETF 81369Y209 6886 95594 SH SOLE 0 0 95594 HONEYWELL INTL INC COM Stock 438516106 5729 55314 SH SOLE 0 0 55314 INDUSTRIAL SELECT SECTOR SPDR FUND ETF 81369Y704 5009 94482 SH SOLE 0 0 94482 INTEL CORP 2.95% 12/15/2035 Convertible 458140AD2 64 50000 SH SOLE 0 0 50000 INTEL CORP COM Stock 458140100 427 12405 SH SOLE 0 0 12405 ISHARES 1-3 YEAR CREDIT BOND ETF ETF 464288646 23171 221519 SH SOLE 0 0 221519 ISHARES 20+ YEAR TREASURY BOND ETF ETF 464287432 647 5365 SH SOLE 0 0 5365 ISHARES AGGREGATE BOND ETF ETF 464287226 256 2369 SH SOLE 0 0 2369 ISHARES CALIFORNIA AMT-FREE MUNI BOND ETF ETF 464288356 300 2540 SH SOLE 0 0 2540 ISHARES COMEX GOLD TRUST ETF 464285105 2057 201082 SH SOLE 0 0 201082 ISHARES CORE MSCI EAFE ETF ETF 46432F842 2185 40171 SH SOLE 0 0 40171 ISHARES CORE MSCI TOTAL INTERNATIONAL STOCK ETF ETF 46432F834 781 15793 SH SOLE 0 0 15793 ISHARES CORE S&P MID CAP ETF ETF 464287507 432 3103 SH SOLE 0 0 3103 ISHARES CORE S&P TOTAL U.S. STOCK MARKET ETF ETF 464287150 1343 14461 SH SOLE 0 0 14461 ISHARES CURRENCY HEDGED MSCI EAFE ETF ETF 46434V803 303 11932 SH SOLE 0 0 11932 ISHARES EUROPE ETF ETF 464287861 276 6891 SH SOLE 0 0 6891 ISHARES FLOATING RATE BOND ETF ETF 46429B655 5619 111403 SH SOLE 0 0 111403 ISHARES GLOBAL INDUSTRIALS ETF ETF 464288729 1283 18971 SH SOLE 0 0 18971 ISHARES GLOBAL TELECOM ETF ETF 464287275 417 7200 SH SOLE 0 0 7200 ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF ETF 464288513 4715 58511 SH SOLE 0 0 58511 ISHARES IBOXX CORPORATE BOND ETF ETF 464287242 412 3610 SH SOLE 0 0 3610 ISHARES MSCI EAFE ETF ETF 464287465 68675 1169536 SH SOLE 0 0 1169536 ISHARES MSCI EAFE MINIMUM VOLATILITY ETF ETF 46429B689 313 4824 SH SOLE 0 0 4824 ISHARES MSCI EAFE SMALL-CAP ETF ETF 464288273 22436 449164 SH SOLE 0 0 449164 ISHARES MSCI EUROPE FINANCIAL SECTOR INDEX FUND ETF 464289180 286 14055 SH SOLE 0 0 14055 ISHARES MSCI GERMANY ETF ETF 464286806 502 19152 SH SOLE 0 0 19152 ISHARES MSCI GLOBAL METALS & MINING PRODUCERS ETF ETF 464286368 86 10221 SH SOLE 0 0 10221 ISHARES MSCI KLD 400 SOCIAL ETF ETF 464288570 2190 28930 SH SOLE 0 0 28930 ISHARES MSCI USA ESG SELECT ETF ETF 464288802 2125 25490 SH SOLE 0 0 25490 ISHARES MSCI USA MOMENTUM FACTOR ETF ETF 46432F396 11993 163632 SH SOLE 0 0 163632 ISHARES MSCI USA QUALITY FACTOR ETF ETF 46432F339 11744 181882 SH SOLE 0 0 181882 ISHARES RUSSELL 1000 VALUE ETF ETF 464287598 963 9845 SH SOLE 0 0 9845 ISHARES RUSSELL 2000 ETF ETF 464287655 761 6760 SH SOLE 0 0 6760 ISHARES RUSSELL 2000 GROWTH ETF ETF 464287648 914 6560 SH SOLE 0 0 6560 ISHARES RUSSELL 2000 VALUE ETF ETF 464287630 1215 13220 SH SOLE 0 0 13220 ISHARES RUSSELL 3000 ETF ETF 464287689 9776 81258 SH SOLE 0 0 81258 ISHARES S&P 500 GROWTH ETF ETF 464287309 23671 204411 SH SOLE 0 0 204411 ISHARES S&P 500 INDEX ETF 464287200 3757 18341 SH SOLE 0 0 18341 ISHARES S&P 500 VALUE ETF ETF 464287408 18723 211491 SH SOLE 0 0 211491 ISHARES S&P MID-CAP 400 VALUE ETF ETF 464287705 225 1920 SH SOLE 0 0 1920 ISHARES S&P SMALL-CAP FUND ETF 464287804 10929 99259 SH SOLE 0 0 99259 ISHARES TIPS BOND ETF ETF 464287176 209 1907 SH SOLE 