Baker Avenue Asset Management, LP Q3 2017 Filing

Filed November 14, 2017

Portfolio Value

$888.0B

Holdings

221

Report Date

Q3 2017

Filing Type

13F-HR

All Holdings (221 positions)

#StockSharesValue% PortfolioType
1
BNDVANGUARD TOTAL BOND MARKET INDEX FUND
599,001$49.1B5.53%
2
AGGISHARES CORE U.S. AGGREGATE BOND ETF
357,625$39.2B4.41%
3
VTIVANGUARD TOTAL STOCK MARKET INDEX FUND
259,802$33.6B3.79%
4
IWVISHARES RUSSELL 3000 ETF
199,916$29.8B3.36%
5
SPABSPDR PORTFOLIO AGGREGATE BOND ETF
424,859$24.5B2.76%
6
EFVISHARES MSCI EAFE VALUE ETF
409,597$22.4B2.52%
7
VEUVANGUARD FTSE ALL-WORLD EX US INDEX FUND
403,949$21.3B2.40%
8
VEAVANGUARD FTSE DEVELOPED MARKETS ETF
477,271$20.7B2.33%
9
IVEISHARES S&P 500 VALUE ETF
181,340$19.6B2.20%
10
SCZISHARES MSCI EAFE SMALL-CAP ETF
275,430$17.1B1.92%
11
ACWIISHARES MSCI ACWI INDEX FUND
241,788$16.6B1.87%
12
EFAISHARES MSCI EAFE ETF
239,918$16.4B1.85%
13
QUALISHARES EDGE MSCI USA QUALITY FACTOR ETF
207,424$16.0B1.80%
14
VTVANGUARD TOTAL WORLD STOCK INDEX FUND
223,641$15.8B1.78%
15
AMATAPPLIED MATLS INC COM
292,176$15.2B1.71%
16
MSFTMICROSOFT CORP COM
199,307$14.8B1.67%
17
VWOVANGUARD FTSE EMERGING MARKETS ETF
335,334$14.6B1.65%
18
IWFISHARES RUSSELL 1000 GROWTH ETF
110,385$13.8B1.55%
19
EFGISHARES MSCI EAFE GROWTH ETF
177,927$13.8B1.55%
20
VVVANGUARD LARGE-CAP INDEX FUND
112,190$12.9B1.46%
21
IWBISHARES RUSSELL 1000 ETF
91,009$12.7B1.43%
22
SCHWSCHWAB CHARLES CORP NEW COM
290,007$12.7B1.43%
23
IWNISHARES RUSSELL 2000 VALUE ETF
97,514$12.1B1.36%
24
MTUMISHARES EDGE MSCI USA MOMENTUM FACTOR ETF
121,023$11.6B1.30%
25
IWMISHARES RUSSELL 2000 ETF
77,388$11.5B1.29%
26
QCOMQUALCOMM INC COM
211,238$11.0B1.23%
27
SSDSIMPSON MANUFACTURING CO INC COM
214,780$10.5B1.19%
28
XLFFINANCIAL SELECT SECTOR SPDR FUND
391,976$10.1B1.14%
29
AAPLAPPLE INC COM
61,274$9.4B1.06%
30
WYWEYERHAEUSER CO COM
277,105$9.4B1.06%
31
VMWEURVMWARE INC CL A COM
81,503$8.9B1.00%
32
IWOISHARES RUSSELL 2000 GROWTH ETF
47,153$8.4B0.95%
33
CWBSPDR BLOOMBERG BARCLAYS CONVERTIBLE SECURITIES ETF
153,077$7.8B0.88%
34
HYGISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF
86,447$7.7B0.86%
35
PFEPFIZER INC COM
204,893$7.3B0.82%
36
DOWDUPONT INC COM
103,901$7.2B0.81%
37
IAIISHARES U.S. BROKER-DEALERS & SECURITIES EXCHANGES ETF
119,079$6.8B0.77%
38
PGFPOWERSHARES FINANCIAL PREFERRED PORTFOLIO
343,729$6.5B0.73%
39
XLEENERGY SELECT SECTOR SPDR FUND
93,780$6.4B0.72%
40
AMGNAMGEN INC COM
34,096$6.4B0.72%
41
EMBISHARES J.P. MORGAN USD EMERGING MARKETS BOND ETF
54,521$6.3B0.71%
42
TIPISHARES TIPS BOND ETF
54,435$6.2B0.70%
43
JNJJOHNSON & JOHNSON COM
45,766$6.0B0.67%
44
IWDISHARES RUSSELL 1000 VALUE ETF
50,146$5.9B0.67%
45
SONYSONY CORP SPONSORED ADR
158,293$5.9B0.67%
46
HONHONEYWELL INTL INC COM
