Horizon Defined Risk Fund | |||||||||
PORTFOLIO OF INVESTMENTS (Unaudited) | |||||||||
February 28, 2022 | |||||||||
Shares | Value | ||||||||
COMMON STOCKS - 95.8% | |||||||||
Accommodation and Food Services - 0.1% | |||||||||
1,630 | Caesars Entertainment, Inc. (a) | $ | 137,230 | ||||||
1,160 | Penn National Gaming, Inc. (a) | 59,566 | |||||||
196,796 | |||||||||
Advertising - 0.1% | |||||||||
3,067 | Interpublic Group of Cos., Inc. | 112,866 | |||||||
1,673 | Omnicom Group, Inc. | 140,348 | |||||||
253,214 | |||||||||
Aerospace/Defense - 1.2% | |||||||||
4,291 | Boeing Co. (a) | 881,114 | |||||||
1,810 | General Dynamics Corp. | 424,354 | |||||||
3,019 | Howmet Aerospace, Inc. | 108,442 | |||||||
1,570 | L3Harris Technologies, Inc. | 396,127 | |||||||
1,924 | Lockheed Martin Corp. (f) | 834,631 | |||||||
1,177 | Northrop Grumman Corp. (f) | 520,399 | |||||||
362 | Teledyne Technologies, Inc. (a) | 155,436 | |||||||
406 | TransDigm Group, Inc. (a) | 270,636 | |||||||
3,591,139 | |||||||||
Agriculture - 0.8% | |||||||||
14,462 | Altria Group, Inc. (f) | 741,756 | |||||||
4,371 | Archer Daniels Midland Co. | 342,905 | |||||||
12,238 | Philip Morris International, Inc. (f) | 1,236,895 | |||||||
2,321,556 | |||||||||
Airlines - 0.2% | |||||||||
974 | Alaska Air Group, Inc. (a) | 54,680 | |||||||
5,041 | American Airlines Group, Inc. (a)(d) | 86,957 | |||||||
4,993 | Delta Air Lines, Inc. (a) | 199,321 | |||||||
4,623 | Southwest Airlines Co. (a) | 202,487 | |||||||
2,497 | United Airlines Holdings, Inc. (a) | 110,867 | |||||||
654,312 | |||||||||
Apparel - 0.6% | |||||||||
2,729 | Hanesbrands, Inc. | 42,163 | |||||||
10,008 | Nike, Inc., Class B | 1,366,592 | |||||||
554 | PVH Corp. | 54,231 | |||||||
376 | Ralph Lauren Corp. | 49,647 | |||||||
2,171 | Tapestry, Inc. | 88,794 | |||||||
1,478 | Under Armour, Inc., Class A (a) | 26,442 | |||||||
1,534 | Under Armour, Inc., Class C (a) | 23,976 | |||||||
2,526 | VF Corp. | 146,559 | |||||||
1,798,404 | |||||||||
Auto Manufacturers - 0.5% | |||||||||
1,124 | Cummins, Inc. | 229,431 | |||||||
30,550 | Ford Motor Co. (f) | 536,458 | |||||||
11,323 | General Motors Co. (a)(f) | 529,010 | |||||||
2,727 | PACCAR, Inc. | 250,366 | |||||||
1,545,265 | |||||||||
Auto Parts & Equipment - 0.1% | |||||||||
2,109 | Aptiv PLC (a) | 272,989 | |||||||
1,881 | BorgWarner, Inc. | 77,140 | |||||||
350,129 | |||||||||
Banks - 4.8% | |||||||||
57,746 | Bank of America Corp. | 2,552,373 | |||||||
6,208 | Bank of New York Mellon Corp. | 329,955 | |||||||
15,806 | Citigroup, Inc. | 936,189 | |||||||
3,323 | Citizens Financial Group, Inc. | 174,192 | |||||||
1,041 | Comerica, Inc. | 99,405 | |||||||
5,395 | Fifth Third Bancorp | 258,097 | |||||||
1,369 | First Republic Bank | 237,193 | |||||||
2,625 | Goldman Sachs Group, Inc. (f) | 895,886 | |||||||
11,526 | Huntington Bancshares, Inc. | 178,884 | |||||||
23,333 | JPMorgan Chase & Co. | 3,308,619 | |||||||
7,464 | KeyCorp | 187,123 | |||||||
1,001 | M&T Bank Corp. | 182,412 | |||||||
11,376 | Morgan Stanley | 1,032,258 | |||||||
1,628 | Northern Trust Corp. | 185,429 | |||||||
3,320 | PNC Financial Services Group, Inc. (f) | 661,510 | |||||||
7,447 | Regions Financial Corp. | 180,143 | |||||||
2,854 | State Street Corp. | 243,532 | |||||||
454 | SVB Financial Group (a) | 275,124 | |||||||
10,418 | Truist Financial Corp. (f) | 648,208 | |||||||
32,200 | Wells Fargo & Co. | 1,718,514 | |||||||
1,264 | Zions Bancorp N.A. | 89,605 | |||||||
14,374,651 | |||||||||
Beverages - 1.5% | |||||||||
1,431 | Brown-Forman Corp., Class B | 93,344 | |||||||
30,495 | Coca-Cola Co. | 1,898,009 | |||||||
1,316 | Constellation Brands, Inc., Class A | 283,756 | |||||||
1,482 | Molson Coors Brewing Co., Class B | 77,331 | |||||||
2,915 | Monster Beverage Corp. (a) | 246,026 | |||||||
10,880 | PepsiCo, Inc. | 1,781,491 | |||||||
4,379,957 | |||||||||
Biotechnology - 1.2% | |||||||||
4,452 | Amgen, Inc. | 1,008,289 | |||||||
1,174 | Biogen, Inc. (a) | 247,726 | |||||||
163 | Bio-Rad Laboratories, Inc., Class A (a) | 102,031 | |||||||