0 0 1907 ISHARES TR MSCI ACWIINDEX FD ETF 464288257 23569 422233 SH SOLE 0 0 422233 ISHARES U.S. BASIC MATERIALS ETF ETF 464287838 1269 17990 SH SOLE 0 0 17990 ISHARES U.S. CONSUMER SERVICES ETF ETF 464287580 1506 10411 SH SOLE 0 0 10411 ISHARES U.S. INDUSTRIALS ETF ETF 464287754 308 2990 SH SOLE 0 0 2990 ISHARES U.S. MEDICAL DEVICES ETF ETF 464288810 6006 49038 SH SOLE 0 0 49038 JOHNSON & JOHNSON COM Stock 478160104 5549 54021 SH SOLE 0 0 54021 JPMORGAN CHASE & CO COM Stock 46625H100 4800 72691 SH SOLE 0 0 72691 KBW REGIONAL BANKINGETF ETF 78464A698 423 10100 SH SOLE 0 0 10100 LINKEDIN CORP COM CL A Stock 53578A108 471 2092 SH SOLE 0 0 2092 LOCKHEED MARTIN CORP COM Stock 539830109 311 1431 SH SOLE 0 0 1431 M & T BK CORP COM Stock 55261F104 677 5590 SH SOLE 0 0 5590 MARKET VECTORS GOLD MINERS ETF ETF 57060U100 288 21000 SH SOLE 0 0 21000 MARSH & MCLENNAN COS INC COM Stock 571748102 325 5860 SH SOLE 0 0 5860 MATERIALS SELECT SECTOR SPDR FUND ETF 81369Y100 3922 90318 SH SOLE 0 0 90318 MCDERMOTT INTL INC COM Stock 580037109 340 101400 SH SOLE 0 0 101400 MCDONALDS CORP COM Stock 580135101 4148 35115 SH SOLE 0 0 35115 MELLANOX TECHNOLOGIES LTD SHS Stock M51363113 459 10900 SH SOLE 0 0 10900 MERCK & CO INC NEW COM Stock 58933Y105 620 11739 SH SOLE 0 0 11739 MICRON TECHNOLOGY INC COM Stock 595112103 697 49251 SH SOLE 0 0 49251 MICROSOFT Stock 594918104 9616 173321 SH SOLE 0 0 173321 MOSAIC CO NEW COM Stock 61945C103 290 10500 SH SOLE 0 0 10500 NOKIA CORP SPONSORED ADR ADR 654902204 3214 457830 SH SOLE 0 0 457830 NORTHROP GRUMMAN CORP COM Stock 666807102 5054 26767 SH SOLE 0 0 26767 NVIDIA CORP COM Stock 67066G104 1075 32630 SH SOLE 0 0 32630 ON DECK CAP INC COM Stock 682163100 1842 178802 SH SOLE 0 0 178802 ORACLE CORP COM Stock 68389X105 4178 114367 SH SOLE 0 0 114367 PALO ALTO NETWORKS INC COM Stock 697435105 338 1921 SH SOLE 0 0 1921 PANDORA MEDIA INC COM Stock 698354107 249 18531 SH SOLE 0 0 18531 PAPA JOHNS INTL INC COM Stock 698813102 318 5700 SH SOLE 0 0 5700 PFIZER INC COM Stock 717081103 3526 109242 SH SOLE 0 0 109242 PIMCO TOTAL RETURN ACTIVE EXCHANGE-TRADED FUND ETF 72201R775 11102 106526 SH SOLE 0 0 106526 PNC FINL SVCS GROUP INC COM Stock 693475105 438 4600 SH SOLE 0 0 4600 POWERSHARES DWA MOMENTUM PORTFOLIO ETF 73935X153 8194 198060 SH SOLE 0 0 198060 POWERSHARES ETF FD TR II S&P SMALLCAP INDUSTRIALS ETF 73937B878 256 5930 SH SOLE 0 0 5930 POWERSHARES FINANCIAL PREFERRED PORTFOLIO ETF 73935X229 5679 301619 SH SOLE 0 0 301619 POWERSHARES QQQ TR ETF 73935A104 316 2827 SH SOLE 0 0 2827 POWERSHARES S&P 500 HIGH DIVIDEND LOW VOLATILITY PORTFOLIO ETF 73937B654 701 21036 SH SOLE 0 0 21036 POWERSHARES S&P SMALLCAP INFORMATION TECHNOLOGY PORTFOLIO ETF 73937B860 395 7550 SH SOLE 0 0 7550 PROSHARES S&P 500 ARISTOCRATS ETF ETF 74348A467 957 19394 SH SOLE 0 0 19394 PRUDENTIAL FINL INC Stock 744320102 4207 51674 SH SOLE 0 0 51674 QUALCOMM INC COM Stock 747525103 6320 126431 SH SOLE 0 0 126431 S & P MID CAP 400 DEP RCPTS MID CAP ETF 78467Y107 1249 4915 SH SOLE 0 0 4915 SALESFORCE COM INC COM Stock 79466L302 679 8660 SH SOLE 0 0 8660 SANCHEZ ENERGY CORP COM Stock 79970Y105 317 73650 SH SOLE 0 0 73650 SCHLUMBERGER LTD COM Stock 806857108 2977 42679 SH SOLE 0 0 42679 SHUTTERSTOCK INC COM Stock 825690100 298 9200 SH SOLE 0 0 9200 SIMPSON MANUFACTURING CO INC COM Stock 829073105 11813 345910 SH SOLE 0 0 345910 SONY CORP ADR NEW ADR 835699307 7307 296920 SH SOLE 0 0 296920 SPDR BARCLAYS CONVERTIBLE SECURITIES ETF ETF 78464A359 5633 130155 SH SOLE 0 0 130155 SPDR DOUBLELINE TOTAL RETURN TACTICAL ETF ETF 78467V848 4944 101732 SH SOLE 0 0 101732 SPDR NUVEEN BARCLAYS MUNICIPAL BOND ETF ETF 78464A458 677 27750 SH SOLE 0 0 27750 SPDR S&P 500 TRUST ETF 78462F103 1612 7906 SH SOLE 0 0 7906 SPDR S&P DIVIDEND ETF ETF 78464A763 2692 36592 SH SOLE 0 0 36592 SPECTRA ENERGY CORP COM Stock 847560109 321 13401 SH SOLE 0 0 13401 SPROTT PHYSICAL GOLD TRUST UNIT CEF 85207H104 933 106895 SH SOLE 0 0 106895 STILLWATER MNG CO COM Stock 86074Q102 334 39000 SH SOLE 0 0 39000 SUNEDISON INC COM Stock 86732Y109 363 71340 SH SOLE 0 0 71340 SUNTRUST BKS INC COM Stock 867914103 3895 90924 SH SOLE 0 0 90924 TARGET CORP COM Stock 87612E106 2246 30937 SH SOLE 0 0 30937 TECHNOLOGY SELECT SECTOR SPDR FUND ETF 81369Y803 3706 86539 SH SOLE 0 0 86539 TESLA MTRS INC COM Stock 88160R101 719 2995 SH SOLE 0 0 2995 TUBEMOGUL INC COM Stock 898570106 326 24000 SH SOLE 0 0 24000 UNITED PARCEL SERVICE INC CL B Stock 911312106 2780 28886 SH SOLE 0 0 28886 UNITED TECHNOLOGIES CORP COM Stock 913017109 437 4549 SH SOLE 0 0 4549 VANGUARD DIVIDEND APPRECIATION ETF ETF 921908844 408 5241 SH SOLE 0 0 5241 VANGUARD ENERGY ETF 92204A306 880 10592 SH SOLE 0 0 10592 VANGUARD FTSE ALL-WORLD EX-US ETF 922042775 5045 116218 SH SOLE 0 0 116218 VANGUARD MORTGAGE-BACKED SECURITIES ETF ETF 92206C771 11092 210389 SH SOLE 0 0 210389 VANGUARD REIT ETF ETF 922908553 772 9683 SH SOLE 0 0 9683 VANGUARD SHORT-TERM BOND INDEX FUND ETF 921937827 454 5710 SH SOLE 0 0 5710 VANGUARD SHORT-TERM CORPORATE BOND INDEX FUND ETF 92206C409 658 8330 SH SOLE 0 0 8330 VANGUARD SMALL CAP ETF ETF 922908751 474 4280 SH SOLE 0 0 4280 VANGUARD SMALL-CAP VALUE INDEX FUND ETF 922908611 668 6760 SH SOLE 0 0 6760 VANGUARD TOTAL BOND MARKET INDEX FUND ETF 921937835 35554 440242 SH SOLE 0 0 440242 VANGUARD TOTAL INTERNATIONAL BOND ETF ETF 92203J407 12118 229157 SH SOLE 0 0 229157 VANGUARD TOTAL STK MKT ETF 922908769 33038 316757 SH SOLE 0 0 316757 VANGUARD TOTAL WORLD STOCK INDEX FUND ETF 922042742 3943 68438 SH SOLE 0 0 68438 VODAFONE GROUP PLC NEW SPNSR ADR NO PAR ADR 92857W308 4755 147411 SH SOLE 0 0 147411 WELLS FARGO & CO NEW COM Stock 949746101 4546 83626 SH SOLE 0 0 83626 WEYERHAEUSER CO COM REIT 962166104 318 10600 SH SOLE 0 0 10600 WISDOMTREE INTERNATIONAL MIDCAP DIVIDEND FUND ETF 97717W778 607 10942 SH SOLE 0 0 10942 WISDOMTREE INTERNATIONAL SMALLCAP DIVIDEND FUND ETF 97717W760 629 10830 SH SOLE 0 0 10830 WISDOMTREE TR CURRENCY HEDGED DEFAFD ETF 97717X701 1170 21747 SH SOLE 0 0 21747 XILINX INC COM Stock 983919101 2772 59020 SH SOLE 0 0 59020 XYLEM INC COM Stock 98419M100 438 12000 SH SOLE 0 0 12000 YANDEX N V SHS CLASS A Stock N97284108 338 21500 SH SOLE 0 0 21500