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.
472 lines
10 KiB
JSON
472 lines
10 KiB
JSON
{
|
|
"sym": "anglx",
|
|
"as_of": "October 31, 2025",
|
|
"net_assets": 281892996.0,
|
|
"n_positions": 167,
|
|
"categories": [
|
|
{
|
|
"name": "ASSET-BACKED SECURITIES",
|
|
"pct": 24.5
|
|
},
|
|
{
|
|
"name": "Par Value Automobile",
|
|
"pct": 7.8
|
|
},
|
|
{
|
|
"name": "Class A,",
|
|
"pct": 6.4
|
|
},
|
|
{
|
|
"name": "Class D,",
|
|
"pct": 6.82
|
|
},
|
|
{
|
|
"name": "Class C,",
|
|
"pct": 4.25
|
|
},
|
|
{
|
|
"name": "Class E,",
|
|
"pct": 5.2
|
|
},
|
|
{
|
|
"name": "Class B,",
|
|
"pct": 0.75
|
|
},
|
|
{
|
|
"name": "Consumer",
|
|
"pct": 15.3
|
|
},
|
|
{
|
|
"name": "ABC,",
|
|
"pct": 8.8
|
|
},
|
|
{
|
|
"name": "AA, Class A,",
|
|
"pct": 1.97
|
|
},
|
|
{
|
|
"name": "Credit Card",
|
|
"pct": 0.4
|
|
},
|
|
{
|
|
"name": "Equipment",
|
|
"pct": 0.5
|
|
},
|
|
{
|
|
"name": "Fiber",
|
|
"pct": 0.5
|
|
},
|
|
{
|
|
"name": "CORPORATE OBLIGATIONS",
|
|
"pct": 22.8
|
|
},
|
|
{
|
|
"name": "Par Value Basic Materials",
|
|
"pct": 1.1
|
|
},
|
|
{
|
|
"name": "ArcelorMittal SA,",
|
|
"pct": 6.55
|
|
},
|
|
{
|
|
"name": "Cabot Corp.,",
|
|
"pct": 3.4
|
|
},
|
|
{
|
|
"name": "Consolidated Energy Finance SA,",
|
|
"pct": 6.5
|
|
},
|
|
{
|
|
"name": "CVR Partners LP / CVR Nitrogen Finance Corp.,",
|
|
"pct": 6.13
|
|
},
|
|
{
|
|
"name": "FMC Corp.,",
|
|
"pct": 3.2
|
|
},
|
|
{
|
|
"name": "Methanex Corp.,",
|
|
"pct": 5.13
|
|
},
|
|
{
|
|
"name": "Mosaic Global Holdings, Inc.,",
|
|
"pct": 7.3
|
|
},
|
|
{
|
|
"name": "Communications",
|
|
"pct": 0.4
|
|
},
|
|
{
|
|
"name": "LLC / Directv Financing Co.-Obligor, Inc.,",
|
|
"pct": 5.88
|
|
},
|
|
{
|
|
"name": "Juniper Networks, Inc.,",
|
|
"pct": 1.2
|
|
},
|
|
{
|
|
"name": "Nexstar Media, Inc.,",
|
|
"pct": 5.63
|
|
},
|
|
{
|
|
"name": "LLC,",
|
|
"pct": 7.63
|
|
},
|
|
{
|
|
"name": "Consumer, Cyclical",
|
|
"pct": 4.0
|
|
},
|
|
{
|
|
"name": "American Axle & Manufacturing, Inc.,",
|
|
"pct": 6.5
|
|
},
|
|
{
|
|
"name": "Beazer Homes USA, Inc.,",
|
|
"pct": 5.88
|
|
},
|
|
{
|
|
"name": "BorgWarner, Inc.,",
|
|
"pct": 2.65
|
|
},
|
|
{
|
|
"name": "Carnival Corp.,",
|
|
"pct": 4.0
|
|
},
|
|
{
|
|
"name": "Delta Air Lines, Inc.",
|
|
"pct": 7.38
|
|
},
|
|
{
|
|
"name": "Ford Motor Credit Co. LLC,",
|
|
"pct": 2.9
|
|
},
|
|
{
|
|
"name": "General Motors Co.,",
|
|
"pct": 5.35
|
|
},
|
|
{
|
|
"name": "General Motors Financial Co., Inc.",
|
|
"pct": 5.4
|
|
},
|
|
{
|
|
"name": "Mattel, Inc.,",
|
|
"pct": 3.38
|
|
},
|
|
{
|
|
"name": "Meritage Homes Corp.,",
|
|
"pct": 5.13
|
|
},
|
|
{
|
|
"name": "Newell Brands, Inc.,",
|
|
"pct": 8.5
|
|
},
|
|
{
|
|
"name": "Royal Caribbean Cruises Ltd.",
|
|
"pct": 4.25
|
|
},
|
|
{
|
|
