Horizon ESG & Defensive Core Fund | |||||||
PORTFOLIO OF INVESTMENTS | |||||||
February 28, 2023 (Unaudited) | |||||||
Shares | Value | ||||||
INVESTMENT COMPANIES - 8.2% | |||||||
Exchange Traded Funds - 8.2% | |||||||
168,043 | SPDR Bloomberg 1-3 Month T-Bill ETF | $ | 15,411,223 | ||||
TOTAL INVESTMENT COMPANIES (Cost - $15,350,728) | 15,411,223 | ||||||
COMMON STOCKS - 88.1% | |||||||
Accommodation and Food Services - 0.1% | |||||||
382 | Vail Resorts, Inc. | 89,193 | |||||
Advertising - 0.1% | |||||||
3,689 | Interpublic Group of Cos., Inc. | 131,107 | |||||
Airlines - 0.0% (b) | |||||||
1,526 | Delta Air Lines, Inc. (a) | 58,507 | |||||
Apparel - 0.8% | |||||||
12,032 | Nike, Inc., Class B | 1,429,281 | |||||
3,142 | VF Corp. | 77,985 | |||||
1,507,266 | |||||||
Auto Manufacturers - 0.2% | |||||||
1,342 | Cummins, Inc. | 326,213 | |||||
Auto Parts & Equipment - 0.2% | |||||||
2,580 | Aptiv PLC (a) | 300,002 | |||||
2,246 | BorgWarner, Inc. | 112,929 | |||||
412,931 | |||||||
Banks - 2.3% | |||||||
7,282 | Bank of New York Mellon Corp. | 370,508 | |||||
4,690 | Citizens Financial Group, Inc. | 195,854 | |||||
1,738 | First Republic Bank | 213,791 | |||||
13,681 | Huntington Bancshares, Inc. | 209,593 | |||||
8,790 | KeyCorp | 160,769 | |||||
12,161 | Morgan Stanley | 1,173,537 | |||||
1,874 | Northern Trust Corp. | 178,536 | |||||
3,897 | PNC Financial Services Group, Inc. | 615,414 | |||||
8,811 | Regions Financial Corp. | 205,473 | |||||
3,478 | State Street Corp. | 308,429 | |||||
558 | SVB Financial Group (a) | 160,765 | |||||
12,570 | Truist Financial Corp. | 590,162 | |||||
4,382,831 | |||||||
Beverages - 2.5% | |||||||
39,079 | Coca-Cola Co. | 2,325,591 | |||||
13,104 | PepsiCo, Inc. | 2,273,937 | |||||
4,599,528 | |||||||
Biotechnology - 1.9% | |||||||
5,065 | Amgen, Inc. | 1,173,358 | |||||
1,375 | Biogen, Inc. (a) | 371,058 | |||||
11,834 | Gilead Sciences, Inc. | 952,992 | |||||
1,512 | Illumina, Inc. (a) | 301,190 | |||||
2,408 | Vertex Pharmaceuticals, Inc. (a) | 699,018 | |||||
3,497,616 | |||||||
Building Materials - 0.6% | |||||||
7,957 | Carrier Global Corp. | 358,304 | |||||
1,227 | Fortune Brands Home & Security, Inc. | 76,013 | |||||
6,507 | Johnson Controls International PLC | 408,119 | |||||
589 | Martin Marietta Materials, Inc. | 211,963 | |||||
2,140 | Masco Corp. | 112,200 | |||||
1,166,599 | |||||||
Chemicals - 1.6% | |||||||
1,021 | Celanese Corp. | 118,671 | |||||
2,428 | International Flavors & Fragrances, Inc. | 226,289 | |||||
4,735 | Linde PLC | 1,649,532 | |||||
3,299 | Mosaic Co. | 175,474 | |||||
2,248 | PPG Industries, Inc. | 296,871 | |||||
2,344 | Sherwin-Williams Co. | 518,844 | |||||
2,985,681 | |||||||
Commercial Services - 1.9% | |||||||
3,911 | Automatic Data Processing, Inc. | 859,716 | |||||
2,435 | Ecolab, Inc. | 388,066 | |||||
359 | MarketAxess Holdings, Inc. | 122,581 | |||||
