AVIP Constellation Dynamic Risk Balanced Portfolio

Fund Profile

Fund profile

Fund manager

Ohio National Fund Inc

Total assets

$1.27 bn

Liabilities

$4.20 mm

Net assets

$1.27 bn

Number of holdings

138.00

138 Holdings

As of Dec 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
ISHARES CORE S+P 500 ETF ISHARES CORE S+P 500 ETF	239.59 mm	407.00 k shares	18.86	Common equity	Long	USA
VMGMX Vanguard Mid-Cap Growth Index Fund	239.23 mm	444.00 k shares	18.83	Common equity	Long	USA
ISHARES CORE S+P MID CAP ETF ISHARES CORE S+P MIDCAP ETF	87.23 mm	1.40 mm shares	6.87	Common equity	Long	USA
BlackRock Fund Advisors	50.24 mm	548.00 k shares	3.95	Common equity	Long	USA
VEVFX Vanguard Explorer Value Fund	50.17 mm	865.00 k shares	3.95	Common equity	Long	USA
VEVFX Vanguard Explorer Value Fund	50.17 mm	625.00 k shares	3.95	Common equity	Long	USA
US TREASURY N/B 06/29 4.25	39.03 mm	39.24 mm principal	3.07	Debt	Long	USA
US TREASURY N/B 02/34 4	36.14 mm	37.74 mm principal	2.84	Debt	Long	USA
US TREASURY N/B 10/26 4.125	33.92 mm	33.99 mm principal	2.67	Debt	Long	USA
STATE STREET INSTITUTIONAL LIQ STATE ST INST LIQ RES PREM	33.37 mm	33.36 mm shares	2.63	Short-term investment vehicle	Long	USA
US TREASURY N/B 02/32 1.875	31.85 mm	37.87 mm principal	2.51	Debt	Long	USA
QQQ Invesco QQQ Trust	29.65 mm	58.00 k shares	2.33	Common equity	Long	USA
US TREASURY N/B 05/33 3.375	24.35 mm	26.50 mm principal	1.92	Debt	Long	USA
US TREASURY N/B 05/42 3.25	19.40 mm	23.86 mm principal	1.53	Debt	Long	USA
US TREASURY N/B 07/28 4.125	17.58 mm	17.70 mm principal	1.38	Debt	Long	USA
US TREASURY N/B 08/33 3.875	17.36 mm	18.24 mm principal	1.37	Debt	Long	USA
ISHARES CORE S+P SMALL CAP ETF ISHARES CORE S+P SMALL CAP E	17.28 mm	150.00 k shares	1.36	Common equity	Long	USA
ISHARES CORE S+P TOTAL U.S. ST ISHARES CORE S+P TOTAL U.S.	9.90 mm	77.00 k shares	0.78	Common equity	Long	USA
VMGMX Vanguard Mid-Cap Growth Index Fund	9.85 mm	34.00 k shares	0.78	Common equity	Long	USA
TREASURY BILL 01/25 0.00000	9.73 mm	9.75 mm principal	0.77	Debt	Long	USA
US TREASURY N/B 02/52 2.25	9.01 mm	14.87 mm principal	0.71	Debt	Long	USA
US TREASURY N/B 08/53 4.125	8.59 mm	9.64 mm principal	0.68	Debt	Long	USA
US TREASURY N/B 04/29 4.625	7.50 mm	7.43 mm principal	0.59	Debt	Long	USA
TSY INFL IX N/B 07/29 0.25	6.65 mm	7.19 mm principal	0.52	Debt	Long	USA
US TREASURY N/B 05/54 4.625	5.17 mm	5.32 mm principal	0.41	Debt	Long	USA
US TREASURY N/B 05/43 3.875	4.95 mm	5.62 mm principal	0.39	Debt	Long	USA
FNMA POOL MA4492 FN 12/51 FIXED 2	4.45 mm	5.70 mm principal	0.35	ABS-mortgage backed security	Long	USA
US TREASURY N/B 11/43 4.75	4.09 mm	4.14 mm principal	0.32	Debt	Long	USA
US TREASURY N/B 11/42 4	3.98 mm	4.42 mm principal	0.31	Debt	Long	USA
US TREASURY N/B 10/28 4.875	3.67 mm	3.61 mm principal	0.29	Debt	Long	USA
US TREASURY N/B 11/28 4.375	3.24 mm	3.23 mm principal	0.25	Debt	Long	USA
US TREASURY N/B 08/43 4.375	2.82 mm	3.00 mm principal	0.22	Debt	Long	USA
US TREASURY N/B 05/28 3.625	2.66 mm	2.72 mm principal	0.21	Debt	Long	USA
