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f/fundlab/xcheck_report.json
Greg Pomerantz a09861f39f N-PORT cross-check: verify top candidates' actual holdings 
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.
2026-08-27 12:43:17 -04:00

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{
"scfzx": {
"sym": "scfzx",
"name": "PGIM Securitized Credit Fund",
"t5": 8.424091987702978,
"r2": 0.3931515021313313,
"cik": "0000887991",
"src": "interactive NPORT XML (exact series match)",
"soi_url": "https://www.sec.gov/Archives/edgar/data/887991/000094040026034728/primary_doc.xml",
"as_of": "2026-08-26",
"net_assets": 3142505030.07,
"n_positions": 672,
"categories": [],
"buckets": [
{
"name": "ABS other (CLO/CMBS/AB)",
"value": 2402782333.1899996,
"pct": 73.3658744760965
},
{
"name": "CLO (collateralized debt)",
"value": 572029873.6899999,
"pct": 17.466197969751466
},
{
"name": "Corporate bond",
"value": 131650267.78999999,
"pct": 4.01977194854873
},
{
"name": "Cash/MMF (short-term)",
"value": 81347183.89,
"pct": 2.483831847695607
},
{
"name": "US Treasury",
"value": 47750863.9,
"pct": 1.4580113390302447
},
{
"name": "MBS (mortgage-backed)",
"value": 28118114.310000002,
"pct": 0.8585505297241038
},
{
"name": "Derivative / hedge",
"value": 5914269.36,
"pct": 0.18058462370476921
},
{
"name": "Municipal bond",
"value": 4821022.34,
"pct": 0.1472037291756333
},
{
"name": "Loan (leveraged/private credit)",
"value": 511607.33,
"pct": 0.015621273152944743
},
{
"name": "Equity (common)",
"value": 142539.58000000002,
"pct": 0.004352263120010458
}
],
"top": [
{
"name": "(PIPA070) PGIM Core Government Money Market Fund",
"title": "(PIPA070) PGIM Core Government Money Market Fund",
"val_usd": "81347183.89000000",
"pct": "2.588609504570",
"asset_cat": "STIV",
"issuer_cat": "RF",
"country": "US",
"profile": "Long"
},
{
"name": "UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT",
"title": "B 0 09/03/26",
"val_usd": "44707769.76000000",
"pct": "1.422679338050",
"asset_cat": "DBT",
"issuer_cat": "UST",
"country": "US",
"profile": "Long"
},
{
"name": "SLG OFFICE TRUST COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATES 2021-OVA",
"title": "SLG 2026-OMA E",
"val_usd": "20245939.88000000",
"pct": "0.644261176554",
"asset_cat": "ABS-O",
"issuer_cat": "CORP",
"country": "US",
"profile": "Long"
},
{
"name": "LINCT 2024-1 A1X",
"title": "LINCT 2024-1 A1X",
"val_usd": "20000000.00000000",
"pct": "0.636434939916",
"asset_cat": "DBT",
"issuer_cat": "CORP",
"country": "US",
"profile": "Long"
},
{
"name": "ROCK TRUST 2024-CNTR",
"title": "ROCC 2024-CNTR E",
"val_usd": "19291008.20000000",
"pct": "0.613873582234",
"asset_cat": "ABS-O",
"issuer_cat": "CORP",
"country": "US",
"profile": "Long"
},
{
"name": "BEIGNET INVESTOR LLC",
"title": "RPLDCI 6.581 05/30/49 144A",
"val_usd": "18907421.47000000",
"pct": "0.601667182361",
"asset_cat": "DBT",
"issuer_cat": "CORP",
"country": "US",
"profile": "Long"
},
{
"name": "LEGACY MORTGAGE ASSET TRUST 2025-PR1",
"title": "LMAT 2025-PR1 A1",
"val_usd": "18318036.56000000",
"pct": "0.582911924872",
"asset_cat": "ABS-O",
"issuer_cat": "CORP",
"country": "US",
"profile": "Long"
},
{
"name": "AURIUM CLO VIII DAC",
"title": "ACLO 8A BR",
"val_usd": "17240389.18000000",
"pct": "0.548619302595",
