In Horizon there is an Overdue report or if you want to include items that have changed to lost as well you can use the Overdue or Lost Report.
In either option:
Select Location and type in your location code
Click on the "and" radio button
Select Item Due Date and the Prior to option and type in the date in mm/dd/yy format
Click on OK
Click on Search
Sort by borrower
Use the Display option to show different fields that are available.