Horizon Investments, LLC Q2 2017 Filing

Filed August 11, 2017

Portfolio Value

$1.7T

Holdings

152

Report Date

Q2 2017

Filing Type

13F-HR

All Holdings (152 positions)

#StockSharesValue% PortfolioType
1
IVWISHARES TR SP 500 GRWT ETF
1,421,166$192.5B11.47%
2
POWERSHARES QQQ TRUST UNIT SER
1,257,617$174.0B10.37%Put
3
EEMISHARES TR MSCI EMG MKT ETF
4,133,369$170.5B10.16%Put
4
VTVVANGUARD INDEX FDS VALUE ETF
1,447,259$137.4B8.19%
5
FEZSPDR INDEX SHS FDS EURO STOXX
3,137,807$122.7B7.31%Call
6
EFAISHARES TR MSCI EAFE ETF
1,511,999$98.6B5.88%
7
DBEUDBX ETF TR DB XTR MSCI EUR
2,490,000$70.8B4.22%
8
TOTLSSGA ACTIVE ETF TR SPDR TR TAC
1,153,361$56.6B3.37%
9
EFAiShares MSCI EAFE Index Fund
750,000$48.9B2.92%Call
10
LQDISHARES TR IBOXX INV CP ETF
281,548$33.5B2.00%
11
SRLNSSGA ACTIVE ETF TR BLKSTN GSOS
703,088$33.4B1.99%
12
VBVANGUARD INDEX FDS SMALL CP ET
250,033$33.3B1.98%
13
PGFPOWERSHARES ETF TRUST FINL PFD
1,524,328$29.0B1.73%
14
EMBISHARES TR JP MOR EM MK ETF
224,963$25.9B1.54%
15
XTISHARES TR EXPONEN TECHNO
815,498$25.4B1.51%
16
IHIISHARES TR U.S. MED DVC ETF
159,276$25.0B1.49%
17
VBKVANGUARD INDEX FDS SML CP GRW
172,642$24.6B1.47%
18
VBRVANGUARD INDEX FDS SM CP VAL E
195,593$23.7B1.41%
19
HYLBDBX ETF TR DEUTSCHE USD ETF
452,086$23.1B1.38%
20
CWBSPDR SERIES TRUST BLMBRG BRC C
425,461$20.7B1.24%
21
SJNKSPDR SER TR BLOOMBERG SRT TR
740,542$20.7B1.24%
22
IEFISHARES TR 7-10YR TR BD ETF
192,758$20.5B1.22%
23
iPath S&P 500 VIX ST Futures ETN
1,500,000$19.1B1.14%Call
24
TLTISHARES TR 20 YR TR BD ETF
150,000$18.7B1.11%Call
25
POWERSHARES ETF TR II PWRSHS S
364,064$14.4B0.86%
26
SPYSPDR SP 500 ETF TR TR UNIT
55,447$13.3B0.79%
27
VOVANGUARD INDEX FDS MID CAP ETF
91,970$12.9B0.77%
28
AGGISHARES TR CORE US AGGBD ET
107,864$11.7B0.70%
29
CWISPDR INDEX SHS FDS MSCI ACWI E
319,961$11.4B0.68%
30
VWOVANGUARD INTL EQUITY INDEX F F
252,481$10.3B0.62%
31
DBEFDBX ETF TR XTRAK MSCI EAFE
274,821$8.5B0.50%
32
QUALISHARES TR USA QUALITY FCTR
107,415$7.9B0.47%
33
IWFISHARES TR RUS 1000 GRW ETF
59,248$7.0B0.41%
34
VEUVANGUARD INTL EQUITY INDEX F A
136,707$6.8B0.41%
35
BNDVANGUARD BD INDEX FD INC TOTAL
74,749$6.1B0.36%
36
PWVPOWERSHARES ETF TRUST DYNM LRG
162,556$5.7B0.34%
37
HYGISHARES TR IBOXX HI YD ETF
61,572$5.4B0.32%
38
SHYISHARES TR 1-3 YR TR BD ETF
56,582$4.8B0.28%
39
IWRISHARES TR RUS MID CAP ETF
22,719$4.3B0.25%
40
POWERSHARES ETF TR II SP600 LO
85,496$3.7B0.22%
41
IVVISHARES TR CORE SP500 ETF
13,280$3.2B0.19%
42
AEPAMERICAN ELEC PWR INC COM
34,138$2.3B0.14%
43
CBCHUBB LIMITED COM
15,715$2.3B0.14%
44
KOCOCA COLA CO COM
52,118$2.3B0.14%
45
PFFISHARES TR U.S. PFD STK ETF
