Horizon Investments, LLC Q3 2016 Filing

Filed November 14, 2016

Portfolio Value

$1.5T

Holdings

113

Report Date

Q3 2016

Filing Type

13F-HR

All Holdings (113 positions)

#StockSharesValue% PortfolioType
1
EEM* ISHARES TR MSCI EMG MKT ETF
3,492,015$130.8B8.96%
2
IVW* ISHARES TR SP 500 GRWT ETF
994,136$120.9B8.29%
3
IWN* ISHARES TR RUS 2000 VAL ETF
963,168$100.9B6.91%
4
VBK* VANGUARD INDEX FDS SML CP GR
736,769$97.1B6.65%
5
VGT* VANGUARD WORLD FDS INF TECH
765,914$92.2B6.32%
6
IJH* ISHARES TR CORE SP MCP ETF
586,989$90.8B6.22%
7
XLB* SELECT SECTOR SPDR TR SBI MA
1,893,894$90.4B6.20%
8
LQD* ISHARES TR IBOXX INV CP ETF
710,141$87.5B6.00%
9
AGG* ISHARES TR CORE US AGGBD ET
721,457$81.1B5.56%
10
DXJ* WISDOMTREE TR JAPN HEDGE EQT
1,365,185$58.6B4.01%
11
KBE* SPDR SERIES TRUST SP BK ETF
1,648,952$55.0B3.77%
12
SDY* SPDR SERIES TRUST SP DIVID E
571,450$48.2B3.30%
13
INDA* ISHARES TR MSCI INDIA ETF
1,610,264$47.4B3.25%
14
* VANECK VECTORS ETF TR HIGH Y
1,302,494$42.0B2.88%
15
SPY* SPDR SP 500 ETF TR TR UNIT
131,578$28.5B1.95%
16
* POWERSHARES ETF TR II VAR RA
1,107,017$28.2B1.94%
17
HYLSFIRST TR EXCHANGE TRADED FD FI
578,088$28.1B1.93%
18
PGF* POWERSHARES ETF TRUST FINL P
1,475,544$28.1B1.93%
19
IVE* ISHARES TR SP 500 VAL ETF
235,648$22.4B1.53%
20
SPYSPDR S&P 500 ETF TRUST
75,000$16.2B1.11%Put
21
PWV* POWERSHARES ETF TRUST DYNM L
395,422$12.5B0.86%
22
QUAL* ISHARES TR USA QUALITY FCTR
183,931$12.4B0.85%
23
* POWERSHARES ETF TR II PWRSHS
315,433$12.3B0.84%
24
VTV* VANGUARD INDEX FDS VALUE ETF
107,938$9.4B0.64%
25
VO* VANGUARD INDEX FDS MID CAP E
65,639$8.5B0.58%
26
VB* VANGUARD INDEX FDS SMALL CP
69,283$8.5B0.58%
27
IWF* ISHARES TR RUS 1000 GRW ETF
81,219$8.5B0.58%
28
CWI* SPDR INDEX SHS FDS MSCI ACWI
233,951$7.6B0.52%
29
VT* VANGUARD INTL EQUITY INDEX F
106,086$6.5B0.44%
30
DBEF* DBX ETF TR XTRAK MSCI EAFE
227,787$6.0B0.41%
31
BND* VANGUARD BD INDEX FD INC TOT
55,289$4.7B0.32%
32
VWO* VANGUARD INTL EQUITY INDEX F
104,105$3.9B0.27%
33
IWR* ISHARES TR RUS MID-CAP ETF
20,529$3.6B0.25%
34
SHY* ISHARES TR 1-3 YR TR BD ETF
41,369$3.5B0.24%
35
VEU* VANGUARD INTL EQUITY INDEX F
76,584$3.5B0.24%
36
MUB* ISHARES TR NATIONAL MUN ETF
29,799$3.4B0.23%
37
IVV* ISHARES TR CORE SP500 ETF
13,293$2.9B0.20%
38
TOTLSSGA ACTIVE ETF TR SPDR TR TAC
52,501$2.6B0.18%
39
* POWERSHARES ETF TRUST II SEN
90,679$2.1B0.14%
40
AAPL* APPLE INC COM
17,439$2.0B0.14%
41
PFF* ISHARES TR U.S. PFD STK ETF
42,193$1.7B0.11%
42
JNJ* JOHNSON JOHNSON COM
13,301$1.6B0.11%
43
IGSB* ISHARES TR 1-3 YR CR BD ETF
11,093$1.2B0.08%
44
T* ATT INC COM
28,124$1.1B0.08%
45
UPS* UNITED PARCEL SERVICE INC CL
10,169$1.1B0.08%
46
MSFT* MICROSOFT CORP COM
16,689$961.0M0.07%
47
