Baker Avenue Asset Management, LP Q1 2016 Filing

Filed May 13, 2016

Portfolio Value

$657.8M

Holdings

176

Report Date

Q1 2016

Filing Type

13F-HR

All Holdings (176 positions)

#	Stock	Shares	Value	% Portfolio
1	EFAISHARES MSCI EAFE ETF	806,035	$46.1M	7.00%
2	ACWIISHARES MSCI ACWI INDEX FUND	654,903	$36.7M	5.58%
3	BNDVANGUARD TOTAL BOND MARKET ETF	425,192	$35.2M	5.35%
4	IVEISHARES S&P 500 VALUE ETF	317,119	$28.5M	4.34%
5	VTVANGUARD TOTAL WORLD STOCK INDEX FUND	488,221	$28.2M	4.28%
6	VTIVANGUARD TOTAL STK MKT	265,353	$27.8M	4.23%
7	DBEFDEUTSCHE X-TRACKERS MSCI EAFE HEDGED EQUITY ETF	693,532	$17.7M	2.69%
8	AGGISHARES CORE U.S. AGGREGATE BOND ETF	130,351	$14.4M	2.20%
9	IWVISHARES TRUST RUSSELL 3000 INDEX FD	109,227	$13.2M	2.01%
10	IGSBISHARES 1-3 YEAR CREDIT BOND ETF	120,543	$12.7M	1.93%
11	BNDXVANGUARD TOTAL INTERNATIONAL BOND ETF	225,154	$12.3M	1.87%
12	SPABSPDR BARCLAYS AGGREGATE BOND ETF	205,820	$12.1M	1.83%
13	AAPLAPPLE INC	107,475	$11.7M	1.78%
14	VMBSVANGUARD MORTGAGE-BACKED SECURITIES ETF	206,339	$11.0M	1.68%
15	QUALISHARES MSCI USA QUALITY FACTOR ETF	166,968	$11.0M	1.67%
16	AMATAPPLIED MATLS INC COM	501,125	$10.6M	1.61%
17	MTUMISHARES MSCI USA MOMENTUM FACTOR ETF	144,372	$10.6M	1.60%
18	MSFTMICROSOFT	179,281	$9.9M	1.51%
19	IJRISHARES S&P SMALLCAP 600 ETF	87,943	$9.9M	1.51%
20	SCZISHARES MSCI EAFE SMALL-CAP ETF	193,046	$9.6M	1.46%
21	AMGNAMGEN INC COM	57,359	$8.6M	1.31%
22	XLYCONSUMER DISCRETIONARY SEL SECTOR SPDR FD	105,774	$8.4M	1.27%
23	QCOMQUALCOMM INC	152,104	$7.8M	1.18%
24	SONYSONY CORP ADR NEW	298,458	$7.7M	1.17%
25	—POWERSHARES DWA MOMENTUM PORTFOLIO	176,429	$7.2M	1.09%
26	WFCWELLS FARGO & CO NEW COM	136,519	$6.6M	1.00%
27	AMZNAMAZON.COM INC	10,881	$6.5M	0.98%
28	XLVHEALTH CARE SELECT SECTOR SPDR FUND	90,316	$6.1M	0.93%
29	HONHONEYWELL INTL INC COM	53,958	$6.0M	0.92%
30	XLFFINANCIAL SELECT SECTOR SPDR FUND	264,050	$5.9M	0.90%
31	CWBSPDR BARCLAYS CONVERTIBLE SECURITIES ETF	135,773	$5.9M	0.89%
32	PGFPOWERSHARES FINANCIAL PREFERRED PORTFOLIO	297,199	$5.6M	0.85%
33	JNJJOHNSON & JOHNSON COM	51,547	$5.6M	0.85%
34	IBMINTL BUSINESS MACHINES	36,824	$5.6M	0.85%
35	GEGENERAL ELECTRIC CO COM	175,168	$5.6M	0.85%
36	—DOW CHEM CO COM	108,031	$5.5M	0.83%
37	TOTLSPDR DOUBLELINE TOTAL RETURN TACTICAL ETF	109,203	$5.4M	0.82%
38	HYGISHARES IBOXX HIGH YIELD CORPORATE BOND ETF	65,305	$5.3M	0.81%
39	VODVODAFONE GROUP PLC NEW SPNSR ADR NO PAR	166,283	$5.3M	0.81%
40	XLEENERGY SELECT SECTOR SPDR	83,309	$5.2M	0.78%
41	IHIISHARES U.S. MEDICAL DEVICES ETF	42,076	$5.2M	0.78%
42	NOCNORTHROP GRUMMAN CORP COM	25,493	$5.0M	0.77%
43	XOMEXXON MOBIL CORP COM	59,243	$5.0M	0.75%
44	—GUGGENHEIM S&P 500 TOP 50 ETF	33,267	$4.8M	0.74%
45	XLIINDUSTRIAL SELECT SECTOR SPDR FUND	84,719	$4.7M	0.71%
46	SDYSPDR S&P DIVIDEND ETF	56,023	$4.5M	0.68%
47	JPMJPMORGAN CHASE & CO COM	71,226	$4.2M	0.64%
