Baker Avenue Asset Management, LP Q4 2018 Filing

Filed February 14, 2019

Portfolio Value

$1.0T

Holdings

245

Report Date

Q4 2018

Filing Type

13F-HR

All Holdings (245 positions)

#	Stock	Shares	Value	% Portfolio
1	VTIVANGUARD TOTAL STOCK MARKET INDEX FUND	453,857	$57.9B	5.71%
2	AGGISHARES AGGREGATE BOND ETF	407,543	$43.4B	4.28%
3	IVVISHARES S&P 500 INDEX	169,762	$42.7B	4.21%
4	BNDVANGUARD TOTAL BOND MARKET ETF	532,156	$42.2B	4.16%
5	IVEISHARES S&P 500 VALUE ETF	326,858	$33.1B	3.26%
6	SPABSPDR PORTFOLIO AGGREGATE BOND ETF	968,805	$27.0B	2.66%
7	QUALISHARES EDGE MSCI USA QUALITY FACTOR ETF	304,716	$23.4B	2.31%
8	SDYSPDR SER TR S&P DIVID ETF	245,769	$22.0B	2.17%
9	VEAVANGUARD FTSE DEVELOPED MARKETS ETF	568,713	$21.1B	2.08%
10	VEUVANGUARD FTSE ALL-WORLD EX-US	461,920	$21.1B	2.08%
11	VWOVANGUARD FTSE EMERGING MARKETS ETF	522,269	$19.9B	1.96%
12	EFVISHARES MSCI EAFE VALUE INDEX ETF	420,110	$19.0B	1.87%
13	VVVANGUARD LARGE CAP	161,117	$18.5B	1.82%
14	MSFTMICROSOFT	181,707	$18.5B	1.82%
15	IWVISHARES TRUST RUSSELL 3000 INDEX FD	123,708	$18.2B	1.79%
16	FLOTISHARES MSCI FLOATING RATE NOT E FUNDING ETF	313,698	$15.8B	1.56%
17	AAPLAPPLE INC	94,656	$14.9B	1.47%
18	SSDSIMPSON MANUFACTURING CO INC	270,095	$14.6B	1.44%
19	MTUMISHARES EDGE MSCI USA MOMENTUM FACTOR ETF	133,754	$13.4B	1.32%
20	XLYCONSUMER DISCRETIONARY SEL SECTOR SPDR FD	135,070	$13.4B	1.32%
21	EFGISHARES MSCI EAFE GROWTH ETF	187,920	$13.0B	1.28%
22	EFAISHARES MSCI EAFE ETF	204,915	$12.0B	1.19%
23	SCHWCHARLES SCHWAB CORP	280,487	$11.6B	1.15%
24	VTVANGUARD TOTAL WORLD STOCK ETF	172,846	$11.3B	1.12%
25	IBBISHARES NASDAQ BIOTECHNOLOGY	114,767	$11.1B	1.09%
26	IWMISHARES RUSSELL 2000 ETF	80,981	$10.8B	1.07%
27	ACWIISHARES TR MSCI ACWIINDEX FD	168,910	$10.8B	1.07%
28	IWFISHARES RUSSELL 1000 GROWTH ETF	81,373	$10.7B	1.05%
29	CATCATERPILLAR INC DEL COM	78,009	$9.9B	0.98%
30	VBVANGUARD SMALL CAP ETF	74,136	$9.8B	0.96%
31	XLFFINANCIAL SELECT SECTOR SPDR	399,114	$9.5B	0.94%
32	SCZISHARES MSCI EAFE SMALL CAP ETF	165,799	$8.6B	0.85%
33	QCOMQUALCOMM INC	138,670	$7.9B	0.78%
34	VMWEURVMWARE INC CL A CLASS A	56,480	$7.7B	0.76%
35	CWBSPDR BLOOMBERG BARCLAYS CONVERTIBLE SECURITIES ETF	161,726	$7.6B	0.75%
36	AMGNAMGEN INC	38,213	$7.4B	0.73%
37	BKLNPOWERSHARES ETF SENIOR LOAN PORT NYSE ARCA INC	340,087	$7.4B	0.73%
38	XHBSPDR S&P HOMEBUILDERETF	224,203	$7.3B	0.72%
39	PGFPOWERSHARES FINANCIAL PREFERRED ETF	412,203	$7.2B	0.71%
40	XLEENERGY SELECT SECTOR SPDR	123,662	$7.1B	0.70%
41	AMZNAMAZON.COM INC	4,638	$7.0B	0.69%
42	IGSBISHARES 1-3 YR CREDIT BOND ETF	134,243	$6.9B	0.68%
43	EMBISHARES JP MORGAN USD EMERGING MARKETS BOND ETF	64,927	$6.7B	0.67%
44	HYGISHARES IBOXX HIGH YIELD CORPORATE BOND ETF	82,315	$6.7B	0.66%
45	XARSPDR S&P AEROSPACE & DEFENSE ETF	78,372	$6.2B	0.61%
46	IBMINTL BUSINESS MACHINES	53,942	$6.1B	0.60%
