Baker Avenue Asset Management, LP Q4 2016 Filing

Filed February 13, 2017

Portfolio Value

$714.3M

Holdings

200

Report Date

Q4 2016

Filing Type

13F-HR

All Holdings (200 positions)

#	Stock	Shares	Value	% Portfolio
1	BNDVANGUARD TOTAL BOND MARKET INDEX FUND	544,654	$44.0M	6.16%
2	AGGISHARES CORE U.S. AGGREGATE BOND ETF	338,021	$36.5M	5.11%
3	SPABSPDR BLOOMBERG BARCLAYS AGGREGATE BOND ETF	515,200	$29.3M	4.11%
4	VTIVANGUARD TOTAL STOCK MARKET INDEX FUND	217,866	$25.1M	3.52%
5	IWVISHARES RUSSELL 3000 ETF	144,053	$19.2M	2.68%
6	VWOVANGUARD FTSE EMERGING MARKETS ETF	492,138	$17.6M	2.47%
7	VTVANGUARD TOTAL WORLD STOCK INDEX FUND	287,123	$17.5M	2.45%
8	IWMISHARES RUSSELL 2000 ETF	125,567	$16.9M	2.37%
9	VEUVANGUARD FTSE ALL-WORLD EX US INDEX FUND	382,597	$16.9M	2.37%
10	ACWIISHARES MSCI ACWI INDEX FUND	279,489	$16.5M	2.32%
11	IWFISHARES RUSSELL 1000 GROWTH ETF	155,814	$16.3M	2.29%
12	VEAVANGUARD FTSE DEVELOPED MARKETS ETF	435,850	$15.9M	2.23%
13	EFGISHARES MSCI EAFE GROWTH ETF	247,813	$15.8M	2.21%
14	IWBISHARES RUSSELL 1000 ETF	124,634	$15.5M	2.17%
15	QUALISHARES EDGE MSCI USA QUALITY FACTOR ETF	193,861	$13.4M	1.88%
16	SCZISHARES MSCI EAFE SMALL-CAP ETF	239,845	$12.0M	1.67%
17	MSFTMICROSOFT CORP COM	188,046	$11.7M	1.64%
18	EFVISHARES MSCI EAFE VALUE ETF	246,278	$11.6M	1.63%
19	AMATAPPLIED MATLS INC COM	354,705	$11.4M	1.60%
20	SCHWSCHWAB CHARLES CORP NEW COM	282,451	$11.1M	1.56%
21	QCOMQUALCOMM INC COM	167,562	$10.9M	1.53%
22	IWNISHARES RUSSELL 2000 VALUE ETF	87,783	$10.4M	1.46%
23	IVEISHARES S&P 500 VALUE ETF	100,273	$10.2M	1.42%
24	XLFFINANCIAL SELECT SECTOR SPDR FUND	377,939	$8.8M	1.23%
25	MTUMISHARES EDGE MSCI USA MOMENTUM FACTOR ETF	113,385	$8.6M	1.20%
26	VVVANGUARD LARGE-CAP INDEX FUND	82,541	$8.4M	1.18%
27	XLEENERGY SELECT SECTOR SPDR FUND	92,010	$6.9M	0.97%
28	CWBSPDR BLOOMBERG BARCLAYS CONVERTIBLE SECURITIES ETF	147,985	$6.8M	0.95%
29	AAPLAPPLE INC COM	57,914	$6.7M	0.94%
30	VMWEURVMWARE INC CL A COM	84,330	$6.6M	0.93%
31	IWOISHARES RUSSELL 2000 GROWTH ETF	41,320	$6.4M	0.89%
32	PFEPFIZER INC COM	193,389	$6.3M	0.88%
33	HYGISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF	72,267	$6.3M	0.88%
34	WYWEYERHAEUSER CO COM	200,039	$6.0M	0.84%
35	IAIISHARES U.S. BROKER-DEALERS & SECURITIES EXCHANGES ETF	119,777	$5.9M	0.83%
36	PGFPOWERSHARES FINANCIAL PREFERRED PORTFOLIO	317,487	$5.7M	0.80%
37	TIPISHARES TIPS BOND ETF	49,906	$5.6M	0.79%
38	—POWERSHARES SENIOR LOAN PORTFOLIO	241,144	$5.6M	0.79%
39	—DOW CHEM CO COM	98,369	$5.6M	0.79%
40	EMBISHARES J.P. MORGAN USD EMERGING MARKETS BOND ETF	49,966	$5.5M	0.77%
41	IBMINTERNATIONAL BUSINESS MACHS COM	32,581	$5.4M	0.76%
42	JPMJPMORGAN CHASE & CO COM	62,175	$5.4M	0.75%
43	AMGNAMGEN INC COM	33,928	$5.0M	0.69%
44	IWDISHARES RUSSELL 1000 VALUE ETF	43,606	$4.9M	0.68%
45	AMZNAMAZON COM INC COM	6,210	$4.7M	0.65%
46	JNJJOHNSON & JOHNSON COM	39,377	$4.5M	0.64%
