Greg Pomerantz
a09861f39f
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.
482 lines
9.7 KiB
JSON
482 lines
9.7 KiB
JSON
{
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"sym": "btmix",
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"as_of": "September 30, 2025",
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"net_assets": null,
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"n_positions": 72,
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"categories": [
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{
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"name": "MUNICIPAL BONDS",
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"pct": 100.0
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},
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{
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"name": "Par Value Alabama",
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"pct": 3.1
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},
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{
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"name": "Corrections Institution Finance Authority,",
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"pct": 5.0
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},
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{
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"name": "Facilities Financing Authority-Birmingham AL,",
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"pct": 5.0
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},
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{
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"name": "Black Belt Energy Gas District",
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"pct": 4.0
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},
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{
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"name": "Chilton County Health Care Authority,",
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"pct": 3.0
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},
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{
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"name": "City of Mobile AL,",
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"pct": 5.0
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},
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{
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"name": "Clarke-Mobile Counties Gas District,",
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"pct": 5.0
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},
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{
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"name": "County of Jefferson AL Sewer Revenue,",
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"pct": 5.25
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},
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{
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"name": "Houston County Board of Education,",
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"pct": 2.0
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},
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{
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"name": "Board of the City of Mobile Alabama,",
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"pct": 3.92
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},
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{
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"name": "Public Educational Building Authority,",
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"pct": 5.0
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},
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{
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"name": "Jacksonville State University,",
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"pct": 5.0
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},
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{
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"name": "County Public Facilities Authority/AL,",
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"pct": 3.75
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},
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{
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"name": "Energy Authority A Cooperative District",
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"pct": 5.0
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},
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{
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"name": "State of Alabama Docks Department,",
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"pct": 5.0
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},
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{
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"name": "University of South Alabama,",
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"pct": 5.0
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},
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{
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"name": "Alaska",
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"pct": 0.2
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},
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{
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"name": "Alaska Municipal Bond Bank Authority,",
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"pct": 5.25
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},
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{
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"name": "Municipality of Anchorage AK,",
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"pct": 5.5
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},
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{
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"name": "Arizona",
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"pct": 1.8
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},
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{
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"name": "Arizona Industrial Development Authority",
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"pct": 5.0
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},
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{
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"name": "Glendale Industrial Development Authority",
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"pct": 4.0
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},
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{
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"name": "Authority of the City of Phoenix Arizona,",
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"pct": 5.0
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},
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{
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"name": "Development Authority of the County of Pima,",
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"pct": 4.0
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},
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{
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"name": "County Industrial Development Authority,",
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"pct": 5.0
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},
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{
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"name": "Cartwright Elementary",
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"pct": 5.0
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},
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{
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"name": "Salt Verde Financial Corp.,",
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"pct": 5.25
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},
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{
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"name": "Town of Marana AZ Pledged Excise Revenue",
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"pct": 5.0
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},
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{
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"name": "Arkansas",
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"pct": 0.5
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},
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{
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"name": "Arkadelphia Water & Sewer System,",
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"pct": 5.0
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},
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{
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"name": "Arkansas Development Finance Authority,",
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"pct": 5.0
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},
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{
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"name": "Batesville Public Facilities Board,",
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"pct": 5.0
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},
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{
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"name": "City of Heber Springs AR Sales & Use Tax,",
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"pct": 1.63
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},
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{
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"name": "City of Marion AR Sales & Use Tax Revenue,",
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"pct": 5.0
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},
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{
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"name": "West Memphis AR Public Utility System Revenue",
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"pct": 3.0
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},
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{
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"name": "California",
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"pct": 4.0
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},
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{
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"name": "Community Choice Financing Authority",
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"pct": 5.0
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},
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{
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"name": "California Housing Finance Agency",
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"pct": 3.75
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},
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{
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"name": "California Municipal Finance Authority,",
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"pct": 4.0
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},
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{
