Baker Avenue Asset Management, LP Q3 2016 Filing

Filed November 14, 2016

Portfolio Value

$696.9B

Holdings

188

Report Date

Q3 2016

Filing Type

13F-HR

All Holdings (188 positions)

#	Stock	Shares	Value	% Portfolio
1	BNDVANGUARD TOTAL BOND MARKET INDEX FUND	511,117	$43.0B	6.17%
2	AGGISHARES CORE U.S. AGGREGATE BOND ETF	325,903	$36.6B	5.26%
3	VTVANGUARD TOTAL WORLD STOCK INDEX FUND	480,041	$29.2B	4.19%
4	SPABSPDR BLOOMBERG BARCLAYS AGGREGATE BOND ETF	491,635	$29.1B	4.18%
5	ACWIISHARES MSCI ACWI INDEX FUND	491,073	$29.0B	4.16%
6	VTIVANGUARD TOTAL STK MKT	216,767	$24.1B	3.46%
7	EFAISHARES MSCI EAFE ETF	292,813	$17.3B	2.48%
8	IWVISHARES RUSSELL 3000 ETF	129,152	$16.6B	2.38%
9	VWOVANGUARD FTSE EMERGING MARKETS ETF	347,208	$13.1B	1.87%
10	IVEISHARES S&P 500 VALUE ETF	137,538	$13.1B	1.87%
11	IWMISHARES RUSSELL 2000 ETF	94,248	$11.7B	1.68%
12	SCZISHARES MSCI EAFE SMALL-CAP ETF	220,229	$11.5B	1.66%
13	QUALISHARES EDGE MSCI USA QUALITY FACTOR ETF	169,925	$11.5B	1.65%
14	EFGISHARES MSCI EAFE GROWTH ETF	166,764	$11.4B	1.64%
15	QCOMQUALCOMM INC COM	164,337	$11.3B	1.62%
16	IWFISHARES RUSSELL 1000 GROWTH ETF	103,053	$10.7B	1.54%
17	AMATAPPLIED MATLS INC COM	349,254	$10.5B	1.51%
18	MSFTMICROSOFT CORP COM	180,114	$10.4B	1.49%
19	IWBISHARES RUSSELL 1000 ETF	84,625	$10.2B	1.46%
20	VEUVANGUARD FTSE ALL-WORLD EX US INDEX FUND	211,217	$9.6B	1.38%
21	XLFFINANCIAL SELECT SECTOR SPDR FUND	448,246	$8.7B	1.24%
22	AAPLAPPLE INC	74,149	$8.4B	1.20%
23	SCHWSCHWAB CHARLES CORP NEW COM	256,242	$8.1B	1.16%
24	MTUMISHARES EDGE MSCI USA MOMENTUM FACTOR ETF	101,153	$7.8B	1.12%
25	EFVISHARES MSCI EAFE VALUE ETF	168,946	$7.8B	1.12%
26	CWBSPDR BLOOMBERG BARCLAYS CONVERTIBLE SECURITIES ETF	144,263	$6.7B	0.96%
27	IWNISHARES RUSSELL 2000 VALUE ETF	63,822	$6.7B	0.96%
28	AMGNAMGEN INC COM	39,623	$6.6B	0.95%
29	SONYSONY CORP ADR NEW	197,700	$6.6B	0.94%
30	HYGISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF	69,467	$6.1B	0.87%
31	XLEENERGY SELECT SECTOR SPDR FUND	84,092	$5.9B	0.85%
32	PGFPOWERSHARES FINANCIAL PREFERRED PORTFOLIO	305,505	$5.8B	0.84%
33	AMZNAMAZON COM INC COM	6,879	$5.8B	0.83%
34	VVVANGUARD LARGE-CAP INDEX FUND	57,128	$5.7B	0.81%
35	VODVODAFONE GROUP PLC NEW SPNSR ADR	191,185	$5.6B	0.80%
36	EMBISHARES J.P. MORGAN USD EMERGING MARKETS BOND ETF	46,961	$5.5B	0.79%
37	PFEPFIZER INC COM	162,412	$5.5B	0.79%
38	IBMINTERNATIONAL BUSINESS MACHS COM	34,378	$5.5B	0.78%
39	—POWERSHARES BUILD AMERICA BOND PORTFOLIO	168,164	$5.3B	0.76%
40	IGOVISHARES S&P/CITIGROUP INTERNATIONAL TREASURY BOND FUND EX-US	52,346	$5.3B	0.75%
41	VMWEURVMWARE INC CL A COM	70,890	$5.2B	0.75%
42	JPMJPMORGAN CHASE & CO COM	76,996	$5.1B	0.74%
43	XLBMATERIALS SELECT SECTOR SPDR FUND	106,064	$5.1B	0.73%
44	JNJJOHNSON & JOHNSON COM	42,137	$5.0B	0.71%
45	IJRISHARES S&P SMALL-CAP FUND	38,828	$4.8B	0.69%
46	XLYCONSUMER DISCRETIONARY SELECT SECTOR SPDR FUND	57,155	$4.6B	0.66%
