Horizon ESG Defensive Core Fund | |||||||
PORTFOLIO OF INVESTMENTS | |||||||
August 31, 2021 (Unaudited) | |||||||
Shares | Value | ||||||
COMMON STOCKS - 98.4% | |||||||
Administrative and Support and Waste Management and Remediation Services - 0.5% | |||||||
16,713 | Terminix Global Holdings, Inc. (a) | $ | 695,762 | ||||
Aerospace/Defense - 0.9% | |||||||
39,405 | Howmet Aerospace, Inc. | 1,251,109 | |||||
Apparel - 2.0% | |||||||
17,765 | Nike, Inc., Class B | 2,926,606 | |||||
Auto Parts & Equipment - 0.7% | |||||||
6,300 | Aptiv PLC (a) | 958,797 | |||||
Banks - 3.9% | |||||||
55,021 | Bank of America Corp. (b) | 2,297,127 | |||||
5,248 | Goldman Sachs Group, Inc. | 2,170,100 | |||||
7,626 | JPMorgan Chase & Co. | 1,219,779 | |||||
5,687,006 | |||||||
Beverages - 2.6% | |||||||
16,810 | Molson Coors Brewing Co., Class B | 798,979 | |||||
18,662 | PepsiCo, Inc. | 2,918,550 | |||||
3,717,529 | |||||||
Biotechnology - 3.6% | |||||||
10,630 | Amgen, Inc. (d) | 2,397,384 | |||||
5,823 | Biogen, Inc. (a) | 1,973,473 | |||||
1,198 | Regeneron Pharmaceuticals, Inc. (a) | 806,733 | |||||
5,177,590 | |||||||
Chemicals - 2.1% | |||||||
9,834 | DuPont de Nemours, Inc. | 727,913 | |||||
6,018 | International Flavors & Fragrances, Inc. | 911,727 | |||||
4,405 | Linde PLC | 1,385,769 | |||||
3,025,409 | |||||||
Commercial Services - 1.8% | |||||||
1,495 | MarketAxess Holdings, Inc. | 711,500 | |||||
2,663 | PayPal Holdings, Inc. (a) | 768,702 | |||||
5,790 | Verisk Analytics, Inc. | 1,168,190 | |||||
2,648,392 | |||||||
Computers - 8.2% | |||||||
78,060 | Apple, Inc. | 11,851,850 | |||||
Diversified Financial Services - 2.6% | |||||||
15,178 | American Express Co. | 2,518,941 | |||||
29,189 | Invesco, Ltd. | 739,066 | |||||
1,367 | MasterCard, Inc. Class A | 473,296 | |||||
3,731,303 | |||||||
Environmental Control - 1.8% | |||||||
21,493 | Republic Services, Inc. | 2,667,926 | |||||
Food - 0.6% | |||||||
9,033 | Campbell Soup Co. | 376,947 | |||||
8,645 | Kellogg Co. (b) | 545,845 | |||||
922,792 | |||||||
Healthcare Products - 1.2% | |||||||
12,835 | Medtronic PLC | 1,713,216 | |||||
Healthcare Services - 2.0% | |||||||
1,889 | Anthem, Inc. | 708,621 | |||||
9,530 | Centene Corp. (a) | 600,199 | |||||
6,092 | HCA Healthcare, Inc. | 1,541,154 | |||||
2,849,974 | |||||||
Insurance - 2.6% | |||||||
22,132 | Allstate Corp. | 2,994,017 | |||||
10,571 | Hartford Financial Services Group, Inc. | 710,583 | |||||
3,704,600 | |||||||
Internet - 9.1% | |||||||
3,322 | Alphabet, Inc., Class A (a) | 9,613,702 | |||||
275 | Booking Holdings, Inc. (a) | 632,409 | |||||
17,681 | eBay, Inc. | 1,356,840 | |||||
4,126 | Facebook, Inc., Class A (a) | 1,565,322 | |||||
13,168,273 | |||||||
Lodging - 1.2% | |||||||
13,670 | Hilton Worldwide Holdings, Inc. (a) | 1,706,836 | |||||
Machinery - Diversified - 0.7% | |||||||
2,800 | Deere & Co. | 1,058,484 | |||||
Manufacturing - 5.4% | |||||||
6,543 | BioMarin Pharmaceutical, Inc. (a) (b) | 550,986 | |||||
6,377 | Enphase Energy, Inc. (a) | 1,107,876 | |||||
16,638 | General Electric Co. | 1,753,812 | |||||
36,418 | Keurig Dr Pepper, Inc. | 1,299,030 | |||||
7,492 | Owens Corning | 715,861 | |||||
2,146 | Tesla, Inc. (a) | 1,578,855 | |||||
27,989 | Vertiv Holdings Co. | 788,450 | |||||
7,794,870 | |||||||
Media - 2.4% | |||||||
7,192 | Comcast Corp., Class A | 436,411 | |||||
16,760 | Walt Disney Co. (a) | 3,038,588 | |||||
3,474,999 | |||||||
Mining - 0.4% | |||||||
11,174 | Newmont Goldcorp Corp. | 647,980 | |||||
Oil & Gas - 1.7% | |||||||
5,660 | Chevron Corp. | 547,718 | |||||
