Horizon Active Risk Assist® Fund | ||||||||
PORTFOLIO OF INVESTMENTS | ||||||||
August 31, 2021 (Unaudited) | ||||||||
Shares | Value | |||||||
INVESTMENT COMPANIES - 97.8% | ||||||||
Exchange Traded Funds - 97.8% | ||||||||
235,366 | Invesco QQQ Trust Series 1 (f) | $ | 89,427,312 | |||||
656,831 | Invesco S&P 500 Equal Weight ETF (f) | 102,662,685 | ||||||
952,342 | iShares Edge MSCI USA Quality Factor ETF | 134,518,308 | ||||||
701,237 | iShares MSCI EAFE Minimum Volatility ETF (f) | 55,040,092 | ||||||
1,639,226 | iShares MSCI USA Minimum Volatility ETF (f) | 127,285,899 | ||||||
367,909 | iShares MSCI USA Momentum Factor ETF (f) | 67,047,736 | ||||||
832,875 | Principal US Mega-Cap ETF (f) | 34,954,764 | ||||||
4,417,988 | SPDR Portfolio Developed World ex-US ETF | 165,321,111 | ||||||
1,003,661 | SPDR Portfolio S&P 500 Growth ETF | 68,329,241 | ||||||
1,612,653 | SPDR Portfolio S&P 500 Value ETF (e) | 65,360,826 | ||||||
81,720 | SPDR S&P Kensho New Economies Composite ETF | 5,305,262 | ||||||
1,029,331 | WisdomTree U.S. Quality Dividend Growth Fund | 64,189,081 | ||||||
1,111,667 | Xtrackers MSCI USA ESG Leaders Equity ETF | 46,578,847 | ||||||
240,000 | Xtrackers Russell 1000 US QARP ETF (g) | 10,044,000 | ||||||
504,075 | Xtrackers Russell US Multifactor ETF (g) | 23,353,140 | ||||||
1,495,584 | Xtrackers S&P 500 ESG ETF (g) | 59,748,581 | ||||||
TOTAL INVESTMENT COMPANIES (Cost - $968,962,640) | 1,119,166,885 | |||||||
COMMON STOCKS - 1.4% | ||||||||
Advertising - 0.0% (b) | ||||||||
5,205 | Interpublic Group of Cos., Inc. | 193,782 | ||||||
978 | Omnicom Group, Inc. (f) | 71,609 | ||||||
265,391 | ||||||||
Aerospace/Defense - 0.0% (b) | ||||||||
36 | General Dynamics Corp. | 7,211 | ||||||
1,614 | Howmet Aerospace, Inc. | 51,244 | ||||||
30 | L3Harris Technologies, Inc. | 6,990 | ||||||
275 | Teledyne Technologies, Inc. (a) | 127,430 | ||||||
16 | TransDigm Group, Inc. (a) | 9,720 | ||||||
202,595 | ||||||||
Agriculture - 0.0% (b) | ||||||||
396 | Archer Daniels Midland Co. | 23,760 | ||||||
532 | Philip Morris International, Inc. | 54,796 | ||||||
78,556 | ||||||||
Airlines - 0.0% (b) | ||||||||
1,181 | Alaska Air Group, Inc. (a) | 67,719 | ||||||
2,641 | American Airlines Group, Inc. (a)(f) | 52,662 | ||||||
353 | Delta Air Lines, Inc. (a)(f) | 14,275 | ||||||
240 | Southwest Airlines Co. (a)(f) | 11,947 | ||||||
601 | United Airlines Holdings, Inc. (a) | 27,952 | ||||||
174,555 | ||||||||
Apparel - 0.0% (b) | ||||||||
2,295 | Hanesbrands, Inc. (f) | 42,871 | ||||||
557 | Nike, Inc., Class B | 91,760 | ||||||
699 | PVH Corp. (a) | 73,248 | ||||||
503 | Ralph Lauren Corp., Class A (f) | 58,413 | ||||||
2,856 | Tapestry, Inc. | 115,154 | ||||||
3,870 | Under Armour, Inc., Class A (a)(f) | 89,552 | ||||||
105 | VF Corp. (f) | 8,029 | ||||||
479,027 | ||||||||
Auto Manufacturers - 0.0% (b) | ||||||||
32 | Cummins, Inc. (f) | 7,551 | ||||||
2,951 | Ford Motor Co. (a)(f) | 38,451 | ||||||
160 | General Motors Co. (a) | 7,842 | ||||||
85 | PACCAR, Inc. | 6,959 | ||||||
60,803 | ||||||||
Auto Parts & Equipment - 0.0% (b) | ||||||||
103 | Aptiv PLC (a) | 15,676 | ||||||
678 | BorgWarner, Inc. (f) | 28,937 | ||||||
44,613 | ||||||||
Banks - 0.1% | ||||||||
199 | Bank of New York Mellon Corp. (f) | 10,989 | ||||||
777 | Citizens Financial Group, Inc. | 34,025 | ||||||
1,032 | Comerica, Inc. | 76,275 | ||||||
686 | Fifth Third Bancorp (f) | 26,658 | ||||||
225 | First Republic Bank (f) | 44,761 | ||||||
