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.
352 lines
5.5 KiB
JSON
352 lines
5.5 KiB
JSON
{
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"sym": "rctix",
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"as_of": "December 31, 2025",
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"net_assets": 1815329634.0,
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"n_positions": 18,
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"categories": [
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{
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"name": "ASSET-BACKED SECURITIES",
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"pct": 45.4
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},
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{
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"name": "Step to",
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"pct": 12.31
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},
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{
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"name": "Floor) (a)(b)",
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"pct": 8.86
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},
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{
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"name": "Floor) (a)(b)(d)",
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"pct": 7.63
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},
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{
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"name": "BA (a)",
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"pct": 3.42
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},
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{
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"name": "BANK DEBTS (b)",
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"pct": 10.5
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},
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{
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"name": "Floor)",
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"pct": 9.42
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},
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{
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"name": "CORPORATE BONDS",
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"pct": 17.2
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},
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{
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"name": "Ahead DB Holdings LLC (a)",
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"pct": 6.63
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},
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{
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"name": "AMC Networks, Inc. (a)",
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"pct": 10.25
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},
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{
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"name": "Anywhere Real Estate Group LLC (a)",
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"pct": 5.25
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},
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{
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"name": "Ardagh Metal Packaging Finance U.S.A. LLC (a)",
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"pct": 4.0
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},
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{
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"name": "Brand Industrial Services, Inc. (a)",
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"pct": 10.38
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},
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{
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"name": "Brookfield Property REIT, Inc. (a)",
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"pct": 5.75
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},
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{
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"name": "Champ Acquisition Corp. (a)",
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"pct": 8.38
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},
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{
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"name": "CTR Partnership L.P. (a)",
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"pct": 3.88
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},
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{
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"name": "DISH DBS Corp.",
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"pct": 7.75
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},
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{
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"name": "FMC Corp.",
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"pct": 4.5
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},
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{
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"name": "Freedom Funding Center LLC (a)(m)",
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"pct": 12.0
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},
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{
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"name": "Frontier Communications Holdings LLC (a)",
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"pct": 8.75
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},
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{
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"name": "HAH Group Holding Co. LLC (a)",
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"pct": 9.75
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},
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{
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"name": "Hewlett Packard Enterprise Co.",
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"pct": 4.85
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},
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{
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"name": "HOA Royalty Co. LLC (a)(d)",
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"pct": 4.72
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},
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{
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"name": "LABL, Inc. (a)",
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"pct": 10.5
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},
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{
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"name": "Martin Midstream Partners L.P. (a)",
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"pct": 11.5
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},
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{
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"name": "L.P.",
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"pct": 0.99
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},
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{
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"name": "Pagaya US Holdings Co. LLC (a)",
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"pct": 8.88
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},
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{
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"name": "Sealed Air Corp. (a)",
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"pct": 7.25
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},
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{
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"name": "Shutterfly Finance LLC (a)(m)",
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"pct": 8.5
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},
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{
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"name": "TKC Holdings, Inc. (a)",
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"pct": 10.5
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},
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{
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"name": "VICI Properties L.P. (a)",
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"pct": 4.25
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},
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{
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"name": "SLM Corp.",
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"pct": 3.13
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},
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{
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"name": "Staples, Inc. (a)",
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"pct": 10.75
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},
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{
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"name": "FOREIGN ISSUER BONDS",
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"pct": 3.2
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},
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{
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"name": "PLC (a)",
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"pct": 9.0
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},
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{
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"name": "Latam Airlines Group S.A. (a)",
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"pct": 7.88
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},
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{
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"name": "Pembroke Olive Downs Pty Ltd.",
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"pct": 11.5
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},
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{
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"name": "Seagate Data Storage Technology Pte Ltd. (a)",
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"pct": 8.25
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},
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{
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"name": "PLC",
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"pct": 10.75
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},
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{
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"name": "MORTGAGE-BACKED SECURITIES",
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"pct": 12.7
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},
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{
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"name": "PRIVATE",
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"pct": 6.2
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},
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{
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"name": "Home Equity",
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"pct": 3.1
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},
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{
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"name": "Floor) (b)(g)",
