Baker Avenue Asset Management, LP Q3 2018 Filing

Filed November 15, 2018

Portfolio Value

$1.2B

Holdings

250

Report Date

Q3 2018

Filing Type

13F-HR

All Holdings (250 positions)

#	Stock	Shares	Value	% Portfolio
1	BNDVANGUARD TOTAL BOND MARKET ETF	729,680	$57.4M	4.73%
2	AGGISHARES AGGREGATE BOND ETF	462,802	$48.8M	4.02%
3	VTIVANGUARD TOTAL STOCK MARKET INDEX FUND	300,987	$45.0M	3.71%
4	IVEISHARES S&P 500 VALUE ETF	369,227	$42.8M	3.52%
5	EFVISHARES MSCI EAFE VALUE INDEX ETF	608,054	$31.6M	2.60%
6	SPABSPDR PORTFOLIO AGGREGATE BOND ETF	1,006,310	$27.9M	2.30%
7	VEUVANGUARD FTSE ALL-WORLD EX-US	535,484	$27.9M	2.30%
8	VEAVANGUARD FTSE DEVELOPED MARKETS ETF	587,555	$25.4M	2.09%
9	IWVISHARES TRUST RUSSELL 3000 INDEX FD	142,164	$24.5M	2.02%
10	QUALISHARES EDGE MSCI USA QUALITY FACTOR ETF	260,998	$23.6M	1.94%
11	SDYSPDR SER TR S&P DIVID ETF	239,083	$23.4M	1.93%
12	MSFTMICROSOFT	181,123	$20.7M	1.71%
13	VWOVANGUARD FTSE EMERGING MARKETS ETF	481,721	$19.8M	1.63%
14	SSDSIMPSON MANUFACTURING CO INC	272,095	$19.7M	1.62%
15	EFAISHARES MSCI EAFE ETF	288,344	$19.6M	1.62%
16	EFGISHARES MSCI EAFE GROWTH ETF	242,704	$19.4M	1.60%
17	QCOMQUALCOMM INC	264,706	$19.1M	1.57%
18	IBMINTL BUSINESS MACHINES	123,644	$18.7M	1.54%
19	AAPLAPPLE INC	80,785	$18.2M	1.50%
20	VVVANGUARD LARGE CAP	132,445	$17.7M	1.46%
21	IWMISHARES RUSSELL 2000 ETF	100,640	$17.0M	1.40%
22	ACWIISHARES TR MSCI ACWIINDEX FD	227,030	$16.9M	1.39%
23	MTUMISHARES EDGE MSCI USA MOMENTUM FACTOR ETF	134,521	$16.0M	1.32%
24	IWFISHARES RUSSELL 1000 GROWTH ETF	100,939	$15.7M	1.30%
25	VTVANGUARD TOTAL WORLD STOCK ETF	205,766	$15.6M	1.29%
26	XLYCONSUMER DISCRETIONARY SEL SECTOR SPDR FD	132,139	$15.5M	1.28%
27	SCHWCHARLES SCHWAB CORP	298,510	$14.7M	1.21%
28	VBVANGUARD SMALL CAP ETF	80,976	$13.2M	1.08%
29	AMATAPPLIED MATLS INC COM	340,190	$13.1M	1.08%
30	—DOWDUPONT INC COM	196,819	$12.7M	1.04%
31	SCZISHARES MSCI EAFE SMALL CAP ETF	201,727	$12.6M	1.04%
32	PFEPFIZER INC COM	272,577	$12.0M	0.99%
33	WYWEYERHAEUSER CO	346,803	$11.2M	0.92%
34	XLFFINANCIAL SELECT SECTOR SPDR	384,233	$10.6M	0.87%
35	XLEENERGY SELECT SECTOR SPDR	133,458	$10.1M	0.83%
36	XARSPDR S&P AEROSPACE & DEFENSE ETF	100,381	$10.0M	0.82%
37	IWCISHARES RUSSELL MICROCAP INDEX	93,555	$9.9M	0.82%
38	VMWEURVMWARE INC CL A CLASS A	63,306	$9.9M	0.81%
39	EWJISHARES MSCI JAPAN ETF	153,930	$9.3M	0.76%
40	IAIISHARES TR DOW JONESUS BROKER DEALERS INDEX FD	142,913	$8.9M	0.73%
41	CWBSPDR BLOOMBERG BARCLAYS CONVERTIBLE SECURITIES ETF	157,083	$8.5M	0.70%
42	BKLNPOWERSHARES ETF SENIOR LOAN PORT NYSE ARCA INC	352,936	$8.2M	0.67%
43	AMGNAMGEN INC	38,672	$8.0M	0.66%
44	HYGISHARES IBOXX HIGH YIELD CORPORATE BOND ETF	92,649	$8.0M	0.66%
45	AMZNAMAZON.COM INC	3,947	$7.9M	0.65%
46	IWOISHARES RUSSELL 2000 GROWTH INDEX	36,244	$7.8M	0.64%
47	SONYSONY CORP SPONSORED ADR	121,028	$7.3M	0.60%
