Baker Avenue Asset Management

Baker Avenue Asset Management as of March 31, 2012

Portfolio Holdings for Baker Avenue Asset Management

Baker Avenue Asset Management holds 171 positions in its portfolio as reported in the March 2012 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) 3.9 $15M 141k 105.09
iShares IBoxx $ Invest Grade Corp Bd (LQD) 2.3 $8.7M 75k 115.63
ETFS Gold Trust 2.2 $8.6M 52k 165.23
First Trust Large Cap Core Alp Fnd (FEX) 2.1 $7.9M 262k 30.27
Vanguard Total Stock Market ETF (VTI) 2.0 $7.8M 108k 72.26
First Trust Mid Cap Core Alpha Fnd (FNX) 2.0 $7.6M 208k 36.69
SPDR S&P MidCap 400 ETF (MDY) 1.8 $7.0M 39k 180.70
Vanguard Short-Term Bond ETF (BSV) 1.8 $6.8M 85k 80.94
Monster Beverage 1.8 $6.8M 109k 62.09
Sprott Physical Gold Trust (PHYS) 1.7 $6.6M 458k 14.44
Apple (AAPL) 1.7 $6.4M 11k 599.55
Qualcomm (QCOM) 1.7 $6.4M 94k 68.06
TJX Companies (TJX) 1.6 $6.3M 159k 39.71
Celgene Corporation 1.6 $6.2M 80k 77.52
Intuitive Surgical (ISRG) 1.6 $6.2M 11k 541.76
Dollar Tree (DLTR) 1.6 $6.2M 66k 94.49
FMC Corporation (FMC) 1.6 $6.2M 59k 105.86
PetSmart 1.6 $6.2M 108k 57.22
iShares Russell 1000 Value Index (IWD) 1.6 $6.1M 87k 70.07
JPMorgan Chase & Co. (JPM) 1.6 $6.0M 131k 45.98
Airgas 1.6 $5.9M 67k 88.96
First Trust Large Cap Value Opp Fnd (FTA) 1.5 $5.9M 198k 29.78
MasterCard Incorporated (MA) 1.5 $5.9M 14k 420.57
Nike (NKE) 1.5 $5.8M 53k 108.78
NetApp (NTAP) 1.5 $5.8M 129k 44.77
Morgan Stanley (MS) 1.5 $5.8M 294k 19.64
W.W. Grainger (GWW) 1.5 $5.7M 27k 214.82
Ca 1.5 $5.7M 206k 27.56
Herbalife Ltd Com Stk (HLF) 1.5 $5.7M 83k 68.82
Comcast Corporation (CMCSA) 1.5 $5.7M 188k 30.01
Centene Corporation (CNC) 1.5 $5.6M 115k 48.97
International Business Machines (IBM) 1.4 $5.6M 27k 208.64
iShares Barclays TIPS Bond Fund (TIP) 1.4 $5.6M 48k 117.64
Masco Corporation (MAS) 1.4 $5.5M 414k 13.37
Barclays (BCS) 1.4 $5.5M 365k 15.15
Enterprise Products Partners (EPD) 1.4 $5.5M 109k 50.47
Diamond Offshore Drilling 1.4 $5.4M 81k 66.75
Kansas City Southern 1.4 $5.4M 75k 71.69
Fifth Third Ban (FITB) 1.4 $5.3M 375k 14.05
Micron Technology (MU) 1.4 $5.3M 649k 8.10
Chicago Bridge & Iron Company 1.4 $5.2M 120k 43.19
Assured Guaranty (AGO) 1.3 $5.1M 309k 16.52
Nuance Communications 1.3 $4.8M 189k 25.58
SPDR Barclays Capital Convertible SecETF (CWB) 1.3 $4.8M 121k 39.86
FMC Technologies 1.2 $4.8M 95k 50.42
iShares iBoxx $ High Yid Corp Bond (HYG) 1.0 $3.9M 43k 90.71
First Trust Small Cap Cr AlphaDEX (FYX) 1.0 $3.9M 117k 33.48
Vanguard Small-Cap Value ETF (VBR) 1.0 $3.8M 54k 70.39
ETFS Silver Trust 0.9 $3.5M 110k 32.05
Vanguard FTSE All-World ex-US ETF (VEU) 0.9 $3.5M 79k 44.22
iShares MSCI EAFE Index Fund (EFA) 0.9 $3.4M 62k 54.88
Vanguard Small-Cap ETF (VB) 0.7 $2.8M 36k 78.73
SPDR S&P Dividend (SDY) 0.7 $2.7M 47k 56.64
SPDR Barclays Capital Intl Tresy Bd ETF (BWX) 0.7 $2.7M 44k 59.93
