Baker Avenue Asset Management

Baker Avenue Asset Management as of Sept. 30, 2012

Portfolio Holdings for Baker Avenue Asset Management

Baker Avenue Asset Management holds 157 positions in its portfolio as reported in the September 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) 4.6 $19M 181k 105.76
ETFS Gold Trust 2.9 $12M 70k 175.28
iShares IBoxx $ Invest Grade Corp Bd (LQD) 2.8 $12M 96k 121.77
Vanguard Total Stock Market ETF (VTI) 2.6 $11M 146k 73.65
First Trust Large Cap Core Alp Fnd (FEX) 2.4 $10M 333k 30.14
SPDR S&P MidCap 400 ETF (MDY) 2.4 $9.8M 54k 179.92
Vanguard Short-Term Bond ETF (BSV) 2.2 $9.0M 111k 81.45
First Trust Mid Cap Core Alpha Fnd (FNX) 2.0 $8.4M 234k 35.84
iShares Russell 1000 Value Index (IWD) 1.9 $7.8M 108k 72.18
Amarin Corporation (AMRN) 1.8 $7.6M 601k 12.57
Genworth Financial (GNW) 1.8 $7.5M 1.4M 5.23
Newmont Mining Corporation (NEM) 1.7 $7.2M 128k 56.02
First Trust Large Cap Value Opp Fnd (FTA) 1.7 $7.2M 242k 29.76
Suntrust Banks Inc $1.00 Par Cmn 1.7 $7.0M 246k 28.27
Sprott Physical Gold Trust (PHYS) 1.6 $6.9M 452k 15.20
Masco Corporation (MAS) 1.6 $6.7M 445k 15.05
Qualcomm (QCOM) 1.6 $6.6M 106k 62.47
iShares Barclays TIPS Bond Fund (TIP) 1.6 $6.6M 54k 121.75
Broadcom Corporation 1.5 $6.4M 184k 34.57
Bank of America Corporation (BAC) 1.5 $6.3M 716k 8.83
Walt Disney Company (DIS) 1.5 $6.3M 121k 52.28
Hess (HES) 1.5 $6.3M 117k 53.72
Schlumberger (SLB) 1.5 $6.3M 87k 72.33
Microsoft Corporation (MSFT) 1.5 $6.1M 205k 29.76
Las Vegas Sands (LVS) 1.5 $6.1M 132k 46.37
Wells Fargo & Company (WFC) 1.5 $6.1M 177k 34.53
SPDR Barclays Capital Convertible SecETF (CWB) 1.5 $6.1M 153k 39.58
Foster Wheeler Ltd Com Stk 1.4 $6.0M 252k 23.96
Riverbed Technology 1.4 $6.0M 259k 23.28
Plains Exploration & Production Company 1.4 $5.9M 159k 37.47
Corning Incorporated (GLW) 1.4 $5.9M 451k 13.15
Morgan Stanley (MS) 1.4 $5.8M 349k 16.74
American International (AIG) 1.4 $5.6M 171k 32.79
Diamond Offshore Drilling 1.3 $5.5M 83k 65.81
Citrix Systems 1.3 $5.3M 70k 76.53
Comerica Incorporated (CMA) 1.3 $5.3M 172k 31.05
Amphenol Corporation (APH) 1.3 $5.3M 90k 58.88
Vanguard Small-Cap Value ETF (VBR) 1.2 $4.9M 69k 71.90
Vanguard FTSE All-World ex-US ETF (VEU) 1.2 $4.9M 115k 42.96
Cavium 1.2 $4.8M 145k 33.31
iShares Russell 2000 Index (IWM) 1.1 $4.7M 57k 83.43
Informatica Corporation 1.1 $4.7M 134k 34.85
ETFS Silver Trust 1.1 $4.6M 135k 34.20
Linkedin Corp 1.1 $4.6M 38k 120.39
iShares MSCI EAFE Index Fund (EFA) 1.0 $4.2M 80k 53.00
eBay (EBAY) 0.9 $3.7M 76k 48.37
SPDR S&P Dividend (SDY) 0.8 $3.3M 58k 58.10
Vanguard Small-Cap ETF (VB) 0.8 $3.3M 41k 80.14