218 | Goldman Sachs Group, Inc. (f) | 90,145 | ||||||
2,458 | Huntington Bancshares, Inc. | 38,173 | ||||||
1,465 | KeyCorp (f) | 29,769 | ||||||
180 | M&T Bank Corp. (f) | 25,202 | ||||||
1,167 | Morgan Stanley | 121,870 | ||||||
159 | Northern Trust Corp. | 18,845 | ||||||
227 | PNC Financial Services Group, Inc. | 43,380 | ||||||
1,702 | Regions Financial Corp. | 34,772 | ||||||
163 | State Street Corp. | 15,144 | ||||||
72 | SVB Financial Group (a) | 40,284 | ||||||
111 | Truist Financial Corp. | 6,333 | ||||||
2,621 | Wells Fargo & Co. | 119,780 | ||||||
1,454 | Zions Bancorp NA | 84,186 | ||||||
860,591 | ||||||||
Beverages - 0.0% (b) | ||||||||
85 | Brown-Forman Corp., Class B | 5,969 | ||||||
1,069 | Coca-Cola Co. | 60,195 | ||||||
35 | Constellation Brands, Inc., Class A | 7,390 | ||||||
926 | Molson Coors Brewing Co., Class B (f) | 44,013 | ||||||
69 | Monster Beverage Corp. (a) | 6,732 | ||||||
124,299 | ||||||||
Biotechnology - 0.0% (b) | ||||||||
22 | Biogen, Inc. (a) | 7,456 | ||||||
34 | Bio-Rad Laboratories, Inc., Class A (a) | 27,364 | ||||||
337 | Corteva, Inc. | 14,818 | ||||||
23 | Illumina, Inc. (a) | 10,515 | ||||||
164 | Incyte Corp. (a) | 12,544 | ||||||
8 | Regeneron Pharmaceuticals, Inc. (a) | 5,387 | ||||||
15 | Vertex Pharmaceuticals, Inc. (a) | 3,004 | ||||||
81,088 | ||||||||
Building Materials - 0.0% (b) | ||||||||
926 | Carrier Global Corp. | 53,337 | ||||||
204 | Fortune Brands Home & Security, Inc. | 19,863 | ||||||
712 | Johnson Controls International PLC | 53,258 | ||||||
101 | Martin Marietta Materials, Inc. | 38,506 | ||||||
247 | Masco Corp. | 14,998 | ||||||
91 | Vulcan Materials Co. | 16,920 | ||||||
196,882 | ||||||||
Chemicals - 0.0% (b) | ||||||||
293 | Albemarle Corp. (f) | 69,365 | ||||||
144 | Celanese Corp. | 22,838 | ||||||
954 | CF Industries Holdings, Inc. | 43,331 | ||||||
119 | Dow, Inc. (f) | 7,485 | ||||||
239 | Eastman Chemical Co. | 27,045 | ||||||
136 | FMC Corp. | 12,734 | ||||||
187 | International Flavors & Fragrances, Inc. | 28,331 | ||||||
115 | LyondellBasell Industries NV, Class A | 11,540 | ||||||
1,529 | Mosaic Co. | 49,203 | ||||||
58 | PPG Industries, Inc. | 9,254 | ||||||
91 | Sherwin-Williams Co. | 27,634 | ||||||
308,760 | ||||||||
Commercial Services - 0.1% | ||||||||
293 | Automatic Data Processing, Inc. | 61,249 | ||||||
19 | Cintas Corp. | 7,520 | ||||||
157 | Equifax, Inc. | 42,745 | ||||||
107 | FleetCor Technologies, Inc. (a) | 28,171 | ||||||
430 | Gartner, Inc. (a) | 132,758 | ||||||
52 | Global Payments, Inc. | 8,457 | ||||||
4,870 | H&R Block, Inc. (f) | 124,916 | ||||||
82 | IHS Markit, Ltd. | 9,889 | ||||||
26 | MarketAxess Holdings, Inc. (f) | 12,374 | ||||||
98 | Moody's Corp. | 37,315 | ||||||
2,966 | Nielsen Holdings PLC (f) | 63,650 | ||||||
667 | Quanta Services, Inc. | 68,101 | ||||||
749 | Robert Half International, Inc. (f) | 77,447 | ||||||
99 | United Rentals, Inc. (a)(f) | 34,912 | ||||||
38 | Verisk Analytics, Inc. | 7,667 | ||||||
717,171 | ||||||||
Computers - 0.1% | ||||||||
205 | Accenture PLC, Class A (f) | 68,995 | ||||||
198 | Cognizant Technology Solutions Corp., Class A | 15,109 | ||||||
7,327 | DXC Technology Co. (a) | 269,047 | ||||||
351 | Fortinet, Inc. (a)(f) | 110,614 | ||||||
4,488 | Hewlett Packard Enterprise Co. (f) | 69,385 | ||||||
1,543 | HP, Inc. | 45,889 | ||||||
38 | International Business Machines Corp. (f) | 5,333 | ||||||
424 | Leidos Holdings, Inc. | 41,599 | ||||||
1,406 | NetApp, Inc. | 125,036 | ||||||
