Baker Avenue Asset Management, LP Q2 2017 Filing

Filed August 11, 2017

Portfolio Value

$753.2M

Holdings

198

Report Date

Q2 2017

Filing Type

13F-HR

All Holdings (198 positions)

#	Stock	Shares	Value	% Portfolio
1	BNDVANGUARD TOTAL BOND MARKET INDEX FUND	545,494	$44.6M	5.93%
2	AGGISHARES CORE U.S. AGGREGATE BOND ETF	344,211	$37.7M	5.00%
3	VTIVANGUARD TOTAL STOCK MARKET INDEX FUND	215,011	$26.8M	3.55%
4	SPABSPDR BLOOMBERG BARCLAYS AGGREGATE BOND ETF	404,585	$23.3M	3.10%
5	IWVISHARES RUSSELL 3000 ETF	144,052	$20.7M	2.75%
6	VEUVANGUARD FTSE ALL-WORLD EX US INDEX FUND	393,353	$19.7M	2.61%
7	VEAVANGUARD FTSE DEVELOPED MARKETS ETF	473,900	$19.6M	2.60%
8	EFVISHARES MSCI EAFE VALUE ETF	375,937	$19.4M	2.58%
9	IWFISHARES RUSSELL 1000 GROWTH ETF	158,577	$18.9M	2.51%
10	QUALISHARES EDGE MSCI USA QUALITY FACTOR ETF	191,261	$14.2M	1.89%
11	SCZISHARES MSCI EAFE SMALL-CAP ETF	242,584	$14.0M	1.86%
12	VTVANGUARD TOTAL WORLD STOCK INDEX FUND	207,244	$14.0M	1.86%
13	AMATAPPLIED MATLS INC COM	328,263	$13.6M	1.80%
14	EFGISHARES MSCI EAFE GROWTH ETF	181,741	$13.4M	1.78%
15	MSFTMICROSOFT CORP COM	191,246	$13.2M	1.75%
16	ACWIISHARES MSCI ACWI INDEX FUND	192,788	$12.6M	1.68%
17	IVEISHARES S&P 500 VALUE ETF	119,036	$12.5M	1.66%
18	SCHWSCHWAB CHARLES CORP NEW COM	290,772	$12.5M	1.66%
19	EFAISHARES MSCI EAFE ETF	186,704	$12.2M	1.62%
20	IWBISHARES RUSSELL 1000 ETF	89,408	$12.1M	1.61%
21	QCOMQUALCOMM INC COM	197,662	$10.9M	1.45%
22	IWMISHARES RUSSELL 2000 ETF	74,001	$10.4M	1.38%
23	IWNISHARES RUSSELL 2000 VALUE ETF	87,015	$10.3M	1.37%
24	MTUMISHARES EDGE MSCI USA MOMENTUM FACTOR ETF	112,814	$10.0M	1.33%
25	XLFFINANCIAL SELECT SECTOR SPDR FUND	398,253	$9.8M	1.30%
26	VVVANGUARD LARGE-CAP INDEX FUND	86,376	$9.6M	1.27%
27	WYWEYERHAEUSER CO COM	271,155	$9.1M	1.21%
28	AAPLAPPLE INC COM	58,296	$8.4M	1.11%
29	IWOISHARES RUSSELL 2000 GROWTH ETF	43,223	$7.3M	0.97%
30	VMWEURVMWARE INC CL A COM	82,272	$7.2M	0.95%
31	CWBSPDR BLOOMBERG BARCLAYS CONVERTIBLE SECURITIES ETF	138,019	$6.8M	0.91%
32	PFEPFIZER INC COM	197,438	$6.6M	0.88%
33	IAIISHARES U.S. BROKER-DEALERS & SECURITIES EXCHANGES ETF	120,289	$6.4M	0.85%
34	—DOW CHEM CO COM	99,414	$6.3M	0.83%
35	HYGISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF	70,181	$6.2M	0.82%
36	JNJJOHNSON & JOHNSON COM	45,717	$6.0M	0.80%
37	SONYSONY CORP SPONSORED ADR	157,626	$6.0M	0.80%
38	PGFPOWERSHARES FINANCIAL PREFERRED PORTFOLIO	314,208	$6.0M	0.80%
39	TIPISHARES TIPS BOND ETF	52,069	$5.9M	0.78%
40	IBMINTERNATIONAL BUSINESS MACHS COM	37,383	$5.8M	0.76%
41	AMGNAMGEN INC COM	33,147	$5.7M	0.76%
42	—POWERSHARES SENIOR LOAN PORTFOLIO	244,027	$5.6M	0.75%
43	JPMJPMORGAN CHASE & CO COM	60,880	$5.6M	0.74%
44	XLEENERGY SELECT SECTOR SPDR FUND	85,641	$5.6M	0.74%
45	HONHONEYWELL INTL INC COM	40,803	$5.4M	0.72%
46	IGSBISHARES 1-3 YEAR CREDIT BOND ETF	49,550	$5.2M	0.69%
