Baker Avenue Asset Management

Baker Avenue Asset Management as of Dec. 31, 2011

Portfolio Holdings for Baker Avenue Asset Management

Baker Avenue Asset Management holds 142 positions in its portfolio as reported in the December 2011 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
iShares Barclays 1-3 Year Cred Bd Fd ETF (IGSB) 3.8 $12M 114k 104.20
Sprott Physical Gold Trust (PHYS) 3.2 $10M 730k 13.80
Vanguard Total Stock Market ETF (VTI) 2.9 $9.0M 139k 64.30
First Trust Large Cap Core Alp Fnd (FEX) 2.6 $8.1M 298k 27.17
McDonald's Corporation (MCD) 2.2 $6.8M 68k 100.33
Apple (AAPL) 2.2 $6.7M 17k 405.02
ETFS Gold Trust 2.2 $6.7M 43k 154.92
First Trust Mid Cap Core Alpha Fnd (FNX) 2.1 $6.7M 204k 32.62
iShares IBoxx $ Invest Grade Corp Bd (LQD) 2.0 $6.3M 55k 113.77
SPDR S&P MidCap 400 ETF (MDY) 1.9 $5.9M 37k 159.50
Philip Morris International (PM) 1.9 $5.9M 75k 78.47
iShares Russell 1000 Value Index (IWD) 1.9 $5.9M 92k 63.48
Vanguard Short-Term Bond ETF (BSV) 1.9 $5.9M 72k 80.84
Dollar Tree (DLTR) 1.9 $5.7M 69k 83.12
MasterCard Incorporated (MA) 1.8 $5.7M 15k 372.82
International Business Machines (IBM) 1.8 $5.7M 31k 183.89
PetSmart 1.8 $5.5M 108k 51.29
Celgene Corporation 1.7 $5.4M 80k 67.61
Chubb Corporation 1.7 $5.4M 77k 69.22
Public Storage (PSA) 1.7 $5.4M 40k 134.47
Google 1.7 $5.3M 8.1k 645.92
Intuitive Surgical (ISRG) 1.7 $5.2M 11k 462.99
AutoZone (AZO) 1.7 $5.2M 16k 324.97
FMC Technologies 1.7 $5.2M 100k 52.23
Kansas City Southern 1.7 $5.2M 76k 68.01
Precision Castparts 1.7 $5.1M 31k 164.79
First Trust Large Cap Value Opp Fnd (FTA) 1.7 $5.1M 194k 26.45
Qualcomm (QCOM) 1.6 $5.1M 93k 54.70
Airgas 1.6 $5.1M 65k 78.09
American Express Company (AXP) 1.6 $5.1M 107k 47.17
TJX Companies (TJX) 1.6 $5.0M 78k 64.54
Monster Worldwide 1.6 $5.1M 55k 92.13
Enterprise Products Partners (EPD) 1.6 $5.1M 109k 46.38
W.W. Grainger (GWW) 1.6 $4.9M 26k 187.21
First Republic Bank/san F (FRCB) 1.6 $4.9M 161k 30.61
Nuance Communications 1.6 $4.8M 192k 25.16
Anadarko Petroleum Corporation 1.5 $4.8M 63k 76.33
iShares Barclays TIPS Bond Fund (TIP) 1.5 $4.7M 40k 116.68
Watson Pharmaceuticals 1.4 $4.4M 74k 60.34
Herbalife Ltd Com Stk (HLF) 1.4 $4.2M 82k 51.67
Newmont Mining Corporation (NEM) 1.3 $4.0M 67k 60.00
SPDR Barclays Capital Convertible SecETF (CWB) 1.2 $3.7M 103k 36.17
First Trust Small Cap Cr AlphaDEX (FYX) 1.1 $3.5M 116k 29.91