1,558 | Moody's Corp. | 452,054 | |||||
1,365 | Quanta Services, Inc. | 220,311 | |||||
1,044 | Robert Half International, Inc. | 84,167 | |||||
2,092 | Rollins, Inc. | 73,638 | |||||
3,217 | S&P Global, Inc. | 1,097,640 | |||||
660 | United Rentals, Inc. | 309,230 | |||||
3,607,403 | |||||||
Computers - 1.7% | |||||||
6,005 | Accenture PLC, Class A | 1,594,628 | |||||
12,308 | Hewlett Packard Enterprise Co. | 192,128 | |||||
9,846 | HP, Inc. | 290,654 | |||||
8,577 | International Business Machines Corp. | 1,109,006 | |||||
3,186,416 | |||||||
Cosmetics/Personal Care - 2.2% | |||||||
7,505 | Colgate-Palmolive Co. | 550,116 | |||||
2,204 | Estee Lauder Cos., Inc., Class A | 535,682 | |||||
22,605 | Procter & Gamble Co. | 3,109,544 | |||||
4,195,342 | |||||||
Distribution/Wholesale - 0.5% | |||||||
4,065 | Copart, Inc. (a) | 286,420 | |||||
5,443 | Fastenal Co. | 280,641 | |||||
2,481 | LKQ Corp. | 142,136 | |||||
427 | WW Grainger, Inc. | 285,420 | |||||
994,617 | |||||||
Diversified Financial Services - 6.6% | |||||||
6,011 | American Express Co. | 1,045,854 | |||||
1,031 | Ameriprise Financial, Inc. | 353,499 | |||||
1,441 | BlackRock, Inc. | 993,469 | |||||
1,011 | CBOE Global Markets, Inc. | 127,558 | |||||
13,933 | Charles Schwab Corp. | 1,085,659 | |||||
3,412 | CME Group, Inc. | 632,448 | |||||
2,581 | Discover Financial Services | 289,072 | |||||
2,853 | Franklin Resources, Inc. | 84,078 | |||||
5,243 | Intercontinental Exchange, Inc. | 533,737 | |||||
3,253 | Invesco, Ltd. | 57,448 | |||||
8,180 | MasterCard, Inc., Class A | 2,906,272 | |||||
3,276 | Nasdaq, Inc. | 183,653 | |||||
1,859 | Raymond James Financial, Inc. | 201,627 | |||||
4,534 | Synchrony Financial | 161,909 | |||||
2,132 | T. Rowe Price Group, Inc. | 239,381 | |||||
15,520 | Visa, Inc. | 3,413,469 | |||||
3,646 | Western Union Co. | 47,252 | |||||
12,356,385 | |||||||
Electric - 0.7% | |||||||
3,367 | Consolidated Edison, Inc. | 300,842 | |||||
3,624 | Edison International | 239,945 | |||||
3,279 | Eversource Energy | 247,105 | |||||
2,992 | Sempra Energy | 448,680 | |||||
1,236,572 | |||||||
Electronics - 1.0% | |||||||
2,816 | Agilent Technologies, Inc. | 399,787 | |||||
825 | Allegion PLC | 92,986 | |||||
3,180 | Fortive Corp. | 211,979 | |||||
1,701 | Keysight Technologies, Inc. (a) | 272,092 | |||||
210 | Mettler-Toledo International, Inc. (a) | 301,079 | |||||
1,010 | Roper Technologies, Inc. | 434,502 | |||||
566 | Waters Corp. (a) | 175,964 | |||||
1,888,389 | |||||||
Environmental Control - 0.2% | |||||||
1,540 | Pentair PLC | 86,148 | |||||
2,094 | Republic Services, Inc. | 269,979 | |||||
356,127 | |||||||
Finance and Insurance - 1.0% | |||||||
2,931 | Ally Financial, Inc. | 88,076 | |||||
3,522 | Arch Capital Group Ltd. (a) | 246,540 | |||||
1,882 | Carlyle Group Inc/The | 64,741 | |||||
