Baker Avenue Asset Management, LP Q1 2017 Filing

Filed May 15, 2017

Portfolio Value

$744.3M

Holdings

202

Report Date

Q1 2017

Filing Type

13F-HR

All Holdings (202 positions)

#	Stock	Shares	Value	% Portfolio
1	BNDVANGUARD TOTAL BOND MARKET INDEX FUND	536,784	$43.5M	5.85%
2	AGGISHARES CORE U.S. AGGREGATE BOND ETF	339,984	$36.9M	4.96%
3	VTIVANGUARD TOTAL STOCK MARKET INDEX FUND	209,945	$25.5M	3.42%
4	SPABSPDR BLOOMBERG BARCLAYS AGGREGATE BOND ETF	399,214	$22.8M	3.06%
5	IWVISHARES RUSSELL 3000 ETF	142,183	$19.9M	2.67%
6	VWOVANGUARD FTSE EMERGING MARKETS ETF	456,029	$18.1M	2.43%
7	VEUVANGUARD FTSE ALL-WORLD EX US INDEX FUND	378,405	$18.1M	2.43%
8	EFVISHARES MSCI EAFE VALUE ETF	353,011	$17.8M	2.39%
9	VEAVANGUARD FTSE DEVELOPED MARKETS ETF	443,347	$17.4M	2.34%
10	IWFISHARES RUSSELL 1000 GROWTH ETF	152,967	$17.4M	2.34%
11	IWBISHARES RUSSELL 1000 ETF	126,143	$16.6M	2.22%
12	VTVANGUARD TOTAL WORLD STOCK INDEX FUND	239,666	$15.6M	2.10%
13	ACWIISHARES MSCI ACWI INDEX FUND	221,498	$14.0M	1.88%
14	QUALISHARES EDGE MSCI USA QUALITY FACTOR ETF	189,403	$13.8M	1.85%
15	AMATAPPLIED MATLS INC COM	342,721	$13.3M	1.79%
16	SCZISHARES MSCI EAFE SMALL-CAP ETF	235,182	$12.7M	1.71%
17	MSFTMICROSOFT CORP COM	188,335	$12.4M	1.67%
18	EFGISHARES MSCI EAFE GROWTH ETF	177,952	$12.4M	1.66%
19	SCHWSCHWAB CHARLES CORP NEW COM	276,711	$11.3M	1.52%
20	EFAISHARES MSCI EAFE ETF	173,897	$10.8M	1.46%
21	QCOMQUALCOMM INC COM	185,896	$10.7M	1.43%
22	IWNISHARES RUSSELL 2000 VALUE ETF	85,880	$10.1M	1.36%
23	IWMISHARES RUSSELL 2000 ETF	71,591	$9.8M	1.32%
24	MTUMISHARES EDGE MSCI USA MOMENTUM FACTOR ETF	109,211	$9.0M	1.21%
25	XLFFINANCIAL SELECT SECTOR SPDR FUND	379,462	$9.0M	1.21%
26	VVVANGUARD LARGE-CAP INDEX FUND	81,068	$8.8M	1.18%
27	AAPLAPPLE INC COM	60,563	$8.7M	1.17%
28	WYWEYERHAEUSER CO COM	246,633	$8.4M	1.13%
29	IVEISHARES S&P 500 VALUE ETF	73,981	$7.7M	1.03%
30	VMWEURVMWARE INC CL A COM	82,389	$7.6M	1.02%
31	CWBSPDR BLOOMBERG BARCLAYS CONVERTIBLE SECURITIES ETF	138,476	$6.7M	0.89%
32	IWOISHARES RUSSELL 2000 GROWTH ETF	41,108	$6.6M	0.89%
33	PFEPFIZER INC COM	189,267	$6.5M	0.87%
34	IBMINTERNATIONAL BUSINESS MACHS COM	36,306	$6.3M	0.85%
35	HYGISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF	69,833	$6.1M	0.82%
36	—DOW CHEM CO COM	96,359	$6.1M	0.82%
37	XLEENERGY SELECT SECTOR SPDR FUND	87,126	$6.1M	0.82%
38	AMZNAMAZON COM INC COM	6,737	$6.0M	0.80%
39	AMGNAMGEN INC COM	36,278	$6.0M	0.80%
40	TIPISHARES TIPS BOND ETF	51,365	$5.9M	0.79%
41	IAIISHARES U.S. BROKER-DEALERS & SECURITIES EXCHANGES ETF	114,575	$5.9M	0.79%
42	PGFPOWERSHARES FINANCIAL PREFERRED PORTFOLIO	314,290	$5.9M	0.79%
43	EMBISHARES J.P. MORGAN USD EMERGING MARKETS BOND ETF	50,409	$5.7M	0.77%
44	JPMJPMORGAN CHASE & CO COM	64,357	$5.7M	0.76%
45	JNJJOHNSON & JOHNSON COM	45,295	$5.6M	0.76%
46	—POWERSHARES SENIOR LOAN PORTFOLIO	241,770	$5.6M	0.76%