First Tr Exchange Traded Fd nasd tech div (TDIV) 0.8 $3.2M 164k 19.78
SPDR KBW Regional Banking (KRE) 0.8 $3.2M 112k 28.64
Pimco Etf Tr 0-5 high yield (HYS) 0.8 $3.2M 32k 101.69
iShares iBoxx $ High Yid Corp Bond (HYG) 0.8 $3.1M 34k 92.31
SPDR Barclays Capital Intl Tresy Bd ETF (BWX) 0.7 $3.0M 49k 61.58
iShares S&P Global Healthcare Sect. (IXJ) 0.7 $2.9M 45k 64.18
iShares S&P US Pref Stock Idx Fnd (PFF) 0.7 $2.9M 72k 39.86
iShares Dow Jones Select Dividend (DVY) 0.7 $2.8M 49k 58.20
Rydex Russell Top 50 ETF 0.7 $2.7M 25k 107.20
iShares Cohen & Steers Realty Maj. (ICF) 0.6 $2.5M 33k 77.86
PowerShares High Yld. Dividend Achv 0.6 $2.5M 257k 9.67
iShares JPMorgan USD Emer Mkt Bnd Fd ETF (EMB) 0.6 $2.4M 20k 121.27
iShares Gold Trust 0.6 $2.4M 140k 17.27
iShares Dow Jones US Basic Mater. (IYM) 0.6 $2.4M 35k 67.90
SPDR S&P International Dividend (DWX) 0.5 $2.1M 46k 45.21
PowerShares DWA Technical Ldrs Pf 0.5 $2.0M 72k 27.56
iShares MSCI EAFE Value Index (EFV) 0.5 $2.0M 43k 45.42
SPDR Gold Trust (GLD) 0.4 $1.8M 11k 171.84
iShares Lehman Aggregate Bond (AGG) 0.4 $1.8M 16k 112.43
Oracle Corporation (ORCL) 0.4 $1.7M 55k 31.47
Vanguard Total Bond Market ETF (BND) 0.4 $1.7M 20k 85.14
Vanguard FTSE All Wld Ex USSml Cap (VSS) 0.4 $1.6M 19k 87.45
iShares Silver Trust (SLV) 0.3 $1.5M 44k 33.47
Barclays Bk Plc Ipspgs Ttl Etn etf 0.3 $1.5M 42k 34.40
ISHARES TR MSCI Small Cap msci small cap (SCZ) 0.3 $1.2M 32k 38.70
PowerShares DWA Emerg Markts Tech 0.3 $1.1M 64k 17.26
Ford Motor Company (F) 0.2 $1.0M 105k 9.86
City National Corporation 0.2 $1.0M 20k 51.52
PHH Corporation 0.2 $729k 36k 20.35
American Express Company (AXP) 0.2 $736k 13k 56.88
General Electric Company 0.2 $748k 33k 22.71
Goldman Sachs (GS) 0.2 $721k 6.3k 113.74
Chevron Corporation (CVX) 0.2 $727k 6.2k 116.62
Merck & Co (MRK) 0.2 $719k 16k 45.09
Vanguard REIT ETF (VNQ) 0.2 $688k 11k 64.97
Cisco Systems (CSCO) 0.2 $667k 35k 19.08
Colgate-Palmolive Company (CL) 0.2 $664k 6.2k 107.22
iShares S&P 500 Index (IVV) 0.2 $656k 4.5k 145.13
iShares Russell 2000 Value Index (IWN) 0.2 $657k 8.9k 73.91
Integrated Device Technology 0.1 $632k 108k 5.87
United Technologies Corporation 0.1 $626k 8.0k 78.35
MetLife (MET) 0.1 $608k 18k 34.45
Rubicon Technology 0.1 $624k 65k 9.59
Crocs (CROX) 0.1 $590k 36k 16.21
Johnson & Johnson (JNJ) 0.1 $584k 8.5k 68.88
Tempur-Pedic International (TPX) 0.1 $593k 20k 29.90
Nuveen Texas Quality Income Municipal 0.1 $566k 33k 17.22
Bank of New York Mellon Corporation (BK) 0.1 $554k 25k 22.64
Titan Machinery (TITN) 0.1 $534k 26k 20.27
Abbott Laboratories (ABT) 0.1 $499k 7.3k 68.55