1,172 | Western Digital Corp. (a)(f) | 74,070 | ||||||
825,077 | ||||||||
Cosmetics/Personal Care - 0.0% (b) | ||||||||
18,481 | Coty, Inc., Class A (a) | 180,559 | ||||||
191 | Estee Lauder Cos., Inc., Class A (f) | 65,034 | ||||||
245,593 | ||||||||
Distribution/Wholesale - 0.0% (b) | ||||||||
210 | Copart, Inc. (a) | 30,307 | ||||||
171 | Fastenal Co. | 9,550 | ||||||
1,091 | LKQ Corp. (a)(f) | 57,485 | ||||||
32 | WW Grainger, Inc. | 13,879 | ||||||
111,221 | ||||||||
Diversified Financial Services - 0.1% | ||||||||
495 | American Express Co. | 82,150 | ||||||
76 | Ameriprise Financial, Inc. | 20,741 | ||||||
437 | Capital One Financial Corp. | 72,529 | ||||||
224 | CBOE Global Markets, Inc. (f) | 28,257 | ||||||
1,135 | Charles Schwab Corp. | 82,685 | ||||||
453 | Discover Financial Services (f) | 58,084 | ||||||
1,029 | Franklin Resources, Inc. (f) | 33,381 | ||||||
3,934 | Invesco, Ltd. | 99,609 | ||||||
188 | Nasdaq, Inc. | 36,806 | ||||||
392 | Raymond James Financial, Inc. | 54,841 | ||||||
889 | Synchrony Financial (f) | 44,228 | ||||||
176 | T. Rowe Price Group, Inc. (f) | 39,401 | ||||||
2,503 | Western Union Co. (f) | 54,165 | ||||||
706,877 | ||||||||
Electric - 0.0% (b) | ||||||||
898 | AES Corp. | 21,435 | ||||||
450 | Alliant Energy Corp. | 27,355 | ||||||
244 | Ameren Corp. | 21,404 | ||||||
61 | American Electric Power Co., Inc. (f) | 5,464 | ||||||
1,323 | CenterPoint Energy, Inc. (f) | 33,194 | ||||||
188 | CMS Energy Corp. | 12,056 | ||||||
108 | Consolidated Edison, Inc. | 8,149 | ||||||
76 | DTE Energy Co. (f) | 9,146 | ||||||
212 | Duke Energy Corp. | 22,188 | ||||||
203 | Edison International | 11,742 | ||||||
105 | Entergy Corp. (f) | 11,614 | ||||||
130 | Evergy, Inc. | 8,898 | ||||||
91 | Eversource Energy (f) | 8,256 | ||||||
163 | Exelon Corp. | 7,990 | ||||||
448 | FirstEnergy Corp. | 17,414 | ||||||
960 | NRG Energy, Inc. | 43,843 | ||||||
335 | Pinnacle West Capital Corp. | 25,761 | ||||||
374 | PPL Corp. | 10,977 | ||||||
139 | Public Service Enterprise Group, Inc. (f) | 8,888 | ||||||
49 | Sempra Energy | 6,486 | ||||||
278 | Southern Co. | 18,273 | ||||||
70 | WEC Energy Group, Inc. | 6,614 | ||||||
84 | Xcel Energy, Inc. | 5,775 | ||||||
352,922 | ||||||||
Electrical Components & Equipment - 0.0% (b) | ||||||||
92 | AMETEK, Inc. | 12,509 | ||||||
79 | Emerson Electric Co. | 8,335 | ||||||
20,844 | ||||||||
Electronics - 0.1% | ||||||||
267 | Agilent Technologies, Inc. (f) | 46,850 | ||||||
229 | Allegion PLC | 32,974 | ||||||
302 | Amphenol Corp., Class A | 23,142 | ||||||
112 | Fortive Corp. | 8,273 | ||||||
256 | Garmin, Ltd. (f) | 44,654 | ||||||
360 | Keysight Technologies, Inc. (a) | 64,577 | ||||||
25 | Mettler-Toledo International, Inc. (a) | 38,821 | ||||||
166 | PerkinElmer, Inc. | 30,677 | ||||||
13 | Roper Technologies, Inc. (f) | 6,283 | ||||||
266 | TE Connectivity, Ltd. | 39,959 | ||||||
44 | Vontier Corp. | 1,600 | ||||||
168 | Waters Corp. (a) | 69,555 | ||||||
407,365 | ||||||||
Engineering & Construction - 0.0% (b) | ||||||||
185 | Jacobs Engineering Group, Inc. | 24,968 | ||||||
Entertainment - 0.0% (b) | ||||||||
870 | Live Nation Entertainment, Inc. (a)(f) | 75,429 | ||||||
Environmental Control - 0.0% (b) | ||||||||
755 | Pentair PLC | 58,256 | ||||||
261 | Republic Services, Inc. | 32,398 | ||||||
284 | Waste Management, Inc. (f) | 44,051 | ||||||
134,705 | ||||||||
Food - 0.0% (b) | ||||||||
352 | Campbell Soup Co. (f) | 14,689 | ||||||
