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.
51 lines
713 B
JSON
51 lines
713 B
JSON
{
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"sym": "etsix",
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"as_of": "June 30, 2026",
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"net_assets": null,
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"n_positions": 2,
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"categories": [
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{
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"name": "Unaudited) Affiliated Investment Funds",
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"pct": 2.0
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},
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{
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"name": "Asset-Backed Securities",
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"pct": 9.6
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},
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{
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"name": "Class A,",
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"pct": 5.24
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},
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{
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"name": "Class C,",
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"pct": 5.68
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},
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{
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"name": "Class D,",
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"pct": 6.75
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},
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{
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"name": "DRR,",
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"pct": 6.89
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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": 86081415.0,
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"pct": 100.0
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}
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],
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"top": [
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{
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"text": "(identified cost $86,079,389)",
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"value": 86079389.0,
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"cat": "Affiliated Investment Funds"
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},
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{
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"text": "June 30, 2026",
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"value": 2026.0,
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"cat": ""
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}
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]
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} |