Horizons Wealth Management
Q4 2025 13F-HR Holdings
Net value change ($000)
+5,812
(4.0%)
New positions
4
Sold out positions
7
Turnover %
3.6%
Sector allocation + QoQ delta (equities-only)
Snapshot: Change Analysis
Compared to Q3 2025
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)
| BSCV | 2,030 | 128.4% |
| BSCW | 1,158 | 870.7% |
| IBTI | 1,059 | 1412.0% |
| BSJR | 846 | 44.2% |
| CMDY | 784 | 20.8% |
| VEA | 701 | 5.4% |
| VV | 617 | 4.0% |
| BND | 410 | 6.9% |
| VB | 402 | 3.9% |
| XLRE | 322 | 18.7% |
Top Reduces (Value $000, Stocks/ETFs)
| BSCP | -3,111 | -100.0% |
| iSHARES TRUST | -966 | -100.0% |
| PRIM | -788 | -61.5% |
| BSJP | -723 | -100.0% |
| Invesco Exchange-Traded Self-Indexed Fund Trust | -326 | -100.0% |
| VNQ | -259 | -2.5% |
| IBDQ | -212 | -100.0% |
| AGG | -57 | -4.0% |
| ICF | -55 | -6.2% |
| BRK-B | -49 | -6.2% |
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000):
2,256
(1.5% 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.
Filter:
Instrument:
| Issuer Name | Ticker | Sector | Industry | Class | History | Value ($000) | % | Shares | Shares Δ | Shares Δ% | Value Δ ($000) | Value Δ% | Principal | Option Type |
|---|