Horizon Investments, LLC Q1 2018 Filing

Filed May 14, 2018

Portfolio Value

$2.3T

Holdings

188

Report Date

Q1 2018

Filing Type

13F-HR

All Holdings (188 positions)

#StockSharesValue% PortfolioType
1
MTUMISHARES TR USA MOMENTUM FCT
2,090,345$221.4B9.65%
2
IEMGISHARES INC CORE MSCI EMKT
2,882,848$168.4B7.34%
3
FEZSPDR INDEX SHS FDS EURO STOXX
3,329,105$134.1B5.84%
4
SPYSPY180504P260.00
500,000$131.6B5.73%Put
5
SPYGSPDR SERIES TRUST PRTFLO SP500
3,305,245$110.8B4.83%
6
SPYVSPDR SERIES TRUST PRTFLO SP500
3,766,997$110.8B4.83%
7
QQQ180427P152.50
650,000$104.1B4.54%Put
8
VTVVANGUARD INDEX FDS VALUE ETF
977,991$100.9B4.40%
9
EFAEFA180420C71.00
1,400,000$97.6B4.25%Call
10
VUGVANGUARD INDEX FDS GROWTH ETF
591,822$84.0B3.66%
11
SHVISHARES TR SHORT TREAS BD
706,709$78.0B3.40%
12
VPLVANGUARD INTL EQUITY INDEX F F
771,874$56.3B2.45%
13
SPEMSPDR INDEX SHS FDS PORTFOLIO E
1,417,418$55.7B2.43%
14
HYLBDBX ETF TR XTRACK USD HIGH
835,022$41.4B1.80%
15
XLEXLE180420C70.00
600,000$40.4B1.76%Call
16
QQQ180518C167.00
250,000$40.0B1.74%Call
17
SPYSPY180420P265.00
150,000$39.5B1.72%Put
18
TLTTLT180504C122.50
300,000$36.4B1.59%Call
19
TOTLSSGA ACTIVE ETF TR SPDR TR TAC
754,888$36.2B1.58%
20
VBVANGUARD INDEX FDS SMALL CP ET
244,821$36.0B1.57%
21
LQDISHARES TR IBOXX INV CP ETF
284,501$33.4B1.46%
22
SJNKSPDR SER TR BLOOMBERG SRT TR
1,131,841$31.0B1.35%
23
EMBISHARES TR JPMORGAN USD EMG
267,250$30.2B1.31%
24
SRLNSSGA ACTIVE ETF TR BLKSTN GSOS
571,937$27.1B1.18%
25
XTISHARES TR EXPONENTIAL TECH
703,400$25.6B1.12%
26
PGFPOWERSHARES ETF TRUST FINL PFD
1,280,779$23.8B1.04%
27
IWMIWM180518P151.00
150,000$22.8B0.99%Put
28
FTSLFIRST TR EXCHANGE TRADED FD SE
460,905$22.2B0.97%
29
SPIBSPDR SERIES TRUST PORTFOLIO IN
511,548$17.2B0.75%
30
HYLSFIRST TR EXCHANGE TRADED FD FI
338,775$16.1B0.70%
31
VOVANGUARD INDEX FDS MID CAP ETF
101,161$15.6B0.68%
32
SPYSPDR SP 500 ETF TR TR UNIT
58,932$15.5B0.68%
33
IGOVISHARES TR INTL TREA BD ETF
284,502$14.7B0.64%
34
EEMEEM180420P47.50
300,000$14.5B0.63%Put
35
DBEFDBX ETF TR XTRACK MSCI EAFE
407,941$12.5B0.55%
36
VWOVANGUARD INTL EQUITY INDEX F F
265,762$12.5B0.54%
37
AGGISHARES TR CORE US AGGBD ET
102,218$11.0B0.48%
38
SHYLDBX ETF TR XTRACKERS SHRT ADDE
209,598$10.4B0.45%
39
VEUVANGUARD INTL EQUITY INDEX F A
175,519$9.5B0.42%
40
BNDVANGUARD BD INDEX FD INC TOTAL
101,517$8.1B0.35%
41
IWFISHARES TR RUS 1000 GRW ETF
58,443$8.0B0.35%
42
CWISPDR INDEX SHS FDS MSCI ACWI E
165,504$6.4B0.28%
43
QUALISHARES TR USA QUALITY FCTR
59,782$4.9B0.22%
44
HYGISHARES TR IBOXX HI YD ETF
49,490$4.2B0.18%
45
PGPROCTER AND GAMBLE CO COM
44,913$3.6B0.16%
