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f/fundlab/roc_results.json
Greg Pomerantz 620e2499ac RIC-vs-pass-through verification + return-of-capital detector 
fundlab/rocdetect.py: for a fund's latest N-CSR annual report,
parses the per-share "Financial Highlights" distribution table
(NII / gains / (tax) return of capital / total), with
whitespace normalization, dollar-basis and fiscal-year-column
rejection, per-column arithmetic placement of short rows
(NII+gains+ROC==total), and family-report disambiguation by
current-NAV match. SEC 503 backoff, per-fund cache in roc_cache/.

Verified over the 38 core funds:
- HMEZX: 18.3% of 5y distributions were return of capital
  (0.62 + 0.37 per share in 2 of 5 fiscal years) - reinforces
  the IRA placement.
- 17 funds verified zero ROC (AFLIX, ANGLX, ATESX, BTMIX, the EV
  macro funds, FHCOX/FHMIX, LCORX/LCRIX, PMAIX/PMFKX, SVARX,
  WMNUX).
- 14 unverified (non-standard report layouts - prototype parser),
  PMORX/QCMMRX tickers not EDGAR-resolvable.

Also verified (form-type history on EDGAR): CVSIX, QSPNX, MBXIX,
ATRFX, ATESX, EAGMX, PBAIX, WISEX, EBSAX all file NPORT-P + N-CSR
+ 497 -> registered RICs, not pass-throughs; the whole 497-filer
universe is registered, so no candidate can pass through capital
losses. Proof case for ROC: PGSIX per-share table shows a tax
return-of-capital line and NAV eroded 11.87 -> 7.88 (-34%) over
5 fiscal years while paying out every year.

RESEARCH.md: full write-up. No app change (analysis artifact).
2026-08-27 16:04:59 -04:00

718 lines
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Raw Blame History

{
"AFLIX": {
"sym": "AFLIX",
"cik": "0001552947",
"trust": "Two Roads Shared Trust",
"filing": "2026-07-09",
"table": {
"nii": [
-0.09
],
"gains": [],
"roc": [
0.0
],
"tot": [
-0.78
],
"nav": [],
"ncols": 1
},
"roc_share_5y": -0.0,
"nav_change_5y": null
},
"AGUAX": {
"sym": "AGUAX",
"cik": "0000809593",
"trust": "AMERICAN BEACON FUNDS",
"filing": "2026-06-08",
"table": null,
"roc_share_5y": null,
"nav_change_5y": null
},
"ANGLX": {
"sym": "ANGLX",
"cik": "0001612930",
"trust": "Angel Oak Funds Trust",
"filing": "2026-04-08",
"table": {
"nii": [
-0.47
],
"gains": [],
"roc": [
0.0
],
"tot": [
-0.47
],
"nav": [
8.78
],
"ncols": 1
},
"roc_share_5y": -0.0,
"nav_change_5y": null
},
"ATESX": {
"sym": "ATESX",
"cik": "0001644419",
"trust": "Northern Lights Fund Trust IV",
"filing": "2026-08-10",
"table": {
"nii": [
-1.14
],
"gains": [],
"roc": [
0.0
],
"tot": [
-1.14
],
"nav": [],
"ncols": 1
},
"roc_share_5y": -0.0,
"nav_change_5y": null
},
"ATRFX": {
"sym": "ATRFX",
"cik": "0001355064",