379 | Conagra Brands, Inc. (f) | 12,552 | ||||||
107 | General Mills, Inc. | 6,186 | ||||||
149 | Hershey Co. | 26,477 | ||||||
177 | Hormel Foods Corp. (f) | 8,060 | ||||||
225 | J.M. Smucker Co. (f) | 27,826 | ||||||
169 | Kellogg Co. (f) | 10,671 | ||||||
215 | Kraft Heinz Co. (f) | 7,738 | ||||||
573 | Kroger Co. (f) | 26,375 | ||||||
380 | Lamb Weston Holdings, Inc. | 24,757 | ||||||
92 | McCormick & Co., Inc. | 7,939 | ||||||
361 | Mondelez International, Inc., Class A | 22,407 | ||||||
113 | Sysco Corp. | 9,000 | ||||||
182 | Tyson Foods, Inc., Class A | 14,291 | ||||||
218,968 | ||||||||
Forest Products & Paper - 0.0% (b) | ||||||||
514 | International Paper Co. | 30,886 | ||||||
Gas - 0.0% (b) | ||||||||
181 | Atmos Energy Corp. (f) | 17,649 | ||||||
1,345 | NiSource, Inc. | 33,154 | ||||||
50,803 | ||||||||
Hand/Machine Tools - 0.0% (b) | ||||||||
223 | Snap-on, Inc. (f) | 50,164 | ||||||
49 | Stanley Black & Decker, Inc. | 9,470 | ||||||
59,634 | ||||||||
Healthcare Products - 0.1% | ||||||||
83 | ABIOMED, Inc. (a) | 30,209 | ||||||
62 | Align Technology, Inc. (a)(f) | 43,958 | ||||||
82 | Baxter International, Inc. | 6,250 | ||||||
127 | Boston Scientific Corp. (a) | 5,734 | ||||||
44 | Cooper Cos., Inc. (f) | 19,831 | ||||||
227 | Danaher Corp. | 73,584 | ||||||
626 | Dentsply Sirona, Inc. | 38,624 | ||||||
345 | Edwards Lifesciences Corp. (a) | 40,427 | ||||||
245 | Hologic, Inc. (a) | 19,392 | ||||||
80 | IDEXX Laboratories, Inc. (a) | 53,901 | ||||||
62 | ResMed, Inc. | 18,013 | ||||||
109 | STERIS PLC (f) | 23,436 | ||||||
51 | Teleflex, Inc. (f) | 20,168 | ||||||
92 | West Pharmaceutical Services, Inc. | 41,549 | ||||||
70 | Zimmer Biomet Holdings, Inc. | 10,532 | ||||||
445,608 | ||||||||
Healthcare Services - 0.1% | ||||||||
122 | Anthem, Inc. (f) | 45,766 | ||||||
153 | Centene Corp. (a) | 9,636 | ||||||
310 | DaVita, Inc. (a) | 40,539 | ||||||
299 | HCA Healthcare, Inc. | 75,641 | ||||||
14 | Humana, Inc. | 5,676 | ||||||
177 | IQVIA Holdings, Inc. (a) | 45,972 | ||||||
144 | Laboratory Corp. of America Holdings (a) | 43,687 | ||||||
153 | Quest Diagnostics, Inc. | 23,383 | ||||||
316 | UnitedHealth Group, Inc. | 131,541 | ||||||
282 | Universal Health Services, Inc., Class B (f) | 43,924 | ||||||
465,765 | ||||||||
Home Builders - 0.0% (b) | ||||||||
100 | DR Horton, Inc. | 9,562 | ||||||
103 | Lennar Corp., Class A (f) | 11,053 | ||||||
10 | NVR, Inc. (a)(f) | 51,799 | ||||||
358 | PulteGroup, Inc. (f) | 19,282 | ||||||
91,696 | ||||||||
Home Furnishings - 0.0% (b) | ||||||||
861 | Leggett & Platt, Inc. (f) | 41,664 | ||||||
100 | Whirlpool Corp. (f) | 22,153 | ||||||
63,817 | ||||||||
Household Products/Wares - 0.0% (b) | ||||||||
232 | Avery Dennison Corp. | 52,290 | ||||||
107 | Church & Dwight Co., Inc. (f) | 8,952 | ||||||
40 | Clorox Co. (f) | 6,722 | ||||||
31 | Kimberly-Clark Corp. (f) | 4,272 | ||||||
72,236 | ||||||||
Housewares - 0.0% (b) | ||||||||
1,591 | Newell Brands, Inc. (f) | 40,427 | ||||||
Information - 0.0% (b) | ||||||||
4,514 | Lumen Technologies, Inc. (f) | 55,522 | ||||||
Insurance - 0.1% | ||||||||
210 | Aflac, Inc. (f) | 11,903 | ||||||
76 | Allstate Corp. (f) | 10,281 | ||||||
312 | American International Group, Inc. | 17,023 | ||||||
22 | Aon PLC, Class A | 6,311 | ||||||
96 | Arthur J Gallagher & Co. | 13,788 | ||||||
230 | Assurant, Inc. (f) | 39,125 | ||||||
32 | Chubb Ltd. | 5,885 | ||||||
321 | Cincinnati Financial Corp. (f) | 39,611 | ||||||
123 | Everest Re Group Ltd. | 32,583 | ||||||
