Horizon Investments, LLC Q2 2019 Filing
Filed August 14, 2019
Portfolio Value
$3.6T
Holdings
531
Report Date
Q2 2019
Filing Type
13F-HR
All Holdings (531 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | SPYSPY191231C335.00 | 1,000,000 | $293.0B | 8.16% | Call |
| 2 | SPYGSPDR SERIES TRUST PRTFLO SP500 | 7,421,267 | $287.4B | 8.00% | |
| 3 | FXIISHARES TR CHINA LG-CAP ETF | 5,026,267 | $215.0B | 5.98% | |
| 4 | IWMIWM190719C161.00 | 1,300,000 | $202.2B | 5.63% | Call |
| 5 | QUALISHARES TR USA QUALITY FCTR | 2,207,960 | $202.0B | 5.62% | |
| 6 | DGROISHARES TR CORE DIV GRWTH | 4,899,053 | $187.1B | 5.21% | |
| 7 | SPYVSPDR SERIES TRUST PRTFLO SP500 | 5,559,653 | $173.9B | 4.84% | |
| 8 | NDQINVESCO QQQ TR UNIT SER 1 | 677,824 | $126.6B | 3.52% | |
| 9 | IWMIWM190705C160.00 | 750,000 | $116.6B | 3.25% | Call |
| 10 | EEMEEM190719P38.00 | 2,500,000 | $107.3B | 2.99% | Put |
| 11 | NDQQQQ190705C192.00 | 450,000 | $84.0B | 2.34% | Call |
| 12 | TOTLSSGA ACTIVE ETF TR SPDR TR TAC | 1,518,847 | $74.5B | 2.07% | |
| 13 | MTUMISHARES TR USA MOMENTUM FCT | 613,140 | $72.7B | 2.02% | |
| 14 | FXIFXI190705C43.00 | 1,700,000 | $72.7B | 2.02% | Call |
| 15 | XLUXLU190719P57.00 | 1,170,000 | $69.8B | 1.94% | Put |
| 16 | LVLNKRE190719C55.00 | 1,300,000 | $69.5B | 1.93% | Call |
| 17 | EEMEEM190920C49.00 | 1,500,000 | $64.4B | 1.79% | Call |
| 18 | IEFISHARES TR BARCLAYS 7 10 YR | 542,406 | $59.7B | 1.66% | |
| 19 | SPYSPY190719C290.00 | 200,000 | $58.6B | 1.63% | Call |
| 20 | RSPINVESCO EXCHANGE TRADED FD T S | 542,596 | $58.5B | 1.63% | |
| 21 | AGGYWISDOMTREE TR YIELD ENHANCD US | 1,105,071 | $56.6B | 1.58% | |
| 22 | —VXX190705P24.50 | 2,000,000 | $52.0B | 1.45% | Put |
| 23 | SPIBSPDR SERIES TRUST PORTFOLIO IN | 1,487,630 | $52.0B | 1.45% | |
| 24 | EEMEEM190719C44.00 | 1,200,000 | $51.5B | 1.43% | Call |
| 25 | FXIFXI190719C43.00 | 1,000,000 | $42.8B | 1.19% | Call |
| 26 | FXIFXI190816C43.00 | 1,000,000 | $42.8B | 1.19% | Call |
| 27 | DEUSDBX ETF TR XTRACK RUSS 1000 | 1,188,649 | $40.3B | 1.12% | |
| 28 | HYLBDBX ETF TR XTRACK USD HIGH | 589,435 | $29.6B | 0.82% | |
| 29 | QARPDBX ETF TR XTRCKR RUSL 1000 | 990,196 | $26.8B | 0.74% | |
| 30 | NDQQQQ190719P185.00 | 130,000 | $24.3B | 0.68% | Put |
