Baker Avenue Asset Management, LP Q2 2023 Filing

Filed August 14, 2023

Portfolio Value

$2.0B

Holdings

1,561

Report Date

Q2 2023

Filing Type

13F-HR

All Holdings (1,561 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	NDQPOWERSHARES QQQ TR	390,985	$144.1M	7.25%	Put
2	SPYSPDR S&P 500 ETF	302,516	$133.7M	6.73%	Put
3	NVDANVIDIA CORP	270,201	$113.8M	5.73%	Put
4	AAPLAPPLE INC	508,354	$97.9M	4.93%	Put
5	IUSBISHARES CORE TOTAL USD BOND MARKET ETF	1,779,969	$80.0M	4.03%
6	FBNDFIDELITY TOTAL BOND ETF	1,746,961	$79.0M	3.98%
7	SCHZSCHWAB US AGGREGATE BOND ETF	1,591,986	$73.0M	3.68%
8	VBVANGUARD SMALL CAP ETF	314,076	$62.0M	3.12%
9	MSFTMICROSOFT	179,695	$61.0M	3.07%
10	QUALISHARES MSCI USA QUALITY FACTOR ETF	411,964	$55.0M	2.77%
11	IWFISHARES RUSSELL 1000 GROWTH ETF	198,379	$54.0M	2.72%
12	DONSPDR DOW JONES INDUSTRIAL ETF	138,238	$47.5M	2.39%	Put
13	AMZNAMAZON.COM INC	309,531	$40.0M	2.01%
14	IVVISHARES S&P 500 INDEX	83,932	$37.0M	1.86%
15	EFGISHARES MSCI EAFE GROWTH ETF	365,803	$34.0M	1.71%
16	JPMJPMORGAN CHASE & CO COM	220,242	$32.0M	1.61%
17	IVEISHARES S&P 500 VALUE ETF	176,979	$28.0M	1.41%
18	UPSUNITED PARCEL SERVICE INC	159,421	$27.9M	1.40%	Put
19	VTIVANGUARD TOTAL STOCK MARKET ETF	122,980	$27.0M	1.36%
20	PHPARKER-HANNIFIN CORP COM	65,337	$25.0M	1.26%
21	GOOGLGOOGLE INC	209,886	$25.0M	1.26%
22	—BUNGE LIMITED F	261,327	$24.0M	1.21%
23	VVVANGUARD LARGE CAP	116,866	$23.0M	1.16%
24	SCHXSCHWAB STRATEGIC TR US LRG CAP ETF	426,176	$22.0M	1.11%
25	JQUAJPMORGAN U.S. QUALITY FACTOR ETF	474,583	$21.0M	1.06%
26	VWOVANGUARD FTSE EMERGING MARKETS ETF	510,793	$20.0M	1.01%
27	SLBSCHLUMBERGER LTD COM STK	408,257	$20.0M	1.01%
28	MLECMOOLEC SCIENCE SA WT EXP 123027	250,000	$20.0M	1.01%
29	SHYGISHARES 0-5 YEAR HIGH YIELD CORPORATE BOND ETF	468,274	$19.0M	0.96%
30	SCZISHARES MSCI EAFE SMALL CAP ETF	335,278	$19.0M	0.96%
31	AMATAPPLIED MATLS INC COM	125,329	$18.0M	0.91%
32	ICVTISHARES CONVERTIBLE BOND ETF	237,020	$18.0M	0.91%
33	FALNISHARES FALLEN ANGELS USD BOND ETF	655,309	$16.0M	0.81%
34	EWWISHARES INC MSCI MEXICO	262,757	$16.0M	0.81%
35	CATCATERPILLAR INC COM	64,930	$15.0M	0.76%
36	EMBISHARES JP MORGAN USD EMERGING MARKETS BOND ETF	178,078	$15.0M	0.76%
37	FCXFREEPORT MCMORAN COPPER	371,801	$14.0M	0.70%
38	RSPTRYDEX ETF TR S&P EQUAL WEIGHT TECHNOLOGY ETF	50,170	$14.0M	0.70%
39	RSPGUGGENHEIM ETF TRUST S&P 500 EQUAL WEIGHT	99,475	$14.0M	0.70%
40	GEGENERAL ELECTRIC CO COM NEW	124,412	$13.0M	0.65%
41	ORCLORACLE CORPORATION	115,359	$13.0M	0.65%
42	NFLXNETFLIX COM INC	29,579	$13.0M	0.65%
43	MRVLMARVELL TECHNOLOGY GROUP LTD	215,912	$12.0M	0.60%
44	JCIJOHNSON CTLS INC	185,584	$12.0M	0.60%
45	METAMETA PLATFORMS INC CL A	44,141	$12.0M	0.60%
46	LINLINDE PLC SHS	32,837	$12.0M	0.60%
47	EWJISHARES MSCI JAPAN ETF	202,914	$12.0M	0.60%	Put
48	AMDADVANCED MICRO DEVICES INC COM	105,229	$11.9M	0.60%	Call
