Baker Avenue Asset Management, LP Q2 2018 Filing

Filed August 14, 2018

Portfolio Value

$1.2B

Holdings

240

Report Date

Q2 2018

Filing Type

13F-HR

All Holdings (240 positions)

#	Stock	Shares	Value	% Portfolio
1	SSDSIMPSON MANUFACTURING CO INC	921,735	$57.3M	4.97%
2	BNDVANGUARD TOTAL BOND MARKET ETF	658,234	$52.1M	4.52%
3	AGGISHARES AGGREGATE BOND ETF	398,469	$42.4M	3.67%
4	VTIVANGUARD TOTAL STOCK MARKET INDEX FUND	292,624	$41.1M	3.56%
5	IVEISHARES S&P 500 VALUE ETF	354,484	$39.0M	3.38%
6	VEUVANGUARD FTSE ALL-WORLD EX-US	516,038	$26.8M	2.32%
7	SPABSPDR PORTFOLIO AGGREGATE BOND ETF	944,949	$26.4M	2.28%
8	EFVISHARES MSCI EAFE VALUE INDEX ETF	513,231	$26.4M	2.28%
9	VEAVANGUARD FTSE DEVELOPED MARKETS ETF	558,520	$24.0M	2.08%
10	IWVISHARES TRUST RUSSELL 3000 INDEX FD	144,149	$23.4M	2.03%
11	QUALISHARES EDGE MSCI USA QUALITY FACTOR ETF	256,048	$21.4M	1.85%
12	MSFTMICROSOFT	203,574	$20.1M	1.74%
13	IWFISHARES RUSSELL 1000 GROWTH ETF	132,993	$19.1M	1.66%
14	EFAISHARES MSCI EAFE ETF	272,963	$18.3M	1.58%
15	EFGISHARES MSCI EAFE GROWTH ETF	228,181	$18.0M	1.56%
16	SDYSPDR SER TR S&P DIVID ETF	189,253	$17.5M	1.52%
17	IWMISHARES RUSSELL 2000 ETF	100,628	$16.5M	1.43%
18	ACWIISHARES TR MSCI ACWIINDEX FD	231,215	$16.4M	1.42%
19	VVVANGUARD LARGE CAP	131,778	$16.4M	1.42%
20	IBMINTL BUSINESS MACHINES	114,243	$16.0M	1.38%
21	VTVANGUARD TOTAL WORLD STOCK ETF	212,118	$15.6M	1.35%
22	SCHWCHARLES SCHWAB CORP	300,979	$15.4M	1.33%
23	AMATAPPLIED MATLS INC COM	322,743	$14.9M	1.29%
24	MTUMISHARES EDGE MSCI USA MOMENTUM FACTOR ETF	135,660	$14.9M	1.29%
25	QCOMQUALCOMM INC	259,703	$14.6M	1.26%
26	XLYCONSUMER DISCRETIONARY SEL SECTOR SPDR FD	131,759	$14.4M	1.25%
27	SCZISHARES MSCI EAFE SMALL CAP ETF	201,115	$12.6M	1.09%
28	VBVANGUARD SMALL CAP ETF	80,971	$12.6M	1.09%
29	WYWEYERHAEUSER CO	341,564	$12.5M	1.08%
30	IWOISHARES RUSSELL 2000 GROWTH INDEX	57,957	$11.8M	1.03%
31	AAPLAPPLE INC	57,696	$10.7M	0.93%
32	XLFFINANCIAL SELECT SECTOR SPDR	377,672	$10.0M	0.87%
33	XLEENERGY SELECT SECTOR SPDR	131,722	$10.0M	0.87%
34	IWCISHARES RUSSELL MICROCAP INDEX	90,006	$9.5M	0.82%
35	VMWEURVMWARE INC CL A CLASS A	64,498	$9.5M	0.82%
36	—DOWDUPONT INC COM	142,262	$9.4M	0.81%
37	IAIISHARES TR DOW JONESUS BROKER DEALERS INDEX FD	142,058	$9.1M	0.79%
38	PFEPFIZER INC COM	248,788	$9.0M	0.78%
39	AMZNAMAZON.COM INC	5,149	$8.8M	0.76%
40	VWOVANGUARD FTSE EMERGING MARKETS ETF	207,218	$8.7M	0.76%
41	XARSPDR S&P AEROSPACE & DEFENSE ETF	100,091	$8.7M	0.76%
42	CWBSPDR BLOOMBERG BARCLAYS CONVERTIBLE SECURITIES ETF	161,940	$8.6M	0.74%
43	EWJISHARES MSCI JAPAN ETF	147,139	$8.5M	0.74%
44	HYGISHARES IBOXX HIGH YIELD CORPORATE BOND ETF	93,543	$8.0M	0.69%
45	SONYSONY CORP SPONSORED ADR	147,805	$7.6M	0.66%
46	BKLNPOWERSHARES ETF SENIOR LOAN PORT NYSE ARCA INC	318,603	$7.3M	0.63%
47	PGFPOWERSHARES FINANCIAL PREFERRED ETF	380,314	$7.0M	0.61%
