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
8.4 KiB
JSON
482 lines
8.4 KiB
JSON
{
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"sym": "usmsx",
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"as_of": "May 31, 2026",
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"net_assets": 2604801.0,
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"n_positions": 911,
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"categories": [
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{
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"name": "Municipal Bonds",
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"pct": 91.4
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},
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{
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"name": "Alabama",
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"pct": 2.0
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},
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{
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"name": "Rev.,",
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"pct": 5.0
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},
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{
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"name": "Series A, Rev.,",
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"pct": 5.0
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},
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{
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"name": "GO,",
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"pct": 5.0
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},
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{
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"name": "Rev., VRDO,",
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"pct": 2.85
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},
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{
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"name": "Alaska",
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"pct": 1.0
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},
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{
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"name": "Arizona",
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"pct": 1.0
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},
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{
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"name": "COP,",
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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": 0.1
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},
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{
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"name": "Rev., GNMA / FNMA / FHLMC,",
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"pct": 2.88
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},
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{
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"name": "California",
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"pct": 0.9
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},
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{
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"name": "Rev., AMBAC,",
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"pct": 5.0
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},
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{
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"name": "Rev., AMT,",
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"pct": 2.8
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},
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{
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"name": "Colorado",
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"pct": 2.1
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},
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{
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"name": "TD Bank NA,",
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"pct": 2.8
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},
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{
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"name": "Connecticut",
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"pct": 3.0
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},
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{
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"name": "City of Bristol, GO, BAN,",
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"pct": 4.0
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},
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{
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"name": "GO, BAN,",
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"pct": 4.0
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},
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{
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"name": "Series B, Rev.,",
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"pct": 5.0
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},
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{
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"name": "Delaware",
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"pct": 0.8
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},
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{
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"name": "District of Columbia",
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"pct": 1.1
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},
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{
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"name": "GO, VRDO,",
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"pct": 1.72
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},
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{
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"name": "Florida",
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"pct": 2.4
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},
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{
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"name": "COP, A.G.,",
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"pct": 5.0
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},
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{
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"name": "Rev., A.G.,",
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"pct": 5.25
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},
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{
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"name": "Series A, Rev., AMT,",
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"pct": 5.0
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},
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{
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"name": "Miami-Dade, Aviation System Series B, Rev.,",
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"pct": 5.0
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},
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{
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"name": "Royal Bank of Canada,",
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"pct": 2.8
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},
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{
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"name": "A, COP,",
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"pct": 5.0
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},
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{
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"name": "Georgia",
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"pct": 0.4
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},
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{
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"name": "Guam",
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"pct": 0.0
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},
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{
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"name": "Hawaii",
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"pct": 0.0
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},
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{
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"name": "D, GO,",
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"pct": 5.0
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},
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{
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"name": "Honolulu Wastewater System Series A, Rev.,",
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"pct": 4.0
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},
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{
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"name": "A, GO,",
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"pct": 5.0
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},
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{
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"name": "FK, GO,",
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"pct": 5.0
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},
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{
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"name": "FH, GO,",
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"pct": 5.0
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},
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{
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"name": "Illinois",
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"pct": 1.7
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},
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{
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"name": "General Airport, Senior Lien Series A, Rev.,",
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"pct": 5.0
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},
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{
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"name": "Series C, Rev.,",
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"pct": 5.0
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},
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{
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"name": "GO, NATL - RE,",
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"pct": 6.0
