Baker Avenue Asset Management, LP Q2 2016 Filing

Filed August 15, 2016

Portfolio Value

$664.5B

Holdings

185

Report Date

Q2 2016

Filing Type

13F-HR

All Holdings (185 positions)

#	Stock	Shares	Value	% Portfolio
1	VTVANGUARD TOTAL WORLD STOCK INDEX FUND	732,694	$42.5B	6.40%
2	ACWIISHARES MSCI ACWI INDEX FUND	743,409	$41.8B	6.29%
3	BNDVANGUARD TOTAL BOND MARKET INDEX FUND	463,128	$39.0B	5.88%
4	AGGISHARES CORE U.S. AGGREGATE BOND ETF	298,906	$33.7B	5.07%
5	SPABSPDR BARCLAYS AGGREGATE BOND ETF	449,740	$26.7B	4.02%
6	VTIVANGUARD TOTAL STOCK MARKET INDEX FUND	233,053	$25.0B	3.76%
7	IVEISHARES S&P 500 VALUE ETF	260,554	$24.2B	3.64%
8	EFAISHARES MSCI EAFE ETF	292,276	$16.3B	2.46%
9	IWVISHARES RUSSELL 3000 ETF	114,077	$14.1B	2.13%
10	QUALISHARES EDGE MSCI USA QUALITY FACTOR ETF	146,676	$9.7B	1.46%
11	AMATAPPLIED MATLS INC COM	399,885	$9.6B	1.44%
12	SCZISHARES MSCI EAFE SMALL-CAP ETF	193,838	$9.4B	1.41%
13	AAPLAPPLE INC COM	91,439	$8.7B	1.32%
14	MSFTMICROSOFT CORP COM	169,864	$8.7B	1.31%
15	QCOMQUALCOMM INC COM	159,102	$8.5B	1.28%
16	XLFFINANCIAL SELECT SECTOR SPDR FUND	368,123	$8.4B	1.27%
17	XLYCONSUMER DISCRETIONARY SELECT SECTOR SPDR FUND	103,809	$8.1B	1.22%
18	IJRISHARES S&P SMALL-CAP FUND	66,052	$7.7B	1.16%
19	WFCWELLS FARGO & CO NEW COM	161,054	$7.6B	1.15%
20	AMGNAMGEN INC COM	48,585	$7.4B	1.11%
21	SONYSONY CORP ADR NEW	245,245	$7.2B	1.08%
22	MTUMISHARES EDGE MSCI USA MOMENTUM FACTOR ETF	93,307	$7.1B	1.07%
23	XLBMATERIALS SELECT SECTOR SPDR FUND	134,627	$6.2B	0.94%
24	AMZNAMAZON COM INC COM	8,508	$6.1B	0.92%
25	CWBSPDR BARCLAYS CONVERTIBLE SECURITIES ETF	138,797	$6.1B	0.92%
26	VODVODAFONE GROUP PLC NEW SPNSR ADR	196,845	$6.1B	0.92%
27	—POWERSHARES DWA MOMENTUM PORTFOLIO	136,136	$5.7B	0.86%
28	XLEENERGY SELECT SECTOR SPDR FUND	83,563	$5.7B	0.86%
29	HDVISHARES CORE HIGH DIVIDEND ETF	68,686	$5.6B	0.85%
30	PGFPOWERSHARES FINANCIAL PREFERRED PORTFOLIO	291,756	$5.6B	0.84%
31	HYGISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF	65,982	$5.6B	0.84%
32	VVVANGUARD LARGE-CAP INDEX FUND	58,145	$5.6B	0.84%
33	JNJJOHNSON & JOHNSON COM	45,933	$5.6B	0.84%
34	ACWVISHARES EDGE MSCI MIN VOL GLOBAL ETF	72,887	$5.6B	0.84%
35	EFGISHARES MSCI EAFE GROWTH ETF	84,167	$5.5B	0.83%
36	IWFISHARES RUSSELL 1000 GROWTH ETF	54,379	$5.5B	0.82%
37	IBMINTERNATIONAL BUSINESS MACHS COM	35,440	$5.4B	0.81%
38	VEUVANGUARD FTSE ALL-WORLD EX US INDEX FUND	124,788	$5.3B	0.80%
39	PFEPFIZER INC COM	149,238	$5.3B	0.79%
40	XLVHEALTH CARE SELECT SECTOR SPDR FUND	71,051	$5.1B	0.77%
41	IWBISHARES RUSSELL 1000 ETF	43,444	$5.1B	0.76%
42	EMBISHARES J.P. MORGAN USD EMERGING MARKETS BOND ETF	43,521	$5.0B	0.75%
43	—POWERSHARES BUILD AMERICA BOND PORTFOLIO	156,453	$4.9B	0.74%
44	GEGENERAL ELECTRIC CO COM	152,460	$4.8B	0.72%
45	IGOVISHARES S&P/CITIGROUP INTERNATIONAL TREASURY BOND FUND EX-US	48,190	$4.8B	0.72%
46	VWOVANGUARD FTSE EMERGING MARKETS ETF	132,097	$4.7B	0.70%
