fundlab/xcheck.py - for each screen candidate, resolve the fund's OWN
registrant CIK (browse-edgar; the 497-cover CIK is the family/trust),
get the exact series name for the ticker (the only reliable
disambiguator between sibling funds), walk the 4 most recent NPORT-P
filing dates, and parse holdings from the interactive NPORT XML
(primary_doc.xml at the accession root - NOT the XSL-rendered view the
submissions API points at). Exact seriesName match > best htm exhibit
parse. Buckets from the authoritative assetCat+issuerCat codes (ABS-O,
ABS-CBDO, DBT+UST/CORP/MUN/NUSS, LON, STIV, RA, EC+RF=fund, ...), not
position-name keywords. Resumable; raw filings cached under
nport_cache/raw/ (gitignored).
nport.py - _SECTION gains the "INVESTMENT PORTFOLIO (unaudited)"
variant (NPORT-EX Sch-F files); find_section/build gain a frac
token-tolerance param (Yahoo names drift from filing names); CMBS/ABS
bucket gains CLO/CBDO/DAC terms.
app Fund Lab - "N-PORT cross-check" expander: per-candidate table
(as-of, n, t5, top code-bucket, #1 position) + per-fund holdings
detail.
RESEARCH.md - cross-check verdicts. 21/22 resolved (qcmmrx is an MMF,
no holdings). The screen's top names are REAL:
- hmezx/mervx = genuine merger arb (equity in deal targets + escrow)
- egrix = 100% wrapper in one macro managed portfolio (underlying not
NPORT-disclosed); etsix = fund of EV internal multi-strat accounts
- wmnux = discounted/zero-coupon corporate bonds + equity swaps (the
"equity names" are bond issuers/swap underlyings)
- scfzx/rctix/aflix = securitized credit/CLO/distressed/levered loans
- hicox/fhmix/usmsx/btmix (munis), aguax/femdx (EM sovereign), anglx
(agency MBS), lpxax (rotated out of prefs into bank/financial debt)
= genuine missing-factor exposures the 35-sleeve model lacks
- fhcox/dultx/safex = short-duration carry (a short-duration sleeve
would explain them)
tests/test_fundlab.py - test_xcheck (14 checks): parse_interactive,
code buckets, name-match normalization, series-name disambiguation.
Also: untrack fundlab/streamlit.log; gitignore raw/ + xcheck_run.log.
84 fundlab / 32 app / 14 data tests pass.
- fundlab/nport.py: parse the fund's own category/percentage lines,
as-of date, net assets and dollar-valued positions from N-PORT
schedules of investments (handles per-fund and combined multi-fund
family filings; conservative keyword bucketing of positions)
- fundlab/nport_cache/<sym>.json: parsed snapshots for 15 of 16 funds
(raw SOI HTML kept locally, gitignored; source URLs + filing dates in
nport_manifest.json, md5-verified against EDGAR)
- atesx: no current SOI found (Anchor's recent filings cover the Income
fund) - listed with an honest note
- app.py: new 'Fund Lab' tab - pick a fund, see objective, reported
composition (bar + table), rough keyword buckets, top positions, and
the prospectus strategy excerpt
- tests: parser unit tests (section finding, category regex, buckets)
