This is not (yet) available via GUI to my knowledge. This is likely queryable via Horizon API via session data, as ControlUp reports it.

Each host should have a SessionData in HKLM > Software > VMware, Inc. > VMware VDM with a number underneath representing each session. Under each one, you will find various properties for each, including one called ViewClient_Launch_ID. This will give you the application that was launched from that farm. You could script something easily enough to scrape this information. 

-Nick