"asset_cat": "ABS-O",
"issuer_cat": "CORP",
"country": "IE",
"profile": "Long"
},
{
"name": "TIKEHAU CLO XI DAC",
"title": "TIKEH 11A BR",
"val_usd": "17231192.39000000",
"pct": "0.548326644670",
"asset_cat": "ABS-O",
"issuer_cat": "CORP",
"country": "IE",
"profile": "Long"
},
{
"name": "PALMER SQUARE EUROPEAN CLO 2025-1 DAC",
"title": "PLMER 2025-1A B1",
"val_usd": "17211979.58000000",
"pct": "0.547715259492",
"asset_cat": "ABS-O",
"issuer_cat": "CORP",
"country": "IE",
"profile": "Long"
}
]
},
"hmezx": {
"sym": "hmezx",
"name": "NexPoint Merger Arbitrage Fund",
"t5": 7.119670612894564,
"r2": 0.2854590047041954,
"cik": "0001354917",
"src": "interactive NPORT XML (exact series match)",
"soi_url": "https://www.sec.gov/Archives/edgar/data/1354917/000204825126004762/primary_doc.xml",
"as_of": "2026-06-01",
"net_assets": 1391534832.44,
"n_positions": 73,
"categories": [],
"buckets": [
{
"name": "Equity (common)",
"value": 942503260.1600002,
"pct": 72.77707945991263
},
{
"name": "Cash/MMF (short-term)",
"value": 302558532.2,
"pct": 23.362599653454687
},
{
"name": "Corporate bond",
"value": 39942958.70999999,
"pct": 3.0842671880076
},
{
"name": "Loan (leveraged/private credit)",
"value": 5116473.0,
"pct": 0.39507763825908154
},
{
"name": "Derivative / hedge",
"value": 2819784.8,
"pct": 0.2177347401584757
},
{
"name": "Repurchase agreement",
"value": 2114065.0,
"pct": 0.16324132020753068
}
],
"top": [
{
"name": "N/A",
"title": "DREYFUS TREASURY PRIME CASH MANAGEMENT/ CLASS A",
"val_usd": "302558532.20000000",
"pct": "21.74279257310",
"asset_cat": "STIV",
"issuer_cat": null,
"country": "US",
"profile": "Long"
},
{
"name": "HOLOGIC, INC.",
"title": "HOLOGIC INC COMMON STOCK",
"val_usd": "109771798.00000000",
"pct": "7.888541159082",
"asset_cat": "EC",
"issuer_cat": null,
"country": "US",
"profile": "Long"
},
{
"name": "CLEARWATER ANALYTICS HOLDINGS, INC.",
"title": "CLEARWATER ANALYTICS HDS-A COMMON STOCK",
"val_usd": "94087977.50000000",
"pct": "6.761453274943",
"asset_cat": "EC",
"issuer_cat": null,
"country": "US",
"profile": "Long"
},
{
"name": "SEALED AIR CORPORATION",
"title": "SEALED AIR CORP COMMON STOCK",
"val_usd": "82657685.00000000",
"pct": "5.940037077984",
"asset_cat": "EC",
"issuer_cat": null,
"country": "US",
"profile": "Long"
},
{
"name": "ONESTREAM INC",
"title": "ONESTREAM INC COMMON STOCK",
"val_usd": "80116968.00000000",
"pct": "5.757453290588",
"asset_cat": "EC",
"issuer_cat": null,
"country": "US",
"profile": "Long"
},
{
"name": "AIR LEASE CORPORATION",
"title": "AIR LEASE CORP COMMON STOCK",
"val_usd": "71619403.70000000",
"pct": "5.146792019170",
"asset_cat": "EC",
"issuer_cat": null,
"country": "US",
"profile": "Long"
},
{
"name": "CSG SYSTEMS INTERNATIONAL, INC.",
"title": "CSG SYSTEMS INTL INC COMMON STOCK",
"val_usd": "66842630.40000000",
"pct": "4.803518305236",
"asset_cat": "EC",
"issuer_cat": null,
"country": "US",
"profile": "Long"
},
{
"name": "ELECTRONIC ARTS INC.",
"title": "ELECTRONIC ARTS INC COMMON STOCK",
"val_usd": "55976585.90000000",
"pct": "4.022650715961",
"asset_cat": "EC",
"issuer_cat": null,
"country": "US",
"profile": "Long"
},
{
"name": "SEMRUSH HOLDINGS, INC.",
"title": "SEMRUSH HOLDINGS INC-A COMMON STOCK",
"val_usd": "54362425.98000000",
"pct": "3.906652188122",
"asset_cat": "EC",
