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Dual-Fund Constituent Intersection · Capital Duplication Risk · Blended True Look-Through
Constituent-weighted capital intersection: Σ min(w_A, w_B)
100% of BIL · 100% of SPY
Holdings exclusive to BIL not tracked by SPY
Holdings exclusive to SPY not tracked by BIL
Adjust portfolio weighting between BIL and SPY to simulate effective expense drag and capital look-through.
0.123% annual asset-weighted drag
Baseline statutory dollar drag
Constituent look-through aggregate
High concentration risk: USTB-1M (U.S. Treasury Bill 1-Month Maturity) accounts for 26.9% of the blended portfolio look-through.
High concentration risk: USTB-2M (U.S. Treasury Bill 2-Month Maturity) accounts for 23.9% of the blended portfolio look-through.
High concentration risk: USTB-3M (U.S. Treasury Bill 3-Month Maturity) accounts for 19.2% of the blended portfolio look-through.
| Ticker & Company | BIL Weight | SPY Weight | Overlap Contribution | Blended Weight (70/30) |
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