49	LVSLAS VEGAS SANDS CORP	198,226	$11.0M	0.55%
50	GLWCORNING INC COM	327,120	$11.0M	0.55%
51	MRSHMARSH & MCLENNAN COS INC COM	62,168	$11.0M	0.55%
52	ABBVABBVIE INC COM	80,311	$10.0M	0.50%
53	PFFISHARES S&P U.S. PREFERRED STOCK ETF	354,332	$10.0M	0.50%
54	DEDEERE & CO COM	25,057	$10.0M	0.50%
55	UBSUBS AG NEW F	472,840	$9.0M	0.45%
56	XOMEXXON MOBIL CORP COM	84,843	$9.0M	0.45%
57	BSVVANGUARD SHORT TERM BOND	110,116	$8.0M	0.40%
58	TSLATESLA MOTORS INC	30,996	$8.0M	0.40%
59	AG8AGILENT TECH INC	62,659	$7.0M	0.35%
60	VEAVANGUARD FTSE DEVELOPED MARKETS ETF	165,551	$7.0M	0.35%
61	ISTBISHARES CORE 1-5 YEAR USD BOND ETF	169,249	$7.0M	0.35%
62	IHIISHARES TR DOW JONES US MEDICAL DEVICES INDEX	139,810	$7.0M	0.35%
63	TXNTEXAS INSTRS INC COM	451,558	$7.0M	0.35%
64	IGVISHARES S&P NORTH AMER TECH-SOFTWARE	22,069	$7.0M	0.35%
65	LILI AUTO INC SPONSORED ADS	226,821	$7.0M	0.35%
66	GPNGLOBAL PAYMENTS INC	64,060	$6.0M	0.30%
67	PYPLPAYPAL HLDGS INC COM	91,758	$6.0M	0.30%
68	APHAMPHENOL CORP CL A	72,370	$6.0M	0.30%
69	EOGEOG RESOURCES INC	54,870	$6.0M	0.30%
70	HDHOME DEPOT	21,624	$6.0M	0.30%
71	APTVAPTIV PLC	63,313	$6.0M	0.30%
72	XLEENERGY SELECT SECTOR SPDR	86,224	$6.0M	0.30%
73	BBNBLACKROCK BUILD AMER BD	309,882	$5.0M	0.25%
74	VMBSVANGUARD MORTGAGE-BACKED SECURITIES ETF	121,174	$5.0M	0.25%
75	SYYSYSCO CORP COM	78,168	$5.0M	0.25%
76	KNGFT CBOE VEST S&P 500 DIVIDEND ARISTOCRATS TARGET INCOME ETF	109,468	$5.0M	0.25%
77	BACBANK AMERICA CORP COM	180,536	$5.0M	0.25%
78	USIGISHARES BROAD USD INVESTMENT GRADE CORPORATE BOND ETF	101,987	$5.0M	0.25%
79	ENPHENPHASE ENERGY INC COM	32,239	$5.0M	0.25%
80	DEMWISDOMTREE EMERGING MARKETS EQUITY INCOME ETF	148,148	$5.0M	0.25%
81	IDV*ISHARES INTERNATIONAL SELECT DIVIDEND ETF	195,416	$5.0M	0.25%
82	SEDGSOLAREDGE TECHNOLOGIES INC COM	21,252	$5.0M	0.25%
83	DVNDEVON ENERGY CORP	105,451	$5.0M	0.25%
84	IWDISHARES RUSSELL 1000 VALUE ETF	36,411	$5.0M	0.25%
85	IGFISHARES GLOBAL INFRASTRUCTURE ETF	119,507	$5.0M	0.25%
86	SMHSEMICONDUCTOR HOLDRSTR DEP RCPT	32,256	$4.9M	0.25%	Put
87	TNLTRAVEL PLUS LEISURE CO COM	103,022	$4.0M	0.20%
88	HUNHUNTSMAN CORP	173,717	$4.0M	0.20%
89	IVWISHARES S&P 500 GROWTH ETF	67,060	$4.0M	0.20%
90	CPNGCOUPANG INC CL A	258,777	$4.0M	0.20%
91	BABAALIBABA GROUP HLDG LTD SPONSORED ADS	58,342	$4.0M	0.20%
92	JPMBJPMORGAN USD EMERGING MARKETS SOVEREIGN BOND ETF	119,992	$4.0M	0.20%
93	XLKTECHNOLOGY SELECT SECTOR SPDR	24,370	$4.0M	0.20%
94	HCAHCA INC	16,021	$4.0M	0.20%
95	CRMSALESFORCE COM	22,146	$4.0M	0.20%
96	SRLNSPDR BLACKSTONE SENIOR LOAN ETF	96,322	$4.0M	0.20%
97	XLCCOMMUNICATION SERVICES SELECT SECTOR SPDR FUND	61,905	$4.0M	0.20%
98	VONGVANGUARD RUSSELL 1000 GROWTH ETF	58,984	$4.0M	0.20%
99	IWBISHARES TR RUSSELL 1000 INDEX ETF	19,523	$4.0M	0.20%
100	IAU*ISHARES GOLD TRUST ETF	117,750	$4.0M	0.20%

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