WDC Western Digital Corporation	2.49 mm	2.79 mm principal	0.20	Debt	Long	USA
FED HM LN PC POOL SD8213 FR 05/52 FIXED 3	2.25 mm	2.65 mm principal	0.18	ABS-mortgage backed security	Long	USA
US TREASURY N/B 02/29 4.25	2.16 mm	2.17 mm principal	0.17	Debt	Long	USA
GNMA II POOL MA8801 G2 04/53 FIXED 5.5	2.00 mm	2.01 mm principal	0.16	ABS-mortgage backed security	Long	USA
US TREASURY N/B 09/28 4.625	1.98 mm	1.96 mm principal	0.16	Debt	Long	USA
KD Kyndryl Holdings, Inc.	1.95 mm	2.05 mm principal	0.15	Debt	Long	USA
AVIATION CAPITAL GROUP SR UNSECURED 144A 09/26 1.95	1.91 mm	2.01 mm principal	0.15	Debt	Long	USA
US TREASURY N/B 02/54 4.25	1.88 mm	2.06 mm principal	0.15	Debt	Long	USA
SCBFY Standard Chartered PLC	1.83 mm	1.84 mm principal	0.14	Debt	Long	UK
DANSKE BANK A/S SR UNSECURED 144A 04/28 4.298	1.80 mm	1.83 mm principal	0.14	Debt	Long	Denmark
HES Hess Corporation	1.79 mm	1.81 mm principal	0.14	Debt	Long	USA
MO Altria Group, Inc.	1.77 mm	1.93 mm principal	0.14	Debt	Long	USA
BANCO SANTANDER SA SR UNSECURED 03/28 VAR	1.76 mm	1.80 mm principal	0.14	Debt	Long	Spain
Apache Corp	1.74 mm	1.85 mm principal	0.14	Debt	Long	USA
INVESCO CLO 2021 1, LTD INVCO 2021 1A A1 144A	1.70 mm	1.70 mm principal	0.13	ABS-collateralized bond/debt obligation	Long	Cayman Islands
FREDDIE MAC STACR STACR 2022 DNA4 M1B 144A	1.70 mm	1.62 mm principal	0.13	ABS-other	Long	USA
INFOR INC SR UNSECURED 144A 07/25 1.75	1.66 mm	1.70 mm principal	0.13	Debt	Long	USA
FREDDIE MAC STACR STACR 2022 DNA3 M1B 144A	1.66 mm	1.60 mm principal	0.13	ABS-other	Long	USA
FREDDIE MAC STACR STACR 2022 DNA1 M1B 144A	1.62 mm	1.60 mm principal	0.13	ABS-other	Long	USA
ORCL Oracle Corporation	1.62 mm	1.80 mm principal	0.13	Debt	Long	USA
MA Mastercard Incorporated	1.60 mm	1.71 mm principal	0.13	Debt	Long	USA
MAT Mattel, Inc.	1.58 mm	1.58 mm principal	0.12	Debt	Long	USA
EQIX Equinix, Inc.	1.55 mm	1.69 mm principal	0.12	Debt	Long	USA
MCDONALD S CORP SR UNSECURED 09/29 2.625	1.55 mm	1.70 mm principal	0.12	Debt	Long	USA
FLOWSERVE CORPORATION SR UNSECURED 01/32 2.8	1.53 mm	1.80 mm principal	0.12	Debt	Long	USA
COF Capital One Financial Corporation	1.53 mm	1.65 mm principal	0.12	Debt	Long	USA
KINGS PARK CLO LTD KINGP 2021 1A A 144A	1.52 mm	1.52 mm principal	0.12	ABS-collateralized bond/debt obligation	Long	Cayman Islands
HAS Hasbro, Inc.	1.50 mm	1.54 mm principal	0.12	Debt	Long	USA
ABBV AbbVie Inc.	1.48 mm	1.49 mm principal	0.12	Debt	Long	USA
FREDDIE MAC STACR STACR 2022 DNA2 M1B 144A	1.47 mm	1.44 mm principal	0.12	ABS-other	Long	USA
JPMORGAN CHASE + CO SR UNSECURED 01/33 VAR	1.45 mm	1.68 mm principal	0.11	Debt	Long	USA
Credit Suisse Group AG	1.43 mm	1.45 mm principal	0.11	Debt	Long	Switzerland
FREDDIE MAC STACR STACR 2022 DNA5 M1B 144A	1.43 mm	1.33 mm principal	0.11	ABS-other	Long	USA
AFFIRM INC AFFRM 2023 B A 144A	1.42 mm	1.40 mm principal	0.11	ABS-other	Long	USA
AMT American Tower Corporation	1.38 mm	1.46 mm principal	0.11	Debt	Long	USA
US TREASURY N/B 11/53 4.75	1.36 mm	1.38 mm principal	0.11	Debt	Long	USA
