Baker Avenue Asset Management, LP Q4 2023 Filing

Filed February 13, 2024

Portfolio Value

$2.3T

Holdings

351

Report Date

Q4 2023

Filing Type

13F-HR

All Holdings (351 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	AAPLAPPLE INC	507,067	$83.8B	3.68%	Put
2	VBVANGUARD SMALL CAP ETF	364,025	$77.7B	3.41%
3	MSFTMICROSOFT	200,621	$75.4B	3.31%
4	AGGISHARES AGGREGATE BOND ETF	727,181	$72.2B	3.17%
5	BNDVANGUARD TOTAL BOND MARKET ETF	980,922	$72.1B	3.17%
6	SPABSPDR PORTFOLIO AGGREGATE BOND ETF	2,786,841	$71.5B	3.14%
7	DFCFDIMENSIONAL CORE FIXED INCOME ETF	1,663,195	$70.5B	3.10%
8	QUALISHARES MSCI USA QUALITY FACTOR ETF	450,806	$66.3B	2.91%
9	IWFISHARES RUSSELL 1000 GROWTH ETF	188,629	$57.2B	2.51%
10	AMZNAMAZON.COM INC	357,132	$54.3B	2.38%
11	NDQPOWERSHARES QQQ TR	229,814	$51.2B	2.25%	Put
12	IVVISHARES S&P 500 INDEX	98,562	$47.1B	2.07%
13	NVDANVIDIA CORP	292,661	$43.5B	1.91%	Put
14	EFGISHARES MSCI EAFE GROWTH ETF	401,224	$38.9B	1.71%
15	JPMJPMORGAN CHASE & CO COM	225,300	$38.3B	1.68%
16	IVEISHARES S&P 500 VALUE ETF	200,490	$34.9B	1.53%
17	VTIVANGUARD TOTAL STOCK MARKET ETF	145,383	$34.5B	1.52%
18	VVVANGUARD LARGE CAP	153,339	$33.5B	1.47%
19	SCHXSCHWAB STRATEGIC TR US LRG CAP ETF	543,898	$30.7B	1.35%
20	GOOGLGOOGLE INC	215,613	$30.1B	1.32%
21	BGBUNGE LIMITED F	267,321	$27.0B	1.19%
22	PHPARKER-HANNIFIN CORP COM	54,748	$25.2B	1.11%
23	SCZISHARES MSCI EAFE SMALL CAP ETF	398,192	$24.6B	1.08%
24	VWOVANGUARD FTSE EMERGING MARKETS ETF	596,584	$24.5B	1.08%
25	JQUAJPMORGAN U.S. QUALITY FACTOR ETF	483,796	$23.2B	1.02%
26	SLBSCHLUMBERGER LTD COM STK	427,960	$22.3B	0.98%
27	ICVTISHARES CONVERTIBLE BOND ETF	282,110	$22.2B	0.97%
28	SGOVISHARES 0-3 MONTH TREASURY BOND ETF	216,823	$21.7B	0.96%
29	AMATAPPLIED MATLS INC COM	125,489	$20.3B	0.89%
30	EWWISHARES INC MSCI MEXICO	289,880	$19.7B	0.86%
31	CATCATERPILLAR INC COM	64,943	$19.2B	0.84%
32	SHYGISHARES 0-5 YEAR HIGH YIELD CORPORATE BOND ETF	420,275	$17.7B	0.78%
33	USHYISHARES BROAD USD HIGH YIELD CORPORATE BOND ETF	482,965	$17.6B	0.77%
34	RSPTRYDEX ETF TR S&P EQUAL WEIGHT TECHNOLOGY ETF	525,660	$17.2B	0.75%
35	RSPGUGGENHEIM ETF TRUST S&P 500 EQUAL WEIGHT	108,145	$17.1B	0.75%
36	GEGENERAL ELECTRIC CO COM NEW	120,582	$15.4B	0.68%
37	UBSUBS AG NEW F	492,395	$15.2B	0.67%
38	METAMETA PLATFORMS INC CL A	42,816	$15.2B	0.67%
39	ORCLORACLE CORPORATION	142,728	$15.0B	0.66%
40	TSLATESLA MOTORS INC	200,263	$15.0B	0.66%	Put
41	NFLXNETFLIX COM INC	124,300	$14.8B	0.65%	Put
42	LRCXEURLAM RESEARCH CORP	18,479	$14.5B	0.64%
43	INTCINTEL CORP COM	386,836	$14.2B	0.62%	Put
44	MRVLMARVELL TECHNOLOGY GROUP LTD	235,634	$14.2B	0.62%
45	CRMSALESFORCE COM	53,475	$14.1B	0.62%
46	ABBVABBVIE INC COM	90,018	$14.0B	0.61%
47	LINLINDE PLC SHS	32,968	$13.5B	0.59%
48	AMDADVANCED MICRO DEVICES INC COM	91,000	$13.4B	0.59%