"trust": "MUTUAL FUND SERIES TRUST",
"filing": "2026-06-08",
"table": null,
"roc_share_5y": null,
"nav_change_5y": null
},
"BTMIX": {
"sym": "BTMIX",
"cik": "0001282693",
"trust": "BAIRD FUNDS INC",
"filing": "2026-03-04",
"table": {
"nii": [
-0.31,
-0.29,
-0.25,
-0.13,
-0.09
],
"gains": [],
"roc": [
0.0,
0.0,
0.0,
0.0,
0.0
],
"tot": [
-0.31,
-0.29,
-0.25,
-0.13,
-0.09
],
"nav": [
10.09,
9.96,
9.96,
9.83,
10.38
],
"ncols": 5
},
"roc_share_5y": -0.0,
"nav_change_5y": -0.028
},
"COIAX": {
"sym": "COIAX",
"cik": "0000804239",
"trust": "SEI INSTITUTIONAL MANAGED TRUST",
"filing": "2025-12-08",
"table": null,
"roc_share_5y": null,
"nav_change_5y": null
},
"COSIX": {
"sym": "COSIX",
"cik": "0000773757",
"trust": "COLUMBIA FUNDS SERIES TRUST I",
"filing": "2026-08-06",
"table": null,
"roc_share_5y": null,
"nav_change_5y": null
},
"CVSIX": {
"sym": "CVSIX",
"cik": "0000826732",
"trust": "CALAMOS INVESTMENT TRUST/IL",
"filing": "2025-12-29",
"table": null,
"roc_share_5y": null,
"nav_change_5y": null
},
"DMSZX": {
"sym": "DMSZX",
"cik": "0001688680",
"trust": "Brinker Capital Destinations Trust",
"filing": "2026-05-06",
"table": null,
"roc_share_5y": null,
"nav_change_5y": null
},
"DULTX": {
"sym": "DULTX",
"cik": "0000230173",
"trust": "DELAWARE GROUP CASH RESERVE",
"filing": "2026-06-09",
"table": {
"nii": [
2.0
],
"gains": [],
"roc": [
0.0
],
"tot": [],
"nav": [],
"ncols": 1
},
"roc_share_5y": null,
"nav_change_5y": null
},
"EAGMX": {
"sym": "EAGMX",
"cik": "0000745463",
"trust": "Eaton Vance Mutual Funds Trust",
"filing": "2026-03-31",
"table": {
"nii": [
-0.73
],
"gains": [],
"roc": [
0.0
],
"tot": [
-2.05
],
"nav": [],
"ncols": 1
},
"roc_share_5y": -0.0,
"nav_change_5y": null
},
"EGRIX": {
"sym": "EGRIX",
"cik": "0000745463",
"trust": "Eaton Vance Mutual Funds Trust",
"filing": "2026-03-31",
"table": {
"nii": [
-0.73
],
"gains": [],
"roc": [
0.0
],
"tot": [
-2.05
],
"nav": [],
"ncols": 1
},
"roc_share_5y": -0.0,
"nav_change_5y": null
},
"EGRSX": {
"sym": "EGRSX",
"cik": "0000745463",
"trust": "Eaton Vance Mutual Funds Trust",
"filing": "2026-03-31",
"table": {
"nii": [
-0.73
],
"gains": [],
"roc": [
0.0
],
"tot": [
-2.05
],
"nav": [],
"ncols": 1
},
"roc_share_5y": -0.0,
"nav_change_5y": null
},
"ETSIX": {
"sym": "ETSIX",
"cik": "0000745463",
"trust": "Eaton Vance Mutual Funds Trust",
"filing": "2026-03-31",
"table": {
"nii": [
-0.73
],
"gains": [],
"roc": [
0.0
],
"tot": [
-2.05
],
"nav": [],
"ncols": 1
},
"roc_share_5y": -0.0,
"nav_change_5y": null
},
"FEMDX": {
"sym": "FEMDX",
"cik": "0001124459",
"trust": "Franklin Global Trust",
"filing": "2025-09-26",
"table": {