| 31 | ASHRDBX ETF TR XTRACK HRVST CSI | 618,884 | $17.4B | 0.49% | |
| 32 | VTVVANGUARD INDEX FDS VALUE ETF | 150,223 | $16.7B | 0.46% | |
| 33 | SPYSPDR SP 500 ETF TR TR UNIT | 54,423 | $15.9B | 0.44% | |
| 34 | IEIISHARES TR 3 7 YR TREAS BD | 117,477 | $14.8B | 0.41% | |
| 35 | IEMGISHARES INC CORE MSCI EMKT | 234,515 | $12.1B | 0.34% | |
| 36 | AGGISHARES TR CORE US AGGBD ET | 97,205 | $10.8B | 0.30% | |
| 37 | VOVANGUARD INDEX FDS MID CAP ETF | 63,639 | $10.6B | 0.30% | |
| 38 | IJRISHARES TR CORE SP SCP ETF | 134,549 | $10.5B | 0.29% | |
| 39 | BNDVANGUARD BD INDEX FD INC TOTAL | 114,044 | $9.5B | 0.26% | |
| 40 | BONDPIMCO ETF TR ACTIVE BD ETF | 84,290 | $9.1B | 0.25% | |
| 41 | IWFISHARES TR RUS 1000 GRW ETF | 50,455 | $7.9B | 0.22% | |
| 42 | HEFAISHARES TR HDG MSCI EAFE | 244,541 | $7.3B | 0.20% | |
| 43 | JMBSJANUS DETROIT STR TR HENDERSON | 138,696 | $7.2B | 0.20% | |
| 44 | SHYLDBX ETF TR XTRACKERS SHRT | 145,279 | $7.2B | 0.20% | |
| 45 | JNJJOHNSON JOHNSON COM | 41,693 | $5.8B | 0.16% | |
| 46 | FTCFIRST TR LRG CP GRWTH ALPHAD C | 82,441 | $5.8B | 0.16% | |
| 47 | SPDWSPDR INDEX SHS FDS PORTFOLIO D | 188,934 | $5.6B | 0.16% | |
| 48 | JSMDJANUS DETROIT STR TR HENDERSN | 123,153 | $5.6B | 0.16% | |
| 49 | FTAFIRST TR LRG CP VL ALPHADEX CO | 105,517 | $5.5B | 0.15% | |
| 50 | VEUVANGUARD INTL EQUITY INDEX F A | 103,908 | $5.3B | 0.15% | |
| 51 | AMGNAMGEN INC COM | 26,834 | $4.9B | 0.14% | |
| 52 | WFCWELLS FARGO CO NEW COM | 104,262 | $4.9B | 0.14% | |
| 53 | IBMINTERNATIONAL BUSINESS MACHS C | 33,851 | $4.7B | 0.13% | |
| 54 | EMBISHARES TR JPMORGAN USD EMG | 40,418 | $4.6B | 0.13% | |
| 55 | VSSVANGUARD INTL EQUITY INDEX F F | 42,896 | $4.5B | 0.13% | |
| 56 | MSFTMICROSOFT CORP COM | 32,486 | $4.4B | 0.12% | |
| 57 | BILSPDR SERIES TRUST SPDR BLOOMBE | 47,398 | $4.3B | 0.12% | |
| 58 | —DBX ETF TR XTRACK MSCI CHNA | 125,101 | $4.2B | 0.12% | |
| 59 | SLBSCHLUMBERGER LTD COM | 104,926 | $4.2B | 0.12% | |
| 60 | GSKGLAXOSMITHKLINE PLC SPONSORED | 101,248 | $4.1B | 0.11% | |
| 61 | IVVISHARES TR CORE SP500 ETF | 13,637 | $4.0B | 0.11% | |
| 62 | WBAWALGREENS BOOTS ALLIANCE INC C | 73,521 | $4.0B | 0.11% | |
| 63 | INTCINTEL CORP COM | 83,822 | $4.0B | 0.11% | |
| 64 | KEYKEYCORP NEW COM | 224,969 | $4.0B | 0.11% | |
