Reference Baskets
Internal snapshot of Philidor reference baskets. Methodology, current constituents, and recent rebalances — refreshed live on every page load. Per-constituent reviewer attestations link to the methodology reviewer roster.
Nest RWA (Plume)
A curated basket of Nest's real-world-asset vaults on Plume — 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 with TVL ≥ $100k, score-weighted with a pivot at the Core floor (5.0). As a single-protocol basket the issuer cap is disabled and the single-name cap (50%) spreads weight across Nest's vaults. Nest's underlying RWA classifications are currently provisional (agent-reviewed, pending RWA-specialist sign-off — see PHI-27), so the basket reflects conservative risk scores.
A Nest vault on Plume (chain 98866) is eligible when its Philidor risk tier is Prime or Core and its TVL ≥ $100k. 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. Single-protocol basket: the issuer cap is disabled (100%); the single-name cap (50%) is the diversifying constraint.
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 100%. Nest vaults currently score in a tight ~6.9–7.1 band, so weights are near-equal; the pivot keeps every eligible Core/Prime vault positively weighted.
Rebalances run on a calendar schedule (the last business day of March, June, September, and December at 16:00 UTC) and additionally 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 ≥ 1.0, or when a constituent's score moves DOWN by ≥ 0.3. The asymmetric thresholds reflect the institutional client posture: 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/9112 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/9112 →
Portfolio analytics
coverage — wrapper 0%, kyc 100%, yield 100%Constituents (3)
raw JSON →| # | Vault | Issuer | Reviewer | Risk score | Tier | Yield (30d) | Yield (90d) | Weight | Type | ref_id |
|---|---|---|---|---|---|---|---|---|---|---|
| 1 | Nest Treasury Vault nTBILL | Nest | — | 7.07 | Core | 3.28% | — | 34.97% | vault | nest-98866-0xe72fe64840f4ef80e3ec73a1c749491b5c938cb9 |
| 2 | Nest Alpha Vault nALPHA | Nest | — | 6.97 | Core | 10.19% | — | 33.28% | vault | nest-98866-0x593ccca4c4bf58b7526a4c164ceef4003c6388db |
| 3 | Nest Basis Vault nBASIS | Nest | — | 6.88 | Core | 3.70% | — | 31.76% | vault | nest-98866-0x11113ff3a60c2450f4b22515cb760417259ee94b |