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},
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{
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"name": "Indiana",
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"pct": 1.8
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},
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{
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"name": "Purdue University Series EE, Rev.,",
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"pct": 5.0
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},
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{
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"name": "Iowa",
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"pct": 1.1
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},
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{
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"name": "Kansas",
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"pct": 0.7
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},
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{
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"name": "Kentucky",
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"pct": 0.7
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},
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{
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"name": "Revitalization Projects Series B, Rev.,",
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"pct": 5.0
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},
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{
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"name": "Louisiana",
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"pct": 0.4
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},
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{
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"name": "Maine",
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"pct": 0.4
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},
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{
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"name": "Maryland",
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"pct": 0.2
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},
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{
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"name": "Massachusetts",
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"pct": 3.4
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},
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{
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"name": "City of Brockton, GO, BAN,",
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"pct": 5.0
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},
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{
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"name": "C, GO, A.G.,",
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"pct": 5.25
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},
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{
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"name": "Cotuit Fire District, GO, BAN,",
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"pct": 4.0
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},
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{
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"name": "Valley Regional Transit Authority, Rev., RAN,",
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"pct": 4.25
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},
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{
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"name": "Middlesex Regional School District, GO, BAN,",
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"pct": 4.0
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},
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{
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"name": "Town of Hatfield, GO, BAN,",
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"pct": 4.0
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},
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{
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"name": "Town of Nahant, GO, BAN,",
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"pct": 4.25
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},
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{
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"name": "Town of Orange, GO, BAN,",
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"pct": 4.0
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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": 6885533.0,
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"pct": 94.62912377878096
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},
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{
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"name": "Fund holdings",
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"value": 352310.0,
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"pct": 4.841859969083341
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},
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{
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"name": "Equity (US)",
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"value": 18225.0,
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"pct": 0.2504694670504496
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},
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{
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"name": "IG credit / munis",
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"value": 8103.0,
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"pct": 0.11136099267543445
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},
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{
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"name": "Commodities",
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"value": 6083.0,
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"pct": 0.08359976779522
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},
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{
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"name": "Agency MBS",
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"value": 6082.0,
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"pct": 0.08358602461458624
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}
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],
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"top": [
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{
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"text": "(Cost $2,717,888)",
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"value": 2717888.0,
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"cat": "Total Investments"
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},
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{
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"text": "(Cost $2,377,731)",
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"value": 2377731.0,
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"cat": "Series B-2, Rev.,"
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},
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{
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"text": "(Cost $340,157)",
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"value": 340157.0,
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"cat": "Tax Free Money Market Fund Class IM Shares,"
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},
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{
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"text": "4.00%, 1/1/2033",
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"value": 2033.0,
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"cat": "County of Winnebago Series 2016E, GO,"
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},
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{
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"text": "Rev., 5.00%, 2/1/2031",
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"value": 2031.0,
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"cat": "Rev.,"
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},
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{
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"text": "Series 2016A, Rev., 4.00%, 7/1/2031",
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"value": 2031.0,
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"cat": "Series 2016A, Rev.,"
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},
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{
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"text": "Series 2019B, GO, 5.00%, 11/1/2031",
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"value": 2031.0,
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"cat": "Series 2019B, GO,"
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},
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{
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"text": "Series 2026-1, Rev., 5.00%, 11/1/2031",
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"value": 2031.0,
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"cat": "Series 2026-1, Rev.,"
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},
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{
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"text": "Series 2016D, Rev., 5.00%, 11/15/2031",
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"value": 2031.0,
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"cat": "Series 2016D, Rev.,"
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},
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{
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"text": "Series 2025C, Rev., 5.00%, 3/15/2031",
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"value": 2031.0,
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"cat": "Series 2025C, Rev.,"
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},
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{
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"text": "Series 2017A, GO, 4.00%, 4/1/2031",
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"value": 2031.0,
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"cat": "Series 2017A, GO,"
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},
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{
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"text": "South Carolina Public Service Authority Series 2016A, Rev., 5.00%, 12/1/2031",
