Horizon Active Asset Allocation Fund | |||||||
PORTFOLIO OF INVESTMENTS (Unaudited) | |||||||
February 28, 2022 | |||||||
Shares | Value | ||||||
INVESTMENT COMPANIES - 99.8% | |||||||
Exchange Traded Funds - 99.8% | |||||||
321,936 | Energy Select Sector SPDR Fund | $ | 22,722,243 | ||||
264,648 | Invesco QQQ Trust Series 1 (a) | 91,779,926 | |||||
576,644 | Invesco S&P 500 Equal Weight ETF (a) | 88,947,337 | |||||
276,891 | iShares Edge MSCI USA Quality Factor ETF | 35,962,603 | |||||
914,592 | iShares International Select Dividend ETF (a) | 29,038,296 | |||||
1,051,716 | iShares MSCI Europe Financials ETF | 19,667,089 | |||||
466,120 | iShares MSCI Japan ETF (a) | 29,337,593 | |||||
685,565 | iShares MSCI USA Minimum Volatility ETF | 50,546,708 | |||||
424,295 | iShares Select Dividend ETF | 52,531,964 | |||||
348,877 | Principal US Mega-Cap ETF | 14,293,491 | |||||
109,853 | Schwab U.S. Large-Cap Value ETF (a) | 7,676,528 | |||||
2,523,715 | SPDR Portfolio Emerging Markets ETF (a) | 100,519,569 | |||||
572,494 | SPDR Portfolio S&P 500 Growth ETF | 36,319,019 | |||||
1,446,999 | SPDR Portfolio S&P 500 Value ETF | 58,878,389 | |||||
944,200 | WisdomTree U.S. Quality Dividend Growth Fund | 58,615,936 | |||||
537,911 | Xtrackers MSCI USA ESG Leaders Equity ETF | 21,661,676 | |||||
189,131 | Xtrackers S&P 500 ESG ETF | 7,476,348 | |||||
TOTAL INVESTMENT COMPANIES (Cost - $725,807,910) | 725,974,715 | ||||||
INVESTMENTS PURCHASED WITH PROCEEDS FROM SECURITIES LENDING - 28.1% | |||||||
204,838,565 | Mount Vernon Liquid Assets Portfolio, LLC, 0.12% (b) | 204,838,565 | |||||
TOTAL INVESTMENTS PURCHASED WITH PROCEEDS FROM SECURITIES LENDING (Cost - $204,838,565) | 204,838,565 | ||||||
TOTAL INVESTMENTS - 127.9% (Cost - $930,646,475) | 930,813,280 | ||||||
Liabilities in Excess of Other Assets - (27.9)% | (203,150,034 | ) | |||||
NET ASSETS - 100.0% | $ | 727,663,246 | |||||
Percentages are stated as a percent of net assets. | |||||||
(a) All or a portion of this security is out on loan as of February 28, 2022. | |||||||
(b) Interest rate reflects the seven-day yield on February 28, 2022. | |||||||
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NPORT-P Filing
Horizon Funds NPORT-PHorizon Active Asset Allocation Fund (Feb 2022 report)
Filed: 21 Apr 22, 10:51am