5,724 | Corteva, Inc. | 297,820 | |||||||
9,836 | Gilead Sciences, Inc. (f) | 594,094 | |||||||
1,146 | Illumina, Inc. (a)(f) | 374,284 | |||||||
1,470 | Incyte Corp. (a) | 100,401 | |||||||
823 | Regeneron Pharmaceuticals, Inc. (a)(f) | 508,910 | |||||||
2,033 | Vertex Pharmaceuticals, Inc. (a) | 467,631 | |||||||
3,701,186 | |||||||||
Building Materials - 0.4% | |||||||||
6,803 | Carrier Global Corp. | 305,319 | |||||||
1,076 | Fortune Brands Home & Security, Inc. | 93,504 | |||||||
5,582 | Johnson Controls International PLC (f) | 362,607 | |||||||
483 | Martin Marietta Materials, Inc. | 183,250 | |||||||
1,941 | Masco Corp. | 108,774 | |||||||
1,036 | Vulcan Materials Co. | 187,982 | |||||||
1,241,436 | |||||||||
Chemicals - 1.4% | |||||||||
1,726 | Air Products & Chemicals, Inc. (f) | 407,854 | |||||||
908 | Albemarle Corp. | 177,868 | |||||||
864 | Celanese Corp. | 120,338 | |||||||
1,667 | CF Industries Holdings, Inc. | 135,344 | |||||||
5,817 | Dow, Inc. | 342,970 | |||||||
4,081 | DuPont de Nemours, Inc. | 315,747 | |||||||
1,060 | Eastman Chemical Co. | 125,578 | |||||||
1,006 | FMC Corp. | 117,953 | |||||||
1,952 | International Flavors & Fragrances, Inc. | 259,616 | |||||||
4,037 | Linde PLC (f) | 1,183,810 | |||||||
2,025 | LyondellBasell Industries NV, Class A | 196,891 | |||||||
2,678 | Mosaic Co. | 140,408 | |||||||
1,856 | PPG Industries, Inc. | 247,683 | |||||||
1,887 | Sherwin-Williams Co. (f) | 496,526 | |||||||
4,268,586 | |||||||||
Commercial Services - 1.8% | |||||||||
3,317 | Automatic Data Processing, Inc. (f) | 678,127 | |||||||
681 | Cintas Corp. | 255,593 | |||||||
1,950 | Ecolab, Inc. (f) | 343,707 | |||||||
952 | Equifax, Inc. | 207,860 | |||||||
644 | FleetCor Technologies, Inc. (a) | 150,825 | |||||||
650 | Gartner, Inc. (a) | 182,273 | |||||||
2,293 | Global Payments, Inc. | 305,840 | |||||||
294 | MarketAxess Holdings, Inc. | 112,140 | |||||||
1,267 | Moody's Corp. (f) | 408,012 | |||||||
2,795 | Nielsen Holdings PLC | 48,689 | |||||||
9,203 | PayPal Holdings, Inc. (a) | 1,030,092 | |||||||
1,083 | Quanta Services, Inc. | 117,982 | |||||||
869 | Robert Half International, Inc. | 104,532 | |||||||
1,743 | Rollins, Inc. | 56,874 | |||||||
2,770 | S&P Global, Inc. | 1,040,698 | |||||||
561 | United Rentals, Inc. (a) | 180,429 | |||||||
1,261 | Verisk Analytics, Inc. | 223,626 | |||||||
5,447,299 | |||||||||
Computers - 8.1% | |||||||||
4,959 | Accenture PLC, Class A (f) | 1,567,143 | |||||||
123,075 | Apple, Inc. (f) | 20,322,144 | |||||||
4,113 | Cognizant Technology Solutions Corp., Class A | 354,253 | |||||||
1,962 | DXC Technology Co. (a) | 66,767 | |||||||
1,056 | Fortinet, Inc. (a) | 363,813 | |||||||
10,202 | Hewlett Packard Enterprise Co. | 162,416 | |||||||
9,378 | HP, Inc. | 322,228 | |||||||
7,025 | International Business Machines Corp. (f) | 860,633 | |||||||
1,046 | Leidos Holdings, Inc. | 106,525 | |||||||
1,745 | NetApp, Inc. | 136,773 | |||||||
2,377 | Western Digital Corp. (a) | 121,084 | |||||||
24,383,779 | |||||||||
Cosmetics/Personal Care - 1.3% | |||||||||
6,630 | Colgate-Palmolive Co. (f) | 510,178 | |||||||
1,812 | Estee Lauder Cos., Inc., Class A (f) | 536,950 | |||||||
19,063 | Procter & Gamble Co. | 2,971,731 | |||||||
4,018,859 | |||||||||
Distribution/Wholesale - 0.2% | |||||||||
1,643 | Copart, Inc. (a) | 201,892 | |||||||
4,497 | Fastenal Co. | 231,416 | |||||||
2,117 | LKQ Corp. | 99,393 | |||||||
340 | WW Grainger, Inc. | 162,200 | |||||||
694,901 | |||||||||
Diversified Financial Services - 3.8% | |||||||||
5,013 | American Express Co. (f) | 975,229 | |||||||
883 | Ameriprise Financial, Inc. | 264,715 | |||||||
1,115 | BlackRock, Inc. (f) | 829,437 | |||||||
3,481 | Capital One Financial Corp. (f) | 533,533 | |||||||
831 | CBOE Global Markets, Inc. | 97,468 | |||||||
11,710 | Charles Schwab Corp. (f) | 989,027 | |||||||
2,816 | CME Group, Inc. (f) | 666,068 | |||||||
2,332 | Discover Financial Services | 287,862 | |||||||
2,141 | Franklin Resources, Inc. | 63,652 | |||||||
4,405 | Intercontinental Exchange, Inc. (f) | 564,369 | |||||||