LYG Lloyds Banking Group plc	1.36 mm	1.22 mm principal	0.11	Debt	Long	UK
KO The Coca-Cola Company	1.35 mm	1.38 mm principal	0.11	Debt	Long	USA
FREDDIE MAC STACR STACR 2023 DNA2 M1A 144A	1.32 mm	1.30 mm principal	0.10	ABS-other	Long	USA
PYPL PayPal Holdings, Inc.	1.32 mm	1.44 mm principal	0.10	Debt	Long	USA
SANTANDER UK GROUP HLDGS SR UNSECURED 01/28 VAR	1.30 mm	1.37 mm principal	0.10	Debt	Long	UK
BKNG Booking Holdings Inc.	1.29 mm	1.30 mm principal	0.10	Debt	Long	USA
NATIONWIDE BLDG SOCIETY SUBORDINATED 144A 09/26 4	1.27 mm	1.30 mm principal	0.10	Debt	Long	UK
BANK OF AMERICA CORP SR UNSECURED 04/31 VAR	1.27 mm	1.44 mm principal	0.10	Debt	Long	USA
MAR Marriott International, Inc.	1.27 mm	1.26 mm principal	0.10	Debt	Long	USA
FREDDIE MAC STACR STACR 2023 HQA2 M1B 144A	1.26 mm	1.20 mm principal	0.10	ABS-other	Long	USA
GLP CAPITAL LP / FIN II COMPANY GUAR 01/32 3.25	1.26 mm	1.47 mm principal	0.10	Debt	Long	USA
GENERAL MOTORS FINL CO SR UNSECURED 02/31 5.75	1.22 mm	1.20 mm principal	0.10	Debt	Long	USA
SOCIETE GENERALE SR UNSECURED 144A 01/28 VAR	1.20 mm	1.20 mm principal	0.09	Debt	Long	France
PAGAYA AI DEBT SELECTION TRUST PAID 2024 9 B 144A	1.20 mm	1.20 mm principal	0.09	ABS-other	Long	USA
AXP American Express Company	1.20 mm	1.19 mm principal	0.09	Debt	Long	USA
JAGUAR LAND ROVER AUTOMO COMPANY GUAR 144A 07/29 5.5	1.19 mm	1.23 mm principal	0.09	Debt	Long	UK
PLAINS ALL AMER PIPELINE SR UNSECURED 09/34 5.7	1.19 mm	1.19 mm principal	0.09	Debt	Long	USA
MORGAN STANLEY BANK NA SR UNSECURED 05/28 VAR	1.19 mm	1.17 mm principal	0.09	Debt	Long	USA
CATERPILLAR FINL SERVICE SR UNSECURED 10/26 4.45	1.18 mm	1.18 mm principal	0.09	Debt	Long	USA
ET Energy Transfer LP	1.18 mm	1.18 mm principal	0.09	Debt	Long	USA
CMI Cummins Inc.	1.18 mm	1.18 mm principal	0.09	Debt	Long	USA
FANNIE MAE CAS CAS 2023 R02 1M1 144A	1.18 mm	1.15 mm principal	0.09	ABS-other	Long	USA
FANNIE MAE CAS CAS 2023 R03 2M1 144A	1.16 mm	1.14 mm principal	0.09	ABS-other	Long	USA
US TREASURY N/B 11/33 4.5	1.16 mm	1.17 mm principal	0.09	Debt	Long	USA
CDW LLC/CDW FINANCE COMPANY GUAR 04/28 4.25	1.16 mm	1.20 mm principal	0.09	Debt	Long	USA
CITIGROUP INC SR UNSECURED 09/30 VAR	1.16 mm	1.19 mm principal	0.09	Debt	Long	USA
ROCHE HOLDINGS INC COMPANY GUAR 144A 09/29 4.203	1.16 mm	1.18 mm principal	0.09	Debt	Long	USA
ELMWOOD CLO 15 LTD ELM15 2022 2A A1 144A	1.15 mm	1.15 mm principal	0.09	ABS-collateralized bond/debt obligation	Long	Cayman Islands
GS The Goldman Sachs Group, Inc.	1.15 mm	1.34 mm principal	0.09	Debt	Long	USA
MDC M.D.C. Holdings, Inc.	1.15 mm	1.15 mm principal	0.09	Debt	Long	USA
SWKS Skyworks Solutions, Inc.	1.14 mm	1.33 mm principal	0.09	Debt	Long	USA
CARGILL INC SR UNSECURED 144A 04/30 2.125	1.14 mm	1.30 mm principal	0.09	Debt	Long	USA
NOMURA HOLDINGS INC SR UNSECURED 01/32 2.999	1.13 mm	1.33 mm principal	0.09	Debt	Long	Japan
CLR Continental Resources Inc (OKLA)	1.12 mm	1.13 mm principal	0.09	Debt	Long	USA
FREDDIE MAC STACR STACR 2022 HQA3 M1A 144A	1.11 mm	1.09 mm principal	0.09	ABS-other	Long	USA