Apache Corporation 0.1 $518k 6.0k 86.41
Transocean (RIG) 0.1 $483k 11k 44.85
UnitedHealth (UNH) 0.1 $503k 9.1k 55.38
iGATE Corporation 0.1 $517k 29k 18.17
SPDR Barclays Capital Short Term Int ETF (BWZ) 0.1 $504k 14k 36.95
Vanguard Total World Stock Idx (VT) 0.1 $496k 10k 48.06
Home Depot (HD) 0.1 $443k 7.3k 60.42
E.I. du Pont de Nemours & Company 0.1 $465k 9.3k 50.26
Anadarko Petroleum Corporation 0.1 $469k 6.7k 69.90
Jefferies 0.1 $477k 35k 13.70
salesforce (CRM) 0.1 $418k 2.7k 152.55
Norfolk Southern (NSC) 0.1 $377k 5.9k 63.68
Autodesk (ADSK) 0.1 $390k 12k 33.31
National-Oilwell Var 0.1 $361k 4.5k 80.04
EOG Resources (EOG) 0.1 $366k 3.3k 111.93
Fifth Third Ban (FITB) 0.1 $375k 24k 15.50
Oasis Petroleum 0.1 $354k 12k 29.50
Pdc Energy 0.1 $356k 11k 31.64
Costco Wholesale Corporation (COST) 0.1 $322k 3.2k 100.19
Halliburton Company (HAL) 0.1 $333k 9.9k 33.67
Macy's (M) 0.1 $318k 8.4k 37.81
Corporate Executive Board Company 0.1 $346k 6.5k 53.64
Hercules Offshore 0.1 $317k 65k 4.88
Teradyne (TER) 0.1 $313k 22k 14.23
PROS Holdings (PRO) 0.1 $343k 18k 19.06
Vanguard Emerging Markets ETF (VWO) 0.1 $315k 7.6k 41.72
Intel Corporation (INTC) 0.1 $299k 13k 22.68
Nokia Corporation (NOK) 0.1 $310k 120k 2.58
Gra (GGG) 0.1 $294k 5.8k 50.34
Green Mountain Coffee Roasters 0.1 $309k 13k 23.77
Wabash National Corporation (WNC) 0.1 $272k 38k 7.13
Lam Research Corporation (LRCX) 0.1 $300k 9.4k 31.79
Chicago Bridge & Iron Company 0.1 $286k 7.5k 38.13
Jos. A. Bank Clothiers 0.1 $271k 5.6k 48.39
Rentech 0.1 $290k 118k 2.46
Metropolitan Health Networks 0.1 $292k 31k 9.33
Fortinet (FTNT) 0.1 $287k 12k 24.12
National Research Corporation (NRCI) 0.1 $308k 6.1k 50.21
NetSpend Holdings 0.1 $281k 29k 9.84
Nuveen Select Maturities Mun Fund (NIM) 0.1 $278k 25k 11.26
Tangoe 0.1 $302k 23k 13.13
Exxon Mobil Corporation (XOM) 0.1 $267k 2.9k 91.60
CenturyLink 0.1 $248k 6.1k 40.46
BB&T Corporation 0.1 $262k 7.9k 33.16
Coinstar 0.1 $233k 5.2k 44.98
Marvell Technology Group 0.1 $261k 29k 9.16
Akorn 0.1 $265k 20k 13.22
Albemarle Corporation (ALB) 0.1 $237k 4.5k 52.78
SPDR DB Int'l Govt Infl Pro Bond (WIP) 0.1 $257k 4.2k 61.90
OCZ Technology 0.1 $230k 66k 3.46
Nuveen Insured Municipal Opp. Fund 0.1 $242k 15k 15.71
CoreLogic 0.1 $225k 8.5k 26.53
Acme Packet 0.1 $226k 13k 17.13
Pandora Media 0.1 $207k 19k 10.98
Verisign Inc sdcv 3.250% 8/1 0.0 $30k 20k 1.50
Ja Solar Holdings Co Ltd note 4.500% 5/1 0.0 $26k 27k 0.96
Agco Corp note 1.250%12/1 0.0 $25k 20k 1.25
Genco Shipping & Trading Ltd note 5.000% 8/1 0.0 $27k 60k 0.45
Suntech Pwr Hldgs Co Ltd note 3.000% 3/1 0.0 $16k 32k 0.50