| 65 | GILDGILEAD SCIENCES INC COM | 58,398 | $3.9B | 0.11% | |
| 66 | OMCOMNICOM GROUP INC COM | 47,473 | $3.9B | 0.11% | |
| 67 | TRVCCITIGROUP INC COM NEW | 55,205 | $3.9B | 0.11% | |
| 68 | TPRTAPESTRY INC COM | 121,449 | $3.9B | 0.11% | |
| 69 | CMACOMERICA INC COM | 52,497 | $3.8B | 0.11% | |
| 70 | PSXPHILLIPS 66 COM | 39,648 | $3.7B | 0.10% | |
| 71 | TMTOYOTA MOTOR CORP SP ADR REP2C | 29,545 | $3.7B | 0.10% | |
| 72 | AWMSKYWORKS SOLUTIONS INC COM | 47,003 | $3.6B | 0.10% | |
| 73 | R6C2ROYAL DUTCH SHELL PLC SPON ADR | 54,796 | $3.6B | 0.10% | |
| 74 | METMETLIFE INC COM | 68,781 | $3.4B | 0.10% | |
| 75 | WPPWPP PLC NEW ADR | 53,944 | $3.4B | 0.09% | |
| 76 | SPABSPDR SERIES TRUST PORTFOLIO AG | 115,863 | $3.4B | 0.09% | |
| 77 | KSSKOHLS CORP COM | 70,688 | $3.4B | 0.09% | |
| 78 | PGPROCTER AND GAMBLE CO COM | 27,535 | $3.0B | 0.08% | |
| 79 | SNYSANOFI SPONSORED ADR | 69,040 | $3.0B | 0.08% | |
| 80 | WRKUSDWESTROCK CO COM | 81,755 | $3.0B | 0.08% | |
| 81 | METAFACEBOOK INC CL A | 15,363 | $3.0B | 0.08% | |
| 82 | GOOGLALPHABET INC CAP STK CL A | 2,711 | $2.9B | 0.08% | |
| 83 | PWBINVESCO EXCHANGE TRADED FD T D | 59,749 | $2.9B | 0.08% | |
| 84 | SHYISHARES TR 1 3 YR TREAS BD | 33,340 | $2.8B | 0.08% | |
| 85 | IWRISHARES TR RUS MID CAP ETF | 49,855 | $2.8B | 0.08% | |
| 86 | GAPGAP INC COM | 153,302 | $2.8B | 0.08% | |
| 87 | XSLVINVESCO EXCHNG TRADED FD TR SP | 56,487 | $2.7B | 0.08% | |
| 88 | FDO.FMACYS INC COM | 123,439 | $2.6B | 0.07% | |
| 89 | IPGINTERPUBLIC GROUP COS INC COM | 113,241 | $2.6B | 0.07% | |
| 90 | FT2FIRST HORIZON NATL CORP COM | 169,060 | $2.5B | 0.07% | |
| 91 | SUSUNCOR ENERGY INC NEW COM | 76,214 | $2.4B | 0.07% | |
| 92 | CVXCHEVRON CORP NEW COM | 18,267 | $2.3B | 0.06% | |
| 93 | CSCOCISCO SYS INC COM | 40,951 | $2.2B | 0.06% | |
| 94 | CAHCARDINAL HEALTH INC COM | 46,107 | $2.2B | 0.06% | |
| 95 | WMTWALMART INC COM | 19,482 | $2.2B | 0.06% | |
| 96 | HDHOME DEPOT INC COM | 9,906 | $2.1B | 0.06% | |
| 97 | HYGISHARES TR IBOXX HI YD ETF | 22,892 | $2.0B | 0.06% | |
| 98 | SYU1SYNOVUS FINL CORP COM NEW | 55,099 | $1.9B | 0.05% | |
| 99 | DISDISNEY WALT CO COM DISNEY | 13,405 | $1.9B | 0.05% | |
| 100 | CMCSACOMCAST CORP NEW CL A | 44,122 | $1.9B | 0.05% |
Page 1 of 6Next