ONEMAIN DIRECT AUTO RECEIVABLE ODART 2022 1A C 144A	1.10 mm	1.10 mm principal	0.09	ABS-other	Long	USA
EQT EQT Corporation	1.09 mm	1.22 mm principal	0.09	Debt	Long	USA
NMEF FUNDING LLC NMEF 2024 A A2 144A	1.09 mm	1.08 mm principal	0.09	ABS-other	Long	USA
FREDDIE MAC STACR STACR 2021 DNA5 B1 144A	1.07 mm	1.00 mm principal	0.08	ABS-other	Long	USA
US TREASURY N/B 01/29 4	1.06 mm	1.08 mm principal	0.08	Debt	Long	USA
FREDDIE MAC STACR STACR 2022 HQA2 M1A 144A	1.06 mm	1.03 mm principal	0.08	ABS-other	Long	USA
FREDDIE MAC STACR STACR 2021 HQA4 M2 144A	1.06 mm	1.05 mm principal	0.08	ABS-other	Long	USA
COOPERATIEVE RABOBANK UA SR UNSECURED 144A 02/29 VAR	1.04 mm	1.03 mm principal	0.08	Debt	Long	Netherlands
BAT CAPITAL CORP COMPANY GUAR 03/28 2.259	1.03 mm	1.12 mm principal	0.08	Debt	Long	USA
WELLS FARGO + COMPANY SR UNSECURED 07/29 VAR	1.02 mm	1.01 mm principal	0.08	Debt	Long	USA
FREDDIE MAC STACR STACR 2024 HQA2 M1 144A	1.02 mm	1.02 mm principal	0.08	ABS-other	Long	USA
CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P3 A2	1.02 mm	1.02 mm principal	0.08	ABS-other	Long	USA
FANNIE MAE CAS CAS 2021 R02 2M2 144A	1.01 mm	1.00 mm principal	0.08	ABS-other	Long	USA
FREDDIE MAC STACR STACR 2021 HQA3 M2 144A	1.01 mm	1.00 mm principal	0.08	ABS-other	Long	USA
BALLYROCK LTD BALLY 2021 17A A1A 144A	1.00 mm	1.00 mm principal	0.08	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CEDAR FAIR/CAN/MAGNUM/MI COMPANY GUAR 04/27 5.375	989.37 k	1.00 mm principal	0.08	Debt	Long	USA
US TREASURY N/B 05/52 2.875	959.27 k	1.37 mm principal	0.08	Debt	Long	USA
F Ford Motor Company	952.30 k	1.15 mm principal	0.07	Debt	Long	USA
PPC Pilgrim's Pride Corporation	920.25 k	1.00 mm principal	0.07	Debt	Long	USA
ORCL Oracle Corporation	910.33 k	1.04 mm principal	0.07	Debt	Long	USA
SUNCOR ENERGY INC SR UNSECURED 05/38 6.8	902.81 k	848.00 k principal	0.07	Debt	Long	Canada
AAPL Apple Inc.	894.17 k	1.07 mm principal	0.07	Debt	Long	USA
RESEARCH DRIVEN PAGAYA MOTOR 03/32 7.54	892.78 k	880.36 k principal	0.07	ABS-other	Long	USA
SIMON PROPERTY GROUP LP SR UNSECURED 09/34 4.75	647.11 k	683.00 k principal	0.05	Debt	Long	USA
US TREASURY N/B 08/49 2.25	526.88 k	851.00 k principal	0.04	Debt	Long	USA
US TREASURY N/B 05/44 4.625	335.14 k	345.70 k principal	0.03	Debt	Long	USA
CONTRA ABIOMED INC COMMON STOCK	4.44 k	4.36 k shares	0.00	Common equity	Long	USA
US 2YR NOTE (CBT) MAR25 XCBT 20250331	-18.23 k	178.00 contracts	-0.00	Interest rate derivative	N/A	USA
US 10YR ULTRA FUT MAR25 XCBT 20250320	-224.97 k	92.00 contracts	-0.02	Interest rate derivative	N/A	USA
US 10YR NOTE (CBT)MAR25 XCBT 20250320	-317.99 k	190.00 contracts	-0.03	Interest rate derivative	N/A	USA
US ULTRA BOND CBT MAR25 XCBT 20250320	-396.22 k	65.00 contracts	-0.03	Interest rate derivative	N/A	USA
S+P500 EMINI FUT MAR25 XCME 20250321	-479.92 k	45.00 contracts	-0.04	Equity derivative	N/A	USA
US 5YR NOTE (CBT) MAR25 XCBT 20250331	-689.73 k	890.00 contracts	-0.05	Interest rate derivative	N/A	USA
US LONG BOND(CBT) MAR25 XCBT 20250320	-1.43 mm	358.00 contracts	-0.11	Interest rate derivative	N/A	USA