Baker Avenue Asset Management, LP Q3 2017 Filing

Filed November 14, 2017

Portfolio Value

$888.0M

Holdings

221

Report Date

Q3 2017

Filing Type

13F-HR

All Holdings (221 positions)

#	Stock	Shares	Value	% Portfolio
1	BNDVANGUARD TOTAL BOND MARKET INDEX FUND	599,001	$49.1M	5.53%
2	AGGISHARES CORE U.S. AGGREGATE BOND ETF	357,625	$39.2M	4.41%
3	VTIVANGUARD TOTAL STOCK MARKET INDEX FUND	259,802	$33.6M	3.79%
4	IWVISHARES RUSSELL 3000 ETF	199,916	$29.8M	3.36%
5	SPABSPDR PORTFOLIO AGGREGATE BOND ETF	424,859	$24.5M	2.76%
6	EFVISHARES MSCI EAFE VALUE ETF	409,597	$22.4M	2.52%
7	VEUVANGUARD FTSE ALL-WORLD EX US INDEX FUND	403,949	$21.3M	2.40%
8	VEAVANGUARD FTSE DEVELOPED MARKETS ETF	477,271	$20.7M	2.33%
9	IVEISHARES S&P 500 VALUE ETF	181,340	$19.6M	2.20%
10	SCZISHARES MSCI EAFE SMALL-CAP ETF	275,430	$17.1M	1.92%
11	ACWIISHARES MSCI ACWI INDEX FUND	241,788	$16.6M	1.87%
12	EFAISHARES MSCI EAFE ETF	239,918	$16.4M	1.85%
13	QUALISHARES EDGE MSCI USA QUALITY FACTOR ETF	207,424	$16.0M	1.80%
14	VTVANGUARD TOTAL WORLD STOCK INDEX FUND	223,641	$15.8M	1.78%
15	AMATAPPLIED MATLS INC COM	292,176	$15.2M	1.71%
16	MSFTMICROSOFT CORP COM	199,307	$14.8M	1.67%
17	VWOVANGUARD FTSE EMERGING MARKETS ETF	335,334	$14.6M	1.65%
18	IWFISHARES RUSSELL 1000 GROWTH ETF	110,385	$13.8M	1.55%
19	EFGISHARES MSCI EAFE GROWTH ETF	177,927	$13.8M	1.55%
20	VVVANGUARD LARGE-CAP INDEX FUND	112,190	$12.9M	1.46%
21	IWBISHARES RUSSELL 1000 ETF	91,009	$12.7M	1.43%
22	SCHWSCHWAB CHARLES CORP NEW COM	290,007	$12.7M	1.43%
23	IWNISHARES RUSSELL 2000 VALUE ETF	97,514	$12.1M	1.36%
24	MTUMISHARES EDGE MSCI USA MOMENTUM FACTOR ETF	121,023	$11.6M	1.30%
25	IWMISHARES RUSSELL 2000 ETF	77,388	$11.5M	1.29%
26	QCOMQUALCOMM INC COM	211,238	$11.0M	1.23%
27	SSDSIMPSON MANUFACTURING CO INC COM	214,780	$10.5M	1.19%
28	XLFFINANCIAL SELECT SECTOR SPDR FUND	391,976	$10.1M	1.14%
29	AAPLAPPLE INC COM	61,274	$9.4M	1.06%
30	WYWEYERHAEUSER CO COM	277,105	$9.4M	1.06%
31	VMWEURVMWARE INC CL A COM	81,503	$8.9M	1.00%
32	IWOISHARES RUSSELL 2000 GROWTH ETF	47,153	$8.4M	0.95%
33	CWBSPDR BLOOMBERG BARCLAYS CONVERTIBLE SECURITIES ETF	153,077	$7.8M	0.88%
34	HYGISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF	86,447	$7.7M	0.86%
35	PFEPFIZER INC COM	204,893	$7.3M	0.82%
36	—DOWDUPONT INC COM	103,901	$7.2M	0.81%
37	IAIISHARES U.S. BROKER-DEALERS & SECURITIES EXCHANGES ETF	119,079	$6.8M	0.77%
38	PGFPOWERSHARES FINANCIAL PREFERRED PORTFOLIO	343,729	$6.5M	0.73%
39	XLEENERGY SELECT SECTOR SPDR FUND	93,780	$6.4M	0.72%
40	AMGNAMGEN INC COM	34,096	$6.4M	0.72%
41	EMBISHARES J.P. MORGAN USD EMERGING MARKETS BOND ETF	54,521	$6.3M	0.71%
42	TIPISHARES TIPS BOND ETF	54,435	$6.2M	0.70%
43	JNJJOHNSON & JOHNSON COM	45,766	$6.0M	0.67%
44	IWDISHARES RUSSELL 1000 VALUE ETF	50,146	$5.9M	0.67%
45	SONYSONY CORP SPONSORED ADR	158,293	$5.9M	0.67%
46	HONHONEYWELL INTL INC COM	41,534	$5.9M	0.66%