297 | Globe Life, Inc. (f) | 28,533 | ||||||
431 | Hartford Financial Services Group, Inc. | 28,972 | ||||||
1,060 | Lincoln National Corp. (f) | 72,769 | ||||||
597 | Loews Corp. | 33,354 | ||||||
162 | MetLife, Inc. | 10,044 | ||||||
478 | Principal Financial Group, Inc. | 31,935 | ||||||
126 | Prudential Financial, Inc. (f) | 13,341 | ||||||
66 | Travelers Cos., Inc. | 10,541 | ||||||
3,507 | Unum Group | 93,356 | ||||||
299 | WR Berkley Corp. | 22,518 | ||||||
521,873 | ||||||||
Internet - 0.1% | ||||||||
88 | Alphabet, Inc., Class A (a) | 254,668 | ||||||
355 | CDW Corp. | 71,217 | ||||||
107 | eBay, Inc. (f) | 8,211 | ||||||
159 | Expedia Group, Inc. (a)(f) | 22,975 | ||||||
562 | F5 Networks, Inc. (a)(f) | 114,406 | ||||||
659 | Facebook, Inc., Class A (a) | 250,011 | ||||||
1,924 | NortonLifeLock, Inc. | 51,101 | ||||||
670 | Twitter, Inc. (a) | 43,215 | ||||||
102 | VeriSign, Inc. (a) | 22,059 | ||||||
837,863 | ||||||||
Iron/Steel - 0.0% (b) | ||||||||
586 | Nucor Corp. (f) | 68,890 | ||||||
Leisure Time - 0.0% (b) | ||||||||
1,633 | Carnival Corp. (a)(f) | 39,421 | ||||||
3,163 | Norwegian Cruise Line Holdings Ltd. (a)(f) | 81,732 | ||||||
243 | Royal Caribbean Cruises Ltd. (a)(f) | 20,103 | ||||||
141,256 | ||||||||
Lodging - 0.0% (b) | ||||||||
101 | Hilton Worldwide Holdings, Inc. (a)(f) | 12,611 | ||||||
122 | Las Vegas Sands Corp. (a)(f) | 5,443 | ||||||
67 | Marriott International, Inc., Class A (a) | 9,054 | ||||||
1,148 | MGM Resorts International | 48,928 | ||||||
344 | Wynn Resorts Ltd. (a)(f) | 34,981 | ||||||
111,017 | ||||||||
Machinery - Diversified - 0.0% (b) | ||||||||
138 | Deere & Co. (f) | 52,168 | ||||||
236 | Dover Corp. (f) | 41,149 | ||||||
1,894 | Flowserve Corp. (f) | 73,620 | ||||||
82 | IDEX Corp. (f) | 18,368 | ||||||
378 | Ingersoll Rand, Inc. (a) | 20,041 | ||||||
445 | Otis Worldwide Corp. | 41,038 | ||||||
37 | Rockwell Automation, Inc. | 12,042 | ||||||
276 | Wabtec Corp. | 24,782 | ||||||
304 | Xylem, Inc. (f) | 41,438 | ||||||
324,646 | ||||||||
Manufacturing - 0.0% (b) | ||||||||
195 | AstraZeneca Plc ADR | 11,365 | ||||||
56 | Generac Holdings, Inc. (a)(f) | 24,471 | ||||||
270 | Moderna, Inc. (a) | 101,706 | ||||||
3,920 | NOV, Inc. (a) | 51,626 | ||||||
1,016 | Seagate Technology Holdings Plc | 88,992 | ||||||
124 | Trimble, Inc. (a)(f) | 11,683 | ||||||
289,843 | ||||||||
Media - 0.0% (b) | ||||||||
53 | Charter Communications, Inc., Class A (a)(f) | 43,283 | ||||||
2,226 | Discovery, Inc., Class A (a)(f) | 64,198 | ||||||
1,124 | DISH Network Corp., Class A (a)(f) | 48,995 | ||||||
1,204 | Fox Corp., Class A (f) | 45,078 | ||||||
4,637 | News Corp., Class A | 104,193 | ||||||
960 | ViacomCBS, Inc., Class B | 39,792 | ||||||
345,539 | ||||||||
Mining - 0.0% (b) | ||||||||
1,140 | Freeport-McMoRan, Inc. | 41,485 | ||||||
63 | Newmont Goldcorp Corp. | 3,653 | ||||||
45,138 | ||||||||
Mining, Quarrying, and Oil and Gas Extraction - 0.0% (b) | ||||||||
3,295 | APA Corp. (f) | 64,187 | ||||||
Miscellaneous Manufacturing - 0.0% (b) | ||||||||
440 | AO Smith Corp. | 31,997 | ||||||
322 | Eaton Corp PLC | 54,212 | ||||||
40 | Parker-Hannifin Corp. | 11,867 | ||||||
918 | Textron, Inc. | 66,711 | ||||||
244 | Trane Technologies PLC | 48,434 | ||||||
213,221 | ||||||||
Office/Business Equipment - 0.0% (b) | ||||||||
7,129 | Xerox Holdings Corp. | 160,474 | ||||||
184 | Zebra Technologies Corp., Class A (a)(f) | 108,039 | ||||||
268,513 | ||||||||
Oil & Gas - 0.1% | ||||||||