"nii": [
-0.53,
-0.34,
-0.9
],
"gains": [],
"roc": [
0.0,
0.0,
0.0,
0.0,
0.0
],
"tot": [],
"nav": [
12.35,
11.55,
10.46,
9.91,
11.73
],
"ncols": 5
},
"roc_share_5y": null,
"nav_change_5y": 0.053
},
"FHCOX": {
"sym": "FHCOX",
"cik": "0001707560",
"trust": "Federated Hermes Adviser Series",
"filing": "2026-08-25",
"table": {
"nii": [
-0.02,
-0.01,
-0.01
],
"gains": [],
"roc": [
0.0,
0.0,
0.0,
0.0,
0.0
],
"tot": [
-1.21,
-0.81,
-0.63,
-0.34,
-0.61
],
"nav": [],
"ncols": 5
},
"roc_share_5y": -0.0,
"nav_change_5y": null
},
"FHMIX": {
"sym": "FHMIX",
"cik": "0001707560",
"trust": "Federated Hermes Adviser Series",
"filing": "2026-08-25",
"table": {
"nii": [
-0.02,
-0.01,
-0.01
],
"gains": [],
"roc": [
0.0,
0.0,
0.0,
0.0,
0.0
],
"tot": [
-1.21,
-0.81,
-0.63,
-0.34,
-0.61
],
"nav": [],
"ncols": 5
},
"roc_share_5y": -0.0,
"nav_change_5y": null
},
"HICOX": {
"sym": "HICOX",
"cik": "0000810744",
"trust": "COLORADO BONDSHARES A TAX EXEMPT FUND",
"filing": "2025-12-04",
"table": null,
"roc_share_5y": null,
"nav_change_5y": null
},
"HMEZX": {
"sym": "HMEZX",
"cik": "0001354917",
"trust": "NEXPOINT FUNDS I",
"filing": "2025-09-08",
"table": {
"nii": [
-1.01,
-1.0,
-0.38,
-0.4
],
"gains": [],
"roc": [
-0.62,
-0.37,
0.0,
0.0,
0.0
],
"tot": [
-1.01,
-1.0,
-1.0,
-1.24,
-1.16
],
"nav": [
19.83,
19.71,
19.21,
19.89,
20.58
],
"ncols": 5
},
"roc_share_5y": 0.183,
"nav_change_5y": -0.036
},
"JLPSX": {
"sym": "JLPSX",
"cik": "0001217286",
"trust": "JPMorgan Trust I",
"filing": "2026-05-07",
"table": null,
"roc_share_5y": null,
"nav_change_5y": null
},
"LAMHX": {
"sym": "LAMHX",
"cik": "0000887194",
"trust": "LORD ABBETT RESEARCH FUND INC",
"filing": "2026-02-04",
"table": {
"nii": [
24.79
],
"gains": [],
"roc": [
0.0
],
"tot": [],
"nav": [],
"ncols": 1
},
"roc_share_5y": null,
"nav_change_5y": null
},
"LCORX": {
"sym": "LCORX",
"cik": "0001511699",
"trust": "Managed Portfolio Series",
"filing": "2026-08-04",
"table": {
"nii": [
-0.02,
-0.04,
-0.06,
-0.03,
-0.09
],
"gains": [],
"roc": [
0.0,
0.0,
0.0,
0.0,
0.0
],
"tot": [
-1.2
],
"nav": [
18.73
],
"ncols": 5
},
"roc_share_5y": -0.0,
"nav_change_5y": null
},
"LCRIX": {
"sym": "LCRIX",
"cik": "0001511699",
"trust": "Managed Portfolio Series",
"filing": "2026-08-04",
"table": {
"nii": [
-0.02,
-0.04,
-0.06,
-0.03,
-0.09
],
"gains": [],
"roc": [
0.0,
0.0,
0.0,
0.0,
0.0
],
"tot": [
-1.2
],
"nav": [
18.73
],
"ncols": 5
},
"roc_share_5y": -0.0,
"nav_change_5y": null
},
"LPXAX": {
"sym": "LPXAX",
"cik": "0001652200",
"trust": "Cohen & Steers Low Duration Preferred & Income Fund, Inc.",
"filing": "2026-07-02",
"table": {
"nii": [
-0.51
],
"gains": [],