47	—POWERSHARES SENIOR LOAN PORTFOLIO	253,962	$5.9M	0.66%
48	IBMINTERNATIONAL BUSINESS MACHS COM	39,718	$5.8M	0.65%
49	JPMJPMORGAN CHASE & CO COM	58,379	$5.6M	0.63%
50	IGSBISHARES 1-3 YEAR CREDIT BOND ETF	52,577	$5.5M	0.62%
51	AMZNAMAZON COM INC COM	5,551	$5.3M	0.60%
52	IBBISHARES NASDAQ BIOTECHNOLOGY INDEX FUND	13,895	$4.6M	0.52%
53	DISDISNEY WALT CO COM DISNEY	45,923	$4.5M	0.51%
54	XLVHEALTH CARE SELECT SECTOR SPDR FUND	53,625	$4.4M	0.49%
55	GSGOLDMAN SACHS GROUP INC COM	18,176	$4.3M	0.49%
56	FLOTISHARES FLOATING RATE BOND ETF	82,918	$4.2M	0.48%
57	IHIISHARES U.S. MEDICAL DEVICES ETF	25,241	$4.2M	0.47%
58	GLWCORNING INC COM	139,154	$4.2M	0.47%
59	SLBSCHLUMBERGER LTD COM	57,397	$4.0M	0.45%
60	GOOGALPHABET INC CAP STK CL C	4,155	$4.0M	0.45%
61	XLBMATERIALS SELECT SECTOR SPDR FUND	70,081	$4.0M	0.45%
62	INTCINTEL CORP COM	102,380	$3.9M	0.44%
63	NOCNORTHROP GRUMMAN CORP COM	13,363	$3.8M	0.43%
64	XLYCONSUMER DISCRETIONARY SELECT SECTOR SPDR FUND	41,544	$3.7M	0.42%
65	GMGENERAL MTRS CO COM	88,842	$3.6M	0.40%
66	XOMEXXON MOBIL CORP COM	42,893	$3.5M	0.40%
67	—POWERSHARES QQQ TRUST, SERIES 1	23,566	$3.4M	0.39%
68	VBVANGUARD SMALL-CAP INDEX FUND	23,844	$3.4M	0.38%
69	FCXFREEPORT-MCMORAN INC CL B	236,693	$3.3M	0.37%
70	SDYSPDR S&P DIVIDEND ETF	35,903	$3.3M	0.37%
71	USBUS BANCORP DEL COM NEW	58,398	$3.1M	0.35%
72	URTHISHARES MSCI WORLD ETF	35,852	$3.0M	0.34%
73	GLNGGOLAR LNG LTD BERMUDA SHS	120,167	$2.7M	0.31%
74	LBTYBLIBERTY GLOBAL PLC SHS CL A	80,104	$2.7M	0.31%
75	CSXCSX CORP COM	50,054	$2.7M	0.31%
76	IVWISHARES S&P 500 GROWTH ETF	18,287	$2.6M	0.30%
77	CVXCHEVRON CORP NEW COM	22,167	$2.6M	0.29%
78	VNQVANGUARD REIT ETF	30,633	$2.5M	0.29%
79	BABAALIBABA GROUP HLDG LTD SPONSORED ADS	14,198	$2.5M	0.28%
80	CELGCELGENE CORP COM	16,164	$2.4M	0.27%
81	RHT1EURRED HAT INC COM	19,383	$2.1M	0.24%
82	BSVVANGUARD SHORT-TERM BOND INDEX FUND	26,835	$2.1M	0.24%
83	ORCLORACLE CORP COM	43,638	$2.1M	0.24%
84	—BLACKHAWK NETWORK HLDGS INC COM	46,322	$2.0M	0.23%
85	—MYLAN N V SHS EURO	63,895	$2.0M	0.23%
86	XBISPDR S&P BIOTECH ETF	21,686	$1.9M	0.21%
87	FEXFIRST TRUST LARGE CAP CORE ALPHADEX FUND	33,650	$1.8M	0.21%
88	IJRISHARES S&P SMALL-CAP FUND	23,727	$1.8M	0.20%
89	IVVISHARES CORE S&P 500 ETF	6,619	$1.7M	0.19%
90	ABBVABBVIE INC COM	17,830	$1.6M	0.18%
91	LOWLOWES COS INC COM	19,161	$1.5M	0.17%
92	MDYSPDR S&P MIDCAP 400 ETF	4,625	$1.5M	0.17%
93	BKBANK NEW YORK MELLON CORP COM	28,384	$1.5M	0.17%
94	VTVVANGUARD VALUE INDEX FUND	15,032	$1.5M	0.17%
95	—SUNTRUST BKS INC COM	24,022	$1.4M	0.16%
96	MRKMERCK & CO INC COM	22,089	$1.4M	0.16%
97	CPE3EURCALLON PETE CO DEL COM	125,538	$1.4M	0.16%
98	ONON SEMICONDUCTOR CORP COM	75,695	$1.4M	0.16%
99	ACWXISHARES MSCI ACWI EX US INDEX FUND	28,357	$1.4M	0.15%
100	VCSHVANGUARD SHORT-TERM CORPORATE BOND INDEX FUND	16,175	$1.3M	0.15%

Page 1 of 3Next