Baker Avenue Asset Management, LP Q1 2018 Filing

Filed May 15, 2018

Portfolio Value

$1.1T

Holdings

237

Report Date

Q1 2018

Filing Type

13F-HR

All Holdings (237 positions)

#StockSharesValue% PortfolioType
1
BNDVANGUARD TOTAL BOND MARKET ETF
638,315$51.0B4.63%
2
AGGISHARES AGGREGATE BOND ETF
385,130$41.3B3.75%
3
SSDSIMPSON MANUFACTURING CO INC
712,613$41.0B3.73%
4
VTIVANGUARD TOTAL STOCK MARKET INDEX FUND
289,607$39.3B3.57%
5
IVEISHARES S&P 500 VALUE ETF
343,157$37.5B3.41%
6
VEUVANGUARD FTSE ALL-WORLD EX-US
497,518$27.1B2.46%
7
SPABSPDR PORTFOLIO AGGREGATE BOND ETF
924,102$26.0B2.36%
8
EFVISHARES MSCI EAFE VALUE INDEX ETF
474,824$25.9B2.35%
9
VEAVANGUARD FTSE DEVELOPED MARKETS ETF
555,318$24.6B2.23%
10
IWVISHARES TRUST RUSSELL 3000 INDEX FD
133,770$20.9B1.90%
11
QUALISHARES EDGE MSCI USA QUALITY FACTOR ETF
237,605$19.7B1.78%
12
EFAISHARES MSCI EAFE ETF
268,676$18.7B1.70%
13
MSFTMICROSOFT
204,542$18.7B1.69%
14
VWOVANGUARD FTSE EMERGING MARKETS ETF
376,584$17.7B1.61%
15
EFGISHARES MSCI EAFE GROWTH ETF
214,931$17.3B1.57%
16
IWFISHARES RUSSELL 1000 GROWTH ETF
124,652$17.0B1.54%
17
ACWIISHARES TR MSCI ACWIINDEX FD
234,245$16.8B1.52%
18
AMATAPPLIED MATLS INC COM
291,176$16.2B1.47%
19
IBMINTL BUSINESS MACHINES
103,991$16.0B1.45%
20
SCHWCHARLES SCHWAB CORP
302,164$15.8B1.43%
21
VTVANGUARD TOTAL WORLD STOCK ETF
213,685$15.7B1.43%
22
VVVANGUARD LARGE CAP
126,708$15.4B1.39%
23
SDYSPDR SER TR S&P DIVID ETF
164,468$15.0B1.36%
24
IWMISHARES RUSSELL 2000 ETF
93,903$14.3B1.29%
25
MTUMISHARES EDGE MSCI USA MOMENTUM FACTOR ETF
130,900$13.9B1.26%
26
QCOMQUALCOMM INC
239,633$13.3B1.21%
27
XLYCONSUMER DISCRETIONARY SEL SECTOR SPDR FD
128,598$13.0B1.18%
28
SCZISHARES MSCI EAFE SMALL CAP ETF
198,118$12.9B1.17%
29
VBVANGUARD SMALL CAP ETF
79,095$11.6B1.05%
30
WYWEYERHAEUSER CO
313,572$11.0B1.00%
31
XLFFINANCIAL SELECT SECTOR SPDR
377,950$10.4B0.95%
32
AAPLAPPLE INC
61,397$10.3B0.94%
33
IWOISHARES RUSSELL 2000 GROWTH INDEX
53,504$10.2B0.93%
34
XLEENERGY SELECT SECTOR SPDR
125,368$8.5B0.77%
35
IWCISHARES RUSSELL MICROCAP INDEX
87,201$8.4B0.76%
36
IAIISHARES TR DOW JONESUS BROKER DEALERS INDEX FD
127,644$8.4B0.76%
37
VMWEURVMWARE INC CL A CLASS A
68,852$8.3B0.76%
38
CWBSPDR BLOOMBERG BARCLAYS CONVERTIBLE SECURITIES ETF
160,687$8.3B0.75%
39
BSVVANGUARD SHORT TERM BOND
105,300$8.3B0.75%
40
PFEPFIZER INC COM
226,576$8.0B0.73%
41
XARSPDR S&P AEROSPACE & DEFENSE ETF
91,299$7.9B0.72%
42
HYGISHARES IBOXX HIGH YIELD CORPORATE BOND ETF
92,583$7.9B0.72%
43
DOWDUPONT INC COM
122,245$7.8B0.71%
44
AMZNAMAZON.COM INC
5,200$7.5B0.68%
45
ISTBISHARES CORE 1-5 YEAR USD BOND ETF
151,400$7.5B0.68%
46
SONYSONY CORP SPONSORED ADR
153,703$7.4B0.67%
47
PGFPOWERSHARES FINANCIAL PREFERRED ETF
378,582$7.0B0.64%
48