"issuer_cat": null,
"country": "US",
"profile": "Long"
},
{
"name": "MASIMO CORPORATION",
"title": "MASIMO CORP COMMON STOCK",
"val_usd": "52916325.00000000",
"pct": "3.802730895870",
"asset_cat": "EC",
"issuer_cat": null,
"country": "US",
"profile": "Long"
}
]
},
"coiax": {
"sym": "coiax",
"name": "SIMT Conservative Income Fund",
"t5": 6.970407323093557,
"r2": 0.20377032650738214,
"cik": "0000804239",
"src": "interactive NPORT XML (exact series match)",
"soi_url": "https://www.sec.gov/Archives/edgar/data/804239/000204825126004571/primary_doc.xml",
"as_of": "2026-05-29",
"net_assets": 1089042920.82,
"n_positions": 146,
"categories": [],
"buckets": [
{
"name": "ABS auto/personal loan",
"value": 440759737.7999999,
"pct": 40.45485637831593
},
{
"name": "Repurchase agreement",
"value": 353000000.0,
"pct": 32.39988382973742
},
{
"name": "Cash/MMF (short-term)",
"value": 247353623.85999998,
"pct": 22.70319738789962
},
{
"name": "Corporate bond",
"value": 48396717.62,
"pct": 4.442062404047043
}
],
"top": [
{
"name": "N/A",
"title": "GOLDMAN SACHS & CO. LLC REPO REPURCHASE AGREEMENT",
"val_usd": "140000000.00000000",
"pct": "12.85532437000",
"asset_cat": "RA",
"issuer_cat": null,
"country": "US",
"profile": "Long"
},
{
"name": "N/A",
"title": "TD SECURITIES (USA) LLC REPO REPURCHASE AGREEMENT",
"val_usd": "113000000.00000000",
"pct": "10.37608324150",
"asset_cat": "RA",
"issuer_cat": null,
"country": "US",
"profile": "Long"
},
{
"name": "N/A",
"title": "BOFA SECURITIES INC REPO REPURCHASE AGREEMENT",
"val_usd": "100000000.00000000",
"pct": "9.182374550004",
"asset_cat": "RA",
"issuer_cat": null,
"country": "US",
"profile": "Long"
},
{
"name": "CHESHAM FINANCE LIMITED",
"title": "CHESHAM FIN LTD/FIN LLC COMMERCIAL PAPER (ISITC)",
"val_usd": "43995490.00000000",
"pct": "4.039830676909",
"asset_cat": "ABS-APCP",
"issuer_cat": null,
"country": "US",
"profile": "Long"
},
{
"name": "Landesbank Baden-Wuerttemberg (New York Branch)",
"title": "LANDESBANK BADEN-WURTTEMBERG NEW Y COMMERCIAL PAPER (ISITC)",
"val_usd": "41995699.20000000",
"pct": "3.856202395437",
"asset_cat": "ABS-APCP",
"issuer_cat": null,
"country": "US",
"profile": "Long"
},
{
"name": "Korea Development Bank (New York Branch)",
"title": "KOREA DEVELOPMENT BANK (NEW YORK 3.80% 09/18/2026",
"val_usd": "15986904.00000000",
"pct": "1.467977404229",
"asset_cat": "STIV",
"issuer_cat": null,
"country": "US",
"profile": "Long"
},
{
"name": "CONCORD MINUTEMEN CAPITAL COMPANY, LLC",
"title": "CONCORD MINUTEMEN CAPITAL CO LLC S 0% CP",
"val_usd": "10917542.90000000",
"pct": "1.002489680735",
"asset_cat": "ABS-APCP",
"issuer_cat": null,
"country": "US",
"profile": "Long"
},
{
"name": "AQUITAINE FUNDING COMPANY, LLC",
"title": "AQUITAINE FDG CO LLC 0% COMMERCIAL PAPER",
"val_usd": "10342708.95000000",
"pct": "0.949706274405",
"asset_cat": "ABS-APCP",
"issuer_cat": null,
"country": "US",
"profile": "Long"
},
{
"name": "Royal Bank of Canada (New York Branch)",
"title": "ROYAL BANK OF CANADA/NEW YORK NY VARIABLE RATE 08/26/2026",
"val_usd": "10003884.00000000",
"pct": "0.918594098427",
"asset_cat": "STIV",
"issuer_cat": null,
"country": "CA",
"profile": "Long"
},
{
"name": "Nutrien Ltd.",
"title": "NUTRIEN LTD COMMERCIAL PAPER (ISITC)",
"val_usd": "9997775.00000000",
"pct": "0.918033147166",