iShares Dow Jones Select Dividend (DVY) 0.6 $2.2M 39k 55.95
iShares S&P Global Healthcare Sect. (IXJ) 0.6 $2.2M 37k 60.14
iShares S&P US Pref Stock Idx Fnd (PFF) 0.6 $2.1M 54k 39.05
Financial Select Sector SPDR (XLF) 0.5 $2.1M 132k 15.79
iShares Gold Trust 0.5 $2.1M 126k 16.27
Rydex Russell Top 50 ETF 0.5 $2.1M 20k 103.11
SPDR Dow Jones Industrial Average ETF (DIA) 0.5 $2.0M 15k 131.80
iShares Cohen & Steers Realty Maj. (ICF) 0.5 $2.0M 26k 76.65
Jp Morgan Alerian Mlp Index (AMJ) 0.5 $2.0M 51k 39.13
Powershares Etf Tr Ii s^p500 low vol 0.5 $1.9M 71k 26.79
PowerShares High Yld. Dividend Achv 0.5 $1.8M 191k 9.42
SPDR Gold Trust (GLD) 0.5 $1.7M 11k 162.14
iShares JPMorgan USD Emer Mkt Bnd Fd ETF (EMB) 0.5 $1.7M 15k 112.69
Energy Select Sector SPDR (XLE) 0.4 $1.6M 23k 71.75
iShares Silver Trust (SLV) 0.4 $1.6M 52k 31.39
iShares MSCI EAFE Value Index (EFV) 0.4 $1.6M 34k 47.00
SPDR S&P International Dividend (DWX) 0.4 $1.6M 32k 49.98
Barclays Bk Plc Ipspgs Ttl Etn etf 0.4 $1.5M 43k 35.62
PowerShares DWA Technical Ldrs Pf 0.4 $1.5M 54k 27.31
Vanguard FTSE All Wld Ex USSml Cap (VSS) 0.4 $1.4M 16k 88.95
WisdomTree Intl. SmallCap Div (DLS) 0.3 $1.3M 27k 49.55
ISHARES TR MSCI Small Cap msci small cap (SCZ) 0.3 $1.3M 32k 40.14
Vanguard Emerging Markets ETF (VWO) 0.3 $1.1M 25k 43.48
City National Corporation 0.3 $1.1M 20k 52.45
Vanguard Total Bond Market ETF (BND) 0.3 $1.0M 12k 83.31
PowerShares DWA Emerg Markts Tech 0.3 $984k 55k 17.94
iShares Russell Midcap Index Fund (IWR) 0.2 $964k 8.7k 110.68
iShares Russell 2000 Value Index (IWN) 0.2 $799k 11k 72.97
Vanguard REIT ETF (VNQ) 0.2 $674k 11k 63.64
Microsoft Corporation (MSFT) 0.1 $579k 18k 32.28
Nuveen Texas Quality Income Municipal 0.1 $536k 33k 16.31
iShares Barclays Inter Crd Bd Fund ETF) (IGIB) 0.1 $495k 4.6k 108.79
SPDR Barclays Capital Short Term Int ETF (BWZ) 0.1 $511k 14k 36.60
Verizon Communications (VZ) 0.1 $475k 12k 38.26
Ameriprise Financial (AMP) 0.1 $406k 7.1k 57.18
Devon Energy Corporation (DVN) 0.1 $442k 6.2k 71.18
Home Depot (HD) 0.1 $438k 8.7k 50.26
Abbott Laboratories (ABT) 0.1 $436k 7.1k 61.26
Hospira 0.1 $410k 11k 37.37
Chevron Corporation (CVX) 0.1 $410k 3.8k 107.30
General Electric Company 0.1 $423k 21k 20.09
WellPoint 0.1 $414k 5.6k 73.80
Chubb Corporation 0.1 $376k 5.4k 69.50
Wal-Mart Stores (WMT) 0.1 $366k 6.0k 61.20
United Parcel Service (UPS) 0.1 $395k 4.9k 80.65
Kroger (KR) 0.1 $369k 15k 24.23
Occidental Petroleum Corporation (OXY) 0.1 $396k 4.2k 95.19
Ford Motor Company (F) 0.1 $399k 32k 12.47
Dell 0.1 $385k 23k 16.59
Applied Materials (AMAT) 0.1 $372k 30k 12.45
Broadcom Corporation 0.1 $396k 10k 39.29
Key (KEY) 0.1 $390k 46k 8.51
Vanguard Total World Stock Idx (VT) 0.1 $374k 7.7k 48.29
Autodesk (ADSK) 0.1 $327k 7.7k 42.30
NVIDIA Corporation (NVDA) 0.1 $328k 21k 15.41