57,840$2.2B0.13%
46
RSGREPUBLIC SVCS INC COM
33,985$2.1B0.13%
47
WMWASTE MGMT INC DEL COM
27,902$2.0B0.12%
48
MMM3M CO COM
8,970$1.8B0.11%
49
IGSBISHARES TR 1-3 YR CR BD ETF
15,155$1.6B0.10%
50
JNJJOHNSON JOHNSON COM
12,434$1.5B0.09%
51
HONHONEYWELL INTL INC COM
11,585$1.5B0.09%
52
IJHISHARES TR CORE SP MCP ETF
8,720$1.5B0.09%
53
WMTWAL-MART STORES INC COM
18,284$1.4B0.08%
54
AFLAFLAC INC COM
18,834$1.4B0.08%
55
TRVTRAVELERS COMPANIES INC COM
10,874$1.3B0.08%
56
KMBKIMBERLY CLARK CORP COM
10,156$1.3B0.08%
57
PPLPPL CORP COM
33,441$1.3B0.08%
58
LLOEWS CORP COM
27,242$1.2B0.07%
59
HUSVFIRST TR EXCH TRADED FD III HO
58,336$1.2B0.07%
60
MCDMCDONALDS CORP COM
8,379$1.2B0.07%
61
HSYHERSHEY CO COM
11,209$1.2B0.07%
62
FISVFISERV INC COM
9,978$1.2B0.07%
63
CSCOCISCO SYS INC COM
34,455$1.2B0.07%
64
UTXZUNITED TECHNOLOGIES CORP COM
9,356$1.1B0.07%
65
MRSHMARSH MCLENNAN COS INC COM
15,190$1.1B0.07%
66
DISDISNEY WALT CO COM DISNEY
9,939$1.1B0.06%
67
ECLECOLAB INC COM
8,199$1.1B0.06%
68
DTEDTE ENERGY CO COM
10,039$1.1B0.06%
69
YUMYUM BRANDS INC COM
14,566$1.0B0.06%
70
CVSCVS HEALTH CORP COM
11,955$959.0M0.06%
71
SNYSANOFI SPONSORED ADR
18,950$951.0M0.06%
72
TTENTOTAL S A SPONSORED ADR
17,552$947.0M0.06%
73
IBMINTERNATIONAL BUSINESS MACHS C
6,163$947.0M0.06%
74
APHAMPHENOL CORP NEW CL A
13,001$947.0M0.06%
75
HBC2HSBC HLDGS PLC SPON ADR NEW
21,276$945.0M0.06%
76
PEPPEPSICO INC COM
8,286$936.0M0.06%
77
ESEVERSOURCE ENERGY COM
15,595$934.0M0.06%
78
QCOMQUALCOMM INC COM
16,769$928.0M0.06%
79
ALSALLSTATE CORP COM
10,865$914.0M0.05%
80
MUBISHARES TR NATIONAL MUN ETF
8,336$913.0M0.05%
81
GILDGILEAD SCIENCES INC COM
13,686$904.0M0.05%
82
NVONOVO-NORDISK A S ADR
21,764$884.0M0.05%
83
FTVFORTIVE CORP COM
13,264$840.0M0.05%
84
BRK/BBERKSHIRE HATHAWAY INC DEL CL
4,941$837.0M0.05%
85
GEGENERAL ELECTRIC CO COM
29,244$827.0M0.05%
86
XELXCEL ENERGY INC COM
17,802$811.0M0.05%
87
PGPROCTER AND GAMBLE CO COM
9,365$807.0M0.05%
88
AONAON PLC SHS CL A
6,024$748.0M0.04%
89
NVSNNOVARTIS A G SPONSORED ADR
9,263$745.0M0.04%
90
MRKMERCK CO INC COM
11,670$742.0M0.04%
91
PGRPROGRESSIVE CORP OHIO COM
18,521$740.0M0.04%
92
SOSOUTHERN CO COM
14,208$709.0M0.04%
93
ITWILLINOIS TOOL WKS INC COM
5,024$690.0M0.04%
94
KSSKOHLS CORP COM
18,806$686.0M0.04%
95
ROPROPER TECHNOLOGIES INC COM
3,090$684.0M0.04%
96
FTXOFIRST TR EXCHANGE TRADED FD NA
26,339$675.0M0.04%
97
FISFIDELITY NATL INFORMATION SV C
8,070$671.0M0.04%
98
WBAWALGREENS BOOTS ALLIANCE INC C
7,833$668.0M0.04%
99
COACH INC COM
14,466$655.0M0.04%
100
FDNFIRST TR EXCHANGE TRADED FD DJ
6,946$653.0M0.04%
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