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.
245 lines
4.2 KiB
JSON
245 lines
4.2 KiB
JSON
{
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"sym": "aflix",
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"as_of": "April 30, 2026",
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"net_assets": 226928491.0,
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"n_positions": 21,
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"categories": [
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{
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"name": "ASSET BACKED SECURITIES",
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"pct": 15.0
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},
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{
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"name": "CLO",
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"pct": 15.0
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},
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{
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"name": "COLLATERALIZED MORTGAGE OBLIGATIONS",
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"pct": 0.0
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},
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{
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"name": "CORPORATE BONDS",
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"pct": 65.6
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},
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{
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"name": "ASSET MANAGEMENT",
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"pct": 5.4
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},
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{
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"name": "AUTOMOTIVE",
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"pct": 10.3
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},
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{
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"name": "BANKING",
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"pct": 18.6
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},
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{
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"name": "BIOTECH & PHARMA",
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"pct": 1.4
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},
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{
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"name": "COMMERCIAL SUPPORT SERVICES",
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"pct": 0.7
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},
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{
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"name": "ELECTRIC UTILITIES",
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"pct": 7.1
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},
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{
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"name": "ENTERTAINMENT CONTENT",
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"pct": 0.4
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},
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{
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"name": "HEALTH CARE FACILITIES & SERVICES",
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"pct": 0.4
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},
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{
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"name": "INSTITUTIONAL FINANCIAL SERVICES",
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"pct": 2.1
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},
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{
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"name": "LEISURE FACILITIES & SERVICES",
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"pct": 6.5
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},
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{
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"name": "OIL & GAS PRODUCERS",
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"pct": 3.7
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},
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{
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"name": "REAL ESTATE INVESTMENT TRUSTS",
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"pct": 0.6
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},
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{
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"name": "SPECIALTY FINANCE",
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"pct": 8.0
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},
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{
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"name": "TRANSPORTATION & LOGISTICS",
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"pct": 0.4
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},
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{
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"name": "TERM LOANS",
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"pct": 11.7
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},
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{
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"name": "ADVERTISING & MARKETING",
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"pct": 0.2
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},
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{
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"name": "CONTAINERS & PACKAGING",
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"pct": 0.6
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},
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{
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"name": "DISCRETIONARY",
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"pct": 1.3
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},
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{
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"name": "SEMICONDUCTORS",
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"pct": 0.3
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},
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{
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"name": "U.S. GOVERNMENT & AGENCIES",
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"pct": 3.1
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},
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{
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"name": "TREASURY BILLS",
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"pct": 3.1
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},
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{
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"name": "OTHER ASSETS IN EXCESS OF LIABILITIES",
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"pct": 1.6
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},
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{
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"name": "Percentage rounds to less than",
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"pct": 0.1
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}
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],
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"buckets": [
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{
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"name": "US govt",
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"value": 232125182.0,
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"pct": 51.54499246003661
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},
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{
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"name": "IG credit / munis",
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"value": 147661804.0,
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"pct": 32.78931871258761
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},
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{
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"name": "Agency MBS",
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"value": 43865906.0,
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"pct": 9.740725993367986
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},
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{
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"name": "Other",
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"value": 26682186.0,
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"pct": 5.924962834007792
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}
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],
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"top": [
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{
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"text": "TOTAL INVESTMENTS - 98.4% (Cost $225,152,344)",
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"value": 225152344.0,
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"cat": "TREASURY BILLS"
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},
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{
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"text": "TOTAL CORPORATE BONDS (Cost $147,661,804)",
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"value": 147661804.0,
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"cat": "TRANSPORTATION & LOGISTICS"
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},
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{
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"text": "TOTAL ASSET BACKED SECURITIES (Cost $34,162,120)",
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"value": 34162120.0,
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"cat": "COLLATERALIZED MORTGAGE OBLIGATIONS"
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},
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{
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"text": "TOTAL TERM LOANS (Cost $26,663,952)",
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"value": 26663952.0,
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"cat": "TRANSPORTATION & LOGISTICS"
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},
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{
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"text": "TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS (Cost $9,691,630)",
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"value": 9691630.0,
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"cat": "COLLATERALIZED MORTGAGE OBLIGATIONS"
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},
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{
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"text": "TOTAL U.S. GOVERNMENT & AGENCIES (Cost $6,972,838)",
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"value": 6972838.0,
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"cat": "TREASURY BILLS"
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},
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{
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"text": "April 30, 2026",
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"value": 2026.0,
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"cat": ""
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},
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{
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"text": "April 30, 2026",
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"value": 2026.0,
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"cat": "COLLATERALIZED MORTGAGE OBLIGATIONS"
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},
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{
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"text": "April 30, 2026",
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"value": 2026.0,
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"cat": "COLLATERALIZED MORTGAGE OBLIGATIONS"
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},
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{
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"text": "April 30, 2026",
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"value": 2026.0,
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"cat": "COLLATERALIZED MORTGAGE OBLIGATIONS"
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},
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{
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"text": "April 30, 2026",
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"value": 2026.0,
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"cat": "COLLATERALIZED MORTGAGE OBLIGATIONS"
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},
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{
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"text": "April 30, 2026",
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"value": 2026.0,
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"cat": "COLLATERALIZED MORTGAGE OBLIGATIONS"
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},
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{
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"text": "April 30, 2026",
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"value": 2026.0,
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"cat": "COLLATERALIZED MORTGAGE OBLIGATIONS"
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},
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{
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"text": "April 30, 2026",
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"value": 2026.0,
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"cat": "AUTOMOTIVE"
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},
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{
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"text": "April 30, 2026",
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"value": 2026.0,
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"cat": "BIOTECH & PHARMA"
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},
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{
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"text": "April 30, 2026",
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"value": 2026.0,
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"cat": "LEISURE FACILITIES & SERVICES"
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},
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{
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"text": "April 30, 2026",
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"value": 2026.0,
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"cat": "SPECIALTY FINANCE"
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},
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{
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"text": "April 30, 2026",
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"value": 2026.0,
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"cat": "SEMICONDUCTORS"
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},
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{
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"text": "06/22/2026",
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"value": 2026.0,
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"cat": "NET ASSETS"
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},
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{
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"text": "07/01/2026",
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"value": 2026.0,
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"cat": "NET ASSETS"
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},
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{
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"text": "06/22/2026",
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"value": 2026.0,
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"cat": "NET ASSETS"
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}
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]
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} |