1,162 | Cabot Oil & Gas Corp. (f) | 18,464 | ||||||
1,179 | ConocoPhillips (f) | 65,470 | ||||||
5,970 | Devon Energy Corp. (f) | 176,413 | ||||||
1,225 | Diamondback Energy, Inc. | 94,497 | ||||||
206 | EOG Resources, Inc. | 13,909 | ||||||
343 | Hess Corp. | 23,581 | ||||||
2,487 | HollyFrontier Corp. | 80,405 | ||||||
12,020 | Marathon Oil Corp. | 141,235 | ||||||
296 | Marathon Petroleum Corp. | 17,544 | ||||||
1,562 | Occidental Petroleum Corp. | 40,128 | ||||||
133 | Phillips 66 (f) | 9,455 | ||||||
129 | Pioneer Natural Resources Co. | 19,307 | ||||||
196 | Valero Energy Corp. | 12,997 | ||||||
713,405 | ||||||||
Oil & Gas Services - 0.0% (b) | ||||||||
1,339 | Baker Hughes & GE Co., Class A | 30,502 | ||||||
1,166 | Halliburton Co. | 23,297 | ||||||
420 | Schlumberger, Ltd. | 11,777 | ||||||
8,886 | TechnipFMC PLC (a) | 58,914 | ||||||
124,490 | ||||||||
Packaging & Containers - 0.0% (b) | ||||||||
1,078 | Amcor PLC | 13,852 | ||||||
91 | Ball Corp. | 8,732 | ||||||
185 | Packaging Corp of America (f) | 28,065 | ||||||
1,061 | Sealed Air Corp. | 64,753 | ||||||
668 | Westrock Co. | 34,763 | ||||||
150,165 | ||||||||
Pharmaceuticals - 0.0% (b) | ||||||||
142 | AmerisourceBergen Corp. | 17,354 | ||||||
18 | Becton Dickinson & Co. | 4,531 | ||||||
413 | Cardinal Health, Inc. | 21,678 | ||||||
27 | Cigna Corp. (f) | 5,715 | ||||||
18 | DexCom, Inc. (a)(f) | 9,530 | ||||||
390 | Eli Lilly & Co. | 100,733 | ||||||
534 | Henry Schein, Inc. (a) | 40,365 | ||||||
73 | McKesson Corp. | 14,902 | ||||||
910 | Perrigo Co. PLC | 37,264 | ||||||
2,395 | Viatris, Inc. | 35,039 | ||||||
287,111 | ||||||||
Pipelines - 0.0% (b) | ||||||||
478 | Kinder Morgan, Inc. | 7,777 | ||||||
835 | ONEOK, Inc. | 43,854 | ||||||
340 | Williams Cos., Inc. | 8,395 | ||||||
60,026 | ||||||||
Professional, Scientific, and Technical Services - 0.0% (b) | ||||||||
47 | Charles River Laboratories International, Inc. (a) | 20,861 | ||||||
1,777 | Technip Energies NV ADR (a) | 22,959 | ||||||
43,820 | ||||||||
Real Estate - 0.0% (b) | ||||||||
540 | CBRE Group, Inc., Class A (a) | 52,002 | ||||||
Real Estate Investment Trusts - 0.1% | ||||||||
63 | Alexandria Real Estate Equities, Inc. | 13,001 | ||||||
1,156 | Apartment Income REIT Corp. | 58,748 | ||||||
1,156 | Apartment Investment and Management Co., Class A (a) | 8,300 | ||||||
159 | AvalonBay Communities, Inc. | 36,503 | ||||||
196 | Boston Properties, Inc. (f) | 22,146 | ||||||
36 | Digital Realty Trust, Inc. (f) | 5,901 | ||||||
399 | Duke Realty Corp. (f) | 20,952 | ||||||
197 | Equity Residential | 16,562 | ||||||
71 | Essex Property Trust, Inc. | 23,483 | ||||||
257 | Extra Space Storage, Inc. | 48,036 | ||||||
486 | Federal Realty Investment Trust (f) | 59,180 | ||||||
527 | Healthpeak Properties, Inc. (f) | 18,972 | ||||||
2,609 | Host Hotels & Resorts, Inc. (a)(f) | 43,205 | ||||||
1,231 | Iron Mountain, Inc. (f) | 58,780 | ||||||
3,685 | Kimco Realty Corp. (f) | 80,296 | ||||||
237 | Mid-America Apartment Communities, Inc. | 45,592 | ||||||
155 | Public Storage | 50,160 | ||||||
160 | Realty Income Corp. (f) | 11,555 | ||||||
834 | Regency Centers Corp. (f) | 57,229 | ||||||
19 | SBA Communications Corp. | 6,820 | ||||||
378 | Simon Property Group, Inc. (f) | 50,822 | ||||||
1,301 | SL Green Realty Corp. (f) | 91,174 | ||||||
885 | UDR, Inc. (f) | 47,808 | ||||||
309 | Ventas, Inc. | 17,285 | ||||||
936 | Vornado Realty Trust (f) | 39,200 | ||||||
164 | Welltower, Inc. (f) | 14,355 | ||||||
