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
4.3 KiB
JSON
287 lines
4.3 KiB
JSON
{
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"sym": "lpxax",
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"as_of": "July 31, 2025",
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"net_assets": 1755728990.0,
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"n_positions": 5,
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"categories": [
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{
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"name": "EXCHANGE-TRADED",
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"pct": 3.0
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},
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{
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"name": "BANKING",
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"pct": 0.8
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},
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{
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"name": "FINANCIAL SERVICES",
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"pct": 0.6
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},
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{
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"name": "INSURANCE",
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"pct": 0.7
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},
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{
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"name": "Athene Holding Ltd.,",
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"pct": 6.35
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},
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{
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"name": "Lincoln National Corp.,",
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"pct": 9.0
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},
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{
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"name": "Reinsurance Group of America, Inc.,",
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"pct": 5.75
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},
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{
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"name": "UTILITIES",
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"pct": 0.9
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},
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{
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"name": "OVER-THE-COUNTER",
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"pct": 81.1
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},
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{
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"name": "Abanca Corp. Bancaria SA,",
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"pct": 6.0
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},
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{
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"name": "Banco BPM SpA,",
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"pct": 6.25
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},
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{
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"name": "Banco de Sabadell SA,",
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"pct": 6.5
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},
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{
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"name": "Banco Santander SA,",
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"pct": 4.75
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},
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{
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"name": "Bank of America Corp.,",
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"pct": 6.25
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},
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{
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"name": "Bank of Montreal,",
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"pct": 7.7
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},
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{
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"name": "Bank of Nova Scotia,",
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"pct": 7.35
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},
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{
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"name": "Value BNP Paribas SA,",
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"pct": 7.75
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},
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{
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"name": "BNP Paribas SA,",
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"pct": 8.5
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},
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{
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"name": "Canadian Imperial Bank of Commerce,",
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"pct": 7.0
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},
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{
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"name": "Charles Schwab Corp.,",
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"pct": 4.0
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},
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{
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"name": "Citigroup, Inc.,",
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"pct": 6.25
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},
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{
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"name": "ACB,",
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"pct": 6.25
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},
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{
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"name": "Commerzbank AG,",
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"pct": 7.5
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},
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{
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"name": "Coventry Building Society,",
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"pct": 8.75
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},
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{
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"name": "Credit Agricole SA,",
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"pct": 7.25
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},
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{
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"name": "Credit Suisse Group AG,",
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"pct": 7.5
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},
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{
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"name": "Erste Group Bank AG,",
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"pct": 7.0
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},
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{
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"name": "Farm Credit Bank of Texas,",
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"pct": 5.7
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},
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{
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"name": "First Horizon Bank,",
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"pct": 5.44
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},
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{
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"name": "Floor",
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"pct": 3.75
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},
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{
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"name": "Goldman Sachs Group, Inc.,",
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"pct": 7.5
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},
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{
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"name": "PLC,",
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"pct": 6.0
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},
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{
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"name": "ING Groep NV,",
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"pct": 5.75
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},
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{
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"name": "Intesa Sanpaolo SpA,",
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"pct": 7.7
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},
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{
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"name": "Julius Baer Group Ltd.,",
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"pct": 7.5
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},
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{
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"name": "Landesbank Baden-Wuerttemberg,",
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"pct": 6.75
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},
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{
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"name": "Bank Corp.,",
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"pct": 5.4
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},
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{
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"name": "Nationwide Building Society,",
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"pct": 7.5
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},
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{
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"name": "Piraeus Financial Holdings SA,",
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"pct": 6.75
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},
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{
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"name": "PNC Financial Services Group, Inc.,",
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"pct": 6.0
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},
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{
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"name": "Royal Bank of Canada,",
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"pct": 6.75
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},
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{
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"name": "Societe Generale SA,",
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"pct": 6.75
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},
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{
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"name": "State Street Corp.,",
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"pct": 6.7
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},
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{
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"name": "Swedbank AB,",
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"pct": 7.75
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},
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{
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"name": "Toronto-Dominion Bank,",
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"pct": 7.25
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},
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{
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"name": "Truist Financial Corp.,",
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"pct": 5.23
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},
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{
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"name": "UBS Group AG,",
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"pct": 6.85
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},
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{
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"name": "Wells Fargo & Co.,",
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"pct": 3.9
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},
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{
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"name": "CONSUMER DISCRETIONARY PRODUCTS",
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"pct": 0.6
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},
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{
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"name": "Volkswagen International Finance NV,",
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"pct": 7.5
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},
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{
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"name": "ENERGY",
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"pct": 0.6
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},
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{
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"name": "OMV AG,",
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"pct": 4.37
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},
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{
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"name": "SARL,",
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"pct": 4.5
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},
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{
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"name": "Capital DAC/AerCap Global Aviation Trust,",
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"pct": 6.95
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},
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{
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"name": "Ally Financial, Inc.,",
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"pct": 4.7
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},
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{
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"name": "ILFC E-Capital Trust I,",
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"pct": 6.43
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},
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{
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"name": "Nomura Holdings, Inc.,",
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"pct": 7.0
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},
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{
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"name": "HEALTH CARE",
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"pct": 0.8
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},
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{
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"name": "CVS Health Corp.,",
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"pct": 7.0
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},
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{
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"name": "Allianz SE,",
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"pct": 3.5
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}
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],
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"buckets": [
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{
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"name": "Commodities",
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"value": 3352730714.0,
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"pct": 98.51567674738132
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},
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{
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"name": "Equity (US)",
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"value": 50515170.0,
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"pct": 1.4843232526186756
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}
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],
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"top": [
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{
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"text": "(Identified cost\u2014$1,701,622,942)",
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"value": 1701622942.0,
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"cat": "WEC Energy Group, Inc.,"
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},
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{
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"text": "(Identified cost\u2014$1,395,998,797)",
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"value": 1395998797.0,
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"cat": "NextEra Energy Capital Holdings, Inc.,"
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},
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{
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"text": "(Identified cost\u2014$249,101,966)",
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"value": 249101966.0,
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"cat": "WEC Energy Group, Inc.,"
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},
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{
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"text": "cost\u2014$50,515,170)",
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"value": 50515170.0,
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"cat": "Reinsurance Group of America, Inc.,"
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},
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{
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"text": "(Identified cost\u2014$6,007,009)",
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"value": 6007009.0,
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"cat": "WEC Energy Group, Inc.,"
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}
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]
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} |