Horizon Investments, LLC Q2 2018 Filing

Filed August 13, 2018

Portfolio Value

$2.3T

Holdings

235

Report Date

Q2 2018

Filing Type

13F-HR

All Holdings (235 positions)

#StockSharesValue% PortfolioType
1
QUALISHARES TR USA QUALITY FCTR
3,071,349$256.3B11.13%
2
MTUMISHARES TR USA MOMENTUM FCT
2,273,138$249.4B10.83%
3
FEZSPDR INDEX SHS FDS EURO STOXX
4,875,862$186.9B8.12%
4
SLYGSPDR SERIES TRUST SP 600 SMCP
2,245,682$141.9B6.16%
5
SPYGSPDR SERIES TRUST PRTFLO SP500
3,220,770$113.1B4.91%
6
EEMEEM180713P41.00
2,400,000$104.0B4.52%Put
7
GQ9GLD180720P117.00
750,000$89.0B3.86%Put
8
VPLVANGUARD INTL EQUITY INDEX F F
1,092,380$76.4B3.32%
9
EEMEEM180720P42.00
1,500,000$65.0B2.82%Put
10
IHIISHARES TR U.S. MED DVC ETF
313,304$62.9B2.73%
11
SPEMSPDR INDEX SHS FDS PORTFOLIO E
1,743,629$61.6B2.68%
12
XLIXLI180720P71.00
700,000$50.1B2.18%Put
13
SPTLSPDR SERIES TRUST PORTFOLIO LN
1,357,745$47.6B2.07%
14
SPYVSPDR SERIES TRUST PRTFLO SP500
1,458,191$43.2B1.88%
15
TOTLSSGA ACTIVE ETF TR SPDR TR TAC
883,609$41.8B1.81%
16
HYLBDBX ETF TR XTRACK USD HIGH
750,217$36.5B1.59%
17
SPIBSPDR SERIES TRUST PORTFOLIO IN
950,001$31.6B1.37%
18
TLTTLT180921C122.00
255,000$31.0B1.35%Call
19
FEZFEZ180720P38.00
800,000$30.7B1.33%Put
20
PGFINVESCO EXCHANGE TRADED FD T F
1,509,654$27.7B1.21%
21
SHVISHARES TR SHORT TREAS BD
242,544$26.7B1.16%
22
SJNKSPDR SER TR BLOOMBERG SRT TR
968,091$26.2B1.14%
23
XTISHARES TR EXPONENTIAL TECH
717,944$26.0B1.13%
24
HYLSFIRST TR EXCHANGE TRADED FD FI
528,472$24.8B1.08%
25
EEMEEM180720P43.00
500,000$21.7B0.94%Put
26
VTVVANGUARD INDEX FDS VALUE ETF
178,632$18.5B0.81%
27
SPYSPDR SP 500 ETF TR TR UNIT
63,531$17.2B0.75%
28
FTSLFIRST TR EXCHANGE TRADED FD SE
332,001$15.8B0.69%
29
SRLNSSGA ACTIVE ETF TR BLKSTN GSOS
335,874$15.6B0.68%
30
VBVANGUARD INDEX FDS SMALL CP ET
91,521$14.2B0.62%
31
VWOVANGUARD INTL EQUITY INDEX F F
322,764$13.6B0.59%
32
VOVANGUARD INDEX FDS MID CAP ETF
84,411$13.3B0.58%
33
AGGISHARES TR CORE US AGGBD ET
116,028$12.3B0.53%
34
GQ9GLD181221P117.00
100,000$11.9B0.52%Put
35
SHYLDBX ETF TR XTRACKERS SHRT
208,589$10.2B0.44%
36
DBEFDBX ETF TR XTRACK MSCI EAFE
322,182$10.1B0.44%
37
BNDVANGUARD BD INDEX FD INC TOTAL
116,456$9.2B0.40%
38
IWFISHARES TR RUS 1000 GRW ETF
61,704$8.8B0.38%
39
HYGHISHARES US ETF TR IT RT HDG HG
97,004$8.7B0.38%
40
HYGISHARES TR IBOXX HI YD ETF
96,229$8.1B0.35%
41
CWISPDR INDEX SHS FDS MSCI ACWI E
174,442$6.5B0.28%
42
SCZISHARES TR EAFE SML CP ETF
71,558$4.5B0.20%
43
PGPROCTER AND GAMBLE CO COM
57,288$4.4B0.19%
44
LQDISHARES TR IBOXX INV CP ETF
34,965$4.0B0.17%
45
VEUVANGUARD INTL EQUITY INDEX F A