2,657 | Invesco, Ltd. | 56,435 | |||||||
6,833 | MasterCard, Inc., Class A | 2,465,483 | |||||||
907 | Nasdaq, Inc. | 155,233 | |||||||
1,445 | Raymond James Financial, Inc. | 158,444 | |||||||
4,445 | Synchrony Financial | 190,157 | |||||||
1,772 | T. Rowe Price Group, Inc. | 256,160 | |||||||
13,232 | Visa, Inc. | 2,859,700 | |||||||
3,183 | Western Union Co. | 57,867 | |||||||
11,470,839 | |||||||||
Electric - 2.3% | |||||||||
5,184 | AES Corp. | 110,056 | |||||||
1,962 | Alliant Energy Corp. | 114,581 | |||||||
2,020 | Ameren Corp. | 173,619 | |||||||
3,937 | American Electric Power Co., Inc. | 356,889 | |||||||
4,577 | CenterPoint Energy, Inc. | 125,181 | |||||||
2,279 | CMS Energy Corp. | 145,879 | |||||||
2,708 | Consolidated Edison, Inc. | 232,265 | |||||||
6,347 | Dominion Energy, Inc. (f) | 504,777 | |||||||
1,515 | DTE Energy Co. | 184,209 | |||||||
6,039 | Duke Energy Corp. (f) | 606,376 | |||||||
2,972 | Edison International | 188,484 | |||||||
1,572 | Entergy Corp. | 165,390 | |||||||
1,790 | Evergy, Inc. | 111,714 | |||||||
2,694 | Eversource Energy | 220,369 | |||||||
7,683 | Exelon Corp. | 326,988 | |||||||
4,276 | FirstEnergy Corp. | 178,951 | |||||||
15,428 | NextEra Energy, Inc. (f) | 1,207,550 | |||||||
1,932 | NRG Energy, Inc. | 73,107 | |||||||
890 | Pinnacle West Capital Corp. | 63,039 | |||||||
6,038 | PPL Corp. | 158,014 | |||||||
3,970 | Public Service Enterprise Group, Inc. | 257,375 | |||||||
2,484 | Sempra Energy | 358,242 | |||||||
8,314 | Southern Co. (f) | 538,498 | |||||||
2,478 | WEC Energy Group, Inc. | 225,201 | |||||||
4,230 | Xcel Energy, Inc. | 284,806 | |||||||
6,911,560 | |||||||||
Electrical Components & Equipment - 0.2% | |||||||||
1,807 | AMETEK, Inc. | 234,531 | |||||||
4,671 | Emerson Electric Co. (f) | 434,029 | |||||||
668,560 | |||||||||
Electronics - 1.2% | |||||||||
2,367 | Agilent Technologies, Inc. | 308,562 | |||||||
700 | Allegion PLC | 80,164 | |||||||
4,663 | Amphenol Corp., Class A | 354,435 | |||||||
2,807 | Fortive Corp. | 181,753 | |||||||
1,179 | Garmin, Ltd. | 130,209 | |||||||
5,405 | Honeywell International, Inc. (f) | 1,025,599 | |||||||
1,436 | Keysight Technologies, Inc. (a) | 225,983 | |||||||
179 | Mettler-Toledo International, Inc. (a) | 252,165 | |||||||
871 | PerkinElmer, Inc. | 156,440 | |||||||
824 | Roper Technologies, Inc. | 369,333 | |||||||
2,554 | TE Connectivity, Ltd. | 363,766 | |||||||
8 | Vontier Corp. | 194 | |||||||
479 | Waters Corp. (a) | 151,714 | |||||||
3,600,317 | |||||||||
Engineering & Construction - 0.0% (b) | |||||||||
1,018 | Jacobs Engineering Group, Inc. | 125,214 | |||||||
Entertainment - 0.0% (b) | |||||||||
1,020 | Live Nation Entertainment, Inc. (a) | 123,236 | |||||||
Environmental Control - 0.2% | |||||||||
1,296 | Pentair PLC | 75,051 | |||||||
1,645 | Republic Services, Inc. | 197,861 | |||||||
3,030 | Waste Management, Inc. (f) | 437,532 | |||||||
710,444 | |||||||||
Finance and Insurance - 0.0% (b) | |||||||||
1,822 | Brown & Brown, Inc. | 123,185 | |||||||
Food - 1.0% | |||||||||
1,598 | Campbell Soup Co. | 71,862 | |||||||
3,765 | Conagra Brands, Inc. | 131,662 | |||||||
4,751 | General Mills, Inc. | 320,360 | |||||||
1,140 | Hershey Co. | 230,576 | |||||||
2,222 | Hormel Foods Corp. | 105,856 | |||||||
846 | J.M. Smucker Co. | 113,998 | |||||||
1,989 | Kellogg Co. | 127,177 | |||||||
5,119 | Kraft Heinz Co. | 200,767 | |||||||
5,343 | Kroger Co. | 250,052 | |||||||
1,134 | Lamb Weston Holdings, Inc. | 75,332 | |||||||
1,953 | McCormick & Co., Inc. | 185,867 | |||||||
10,981 | Mondelez International, Inc., Class A (f) | 719,036 | |||||||
4,016 | Sysco Corp. | 349,794 | |||||||
2,310 | Tyson Foods, Inc., Class A | 214,045 | |||||||
3,096,384 | |||||||||
Forest Products & Paper - 0.0% (b) | |||||||||
3,063 | International Paper Co. | 133,332 | |||||||
Gas - 0.1% | |||||||||
1,019 | Atmos Energy Corp. | 111,896 | |||||||
3,049 | NiSource, Inc. | 88,208 | |||||||
200,104 | |||||||||
Hand/Machine Tools - 0.1% | |||||||||