48	HONHONEYWELL INTL INC	43,030	$7.2M	0.59%
49	PGFPOWERSHARES FINANCIAL PREFERRED ETF	384,689	$7.0M	0.58%
50	BABAALIBABA GROUP HLDG LTD SPONSORED ADS	42,152	$6.9M	0.57%
51	IWDISHARES RUSSELL 1000 VALUE ETF	53,338	$6.8M	0.56%
52	TIPISHARES TIPS BOND ETF	60,365	$6.7M	0.55%
53	JNJJOHNSON & JOHNSON COM	48,262	$6.7M	0.55%
54	EMBISHARES JP MORGAN USD EMERGING MARKETS BOND ETF	61,837	$6.7M	0.55%
55	IGSBISHARES 1-3 YR CREDIT BOND ETF	126,972	$6.6M	0.54%
56	DISDISNEY WALT CO COM DISNEY	55,985	$6.5M	0.54%
57	JPMJPMORGAN CHASE & CO COM	56,467	$6.4M	0.52%
58	NOCNORTHROP GRUMMAN CORP COM	19,067	$6.1M	0.50%
59	FTIFMC TECHNOLOGIES INC	193,015	$6.0M	0.50%
60	FLOTISHARES MSCI FLOATING RATE NOT E FUNDING ETF	117,174	$6.0M	0.49%
61	IHIISHARES TR DOW JONES US MEDICAL DEVICES INDEX	24,592	$5.6M	0.46%
62	INTCINTEL CORP COM	115,337	$5.5M	0.45%
63	BSVVANGUARD SHORT TERM BOND	69,847	$5.5M	0.45%
64	XLVHEALTH CARE SELECT SECTOR SPDR	57,043	$5.4M	0.45%
65	IBBISHARES NASDAQ BIOTECHNOLOGY	42,930	$5.2M	0.43%
66	XOMEXXON MOBIL CORP COM	61,309	$5.2M	0.43%
67	ISTBISHARES CORE 1-5 YEAR USD BOND ETF	98,610	$4.8M	0.40%
68	UPSUNITED PARCEL SERVICE INC	39,331	$4.6M	0.38%
69	VIGVANGUARD DIVIDEND APPRECIATION INDEX FUND	39,615	$4.4M	0.36%
70	GOOGALPHABET INC CAP STK CL C	3,582	$4.3M	0.35%
71	GSGOLDMAN SACHS GROUP INC	18,820	$4.2M	0.35%
72	NDQPOWERSHARES QQQ TR	22,546	$4.2M	0.35%
73	GLWCORNING INC COM	116,785	$4.1M	0.34%
74	ETNEATON CORP PLC SHS	45,595	$4.0M	0.33%
75	GLNGGOLAR LNG LTD SHS ISIN BMG9456A1009	141,363	$3.9M	0.32%
76	GMGENERAL MOTORS CORP	115,139	$3.9M	0.32%
77	CSXCSX CORP	51,250	$3.8M	0.31%
78	DGROISHARES CORE DIVIDEND GROWTH ETF	102,083	$3.8M	0.31%
79	IVWISHARES S&P 500 GROWTH ETF	19,310	$3.4M	0.28%
80	—MYLAN N V SHS EURO	92,717	$3.4M	0.28%
81	LYBLYONDELLBASELL	32,948	$3.4M	0.28%
82	NOBLPROSHARES S&P 500 DIVIDEND ARISTOCRATS ETF	44,088	$2.9M	0.24%
83	DONWISDOMTREE U.S. MIDCAP DIVIDEND FUND	78,736	$2.9M	0.24%
84	VYMVANGUARD HIGH DIVIDEND YIELD	32,438	$2.8M	0.23%
85	URTHISHARES MSCI WORLD ETF	30,422	$2.8M	0.23%
86	IFFINTERNATIONAL FLAVORS&FRAGRANC COM	20,020	$2.8M	0.23%
87	AVGOAVAGO TECHNOLOGIES LTD	11,077	$2.7M	0.23%
88	ABBVABBVIE INC COM	28,735	$2.7M	0.22%
89	CVXCHEVRON CORP NEW COM	20,473	$2.5M	0.21%
90	IWNISHARES RUSSELL 2000 VALUE	18,090	$2.4M	0.20%
91	XBISPDR BIOTECH ETF	24,575	$2.4M	0.19%
92	MRKMERCK & CO INC	32,890	$2.3M	0.19%
93	DLNWISDOMTREE U.S. LARGECAP DIVIDEND FUND	24,077	$2.3M	0.19%
94	TAT&T INC COM	64,241	$2.2M	0.18%
95	NVDANVIDIA CORP	7,375	$2.1M	0.17%
96	ACWXISHARES MSCI ACWI EX US INDEX FUND	43,093	$2.1M	0.17%
97	LOWLOWES COS INC COM	17,797	$2.0M	0.17%
98	CMICUMMINS INC COM	13,400	$2.0M	0.16%
99	CPE3EURCALLON PETROLEUM CORP	159,085	$1.9M	0.16%
100	FEXFIRST TR LARGE CAP CORE ALPHADEX FD COMSHS	30,480	$1.9M	0.16%

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