"roc": [
-0.0,
0.0,
0.0,
0.0,
0.0
],
"tot": [],
"nav": [
9.59,
9.43,
9.23,
8.87,
9.36
],
"ncols": 5
},
"roc_share_5y": null,
"nav_change_5y": 0.025
},
"MBXIX": {
"sym": "MBXIX",
"cik": "0001355064",
"trust": "MUTUAL FUND SERIES TRUST",
"filing": "2026-06-08",
"table": null,
"roc_share_5y": null,
"nav_change_5y": null
},
"MERVX": {
"sym": "MERVX",
"cik": "0001208133",
"trust": "MERGER FUND VL",
"filing": "2026-03-05",
"table": null,
"roc_share_5y": null,
"nav_change_5y": null
},
"PMAIX": {
"sym": "PMAIX",
"cik": "0002042316",
"trust": "Victory Portfolios IV",
"filing": "2026-06-08",
"table": {
"nii": [
-0.04,
-0.04
],
"gains": [],
"roc": [
0.0,
0.0,
0.0,
0.0,
0.0
],
"tot": [
-6.32,
-1.99,
-1.1,
-1.06,
-6.45
],
"nav": [],
"ncols": 5
},
"roc_share_5y": -0.0,
"nav_change_5y": null
},
"PMFKX": {
"sym": "PMFKX",
"cik": "0002042316",
"trust": "Victory Portfolios IV",
"filing": "2026-06-08",
"table": {
"nii": [
-0.04,
-0.04
],
"gains": [],
"roc": [
0.0,
0.0,
0.0,
0.0,
0.0
],
"tot": [
-6.32,
-1.99,
-1.1,
-1.06,
-6.45
],
"nav": [],
"ncols": 5
},
"roc_share_5y": -0.0,
"nav_change_5y": null
},
"PMORX": {
"sym": "PMORX",
"error": "CIK not found"
},
"QCMMRX": {
"sym": "QCMMRX",
"error": "CIK not found"
},
"QSPNX": {
"sym": "QSPNX",
"cik": "0001444822",
"trust": "AQR Funds",
"filing": "2026-02-26",
"table": null,
"roc_share_5y": null,
"nav_change_5y": null
},
"RCTIX": {
"sym": "RCTIX",
"cik": "0001516523",
"trust": "Advisers Investment Trust",
"filing": "2025-11-26",
"table": null,
"roc_share_5y": null,
"nav_change_5y": null
},
"SAFEX": {
"sym": "SAFEX",
"cik": "0001257927",
"trust": "WEITZ FUNDS",
"filing": "2026-05-27",
"table": null,
"roc_share_5y": null,
"nav_change_5y": null
},
"SCFZX": {
"sym": "SCFZX",
"cik": "0000887991",
"trust": "PRUDENTIAL INVESTMENT PORTFOLIOS 8",
"filing": "2025-12-03",
"table": null,
"roc_share_5y": null,
"nav_change_5y": null
},
"SVARX": {
"sym": "SVARX",
"cik": "0001556505",
"trust": "Advisors Preferred Trust",
"filing": "2026-03-10",
"table": {
"nii": [
-3.72
],
"gains": [],
"roc": [
0.0
],
"tot": [
-3.72
],
"nav": [
38.76
],
"ncols": 1
},
"roc_share_5y": -0.0,
"nav_change_5y": null
},
"USMSX": {
"sym": "USMSX",
"cik": "0001659326",
"trust": "JPMORGAN TRUST IV",
"filing": "2026-05-07",
"table": null,
"roc_share_5y": null,
"nav_change_5y": null
},
"WMNUX": {
"sym": "WMNUX",
"cik": "0001545440",
"trust": "Ultimus Managers Trust",
"filing": "2026-08-03",
"table": {
"nii": [
-0.31
],
"gains": [],
"roc": [
0.0
],
"tot": [
-0.31
],
"nav": [],
"ncols": 1
},
"roc_share_5y": -0.0,
"nav_change_5y": null
}
}
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