420 | Snap-on, Inc. | 88,276 | |||||||
1,269 | Stanley Black & Decker, Inc. | 206,466 | |||||||
294,742 | |||||||||
Healthcare Products - 3.6% | |||||||||
13,869 | Abbott Laboratories | 1,672,879 | |||||||
352 | ABIOMED, Inc. (a) | 109,380 | |||||||
562 | Align Technology, Inc. (a) | 287,441 | |||||||
3,915 | Baxter International, Inc. | 332,658 | |||||||
11,148 | Boston Scientific Corp. (a)(f) | 492,407 | |||||||
383 | Cooper Cos., Inc. | 156,655 | |||||||
4,974 | Danaher Corp. (f) | 1,364,915 | |||||||
1,707 | Dentsply Sirona, Inc. | 92,417 | |||||||
4,876 | Edwards Lifesciences Corp. (a)(f) | 547,916 | |||||||
1,983 | Hologic, Inc. (a) | 141,130 | |||||||
664 | IDEXX Laboratories, Inc. (a) | 353,480 | |||||||
2,783 | Intuitive Surgical, Inc. (a)(f) | 807,988 | |||||||
10,527 | Medtronic PLC | 1,105,230 | |||||||
1,139 | ResMed, Inc. | 281,048 | |||||||
765 | STERIS PLC | 183,600 | |||||||
2,622 | Stryker Corp. (f) | 690,504 | |||||||
362 | Teleflex, Inc. | 121,744 | |||||||
3,077 | Thermo Fisher Scientific, Inc. (f) | 1,673,888 | |||||||
574 | West Pharmaceutical Services, Inc. | 222,184 | |||||||
1,635 | Zimmer Biomet Holdings, Inc. | 207,956 | |||||||
10,845,420 | |||||||||
Healthcare Services - 2.1% | |||||||||
1,898 | Anthem, Inc. (f) | 857,611 | |||||||
4,556 | Centene Corp. (a) | 376,417 | |||||||
526 | DaVita, Inc. (a) | 59,317 | |||||||
1,926 | HCA Healthcare, Inc. (f) | 482,097 | |||||||
1,001 | Humana, Inc. (f) | 434,754 | |||||||
1,491 | IQVIA Holdings, Inc. (a) | 343,109 | |||||||
752 | Laboratory Corp. of America Holdings (a) | 203,988 | |||||||
957 | Quest Diagnostics, Inc. | 125,625 | |||||||
7,366 | UnitedHealth Group, Inc. | 3,505,258 | |||||||
591 | Universal Health Services, Inc., Class B | 85,063 | |||||||
6,473,239 | |||||||||
Home Builders - 0.2% | |||||||||
2,556 | DR Horton, Inc. | 218,282 | |||||||
2,150 | Lennar Corp., Class A | 193,242 | |||||||
20 | NVR, Inc. (a) | 99,169 | |||||||
2,029 | PulteGroup, Inc. | 100,760 | |||||||
611,453 | |||||||||
Home Furnishings - 0.1% | |||||||||
1,046 | Leggett & Platt, Inc. | 38,786 | |||||||
486 | Whirlpool Corp. | 97,817 | |||||||
136,603 | |||||||||
Household Products/Wares - 0.3% | |||||||||
645 | Avery Dennison Corp. | 113,649 | |||||||
1,923 | Church & Dwight Co., Inc. | 188,166 | |||||||
961 | Clorox Co. | 140,104 | |||||||
2,640 | Kimberly-Clark Corp. | 343,596 | |||||||
785,515 | |||||||||
Housewares - 0.0% (b) | |||||||||
2,972 | Newell Brands, Inc. | 70,585 | |||||||
Information - 0.1% | |||||||||
1,049 | Ceridian HCM Holding, Inc. (a) | 76,482 | |||||||
17 | Kyndryl Holdings, Inc. (a) | 270 | |||||||
7,746 | Lumen Technologies, Inc. | 80,248 | |||||||
824 | PTC, Inc. (a) | 91,695 | |||||||
248,695 | |||||||||
Insurance - 3.5% | |||||||||
4,821 | Aflac, Inc. | 294,515 | |||||||
2,314 | Allstate Corp. | 283,141 | |||||||
6,705 | American International Group, Inc. | 410,614 | |||||||
1,765 | Aon PLC, Class A (f) | 515,627 | |||||||
1,614 | Arthur J Gallagher & Co. | 255,319 | |||||||
456 | Assurant, Inc. | 77,388 | |||||||
14,534 | Berkshire Hathaway, Inc., Class B (a) | 4,671,954 | |||||||
3,429 | Chubb, Ltd. (f) | 698,282 | |||||||
1,171 | Cincinnati Financial Corp. | 143,787 | |||||||
310 | Everest Re Group Ltd. | 92,448 | |||||||
732 | Globe Life, Inc. | 73,903 | |||||||
2,721 | Hartford Financial Services Group, Inc. | 189,055 | |||||||
1,375 | Lincoln National Corp. | 92,702 | |||||||
1,596 | Loews Corp. | 97,899 | |||||||
3,963 | Marsh & McLennan Cos., Inc. (f) | 615,890 | |||||||
5,697 | MetLife, Inc. | 384,832 | |||||||
1,947 | Principal Financial Group, Inc. | 137,536 | |||||||
4,582 | Progressive Corp. (f) | 485,371 | |||||||
3,023 | Prudential Financial, Inc. | 337,548 | |||||||
1,953 | Travelers Cos., Inc. | 335,584 | |||||||
1,009 | Willis Towers Watson PLC | 224,301 | |||||||
1,093 | WR Berkley Corp. | 98,698 | |||||||
10,516,394 | |||||||||
Internet - 8.0% | |||||||||
2,360 | Alphabet, Inc., Class A (a)(f) | 6,374,690 | |||||||
3,412 | Amazon.com, Inc. (a)(f) | 10,479,139 | |||||||