46
PEPPEPSICO INC COM
30,572$3.3B0.15%
47
IVVISHARES TR CORE SP500 ETF
11,803$3.1B0.14%
48
POWERSHARES ETF TR II PWRSHS S
76,930$3.0B0.13%
49
XOMEXXON MOBIL CORP COM
39,418$2.9B0.13%
50
RSGREPUBLIC SVCS INC COM
43,225$2.9B0.12%
51
KOCOCA COLA CO COM
65,643$2.9B0.12%
52
DUKDUKE ENERGY CORP NEW COM NEW
36,578$2.8B0.12%
53
FTCFIRST TR LRG CP GRWTH ALPHAD C
42,767$2.7B0.12%
54
PWVPOWERSHARES ETF TRUST DYNM LRG
63,066$2.7B0.12%
55
FTAFIRST TR LRG CP VL ALPHADEX CO
50,247$2.6B0.12%
56
PFEPFIZER INC COM
73,353$2.6B0.11%
57
VRSKVERISK ANALYTICS INC COM
24,648$2.6B0.11%
58
SHYISHARES TR 1 3 YR TREAS BD
30,135$2.5B0.11%
59
SBUXSTARBUCKS CORP COM
40,557$2.3B0.10%
60
IWRISHARES TR RUS MID CAP ETF
10,647$2.2B0.10%
61
MRSHMARSH MCLENNAN COS INC COM
26,080$2.2B0.09%
62
ECLECOLAB INC COM
15,604$2.1B0.09%
63
WYWEYERHAEUSER CO COM
59,626$2.1B0.09%
64
BNSBANK N S HALIFAX COM
33,674$2.1B0.09%
65
DREUSDDUKE REALTY CORP COM NEW
77,933$2.1B0.09%
66
CTSHCOGNIZANT TECHNOLOGY SOLUTIO C
24,960$2.0B0.09%
67
IBMINTERNATIONAL BUSINESS MACHS C
13,089$2.0B0.09%
68
AMGNAMGEN INC COM
11,730$2.0B0.09%
69
PEOEXELON CORP COM
49,943$1.9B0.08%
70
IFFINTERNATIONAL FLAVORSFRAGRA CO
13,990$1.9B0.08%
71
LLOEWS CORP COM
38,466$1.9B0.08%
72
CTXSEURCITRIX SYS INC COM
20,091$1.9B0.08%
73
PSAPUBLIC STORAGE COM
9,282$1.9B0.08%
74
POWERSHARES ETF TR II SP600 LO
40,935$1.8B0.08%
75
FISFIDELITY NATL INFORMATION SV C
18,987$1.8B0.08%
76
GSKGLAXOSMITHKLINE PLC SPONSORED
46,763$1.8B0.08%
77
FISVFISERV INC COM
25,609$1.8B0.08%
78
TMKTORCHMARK CORP COM
21,671$1.8B0.08%
79
OXYOCCIDENTAL PETE CORP DEL COM
27,761$1.8B0.08%
80
CLSCA INC COM
51,567$1.7B0.08%
81
DHRDANAHER CORP DEL COM
17,347$1.7B0.07%
82
WMWASTE MGMT INC DEL COM
20,033$1.7B0.07%
83
EQREQUITY RESIDENTIAL SH BEN INT
27,034$1.7B0.07%
84
ADPAUTOMATIC DATA PROCESSING IN C
14,669$1.7B0.07%
85
LABORATORY CORP AMER HLDGS COM
10,181$1.6B0.07%
86
LMTLOCKHEED MARTIN CORP COM
4,838$1.6B0.07%
87
HDHOME DEPOT INC COM
9,038$1.6B0.07%
88
NDAQNASDAQ INC COM
18,642$1.6B0.07%
89
PPGPPG INDS INC COM
14,152$1.6B0.07%
90
ITWILLINOIS TOOL WKS INC COM
9,899$1.6B0.07%
91
HLTHILTON WORLDWIDE HLDGS INC COM
19,675$1.6B0.07%
92
YUMYUM BRANDS INC COM
17,931$1.5B0.07%
93
PSXPHILLIPS 66 COM
15,819$1.5B0.07%
94
RTN1USDRAYTHEON CO COM NEW
7,019$1.5B0.07%
95
MCDMCDONALDS CORP COM
9,429$1.5B0.06%
96
SOSOUTHERN CO COM
32,779$1.5B0.06%
97
IJHISHARES TR CORE SP MCP ETF
7,763$1.5B0.06%
98
HRSEURHARRIS CORP DEL COM
9,012$1.5B0.06%
99
ZTSZOETIS INC CL A
17,247$1.4B0.06%
100
SJMSMUCKER J M CO COM NEW
11,585$1.4B0.06%
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