Horizon Investments, LLC Q3 2016 Filing

Filed November 14, 2016

Portfolio Value

$1.5B

Holdings

113

Report Date

Q3 2016

Filing Type

13F-HR

All Holdings (113 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	EEM* ISHARES TR MSCI EMG MKT ETF	3,492,015	$130.8M	8.96%
2	IVW* ISHARES TR SP 500 GRWT ETF	994,136	$120.9M	8.29%
3	IWN* ISHARES TR RUS 2000 VAL ETF	963,168	$100.9M	6.91%
4	VBK* VANGUARD INDEX FDS SML CP GR	736,769	$97.1M	6.65%
5	VGT* VANGUARD WORLD FDS INF TECH	765,914	$92.2M	6.32%
6	IJH* ISHARES TR CORE SP MCP ETF	586,989	$90.8M	6.22%
7	XLB* SELECT SECTOR SPDR TR SBI MA	1,893,894	$90.4M	6.20%
8	LQD* ISHARES TR IBOXX INV CP ETF	710,141	$87.5M	6.00%
9	AGG* ISHARES TR CORE US AGGBD ET	721,457	$81.1M	5.56%
10	DXJ* WISDOMTREE TR JAPN HEDGE EQT	1,365,185	$58.6M	4.01%
11	KBE* SPDR SERIES TRUST SP BK ETF	1,648,952	$55.0M	3.77%
12	SDY* SPDR SERIES TRUST SP DIVID E	571,450	$48.2M	3.30%
13	INDA* ISHARES TR MSCI INDIA ETF	1,610,264	$47.4M	3.25%
14	—* VANECK VECTORS ETF TR HIGH Y	1,302,494	$42.0M	2.88%
15	SPY* SPDR SP 500 ETF TR TR UNIT	131,578	$28.5M	1.95%
16	—* POWERSHARES ETF TR II VAR RA	1,107,017	$28.2M	1.94%
17	HYLSFIRST TR EXCHANGE TRADED FD FI	578,088	$28.1M	1.93%
18	PGF* POWERSHARES ETF TRUST FINL P	1,475,544	$28.1M	1.93%
19	IVE* ISHARES TR SP 500 VAL ETF	235,648	$22.4M	1.53%
20	SPYSPDR S&P 500 ETF TRUST	75,000	$16.2M	1.11%	Put
21	PWV* POWERSHARES ETF TRUST DYNM L	395,422	$12.5M	0.86%
22	QUAL* ISHARES TR USA QUALITY FCTR	183,931	$12.4M	0.85%
23	—* POWERSHARES ETF TR II PWRSHS	315,433	$12.3M	0.84%
24	VTV* VANGUARD INDEX FDS VALUE ETF	107,938	$9.4M	0.64%
25	VO* VANGUARD INDEX FDS MID CAP E	65,639	$8.5M	0.58%
26	VB* VANGUARD INDEX FDS SMALL CP	69,283	$8.5M	0.58%
27	IWF* ISHARES TR RUS 1000 GRW ETF	81,219	$8.5M	0.58%
28	CWI* SPDR INDEX SHS FDS MSCI ACWI	233,951	$7.6M	0.52%
29	VT* VANGUARD INTL EQUITY INDEX F	106,086	$6.5M	0.44%
30	DBEF* DBX ETF TR XTRAK MSCI EAFE	227,787	$6.0M	0.41%
31	BND* VANGUARD BD INDEX FD INC TOT	55,289	$4.7M	0.32%
32	VWO* VANGUARD INTL EQUITY INDEX F	104,105	$3.9M	0.27%
33	IWR* ISHARES TR RUS MID-CAP ETF	20,529	$3.6M	0.25%
34	SHY* ISHARES TR 1-3 YR TR BD ETF	41,369	$3.5M	0.24%
35	VEU* VANGUARD INTL EQUITY INDEX F	76,584	$3.5M	0.24%
36	MUB* ISHARES TR NATIONAL MUN ETF	29,799	$3.4M	0.23%
37	IVV* ISHARES TR CORE SP500 ETF	13,293	$2.9M	0.20%
38	TOTLSSGA ACTIVE ETF TR SPDR TR TAC	52,501	$2.6M	0.18%
39	—* POWERSHARES ETF TRUST II SEN	90,679	$2.1M	0.14%
40	AAPL* APPLE INC COM	17,439	$2.0M	0.14%
41	PFF* ISHARES TR U.S. PFD STK ETF	42,193	$1.7M	0.11%
42	JNJ* JOHNSON JOHNSON COM	13,301	$1.6M	0.11%
43	IGSB* ISHARES TR 1-3 YR CR BD ETF	11,093	$1.2M	0.08%
44	T* ATT INC COM	28,124	$1.1M	0.08%
45	UPS* UNITED PARCEL SERVICE INC CL	10,169	$1.1M	0.08%
