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.
130 lines
1.8 KiB
JSON
130 lines
1.8 KiB
JSON
{
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"sym": "wmnux",
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"as_of": "February 28, 2026",
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"net_assets": null,
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"n_positions": 0,
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"categories": [
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{
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"name": "Net Assets Communications",
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"pct": 7.0
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},
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{
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"name": "Entertainment Content",
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"pct": 3.7
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},
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{
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"name": "Internet Media & Services",
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"pct": 3.3
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},
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{
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"name": "Consumer Discretionary",
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"pct": 12.8
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},
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{
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"name": "Automotive",
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"pct": 1.6
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},
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{
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"name": "Home Construction",
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"pct": 1.1
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},
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{
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"name": "Leisure Facilities & Services",
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"pct": 2.9
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},
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{
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"name": "Retail - Discretionary",
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"pct": 7.2
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},
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{
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"name": "Consumer Staples",
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"pct": 4.2
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},
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{
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"name": "Retail - Consumer Staples",
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"pct": 4.2
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},
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{
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"name": "Financials",
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"pct": 12.5
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},
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{
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"name": "Asset Management",
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"pct": 4.1
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},
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{
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"name": "Institutional Financial Services",
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"pct": 4.0
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},
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{
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"name": "Specialty Finance",
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"pct": 4.4
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},
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{
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"name": "Health Care",
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"pct": 6.4
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},
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{
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"name": "Health Care Facilities & Services",
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"pct": 6.4
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},
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{
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"name": "Industrials",
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"pct": 29.2
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},
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{
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"name": "Commercial Support Services",
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"pct": 2.9
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},
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{
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"name": "Electrical Equipment",
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"pct": 4.9
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},
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{
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"name": "Engineering & Construction",
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"pct": 5.8
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},
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{
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"name": "Industrial Support Services",
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"pct": 8.3
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},
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{
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"name": "Machinery",
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"pct": 3.7
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},
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{
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"name": "Transportation & Logistics",
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"pct": 3.6
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},
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{
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"name": "Materials",
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"pct": 4.6
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},
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{
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"name": "Chemicals",
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"pct": 4.6
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},
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{
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"name": "Technology",
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"pct": 22.0
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},
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{
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"name": "Semiconductors",
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"pct": 5.0
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},
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{
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"name": "Software",
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"pct": 2.7
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},
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{
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"name": "Technology Hardware",
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"pct": 12.8
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},
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{
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"name": "Technology Services",
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"pct": 1.5
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}
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],
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"buckets": [],
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"top": []
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} |