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"value": 2031.0,
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"cat": "Public Service Authority Series 2016A, Rev.,"
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},
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{
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"text": "City of Georgetown, Combination Tax Series 2026, GO, 5.00%, 8/15/2031",
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"value": 2031.0,
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"cat": "Georgetown, Combination Tax Series 2026, GO,"
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},
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{
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"text": "Series 2025, GO, 5.00%, 3/1/2031",
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"value": 2031.0,
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"cat": "Series 2025, GO,"
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},
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{
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"text": "City of Salt Lake City Series 2021A, Rev., AMT, 5.00%, 7/1/2031",
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"value": 2031.0,
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"cat": "Salt Lake City Series 2021A, Rev., AMT,"
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},
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{
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"text": "Series 2017B, Rev., 5.00%, 7/1/2030",
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"value": 2030.0,
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"cat": "Series 2017B, Rev.,"
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},
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{
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"text": "Series 2024C, Rev., 5.00%, 7/1/2030",
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"value": 2030.0,
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"cat": "Series 2024C, Rev.,"
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},
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{
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"text": "Series 2026, COP, 5.00%, 12/1/2030",
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"value": 2030.0,
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"cat": "Series 2026, COP,"
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},
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{
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"text": "Series 2025D, GO, 5.00%, 8/15/2030",
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"value": 2030.0,
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"cat": "Series 2025D, GO,"
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},
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{
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"text": "10/1/2030",
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"value": 2030.0,
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"cat": "Authority Aviation Series 2024A, Rev., AMT,"
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},
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{
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"text": "City of Atlanta Water and Wastewater, Subordinate Lien Series 2026, Rev., 5.00%, 11/1/2030",
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"value": 2030.0,
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"cat": "Subordinate Lien Series 2026, Rev.,"
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},
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{
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"text": "City of Springfield Electric, Senior Lien Series 2024, Rev., 5.00%, 3/1/2030",
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"value": 2030.0,
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"cat": "Electric, Senior Lien Series 2024, Rev.,"
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},
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{
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"text": "County of Winnebago Series 2016E, GO, 3.63%, 12/30/2030",
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"value": 2030.0,
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"cat": "County of Winnebago Series 2016E, GO,"
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},
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{
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"text": "Series 2025, Rev., 5.00%, 7/1/2030",
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"value": 2030.0,
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"cat": "Series 2025, Rev.,"
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},
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{
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"text": "Series 2026-2, Rev., 5.00%, 11/1/2030",
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"value": 2030.0,
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"cat": "Series 2026-2, Rev.,"
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},
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{
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"text": "Michigan State Building Authority Series 2016I, Rev., 5.00%, 10/15/2030",
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"value": 2030.0,
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"cat": "State Building Authority Series 2016I, Rev.,"
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},
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{
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"text": "Series 2024A, Rev., 3.70%, 4/1/2030",
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"value": 2030.0,
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"cat": "Series 2024A, Rev.,"
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},
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{
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"text": "12/15/2030",
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"value": 2030.0,
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"cat": "Rev.,"
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},
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{
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"text": "Series 2026B, Subseries B-1, GO, 5.00%, 8/1/2030",
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"value": 2030.0,
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"cat": "Series 2026B, Subseries B-1, GO,"
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},
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{
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"text": "Series 2025F, Subseries F-1, Rev., 5.00%, 11/1/2030",
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"value": 2030.0,
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"cat": "Series 2025F, Subseries F-1, Rev.,"
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},
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{
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"text": "Series 2026A, Rev., 5.00%, 3/15/2030",
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"value": 2030.0,
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"cat": "Series 2026A, Rev.,"
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},
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{
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"text": "Series 177TH, Rev., AMT, 4.00%, 7/15/2030",
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"value": 2030.0,
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"cat": "Series 177TH, Rev., AMT,"
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},
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{
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"text": "Series 2025A, GO, 5.00%, 6/15/2030",
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"value": 2030.0,
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"cat": "Series 2025A, GO,"
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},
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{
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"text": "Series 2025B, GO, 5.00%, 11/1/2030",
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"value": 2030.0,
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"cat": "Series 2025B, GO,"
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},
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{
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"text": "Series 2025A, GO, 5.00%, 3/1/2030",
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"value": 2030.0,
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"cat": "Series 2025A, GO,"
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},
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{
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"text": "Series 2018, Rev., 5.00%, 6/1/2030",
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"value": 2030.0,
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"cat": "Series 2018, Rev.,"
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},
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{
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"text": "Rev., 5.00%, 4/1/2030",
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"value": 2030.0,
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"cat": "Rev.,"
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},
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{
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"text": "City of Corpus Christi Series 2025A, GO, 5.00%, 3/1/2030",
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"value": 2030.0,
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"cat": "City of Corpus Christi Series 2025A, GO,"
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},
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{
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"text": "Series 2018B, Rev., 5.00%, 7/1/2030",
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"value": 2030.0,
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"cat": "Series 2018B, Rev.,"
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},
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{
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"text": "Series 2016, Rev., 5.00%, 2/1/2030",
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"value": 2030.0,
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"cat": "Series 2016, Rev.,"
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}
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]
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} |