0001145549-24-004958.txt : 20240129 0001145549-24-004958.hdr.sgml : 20240129 20240129165728 ACCESSION NUMBER: 0001145549-24-004958 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20231130 FILED AS OF DATE: 20240129 DATE AS OF CHANGE: 20240129 PERIOD START: 20231130 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Horizon Funds CENTRAL INDEX KEY: 0001643174 ORGANIZATION NAME: IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 1130 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-23063 FILM NUMBER: 24574444 BUSINESS ADDRESS: STREET 1: 6210 ARDREY KELL ROAD STREET 2: SUITE 300 CITY: CHARLOTTE STATE: NC ZIP: 28277 BUSINESS PHONE: 704-544-2399 MAIL ADDRESS: STREET 1: 6210 ARDREY KELL ROAD STREET 2: SUITE 300 CITY: CHARLOTTE STATE: NC ZIP: 28277 0001643174 S000050383 Horizon Active Income Fund C000159083 Advisor Class AIHAX C000159084 Institutional Class AIRIX C000159085 Investor Class AIMNX NPORT-P 1 primary_doc.xml NPORT-P false 0001643174 XXXXXXXX S000050383 C000159083 C000159084 C000159085 Horizon Funds 811-23063 0001643174 549300Q2NFSH0QP87Y93 6210 Ardrey Kell Road Suite 300 Charlotte 28277 866-371-2399 Horizon Active Income Fund S000050383 549300K0G4XL1PLHHK42 2023-11-30 2023-11-30 N 325973114.430000000000 78342836.250000000000 247630278.180000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 N Xtrackers USD High Yield Corpo 5493000ENPC36KSKPY20 233051432 576086.000000000000 NS USD 20013227.640000000000 8.0818984605 Long EC RF US N 1 N N First Trust TCW Opportunistic 549300LRCGY6CYZU0S37 33740F805 856600.000000000000 NS USD 36799536.000000000000 14.8606770830 Long EC RF US N 1 N N Hartford Total Return Bond ETF 549300TXMIMTONBLXT62 41653L305 449459.000000000000 NS USD 14773717.330000000000 5.9660383369 Long EC RF US N 1 N N iShares TIPS Bond ETF 549300EHD1VQKMRQ0829 464287176 93320.000000000000 NS USD 9816330.800000000000 3.9641076496 Long EC RF US N 1 N N N iShares iBoxx $ Investment Gra 549300FYCXFXG8POR355 464287242 235827.000000000000 NS USD 25066051.830000000000 10.1223695318 Long EC RF US N 1 N N iShares 7-10 Year Treasury Bon 549300XS1PPZG92M8L16 464287440 2167.000000000000 NS USD 202419.470000000000 0.0817426171 Long EC RF US N 1 N N N iShares MBS ETF 549300M0TH0IE2E6RP07 464288588 325452.000000000000 NS USD 29567314.200000000000 11.9401045855 Long EC RF US N 1 N N N Janus Henderson B-BBB CLO ETF 549300UAMX73GRTHWH74 47103U753 206.000000000000 NS USD 9820.020000000000 0.0039655975 Long EC RF US N 1 N N N Janus Henderson AAA CLO ETF 549300N7UZ9PO4OVKA94 47103U845 1361.000000000000 NS USD 68635.230000000000 0.0277168166 Long EC RF US N 1 N N N Janus Henderson Mortgage-Backe 549300V6TVE4ZJCDWY16 47103U852 333585.000000000000 NS USD 14817845.700000000000 5.9838586012 Long EC RF US N 1 N N PIMCO Active Bond Exchange-Tra WFXVQL1P1SLFR2PGV620 72201R775 274300.000000000000 NS USD 24599224.000000000000 9.9338514582 Long EC RF US N 1 N N SPDR Portfolio Intermediate Te 549300V0LZHF2UQ4WK69 78464A375 1564.000000000000 NS USD 50313.880000000000 0.0203181454 Long EC RF US N 1 N N SPDR Portfolio Short Term Corp 549300D2BO7L1J2SO973 78464A474 334295.000000000000 NS USD 9905160.850000000000 3.9999796967 Long EC RF US N 1 N N N SPDR Portfolio Long Term Treas 549300GYQKAMF6JUVI06 78464A664 357560.000000000000 NS USD 9639817.600000000000 3.8928267055 Long EC RF US N 1 N N N SPDR Blackstone Senior Loan ET 549300ME4SR63Y3TRD06 78467V608 2114.000000000000 NS USD 88449.760000000000 0.0357184754 Long EC RF US N 1 N N N SPDR Doubleline Total Return T 549300BX4XYYCFT9AP37 78467V848 687889.000000000000 NS USD 26862065.450000000000 10.8476498300 Long EC RF US N 1 N N N VanEck Fallen Angel High Yield 549300A6A1N73WLV0K30 92189F437 893216.000000000000 NS USD 25175292.960000000000 10.1664841412 Long EC RF US N 1 N N N/A N/A N/A 1000.000000000000 NC USD 9000.000000000000 0.0036344505 N/A DE US N 2 NYSEAmerican N/A Call Purchased iShares 20+ Year Treasury Bond iShares 20+ Year Treasury Bond ETF 100.000000000000 101.000000000000 USD 2023-12-29 XXXX -178325.000000000000 N N N N/A N/A N/A -1000.000000000000 NC USD -3000.000000000000 -0.0012114835 N/A DE US N 2 NYSEAmerican N/A Call Written iShares 20+ Year Treasury Bond iShares 20+ Year Treasury Bond ETF 100.000000000000 106.000000000000 USD 2023-12-29 XXXX 78675.000000000000 N N N First American Treasury Obliga 549300UU586IAH2B8H03 31846V328 234643.340000000000 NS USD 234643.340000000000 0.0947555128 Long STIV RF US N 1 N N N First American Government Obli 549300R5MYM6VZF1RM44 31846V336 77974294.010000000000 NS USD 77974294.010000000000 31.4881906135 Long STIV RF US N 1 N N 2024-01-29 Horizon Funds /s/ Matt Chambers Matt Chambers Chief Compliance Officer