316 | Booking Holdings, Inc. (a)(f) | 686,431 | |||||||
1,073 | CDW Corp. | 185,050 | |||||||
4,993 | eBay, Inc. | 272,568 | |||||||
1,111 | Expedia Group, Inc. (a) | 217,878 | |||||||
462 | F5 Networks, Inc. (a) | 92,793 | |||||||
18,592 | Meta Platforms, Inc., Class A (a)(f) | 3,923,470 | |||||||
3,461 | Netflix, Inc. (a)(f) | 1,365,434 | |||||||
4,572 | NortonLifeLock, Inc. | 132,496 | |||||||
6,217 | Twitter, Inc. (a)(f) | 221,014 | |||||||
761 | VeriSign, Inc. (a) | 162,641 | |||||||
24,113,604 | |||||||||
Iron/Steel - 0.1% | |||||||||
2,287 | Nucor Corp. | 301,015 | |||||||
Leisure Time - 0.1% | |||||||||
6,183 | Carnival Corp. (a) | 125,700 | |||||||
2,844 | Norwegian Cruise Line Holdings, Ltd. (a)(d) | 55,430 | |||||||
1,715 | Royal Caribbean Cruises, Ltd. (a) | 138,435 | |||||||
319,565 | |||||||||
Lodging - 0.3% | |||||||||
2,179 | Hilton Worldwide Holdings, Inc. (a) | 324,366 | |||||||
2,575 | Las Vegas Sands Corp. (a) | 110,365 | |||||||
2,133 | Marriott International, Inc., Class A (a) | 362,909 | |||||||
3,115 | MGM Resorts International | 137,963 | |||||||
824 | Wynn Resorts, Ltd. (a) | 71,292 | |||||||
1,006,895 | |||||||||
Machinery - Construction & Mining - 0.3% | |||||||||
4,286 | Caterpillar, Inc. (f) | 803,968 | |||||||
Machinery - Diversified - 0.7% | |||||||||
2,230 | Deere & Co. (f) | 802,844 | |||||||
1,125 | Dover Corp. | 176,467 | |||||||
592 | IDEX Corp. (f) | 113,605 | |||||||
3,161 | Ingersoll Rand, Inc. | 159,694 | |||||||
3,342 | Otis Worldwide Corp. | 261,779 | |||||||
903 | Rockwell Automation, Inc. | 240,722 | |||||||
1,476 | Wabtec Corp. | 137,002 | |||||||
1,408 | Xylem, Inc. | 125,242 | |||||||
2,017,355 | |||||||||
Manufacturing - 5.1% | |||||||||
2,208 | Alphabet, Inc., Class C (a)(f) | 5,956,787 | |||||||
302 | Bio-Techne Corp. | 126,662 | |||||||
1,330 | Catalent, Inc. (a) | 135,713 | |||||||
1,040 | Enphase Energy, Inc. (a) | 173,368 | |||||||
487 | Generac Holdings, Inc. (a) | 153,634 | |||||||
8,592 | General Electric Co. (f) | 820,622 | |||||||
2,743 | Moderna, Inc. (a)(f) | 421,325 | |||||||
331 | Monolithic Power Systems, Inc. | 151,830 | |||||||
2,058 | NXP Semiconductors NV (f) | 391,267 | |||||||
1,998 | Organon & Co. | 74,585 | |||||||
11,798 | Raytheon Technologies Corp. (f) | 1,211,655 | |||||||
1,558 | Seagate Technology Holdings PLC | 160,723 | |||||||
1,211 | Teradyne, Inc. | 142,801 | |||||||
6,240 | Tesla, Inc. (a)(f) | 5,431,483 | |||||||
1,970 | Trimble, Inc. (a) | 137,407 | |||||||
15,489,862 | |||||||||
Media - 1.6% | |||||||||
994 | Charter Communications, Inc., Class A (a) | 598,169 | |||||||
35,926 | Comcast Corp., Class A | 1,679,900 | |||||||
1,262 | Discovery, Inc., Class A (a) | 35,399 | |||||||
2,263 | Discovery, Inc., Class C (a) | 63,296 | |||||||
1,951 | DISH Network Corp., Class A (a) | 62,354 | |||||||
2,515 | Fox Corp., Class A | 105,203 | |||||||
1,151 | Fox Corp., Class B | 44,037 | |||||||
3,071 | News Corp., Class A | 68,545 | |||||||
962 | News Corp., Class B | 21,578 | |||||||
4,712 | Paramount Global, Class B | 144,234 | |||||||
14,177 | Walt Disney Co. (a) | 2,104,717 | |||||||
4,927,432 | |||||||||
Mining - 0.3% | |||||||||
11,417 | Freeport-McMoRan, Inc. | 536,028 | |||||||
6,281 | Newmont Goldcorp Corp. | 415,802 | |||||||
951,830 | |||||||||
Mining, Quarrying, and Oil and Gas Extraction - 0.0% (b) | |||||||||
2,952 | APA Corp. | 105,180 | |||||||
Miscellaneous Manufacturing - 0.8% | |||||||||
4,532 | 3M Co. (f) | 673,682 | |||||||
1,039 | AO Smith Corp. | 71,255 | |||||||
3,116 | Eaton Corp PLC (f) | 480,768 | |||||||
2,244 | Illinois Tool Works, Inc. | 485,467 | |||||||
1,011 | Parker-Hannifin Corp. | 299,650 | |||||||
1,741 | Textron, Inc. | 127,319 | |||||||
1,858 | Trane Technologies PLC | 286,002 | |||||||
2,424,143 | |||||||||
Office/Business Equipment - 0.1% | |||||||||
414 | Zebra Technologies Corp., Class A (a) | 171,123 | |||||||
Oil & Gas - 3.0% | |||||||||
6,317 | Cabot Oil & Gas Corp. | 147,376 | |||||||
15,122 | Chevron Corp. | 2,177,568 | |||||||
10,435 | ConocoPhillips (f) | 989,864 | |||||||