Vanguard Small-Cap Value ETF (VBR) 1.1 $3.3M 53k 62.66
SPDR Gold Trust (GLD) 0.9 $2.8M 19k 152.00
iShares iBoxx $ High Yid Corp Bond (HYG) 0.8 $2.6M 29k 89.42
Vanguard Small-Cap ETF (VB) 0.8 $2.5M 36k 69.66
SPDR Barclays Capital Intl Tresy Bd ETF (BWX) 0.8 $2.3M 39k 58.82
SPDR S&P Dividend (SDY) 0.7 $2.2M 42k 53.87
ETFS Silver Trust 0.7 $2.2M 81k 27.52
iShares Dow Jones Select Dividend (DVY) 0.6 $1.9M 36k 53.78
Jp Morgan Alerian Mlp Index (AMJ) 0.6 $1.8M 47k 38.96
iShares S&P Global Healthcare Sect. (IXJ) 0.6 $1.8M 32k 56.11
iShares Silver Trust (SLV) 0.6 $1.7M 64k 26.95
SPDR Dow Jones Industrial Average ETF (DIA) 0.5 $1.7M 14k 121.88
iShares Gold Trust 0.5 $1.6M 106k 15.23
Consumer Staples Select Sect. SPDR (XLP) 0.5 $1.6M 50k 32.50
Utilities SPDR (XLU) 0.5 $1.6M 45k 35.98
iShares Cohen & Steers Realty Maj. (ICF) 0.5 $1.6M 23k 70.24
Powershares Etf Tr Ii s^p500 low vol 0.5 $1.6M 62k 25.94
Rydex Russell Top 50 ETF 0.5 $1.6M 17k 91.33
iShares S&P US Pref Stock Idx Fnd (PFF) 0.5 $1.5M 43k 35.63
iShares Lehman 1-3 Year Treas.Bond (SHY) 0.5 $1.5M 18k 84.48
iShares JPMorgan USD Emer Mkt Bnd Fd ETF (EMB) 0.4 $1.1M 10k 109.72
PowerShares DWA Technical Ldrs Pf 0.3 $1.1M 45k 23.82
Vanguard Total Bond Market ETF (BND) 0.3 $950k 11k 83.55
City National Corporation 0.3 $898k 20k 44.18
iShares Russell Midcap Index Fund (IWR) 0.3 $857k 8.7k 98.39
Linkedin Corp 0.2 $755k 12k 63.03
iShares Russell 2000 Value Index (IWN) 0.2 $711k 11k 65.60
Vanguard REIT ETF (VNQ) 0.2 $614k 11k 57.98
iShares Lehman Aggregate Bond (AGG) 0.2 $515k 4.7k 110.35
Nuveen Texas Quality Income Municipal 0.2 $526k 32k 16.34
Microsoft Corporation (MSFT) 0.2 $498k 19k 25.98
General Electric Company 0.1 $461k 26k 17.91
WisdomTree Dreyfus Chinese Yuan 0.1 $463k 18k 25.16
Chevron Corporation (CVX) 0.1 $437k 4.1k 106.33
Verizon Communications (VZ) 0.1 $430k 11k 40.15
CurrencyShares Canadian Dollar Trust 0.1 $432k 4.4k 97.63
Abbott Laboratories (ABT) 0.1 $402k 7.2k 56.18
iShares S&P 500 Index (IVV) 0.1 $403k 3.2k 125.94
SPDR Barclays Capital Short Term Int ETF (BWZ) 0.1 $372k 11k 35.56
Intel Corporation (INTC) 0.1 $326k 13k 24.28
Electronic Arts (EA) 0.1 $337k 16k 20.59
Wal-Mart Stores (WMT) 0.1 $317k 5.3k 60.04
Home Depot (HD) 0.1 $325k 7.7k 42.10
United Parcel Service (UPS) 0.1 $296k 4.1k 73.09
Kroger (KR) 0.1 $308k 13k 24.21
Occidental Petroleum Corporation (OXY) 0.1 $297k 3.2k 93.69
URS Corporation 0.1 $311k 8.9k 35.10