47	DISDISNEY WALT CO COM DISNEY	55,390	$6.1B	0.60%
48	XLVHEALTH CARE SELECT SECTOR SPDR	68,896	$6.0B	0.59%
49	INTCINTEL CORP COM	122,786	$5.8B	0.57%
50	IWDISHARES RUSSELL 1000 VALUE ETF	51,789	$5.8B	0.57%
51	SONYSONY CORP SPONSORED ADR	118,126	$5.7B	0.56%
52	HONHONEYWELL INTL INC	41,910	$5.5B	0.55%
53	EWJISHARES MSCI JAPAN ETF	105,163	$5.3B	0.53%
54	AMATAPPLIED MATLS INC COM	160,732	$5.3B	0.52%
55	JPMJPMORGAN CHASE & CO COM	52,413	$5.1B	0.50%
56	GMGENERAL MOTORS CORP	150,362	$5.0B	0.50%
57	IHIISHARES TR DOW JONES US MEDICAL DEVICES INDEX	25,064	$5.0B	0.49%
58	VIGVANGUARD DIVIDEND APPRECIATION INDEX FUND	46,114	$4.5B	0.45%
59	JNJJOHNSON & JOHNSON COM	34,032	$4.4B	0.43%
60	SCHZSCHWAB US AGGREGATE BOND ETF	86,249	$4.4B	0.43%
61	NOCNORTHROP GRUMMAN CORP COM	17,796	$4.4B	0.43%
62	STIPISHARES 0-5 YR TIPS BOND ETF	43,527	$4.3B	0.42%
63	TIPISHARES TIPS BOND ETF	37,948	$4.2B	0.41%
64	DGROISHARES CORE DIVIDEND GROWTH ETF	123,547	$4.1B	0.40%
65	SJNKSPDR BARCLAYS CAPITAL SHORT TERM HIGH YIELD BOND ETF	156,610	$4.1B	0.40%
66	FBNDFIDELITY TOTAL BOND ETF	81,100	$3.9B	0.39%
67	XOMEXXON MOBIL CORP COM	56,053	$3.8B	0.38%
68	UPSUNITED PARCEL SERVICE INC	38,480	$3.8B	0.37%
69	BABAALIBABA GROUP HLDG LTD SPONSORED ADS	27,147	$3.7B	0.37%
70	BSVVANGUARD SHORT TERM BOND	46,318	$3.6B	0.36%
71	GOOGALPHABET INC CAP STK CL C	3,334	$3.5B	0.34%
72	NDQPOWERSHARES QQQ TR	22,246	$3.4B	0.34%
73	GLWCORNING INC COM	110,888	$3.4B	0.33%
74	ISTBISHARES CORE 1-5 YEAR USD BOND ETF	64,857	$3.2B	0.31%
75	AVGOAVAGO TECHNOLOGIES LTD	12,404	$3.2B	0.31%
76	CSXCSX CORP	46,636	$2.9B	0.29%
77	ABBVABBVIE INC COM	30,834	$2.8B	0.28%
78	AXPAMERICAN EXPRESS CO COM	29,099	$2.8B	0.27%
79	ETNEATON CORP PLC SHS	38,023	$2.6B	0.26%
80	TDIVFIRST TR EXCHANGE TRADED FD VI NASD TECH DIV	77,609	$2.6B	0.25%
81	GLNGGOLAR LNG LTD SHS ISIN BMG9456A1009	118,134	$2.6B	0.25%
82	—DOWDUPONT INC COM	45,956	$2.5B	0.24%
83	—ALLERGAN PLC SHS	18,266	$2.4B	0.24%
84	MRKMERCK & CO INC	31,019	$2.4B	0.23%
85	FTIFMC TECHNOLOGIES INC	116,983	$2.3B	0.23%
86	LYBLYONDELLBASELL	27,505	$2.3B	0.23%
87	CVXCHEVRON CORP NEW COM	19,758	$2.1B	0.21%
88	DYHTARGET CORP COM	31,189	$2.1B	0.20%
89	PFEPFIZER INC COM	47,053	$2.1B	0.20%
90	FTAFIRST TR LARGE CAP VALUE OPPORTUNITIES ALPHADEX FD COM SHS	43,330	$2.0B	0.20%
91	IFFINTERNATIONAL FLAVORS&FRAGRANC COM	14,371	$1.9B	0.19%
92	IDEVISHARES CORE MSCI INTERNATIONAL DEVELOPED MARKETS ETF	38,115	$1.9B	0.18%
93	NOBLPROSHARES S&P 500 DIVIDEND ARISTOCRATS ETF	29,427	$1.8B	0.18%
94	ACWXISHARES MSCI ACWI EX US INDEX FUND	42,381	$1.8B	0.18%
95	GOOGLGOOGLE INC	1,676	$1.8B	0.17%
96	DONWISDOMTREE U.S. MIDCAP DIVIDEND FUND	52,104	$1.6B	0.16%
97	XLKTECHNOLOGY SELECT SECTOR SPDR	26,340	$1.6B	0.16%
98	ONON SEMICONDUCTOR CORP COM	97,314	$1.6B	0.16%
99	LOWLOWES COS INC COM	17,250	$1.6B	0.16%
100	PGPROCTER AND GAMBLE CO COM	17,224	$1.6B	0.16%

Page 1 of 3Next