4,916 | Devon Energy Corp. | 292,748 | |||||||
1,327 | Diamondback Energy, Inc. | 183,259 | |||||||
4,557 | EOG Resources, Inc. | 523,690 | |||||||
33,084 | Exxon Mobil Corp. | 2,594,447 | |||||||
2,142 | Hess Corp. | 216,471 | |||||||
6,137 | Marathon Oil Corp. | 138,451 | |||||||
4,976 | Marathon Petroleum Corp. | 387,481 | |||||||
6,917 | Occidental Petroleum Corp. | 302,480 | |||||||
3,420 | Phillips 66 | 288,101 | |||||||
1,772 | Pioneer Natural Resources Co. | 424,571 | |||||||
3,190 | Valero Energy Corp. | 266,397 | |||||||
8,932,904 | |||||||||
Oil & Gas Services - 0.3% | |||||||||
6,461 | Baker Hughes & GE Co. | 189,824 | |||||||
6,945 | Halliburton Co. | 232,866 | |||||||
10,923 | Schlumberger, Ltd. | 428,619 | |||||||
851,309 | |||||||||
Packaging & Containers - 0.2% | |||||||||
12,101 | Amcor PLC | 140,735 | |||||||
2,560 | Ball Corp. | 229,734 | |||||||
743 | Packaging Corp of America | 109,362 | |||||||
1,173 | Sealed Air Corp. | 78,743 | |||||||
2,076 | Westrock Co. | 93,981 | |||||||
652,555 | |||||||||
Pharmaceuticals - 5.3% | |||||||||
13,857 | AbbVie, Inc. (f) | 2,047,649 | |||||||
1,159 | AmerisourceBergen Corp. | 165,192 | |||||||
2,248 | Becton Dickinson & Co. (f) | 609,837 | |||||||
17,421 | Bristol-Myers Squibb Co. (f) | 1,196,300 | |||||||
2,257 | Cardinal Health, Inc. | 121,900 | |||||||
2,657 | Cigna Corp. (f) | 631,781 | |||||||
10,315 | CVS Health Corp. (f) | 1,069,150 | |||||||
746 | DexCom, Inc. (a) | 308,777 | |||||||
6,224 | Eli Lilly & Co. (f) | 1,555,689 | |||||||
1,086 | Henry Schein, Inc. (a) | 93,809 | |||||||
20,644 | Johnson & Johnson | 3,397,383 | |||||||
1,210 | McKesson Corp. | 332,702 | |||||||
19,808 | Merck & Co., Inc. | 1,516,897 | |||||||
43,801 | Pfizer, Inc. | 2,056,019 | |||||||
9,449 | Viatris, Inc. | 104,033 | |||||||
3,715 | Zoetis, Inc. (f) | 719,410 | |||||||
15,926,528 | |||||||||
Pipelines - 0.3% | |||||||||
15,255 | Kinder Morgan, Inc. | 265,437 | |||||||
3,487 | ONEOK, Inc. | 227,701 | |||||||
9,509 | Williams Cos., Inc. | 297,442 | |||||||
790,580 | |||||||||
Professional, Scientific, and Technical Services - 0.1% | |||||||||
387 | Charles River Laboratories International, Inc. (a) | 112,679 | |||||||
2,166 | Match Group, Inc. (a) | 241,487 | |||||||
354,166 | |||||||||
Real Estate - 0.1% | |||||||||
2,621 | CBRE Group, Inc., Class A (a) | 253,844 | |||||||
Real Estate Investment Trusts - 2.4% | |||||||||
1,078 | Alexandria Real Estate Equities, Inc. | 204,173 | |||||||
3,567 | American Tower Corp. (f) | 809,245 | |||||||
1,087 | AvalonBay Communities, Inc. | 259,347 | |||||||
1,113 | Boston Properties, Inc. | 136,131 | |||||||
3,391 | Crown Castle International Corp. (f) | 564,907 | |||||||
2,211 | Digital Realty Trust, Inc. | 298,308 | |||||||
2,944 | Duke Realty Corp. | 156,032 | |||||||
699 | Equinix, Inc. (f) | 496,101 | |||||||
2,661 | Equity Residential | 226,983 | |||||||
506 | Essex Property Trust, Inc. | 160,488 | |||||||
1,044 | Extra Space Storage, Inc. | 196,429 | |||||||
544 | Federal Realty Investment Trust | 63,963 | |||||||
4,219 | Healthpeak Properties, Inc. | 131,042 | |||||||
5,535 | Host Hotels & Resorts, Inc. (a) | 101,125 | |||||||
2,273 | Iron Mountain, Inc. | 111,786 | |||||||
4,735 | Kimco Realty Corp. | 111,415 | |||||||
896 | Mid-America Apartment Communities, Inc. | 183,331 | |||||||
427 | Orion Office REIT, Inc. (a) | 7,272 | |||||||
5,777 | Prologis, Inc. (f) | 842,576 | |||||||
1,192 | Public Storage | 423,184 | |||||||
4,302 | Realty Income Corp. | 284,319 | |||||||
1,188 | Regency Centers Corp. | 78,277 | |||||||
853 | SBA Communications Corp. | 258,792 | |||||||
2,548 | Simon Property Group, Inc. | 350,503 | |||||||
2,191 | UDR, Inc. | 120,220 | |||||||
2,953 | Ventas, Inc. | 159,462 | |||||||
1,230 | Vornado Realty Trust | 53,234 | |||||||
3,286 | Welltower, Inc. | 273,691 | |||||||
5,864 | Weyerhaeuser Co. | 227,992 | |||||||
7,290,328 | |||||||||
Retail - 4.8% | |||||||||
511 | Advance Auto Parts, Inc. | 104,489 | |||||||
164 | AutoZone, Inc. (a) | 305,596 | |||||||