"name": "Southwest Airlines Co.,",
|
|
"pct": 3.0
|
|
},
|
|
{
|
|
"name": "Toll Brothers Finance Corp.,",
|
|
"pct": 4.88
|
|
},
|
|
{
|
|
"name": "United Airlines, Inc.,",
|
|
"pct": 4.38
|
|
},
|
|
{
|
|
"name": "Consumer, Non-cyclical",
|
|
"pct": 1.9
|
|
},
|
|
{
|
|
"name": "Ashtead Capital, Inc.,",
|
|
"pct": 1.5
|
|
},
|
|
{
|
|
"name": "Conagra Brands, Inc.,",
|
|
"pct": 1.38
|
|
},
|
|
{
|
|
"name": "HCA, Inc.",
|
|
"pct": 5.25
|
|
},
|
|
{
|
|
"name": "Keurig Dr Pepper, Inc.,",
|
|
"pct": 5.1
|
|
},
|
|
{
|
|
"name": "Kraft Heinz Foods Co.,",
|
|
"pct": 3.0
|
|
},
|
|
{
|
|
"name": "Universal Health Services, Inc.,",
|
|
"pct": 1.65
|
|
},
|
|
{
|
|
"name": "Energy",
|
|
"pct": 2.5
|
|
},
|
|
{
|
|
"name": "LP / Archrock Partners Finance Corp.,",
|
|
"pct": 6.88
|
|
},
|
|
{
|
|
"name": "Continental Resources, Inc.",
|
|
"pct": 2.27
|
|
},
|
|
{
|
|
"name": "EQT Corp.",
|
|
"pct": 3.13
|
|
},
|
|
{
|
|
"name": "Occidental Petroleum Corp.",
|
|
"pct": 3.2
|
|
},
|
|
{
|
|
"name": "ONEOK, Inc.",
|
|
"pct": 5.0
|
|
},
|
|
{
|
|
"name": "Ovintiv, Inc.",
|
|
"pct": 5.38
|
|
},
|
|
{
|
|
"name": "PBF Holding Co. LLC / PBF Finance Corp.,",
|
|
"pct": 6.0
|
|
},
|
|
{
|
|
"name": "LP / Targa Resources Partners Finance Corp.,",
|
|
"pct": 5.0
|
|
},
|
|
{
|
|
"name": "Venture Global LNG, Inc.,",
|
|
"pct": 8.13
|
|
}
|
|
],
|
|
"buckets": [
|
|
{
|
|
"name": "Fund holdings",
|
|
"value": 2084610557.0,
|
|
"pct": 87.54563999435358
|
|
},
|
|
{
|
|
"name": "IG credit / munis",
|
|
"value": 261763160.0,
|
|
"pct": 10.993047738433944
|
|
},
|
|
{
|
|
"name": "Other",
|
|
"value": 31834037.0,
|
|
"pct": 1.336907334279096
|
|
},
|
|
{
|
|
"name": "Equity (US)",
|
|
"value": 2962293.0,
|
|
"pct": 0.12440493293337651
|
|
}
|
|
],
|
|
"top": [
|
|
{
|
|
"text": "TOTAL INVESTMENTS - 102.2% ( Cost $1,174,539,227 )",
|
|
"value": 1174539227.0,
|
|
"cat": "Government Obligations Fund - Class U,"
|
|
},
|
|
{
|
|
"text": "TOTAL ASSET-BACKED SECURITIES (Cost $281,214,393)",
|
|
"value": 281214393.0,
|
|
"cat": "Parent, Inc. Series 2023-1, Class A2,"
|
|
},
|
|
{
|
|
"text": "TOTAL CORPORATE OBLIGATIONS (Cost $261,763,160)",
|
|
"value": 261763160.0,
|
|
"cat": "Pacific Gas and Electric Co.,"
|
|
},
|
|
{
|
|
"text": "TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES \u2013 U.S. GOVERNMENT AGENCY (Cost $242,101,955)",
|
|
"value": 242101955.0,
|
|
"cat": "Series 2019-M28, Class AV,"
|
|
},
|
|
{
|
|
"text": "TOTAL COLLATERALIZED LOAN OBLIGATIONS (Cost $181,613,939)",
|
|
"value": 181613939.0,
|
|
"cat": "Woodmont Trust Series 2019-6A, Class BR,"
|
|
},
|
|
{
|
|
"text": "TOTAL RESIDENTIAL MORTGAGE-BACKED SECURITIES (Cost $109,117,106)",
|
|
"value": 109117106.0,
|
|
"cat": "Series 2025-CES3, Class A1,"
|
|
},
|
|
{
|
|