349 | Weyerhaeuser Co. | 12,564 | ||||||
958,629 | ||||||||
Retail - 0.1% | ||||||||
181 | Advance Auto Parts, Inc. (f) | 36,716 | ||||||
18 | AutoZone, Inc. (a)(f) | 27,885 | ||||||
67 | Best Buy Co., Inc. | 7,806 | ||||||
122 | CarMax, Inc. (a)(f) | 15,276 | ||||||
5 | Chipotle Mexican Grill, Inc. (a)(f) | 9,517 | ||||||
125 | Costco Wholesale Corp. | 56,936 | ||||||
171 | Darden Restaurants, Inc. (f) | 25,761 | ||||||
19 | Dollar General Corp. (f) | 4,235 | ||||||
109 | Dollar Tree, Inc. (a) | 9,869 | ||||||
51 | Domino's Pizza, Inc. (f) | 26,361 | ||||||
2,220 | Gap, Inc. (f) | 59,340 | ||||||
240 | Genuine Parts Co. (f) | 29,325 | ||||||
3,014 | Kohl's Corp. (f) | 173,004 | ||||||
45 | O'Reilly Automotive, Inc. (a) | 26,734 | ||||||
69 | Ross Stores, Inc. | 8,170 | ||||||
366 | Target Corp. | 90,395 | ||||||
86 | Tractor Supply Co. | 16,705 | ||||||
71 | Ulta Beauty, Inc. (a) | 27,499 | ||||||
80 | Yum! Brands, Inc. | 10,482 | ||||||
662,016 | ||||||||
Retail Trade - 0.0% (b) | ||||||||
770 | Bath & Body Works, Inc. (f) | 51,960 | ||||||
257 | Victoria's Secret & Co. (a)(f) | 17,039 | ||||||
68,999 | ||||||||
Savings & Loans - 0.0% (b) | ||||||||
4,537 | People's United Financial, Inc. | 74,543 | ||||||
Semiconductors - 0.1% | ||||||||
71 | Advanced Micro Devices, Inc. (a) | 7,861 | ||||||
102 | Analog Devices, Inc. (f) | 16,621 | ||||||
616 | Applied Materials, Inc. | 83,240 | ||||||
349 | IPG Photonics Corp. (a)(f) | 59,567 | ||||||
92 | KLA Corp. | 31,276 | ||||||
31 | Lam Research Corp. | 18,749 | ||||||
199 | Microchip Technology, Inc. | 31,315 | ||||||
178 | Micron Technology, Inc. (f) | 13,119 | ||||||
1,082 | NVIDIA Corp. | 242,206 | ||||||
257 | Qorvo, Inc. (a) | 48,324 | ||||||
35 | QUALCOMM, Inc. | 5,134 | ||||||
155 | Skyworks Solutions, Inc. | 28,436 | ||||||
27 | Texas Instruments, Inc. | 5,155 | ||||||
203 | Xilinx, Inc. (a) | 31,585 | ||||||
622,588 | ||||||||
Shipbuilding - 0.0% (b) | ||||||||
242 | Huntington Ingalls Industries, Inc. (f) | 49,409 | ||||||
Software - 0.1% | ||||||||
101 | Activision Blizzard, Inc. (f) | 8,319 | ||||||
117 | Adobe, Inc. (a) | 77,653 | ||||||
242 | Akamai Technologies, Inc. (a) | 27,407 | ||||||
59 | ANSYS, Inc. (a) | 21,556 | ||||||
43 | Autodesk, Inc. (a) | 13,334 | ||||||
252 | Broadridge Financial Solutions, Inc. | 43,399 | ||||||
168 | Cadence Design Systems, Inc. (a)(f) | 27,465 | ||||||
183 | Cerner Corp. | 13,972 | ||||||
215 | Citrix Systems, Inc. | 22,117 | ||||||
105 | Electronic Arts, Inc. | 15,247 | ||||||
37 | Fidelity National Information Services, Inc. (f) | 4,727 | ||||||
73 | Fiserv, Inc. (a)(f) | 8,599 | ||||||
166 | Intuit, Inc. | 93,974 | ||||||
247 | Jack Henry & Associates, Inc. (f) | 43,566 | ||||||
75 | MSCI, Inc. | 47,594 | ||||||
1,823 | Oracle Corp. | 162,484 | ||||||
440 | Paychex, Inc. | 50,367 | ||||||
109 | Paycom Software, Inc. (a) | 53,290 | ||||||
12 | ServiceNow, Inc. (a) | 7,724 | ||||||
79 | Synopsys, Inc. (a) | 26,247 | ||||||
165 | Take-Two Interactive Software, Inc. (a) | 26,601 | ||||||
106 | Tyler Technologies, Inc. (a) | 51,484 | ||||||
847,126 | ||||||||
Telecommunications - 0.0% (b ) | ||||||||
162 | Arista Networks, Inc. (a)(f) | 59,864 | ||||||
662 | Corning, Inc. (f) | 26,473 | ||||||
3,069 | Juniper Networks, Inc. (f) | 88,940 | ||||||
229 | Motorola Solutions, Inc. | 55,926 | ||||||
231,203 | ||||||||
Textiles - 0.0% (b) | ||||||||
366 | Mohawk Industries, Inc. (a)(f) | 72,380 | ||||||
Toys/Games/Hobbies - 0.0% (b) | ||||||||
