Baker Avenue Asset Management, LP Q4 2017 Filing

Filed February 14, 2018

Portfolio Value

$1.0T

Holdings

231

Report Date

Q4 2017

Filing Type

13F-HR

All Holdings (231 positions)

#	Stock	Shares	Value	% Portfolio
1	SSDSIMPSON MANUFACTURING CO INC COM	988,367	$56.7B	5.47%
2	BNDVANGUARD TOTAL BOND MARKET INDEX FUND	569,171	$46.4B	4.48%
3	AGGISHARES CORE U.S. AGGREGATE BOND ETF	340,308	$37.2B	3.59%
4	VTIVANGUARD TOTAL STOCK MARKET INDEX FUND	262,941	$36.1B	3.48%
5	IVEISHARES S&P 500 VALUE ETF	315,854	$36.1B	3.48%
6	IWVISHARES RUSSELL 3000 ETF	206,388	$32.6B	3.15%
7	SPABSPDR PORTFOLIO AGGREGATE BOND ETF	814,074	$23.4B	2.26%
8	EFVISHARES MSCI EAFE VALUE ETF	423,299	$23.4B	2.25%
9	VEUVANGUARD FTSE ALL-WORLD EX US INDEX FUND	418,054	$22.9B	2.21%
10	VEAVANGUARD FTSE DEVELOPED MARKETS ETF	488,195	$21.9B	2.11%
11	QUALISHARES EDGE MSCI USA QUALITY FACTOR ETF	212,463	$17.6B	1.70%
12	EFAISHARES MSCI EAFE ETF	246,371	$17.3B	1.67%
13	ACWIISHARES MSCI ACWI INDEX FUND	237,538	$17.1B	1.65%
14	MSFTMICROSOFT CORP COM	197,584	$16.9B	1.63%
15	VTVANGUARD TOTAL WORLD STOCK INDEX FUND	215,578	$16.0B	1.54%
16	VWOVANGUARD FTSE EMERGING MARKETS ETF	344,014	$15.8B	1.52%
17	IWFISHARES RUSSELL 1000 GROWTH ETF	113,262	$15.3B	1.47%
18	SCHWSCHWAB CHARLES CORP NEW COM	291,144	$15.0B	1.44%
19	EFGISHARES MSCI EAFE GROWTH ETF	182,154	$14.7B	1.42%
20	AMATAPPLIED MATLS INC COM	281,655	$14.4B	1.39%
21	QCOMQUALCOMM INC COM	220,859	$14.1B	1.36%
22	VVVANGUARD LARGE-CAP INDEX FUND	115,221	$14.1B	1.36%
23	IBMINTERNATIONAL BUSINESS MACHS COM	91,673	$14.1B	1.36%
24	MTUMISHARES EDGE MSCI USA MOMENTUM FACTOR ETF	121,821	$12.6B	1.21%
25	IWMISHARES RUSSELL 2000 ETF	80,135	$12.2B	1.18%
26	SCZISHARES MSCI EAFE SMALL-CAP ETF	176,325	$11.4B	1.10%
27	XLFFINANCIAL SELECT SECTOR SPDR FUND	373,159	$10.4B	1.00%
28	VMWEURVMWARE INC CL A COM	81,110	$10.2B	0.98%
29	AAPLAPPLE INC COM	59,992	$10.2B	0.98%
30	WYWEYERHAEUSER CO COM	286,917	$10.1B	0.98%
31	IWOISHARES RUSSELL 2000 GROWTH ETF	48,395	$9.0B	0.87%
32	BSVVANGUARD SHORT-TERM BOND INDEX FUND	108,890	$8.6B	0.83%
33	SDYSPDR S&P DIVIDEND ETF	86,238	$8.1B	0.79%
34	XLEENERGY SELECT SECTOR SPDR FUND	112,432	$8.1B	0.78%
35	CWBSPDR BLOOMBERG BARCLAYS CONVERTIBLE SECURITIES ETF	155,920	$7.9B	0.76%
36	HYGISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF	88,864	$7.8B	0.75%
37	PFEPFIZER INC COM	213,397	$7.7B	0.75%
38	—DOWDUPONT INC COM	106,985	$7.6B	0.73%
39	ISTBISHARES CORE 1-5 YEAR USD BOND ETF	151,400	$7.5B	0.73%
40	IAIISHARES U.S. BROKER-DEALERS & SECURITIES EXCHANGES ETF	119,856	$7.5B	0.73%
41	IWBISHARES RUSSELL 1000 ETF	50,135	$7.5B	0.72%
42	IWCISHARES MICRO-CAP ETF	73,516	$7.0B	0.68%
43	SONYSONY CORP SPONSORED ADR	152,373	$6.8B	0.66%
44	EMBISHARES J.P. MORGAN USD EMERGING MARKETS BOND ETF	58,389	$6.8B	0.65%
45	PGFPOWERSHARES FINANCIAL PREFERRED PORTFOLIO	354,658	$6.7B	0.65%
46	HONHONEYWELL INTL INC COM	43,247	$6.6B	0.64%
