Horizon Investments, LLC

Q1 2020 13F-HR Holdings

Location
Charlotte, NC
Holdings as of
3/31/2020
Date filed
5/15/2020
Form type
13F-HR
Num holdings
303
Total value ($000)
$2,049,157
Net value change ($000)
-230,552 (-10.1%)
New positions
14
Sold out positions
226
Turnover %
69.0%
Sector allocation + QoQ delta (equities-only)

Holdings aggregated across other managers listed in the original SEC filing. View detailed breakdown

Prev filing: 2/14/2020 Next filing: 8/13/2020 SEC filing

Snapshot: Change Analysis

Compared to Q4 2019
Methodology: sector metrics are equities-only; instrument mix chart is ex-options; options exposure is shown separately. Why this matters.
Top Adds (Value $000, Stocks/ETFs)
BIL 963,863 NEW
MTUM 55,548 NEW
AGG 47,311 458.0%
SPAB 32,138 872.8%
RSP 24,663 633.7%
TLT 23,525 257.3%
SHY 22,423 711.8%
AGGY 17,498 78.7%
SPYG 16,192 21.2%
FIXD 9,142 44.1%
Top Reduces (Value $000, Stocks/ETFs)
SPYV -213,659 -83.8%
SPDW -153,702 -75.9%
QUAL -102,676 -57.3%
SPEM -102,526 -62.5%
USMV -92,310 -97.6%
EZU -66,962 -100.0%
HYLB -63,683 -96.9%
DXJ -60,015 -100.0%
DEUS -41,100 -92.3%
EFAV -36,495 -97.9%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 23,442 (1.1% of total reported value)
How this table is calculated: SEC VALUE ($000) is used as reported. For derivatives (PUT/CALL/WARRANT/RIGHT), SEC value represents reported underlying exposure, not premium cash paid/received. Column % is bucket-based: non-options share is calculated inside non-option total, options share is calculated inside options total. Details.
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Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type