Horizon Investments, LLC Q1 2016 Filing

Filed May 10, 2016

Portfolio Value

$1.2T

Holdings

96

Report Date

Q1 2016

Filing Type

13F-HR

All Holdings (96 positions)

#StockSharesValue% PortfolioType
1
SPYSPDR SP 500
898,298$184.6B14.82%
2
IVWISHARES SP 500 GROWTH
1,307,571$151.5B12.16%
3
IVEISHARES SP 500 VALUE
1,680,791$151.2B12.13%
4
DONSPDR DOW JONES INDUSTRIAL AVER
750,081$132.5B10.63%
5
AGGISHARES CORE US AGGREGATE BOND
830,484$92.0B7.39%
6
ACWXISHARES MSCI ACWI EX US INDEX
1,874,583$74.0B5.94%
7
SHYISHARES 1-3 YEAR TREASURY BOND
866,589$73.7B5.91%
8
IEIISHARES 3-7 YEAR TREASURY BOND
476,830$60.1B4.82%
9
BNDXVANGUARD TOTAL INTL BD IDX ETF
893,988$48.8B3.91%
10
LQDISHARES IBOXX $ INVST GRADE CR
222,537$26.4B2.12%
11
TOTLSPDR DOUBLELINE TR TACT ETF
503,787$24.9B2.00%
12
FEXFIRST TRUST LARGE CAP CORE ALP
549,902$24.5B1.97%
13
SHVISHARES SHORT TREASURY BOND
117,224$12.9B1.04%
14
FTAFIRST TRUST LARGE CAP VALUE AL
308,738$12.5B1.01%
15
FTCFIRST TRUST LARGE CAP GR OPP A
249,955$12.1B0.97%
16
DBEFDB X-TRACKERS MSCI EAFE HEDGED
414,503$10.6B0.85%
17
QUALISHARES MSCI USA QUALITY FACTO
106,216$7.0B0.56%
18
IWFISHARES RUSSELL 1000 GROWTH
68,781$6.9B0.55%
19
PWVPOWERSHARES DYNAMIC LARGE CAP
215,809$6.7B0.53%
20
CWISPDR MSCI ACWI (EX-US)
212,936$6.6B0.53%
21
PWVUSDPOWERSHARES DYNAMIC LARGE CAP
214,337$6.4B0.52%
22
VTVANGUARD TOTAL WORLD STOCK IND
110,130$6.4B0.51%
23
VTVVANGUARD VALUE ETF
76,595$6.3B0.51%
24
VOVANGUARD MID-CAP ETF
46,982$5.7B0.46%
25
SPYSPDR S&P 500 ETF TR
150,000$5.1B0.41%Call
26
ABTABBOTT LABORATORIES
98,510$4.1B0.33%
27
WMTWAL-MART STORES INC
56,880$3.9B0.31%
28
IBMINTERNATIONAL BUSINESS MACHINE
25,428$3.9B0.31%
29
EMREMERSON ELECTRIC CO.
70,808$3.9B0.31%
30
UPSUNITED PARCEL SERVICE INC (UPS
34,161$3.6B0.29%
31
AAPLAPPLE INC
32,114$3.5B0.28%
32
GSKGLAXOSMITHKLINE PLC ADR
86,077$3.5B0.28%
33
FFORD MOTOR CO
253,352$3.4B0.27%
34
MUBISHARES NATIONAL AMT-FREE MUNI
29,510$3.3B0.26%
35
BSVVANGUARD SHORT-TERM BOND ETF
40,047$3.2B0.26%
36
DEDEERE CO
41,567$3.2B0.26%
37
IWRISHARES RUSSELL MID-CAP
19,357$3.2B0.25%
38
FITBFIFTH THIRD BANCORP
183,903$3.1B0.25%
39
IVVISHARES CORE SP 500
14,756$3.0B0.24%
40
VIABVIACOM, INC. CLASS B
69,939$2.9B0.23%
41
VBVANGUARD SMALL CAP ETF
25,514$2.8B0.23%
42
XLFICONSUMER STAPLES SELECT SECTOR
50,237$2.7B0.21%
43
IYZISHARES US TELECOMMUNICATIONS
82,771$2.5B0.20%
44
VWOVANGUARD EMERGING MARKETS STOC
68,784$2.4B0.19%
45
XLUUTILITIES SELECT SECTOR SPDR E
46,127$2.3B0.18%
46
VEAVANGUARD FTSE DEVELOPED MARKET