47	IHIISHARES U.S. MEDICAL DEVICES ETF	34,112	$4.6B	0.70%
48	XOMEXXON MOBIL CORP COM	48,785	$4.6B	0.69%
49	IWNISHARES RUSSELL 2000 VALUE ETF	44,138	$4.3B	0.65%
50	JPMJPMORGAN CHASE & CO COM	63,477	$3.9B	0.59%
51	WHRWHIRLPOOL CORP COM	21,124	$3.5B	0.53%
52	XLIINDUSTRIAL SELECT SECTOR SPDR FUND	61,741	$3.5B	0.52%
53	CSXCSX CORP COM	132,318	$3.5B	0.52%
54	EFVISHARES MSCI EAFE VALUE ETF	79,606	$3.4B	0.51%
55	HONHONEYWELL INTL INC COM	29,267	$3.4B	0.51%
56	SDYSPDR S&P DIVIDEND ETF	39,703	$3.3B	0.50%
57	—GUGGENHEIM S&P 500 TOP 50 ETF	20,739	$3.1B	0.46%
58	GMGENERAL MTRS CO COM	102,552	$2.9B	0.44%
59	GOOGALPHABET INC CAP STK CL C	4,180	$2.9B	0.44%
60	DJPIPATH BLOOMBERG COMMODITY INDEX TOTAL RETURN ETN	114,715	$2.8B	0.43%
61	IWMISHARES RUSSELL 2000 ETF	24,185	$2.8B	0.42%
62	EEMISHARES MSCI EMERGING MARKETS ETF	80,029	$2.8B	0.41%
63	GSGOLDMAN SACHS GROUP INC COM	18,346	$2.7B	0.41%
64	IWDISHARES RUSSELL 1000 VALUE ETF	26,194	$2.7B	0.41%
65	SLBSCHLUMBERGER LTD COM	33,787	$2.7B	0.40%
66	NOCNORTHROP GRUMMAN CORP COM	11,601	$2.6B	0.39%
67	—SUNTRUST BKS INC COM	61,961	$2.5B	0.38%
68	XLKTECHNOLOGY SELECT SECTOR SPDR FUND	56,597	$2.5B	0.37%
69	GLWCORNING INC COM	118,570	$2.4B	0.37%
70	IVVISHARES CORE S&P 500 ETF	11,265	$2.4B	0.36%
71	SUSAISHARES MSCI USA ESG SELECT ETF	27,180	$2.4B	0.35%
72	CVXCHEVRON CORP NEW COM	22,129	$2.3B	0.35%
73	XLNXEURXILINX INC COM	49,878	$2.3B	0.35%
74	SESPECTRA ENERGY CORP COM	61,602	$2.3B	0.34%
75	—DOW CHEM CO COM	44,527	$2.2B	0.33%
76	GILDGILEAD SCIENCES INC COM	26,225	$2.2B	0.33%
77	IWOISHARES RUSSELL 2000 GROWTH ETF	15,580	$2.1B	0.32%
78	WYWEYERHAEUSER CO COM	68,088	$2.0B	0.31%
79	UPSUNITED PARCEL SERVICE INC CL B	17,185	$1.9B	0.28%
80	USBUS BANCORP DEL COM NEW	45,115	$1.8B	0.27%
81	GLOBGLOBANT S A COM	45,395	$1.8B	0.27%
82	NOBLPROSHARES S&P 500 ARISTOCRATS ETF	31,979	$1.7B	0.26%
83	IAUUSDISHARES COMEX GOLD TRUST	133,194	$1.7B	0.26%
84	FEXFIRST TRUST LARGE CAP CORE ALPHADEX FUND	36,700	$1.7B	0.25%
85	—BLACKHAWK NETWORK HLDGS INC COM	46,322	$1.6B	0.23%
86	XBISPDR S&P BIOTECH ETF	26,821	$1.4B	0.22%
87	MDYMIDCAP SPDR TRUST, SERIES 1	5,215	$1.4B	0.21%
88	—POWERSHARES DB POWERSHARES DB OPTIMUM YIELD DIVERSIFIED COMMODITY STRATEGY	79,515	$1.4B	0.21%
89	IYMISHARES U.S. BASIC MATERIALS ETF	17,147	$1.3B	0.20%
90	AQLTISHARES CORE MSCI EAFE ETF	24,182	$1.3B	0.19%
91	VEAVANGUARD FTSE DEVELOPED MARKETS ETF	34,622	$1.2B	0.18%
92	RFREGIONS FINL CORP NEW COM	135,555	$1.2B	0.17%
93	—POWERSHARES S&P 500 HIGH DIVIDEND LOW VOLATILITY PORTFOLIO	29,867	$1.1B	0.17%
94	IGSBISHARES 1-3 YEAR CREDIT BOND ETF	10,580	$1.1B	0.17%
95	VBVANGUARD SMALL-CAP INDEX FUND	8,915	$1.0B	0.16%
96	PHYS/USPROTT PHYSICAL GOLD TRUST UNIT	91,810	$1.0B	0.15%
97	—WHOLE FOODS MKT INC COM	30,773	$985.0M	0.15%
98	CSCOCISCO SYS INC COM	32,377	$929.0M	0.14%
99	NVDANVIDIA CORP COM	19,650	$924.0M	0.14%
100	IYCISHARES U.S. CONSUMER SERVICES ETF	6,156	$883.0M	0.13%

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