47	XLBMATERIALS SELECT SECTOR SPDR FUND	89,021	$4.4M	0.62%
48	SONYSONY CORP ADR NEW	157,615	$4.4M	0.62%
49	XLYCONSUMER DISCRETIONARY SELECT SECTOR SPDR FUND	52,000	$4.2M	0.59%
50	CSXCSX CORP COM	105,611	$3.8M	0.53%
51	SLBSCHLUMBERGER LTD COM	44,290	$3.7M	0.52%
52	GSGOLDMAN SACHS GROUP INC COM	15,500	$3.7M	0.52%
53	SDYSPDR S&P DIVIDEND ETF	41,861	$3.6M	0.50%
54	CVXCHEVRON CORP NEW COM	30,407	$3.6M	0.50%
55	XOMEXXON MOBIL CORP COM	37,671	$3.4M	0.48%
56	USBUS BANCORP DEL COM NEW	65,511	$3.4M	0.47%
57	XLVHEALTH CARE SELECT SECTOR SPDR FUND	48,753	$3.4M	0.47%
58	GLWCORNING INC COM	136,535	$3.3M	0.46%
59	IHIISHARES U.S. MEDICAL DEVICES ETF	24,644	$3.3M	0.46%
60	DISDISNEY WALT CO COM DISNEY	31,454	$3.3M	0.46%
61	INTCINTEL CORP COM	88,930	$3.2M	0.45%
62	IBBISHARES NASDAQ BIOTECHNOLOGY INDEX FUND	11,899	$3.2M	0.44%
63	HONHONEYWELL INTL INC COM	25,156	$2.9M	0.41%
64	IJRISHARES S&P SMALL-CAP FUND	20,738	$2.9M	0.40%
65	VBVANGUARD SMALL-CAP INDEX FUND	22,032	$2.8M	0.40%
66	IVVISHARES CORE S&P 500 ETF	12,591	$2.8M	0.40%
67	GMGENERAL MTRS CO COM	80,419	$2.8M	0.39%
68	GOOGALPHABET INC CAP STK CL C	3,588	$2.8M	0.39%
69	LBTYBLIBERTY GLOBAL PLC SHS CL A	87,680	$2.7M	0.38%
70	NOCNORTHROP GRUMMAN CORP COM	9,416	$2.2M	0.31%
71	—POWERSHARES DWA MOMENTUM PORTFOLIO	48,612	$2.0M	0.29%
72	DJPIPATH BLOOMBERG COMMODITY INDEX TOTAL RETURN ETN	83,290	$2.0M	0.28%
73	HDVISHARES CORE HIGH DIVIDEND ETF	22,606	$1.9M	0.26%
74	FEXFIRST TRUST LARGE CAP CORE ALPHADEX FUND	36,640	$1.8M	0.25%
75	—BLACKHAWK NETWORK HLDGS INC COM	46,322	$1.7M	0.24%
76	ACWVISHARES EDGE MSCI MIN VOL GLOBAL ETF	23,056	$1.7M	0.23%
77	XBISPDR S&P BIOTECH ETF	27,900	$1.7M	0.23%
78	MATMATTEL INC COM	57,969	$1.6M	0.22%
79	MDYSPDR S&P MIDCAP 400 ETF	5,215	$1.6M	0.22%
80	XLNXEURXILINX INC COM	25,440	$1.5M	0.22%
81	CNCCENTENE CORP DEL COM	25,903	$1.5M	0.20%
82	CELGCELGENE CORP COM	12,600	$1.5M	0.20%
83	GLOBGLOBANT S A COM	42,695	$1.4M	0.20%
84	—POWERSHARES S&P 500 HIGH DIVIDEND LOW VOLATILITY PORTFOLIO	32,285	$1.3M	0.18%
85	—SUNTRUST BKS INC COM	22,585	$1.2M	0.17%
86	—GUGGENHEIM S&P 500 TOP 50 ETF	7,670	$1.2M	0.17%
87	XLKTECHNOLOGY SELECT SECTOR SPDR FUND	23,940	$1.2M	0.16%
88	NVDANVIDIA CORP COM	10,810	$1.2M	0.16%
89	RHT1EURRED HAT INC COM	16,305	$1.1M	0.16%
90	SUSAISHARES MSCI USA ESG SELECT ETF	12,266	$1.1M	0.16%
91	IGSBISHARES 1-3 YEAR CREDIT BOND ETF	10,170	$1.1M	0.15%
92	RFREGIONS FINL CORP NEW COM	73,680	$1.1M	0.15%
93	EEMISHARES MSCI EMERGING MARKETS ETF	29,329	$1.0M	0.14%
94	XLIINDUSTRIAL SELECT SECTOR SPDR FUND	15,939	$992K	0.14%
95	EFAISHARES MSCI EAFE ETF	15,985	$923K	0.13%
96	CSCOCISCO SYS INC COM	30,152	$911K	0.13%
97	ONON SEMICONDUCTOR CORP COM	70,240	$896K	0.13%
98	MRKMERCK & CO INC COM	15,116	$890K	0.12%
99	VBRVANGUARD SMALL-CAP VALUE INDEX FUND	6,980	$845K	0.12%
100	BKBANK NEW YORK MELLON CORP COM	17,682	$838K	0.12%

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