48	MCDMCDONALDS CORP COM	33,350	$4.2M	0.64%
49	PFEPFIZER INC COM	140,626	$4.2M	0.63%
50	BACBANK AMER CORP COM	303,917	$4.1M	0.62%
51	CSXCSX CORP COM	150,938	$3.9M	0.59%
52	XLBMATERIALS SELECT SECTOR SPDR FUND	80,377	$3.6M	0.55%
53	GOOGALPHABET INC CAP STK CL C	4,767	$3.6M	0.54%
54	XLKTECHNOLOGY SELECT SECTOR SPDR FUND	76,022	$3.4M	0.51%
55	GSGOLDMAN SACHS GROUP INC COM	21,417	$3.4M	0.51%
56	VEUVANGUARD FTSE ALL-WORLD EX US INDEX FUND	68,189	$2.9M	0.45%
57	—SUNTRUST BKS INC COM	80,861	$2.9M	0.44%
58	SLBSCHLUMBERGER LTD COM	38,008	$2.8M	0.43%
59	GILDGILEAD SCIENCES INC COM	29,514	$2.7M	0.41%
60	XLNXEURXILINX INC COM	52,365	$2.5M	0.38%
61	UPSUNITED PARCEL SERVICE INC CL B	23,307	$2.5M	0.37%
62	DYHTARGET CORP COM	28,516	$2.3M	0.36%
63	USBUS BANCORP DEL COM NEW	56,560	$2.3M	0.35%
64	IAUUSDISHARES COMEX GOLD TRUST	187,572	$2.2M	0.34%
65	DSIISHARES MSCI KLD 400 SOCIAL ETF	27,950	$2.1M	0.33%
66	SUSAISHARES MSCI USA ESG SELECT ETF	24,900	$2.1M	0.32%
67	IWNISHARES RUSSELL 2000 VALUE ETF	20,050	$1.9M	0.28%
68	IWDISHARES RUSSELL 1000 VALUE ETF	18,622	$1.8M	0.28%
69	XBISPDR S&P BIOTECH ETF	33,701	$1.7M	0.26%
70	SPYSPDR S&P 500 TRUST	8,332	$1.7M	0.26%
71	AQLTISHARES CORE MSCI EAFE ETF	30,791	$1.6M	0.25%
72	FEXFIRST TRUST LARGE CAP CORE ALPHADEX FUND	36,559	$1.6M	0.25%
73	NOBLPROSHARES S&P 500 ARISTOCRATS ETF	28,654	$1.5M	0.23%
74	—BLACKHAWK NETWORK HLDGS INC COM	42,500	$1.5M	0.22%
75	GLOBGLOBANT S A COM	45,395	$1.4M	0.21%
76	ITOTISHARES CORE S&P TOTAL U.S. STOCK MARKET ETF	14,935	$1.4M	0.21%
77	IYCISHARES U.S. CONSUMER SERVICES ETF	9,440	$1.4M	0.21%
78	MDYMIDCAP SPDR TRUST, SERIES 1	5,215	$1.4M	0.21%
79	—ON DECK CAP INC COM	175,802	$1.4M	0.21%
80	VWOVANGUARD FTSE EMERGING MARKETS ETF	38,593	$1.3M	0.20%
81	IYMISHARES U.S. BASIC MATERIALS ETF	17,911	$1.3M	0.20%
82	IWFISHARES RUSSELL 1000 GROWTH ETF	12,350	$1.2M	0.19%
83	EXIISHARES GLOBAL INDUSTRIALS ETF	17,361	$1.2M	0.19%
84	VVVANGUARD LARGE-CAP INDEX FUND	12,485	$1.2M	0.18%
85	NVDANVIDIA CORP COM	32,830	$1.2M	0.18%
86	IWBISHARES RUSSELL 1000 ETF	9,503	$1.1M	0.16%
87	IVWISHARES S&P 500 GROWTH ETF	9,323	$1.1M	0.16%
88	RFREGIONS FINL CORP NEW COM	121,670	$955K	0.15%
89	JDJD COM INC SPON ADR CL A	35,880	$951K	0.14%
90	PHYS/USPROTT PHYSICAL GOLD TRUST UNIT	93,110	$942K	0.14%
91	NOKNOKIA CORP SPONSORED ADR	158,710	$938K	0.14%
92	XYLXYLEM INC COM	22,800	$933K	0.14%
93	EAELECTRONIC ARTS INC COM	13,000	$859K	0.13%
94	CSCOCISCO SYS INC COM	29,846	$850K	0.13%
95	VDEVANGUARD ENERGY INDEX FUND	9,684	$831K	0.13%
96	—POWERSHARES S&P 500 HIGH DIVIDEND LOW VOLATILITY PORTFOLIO	21,929	$814K	0.12%
97	EFGISHARES MSCI EAFE GROWTH ETF	11,875	$781K	0.12%
98	VNQVANGUARD REIT ETF	9,094	$762K	0.12%
99	MRKMERCK & CO INC NEW COM	14,207	$752K	0.11%
100	GOOGLALPHABET INC CAP STK CL A	977	$745K	0.11%

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