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.
368 lines
8.0 KiB
JSON
368 lines
8.0 KiB
JSON
{
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"sym": "fhmix",
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"as_of": "May 31, 2026",
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"net_assets": 307154620.0,
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"n_positions": 131,
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"categories": [
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{
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"name": "CORPORATE BONDS",
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"pct": 33.4
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},
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{
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"name": "Aerospace/Auto",
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"pct": 0.5
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},
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{
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"name": "Banking",
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"pct": 10.8
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},
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{
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"name": "Consumer Products",
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"pct": 0.5
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},
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{
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"name": "Electric Power",
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"pct": 1.0
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},
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{
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"name": "Finance - Automotive",
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"pct": 7.8
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},
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{
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"name": "Finance - Retail",
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"pct": 1.0
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},
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{
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"name": "Health Care",
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"pct": 1.5
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},
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{
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"name": "Insurance",
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"pct": 3.0
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},
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{
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"name": "Mining",
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"pct": 1.0
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},
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{
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"name": "Pharmaceuticals and Health Care",
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"pct": 1.6
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},
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{
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"name": "Retail",
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"pct": 1.0
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},
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{
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"name": "Software",
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"pct": 1.0
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},
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{
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"name": "Technology",
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"pct": 2.3
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},
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{
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"name": "Utility - Electric",
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"pct": 0.4
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},
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{
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"name": "ASSET-BACKED SECURITIES",
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"pct": 32.7
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},
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{
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"name": "Auto Receivables",
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"pct": 23.6
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},
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{
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"name": "Credit Card",
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"pct": 2.8
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},
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{
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"name": "Equipment Lease",
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"pct": 3.0
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},
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{
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"name": "Other",
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"pct": 3.3
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},
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{
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"name": "OTHER REPURCHASE AGREEMENTS",
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"pct": 19.6
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},
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{
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"name": "S.A.,",
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"pct": 3.66
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},
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{
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"name": "MUFG Securities Americas, Inc.,",
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"pct": 3.77
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},
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{
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"name": "Societe Generale, Paris,",
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"pct": 3.72
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},
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{
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"name": "Standard Chartered Bank,",
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"pct": 3.67
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},
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{
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"name": "REPURCHASE AGREEMENT",
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"pct": 11.7
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},
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{
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"name": "COMMERCIAL PAPER",
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"pct": 3.3
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},
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{
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"name": "Utility - Natural Gas",
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"pct": 3.3
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},
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{
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"name": "TOTAL INVESTMENT IN SECURITIES",
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"pct": 100.7
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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": 8896072429.0,
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"pct": 62.574456826839345
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},
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{
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"name": "IG credit / munis",
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"value": 2040622219.0,
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"pct": 14.353618179461947
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},
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{
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"name": "CMBS / ABS / CLO",
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"value": 2000612030.0,
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"pct": 14.072188833624706
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},
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{
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"name": "Agency MBS",
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"value": 969300136.0,
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"pct": 6.818000864590477
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},
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{
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"name": "Equity (US)",
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"value": 300044609.0,
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"pct": 2.110496354637581
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},
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{
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"name": "Commodities",
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"value": 10008109.0,
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"pct": 0.07039645748581194
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},
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{
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"name": "Fund holdings",
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"value": 115718.0,
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"pct": 0.0008139536916857307
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},
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{
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"name": "Equity (intl)",
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"value": 4056.0,
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"pct": 2.852966844810076e-05
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}
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],
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"top": [
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{
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"text": "medium-term notes and sovereign debt securities with a market value of $2,040,622,219",
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"value": 2040622219.0,
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"cat": "OTHER REPURCHASE AGREEMENTS"
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},
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{
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"text": "securities provided as collateral for $2,000,610,000 on 6/1/2026, in which asset-backed",
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"value": 2000610000.0,
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"cat": "OTHER REPURCHASE AGREEMENTS"
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},
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{
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"text": "BNP Paribas S.A., 3.66%, dated 5/29/2026, interest in a $2,000,000,000 joint collateralized",
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"value": 2000000000.0,
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"cat": "OTHER REPURCHASE AGREEMENTS"
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},
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{
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"text": "was $1,281,411,245.",
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"value": 1281411245.0,
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"cat": "REPURCHASE AGREEMENT"
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},
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{
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"text": "repurchase securities provided as collateral for $1,250,378,125 on 6/1/2026. The securities",
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"value": 1250378125.0,
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"cat": "REPURCHASE AGREEMENT"
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},
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{
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"text": "Interest in $1,250,000,000 joint repurchase agreement 3.63%, dated 5/29/2026 under",
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"value": 1250000000.0,
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"cat": "REPURCHASE AGREEMENT"
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},
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{
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"text": "mortgage obligations, corporate bonds, medium-term notes with a market value of $816,253,267",