34,312 | Exxon Mobil Corp. | 1,870,690 | |||||
2,418,408 | |||||||
Pharmaceuticals - 5.1% | |||||||
31,100 | Bristol-Myers Squibb Co. | 2,079,346 | |||||
12,646 | Cigna Corp. | 2,676,526 | |||||
1,551 | DexCom, Inc. (a)(b) | 821,130 | |||||
10,423 | Merck & Co., Inc. | 795,171 | |||||
66,893 | Viatris, Inc. | 978,645 | |||||
7,350,818 | |||||||
Professional, Scientific, and Technical Services - 1.8% | |||||||
28,005 | Adaptive Biotechnologies Corp. (a)(b) | 1,017,142 | |||||
7,095 | Unity Software, Inc. (a) | 899,291 | |||||
4,106 | VMware, Inc., Class A (a)(b) | 611,260 | |||||
2,527,693 | |||||||
Real Estate Investment Trusts - 3.0% | |||||||
1,720 | Alexandria Real Estate Equities, Inc. | 354,957 | |||||
10,587 | Digital Realty Trust, Inc. | 1,735,315 | |||||
31,632 | Iron Mountain, Inc. (b) | 1,510,428 | |||||
23,972 | VICI Properties, Inc. (b) | 740,975 | |||||
4,341,675 | |||||||
Retail - 3.6% | |||||||
12,446 | Lowe's Cos., Inc. | 2,537,615 | |||||
18,231 | Starbucks Corp. | 2,141,960 | |||||
1,790 | Target Corp. | 442,094 | |||||
5,121,669 | |||||||
Retail Trade - 2.6% | |||||||
52,707 | Albertsons Cos, Inc., Class A | 1,600,185 | |||||
3,588 | Five Below, Inc. (a) | 763,562 | |||||
21,184 | KKR & Co, Inc. | 1,361,919 | |||||
3,725,666 | |||||||
Semiconductors - 4.3% | |||||||
4,473 | Broadcom, Inc. | 2,224,020 | |||||
32,425 | Intel Corp. | 1,752,896 | |||||
8,106 | Micron Technology, Inc. (b) | 597,412 | |||||
4,375 | NVIDIA Corp. | 979,344 | |||||
4,003 | QUALCOMM, Inc. | 587,200 | |||||
6,140,872 | |||||||
Software - 13.9% | |||||||
4,126 | Cadence Design Systems, Inc. (a) | 674,519 | |||||
4,623 | Citrix Systems, Inc. | 475,568 | |||||
43,438 | Microsoft Corp. | 13,113,063 | |||||
1,434 | MSCI, Inc. | 909,988 | |||||
21,107 | Oracle Corp. | 1,881,267 | |||||
8,686 | salesforce.com, Inc. (a) | 2,304,135 | |||||
2,014 | Synopsys, Inc. (a) | 669,131 | |||||
20,027,671 | |||||||
Telecommunications - 1.9% | |||||||
22,266 | AT&T, Inc. | 610,534 | |||||
28,658 | Cisco Systems, Inc. | 1,691,395 | |||||
8,110 | Verizon Communications, Inc. | 446,050 | |||||
2,747,979 | |||||||
Transportation - 2.3% | |||||||
5,012 | Union Pacific Corp. (b) | 1,086,802 | |||||
11,412 | United Parcel Service, Inc., Class B | 2,232,530 | |||||
3,319,332 | |||||||
Water - 1.9% | |||||||
14,790 | American Water Works Co., Inc. | 2,695,477 | |||||
TOTAL COMMON STOCKS (Cost - $128,874,417) | 141,798,563 | ||||||
SHORT TERM INVESTMENTS - 2.0% | |||||||
Money Market Funds - 2.0% | |||||||
2,834,209 | First American Treasury Obligations Fund, Class X, 0.01% (c) | 2,834,209 | |||||
TOTAL SHORT TERM INVESTMENTS (Cost - $2,834,209) | 2,834,209 | ||||||
INVESTMENTS PURCHASED WITH PROCEEDS FROM SECURITIES LENDING - 5.8% | |||||||
8,334,737 | Mount Vernon Liquid Assets Portfolio, LLC, 0.09% (c) | 8,334,737 | |||||
TOTAL INVESTMENTS PURCHASED WITH PROCEEDS FROM SECURITIES LENDING (Cost - $8,334,737) | 8,334,737 | ||||||
TOTAL INVESTMENTS - 106.2% (Cost - $140,043,363) | 152,967,509 | ||||||
Liabilities in Excess of Other Assets - (6.2)% | (8,894,594 | ) | |||||
NET ASSETS - 100.0% | $ | 144,072,915 | |||||
Percentages are stated as a percent of net assets. | |||||||
(a) Non-income producing security. | |||||||
(b) All or a portion of this security is out on loan as of August 31, 2021. | |||||||
(c) Interest rate reflects seven-day yield on August 31, 2021. |
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NPORT-P Filing
Horizon Funds NPORT-PHorizon ESG Defensive Core Fund (Aug 2021 report)
Filed: 26 Oct 21, 12:50pm