1,753 | Best Buy Co., Inc. | 169,410 | |||||||
1,276 | CarMax, Inc. (a) | 139,505 | |||||||
215 | Chipotle Mexican Grill, Inc. (a) | 327,520 | |||||||
3,466 | Costco Wholesale Corp. (f) | 1,799,721 | |||||||
1,016 | Darden Restaurants, Inc. | 147,544 | |||||||
1,856 | Dollar General Corp. (f) | 368,119 | |||||||
1,816 | Dollar Tree, Inc. (a) | 258,017 | |||||||
282 | Domino's Pizza, Inc. | 121,883 | |||||||
1,612 | Gap, Inc. | 23,455 | |||||||
1,116 | Genuine Parts Co. | 136,331 | |||||||
8,329 | Home Depot, Inc. | 2,630,548 | |||||||
5,539 | Lowe's Cos., Inc. (f) | 1,224,451 | |||||||
5,864 | McDonald's Corp. | 1,435,331 | |||||||
537 | O'Reilly Automotive, Inc. (a) | 348,642 | |||||||
2,791 | Ross Stores, Inc. | 255,069 | |||||||
9,243 | Starbucks Corp. (f) | 848,415 | |||||||
3,863 | Target Corp. (f) | 771,712 | |||||||
9,453 | TJX Cos., Inc. (f) | 624,843 | |||||||
892 | Tractor Supply Co. | 181,781 | |||||||
424 | Ulta Beauty, Inc. (a) | 158,788 | |||||||
5,601 | Walgreens Boots Alliance, Inc. | 258,150 | |||||||
11,223 | Walmart, Inc. | 1,516,901 | |||||||
2,316 | Yum! Brands, Inc. | 283,895 | |||||||
14,440,116 | |||||||||
Retail Trade - 0.1% | |||||||||
2,062 | Bath & Body Works, Inc. | 110,049 | |||||||
943 | Etsy, Inc. (a) | 146,061 | |||||||
256,110 | |||||||||
Savings & Loans - 0.0% (b) | |||||||||
3,340 | People's United Financial, Inc. | 70,407 | |||||||
Semiconductors - 5.5% | |||||||||
12,723 | Advanced Micro Devices, Inc. (a)(f) | 1,569,222 | |||||||
4,197 | Analog Devices, Inc. (f) | 672,737 | |||||||
7,131 | Applied Materials, Inc. (f) | 956,980 | |||||||
3,208 | Broadcom, Inc. (f) | 1,884,508 | |||||||
31,700 | Intel Corp. | 1,512,090 | |||||||
278 | IPG Photonics Corp. (a) | 36,237 | |||||||
1,190 | KLA Corp. (f) | 414,715 | |||||||
1,107 | Lam Research Corp. (f) | 621,415 | |||||||
4,285 | Microchip Technology, Inc. | 301,364 | |||||||
8,763 | Micron Technology, Inc. (f) | 778,680 | |||||||
19,519 | NVIDIA Corp. (f) | 4,759,708 | |||||||
868 | Qorvo, Inc. (a) | 118,725 | |||||||
8,760 | QUALCOMM, Inc. (f) | 1,506,633 | |||||||
1,288 | Skyworks Solutions, Inc. | 177,963 | |||||||
7,203 | Texas Instruments, Inc. (f) | 1,224,438 | |||||||
16,535,415 | |||||||||
Shipbuilding - 0.0% (b) | |||||||||
311 | Huntington Ingalls Industries, Inc. | 63,568 | |||||||
Software - 9.4% | |||||||||
6,085 | Activision Blizzard, Inc. (f) | 495,928 | |||||||
3,726 | Adobe, Inc. (a) | 1,742,576 | |||||||
1,272 | Akamai Technologies, Inc. (a) | 137,707 | |||||||
680 | ANSYS, Inc. (a) | 220,449 | |||||||
1,719 | Autodesk, Inc. (a)(f) | 378,575 | |||||||
907 | Broadridge Financial Solutions, Inc. | 132,612 | |||||||
2,155 | Cadence Design Systems, Inc. (a) | 326,332 | |||||||
2,317 | Cerner Corp. | 216,060 | |||||||
969 | Citrix Systems, Inc. | 99,323 | |||||||
2,227 | Electronic Arts, Inc. | 289,710 | |||||||
4,853 | Fidelity National Information Services, Inc. (f) | 462,151 | |||||||
4,666 | Fiserv, Inc. (a) | 455,728 | |||||||
2,134 | Intuit, Inc. (f) | 1,012,306 | |||||||
586 | Jack Henry & Associates, Inc. | 103,605 | |||||||
58,843 | Microsoft Corp. (f) | 17,581,700 | |||||||
642 | MSCI, Inc. (f) | 322,085 | |||||||
12,902 | Oracle Corp. | 980,165 | |||||||
2,511 | Paychex, Inc. | 298,960 | |||||||
372 | Paycom Software, Inc. (a) | 126,186 | |||||||
7,597 | salesforce.com, Inc. (a) | 1,599,396 | |||||||
1,546 | ServiceNow, Inc. (a)(f) | 896,556 | |||||||
1,192 | Synopsys, Inc. (a)(f) | 372,369 | |||||||
903 | Take-Two Interactive Software, Inc. (a) | 146,286 | |||||||
319 | Tyler Technologies, Inc. (a) | 136,615 | |||||||
28,533,380 | |||||||||
Telecommunications - 2.1% | |||||||||
1,720 | Arista Networks, Inc. (a) | 211,096 | |||||||
55,979 | AT&T, Inc. | 1,326,143 | |||||||
33,003 | Cisco Systems, Inc. | 1,840,577 | |||||||
5,990 | Corning, Inc. | 241,996 | |||||||
2,541 | Juniper Networks, Inc. | 85,860 | |||||||
1,316 | Motorola Solutions, Inc. | 290,086 | |||||||
4,605 | T-Mobile US, Inc. (a)(f) | 567,382 | |||||||
32,455 | Verizon Communications, Inc. | 1,741,860 | |||||||