EMBISHARES JP MORGAN USD EMERGING MARKETS BOND ETF
61,895$7.0B0.63%
49
TIPISHARES TIPS BOND ETF
59,853$6.8B0.61%
50
IWDISHARES RUSSELL 1000 VALUE ETF
54,166$6.5B0.59%
51
POWERSHARES ETF SENIOR LOAN PORT NYSE ARCA INC
278,872$6.5B0.59%
52
JPMJPMORGAN CHASE & CO COM
56,885$6.3B0.57%
53
AMGNAMGEN INC
36,340$6.2B0.56%
54
IGSBISHARES 1-3 YR CREDIT BOND ETF
59,521$6.2B0.56%
55
HONHONEYWELL INTL INC
42,516$6.1B0.56%
56
INTCINTEL CORP COM
115,129$6.0B0.54%
57
JNJJOHNSON & JOHNSON COM
46,231$5.9B0.54%
58
FTIFMC TECHNOLOGIES INC
187,736$5.5B0.50%
59
DISDISNEY WALT CO COM DISNEY
52,257$5.2B0.48%
60
FLOTISHARES MSCI FLOATING RATE NOT E FUNDING ETF
93,371$4.8B0.43%
61
MOALTRIA GROUP INC COM
75,295$4.7B0.43%
62
IHIISHARES TR DOW JONES US MEDICAL DEVICES INDEX
25,359$4.7B0.43%
63
GSGOLDMAN SACHS GROUP INC
18,455$4.6B0.42%
64
NOCNORTHROP GRUMMAN CORP COM
13,175$4.6B0.42%
65
IBBISHARES NASDAQ BIOTECHNOLOGY
43,092$4.6B0.42%
66
XLVHEALTH CARE SELECT SECTOR SPDR
55,860$4.5B0.41%
67
FCXFREEPORT MCMORAN COPPER
239,735$4.2B0.38%
68
POWERSHARES QQQ TR
25,266$4.0B0.37%
69
XOMEXXON MOBIL CORP COM
53,847$4.0B0.36%
70
XLBMATERIALS SELECT SECTOR SPDR
70,123$4.0B0.36%
71
GOOGALPHABET INC CAP STK CL C
3,764$3.9B0.35%
72
USBUS BANCORP DEL COM NEW
72,758$3.7B0.33%
73
VIGVANGUARD DIVIDEND APPRECIATION INDEX FUND
33,214$3.4B0.30%
74
GLNGGOLAR LNG LTD SHS ISIN BMG9456A1009
121,298$3.3B0.30%
75
GLWCORNING INC COM
116,486$3.2B0.29%
76
ABBVABBVIE INC COM
33,817$3.2B0.29%
77
GMGENERAL MOTORS CORP
85,077$3.1B0.28%
78
CSXCSX CORP
53,132$3.0B0.27%
79
IVWISHARES S&P 500 GROWTH ETF
18,735$2.9B0.26%
80
DGROISHARES CORE DIVIDEND GROWTH ETF
85,268$2.9B0.26%
81
URTHISHARES MSCI WORLD ETF
32,935$2.9B0.26%
82
MYLAN N V SHS EURO
66,034$2.7B0.25%
83
LBTYBLIBERTY GLOBAL PLC CL A
85,550$2.7B0.24%
84
BABAALIBABA GROUP HLDG LTD SPONSORED ADS
14,122$2.6B0.24%
85
ACWXISHARES MSCI ACWI EX US INDEX FUND
51,327$2.5B0.23%
86
AKAMAKAMAI TECH
34,771$2.5B0.22%
87
CVXCHEVRON CORP NEW COM
20,458$2.3B0.21%
88
IWNISHARES RUSSELL 2000 VALUE
18,935$2.3B0.21%
89
NOBLPROSHARES S&P 500 DIVIDEND ARISTOCRATS ETF
36,918$2.3B0.21%
90
DONWISDOMTREE U.S. MIDCAP DIVIDEND FUND
65,456$2.2B0.20%
91
XBISPDR BIOTECH ETF
24,672$2.2B0.20%
92
4I1PHILIP MORRIS INTL INC
20,643$2.1B0.19%
93
VNQVANGUARD REIT INDEX ETF
26,100$2.0B0.18%
94
FEXFIRST TR LARGE CAP CORE ALPHADEX FD COMSHS
33,650$2.0B0.18%
95
IJRISHARES S&P SMALLCAP 600 ETF
24,338$1.9B0.17%
96
SUNTRUST BANKS INC
27,187$1.9B0.17%
97
VYMVANGUARD HIGH DIVIDEND YIELD
22,288$1.8B0.17%
98
CPE3EURCALLON PETROLEUM CORP
138,760$1.8B0.17%
99
IGIBISHARES INTERMEDIATE CREDIT BOND ETF
16,850$1.8B0.16%
100
DLNWISDOMTREE U.S. LARGECAP DIVIDEND FUND
19,975$1.8B0.16%
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