3,568 | Equitable Holdings, Inc. | 112,107 | |||||
764 | LPL Financial Holdings, Inc. | 190,664 | |||||
429 | MercadoLibre, Inc. (a) | 523,380 | |||||
13,389 | US Bancorp | 639,057 | |||||
1,667 | Webster Financial Corp. | 88,551 | |||||
1,953,116 | |||||||
Food - 0.8% | |||||||
2,002 | Campbell Soup Co. | 105,145 | |||||
4,547 | Conagra Brands, Inc. | 165,556 | |||||
5,620 | General Mills, Inc. | 446,846 | |||||
2,845 | Hormel Foods Corp. | 126,261 | |||||
2,417 | Kellogg Co. | 159,377 | |||||
6,465 | Kroger Co. | 278,900 | |||||
2,387 | McCormick & Co., Inc. | 177,402 | |||||
1,459,487 | |||||||
Forest Products & Paper - 0.1% | |||||||
3,269 | International Paper Co. | 118,959 | |||||
Gas - 0.1% | |||||||
1,326 | Atmos Energy Corp. | 149,586 | |||||
Hand/Machine Tools - 0.1% | |||||||
507 | Snap-on, Inc. | 126,081 | |||||
Health Care and Social Assistance - 0.0% (b) | |||||||
903 | Novocure Ltd. (a) | 69,504 | |||||
Healthcare Products - 2.3% | |||||||
239 | ABIOMED, Inc. (a)(d) | – | |||||
699 | Align Technology, Inc. (a) | 216,341 | |||||
4,775 | Baxter International, Inc. | 190,761 | |||||
2,028 | Dentsply Sirona, Inc. | 77,206 | |||||
5,942 | Edwards Lifesciences Corp. (a) | 477,975 | |||||
2,374 | Hologic, Inc. (a) | 189,065 | |||||
791 | IDEXX Laboratories, Inc. (a) | 374,333 | |||||
1,397 | ResMed, Inc. | 297,561 | |||||
939 | STERIS PLC | 176,560 | |||||
436 | Teleflex, Inc. | 103,868 | |||||
3,737 | Thermo Fisher Scientific, Inc. | 2,024,557 | |||||
702 | West Pharmaceutical Services, Inc. | 222,555 | |||||
4,350,782 | |||||||
Healthcare Services - 1.4% | |||||||
2,260 | Anthem, Inc. | 1,061,454 | |||||
519 | DaVita, Inc. (a) | 42,693 | |||||
2,188 | HCA Healthcare, Inc. | 532,668 | |||||
1,188 | Humana, Inc. | 588,084 | |||||
852 | Laboratory Corp. of America Holdings | 203,935 | |||||
1,110 | Quest Diagnostics, Inc. | 153,580 | |||||
2,582,414 | |||||||
Household Products/Wares - 0.3% | |||||||
1,171 | Clorox Co. | 182,020 | |||||
3,193 | Kimberly-Clark Corp. | 399,285 | |||||
581,305 | |||||||
Housewares - 0.0% (b) | |||||||
3,744 | Newell Brands, Inc. | 54,999 | |||||
Information - 0.6% | |||||||
359 | FactSet Research Systems, Inc. | 148,823 | |||||
432 | HubSpot, Inc. (a) | 167,124 | |||||
8,744 | Lumen Technologies, Inc. | 29,730 | |||||
7,490 | Sirius XM Holdings, Inc. | 32,881 | |||||
1,561 | Splunk, Inc. (a) | 160,002 | |||||
2,005 | VMware, Inc. (a) | 220,811 | |||||
22,019 | Warner Bros Discovery, Inc. (a) | 343,937 | |||||
2,506 | ZoomInfo Technologies, Inc. (a) | 60,570 | |||||
1,163,878 | |||||||
Insurance - 3.0% | |||||||
5,793 | Aflac, Inc. | 394,793 | |||||
2,550 | Allstate Corp. | 328,389 | |||||
7,200 | American International Group, Inc. | 439,992 | |||||
1,997 | Arthur J Gallagher & Co. | 374,138 | |||||
506 | Assurant, Inc. | 64,459 | |||||
3,919 | Chubb Ltd. | 826,987 | |||||