48	AMGNAMGEN INC	37,155	$6.9M	0.59%
49	TIPISHARES TIPS BOND ETF	60,417	$6.8M	0.59%
50	IGSBISHARES 1-3 YR CREDIT BOND ETF	64,757	$6.7M	0.58%
51	EMBISHARES JP MORGAN USD EMERGING MARKETS BOND ETF	62,399	$6.7M	0.58%
52	IWDISHARES RUSSELL 1000 VALUE ETF	53,124	$6.4M	0.56%
53	HONHONEYWELL INTL INC	42,701	$6.2M	0.53%
54	FTIFMC TECHNOLOGIES INC	188,626	$6.0M	0.52%
55	JPMJPMORGAN CHASE & CO COM	56,831	$5.9M	0.51%
56	NOCNORTHROP GRUMMAN CORP COM	19,067	$5.9M	0.51%
57	JNJJOHNSON & JOHNSON COM	47,802	$5.8M	0.50%
58	DISDISNEY WALT CO COM DISNEY	55,274	$5.8M	0.50%
59	INTCINTEL CORP COM	114,958	$5.7M	0.50%
60	FLOTISHARES MSCI FLOATING RATE NOT E FUNDING ETF	106,892	$5.5M	0.47%
61	BSVVANGUARD SHORT TERM BOND	69,189	$5.4M	0.47%
62	IHIISHARES TR DOW JONES US MEDICAL DEVICES INDEX	24,820	$5.0M	0.43%
63	IBBISHARES NASDAQ BIOTECHNOLOGY	42,988	$4.7M	0.41%
64	FCXFREEPORT MCMORAN COPPER	270,110	$4.7M	0.40%
65	XLVHEALTH CARE SELECT SECTOR SPDR	55,832	$4.7M	0.40%
66	ISTBISHARES CORE 1-5 YEAR USD BOND ETF	92,590	$4.5M	0.39%
67	XOMEXXON MOBIL CORP COM	53,723	$4.4M	0.39%
68	NDQPOWERSHARES QQQ TR	24,526	$4.2M	0.36%
69	GOOGALPHABET INC CAP STK CL C	3,708	$4.1M	0.36%
70	GSGOLDMAN SACHS GROUP INC	18,628	$4.1M	0.36%
71	GLNGGOLAR LNG LTD SHS ISIN BMG9456A1009	135,303	$4.0M	0.35%
72	VIGVANGUARD DIVIDEND APPRECIATION INDEX FUND	38,989	$4.0M	0.34%
73	GMGENERAL MOTORS CORP	96,994	$3.8M	0.33%
74	XLBMATERIALS SELECT SECTOR SPDR	62,489	$3.6M	0.31%
75	USBUS BANCORP DEL COM NEW	70,346	$3.5M	0.30%
76	DGROISHARES CORE DIVIDEND GROWTH ETF	102,183	$3.5M	0.30%
77	BABAALIBABA GROUP HLDG LTD SPONSORED ADS	18,701	$3.5M	0.30%
78	ABBVABBVIE INC COM	37,065	$3.4M	0.30%
79	CSXCSX CORP	52,203	$3.3M	0.29%
80	GLWCORNING INC COM	115,969	$3.2M	0.28%
81	IVWISHARES S&P 500 GROWTH ETF	18,750	$3.0M	0.26%
82	URTHISHARES MSCI WORLD ETF	32,590	$2.9M	0.25%
83	DONWISDOMTREE U.S. MIDCAP DIVIDEND FUND	78,771	$2.8M	0.24%
84	NOBLPROSHARES S&P 500 DIVIDEND ARISTOCRATS ETF	44,148	$2.8M	0.24%
85	CVXCHEVRON CORP NEW COM	20,685	$2.6M	0.23%
86	AVGOAVAGO TECHNOLOGIES LTD	10,637	$2.6M	0.22%
87	ACWXISHARES MSCI ACWI EX US INDEX FUND	51,527	$2.4M	0.21%
88	IWNISHARES RUSSELL 2000 VALUE	18,140	$2.4M	0.21%
89	—MYLAN N V SHS EURO	65,438	$2.4M	0.20%
90	XBISPDR BIOTECH ETF	24,735	$2.4M	0.20%
91	IFFINTERNATIONAL FLAVORS&FRAGRANC COM	18,941	$2.3M	0.20%
92	LBTYBLIBERTY GLOBAL PLC CL A	84,890	$2.3M	0.20%
93	VYMVANGUARD HIGH DIVIDEND YIELD	26,638	$2.2M	0.19%
94	DLNWISDOMTREE U.S. LARGECAP DIVIDEND FUND	24,076	$2.2M	0.19%
95	VNQVANGUARD REIT INDEX ETF	26,100	$2.1M	0.18%
96	AKAMAKAMAI TECH	28,660	$2.1M	0.18%
97	—SUNTRUST BANKS INC	29,940	$2.0M	0.17%
98	MRKMERCK & CO INC	32,098	$1.9M	0.17%
99	FEXFIRST TR LARGE CAP CORE ALPHADEX FD COMSHS	31,880	$1.9M	0.16%
100	DYHTARGET CORP COM	24,775	$1.9M	0.16%

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