248 | Hasbro, Inc. (f) | 24,381 | ||||||
Transportation - 0.0% (b) | ||||||||
140 | CH Robinson Worldwide, Inc. (f) | 12,608 | ||||||
290 | Expeditors International of Washington, Inc. | 36,146 | ||||||
111 | JB Hunt Transport Services, Inc. | 19,691 | ||||||
51 | Old Dominion Freight Line, Inc. (f) | 14,725 | ||||||
83,170 | ||||||||
Transportation and Warehousing - 0.0% (b) | ||||||||
38 | DT Midstream, Inc. | 1,766 | ||||||
Water - 0.0% (b) | ||||||||
55 | American Water Works Co., Inc. | 10,024 | ||||||
Wholesale Trade - 0.0% (b) | ||||||||
26 | Pool Corp. | 12,852 | ||||||
TOTAL COMMON STOCKS (Cost - $13,284,062) | 16,476,785 | |||||||
Contracts | Notional Amount | |||||||
PURCHASED OPTIONS - 0.3% (a)(c) | ||||||||
PURCHASED CALL OPTIONS - 0.1% | ||||||||
Financial Select Sector SPDR Fund | ||||||||
2,250 | Expiration: September 2021, Exercise Price: $38 | 8,640,000 | $ | 205,875 | ||||
2,250 | Expiration: September 2021, Exercise Price: $39 | 8,640,000 | 99,000 | |||||
US Global Jets ETF | ||||||||
10,000 | Expiration: January 2022, Exercise Price: $28 | 22,980,000 | 510,000 | |||||
TOTAL PURCHASED CALL OPTIONS (Cost - $1,060,079) | 814,875 | |||||||
PURCHASED PUT OPTIONS - 0.2% (h) | ||||||||
CBOE Volatility Index | ||||||||
5,000 | Expiration: September 2021, Exercise Price $17 | 8,240,000 | 237,500 | |||||
SPDR S&P 500 ETF Trust | ||||||||
7,000 | Expiration: September 2021, Exercise Price: $400 | 316,092,000 | 633,500 | |||||
3,000 | Expiration: December 2021, Exercise Price: $400 | 135,468,000 | 1,884,000 | |||||
TOTAL PURCHASED PUT OPTIONS (Cost - $5,798,520) | 2,755,000 | |||||||
TOTAL PURCHASED OPTIONS (Cost - $6,858,599) | 3,569,875 | |||||||
SHORT TERM INVESTMENTS - 0.4% | ||||||||
Money Market Funds - 0.4% | ||||||||
4,982,757 | First American Treasury Obligations Fund, Class X, 0.01% (d) | 4,982,757 | ||||||
TOTAL SHORT TERM INVESTMENTS (Cost - $4,982,757) | 4,982,757 | |||||||
INVESTMENTS PURCHASED WITH PROCEEDS FROM SECURITIES LENDING - 20.7% | ||||||||
237,192,892 | Mount Vernon Liquid Assets Portfolio, LLC, 0.09% (d) | 237,192,892 | ||||||
TOTAL INVESTMENTS PURCHASED WITH PROCEEDS FROM SECURITIES LENDING (Cost - $237,192,892) | 237,192,892 | |||||||
TOTAL INVESTMENTS - 120.6% (Cost - $1,231,280,950) | 1,381,389,194 | |||||||
Liabilities in Excess of Other Assets - (20.6)% | (236,514,397 | ) | ||||||
NET ASSETS - 100.0% | $ | 1,144,874,797 | ||||||
Contracts | Notional Amount | Value | ||||||
SCHEDULE OF WRITTEN OPTIONS - (0.0)% (a)(b)(c) | ||||||||
SCHEDULE OF WRITTEN CALL OPTIONS - 0.0% (b) | ||||||||
10,000 | US Global Jets ETF | |||||||
Expiration: December 2021, Exercise Price $28 | 22,980,000 | $ | 315,000 | |||||
TOTAL WRITTEN CALL OPTIONS (Premiums Received $466,153) | 315,000 | |||||||
TOTAL OPTIONS WRITTEN (Premiums Received $466,153) | $ | 315,500 | ||||||
Percentages are stated as a percent of net assets. | ||||||||
ADR - American Depositary Receipt | ||||||||
(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) Interest rate reflects seven-day yield on August 31, 2021. | ||||||||
(e) 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 $48,636,000, which is 4.2% of total net assets. | ||||||||
(f) All or a portion of this security is out on loan as of August 31, 2021. | ||||||||
(g) Affiliated security |
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NPORT-P Filing
Horizon Funds NPORT-PHorizon Active Risk Assist Fund (Aug 2021 report)
Filed: 26 Oct 21, 12:50pm