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"name": "Pollution Control Financing Authority,",
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"pct": 5.0
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},
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{
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"name": "California Public Finance Authority,",
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"pct": 6.5
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},
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{
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"name": "California State University,",
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"pct": 3.13
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},
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{
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"name": "City of Los Angeles Department of Airports,",
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"pct": 5.0
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},
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{
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"name": "El Dorado Irrigation District,",
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"pct": 5.0
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},
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{
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"name": "Freddie Mac Multifamily ML Certificates",
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"pct": 2.88
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},
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{
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"name": "Inglewood Unified School District,",
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"pct": 5.5
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},
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{
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"name": "Los Alamitos Unified School District,",
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"pct": 6.05
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},
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{
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"name": "Los Angeles Department of Water & Power,",
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"pct": 5.0
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},
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{
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"name": "Water & Power Water System Revenue",
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"pct": 5.0
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},
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{
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"name": "Los Angeles Unified School District/CA,",
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"pct": 5.25
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},
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{
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"name": "Mayers Memorial Hospital District",
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"pct": 0.0
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},
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{
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"name": "Morongo Unified School District,",
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"pct": 5.5
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},
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{
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"name": "Needles Unified School District,",
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"pct": 0.0
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},
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{
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"name": "Orland Unified School District,",
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"pct": 0.0
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},
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{
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"name": "Paradise Unified School District",
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"pct": 5.0
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},
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{
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"name": "California Medical Center Pooled Revenue,",
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"pct": 5.0
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},
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{
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"name": "River Islands Public Financing Authority",
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"pct": 5.0
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},
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{
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"name": "Sacramento City Unified School District/CA,",
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"pct": 5.5
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},
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{
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"name": "Comm-San Francisco International Airport,",
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"pct": 5.75
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}
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],
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"buckets": [
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{
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"name": "Other",
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"value": 632713442.0,
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"pct": 50.00329866973938
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},
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{
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"name": "IG credit / munis",
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"value": 624991176.0,
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"pct": 49.39300853273108
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},
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{
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"name": "Cash & T-bills",
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"value": 7616423.0,
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"pct": 0.6019253721877975
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},
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{
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"name": "Equity (US)",
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"value": 14210.0,
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"pct": 0.0011230152971793456
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},
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{
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"name": "Agency MBS",
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"value": 4098.0,
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"pct": 0.000323864650798097
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},
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{
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"name": "Fund holdings",
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"value": 4056.0,
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"pct": 0.0003205453937620989
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}
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],
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"top": [
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{
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"text": "TOTAL INVESTMENTS - 101.2% ( Cost $632,601,512 )",
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"value": 632601512.0,
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"cat": "Tax-Free Cash Trust - Class Premier,"
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},
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{
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"text": "TOTAL MUNICIPAL BONDS (Cost $624,985,089)",
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"value": 624985089.0,
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"cat": "Sublette County Hospital District,"
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},
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{
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"text": "TOTAL MONEY MARKET FUNDS (Cost $7,616,423)",
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"value": 7616423.0,
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"cat": "Tax-Free Cash Trust - Class Premier,"
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},
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{
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"text": "New Jersey Housing & Mortgage Finance Agency, 5.00%, 10/01/2063",
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"value": 2063.0,
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"cat": "New Jersey Housing & Mortgage Finance Agency,"
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},
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{
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"text": "South Dakota Housing Development Authority, 6.25%, 05/01/2056",
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"value": 2056.0,
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"cat": "South Dakota Housing Development Authority,"
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},
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{
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"text": "6.50%, 05/21/2053",
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"value": 2053.0,
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"cat": "Utah Charter School Finance Authority,"
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},
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{
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"text": "5.00%, 06/01/2052",
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"value": 2052.0,
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"cat": "County of Phelps MO,"
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},
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{
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"text": "4.50%, 10/21/2052",
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"value": 2052.0,
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"cat": "Utah Charter School Finance Authority,"
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},
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{
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"text": "6.00%, 12/21/2052",
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"value": 2052.0,
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"cat": "Utah Charter School Finance Authority,"
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},
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{
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"text": "4.22%, 03/01/2050",
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"value": 2050.0,
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"cat": "State of Washington,"