"asset_cat": "ABS-APCP",
"issuer_cat": null,
"country": "US",
"profile": "Long"
}
]
},
"wmnux": {
"sym": "wmnux",
"name": "Westwood Alternative Income Fund",
"t5": 6.860324585370505,
"r2": 0.33893637393870724,
"cik": "0001545440",
"src": "interactive NPORT XML (exact series match)",
"soi_url": "https://www.sec.gov/Archives/edgar/data/1545440/000091047226009666/primary_doc.xml",
"as_of": "2026-06-25",
"net_assets": 159966863.09,
"n_positions": 132,
"categories": [],
"buckets": [
{
"name": "Corporate bond",
"value": 157863719.17999998,
"pct": 97.20310141689059
},
{
"name": "Cash/MMF (short-term)",
"value": 7424384.24,
"pct": 4.5714948183617485
},
{
"name": "Derivative / hedge",
"value": -4107651.6800000006,
"pct": -2.529247916559197
},
{
"name": "Preferred stock",
"value": 973400.0,
"pct": 0.599361901586242
},
{
"name": "Equity (common)",
"value": 252200.0,
"pct": 0.1552897797206187
}
],
"top": [
{
"name": "FIRST AMERICAN FUNDS INC",
"title": "FIRST AMERICAN GOVERNMENT OBLIGATIONS FUND - CLASS U",
"val_usd": "7424384.24000000",
"pct": "4.641201369200",
"asset_cat": "STIV",
"issuer_cat": "RF",
"country": "US",
"profile": "Long"
},
{
"name": "ADVANCED ENERGY INDUSTRIES INC",
"title": "Advanced Energy Industries Inc 2.500%, Due 09/15/28",
"val_usd": "6406650.00000000",
"pct": "4.004985705317",
"asset_cat": "DBT",
"issuer_cat": "CORP",
"country": "US",
"profile": "Long"
},
{
"name": "SEAGATE HDD CAYMAN",
"title": "Seagate HDD Cayman 3.5% Due 6/1/2028",
"val_usd": "5701150.00000000",
"pct": "3.563956865736",
"asset_cat": "DBT",
"issuer_cat": "CORP",
"country": "KY",
"profile": "Long"
},
{
"name": "DIGITALOCEAN HOLDINGS INC",
"title": "DigitalOcean Holdings Inc 0%, Due 08/15/2030",
"val_usd": "5153000.00000000",
"pct": "3.221292147924",
"asset_cat": "DBT",
"issuer_cat": "CORP",
"country": "US",
"profile": "Long"
},
{
"name": "MKS INC",
"title": "MKS Inc 1.25% Due 06/01/2030",
"val_usd": "4327400.00000000",
"pct": "2.705185259252",
"asset_cat": "DBT",
"issuer_cat": "CORP",
"country": "US",
"profile": "Long"
},
{
"name": "ON SEMICONDUCTOR CORP",
"title": "ON Semiconductor Corporation 0.500%, Due 03/01/2029",
"val_usd": "4263000.00000000",
"pct": "2.664926921522",
"asset_cat": "DBT",
"issuer_cat": "CORP",
"country": "US",
"profile": "Long"
},
{
"name": "OSI SYSTEMS INC",
"title": "OSI Systems Inc 2.25%, Due 08/01/2029",
"val_usd": "4077500.00000000",
"pct": "2.548965405232",
"asset_cat": "DBT",
"issuer_cat": "CORP",
"country": "US",
"profile": "Long"
},
{
"name": "MICROCHIP TECHNOLOGY INC",
"title": "Microchip Technology Inc 0%, Due 2/15/2030",
"val_usd": "3998750.00000000",
"pct": "2.499736459638",
"asset_cat": "DBT",
"issuer_cat": "CORP",
"country": "US",
"profile": "Long"
},
{
"name": "AKAMAI TECHNOLOGIES INC",
"title": "Akamai Technologies Inc 0.25% Due 05/15/2033",
"val_usd": "3937500.00000000",
"pct": "2.461447279731",
"asset_cat": "DBT",
"issuer_cat": "CORP",
"country": "US",
"profile": "Long"
},
{
"name": "SOLARIS ENERGY INFRASTRUCTURE INC",
"title": "Solaris Energy Infrastructure Inc 0.25%, Due 10/01/2031",
"val_usd": "3818750.00000000",
"pct": "2.387213155421",
"asset_cat": "DBT",
"issuer_cat": "CORP",
"country": "US",
"profile": "Long"
}
]
},
"fhcox": {
"sym": "fhcox",
"name": "Federated Hermes Conservative Microshort Fund",