46	MSFT* MICROSOFT CORP COM	16,689	$961K	0.07%
47	CSCO* CISCO SYS INC COM	29,999	$952K	0.07%
48	—* POWERSHS DB MULTI SECT COMM	21,349	$867K	0.06%
49	—* POWERSHS DB MULTI SECT COMM	28,679	$866K	0.06%
50	—* DOW CHEM CO COM	16,631	$862K	0.06%
51	A4S* AMERIPRISE FINL INC COM	8,599	$858K	0.06%
52	USB* US BANCORP DEL COM NEW	19,729	$846K	0.06%
53	GE* GENERAL ELECTRIC CO COM	28,520	$845K	0.06%
54	GILD* GILEAD SCIENCES INC COM	10,683	$845K	0.06%
55	DYH* TARGET CORP COM	12,127	$833K	0.06%
56	WMT* WAL-MART STORES INC COM	10,509	$758K	0.05%
57	GSK* GLAXOSMITHKLINE PLC SPONSORE	17,470	$753K	0.05%
58	DEO* DIAGEO P L C SPON ADR NEW	6,410	$744K	0.05%
59	ABT* ABBOTT LABS COM	17,307	$732K	0.05%
60	VOD* VODAFONE GROUP PLC NEW SPNSR	24,859	$725K	0.05%
61	FDN* FIRST TR EXCHANGE TRADED FD	8,700	$710K	0.05%
62	FXN* FIRST TR EXCHANGE TRADED FD	45,989	$709K	0.05%
63	XOM* EXXON MOBIL CORP COM	7,935	$693K	0.05%
64	WFC* WELLS FARGO CO NEW COM	15,488	$686K	0.05%
65	FXU* FIRST TR EXCHANGE TRADED FD	26,228	$680K	0.05%
66	CMS* CMS ENERGY CORP COM	16,110	$677K	0.05%
67	FXD* FIRST TR EXCHANGE TRADED FD	19,060	$672K	0.05%
68	FXG* FIRST TR EXCHANGE TRADED FD	14,335	$666K	0.05%
69	PUKN* PRUDENTIAL PLC ADR	16,581	$592K	0.04%
70	PG4* PRINCIPAL FINL GROUP INC COM	11,267	$580K	0.04%
71	FEX* FIRST TR LRGE CP CORE ALPHA	12,356	$578K	0.04%
72	WM* WASTE MGMT INC DEL COM	8,931	$569K	0.04%
73	FDO.F* MACYS INC COM	14,433	$535K	0.04%
74	FAST* FASTENAL CO COM	12,773	$534K	0.04%
75	MGA* MAGNA INTL INC COM	12,184	$523K	0.04%
76	BP* BP PLC SPONSORED ADR	14,575	$512K	0.04%
77	PG* PROCTER AND GAMBLE CO COM	5,640	$506K	0.03%
78	BIIB* BIOGEN INC COM	1,610	$504K	0.03%
79	BTUSD* BT GROUP PLC ADR	19,755	$502K	0.03%
80	FTAFIRST TR LRG CP VL ALPHADEX CO	11,404	$486K	0.03%
81	VLO* VALERO ENERGY CORP NEW COM	9,100	$482K	0.03%
82	PEP* PEPSICO INC COM	4,304	$468K	0.03%
83	IWM* ISHARES TR RUSSELL 2000 ETF	3,616	$449K	0.03%
84	LKQ1* LKQ CORP COM	12,659	$449K	0.03%
85	MMM* 3M CO COM	2,521	$445K	0.03%
86	NDAQ* NASDAQ INC COM	6,431	$434K	0.03%
87	BA* BOEING CO COM	3,278	$432K	0.03%
88	SHV* ISHARES TR SHRT TRS BD ETF	3,705	$409K	0.03%
89	EMN* EASTMAN CHEM CO COM	5,121	$347K	0.02%
90	UHS* UNIVERSAL HLTH SVCS INC CL B	2,710	$334K	0.02%
91	A3I* AMERISAFE INC COM	5,395	$317K	0.02%
92	SLRC* SOLAR CAP LTD COM	13,245	$272K	0.02%
93	JPM* JPMORGAN CHASE CO COM	4,022	$268K	0.02%
94	—* DONNELLEY R R SONS CO COM	16,741	$263K	0.02%
95	LMT* LOCKHEED MARTIN CORP COM	1,080	$259K	0.02%
96	CRM* SALESFORCE COM INC COM	3,612	$258K	0.02%
97	NMFC* NEW MTN FIN CORP COM	18,530	$255K	0.02%
98	MO* ALTRIA GROUP INC COM	3,973	$251K	0.02%
99	GOOD* GLADSTONE COML CORP COM	13,155	$245K	0.02%
100	DIN* DINEEQUITY INC COM	3,025	$240K	0.02%

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