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.
136 lines
2.3 KiB
JSON
136 lines
2.3 KiB
JSON
{
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"sym": "fhcox",
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"as_of": "March 31, 2026",
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"net_assets": 2253184259.0,
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"n_positions": 10,
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"categories": [
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{
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"name": "COMMON STOCKS",
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"pct": 84.2
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},
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{
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"name": "Communication Services",
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"pct": 4.0
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},
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{
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"name": "Consumer Discretionary",
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"pct": 12.7
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},
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{
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"name": "Consumer Staples",
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"pct": 4.0
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},
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{
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"name": "Energy",
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"pct": 3.1
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},
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{
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"name": "Financials",
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"pct": 14.0
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},
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{
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"name": "Health Care",
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"pct": 12.8
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},
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{
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"name": "Industrials",
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"pct": 10.6
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},
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{
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"name": "Information Technology",
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"pct": 17.4
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},
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{
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"name": "Materials",
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"pct": 3.8
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},
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{
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"name": "Real Estate",
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"pct": 1.4
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},
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{
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"name": "Utilities",
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"pct": 0.4
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},
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{
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"name": "INVESTMENT COMPANY",
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"pct": 9.9
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},
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{
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"name": "Government Obligations Fund, Premier Shares,",
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"pct": 3.58
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},
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{
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"name": "TOTAL INVESTMENT IN SECURITIES",
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"pct": 94.1
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},
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{
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"name": "OTHER ASSETS AND LIABILITIES - NET",
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"pct": 5.9
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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": 5297631647.0,
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"pct": 95.95430424751474
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},
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{
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"name": "Fund holdings",
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"value": 223362631.0,
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"pct": 4.045695752485256
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}
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],
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"top": [
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{
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"text": "(IDENTIFIED COST $1,858,065,759)",
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"value": 1858065759.0,
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"cat": "TOTAL INVESTMENT IN SECURITIES"
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},
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{
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"text": "(PROCEEDS $1,804,850,606)",
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"value": 1804850606.0,
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"cat": "OTHER ASSETS AND LIABILITIES - NET"
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},
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{
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"text": "(IDENTIFIED COST $1,634,703,128)",
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"value": 1634703128.0,
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"cat": "Utilities"
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},
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{
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"text": "(IDENTIFIED COST $223,362,631)",
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"value": 223362631.0,
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"cat": "Government Obligations Fund, Premier Shares,"
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},
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{
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"text": "3/31/2026",
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"value": 2026.0,
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"cat": "OTHER ASSETS AND LIABILITIES - NET"
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},
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{
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"text": "3/31/2026",
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"value": 2026.0,
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"cat": "OTHER ASSETS AND LIABILITIES - NET"
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},
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{
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"text": "Value as of 3/31/2026",
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"value": 2026.0,
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"cat": "OTHER ASSETS AND LIABILITIES - NET"
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},
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{
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"text": "Shares Held as of 3/31/2026",
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"value": 2026.0,
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"cat": "OTHER ASSETS AND LIABILITIES - NET"
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},
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{
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"text": "12/31/2025",
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"value": 2025.0,
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"cat": "OTHER ASSETS AND LIABILITIES - NET"
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},
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{
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"text": "Value as of 12/31/2025",
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"value": 2025.0,
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"cat": "OTHER ASSETS AND LIABILITIES - NET"
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}
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]
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} |