3,062 | Hartford Financial Services Group, Inc. | 239,693 | |||||
1,538 | Lincoln National Corp. | 48,785 | |||||
1,943 | Loews Corp. | 118,698 | |||||
4,724 | Marsh & McLennan Cos., Inc. | 765,949 | |||||
2,371 | Principal Financial Group, Inc. | 212,347 | |||||
5,573 | Progressive Corp. | 799,837 | |||||
3,563 | Prudential Financial, Inc. | 356,300 | |||||
2,263 | Travelers Cos., Inc. | 418,927 | |||||
1,043 | Willis Towers Watson PLC | 244,438 | |||||
5,633,732 | |||||||
Internet - 2.9% | |||||||
56,908 | Alphabet, Inc., Class A (a) | 5,125,135 | |||||
5,267 | eBay, Inc. | 241,755 | |||||
5,681 | Gen Digital, Inc. | 110,836 | |||||
5,477,726 | |||||||
Iron/Steel - 0.2% | |||||||
2,491 | Nucor Corp. | 417,093 | |||||
Lodging - 0.2% | |||||||
2,606 | Hilton Worldwide Holdings, Inc. | 376,593 | |||||
Machinery - Construction & Mining - 0.6% | |||||||
5,004 | Caterpillar, Inc. | 1,198,708 | |||||
Machinery - Diversified - 1.4% | |||||||
2,799 | Deere & Co. | 1,173,453 | |||||
1,357 | Dover Corp. | 203,414 | |||||
711 | IDEX Corp. | 159,961 | |||||
3,825 | Ingersoll Rand, Inc. | 222,118 | |||||
3,975 | Otis Worldwide Corp. | 336,364 | |||||
1,097 | Rockwell Automation, Inc. | 323,538 | |||||
1,707 | Xylem, Inc. | 175,224 | |||||
2,594,072 | |||||||
Management of Companies and Enterprises - 0.0% (b) | |||||||
3,082 | Rivian Automotive, Inc., Class A (a) | 59,483 | |||||
Manufacturing - 6.8% | |||||||
52,651 | Alphabet, Inc., Class C (a) | 4,754,385 | |||||
1,764 | BioMarin Pharmaceutical, Inc. (a) | 175,677 | |||||
1,463 | Bio-Techne Corp. | 106,272 | |||||
1,458 | Bunge Ltd. | 139,239 | |||||
1,630 | Catalent, Inc. (a) | 111,199 | |||||
1,631 | Cognex Corp. | 77,342 | |||||
4,061 | Elanco Animal Health, Inc. (a) | 46,580 | |||||
619 | Generac Holdings, Inc. (a) | 74,286 | |||||
1,545 | HF Sinclair Corp. | 76,817 | |||||
666 | Insulet Corp. (a) | 184,056 | |||||
594 | Jazz Pharmaceuticals Plc (a) | 83,398 | |||||
7,393 | Keurig Dr Pepper, Inc. | 255,428 | |||||
575 | Lear Corp. | 80,299 | |||||
298 | Lennox International, Inc. | 75,939 | |||||
1,100 | Lululemon Athletica, Inc. (a) | 340,120 | |||||
2,492 | NXP Semiconductors NV | 444,772 | |||||
910 | Owens Corning | 88,989 | |||||
4,956 | Plug Power, Inc. (a) | 73,696 | |||||
1,740 | Steel Dynamics, Inc. | 219,431 | |||||
25,222 | Tesla, Inc. (a) | 5,188,418 | |||||
2,348 | Trimble, Inc. (a) | 122,237 | |||||
12,718,580 | |||||||
Media - 0.9% | |||||||
17,227 | Walt Disney Co. (a) | 1,715,981 | |||||
Mining - 0.2% | |||||||
7,667 | Newmont Goldcorp Corp. | 334,358 | |||||
Mining, Quarrying, and Oil and Gas Extraction - 0.1% | |||||||
2,063 | Targa Resources Corp. | 152,868 | |||||
Miscellaneous Manufacturing - 1.3% | |||||||
5,275 | 3M Co. | 568,328 | |||||
1,220 | AO Smith Corp. | 80,069 | |||||
3,814 | Eaton Corp PLC | 667,183 | |||||
2,936 | Illinois Tool Works, Inc. | 684,558 | |||||