47	JNJJOHNSON & JOHNSON COM	46,862	$6.5B	0.63%
48	IWDISHARES RUSSELL 1000 VALUE ETF	52,428	$6.5B	0.63%
49	AMZNAMAZON COM INC COM	5,483	$6.4B	0.62%
50	TIPISHARES TIPS BOND ETF	55,772	$6.4B	0.61%
51	AMGNAMGEN INC COM	36,300	$6.3B	0.61%
52	JPMJPMORGAN CHASE & CO COM	57,434	$6.1B	0.59%
53	FTITECHNIPFMC PLC COM	183,991	$5.8B	0.56%
54	IGSBISHARES 1-3 YEAR CREDIT BOND ETF	53,539	$5.6B	0.54%
55	—POWERSHARES SENIOR LOAN PORTFOLIO	240,307	$5.5B	0.53%
56	DISDISNEY WALT CO COM DISNEY	49,319	$5.3B	0.51%
57	GSGOLDMAN SACHS GROUP INC COM	18,214	$4.6B	0.45%
58	FCXFREEPORT-MCMORAN INC CL B	241,111	$4.6B	0.44%
59	INTCINTEL CORP COM	98,761	$4.6B	0.44%
60	XLVHEALTH CARE SELECT SECTOR SPDR FUND	55,110	$4.6B	0.44%
61	IBBISHARES NASDAQ BIOTECHNOLOGY INDEX FUND	42,154	$4.5B	0.43%
62	XLBMATERIALS SELECT SECTOR SPDR FUND	71,156	$4.3B	0.42%
63	IHIISHARES U.S. MEDICAL DEVICES ETF	24,814	$4.3B	0.42%
64	XLYCONSUMER DISCRETIONARY SELECT SECTOR SPDR FUND	41,767	$4.1B	0.40%
65	FLOTISHARES FLOATING RATE BOND ETF	80,840	$4.1B	0.40%
66	XOMEXXON MOBIL CORP COM	48,605	$4.1B	0.39%
67	GOOGALPHABET INC CAP STK CL C	3,853	$4.0B	0.39%
68	NOCNORTHROP GRUMMAN CORP COM	12,937	$4.0B	0.38%
69	—POWERSHARES QQQ TRUST, SERIES 1	23,676	$3.7B	0.36%
70	GLNGGOLAR LNG LTD BERMUDA SHS	123,232	$3.7B	0.35%
71	VBVANGUARD SMALL-CAP INDEX FUND	24,458	$3.6B	0.35%
72	GLWCORNING INC COM	112,830	$3.6B	0.35%
73	GMGENERAL MTRS CO COM	84,212	$3.5B	0.33%
74	USBUS BANCORP DEL COM NEW	62,581	$3.4B	0.32%
75	VIGVANGUARD DIVIDEND APPRECIATION INDEX FUND	32,212	$3.3B	0.32%
76	URTHISHARES MSCI WORLD ETF	33,967	$3.0B	0.29%
77	LBTYBLIBERTY GLOBAL PLC SHS CL A	82,971	$3.0B	0.29%
78	DGROISHARES CORE DIVIDEND GROWTH ETF	82,604	$2.9B	0.28%
79	CSXCSX CORP COM	51,339	$2.8B	0.27%
80	CVXCHEVRON CORP NEW COM	22,367	$2.8B	0.27%
81	IVWISHARES S&P 500 GROWTH ETF	18,287	$2.8B	0.27%
82	—MYLAN N V SHS EURO	64,968	$2.7B	0.27%
83	ABBVABBVIE INC COM	27,176	$2.6B	0.25%
84	BABAALIBABA GROUP HLDG LTD SPONSORED ADS	14,631	$2.5B	0.24%
85	VNQVANGUARD REAL ESTATE ETF	30,344	$2.5B	0.24%
86	IWNISHARES RUSSELL 2000 VALUE ETF	18,995	$2.4B	0.23%
87	AKAMAKAMAI TECHNOLOGIES INC COM	36,287	$2.4B	0.23%
88	XBISPDR S&P BIOTECH ETF	26,821	$2.3B	0.22%
89	IJRISHARES S&P SMALL-CAP FUND	28,175	$2.2B	0.21%
90	ACWXISHARES MSCI ACWI EX US INDEX FUND	42,774	$2.1B	0.21%
91	FEXFIRST TRUST LARGE CAP CORE ALPHADEX FUND	33,650	$2.0B	0.19%
92	IGIBISHARES INTERMEDIATE CREDIT BOND ETF	16,850	$1.8B	0.18%
93	BIVVANGUARD INTERMEDIATE-TERM BOND INDEX FUND	21,585	$1.8B	0.17%
94	—SUNTRUST BKS INC COM	27,837	$1.8B	0.17%
95	CELGCELGENE CORP COM	16,875	$1.8B	0.17%
96	VCSHVANGUARD SHORT-TERM CORPORATE BOND INDEX FUND	21,634	$1.7B	0.17%
97	LOWLOWES COS INC COM	18,320	$1.7B	0.16%
98	CPE3EURCALLON PETE CO DEL COM	136,975	$1.7B	0.16%
99	—BLACKHAWK NETWORK HLDGS INC COM	46,322	$1.7B	0.16%
100	BKBANK NEW YORK MELLON CORP COM	30,258	$1.6B	0.16%

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