"text": "TOTAL SHORT-TERM INVESTMENTS (Cost $65,457,515)",
|
|
"value": 65457515.0,
|
|
"cat": "Government Obligations Fund - Class U,"
|
|
},
|
|
{
|
|
"text": "The average monthly notional value of long and short futures contracts during the period ended October 31, 2025, was 103,719 and ($30,027,407), respectively.",
|
|
"value": 30027407.0,
|
|
"cat": "TOTAL NET ASSETS"
|
|
},
|
|
{
|
|
"text": "TOTAL RESIDENTIAL MORTGAGE-BACKED SECURITIES - U.S. GOVERNMENT AGENCY CREDIT RISK TRANSFER (Cost $16,594,384)",
|
|
"value": 16594384.0,
|
|
"cat": "Series 2025-HQA1, Class M1,"
|
|
},
|
|
{
|
|
"text": "TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES (Cost $13,827,983)",
|
|
"value": 13827983.0,
|
|
"cat": "Mortgage Trust Series 2025-VTT, Class C,"
|
|
},
|
|
{
|
|
"text": "TOTAL COMMON STOCKS (Cost $2,848,792)",
|
|
"value": 2848792.0,
|
|
"cat": "Financial"
|
|
},
|
|
{
|
|
"text": "Security is exempt from registration pursuant to Regulation S under the Securities Act of 1933, as amended. As of October 31, 2025, the value of these securitie",
|
|
"value": 1749895.0,
|
|
"cat": "TOTAL NET ASSETS"
|
|
},
|
|
{
|
|
"text": "Series KF132, Class AS, 4.70% (30 day avg SOFR US + 0.39%), 02/25/2032",
|
|
"value": 2032.0,
|
|
"cat": "Series KF132, Class AS,"
|
|
},
|
|
{
|
|
"text": "Series KF134, Class AS, 4.72% (30 day avg SOFR US + 0.41%), 03/25/2032",
|
|
"value": 2032.0,
|
|
"cat": "Series KF134, Class AS,"
|
|
},
|
|
{
|
|
"text": "Series KF136, Class AS, 4.72% (30 day avg SOFR US + 0.41%), 04/25/2032",
|
|
"value": 2032.0,
|
|
"cat": "Series KF136, Class AS,"
|
|
},
|
|
{
|
|
"text": "Series KF141, Class AS, 4.88% (30 day avg SOFR US + 0.57%), 07/25/2032",
|
|
"value": 2032.0,
|
|
"cat": "Series KF141, Class AS,"
|
|
},
|
|
{
|
|
"text": "Series KF166, Class AS, 4.91% (30 day avg SOFR US + 0.60%), 01/25/2032",
|
|
"value": 2032.0,
|
|
"cat": "Series KF166, Class AS,"
|
|
},
|
|
{
|
|
"text": "Series K-F101, Class AS, 4.51% (30 day avg SOFR US + 0.20%), 01/25/2031",
|
|
"value": 2031.0,
|
|
"cat": "Series K-F101, Class AS,"
|
|
},
|
|
{
|
|
"text": "Series K-F102, Class AS, 4.51% (30 day avg SOFR US + 0.20%), 01/25/2031",
|
|
"value": 2031.0,
|
|
"cat": "Series K-F102, Class AS,"
|
|
},
|
|
{
|
|
"text": "Series K-F103, Class AS, 4.55% (30 day avg SOFR US + 0.24%), 01/25/2031",
|
|
"value": 2031.0,
|
|
"cat": "Series K-F103, Class AS,"
|
|
},
|
|
{
|
|
"text": "Series K-F104, Class AS, 4.56% (30 day avg SOFR US + 0.25%), 01/25/2031",
|
|
"value": 2031.0,
|
|
"cat": "Series K-F104, Class AS,"
|
|
},
|
|
{
|
|
"text": "Series K-F105, Class AS, 4.56% (30 day avg SOFR US + 0.25%), 02/25/2031",
|
|
"value": 2031.0,
|
|
"cat": "Series K-F105, Class AS,"
|
|
},
|
|
{
|
|
"text": "Series K-F106, Class AS, 4.56% (30 day avg SOFR US + 0.25%), 01/25/2031",