Medidata Solutions 0.1 $295k 14k 21.77
CurrencyShares Australian Dollar Trust 0.1 $325k 3.2k 102.52
WisdomTree Dreyfus ETF BZ Real Fnd 0.1 $298k 15k 19.50
Vanguard Total World Stock Idx (VT) 0.1 $319k 7.4k 43.22
Ameriprise Financial (AMP) 0.1 $292k 5.9k 49.66
Costco Wholesale Corporation (COST) 0.1 $268k 3.2k 83.39
Devon Energy Corporation (DVN) 0.1 $280k 4.5k 62.08
Heartland Express (HTLD) 0.1 $266k 19k 14.30
Dun & Bradstreet Corporation 0.1 $290k 3.9k 74.94
Ford Motor Company (F) 0.1 $279k 26k 10.76
Dell 0.1 $278k 19k 14.63
Green Mountain Coffee Roasters 0.1 $274k 6.1k 44.77
Key (KEY) 0.1 $278k 36k 7.69
Textainer Group Holdings 0.1 $277k 9.5k 29.10
NetScout Systems (NTCT) 0.1 $279k 16k 17.59
QLogic Corporation 0.1 $266k 18k 15.03
Nuveen Select Maturities Mun Fund (NIM) 0.1 $264k 25k 10.69
OCZ Technology 0.1 $276k 42k 6.61
Hospira 0.1 $261k 8.6k 30.38
NVIDIA Corporation (NVDA) 0.1 $256k 19k 13.84
Eastman Chemical Company (EMN) 0.1 $254k 6.5k 39.32
Praxair 0.1 $263k 2.5k 106.82
Corporate Executive Board Company 0.1 $259k 6.8k 38.03
Patterson-UTI Energy (PTEN) 0.1 $238k 12k 19.97
Whiting Petroleum Corporation 0.1 $247k 5.3k 46.69
Gulfport Energy Corporation 0.1 $234k 8.0k 29.43
iGATE Corporation 0.1 $247k 16k 15.74
Albemarle Corporation (ALB) 0.1 $248k 4.8k 51.45
OYO Geospace Corporation 0.1 $241k 3.1k 77.24
CurrencyShares Swiss Franc Trust 0.1 $255k 2.4k 104.94
Crocs (CROX) 0.1 $217k 15k 14.74
J.C. Penney Company 0.1 $203k 5.8k 35.18
Newfield Exploration 0.1 $209k 5.5k 37.73
Adtran 0.1 $230k 7.6k 30.12
UnitedHealth (UNH) 0.1 $217k 4.3k 50.70
Apollo 0.1 $212k 3.9k 53.81
Williams Companies (WMB) 0.1 $220k 6.7k 32.98
Titanium Metals Corporation 0.1 $204k 14k 14.95
Suntrust Banks Inc $1.00 Par Cmn 0.1 $183k 10k 17.72
ConAgra Foods (CAG) 0.1 $201k 7.6k 26.45
Micron Technology (MU) 0.1 $194k 31k 6.29
Colgate-Palmolive Company (CL) 0.1 $166k 1.8k 92.58
American Capital 0.0 $87k 13k 6.76
Barrett Bill Corp note 5.000% 3/1 0.0 $20k 20k 1.00
Nii Hldgs Inc note 3.125% 6/1 0.0 $33k 33k 1.00
Sandisk Corp note 1.000% 5/1 0.0 $18k 18k 1.00
Verisign Inc sdcv 3.250% 8/1 0.0 $24k 20k 1.20
Ja Solar Holdings Co Ltd note 4.500% 5/1 0.0 $20k 27k 0.74
Agco Corp note 1.250%12/1 0.0 $25k 20k 1.25
Energy Conversion Devices In note 3.000% 6/1 0.0 $6.0k 12k 0.50
Suntech Pwr Hldgs Co Ltd note 3.000% 3/1 0.0 $13k 32k 0.41
GeoPetro Resources Company 0.0 $15k 65k 0.23