CSCO* CISCO SYS INC COM
29,999$952.0M0.07%
48
* POWERSHS DB MULTI SECT COMM
21,349$867.0M0.06%
49
* POWERSHS DB MULTI SECT COMM
28,679$866.0M0.06%
50
* DOW CHEM CO COM
16,631$862.0M0.06%
51
A4S* AMERIPRISE FINL INC COM
8,599$858.0M0.06%
52
USB* US BANCORP DEL COM NEW
19,729$846.0M0.06%
53
GE* GENERAL ELECTRIC CO COM
28,520$845.0M0.06%
54
GILD* GILEAD SCIENCES INC COM
10,683$845.0M0.06%
55
DYH* TARGET CORP COM
12,127$833.0M0.06%
56
WMT* WAL-MART STORES INC COM
10,509$758.0M0.05%
57
GSK* GLAXOSMITHKLINE PLC SPONSORE
17,470$753.0M0.05%
58
DEO* DIAGEO P L C SPON ADR NEW
6,410$744.0M0.05%
59
ABT* ABBOTT LABS COM
17,307$732.0M0.05%
60
VOD* VODAFONE GROUP PLC NEW SPNSR
24,859$725.0M0.05%
61
FDN* FIRST TR EXCHANGE TRADED FD
8,700$710.0M0.05%
62
FXN* FIRST TR EXCHANGE TRADED FD
45,989$709.0M0.05%
63
XOM* EXXON MOBIL CORP COM
7,935$693.0M0.05%
64
WFC* WELLS FARGO CO NEW COM
15,488$686.0M0.05%
65
FXU* FIRST TR EXCHANGE TRADED FD
26,228$680.0M0.05%
66
CMS* CMS ENERGY CORP COM
16,110$677.0M0.05%
67
FXD* FIRST TR EXCHANGE TRADED FD
19,060$672.0M0.05%
68
FXG* FIRST TR EXCHANGE TRADED FD
14,335$666.0M0.05%
69
PUKN* PRUDENTIAL PLC ADR
16,581$592.0M0.04%
70
PG4* PRINCIPAL FINL GROUP INC COM
11,267$580.0M0.04%
71
FEX* FIRST TR LRGE CP CORE ALPHA
12,356$578.0M0.04%
72
WM* WASTE MGMT INC DEL COM
8,931$569.0M0.04%
73
FDO.F* MACYS INC COM
14,433$535.0M0.04%
74
FAST* FASTENAL CO COM
12,773$534.0M0.04%
75
MGA* MAGNA INTL INC COM
12,184$523.0M0.04%
76
BP* BP PLC SPONSORED ADR
14,575$512.0M0.04%
77
PG* PROCTER AND GAMBLE CO COM
5,640$506.0M0.03%
78
BIIB* BIOGEN INC COM
1,610$504.0M0.03%
79
BTUSD* BT GROUP PLC ADR
19,755$502.0M0.03%
80
FTAFIRST TR LRG CP VL ALPHADEX CO
11,404$486.0M0.03%
81
VLO* VALERO ENERGY CORP NEW COM
9,100$482.0M0.03%
82
PEP* PEPSICO INC COM
4,304$468.0M0.03%
83
IWM* ISHARES TR RUSSELL 2000 ETF
3,616$449.0M0.03%
84
LKQ1* LKQ CORP COM
12,659$449.0M0.03%
85
MMM* 3M CO COM
2,521$445.0M0.03%
86
NDAQ* NASDAQ INC COM
6,431$434.0M0.03%
87
BA* BOEING CO COM
3,278$432.0M0.03%
88
SHV* ISHARES TR SHRT TRS BD ETF
3,705$409.0M0.03%
89
EMN* EASTMAN CHEM CO COM
5,121$347.0M0.02%
90
UHS* UNIVERSAL HLTH SVCS INC CL B
2,710$334.0M0.02%
91
A3I* AMERISAFE INC COM
5,395$317.0M0.02%
92
SLRC* SOLAR CAP LTD COM
13,245$272.0M0.02%
93
JPM* JPMORGAN CHASE CO COM
4,022$268.0M0.02%
94
* DONNELLEY R R SONS CO COM
16,741$263.0M0.02%
95
LMT* LOCKHEED MARTIN CORP COM
1,080$259.0M0.02%
96
CRM* SALESFORCE COM INC COM
3,612$258.0M0.02%
97
NMFC* NEW MTN FIN CORP COM
18,530$255.0M0.02%
98
MO* ALTRIA GROUP INC COM
3,973$251.0M0.02%
99
GOOD* GLADSTONE COML CORP COM
13,155$245.0M0.02%
100
DIN* DINEEQUITY INC COM
3,025$240.0M0.02%
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