NPORT-EX 3 dr.htm SOI

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.