59,588$2.1B0.17%
47
XLVHEALTH CARE SELECT SECTOR SPDR
27,497$1.9B0.15%
48
DEODIAGEO PLC ADR
16,640$1.8B0.14%
49
IEFISHARES 7-10 YEAR TREASURY BON
14,548$1.6B0.13%
50
FTSMFIRST TRUST ENH SHORT MAT FD
24,924$1.5B0.12%
51
IJHISHARES CORE SP MID-CAP
9,937$1.4B0.11%
52
IWOISHARES RUSSELL 2000 GROWTH
10,095$1.3B0.11%
53
AQLTISHARES RUSSELL TOP 200
28,427$1.3B0.11%
54
IWYISHARES RUSSELL TOP 200 GROWTH
24,794$1.3B0.11%
55
BNDVANGUARD TOTAL BOND MARKET ETF
11,954$990.0M0.08%
56
FXDFIRST TRUST CONSUMER DISC ALPH
19,463$685.0M0.05%
57
FXUFIRST TRUST UTILITIES ALPHADEX
26,185$680.0M0.05%
58
FXGFIRST TRUST CONSUMER STAPLES A
14,640$675.0M0.05%
59
FDNFIRST TRUST DOW JONES INTERNET
9,752$666.0M0.05%
60
TLHISHARES 10-20 YEAR TREASURY BO
4,343$615.0M0.05%
61
GBFISHARES GOVERNMENT/CREDIT BOND
5,336$614.0M0.05%
62
IGIBISHARES INTERMEDIATE CREDIT BD
5,591$613.0M0.05%
63
FXNFIRST TRUST ENERGY ALPHADEX
43,138$609.0M0.05%
64
TLTISHARES 20+ YEAR TREASURY BOND
4,488$586.0M0.05%
65
XOMEXXON MOBIL CORPORATION
6,971$583.0M0.05%
66
MAMASTERCARD INCORPORATED CLASS
5,516$521.0M0.04%
67
TROWT. ROWE PRICE GROUP
7,052$518.0M0.04%
68
GILDGILEAD SCIENCES INC
5,559$511.0M0.04%
69
BIIBBIOGEN IDEC INC
1,933$503.0M0.04%
70
MICHAEL KORS HOLDINGS LTD
8,645$492.0M0.04%
71
PYPLPAYPAL
12,553$485.0M0.04%
72
EXPRESS SCRIPTS
6,954$478.0M0.04%
73
IWMISHARES RUSSELL 2000
4,002$443.0M0.04%
74
RHIROBERT HALF INTERNATIONAL INC.
9,476$441.0M0.04%
75
CMGCHIPOTLE MEXICAN GRILL, INC. C
816$384.0M0.03%
76
HYSPIMCO 0-5 YEAR HIGH YLD CORP B
4,088$380.0M0.03%
77
NMFCNEW MOUNTAIN FINANCE CORP
29,463$372.0M0.03%
78
HDHOME DEPOT, INC.
2,752$367.0M0.03%
79
SLRCSOLAR CAPITAL, LTD.
21,057$364.0M0.03%
80
MSFTMICROSOFT CORPORATION
6,523$360.0M0.03%
81
GOODGLADSTONE COMMER
21,025$344.0M0.03%
82
RIGTRANSOCEAN LTD
37,320$341.0M0.03%
83
UHSUNIVERSAL HEALTH SERVICES, INC
2,508$313.0M0.03%
84
STWDSTARWOOD PROPERTY TRUST, INC.
16,138$305.0M0.02%
85
ARIAPOLLO COMMERCIAL REAL ESTATE
18,195$297.0M0.02%
86
ARCCARES CAPITAL CORPORATION
19,069$283.0M0.02%
87
CTLEURCENTURYLINK INC
8,526$272.0M0.02%
88
JNJJOHNSON JOHNSON
2,341$253.0M0.02%
89
GEGENERAL ELECTRIC CO
7,796$248.0M0.02%
90
CBL ASSOCIATES PROPERTIES, IN
17,955$214.0M0.02%
91
METAFACEBOOK INC CLASS A
1,872$214.0M0.02%
92
INVESTORS REAL ESTATE TRUST
29,004$211.0M0.02%
93
WFCWELLS FARGO CO
4,198$203.0M0.02%
94
J40TPROSHARES ULTRASHORT 20+ YEAR
5,447$201.0M0.02%
95
TATT INC
5,098$200.0M0.02%
96
HRZNHORIZON TECHNOLOGY FINANCE COR
16,277$189.0M0.02%
97
BAY BANCORP INC
22,217$107.0M0.01%