75,759$3.9B0.17%
46
PEPPEPSICO INC COM
33,045$3.6B0.16%
47
FTCFIRST TR LRG CP GRWTH ALPHAD C
52,544$3.5B0.15%
48
IVVISHARES TR CORE SP500 ETF
12,443$3.4B0.15%
49
FTAFIRST TR LRG CP VL ALPHADEX CO
63,911$3.3B0.15%
50
KOCOCA COLA CO COM
73,607$3.2B0.14%
51
CTXSEURCITRIX SYS INC COM
25,663$2.7B0.12%
52
ECLECOLAB INC COM
18,397$2.6B0.11%
53
WYWEYERHAEUSER CO COM
68,984$2.5B0.11%
54
SHYISHARES TR 1 3 YR TREAS BD
30,028$2.5B0.11%
55
RWRSPDR SERIES TRUST DJ REIT ETF
26,490$2.5B0.11%
56
MRSHMARSH MCLENNAN COS INC COM
30,274$2.5B0.11%
57
PWBINVESCO EXCHANGE TRADED FD T D
53,641$2.4B0.10%
58
UDRUDR INC COM
64,084$2.4B0.10%
59
IWRISHARES TR RUS MID CAP ETF
11,193$2.4B0.10%
60
FISFIDELITY NATL INFORMATION SV C
22,126$2.3B0.10%
61
AVBAVALONBAY CMNTYS INC COM
13,533$2.3B0.10%
62
XOMEXXON MOBIL CORP COM
28,136$2.3B0.10%
63
CTSHCOGNIZANT TECHNOLOGY SOLUTIO C
29,004$2.3B0.10%
64
APHAMPHENOL CORP NEW CL A
25,802$2.2B0.10%
65
DGROISHARES TR CORE DIV GRWTH
65,361$2.2B0.10%
66
XSLVINVESCO EXCHNG TRADED FD TR SP
46,354$2.2B0.10%
67
FISVFISERV INC COM
30,229$2.2B0.10%
68
LLOEWS CORP COM
45,984$2.2B0.10%
69
ADPAUTOMATIC DATA PROCESSING IN C
16,537$2.2B0.10%
70
CVXCHEVRON CORP NEW COM
17,501$2.2B0.10%
71
RSGREPUBLIC SVCS INC COM
32,163$2.2B0.10%
72
HONHONEYWELL INTL INC COM
14,892$2.1B0.09%
73
LABORATORY CORP AMER HLDGS COM
11,945$2.1B0.09%
74
AMGNAMGEN INC COM
11,453$2.1B0.09%
75
ALLERGAN PLC SHS
12,672$2.1B0.09%
76
APDAIR PRODS CHEMS INC COM
13,371$2.1B0.09%
77
TMKTORCHMARK CORP COM
25,092$2.0B0.09%
78
EQREQUITY RESIDENTIAL SH BEN INT
30,908$2.0B0.09%
79
DHRDANAHER CORP DEL COM
19,868$2.0B0.09%
80
AFLAFLAC INC COM
45,531$2.0B0.09%
81
NDAQNASDAQ INC COM
21,303$1.9B0.08%
82
IBMINTERNATIONAL BUSINESS MACHS C
13,922$1.9B0.08%
83
DUKDUKE ENERGY CORP NEW COM NEW
24,244$1.9B0.08%
84
PACWUSDPACWEST BANCORP DEL COM
38,142$1.9B0.08%
85
WMWASTE MGMT INC DEL COM
22,966$1.9B0.08%
86
HLTHILTON WORLDWIDE HLDGS INC COM
23,243$1.8B0.08%
87
FLIRFLIR SYS INC COM
35,222$1.8B0.08%
88
SOSOUTHERN CO COM
37,796$1.8B0.08%
89
PFEPFIZER INC COM
48,326$1.7B0.08%
90
AMEAMETEK INC NEW COM
23,721$1.7B0.07%
91
MCDMCDONALDS CORP COM
10,928$1.7B0.07%
92
ZTSZOETIS INC CL A
19,668$1.7B0.07%
93
IJHISHARES TR CORE SP MCP ETF
8,362$1.6B0.07%
94
YUMYUM BRANDS INC COM
20,818$1.6B0.07%
95
STZCONSTELLATION BRANDS INC CL A
7,427$1.6B0.07%
96
MMM3M CO COM
8,205$1.6B0.07%
97
EDCONSOLIDATED EDISON INC COM
20,658$1.6B0.07%
98
CLXCLOROX CO DEL COM
11,604$1.6B0.07%
99
XELXCEL ENERGY INC COM
33,867$1.5B0.07%
100
PEOEXELON CORP COM
36,106$1.5B0.07%
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