47	AMZNAMAZON COM INC COM	5,361	$5.2M	0.69%
48	IWDISHARES RUSSELL 1000 VALUE ETF	43,105	$5.0M	0.67%
49	DISDISNEY WALT CO COM DISNEY	41,123	$4.4M	0.58%
50	IBBISHARES NASDAQ BIOTECHNOLOGY INDEX FUND	14,059	$4.4M	0.58%
51	IHIISHARES U.S. MEDICAL DEVICES ETF	25,910	$4.3M	0.57%
52	XLVHEALTH CARE SELECT SECTOR SPDR FUND	53,742	$4.3M	0.57%
53	GLWCORNING INC COM	141,321	$4.2M	0.56%
54	FLOTISHARES FLOATING RATE BOND ETF	80,409	$4.1M	0.54%
55	GSGOLDMAN SACHS GROUP INC COM	18,214	$4.0M	0.54%
56	XLBMATERIALS SELECT SECTOR SPDR FUND	74,491	$4.0M	0.53%
57	GOOGALPHABET INC CAP STK CL C	4,264	$3.9M	0.51%
58	XLYCONSUMER DISCRETIONARY SELECT SECTOR SPDR FUND	41,963	$3.8M	0.50%
59	SLBSCHLUMBERGER LTD COM	55,445	$3.7M	0.48%
60	NOCNORTHROP GRUMMAN CORP COM	13,797	$3.5M	0.47%
61	INTCINTEL CORP COM	103,788	$3.5M	0.46%
62	XOMEXXON MOBIL CORP COM	42,686	$3.4M	0.46%
63	SDYSPDR S&P DIVIDEND ETF	38,053	$3.4M	0.45%
64	USBUS BANCORP DEL COM NEW	60,896	$3.2M	0.42%
65	GMGENERAL MTRS CO COM	88,807	$3.1M	0.41%
66	FCXFREEPORT-MCMORAN INC CL B	244,843	$2.9M	0.39%
67	URTHISHARES MSCI WORLD ETF	36,402	$2.9M	0.39%
68	CSXCSX CORP COM	51,363	$2.8M	0.37%
69	LBTYBLIBERTY GLOBAL PLC SHS CL A	83,892	$2.7M	0.36%
70	CVXCHEVRON CORP NEW COM	24,927	$2.6M	0.35%
71	—MYLAN N V SHS EURO	65,850	$2.6M	0.34%
72	BABAALIBABA GROUP HLDG LTD SPONSORED ADS	17,914	$2.5M	0.34%
73	RHT1EURRED HAT INC COM	23,805	$2.3M	0.30%
74	GLNGGOLAR LNG LTD BERMUDA SHS	101,620	$2.3M	0.30%
75	VBVANGUARD SMALL-CAP INDEX FUND	15,290	$2.1M	0.28%
76	IVVISHARES CORE S&P 500 ETF	8,344	$2.0M	0.27%
77	—BLACKHAWK NETWORK HLDGS INC COM	46,322	$2.0M	0.27%
78	ORCLORACLE CORP COM	39,983	$2.0M	0.27%
79	XBISPDR S&P BIOTECH ETF	24,106	$1.9M	0.25%
80	FEXFIRST TRUST LARGE CAP CORE ALPHADEX FUND	34,240	$1.8M	0.24%
81	CELGCELGENE CORP COM	13,874	$1.8M	0.24%
82	MDYSPDR S&P MIDCAP 400 ETF	4,725	$1.5M	0.20%
83	IJRISHARES S&P SMALL-CAP FUND	20,045	$1.4M	0.19%
84	—SUNTRUST BKS INC COM	24,305	$1.4M	0.18%
85	MRKMERCK & CO INC COM	19,894	$1.3M	0.17%
86	DJPIPATH BLOOMBERG COMMODITY INDEX TOTAL RETURN ETN	52,200	$1.2M	0.16%
87	ABBVABBVIE INC COM	16,008	$1.2M	0.15%
88	SNEURSANCHEZ ENERGY CORP COM	160,856	$1.2M	0.15%
89	BKBANK NEW YORK MELLON CORP COM	22,535	$1.1M	0.15%
90	—MALLINCKRODT PUB LTD CO SHS	25,381	$1.1M	0.15%
91	WFRDWEATHERFORD INTL PLC ORD SHS	292,367	$1.1M	0.15%
92	—POWERSHARES DWA MOMENTUM PORTFOLIO	23,690	$1.1M	0.15%
93	AVGOBROADCOM LTD SHS	4,646	$1.1M	0.14%
94	AFLAFLAC INC COM	13,846	$1.1M	0.14%
95	—ENVISION HEALTHCARE CORP COM	16,968	$1.1M	0.14%
96	XLKTECHNOLOGY SELECT SECTOR SPDR FUND	19,414	$1.1M	0.14%
97	NVDANVIDIA CORP COM	7,320	$1.1M	0.14%
98	RFREGIONS FINL CORP NEW COM	71,795	$1.1M	0.14%
99	CPE3EURCALLON PETE CO DEL COM	96,710	$1.0M	0.14%
100	TRVCCITIGROUP INC COM NEW	15,188	$1.0M	0.13%

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