Atheist Jason Streitfeld said:
"Unicorns exist in the mind. Mythological horses exist in the mind. This is not so hard to understand, is it?"
You heard it right, not the concept of unicorns, but unicorns qua mythological horses exist in our minds.
Jason also believes the mind is physical. A brain. Or a part of the brain. So, unicorns qua mythological horses exist in brains.