41,534$5.9B0.66%
47
POWERSHARES SENIOR LOAN PORTFOLIO
253,962$5.9B0.66%
48
IBMINTERNATIONAL BUSINESS MACHS COM
39,718$5.8B0.65%
49
JPMJPMORGAN CHASE & CO COM
58,379$5.6B0.63%
50
IGSBISHARES 1-3 YEAR CREDIT BOND ETF
52,577$5.5B0.62%
51
AMZNAMAZON COM INC COM
5,551$5.3B0.60%
52
IBBISHARES NASDAQ BIOTECHNOLOGY INDEX FUND
13,895$4.6B0.52%
53
DISDISNEY WALT CO COM DISNEY
45,923$4.5B0.51%
54
XLVHEALTH CARE SELECT SECTOR SPDR FUND
53,625$4.4B0.49%
55
GSGOLDMAN SACHS GROUP INC COM
18,176$4.3B0.49%
56
FLOTISHARES FLOATING RATE BOND ETF
82,918$4.2B0.48%
57
IHIISHARES U.S. MEDICAL DEVICES ETF
25,241$4.2B0.47%
58
GLWCORNING INC COM
139,154$4.2B0.47%
59
SLBSCHLUMBERGER LTD COM
57,397$4.0B0.45%
60
GOOGALPHABET INC CAP STK CL C
4,155$4.0B0.45%
61
XLBMATERIALS SELECT SECTOR SPDR FUND
70,081$4.0B0.45%
62
INTCINTEL CORP COM
102,380$3.9B0.44%
63
NOCNORTHROP GRUMMAN CORP COM
13,363$3.8B0.43%
64
XLYCONSUMER DISCRETIONARY SELECT SECTOR SPDR FUND
41,544$3.7B0.42%
65
GMGENERAL MTRS CO COM
88,842$3.6B0.40%
66
XOMEXXON MOBIL CORP COM
42,893$3.5B0.40%
67
POWERSHARES QQQ TRUST, SERIES 1
23,566$3.4B0.39%
68
VBVANGUARD SMALL-CAP INDEX FUND
23,844$3.4B0.38%
69
FCXFREEPORT-MCMORAN INC CL B
236,693$3.3B0.37%
70
SDYSPDR S&P DIVIDEND ETF
35,903$3.3B0.37%
71
USBUS BANCORP DEL COM NEW
58,398$3.1B0.35%
72
URTHISHARES MSCI WORLD ETF
35,852$3.0B0.34%
73
GLNGGOLAR LNG LTD BERMUDA SHS
120,167$2.7B0.31%
74
LBTYBLIBERTY GLOBAL PLC SHS CL A
80,104$2.7B0.31%
75
CSXCSX CORP COM
50,054$2.7B0.31%
76
IVWISHARES S&P 500 GROWTH ETF
18,287$2.6B0.30%
77
CVXCHEVRON CORP NEW COM
22,167$2.6B0.29%
78
VNQVANGUARD REIT ETF
30,633$2.5B0.29%
79
BABAALIBABA GROUP HLDG LTD SPONSORED ADS
14,198$2.5B0.28%
80
CELGCELGENE CORP COM
16,164$2.4B0.27%
81
RHT1EURRED HAT INC COM
19,383$2.1B0.24%
82
BSVVANGUARD SHORT-TERM BOND INDEX FUND
26,835$2.1B0.24%
83
ORCLORACLE CORP COM
43,638$2.1B0.24%
84
BLACKHAWK NETWORK HLDGS INC COM
46,322$2.0B0.23%
85
MYLAN N V SHS EURO
63,895$2.0B0.23%
86
XBISPDR S&P BIOTECH ETF
21,686$1.9B0.21%
87
FEXFIRST TRUST LARGE CAP CORE ALPHADEX FUND
33,650$1.8B0.21%
88
IJRISHARES S&P SMALL-CAP FUND
23,727$1.8B0.20%
89
IVVISHARES CORE S&P 500 ETF
6,619$1.7B0.19%
90
ABBVABBVIE INC COM
17,830$1.6B0.18%
91
LOWLOWES COS INC COM
19,161$1.5B0.17%
92
MDYSPDR S&P MIDCAP 400 ETF
4,625$1.5B0.17%
93
BKBANK NEW YORK MELLON CORP COM
28,384$1.5B0.17%
94
VTVVANGUARD VALUE INDEX FUND
15,032$1.5B0.17%
95
SUNTRUST BKS INC COM
24,022$1.4B0.16%
96
MRKMERCK & CO INC COM
22,089$1.4B0.16%
97
CPE3EURCALLON PETE CO DEL COM
125,538$1.4B0.16%
98
ONON SEMICONDUCTOR CORP COM
75,695$1.4B0.16%
99
ACWXISHARES MSCI ACWI EX US INDEX FUND
28,357$1.4B0.15%
100
VCSHVANGUARD SHORT-TERM CORPORATE BOND INDEX FUND
16,175$1.3B0.15%
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