Intel Corporation (INTC) 0.1 $354k 13k 28.08
Gra (GGG) 0.1 $340k 6.4k 53.12
Medidata Solutions 0.1 $344k 13k 26.65
SPDR DB Int'l Govt Infl Pro Bond (WIP) 0.1 $365k 6.0k 60.38
Suntrust Banks Inc $1.00 Par Cmn 0.1 $303k 13k 24.20
Costco Wholesale Corporation (COST) 0.1 $299k 3.3k 90.77
Crocs (CROX) 0.1 $316k 15k 20.91
Dun & Bradstreet Corporation 0.1 $308k 3.6k 84.62
Eastman Chemical Company (EMN) 0.1 $316k 6.1k 51.89
UnitedHealth (UNH) 0.1 $305k 5.2k 58.99
Wabash National Corporation (WNC) 0.1 $309k 30k 10.35
Textainer Group Holdings 0.1 $311k 9.2k 33.88
QLogic Corporation 0.1 $298k 17k 17.75
Albemarle Corporation (ALB) 0.1 $317k 4.9k 64.17
OYO Geospace Corporation 0.1 $309k 2.9k 105.46
Rentech 0.1 $324k 156k 2.08
Metropolitan Health Networks 0.1 $317k 34k 9.38
OCZ Technology 0.1 $311k 45k 6.97
Zagg 0.1 $326k 31k 10.63
PIMCO Enhanced Short Mat Str Fund ETF (MINT) 0.1 $312k 3.1k 99.68
Tenaris (TS) 0.1 $266k 7.0k 38.27
Northern Trust Corporation (NTRS) 0.1 $272k 5.7k 47.76
Heartland Express (HTLD) 0.1 $257k 18k 14.50
Boston Scientific Corporation (BSX) 0.1 $261k 44k 5.98
Electronic Arts (EA) 0.1 $278k 17k 16.48
Corporate Executive Board Company 0.1 $279k 6.5k 43.06
Forest Laboratories 0.1 $275k 7.9k 34.68
Whiting Petroleum Corporation 0.1 $274k 5.0k 54.37
Green Mountain Coffee Roasters 0.1 $270k 5.8k 46.88
Prosperity Bancshares (PB) 0.1 $275k 6.0k 46.06
Gulfport Energy Corporation 0.1 $252k 8.7k 29.07
iGATE Corporation 0.1 $285k 17k 16.78
Flowserve Corporation (FLS) 0.1 $266k 2.3k 115.65
URS Corporation 0.1 $250k 5.9k 42.52
Lufkin Industries 0.1 $271k 3.4k 80.65
WestAmerica Ban (WABC) 0.1 $265k 5.5k 48.01
Technology SPDR (XLK) 0.1 $276k 9.1k 30.19
Acme Packet 0.1 $252k 9.2k 27.54
Oasis Petroleum 0.1 $254k 8.2k 30.83
Magnum Hunter Resources Corporation 0.1 $267k 42k 6.41
iShares Dow Jones US Consumer Ser. (IYC) 0.1 $283k 3.5k 81.00
Nuveen Select Maturities Mun Fund (NIM) 0.1 $253k 25k 10.24
Servicesource 0.1 $250k 16k 15.48
Eaton Corporation 0.1 $247k 5.0k 49.89
Adtran 0.1 $212k 6.8k 31.22
Praxair 0.1 $248k 2.2k 114.71
Exelon Corporation (EXC) 0.1 $235k 6.0k 39.17
Williams Companies (WMB) 0.1 $249k 8.1k 30.82
ITC Holdings 0.1 $235k 3.1k 76.80
ConAgra Foods (CAG) 0.1 $247k 9.4k 26.22
Coeur d'Alene Mines Corporation (CDE) 0.1 $238k 10k 23.71
ICF International (ICFI) 0.1 $238k 9.4k 25.35
CurrencyShares Canadian Dollar Trust 0.1 $224k 2.3k 99.56
Titanium Metals Corporation 0.1 $177k 13k 13.59
Pandora Media 0.0 $144k 14k 10.18
Nii Hldgs Inc note 3.125% 6/1 0.0 $33k 33k 1.00
Suntech Pwr Hldgs Co Ltd note 3.000% 3/1 0.0 $25k 32k 0.78
Verisign Inc sdcv 3.250% 8/1 0.0 $26k 20k 1.30
Ja Solar Holdings Co Ltd note 4.500% 5/1 0.0 $24k 27k 0.89
Agco Corp note 1.250%12/1 0.0 $26k 20k 1.30
Sandisk Corp note 1.000% 5/1 0.0 $18k 18k 1.00
GeoPetro Resources Company 0.0 $13k 65k 0.20