Baker Avenue Asset Management

Baker Avenue Asset Management as of Sept. 30, 2011

Portfolio Holdings for Baker Avenue Asset Management

Baker Avenue Asset Management holds 70 positions in its portfolio as reported in the September 2011 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
PIMCO Enhanced Short Mat Str Fund ETF (MINT) 7.0 $11M 105k 100.42
iShares Barclays 1-3 Year Cred Bd Fd ETF (IGSB) 6.4 $9.6M 93k 103.98
Sprott Physical Gold Trust (PHYS) 5.4 $8.2M 581k 14.03
Vanguard Total Stock Market ETF (VTI) 5.0 $7.4M 129k 57.72
First Trust Large Cap Core Alp Fnd (FEX) 4.5 $6.8M 278k 24.52
Apple (AAPL) 4.0 $6.1M 16k 381.32
McDonald's Corporation (MCD) 3.9 $5.9M 67k 87.82
International Business Machines (IBM) 3.7 $5.5M 32k 174.86
Watson Pharmaceuticals 3.5 $5.2M 77k 68.25
Dollar Tree Stores 3.5 $5.2M 70k 75.13
iShares IBoxx $ Invest Grade Corp Bd (LQD) 3.5 $5.2M 47k 112.31
ETFS Gold Trust 3.4 $5.1M 32k 161.07
AutoZone (AZO) 3.4 $5.1M 16k 319.21
iShares Russell 1000 Value Index (IWD) 3.2 $4.9M 86k 56.59
MasterCard Incorporated (MA) 3.2 $4.8M 15k 317.13
Precision Castparts 3.2 $4.8M 31k 155.46
Vanguard Short-Term Bond ETF (BSV) 3.2 $4.8M 59k 81.42
Philip Morris International (PM) 3.1 $4.6M 74k 62.38
Public Storage (PSA) 3.0 $4.5M 40k 111.36
iShares Barclays TIPS Bond Fund (TIP) 2.7 $4.0M 35k 114.30
SPDR Gold Trust (GLD) 1.9 $2.8M 18k 158.08
Sprott Physical Silver Tr tr unit (PSLV) 1.5 $2.2M 160k 13.90
iShares Lehman 1-3 Year Treas.Bond (SHY) 1.4 $2.1M 25k 84.58
SPDR Barclays Capital Intl Tresy Bd ETF (BWX) 1.3 $2.0M 34k 60.12
iShares Silver Trust (SLV) 1.3 $2.0M 69k 28.92
SPDR S&P Dividend (SDY) 1.2 $1.8M 36k 48.55
Oracle Corporation (ORCL) 1.0 $1.5M 51k 28.73
iShares S&P US Pref Stock Idx Fnd (PFF) 1.0 $1.5M 41k 35.60
Utilities SPDR (XLU) 1.0 $1.4M 43k 33.62
iShares iBoxx $ High Yid Corp Bond (HYG) 0.9 $1.4M 17k 82.81
SPDR Dow Jones Industrial Average ETF (DIA) 0.9 $1.4M 13k 108.92
Vanguard Total Bond Market ETF (BND) 0.7 $1.0M 12k 83.75
iShares JPMorgan USD Emer Mkt Bnd Fd ETF (EMB) 0.5 $722k 6.9k 105.40
iShares Lehman Aggregate Bond (AGG) 0.4 $629k 5.7k 110.06
ETFS Silver Trust 0.4 $597k 20k 29.53
iShares Russell 2000 Value Index (IWN) 0.4 $553k 9.7k 57.02
Vanguard REIT ETF (VNQ) 0.4 $539k 11k 50.90
CurrencyShares Canadian Dollar Trust 0.3 $481k 5.1k 94.97
WisdomTree Dreyfus Chinese Yuan 0.3 $465k 18k 25.27
Microsoft Corporation (MSFT) 0.3 $422k 17k 24.88
WisdomTree Dreyfus ETF BZ Real Fnd 0.3 $415k 17k 24.43
SPDR Barclays Capital Short Term Int ETF (BWZ) 0.2 $378k 10k 37.28
CurrencyShares Australian Dollar Trust 0.2 $366k 3.8k 97.08
General Electric Company 0.2 $348k 23k 15.23
Intel Corporation (INTC) 0.2 $345k 16k 21.32
Abbott Laboratories (ABT) 0.2 $333k 6.5k 51.11
Electronic Arts (EA) 0.2 $335k 16k 20.46
Verizon Communications (VZ) 0.2 $333k 9.1k 36.75
CurrencyShares Swiss Franc Trust 0.2 $324k 3.0k 109.09
iShares Dow Jones Select Dividend (DVY) 0.2 $296k 6.1k 48.29
Costco Wholesale Corporation (COST) 0.2 $264k 3.2k 82.14
Kroger (KR) 0.2 $268k 12k 21.99
Gilead Sciences (GILD) 0.2 $272k 7.0k 38.80
Chevron Corporation (CVX) 0.2 $255k 2.8k 92.73
United Parcel Service (UPS) 0.2 $249k 4.0k 63.04
Dell 0.2 $262k 19k 14.15
iShares Gold Trust 0.2 $252k 16k 15.85
PowerShares DWA Technical Ldrs Pf 0.2 $250k 11k 21.95
Praxair 0.2 $239k 2.6k 93.29
JPMorgan Chase & Co. (JPM) 0.1 $218k 7.2k 30.09
AES Corporation (AES) 0.1 $153k 16k 9.78
American Capital 0.1 $88k 13k 6.84
Nii Hldgs Inc note 3.125% 6/1 0.0 $33k 33k 1.00
Barrett Bill Corp note 5.000% 3/1 0.0 $20k 20k 1.00
Sandisk Corp note 1.000% 5/1 0.0 $17k 18k 0.94
Suntech Pwr Hldgs Co Ltd note 3.000% 3/1 0.0 $13k 32k 0.41
Verisign Inc sdcv 3.250% 8/1 0.0 $20k 20k 1.00
Ja Solar Holdings Co Ltd note 4.500% 5/1 0.0 $18k 27k 0.67
Agco Corp Note 1.250%12/15/36 0.0 $22k 20k 1.10
ENERGY CONVERS 3%13 CVT Bond Due 06/15/13 0.0 $5.0k 12k 0.42