Reference baskets
Philidor reference baskets with transparent methodology, current constituents, and recent rebalances. Per-constituent reviewer attestations link to the methodology reviewer roster.
Full set of Philidor reference baskets across vault and asset universes.
Scores and weights are versioned. Pin a basket version via the API for a durable pull.
A curated basket of Nest's real-world-asset vaults on Plume as a single entry point for diversified Nest RWA exposure (tokenized Treasuries, private and public credit, basis strategies) without picking individual vaults. Admits Nest vaults at Prime or Core tier above the basket TVL floor, score-weighted with a pivot at the Core floor (5.0). As a single-protocol basket the issuer cap is disabled and the fifty percent single-name cap spreads weight across Nest's vaults. Nest's underlying RWA classifications are currently provisional and pending RWA-specialist sign-off, so the basket reflects conservative risk scores.
Nest RWA (Plume)
A curated basket of Nest's real-world-asset vaults on Plume as a single entry point for diversified Nest RWA exposure (tokenized Treasuries, private and public credit, basis strategies) without picking individual vaults. Admits Nest vaults at Prime or Core tier above the basket TVL floor, score-weighted with a pivot at the Core floor (5.0). As a single-protocol basket the issuer cap is disabled and the fifty percent single-name cap spreads weight across Nest's vaults. Nest's underlying RWA classifications are currently provisional and pending RWA-specialist sign-off, so the basket reflects conservative risk scores.
Eligibility
A Nest vault on Plume (chain 98866) is eligible when its Philidor risk tier is Prime or Core and its TVL is above the basket TVL floor. The universe is constrained to protocol Nest on Plume. Constituents that drop below Core tier or under the TVL floor are removed at the next rebalance. Because this is a single-protocol basket, the issuer cap is disabled. The single-name cap is the diversifying constraint. Non-EVM chains (e.g. Solana) are excluded by a positive eip155-namespace predicate — basket universes require ERC-4626 NAV and exit machinery; unregistered chains fail closed. Reopening requires a NAV adapter with a defensible unit convention, an equivalent exit-cost probe, and EVM-grade liquidity evidence, versioned into this rule.
Weighting
Each Nest vault receives a raw weight proportional to its risk score above 5.0 (the Core tier floor), normalised so the basket sums to the full allocation. Nest vaults currently score in a tight 6.9 to 7.1 band, so weights are near-equal. The pivot keeps every eligible Core/Prime vault positively weighted.
Refresh
Rebalances run on the last business day of March, June, September, and December at 16:00 UTC. They also fire when any constituent crosses a tier boundary, when a hard-fail flag triggers, when an active-incident clamp applies, when a constituent's score moves up by at least 1.0, or when a constituent's score moves down by at least 0.3. The asymmetric thresholds reflect the institutional client posture because routine upward APY drift should not churn the basket, but any meaningful downward move on a current member must trigger requalification so deteriorating exposures are removed promptly. Rating-triggered rebalances are throttled to at most one every 30 days. Calendar rebalances always fire and are not throttled.
Pin to /version/20517 for a byte-identical response across pulls. Versions stay queryable for 2 years; new versions are opt-in.
api.philidor.io/v1/baskets/nest-plume/version/20517Get API keyConstituents (3)
| # | Asset | Issuer | Reviewer | Type | ref_id | Weight | Yield (30d) | Yield (90d) | Score | Risk | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | nTBILL Nest Treasury Vault | Nest | - | vault | nest-98866-0xe72fe64840f4ef80e3ec73a1c749491b5c938cb9 | 34.84% | 3.60% | 3.48% | 7.08/10 | Core | |
| 2 | nALPHA Nest Alpha Vault | Nest | - | vault | nest-98866-0x593ccca4c4bf58b7526a4c164ceef4003c6388db | 33.50% | 10.93% | 10.70% | 7.00/10 | Core | |
| 3 | nBASIS Nest Basis Vault | Nest | - | vault | nest-98866-0x11113ff3a60c2450f4b22515cb760417259ee94b | 31.66% | 2.94% | 3.18% | 6.89/10 | Core |