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"pct": 4.31
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},
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{
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"name": "Floor) (b)(d)(g)",
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"pct": 3.99
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},
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{
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"name": "Floor) (b)(d)",
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"pct": 4.25
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},
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{
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"name": "Floating,",
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"pct": 5.79
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},
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{
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"name": "Cap) (b)(g)(h)",
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"pct": 1.47
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},
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{
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"name": "Commercial Mortgage-Backed Securities",
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"pct": 3.1
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},
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{
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"name": "GOVERNMENT AGENCIES",
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"pct": 6.5
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},
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{
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"name": "SOFR,",
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"pct": 6.1
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},
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{
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"name": "Day Average SOFR) (b)(g)(h)",
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"pct": 1.58
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},
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{
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"name": "Cap) (b)",
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"pct": 11.19
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},
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{
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"name": "Day Average SOFR) (b)(h)",
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"pct": 0.03
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},
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{
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"name": "OTHER",
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"pct": 0.0
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},
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{
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"name": "GOVERNMENT OBLIGATIONS",
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"pct": 0.6
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},
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{
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"name": "Treasury Note",
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"pct": 4.25
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},
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{
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"name": "MUNICIPAL BONDS",
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"pct": 4.4
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},
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{
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"name": "Commonwealth Puerto Rico Taxable Revenue Bond",
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"pct": 7.5
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},
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{
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"name": "Commonwealth of Puerto Rico (p)",
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"pct": 0.0
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},
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{
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"name": "PR Custodial Trust (g)(p)",
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"pct": 0.0
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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": 1965344232.0,
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"pct": 50.41881596853151
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},
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{
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"name": "US govt",
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"value": 1932693027.0,
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"pct": 49.58118403146849
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}
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],
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"top": [
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{
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"text": "(Cost $1,832,839,506)",
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"value": 1832839506.0,
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"cat": "Treasury Portfolio (Premier Class),"
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},
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{
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"text": "(Cost $831,642,533)",
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"value": 831642533.0,
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"cat": "Step to"
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},
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{
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"text": "(Cost $321,543,847)",
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"value": 321543847.0,
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"cat": "Step to"
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},
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{
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"text": "(Cost $232,329,829)",
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"value": 232329829.0,
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"cat": "Floating,"
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},
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{
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"text": "(Cost $198,523,212)",
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"value": 198523212.0,
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"cat": "Step to"
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},
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{
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"text": "(Cost $119,411,219)",
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"value": 119411219.0,
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"cat": "Floating,"
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},
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{
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"text": "(Cost $99,851,496)",
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"value": 99851496.0,
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"cat": "Treasury Portfolio (Premier Class),"
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},
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{
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"text": "(Cost $81,720,612)",
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"value": 81720612.0,
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"cat": "Floating,"
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},
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{
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"text": "(Cost $57,134,313)",
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"value": 57134313.0,
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"cat": "Step to"
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},
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{
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"text": "(Cost $56,956,176)",
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"value": 56956176.0,
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"cat": "Floating,"
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},
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{
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"text": "(Cost $55,962,434)",
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"value": 55962434.0,
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"cat": "Floating,"
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},
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{
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"text": "(Cost $10,093,664)",
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"value": 10093664.0,
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"cat": "Floating,"
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},
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{
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"text": "Freddie Mac REMICS Series 5564",
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"value": 5564.0,
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"cat": "Floating,"
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},
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{
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"text": "Freddie Mac REMICS Series 5386",
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"value": 5386.0,
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"cat": "Floating,"
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},
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{
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"text": "Freddie Mac REMICS Series 5370",
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"value": 5370.0,
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"cat": "Floating,"
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},
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{
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"text": "Freddie Mac REMICS Series 5240",
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"value": 5240.0,
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"cat": "Floating,"
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},
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{
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"text": "Freddie Mac REMICS Series 4833",
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"value": 4833.0,
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"cat": "Floating,"
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},
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{
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"text": "(d) Security valued pursuant to Level 3 unobservable inputs. As of December 31, 2025,",
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"value": 2025.0,
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"cat": "Treasury Portfolio (Premier Class),"
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}
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]
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} |