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.
287 lines
5.1 KiB
JSON
287 lines
5.1 KiB
JSON
{
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"sym": "hicox",
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"as_of": "December 31, 2025",
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"net_assets": 1948524338.0,
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"n_positions": 496,
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"categories": [
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{
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"name": "Principal Value Colorado Municipal Bonds",
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"pct": 56.7
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},
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{
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"name": "Colorado",
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"pct": 100.0
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},
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{
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"name": "Other Municipal Bonds",
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"pct": 8.4
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},
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{
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"name": "South Dakota",
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"pct": 59.3
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},
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{
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"name": "Utah",
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"pct": 32.7
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},
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{
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"name": "Puerto Rico",
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"pct": 6.0
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},
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{
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"name": "Washington",
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"pct": 1.0
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},
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{
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"name": "Ohio",
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"pct": 0.8
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},
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{
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"name": "California",
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"pct": 0.2
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},
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{
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"name": "Short-Term Municipal Bonds",
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"pct": 4.0
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},
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{
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"name": "Oregon",
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"pct": 7.5
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},
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{
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"name": "Capital Appreciation and Zero Coupon Bonds",
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"pct": 2.6
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},
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{
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"name": "Colorado Taxable Certificates/Notes/Bonds",
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"pct": 0.3
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},
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{
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"name": "Other Assets",
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"pct": 0.1
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},
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{
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"name": "Other assets net of liabilities",
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"pct": 27.9
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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": 3010408218.0,
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"pct": 68.18216496187222
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},
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{
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"name": "IG credit / munis",
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"value": 1404832685.0,
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"pct": 31.817789128989105
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},
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{
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"name": "Equity (intl)",
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"value": 2027.0,
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"pct": 4.590913868469747e-05
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}
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],
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"top": [
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{
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"text": "Total investments, at value (amortized cost $1,471,423,324)",
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"value": 1471423324.0,
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"cat": "Utah"
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},
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{
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"text": "Colorado (amortized cost $1,152,445,022)",
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"value": 1152445022.0,
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"cat": "Colorado"
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},
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{
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"text": "Colorado Municipal Bonds (amortized cost $1,152,445,022)",
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"value": 1152445022.0,
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"cat": "Colorado"
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},
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{
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"text": "Other Municipal Bonds (amortized cost $170,970,555)",
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"value": 170970555.0,
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"cat": "California"
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},
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{
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"text": "South Dakota (amortized cost $106,046,089)",
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"value": 106046089.0,
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"cat": "South Dakota"
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},
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{
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"text": "Short-Term Municipal Bonds (amortized cost $81,417,108)",
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"value": 81417108.0,
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"cat": "South Dakota"
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},
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{
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"text": "Colorado (amortized cost $72,292,108)",
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"value": 72292108.0,
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"cat": "Colorado"
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},
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{
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"text": "Colorado (amortized cost $58,399,292)",
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"value": 58399292.0,
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"cat": "Colorado"
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},
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{
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"text": "Colorado Capital Appreciation and Zero Coupon Bonds (amortized cost $58,399,292)",
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"value": 58399292.0,
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"cat": "Colorado"
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},
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{
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"text": "Utah (amortized cost $52,805,667)",
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"value": 52805667.0,
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"cat": "Utah"
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},
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{
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"text": "Puerto Rico (amortized cost $9,020,722)",
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"value": 9020722.0,
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"cat": "Puerto Rico"
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},
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{
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"text": "Colorado (amortized cost $7,191,347)",
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"value": 7191347.0,
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"cat": "Colorado"
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},
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{
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"text": "Colorado Taxable Certificates/Notes/Bonds (amortized cost $7,191,347)",
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"value": 7191347.0,
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"cat": "Colorado"
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},
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{
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"text": "Oregon (amortized cost $5,815,000)",
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"value": 5815000.0,
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"cat": "Oregon"
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},
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{
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"text": "South Dakota (amortized cost $3,310,000)",
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"value": 3310000.0,
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"cat": "South Dakota"
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},
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{
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"text": "Washington (amortized cost $1,587,130)",
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"value": 1587130.0,
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"cat": "Washington"
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},
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{
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"text": "Ohio (amortized cost $1,275,000)",
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"value": 1275000.0,
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"cat": "Ohio"
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},
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{
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"text": "Utah (amortized cost $1,000,000)",
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"value": 1000000.0,
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"cat": "Utah"
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},
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{
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"text": "Other Assets (amortized cost $1,000,000)",
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"value": 1000000.0,
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"cat": "Utah"
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},
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{
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"text": "California (amortized cost $235,948)",
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"value": 235948.0,
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"cat": "California"
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},
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{
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"text": "12/1/2061",
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"value": 2061.0,
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"cat": "Colorado"
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},
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{
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"text": "Puerto Rico / Sales Tax - Series A - 2058",
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"value": 2058.0,
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"cat": "Puerto Rico"
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},
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{
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"text": "7/1/2058",
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"value": 2058.0,
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"cat": "Puerto Rico"
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},
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{
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"text": "Puerto Rico / Sales Tax - Series A - 2058",
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"value": 2058.0,
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"cat": "Puerto Rico"
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},
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{
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"text": "7/1/2058",
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"value": 2058.0,
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"cat": "Puerto Rico"
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},
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{
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"text": "12/15/2057",
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"value": 2057.0,
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"cat": "Colorado"
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},
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{
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"text": "3/1/2056",
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"value": 2056.0,
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"cat": "Utah"
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},
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{
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"text": "Copperleaf MD #5 - Series A - 2055",
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"value": 2055.0,
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"cat": "Colorado"
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},
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{
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"text": "12/1/2055",
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"value": 2055.0,
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"cat": "Colorado"
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},
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{
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"text": "Deer Creek Villas MD - Series A - 2055",
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"value": 2055.0,
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"cat": "Colorado"
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},
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{
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"text": "12/1/2055",
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"value": 2055.0,
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"cat": "Colorado"
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},
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{
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"text": "Eastern Hills MD #10 - Series A - 2055",
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"value": 2055.0,
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"cat": "Colorado"
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},
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{
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"text": "12/1/2055",
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"value": 2055.0,
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"cat": "Colorado"
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},
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{
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"text": "12/15/2055",
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"value": 2055.0,
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"cat": "Colorado"
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},
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{
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"text": "Elora MD - Series A - 2055",
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"value": 2055.0,
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"cat": "Colorado"
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},
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{
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"text": "12/1/2055",
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"value": 2055.0,
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"cat": "Colorado"
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},
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{
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"text": "Fields MD #1 - Series A - 2055",
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"value": 2055.0,
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"cat": "Colorado"
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},
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{
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"text": "12/1/2055",
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"value": 2055.0,
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"cat": "Colorado"
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},
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{
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"text": "Fields MD #1 - Series B - 2055",
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"value": 2055.0,
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"cat": "Colorado"
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},
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{
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"text": "12/15/2055",
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"value": 2055.0,
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"cat": "Colorado"
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}
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]
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} |