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},
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{
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"text": "3.50%, 08/21/2047",
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"value": 2047.0,
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"cat": "Utah Charter School Finance Authority,"
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},
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{
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"text": "Miami-Dade County Housing Finance Authority, 4.88%, 03/01/2046",
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"value": 2046.0,
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"cat": "Miami-Dade County Housing Finance Authority,"
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},
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{
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"text": "3.00%, 02/21/2046",
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"value": 2046.0,
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"cat": "Idaho Health Facilities Authority,"
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},
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{
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"text": "Connecticut Housing Finance Authority, 4.80%, 05/01/2043",
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"value": 2043.0,
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"cat": "Connecticut Housing Finance Authority,"
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},
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{
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"text": "Atlanta Urban Residential Finance Authority, 4.75%, 05/01/2043",
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"value": 2043.0,
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"cat": "Atlanta Urban Residential Finance Authority,"
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},
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{
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"text": "4.70%, 01/01/2043",
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"value": 2043.0,
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"cat": "Ohio Air Quality Development Authority,"
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},
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{
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"text": "Indiana Housing & Community Development Authority, 4.55%, 11/01/2041",
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"value": 2041.0,
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"cat": "Housing & Community Development Authority,"
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},
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{
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"text": "Monroe County Industrial Development Corp., 4.84%, 11/01/2040",
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"value": 2040.0,
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"cat": "Monroe County Industrial Development Corp.,"
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},
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{
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"text": "Regional Transportation District, 4.00%, 07/15/2039",
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"value": 2039.0,
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"cat": "Regional Transportation District,"
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},
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{
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"text": "2.25%, 09/25/2037",
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"value": 2037.0,
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"cat": "El Dorado Irrigation District,"
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},
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{
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"text": "4.38%, 09/20/2036",
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"value": 2036.0,
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"cat": "California"
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},
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{
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"text": "2.88%, 07/25/2036",
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"value": 2036.0,
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"cat": "El Dorado Irrigation District,"
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},
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{
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"text": "2.33%, 07/01/2036",
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"value": 2036.0,
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"cat": "Educational Facilities Financing Authority,"
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},
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{
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"text": "5.00%, 03/01/2036",
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"value": 2036.0,
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"cat": "Mississippi Business Finance Corp.,"
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},
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{
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"text": "4.38%, 09/20/2036",
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"value": 2036.0,
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"cat": "New Hampshire"
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},
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{
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"text": "3.75%, 03/25/2035",
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"value": 2035.0,
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"cat": "California"
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},
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{
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"text": "5.00%, 05/01/2035",
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"value": 2035.0,
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"cat": "Chicago IL Wastewater Transmission Revenue,"
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},
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{
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"text": "FHLMC Multifamily VRD Certificates, 2.55%, 06/15/2035",
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"value": 2035.0,
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"cat": "FHLMC Multifamily VRD Certificates,"
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},
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{
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"text": "5.00%, 09/01/2035",
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"value": 2035.0,
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"cat": "County Educational Facilities Authority,"
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},
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{
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"text": "5.00%, 06/01/2035",
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"value": 2035.0,
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"cat": "New Memphis Arena Public Building Authority,"
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},
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{
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"text": "Missouri Joint Municipal Electric Utility Commission, 5.00%, 06/01/2034",
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"value": 2034.0,
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"cat": "Joint Municipal Electric Utility Commission,"
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},
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{
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"text": "5.00%, 09/01/2034",
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"value": 2034.0,
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"cat": "County Educational Facilities Authority,"
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},
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{
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"text": "4.00%, 10/01/2034",
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"value": 2034.0,
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"cat": "State of Washington,"
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},
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{
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"text": "5.00%, 09/01/2033",
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"value": 2033.0,
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"cat": "County Public Facilities Authority/AL,"
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},
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{
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"text": "5.00%, 12/01/2033",
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"value": 2033.0,
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"cat": "Gwinnett County School District,"
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},
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{
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"text": "5.00%, 05/01/2033",
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"value": 2033.0,
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"cat": "Chicago IL Wastewater Transmission Revenue,"
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},
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{
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"text": "5.25%, 10/01/2033",
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"value": 2033.0,
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"cat": "Fall River Vocational School District,"
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},
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{
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"text": "4.50%, 10/01/2033",
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"value": 2033.0,
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"cat": "New Hampshire"
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},
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{
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"text": "Caddo County Educational Facilities Authority, 5.00%, 09/01/2033",
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"value": 2033.0,
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"cat": "County Educational Facilities Authority,"
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},
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{
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"text": "Winnebago County Community Unit School District No 320 South Beloit, 5.00%, 02/01/2032",
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"value": 2032.0,
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"cat": "Unit School District No 320 South Beloit,"
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}
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]
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} |