2,171 | Trane Technologies PLC | 401,570 | |||||
2,401,708 | |||||||
Office/Business Equipment - 0.1% | |||||||
491 | Zebra Technologies Corp., Class A (a) | 147,423 | |||||
Oil & Gas - 0.8% | |||||||
4,788 | Marathon Petroleum Corp. | 591,797 | |||||
4,600 | Phillips 66 | 471,776 | |||||
3,769 | Valero Energy Corp. | 496,490 | |||||
1,560,063 | |||||||
Oil & Gas Services - 0.7% | |||||||
9,602 | Baker Hughes & GE Co., Class A | 293,821 | |||||
8,835 | Halliburton Co. | 320,092 | |||||
13,705 | Schlumberger, Ltd. | 729,243 | |||||
1,343,156 | |||||||
Packaging & Containers - 0.2% | |||||||
14,128 | Amcor PLC | 157,386 | |||||
3,021 | Ball Corp. | 169,810 | |||||
2,419 | Westrock Co. | 75,957 | |||||
403,153 | |||||||
Pharmaceuticals - 6.7% | |||||||
1,481 | AmerisourceBergen Corp. | 230,384 | |||||
20,511 | Bristol-Myers Squibb Co. | 1,414,439 | |||||
2,608 | Cardinal Health, Inc. | 197,452 | |||||
2,895 | Cigna Corp. | 845,629 | |||||
3,718 | DexCom, Inc. (a) | 412,735 | |||||
7,572 | Eli Lilly & Co. | 2,356,558 | |||||
24,903 | Johnson & Johnson | 3,816,634 | |||||
23,788 | Merck & Co., Inc. | 2,527,237 | |||||
4,446 | Zoetis, Inc., Class A | 742,482 | |||||
12,543,550 | |||||||
Pipelines - 0.5% | |||||||
19,408 | Kinder Morgan, Inc. | 331,101 | |||||
4,265 | ONEOK, Inc. | 279,144 | |||||
11,633 | Williams Cos., Inc. | 350,153 | |||||
960,398 | |||||||
Real Estate Investment Trusts - 2.5% | |||||||
4,414 | American Tower Corp. | 874,016 | |||||
4,451 | Annaly Capital Management, Inc. | 92,047 | |||||
1,401 | Boston Properties, Inc. | 91,737 | |||||
3,030 | CBRE Group, Inc., Class A (a) | 257,974 | |||||
4,119 | Crown Castle International Corp. | 538,559 | |||||
868 | Equinix, Inc. | 597,418 | |||||
5,110 | Healthpeak Properties, Inc. | 122,947 | |||||
8,734 | Prologis, Inc. | 1,077,776 | |||||
1,028 | SBA Communications Corp. | 266,612 | |||||
836 | U-Haul Holding Co. | 46,507 | |||||
3,802 | Ventas, Inc. | 184,967 | |||||
4,406 | Welltower, Inc. | 326,573 | |||||
7,024 | Weyerhaeuser Co. | 219,500 | |||||
4,696,633 | |||||||
Retail - 4.6% | |||||||
571 | Advance Auto Parts, Inc. | 82,772 | |||||
1,918 | Best Buy Co., Inc. | 159,405 | |||||
1,513 | CarMax, Inc. (a) | 104,458 | |||||
1,340 | Genuine Parts Co. | 236,992 | |||||
9,704 | Home Depot, Inc. | 2,877,624 | |||||
5,898 | Lowe's Cos., Inc. | 1,213,514 | |||||
6,919 | McDonald's Corp. | 1,825,993 | |||||
4,343 | Target Corp. | 731,796 | |||||
11,042 | TJX Cos., Inc. | 845,817 | |||||
1,059 | Tractor Supply Co. | 247,022 | |||||
487 | Ulta Beauty, Inc. (a) | 252,656 | |||||
8,578,049 | |||||||
Retail Trade - 0.1% | |||||||
624 | Burlington Stores, Inc. (a) | 133,692 | |||||
Semiconductors - 5.1% | |||||||
8,233 | Applied Materials, Inc. | 956,263 | |||||
39,084 | Intel Corp. | 974,364 | |||||
1,312 | Lam Research Corp. | 637,645 | |||||