49	BABAALIBABA GROUP HLDG LTD SPONSORED ADS	171,671	$13.3B	0.58%
50	UPSUNITED PARCEL SERVICE INC	81,707	$12.8B	0.56%
51	MRSHMARSH & MCLENNAN COS INC COM	65,336	$12.4B	0.54%
52	EWJISHARES MSCI JAPAN ETF	186,785	$12.0B	0.53%
53	JCIJOHNSON CTLS INC	201,889	$11.6B	0.51%
54	DEDEERE & CO COM	28,606	$11.4B	0.50%
55	LVSLAS VEGAS SANDS CORP	215,377	$10.6B	0.47%
56	XOMEXXON MOBIL CORP COM	99,412	$9.9B	0.44%
57	ETNEATON CORP PLC SHS	40,210	$9.7B	0.43%
58	FCXFREEPORT MCMORAN COPPER	218,380	$9.3B	0.41%
59	IGVISHARES S&P NORTH AMER TECH-SOFTWARE	22,159	$9.0B	0.39%
60	HDHOME DEPOT	24,965	$8.7B	0.38%
61	SCHWCHARLES SCHWAB CORP	125,305	$8.6B	0.38%
62	GPNGLOBAL PAYMENTS INC	66,859	$8.5B	0.37%
63	IHIISHARES TR DOW JONES US MEDICAL DEVICES INDEX	150,287	$8.1B	0.36%
64	XLEENERGY SELECT SECTOR SPDR	96,056	$8.1B	0.35%
65	EOGEOG RESOURCES INC	66,235	$8.0B	0.35%
66	TXNTEXAS INSTRS INC COM	452,080	$7.6B	0.33%
67	LILI AUTO INC SPONSORED ADS	201,385	$7.5B	0.33%
68	SPYSPDR S&P 500 ETF	97,751	$7.5B	0.33%	Put
69	FALNISHARES FALLEN ANGELS USD BOND ETF	280,505	$7.4B	0.33%
70	APHAMPHENOL CORP CL A	74,422	$7.4B	0.32%
71	LLYELI LILLY & CO COM	12,505	$7.3B	0.32%
72	JEPIJPMORGAN EQUITY PREMIUM INCOME ETF	130,121	$7.2B	0.31%
73	DEMWISDOMTREE EMERGING MARKETS EQUITY INCOME ETF	175,515	$7.1B	0.31%
74	SRLNSPDR BLACKSTONE SENIOR LOAN ETF	170,218	$7.1B	0.31%
75	JNKSPDR HIGH YIELD BOND ETF	74,215	$7.0B	0.31%
76	SJNKSPDR BARCLAYS CAPITAL SHORT TERM HIGH YIELD BOND ETF	275,019	$6.9B	0.30%
77	DOWDOW INC COM	121,748	$6.7B	0.29%
78	AFLAFLAC INC COM	80,083	$6.6B	0.29%
79	TMOTHERMO FISHER SCIENTIFIC INC COM	12,408	$6.6B	0.29%
80	IWDISHARES RUSSELL 1000 VALUE ETF	38,691	$6.4B	0.28%
81	MLPXGLOBAL X MLP & ENERGY INFRASTRUCTURE ETF	143,137	$6.4B	0.28%
82	FLEXFLEXTRONICS INTL LTD F	208,951	$6.4B	0.28%
83	COSTCOSTCO WHOLESALE CORP	9,571	$6.3B	0.28%
84	FBNDFIDELITY TOTAL BOND ETF	137,025	$6.3B	0.28%
85	APTVAPTIV PLC	70,167	$6.3B	0.28%
86	SYYSYSCO CORP COM	83,961	$6.1B	0.27%
87	ISRGINTUITIVE SURGICAL, INC.	16,437	$5.5B	0.24%
88	XLKTECHNOLOGY SELECT SECTOR SPDR	27,187	$5.2B	0.23%
89	GSGOLDMAN SACHS GROUP INC	12,971	$5.0B	0.22%
90	DGROISHARES CORE DIVIDEND GROWTH ETF	91,879	$4.9B	0.22%
91	LTHM1EURLIVENT CORP COM	268,346	$4.8B	0.21%
92	VONGVANGUARD RUSSELL 1000 GROWTH ETF	60,951	$4.8B	0.21%
93	IBMINTL BUSINESS MACHINES	28,798	$4.7B	0.21%
94	XLVHEALTH CARE SELECT SECTOR SPDR	33,978	$4.6B	0.20%
95	ZTSZOETIS INC COM CL A	22,800	$4.5B	0.20%
96	AG8AGILENT TECH INC	31,584	$4.4B	0.19%
97	DVNDEVON ENERGY CORP	96,344	$4.4B	0.19%
98	TNLTRAVEL PLUS LEISURE CO COM	111,238	$4.3B	0.19%
99	HLTHILTON WORLDWIDE HLDGS INC COM	23,495	$4.3B	0.19%
100	BSVVANGUARD SHORT TERM BOND	53,836	$4.1B	0.18%

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