ARC decomposes broad exposure into explicit sleeves rather than relying on a single cap-weighted default. This page shows the current structure, sleeve-level role, and holding-level context behind the portfolio.
ARC is structured around factor diversification, regime awareness, and a modest convexity sleeve designed to improve rebalancing flexibility across different macro environments.
The allocations shown on this page illustrate a reference implementation of the framework and are provided for research transparency rather than as portfolio recommendations.
Dividend Yield (TTM)
1.69%
Expense Ratio
0.23%
Data as of Market Close
May 21, 2026
US Equity BlendInternational EquitiesMacro Ballast
Data context
Dividend Yield reflects trailing-twelve-month distributions as reported by the source.
Expense Ratio is shown for context and is not arithmetically netted against distribution yield.
Holdings are refreshed from the published snapshot used by this page.
Portfolio Structure
ARC separates core U.S. factor exposure, international equity diversification, and macro ballast so value, momentum, innovation, and defensive rebalancing roles are expressed more explicitly.
US Equity Blend
Factor-diversified U.S. equity exposure
Core return engine across size, value, momentum, and structural innovation exposure
Weight
60.00%
Factor IntentSizeValueMomentumInnovation
International Equities
International value and momentum exposure
Diversification across geography, valuation regimes, and leadership cycles
Weight
28.00%
Factor IntentIntl ValueEM ValueMomentum
Macro Ballast
Gold and long-duration Treasury ballast
Diversification, convexity, and rebalancing flexibility in stress regimes
Weight
12.00%
Factor IntentGoldDurationConvexity
Risk Profile Substitutions
Like-for-like substitutions that preserve ARC’s structure while adjusting its volatility profile. The main fulcrums are the momentum sleeves, with an optional sector substitution for cyclical concentration.
ARC Baseline•MTUM&IMTM
Lower Volatility Tilt
Potentially lower volatility through quality-oriented substitutions.
Quality Fulcrum
US Momentum:MTUM→QUAL
Shifts leadership capture toward a higher-quality earnings profile.
Intl Momentum:IMTM→IQLT
Maintains international diversification while biasing toward quality.
Cyclical Tilt:Semis→XLV
Optional sector substitution that reduces capex-cycle sensitivity and adds a more defensive healthcare profile.
Quality substitutions can still participate in leadership, but typically with less pure momentum torque and a more defensive fundamental bias.
Higher Volatility Tilt
Increase momentum concentration and dispersion risk.
Momentum Torque
US Momentum:MTUM→SPMO
A more aggressive implementation that can increase momentum sensitivity.
Intl Momentum:IMTM→IMOM
More concentrated international momentum exposure with higher dispersion risk.
Intl Momentum:IMTM→EEMO
Adds emerging-market momentum with greater country, currency, and policy sensitivity.
These variations should be treated as measured tilts rather than structural overhauls. The framework stays intact; only the expression of leadership capture changes.
Implementation context: These examples illustrate how the framework could be expressed under different volatility preferences. They are shown for research and portfolio design comparison and are not individualized recommendations.
US Equity Blend Allocation
SizeValueMomentumInnovation
Allocation
60.00%
Dividend Yield
0.93%
Expense Ratio
0.20%
Why this sleeve exists
This sleeve decomposes broad U.S. equity exposure into explicit factor allocations (size/value, momentum, diversified mega-cap exposure, and a bounded sector tilt) rather than relying on cap-weighted concentration. The objective is durable structure and controlled rebalancing across regimes.
Equal Weight Semiconductor ETF — Diversified semiconductor exposure across the value chain, used here as part of the current sector tilt with reduced mega-cap dominance.
Equal Weight Semiconductor ETF — Diversified semiconductor exposure across the value chain, used here as part of the current sector tilt with reduced mega-cap dominance.
30.00%
1.44%
$576.55
0.14%
0.35%
49.34
3B
3/23/2026
217.55
1.65%
45
XSD
International Equities Allocation
Intl ValueEM ValueMomentum
Allocation
28.00%
Dividend Yield
3.27%
Expense Ratio
0.34%
Why this sleeve exists
This sleeve targets international equity exposure through explicit factor tilts rather than relying on cap-weighted ex-U.S. defaults. The objective is geographic diversification with valuation and leadership intent.
International Momentum ETF — Global leadership capture to complement U.S. momentum and smooth factor cyclicality.
30.00%
8.40%
$52.75
4.28%
0.30%
18.73
4B
12/16/2025
43.64
20.88%
324
PIZ
Macro Ballast
GoldDurationConvexity
Allocation
12.00%
Dividend Yield
1.79%
Expense Ratio
0.08%
Why this sleeve exists
This sleeve pairs gold and long-duration Treasuries as differentiated sources of diversification rather than relying on a single defensive asset. The objective is not to replace the portfolio’s equity engine, but to provide macro ballast, convexity, and rebalancing flexibility across inflationary, disinflationary, and hard risk-off regimes.
Extended Duration Treasury ETF — Long-duration Treasury exposure used as part of the macro ballast sleeve to improve diversification and provide rebalancing power during disinflationary or hard risk-off environments.
Extended Duration Treasury ETF — Long-duration Treasury exposure used as part of the macro ballast sleeve to improve diversification and provide rebalancing power during disinflationary or hard risk-off environments.
$62.11
35.00%
4.20%
5.12%
0.05%
n/a
3.5B
4/1/2026
60.49
2.68%
82
EDV
Data sourced from StockAnalysis. Values are refreshed daily before market open and reflected in the published snapshot used by this page.