23,593 | NVIDIA Corp. | 5,477,351 | |||||
8,702 | Texas Instruments, Inc. | 1,491,958 | |||||
9,537,581 | |||||||
Software - 12.4% | |||||||
4,470 | Adobe, Inc. (a) | 1,448,056 | |||||
832 | ANSYS, Inc. (a) | 252,604 | |||||
2,058 | Autodesk, Inc. (a) | 408,904 | |||||
2,593 | Cadence Design Systems, Inc. (a) | 500,293 | |||||
2,664 | Electronic Arts, Inc. | 295,544 | |||||
2,549 | Intuit, Inc. | 1,037,902 | |||||
67,442 | Microsoft Corp. | 16,821,384 | |||||
9,530 | Salesforce.com, Inc. (a) | 1,559,203 | |||||
1,900 | ServiceNow, Inc. (a) | 821,123 | |||||
1,592 | Take-Two Interactive Software, Inc. (a) | 174,404 | |||||
23,319,417 | |||||||
Telecommunications - 2.1% | |||||||
39,245 | Cisco Systems, Inc. | 1,900,243 | |||||
1,577 | Motorola Solutions, Inc. | 414,451 | |||||
39,861 | Verizon Communications, Inc. | 1,547,006 | |||||
3,861,700 | |||||||
Toys/Games/Hobbies - 0.0% (b) | |||||||
1,244 | Hasbro, Inc. | 68,432 | |||||
Transportation - 2.3% | |||||||
1,196 | CH Robinson Worldwide, Inc. | 119,552 | |||||
20,231 | CSX Corp. | 616,843 | |||||
1,551 | Expeditors International of Washington, Inc. | 162,173 | |||||
795 | JB Hunt Transport Services, Inc. | 143,728 | |||||
2,220 | Norfolk Southern Corp. | 499,100 | |||||
898 | Old Dominion Freight Line, Inc. | 304,656 | |||||
5,934 | Union Pacific Corp. | 1,230,000 | |||||
6,876 | United Parcel Service, Inc., Class B | 1,254,801 | |||||
4,330,853 | |||||||
Transportation and Warehousing - 0.1% | |||||||
1,439 | Knight-Swift Transportation Holdings, Inc. | 81,793 | |||||
Utilities - 0.3% | |||||||
2,150 | Cheniere Energy, Inc. | 338,281 | |||||
2,366 | Essential Utilities, Inc. | 101,218 | |||||
1,983 | UGI Corp. | 73,827 | |||||
513,326 | |||||||
Water - 0.1% | |||||||
1,720 | American Water Works Co., Inc. | 241,454 | |||||
Wholesale Trade - 0.1% | |||||||
374 | Pool Corp. | 133,466 | |||||
TOTAL COMMON STOCKS (Cost - $163,387,358) | 165,123,875 | ||||||
SHORT TERM INVESTMENTS - 3.4% | |||||||
Money Market Funds - 3.4% | |||||||
6,404,182 | First American Treasury Obligations Fund, Class X, 4.48% (c) | 6,404,182 | |||||
TOTAL SHORT TERM INVESTMENTS (Cost - $6,404,182) | 6,404,182 | ||||||
TOTAL INVESTMENTS - 99.7% (Cost - $185,142,268) | 186,939,280 | ||||||
Other Assets in Excess of Liabilities - 0.3% | 564,493 | ||||||
NET ASSETS - 100.0% | $ | 187,503,773 | |||||
Percentages are stated as a percent of net assets. | |||||||
(a) Non-income producing security. | |||||||
(b) Rounds to less than 0.1%. | |||||||
(c) Interest rate reflects seven-day yield on February 28, 2023. | |||||||
(d) Value determined using significant unobservable inputs. Classified as Level 3 in the fair value hierarchy. | |||||||
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NPORT-P Filing
Horizon Funds NPORT-PHorizon ESG & Defensive Core Fund (Feb 2023 report)
Filed: 26 Apr 23, 4:00pm