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"value": 816253267.0,
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"cat": "OTHER REPURCHASE AGREEMENTS"
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},
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{
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"text": "repurchase securities provided as collateral for $800,248,000 on 6/1/2026, in which",
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"value": 800248000.0,
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"cat": "OTHER REPURCHASE AGREEMENTS"
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},
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{
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"text": "Societe Generale, Paris, 3.72%, dated 5/29/2026, interest in a $800,000,000 joint",
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"value": 800000000.0,
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"cat": "OTHER REPURCHASE AGREEMENTS"
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},
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{
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"text": "(IDENTIFIED COST $308,874,916)",
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"value": 308874916.0,
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"cat": "TOTAL INVESTMENT IN SECURITIES"
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},
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{
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"text": "value of $306,096,421 have",
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"value": 306096421.0,
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"cat": "OTHER REPURCHASE AGREEMENTS"
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},
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{
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"text": "repurchase securities provided as collateral for $300,094,250 on 6/1/2026, in which",
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"value": 300094250.0,
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"cat": "OTHER REPURCHASE AGREEMENTS"
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},
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{
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"text": "MUFG Securities Americas, Inc., 3.77%, dated 5/29/2026, interest in a $300,000,000",
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"value": 300000000.0,
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"cat": "OTHER REPURCHASE AGREEMENTS"
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},
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{
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"text": "Agency securities with a market value of $153,046,869 have been received as collateral",
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"value": 153046869.0,
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"cat": "OTHER REPURCHASE AGREEMENTS"
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},
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{
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"text": "repurchase securities provided as collateral for $150,045,875 on 6/1/2026, in which",
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"value": 150045875.0,
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"cat": "OTHER REPURCHASE AGREEMENTS"
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},
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{
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"text": "Standard Chartered Bank, 3.67%, dated 5/29/2026, interest in a $150,000,000 joint",
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"value": 150000000.0,
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"cat": "OTHER REPURCHASE AGREEMENTS"
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},
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{
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"text": "(IDENTIFIED COST $102,362,266)",
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"value": 102362266.0,
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"cat": "Utility - Electric"
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},
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{
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"text": "(IDENTIFIED COST $100,389,650)",
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"value": 100389650.0,
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"cat": "Other"
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},
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{
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"text": "(IDENTIFIED COST $60,216,000)",
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"value": 60216000.0,
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"cat": "OTHER REPURCHASE AGREEMENTS"
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},
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{
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"text": "(IDENTIFIED COST $35,907,000)",
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"value": 35907000.0,
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"cat": "REPURCHASE AGREEMENT"
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},
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{
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"text": "(IDENTIFIED COST $10,000,000)",
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"value": 10000000.0,
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"cat": "Utility - Natural Gas"
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},
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{
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"text": "1/18/2040",
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"value": 2040.0,
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"cat": "Auto Receivables"
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},
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{
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"text": "Wheels Fleet Lease Funding LLC 2025-3A, Class A1, 4.080%, 9/18/2040",
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"value": 2040.0,
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"cat": "Auto Receivables"
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},
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{
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"text": "Huntington National Bank, Class B1, 4.503%, 2/20/2034",
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"value": 2034.0,
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"cat": "Auto Receivables"
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},
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{
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"text": "Santander Bank Auto Credit-Linked Notes 2025-A, Class D, 5.150%, 1/16/2034",
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"value": 2034.0,
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"cat": "Auto Receivables"
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},
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{
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"text": "Ally Bank Auto Credit-Linked Notes 2025-A, Class D, 4.991%, 6/15/2033",
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"value": 2033.0,
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"cat": "Auto Receivables"
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},
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{
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"text": "Ally Bank Auto Credit-Linked Notes 2025-B, Class D, 4.942%, 9/15/2033",
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"value": 2033.0,
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"cat": "Auto Receivables"
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},
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{
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"text": "ARI Fleet Lease Trust 2024-B, Class A2, 5.540%, 4/15/2033",
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"value": 2033.0,
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"cat": "Auto Receivables"
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},
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{
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"text": "Chase Auto Credit Linked Notes 2025-1, Class C, 4.851%, 2/25/2033",
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"value": 2033.0,
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"cat": "Auto Receivables"
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},
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{
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"text": "Securitized Term Auto Receivables Trust 2026-A, Class B, 4.284%, 3/25/2033",
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"value": 2033.0,
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"cat": "Auto Receivables"
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},
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{
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"text": "The Huntington National Bank 2025-1, Class B, 4.957%, 3/21/2033",
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"value": 2033.0,
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"cat": "Auto Receivables"
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},
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{
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"text": "Truist Bank Auto Credit-Linked Notes Series 2025-1, Class B, 4.728%, 9/26/2033",
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"value": 2033.0,
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"cat": "Auto Receivables"
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},
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{
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"text": "Ally Bank Auto Credit-Linked Notes 2024-A, Class B, 5.827%, 5/17/2032",
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"value": 2032.0,
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"cat": "Auto Receivables"
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},
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{
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"text": "Drive Auto Receivables Trust 2025-2, Class B, 4.140%, 9/15/2032",
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"value": 2032.0,
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"cat": "Auto Receivables"
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},
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{
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"text": "Securitized Term Auto Receivables Trust 2025-B, Class C, 5.121%, 12/29/2032",
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"value": 2032.0,
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"cat": "Auto Receivables"
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},
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{
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"text": "Securitized Term Auto Receivables Trust 2025-B, Class D, 5.463%, 12/29/2032",
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"value": 2032.0,
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"cat": "Auto Receivables"
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},
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{
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"text": "HPEFS Equipment Trust 2025-1A, Class B, 4.510%, 9/20/2032",
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"value": 2032.0,
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"cat": "Equipment Lease"
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},
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{
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"text": "Santander Drive Auto Receivables Trust 2025-1, Class B, 4.880%, 3/17/2031",
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"value": 2031.0,
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"cat": "Auto Receivables"
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},
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{
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"text": "SBNA Auto Receivables Trust 2025-SF1, Class D, 5.340%, 9/15/2031",
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"value": 2031.0,
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"cat": "Auto Receivables"
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},
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{
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"text": "Securitized Term Auto Receivables Trust 2025-A, Class B, 5.038%, 7/25/2031",
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"value": 2031.0,
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"cat": "Auto Receivables"
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}
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]
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} |