6,305,000 | |||||||||
Textiles - 0.0% (b) | |||||||||
434 | Mohawk Industries, Inc. (a) | 61,098 | |||||||
Toys/Games/Hobbies - 0.0% (b) | |||||||||
1,004 | Hasbro, Inc. | 97,438 | |||||||
Transportation - 1.5% | |||||||||
1,025 | CH Robinson Worldwide, Inc. | 99,097 | |||||||
17,674 | CSX Corp. (f) | 599,325 | |||||||
1,327 | Expeditors International of Washington, Inc. | 137,159 | |||||||
1,923 | FedEx Corp. (f) | 427,425 | |||||||
651 | JB Hunt Transport Services, Inc. | 132,107 | |||||||
1,933 | Norfolk Southern Corp. (f) | 495,853 | |||||||
727 | Old Dominion Freight Line, Inc. | 228,300 | |||||||
5,102 | Union Pacific Corp. (f) | 1,254,837 | |||||||
5,695 | United Parcel Service, Inc., Class B (f) | 1,198,342 | |||||||
4,572,445 | |||||||||
Utilities - 0.0% (b) | |||||||||
2,560 | Constellation Energy Corp. | 117,709 | |||||||
Water - 0.1% | |||||||||
1,422 | American Water Works Co., Inc. | 214,850 | |||||||
Wholesale Trade - 0.1% | |||||||||
309 | Pool Corp. | 141,701 | |||||||
TOTAL COMMON STOCKS (Cost - $233,657,433) | 289,460,713 | ||||||||
Contracts | Notional Amount | ||||||||
PURCHASED OPTIONS - 3.6%(a)(c)(g) | |||||||||
PURCHASED PUT OPTIONS - 3.6% | |||||||||
S&P 500 Index | |||||||||
195 | Expiration: March 2022, Exercise Price: $4,515 | $ | 85,291,830 | $ | 3,453,450 | ||||
225 | Expiration: April 2022, Exercise Price: $4,325 | 98,413,650 | 2,964,375 | ||||||
200 | Expiration: May 2022, Exercise Price: $4,440 | 87,478,800 | 4,456,000 | ||||||
TOTAL PURCHASED PUT OPTIONS (Cost - $9,299,976) | 10,873,825 | ||||||||
TOTAL PURCHASED OPTIONS (Cost - $9,299,976) | 10,873,825 | ||||||||
Shares | |||||||||
SHORT TERM INVESTMENTS - 2.1% | |||||||||
Money Market Funds - 2.1% | |||||||||
6,376,501 | First American Treasury Obligations Fund, Class X, 0.01% (e) | 6,376,501 | |||||||
TOTAL SHORT TERM INVESTMENTS (Cost - $6,376,501) | 6,376,501 | ||||||||
INVESTMENTS PURCHASED WITH PROCEEDS FROM SECURITIES LENDING - 0.0% (b) | |||||||||
73,654 | Mount Vernon Liquid Assets Portfolio, LLC, 0.12% (e) | 73,654 | |||||||
TOTAL INVESTMENTS PURCHASED WITH PROCEEDS FROM SECURITIES LENDING (Cost - $73,654) | 73,654 | ||||||||
TOTAL INVESTMENTS - 101.5% (Cost - $249,407,564) | 306,784,693 | ||||||||
Liabilities in Excess of Other Assets - (1.5)% | (4,435,816 | ) | |||||||
NET ASSETS - 100.0% | $ | 302,348,877 | |||||||
Contracts | Notional Value | Value | |||||||
SCHEULE OF WRITTEN OPTIONS - (1.4%) (a)(c) | |||||||||
SCHEDULE OF WRITTEN CALL OPTIONS - (0.3)% | |||||||||
S&P 500 Index | |||||||||
225 | Expiration: April 2022, Exercise Price $4,665 | $ | 98,413,650 | $ | 524,250 | ||||
200 | Expiration: May 2022, Exercise Price $4,780 | 87,478,800 | 510,000 | ||||||
TOTAL WRITTEN CALL OPTIONS (Premiums Received $2,144,187) | 1,034,250 | ||||||||
SCHEDULE OF WRITTEN PUT OPTIONS - (1.1)% | |||||||||
S&P 500 Index | |||||||||
195 | Expiration: March 2022, Exercise Price $4,130 | 85,291,830 | 776,100 | ||||||
200 | Expiration: May 2022, Exercise Price $4,125 | 87,478,800 | 2,383,000 | ||||||
TOTAL WRITTEN PUT OPTIONS (Premiums Received $3,465,591) | 3,159,100 | ||||||||
TOTAL OPTIONS WRITTEN (Premiums Received $5,609,778) | $ | 4,193,350 | |||||||
Percentages are stated as a percent of net assets. | |||||||||
(a) Non-income producing security. | |||||||||
(b) Rounds to less than 0.1%. | |||||||||
(c) Each option is exercisable into 100 shares of the underlying security. | |||||||||
(d) All or a portion of this security is out on loan as of February 28, 2022. | |||||||||
(e) Interest rate reflects seven-day yield on February 28, 2022. | |||||||||
(f) All or a portion of the security is segregated as collateral for written options. The value of the securities segregated as collateral for written options is $74,816,068, which is 24.7% of total net assets. | |||||||||
(g) Held in connection with a written option, see Schedule of Written Options for more details. |
- Company Dashboard
- Filings
-
NPORT-P Filing
Horizon Funds NPORT-PHorizon Defined Risk Fund (Feb 2022 report)
Filed: 21 Apr 22, 10:51am