47	XLVHEALTH CARE SELECT SECTOR SPDR FUND	61,384	$4.4B	0.64%
48	IWOISHARES RUSSELL 2000 GROWTH ETF	29,702	$4.4B	0.63%
49	IWDISHARES RUSSELL 1000 VALUE ETF	41,744	$4.4B	0.63%
50	IBBISHARES NASDAQ BIOTECHNOLOGY INDEX FUND	14,772	$4.3B	0.61%
51	IHIISHARES U.S. MEDICAL DEVICES ETF	29,374	$4.3B	0.61%
52	SLBSCHLUMBERGER LTD COM	51,428	$4.0B	0.58%
53	INTCINTEL CORP COM	105,836	$4.0B	0.57%
54	XOMEXXON MOBIL CORP COM	44,708	$3.9B	0.56%
55	IAIISHARES U.S. BROKER-DEALERS & SECURITIES EXCHANGES ETF	89,362	$3.7B	0.53%
56	WYWEYERHAEUSER CO COM	115,931	$3.7B	0.53%
57	CSXCSX CORP COM	120,971	$3.7B	0.53%
58	—DOW CHEM CO COM	69,827	$3.6B	0.52%
59	GLWCORNING INC COM	151,759	$3.6B	0.52%
60	HDVISHARES CORE HIGH DIVIDEND ETF	43,473	$3.5B	0.51%
61	SDYSPDR S&P DIVIDEND ETF	41,761	$3.5B	0.51%
62	ACWVISHARES EDGE MSCI MIN VOL GLOBAL ETF	46,067	$3.5B	0.50%
63	LBTYBLIBERTY GLOBAL PLC SHS CL A	100,830	$3.4B	0.49%
64	USBUS BANCORP DEL COM NEW	79,095	$3.4B	0.49%
65	—POWERSHARES DWA MOMENTUM PORTFOLIO	76,410	$3.2B	0.47%
66	GOOGALPHABET INC CAP STK CL C	4,145	$3.2B	0.46%
67	HONHONEYWELL INTL INC COM	26,823	$3.1B	0.45%
68	GMGENERAL MTRS CO COM	92,743	$2.9B	0.42%
69	GSGOLDMAN SACHS GROUP INC COM	17,692	$2.9B	0.41%
70	VEAVANGUARD FTSE DEVELOPED MARKETS ETF	71,859	$2.7B	0.39%
71	DJPIPATH BLOOMBERG COMMODITY INDEX TOTAL RETURN ETN	106,075	$2.5B	0.36%
72	XBISPDR S&P BIOTECH ETF	36,236	$2.4B	0.34%
73	NOCNORTHROP GRUMMAN CORP COM	10,734	$2.3B	0.33%
74	IVVISHARES CORE S&P 500 ETF	10,537	$2.3B	0.33%
75	CVXCHEVRON CORP NEW COM	21,879	$2.3B	0.32%
76	MATMATTEL INC COM	73,931	$2.2B	0.32%
77	VBVANGUARD SMALL-CAP INDEX FUND	17,971	$2.2B	0.32%
78	—GUGGENHEIM S&P 500 TOP 50 ETF	14,268	$2.2B	0.31%
79	EEMISHARES MSCI EMERGING MARKETS ETF	51,270	$1.9B	0.28%
80	GLOBGLOBANT S A COM	45,395	$1.9B	0.27%
81	XLNXEURXILINX INC COM	33,308	$1.8B	0.26%
82	XLKTECHNOLOGY SELECT SECTOR SPDR FUND	35,778	$1.7B	0.25%
83	FEXFIRST TRUST LARGE CAP CORE ALPHADEX FUND	36,240	$1.7B	0.24%
84	—SUNTRUST BKS INC COM	36,979	$1.6B	0.23%
85	MDYSPDR S&P MIDCAP 400 ETF	5,555	$1.6B	0.23%
86	XLREREAL ESTATE SELECT SECTOR SPDR FUND	44,903	$1.5B	0.21%
87	CELGCELGENE CORP COM	13,560	$1.4B	0.20%
88	XLIINDUSTRIAL SELECT SECTOR SPDR FUND	24,060	$1.4B	0.20%
89	—BLACKHAWK NETWORK HLDGS INC COM	46,322	$1.4B	0.20%
90	SUSAISHARES MSCI USA ESG SELECT ETF	14,845	$1.4B	0.19%
91	—POWERSHARES S&P 500 HIGH DIVIDEND LOW VOLATILITY PORTFOLIO	32,538	$1.3B	0.18%
92	PHYS/USPROTT PHYSICAL GOLD TRUST UNIT	112,740	$1.2B	0.18%
93	IYMISHARES U.S. BASIC MATERIALS ETF	15,557	$1.2B	0.18%
94	IGSBISHARES 1-3 YEAR CREDIT BOND ETF	10,420	$1.1B	0.16%
95	UPSUNITED PARCEL SERVICE INC CL B	9,685	$1.1B	0.15%
96	CSCOCISCO SYS INC COM	30,730	$975.0M	0.14%
97	—CBS CORP NEW CL B	17,620	$965.0M	0.14%
98	NVDANVIDIA CORP COM	13,405	$919.0M	0.13%
99	MRKMERCK & CO INC COM	14,634	$913.0M	0.13%
100	SNEURSANCHEZ ENERGY CORP COM	101,140	$894.0M	0.13%

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