"t5": 6.325241623664833,
"r2": 0.3692233905698695,
"cik": "0001707560",
"src": "interactive NPORT XML (exact series match)",
"soi_url": "https://www.sec.gov/Archives/edgar/data/1707560/000170756026000148/primary_doc.xml",
"as_of": "2026-07-27",
"net_assets": 305887457.1,
"n_positions": 115,
"categories": [],
"buckets": [
{
"name": "Corporate bond",
"value": 102523282.89999999,
"pct": 33.15546074980184
},
{
"name": "ABS other (CLO/CMBS/AB)",
"value": 100576903.07999997,
"pct": 32.52601231720373
},
{
"name": "Repurchase agreement",
"value": 96123000.0,
"pct": 31.08564477750646
},
{
"name": "Cash/MMF (short-term)",
"value": 9996715.0,
"pct": 3.2328821554879736
}
],
"top": [
{
"name": "STANDARD CHARTERED 10",
"title": "STANDARD CHARTERED 10",
"val_usd": "35907000.0000000000",
"pct": "11.7386310444",
"asset_cat": "RA",
"issuer_cat": "CORP",
"country": "US",
"profile": "Long"
},
{
"name": "MUFG Securities Americas, Inc.",
"title": "MITSUBISHI 9",
"val_usd": "15054000.0000000000",
"pct": "4.9214178779",
"asset_cat": "RA",
"issuer_cat": "CORP",
"country": "US",
"profile": "Long"
},
{
"name": "STANDARD CHARTERED 10",
"title": "STANDARD CHARTERED 10",
"val_usd": "15054000.0000000000",
"pct": "4.9214178779",
"asset_cat": "RA",
"issuer_cat": "CORP",
"country": "US",
"profile": "Long"
},
{
"name": "BNP Paribas SA",
"title": "BNP BANK REPO A3",
"val_usd": "15054000.0000000000",
"pct": "4.9214178779",
"asset_cat": "RA",
"issuer_cat": "CORP",
"country": "US",
"profile": "Long"
},
{
"name": "SG Americas Securities LLC",
"title": "SOC GEN NY 6",
"val_usd": "15054000.0000000000",
"pct": "4.9214178779",
"asset_cat": "RA",
"issuer_cat": "CORP",
"country": "US",
"profile": "Long"
},
{
"name": "Energy Transfer LP",
"title": "Energy Transfer LP",
"val_usd": "9996715.0000000000",
"pct": "3.2681022932",
"asset_cat": "STIV",
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{
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},
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{
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{
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{
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{
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{
"name": "WFCM 2017-RB1 3.635% 03/15/27",
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{
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{
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},
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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},
"lpxax": {
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"top": [
{
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{
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{
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{
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{
"name": "TRANSCANADA TRUST",
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{
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{
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{
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{
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},
{
"name": "TORONTO-DOMINION BANK",
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}
]
}
}
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