|
|
"value": 2031.0,
|
|
"cat": "Series K-F106, Class AS,"
|
|
},
|
|
{
|
|
"text": "Series K-F108, Class AS, 4.56% (30 day avg SOFR US + 0.25%), 02/25/2031",
|
|
"value": 2031.0,
|
|
"cat": "Series K-F108, Class AS,"
|
|
},
|
|
{
|
|
"text": "Series K-F109, Class AS, 4.55% (30 day avg SOFR US + 0.24%), 03/25/2031",
|
|
"value": 2031.0,
|
|
"cat": "Series K-F109, Class AS,"
|
|
},
|
|
{
|
|
"text": "Series K-F112, Class AS, 4.54% (30 day avg SOFR US + 0.23%), 04/25/2031",
|
|
"value": 2031.0,
|
|
"cat": "Series K-F112, Class AS,"
|
|
},
|
|
{
|
|
"text": "Series K-F114, Class AS, 4.53% (30 day avg SOFR US + 0.22%), 05/25/2031",
|
|
"value": 2031.0,
|
|
"cat": "Series K-F114, Class AS,"
|
|
},
|
|
{
|
|
"text": "Series K-F115, Class AS, 4.52% (30 day avg SOFR US + 0.21%), 06/25/2031",
|
|
"value": 2031.0,
|
|
"cat": "Series K-F115, Class AS,"
|
|
},
|
|
{
|
|
"text": "Series K-F119, Class AS, 0.26% (30 day avg SOFR US + 0.21%), 07/25/2031",
|
|
"value": 2031.0,
|
|
"cat": "Series K-F119, Class AS,"
|
|
},
|
|
{
|
|
"text": "Series K-F120, Class AS, 0.00% (30 day avg SOFR US + 0.20%), 08/25/2031",
|
|
"value": 2031.0,
|
|
"cat": "Series K-F120, Class AS,"
|
|
},
|
|
{
|
|
"text": "Series K-F122, Class AS, 4.50% (30 day avg SOFR US + 0.19%), 09/25/2031",
|
|
"value": 2031.0,
|
|
"cat": "Series K-F122, Class AS,"
|
|
},
|
|
{
|
|
"text": "Series KF124, Class AS, 4.53% (30 day avg SOFR US + 0.22%), 10/25/2031",
|
|
"value": 2031.0,
|
|
"cat": "Series KF124, Class AS,"
|
|
},
|
|
{
|
|
"text": "Series KF126, Class AS, 4.55% (30 day avg SOFR US + 0.24%), 11/25/2031",
|
|
"value": 2031.0,
|
|
"cat": "Series KF126, Class AS,"
|
|
},
|
|
{
|
|
"text": "Series KF155, Class AS, 4.98% (30 day avg SOFR US + 0.67%), 02/25/2030",
|
|
"value": 2030.0,
|
|
"cat": "Series KF155, Class AS,"
|
|
},
|
|
{
|
|
"text": "Series KF160, Class AS, 5.01% (30 day avg SOFR US + 0.70%), 10/25/2030",
|
|
"value": 2030.0,
|
|
"cat": "Series KF160, Class AS,"
|
|
},
|
|
{
|
|
"text": "Series KF82, Class AS, 4.73% (30 day avg SOFR US + 0.42%), 06/25/2030",
|
|
"value": 2030.0,
|
|
"cat": "Series KF82, Class AS,"
|
|
},
|
|
{
|
|
"text": "Series KF85, Class AS, 4.64% (30 day avg SOFR US + 0.33%), 08/25/2030",
|
|
"value": 2030.0,
|
|
"cat": "Series KF85, Class AS,"
|
|
},
|
|
{
|
|
"text": "Series KF88, Class AL, 4.75% (30 day avg SOFR US + 0.44%), 09/25/2030",
|
|
"value": 2030.0,
|
|
"cat": "Series KF88, Class AL,"
|
|
},
|
|
{
|
|
"text": "Series KF91, Class AS, 4.69% (30 day avg SOFR US + 0.38%), 10/25/2030",
|
|
"value": 2030.0,
|
|
"cat": "Series KF91, Class AS,"
|
|
},
|
|
{
|
|
"text": "Series KF94, Class AL, 4.72% (30 day avg SOFR US + 0.41%), 11/25/2030",
|
|
"value": 2030.0,
|
|
"cat": "Series KF94, Class AL,"
|
|
}
|
|
]
|
|
} |