47	SONYSONY CORP ADR NEW	157,098	$5.3M	0.71%
48	IGSBISHARES 1-3 YEAR CREDIT BOND ETF	49,078	$5.2M	0.69%
49	XLBMATERIALS SELECT SECTOR SPDR FUND	88,255	$4.6M	0.62%
50	IWDISHARES RUSSELL 1000 VALUE ETF	37,755	$4.3M	0.58%
51	IBBISHARES NASDAQ BIOTECHNOLOGY INDEX FUND	14,150	$4.2M	0.56%
52	DISDISNEY WALT CO COM DISNEY	36,431	$4.1M	0.56%
53	FLOTISHARES FLOATING RATE BOND ETF	79,737	$4.1M	0.54%
54	SLBSCHLUMBERGER LTD COM	51,096	$4.0M	0.54%
55	IHIISHARES U.S. MEDICAL DEVICES ETF	25,639	$3.9M	0.52%
56	XLVHEALTH CARE SELECT SECTOR SPDR FUND	51,318	$3.8M	0.51%
57	GLWCORNING INC COM	138,428	$3.7M	0.50%
58	LBTYBLIBERTY GLOBAL PLC SHS CL A	103,550	$3.7M	0.50%
59	GSGOLDMAN SACHS GROUP INC COM	15,856	$3.6M	0.49%
60	XLYCONSUMER DISCRETIONARY SELECT SECTOR SPDR FUND	41,210	$3.6M	0.49%
61	GOOGALPHABET INC CAP STK CL C	4,277	$3.5M	0.48%
62	CSXCSX CORP COM	75,905	$3.5M	0.47%
63	INTCINTEL CORP COM	96,588	$3.5M	0.47%
64	HONHONEYWELL INTL INC COM	27,593	$3.4M	0.46%
65	SDYSPDR S&P DIVIDEND ETF	38,387	$3.4M	0.45%
66	XOMEXXON MOBIL CORP COM	40,960	$3.4M	0.45%
67	USBUS BANCORP DEL COM NEW	64,919	$3.3M	0.45%
68	NOCNORTHROP GRUMMAN CORP COM	13,557	$3.2M	0.43%
69	GMGENERAL MTRS CO COM	85,206	$3.0M	0.40%
70	CVXCHEVRON CORP NEW COM	27,840	$3.0M	0.40%
71	—MYLAN N V EUR	64,238	$2.5M	0.34%
72	VBVANGUARD SMALL-CAP INDEX FUND	17,768	$2.4M	0.32%
73	IVVISHARES CORE S&P 500 ETF	8,908	$2.1M	0.28%
74	—BLACKHAWK NETWORK HLDGS INC COM	46,322	$1.9M	0.25%
75	XBISPDR S&P BIOTECH ETF	25,575	$1.8M	0.24%
76	FEXFIRST TRUST LARGE CAP CORE ALPHADEX FUND	34,240	$1.8M	0.24%
77	IJRISHARES S&P SMALL-CAP FUND	23,860	$1.6M	0.22%
78	CELGCELGENE CORP COM	13,201	$1.6M	0.22%
79	RHT1EURRED HAT INC COM	18,386	$1.6M	0.21%
80	DJPIPATH BLOOMBERG COMMODITY INDEX TOTAL RETURN ETN	67,557	$1.6M	0.21%
81	MDYSPDR S&P MIDCAP 400 ETF	5,025	$1.6M	0.21%
82	WFRDWEATHERFORD INTL PLC ORD SHS	234,347	$1.6M	0.21%
83	GLOBGLOBANT S A COM	42,695	$1.6M	0.21%
84	SUSAISHARES MSCI USA ESG SELECT ETF	15,361	$1.5M	0.20%
85	HDVISHARES CORE HIGH DIVIDEND ETF	17,940	$1.5M	0.20%
86	—POWERSHARES DWA MOMENTUM PORTFOLIO	32,445	$1.5M	0.20%
87	ACWVISHARES EDGE MSCI MIN VOL GLOBAL ETF	18,185	$1.4M	0.19%
88	XLNXEURXILINX INC COM	23,615	$1.4M	0.18%
89	BABAALIBABA GROUP HLDG LTD SPONSORED ADS	11,925	$1.3M	0.17%
90	GLNGGOLAR LNG LTD BERMUDA SHS	45,105	$1.3M	0.17%
91	—POWERSHARES S&P 500 HIGH DIVIDEND LOW VOLATILITY PORTFOLIO	29,907	$1.2M	0.16%
92	AMDADVANCED MICRO DEVICES INC COM	79,195	$1.2M	0.15%
93	AVPUSDAVON PRODS INC COM	255,575	$1.1M	0.15%
94	MRKMERCK & CO INC COM	17,430	$1.1M	0.15%
95	ONON SEMICONDUCTOR CORP COM	71,405	$1.1M	0.15%
96	RFREGIONS FINL CORP NEW COM	75,867	$1.1M	0.15%
97	SNEURSANCHEZ ENERGY CORP COM	114,015	$1.1M	0.15%
98	NVDANVIDIA CORP COM	9,051	$986K	0.13%
99	TWXCHFTIME WARNER INC COM NEW	9,944	$972K	0.13%
100	—SUNTRUST BKS INC COM	16,973	$939K	0.13%

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