Horizon Active Income Fund | |||||||
PORTFOLIO OF INVESTMENTS (Unaudited) | |||||||
February 28, 2022 | |||||||
Shares | Value | ||||||
INVESTMENT COMPANIES - 96.8% | |||||||
Exchange Traded Funds - 96.8% | |||||||
1,081,598 | Columbia Diversified Fixed Income Allocation ETF | $ | 21,675,224 | ||||
897,770 | First Trust Preferred Securities and Income ETF (b) | 17,264,117 | |||||
1,284,406 | First Trust TCW Opportunistic Fixed Income ETF (b) | 66,057,001 | |||||
648,281 | Hartford Total Return Bond ETF | 24,686,540 | |||||
594,624 | iShares 7-10 Year Treasury Bond ETF (b) | 66,669,243 | |||||
386,226 | iShares Core U.S. Aggregate Bond ETF | 42,623,901 | |||||
314,831 | iShares iBoxx Investment Grade Corporate Bond ETF (b) | 39,290,909 | |||||
104,905 | Overlay Shares Core Bond ETF | 2,555,832 | |||||
977,809 | SPDR Blackstone / GSO Senior Loan ETF (b) | 44,089,408 | |||||
194,834 | SPDR Bloomberg 1-3 Month T-Bill ETF (c) | 17,809,776 | |||||
377,036 | SPDR Portfolio Intermediate Term Corporate Bond ETF | 13,222,653 | |||||
879,702 | SPDR Portfolio Long Term Treasury ETF (b) | 35,135,298 | |||||
776,635 | VanEck Fallen Angel High Yield Bond ETF | 23,998,021 | |||||
421,891 | WisdomTree Yield Enhanced U.S. Aggregate Bond Fund | 20,845,634 | |||||
TOTAL INVESTMENT COMPANIES (Cost - $452,702,346) | 435,923,557 | ||||||
SHORT TERM INVESTMENTS - 3.0% | |||||||
Money Market Funds - 3.0% | |||||||
13,464,775 | First American Treasury Obligations Fund, Class X, 0.01% (a) | 13,464,775 | |||||
TOTAL SHORT TERM INVESTMENTS (Cost - $13,464,775) | 13,464,775 | ||||||
INVESTMENTS PURCHASED WITH PROCEEDS FROM SECURITIES LENDING - 32.5% | |||||||
146,503,889 | Mount Vernon Liquid Assets Portfolio, LLC, 0.12%, (a) | 146,503,889 | |||||
TOTAL INVESTMENTS PURCHASED WITH PROCEEDS FROM SECURITIES LENDING (Cost - $146,503,889) | 146,503,889 | ||||||
TOTAL INVESTMENTS - 132.3% (Cost - $612,671,010) | 595,892,221 | ||||||
Liabilities in Excess of Other Assets - (32.3)% | (145,492,484 | ) | |||||
NET ASSETS - 100.0% | $ | 450,399,737 | |||||
Percentages are stated as a percent of net assets. | |||||||
(a) Interest rate reflects seven-day yield on February 28, 2022. | |||||||
(b) All or a portion of this security is out on loan as of February 28, 2022. | |||||||
(c) Non-income producing security. | |||||||
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NPORT-P Filing
Horizon Funds NPORT-PHorizon Active Income Fund (Feb 2022 report)
Filed: 21 Apr 22, 10:51am