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.
334 lines
6.8 KiB
JSON
334 lines
6.8 KiB
JSON
{
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"sym": "hmezx",
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"as_of": "September 30, 2025",
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"net_assets": null,
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"n_positions": 38,
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"categories": [
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{
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"name": "Day USD-LIBOR plus",
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"pct": 0.61
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},
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{
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"name": "Common Stock",
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"pct": 83.3
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},
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{
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"name": "COMMUNICATION SERVICES",
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"pct": 10.0
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},
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{
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"name": "CONSUMER DISCRETIONARY",
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"pct": 6.4
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},
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{
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"name": "CONSUMER STAPLES",
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"pct": 0.8
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},
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{
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"name": "ENERGY",
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"pct": 2.0
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},
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{
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"name": "FINANCIALS",
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"pct": 14.6
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},
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{
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"name": "HEALTHCARE",
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"pct": 10.1
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},
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{
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"name": "INDUSTRIALS",
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"pct": 18.2
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},
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{
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"name": "INFORMATION TECHNOLOGY",
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"pct": 11.8
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},
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{
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"name": "REAL ESTATE",
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"pct": 5.8
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},
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{
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"name": "UTILITIES",
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"pct": 3.6
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},
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{
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"name": "Corporate Obligations",
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"pct": 7.9
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},
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{
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"name": "Senior Loans(g)",
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"pct": 7.1
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},
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{
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"name": "MATERIALS",
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"pct": 0.0
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},
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{
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"name": "Asset-Backed Securities",
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"pct": 0.6
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},
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{
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"name": "OTHER ASSET-BACKED SECURITIES",
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"pct": 0.6
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},
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{
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"name": "Purchased Put Options(a)",
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"pct": 0.1
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},
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{
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"name": "Units Warrants",
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"pct": 0.1
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},
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{
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"name": "SPECIAL PURPOSE ACQUISITION COMPANIES",
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"pct": 0.1
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},
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{
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"name": "Rights",
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"pct": 0.1
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},
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{
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"name": "Repurchase Agreements(j)(k)",
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"pct": 0.1
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},
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{
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"name": "Shares Cash Equivalents",
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"pct": 0.5
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},
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{
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"name": "MONEY MARKET FUND(l)",
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"pct": 0.5
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},
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{
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"name": "Other Assets & Liabilities, Net",
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"pct": 14.6
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},
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{
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"name": "Month rates were",
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"pct": 4.31
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},
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{
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"name": "Day GBP-SONIA plus",
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"pct": 0.53
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},
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{
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"name": "Day EUR-ESTR plus",
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"pct": 0.55
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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": 2822453101.0,
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"pct": 99.486101142866
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},
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{
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"name": "CMBS / ABS / CLO",
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"value": 7147462.0,
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"pct": 0.25193443504689483
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},
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{
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"name": "Fund holdings",
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"value": 6030197.0,
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"pct": 0.21255296976975604
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},
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{
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"name": "US govt",
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"value": 1401819.0,
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"pct": 0.04941145231734048
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}
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],
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"top": [
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{
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"text": "(Cost $1,117,557,796)",
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"value": 1117557796.0,
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"cat": "Total Investments"
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},
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{
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"text": "(Cost $931,426,247)",
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"value": 931426247.0,
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"cat": "UTILITIES"
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},
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{
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"text": "As of September 30, 2025, $191,100,296 in cash was segregated or on deposit with the brokers to cover",
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"value": 191100296.0,
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"cat": "SOFR 1 Month and SOFR 3 Month rates were"
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},
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{
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"text": "(Proceeds $155,215,342)",
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"value": 155215342.0,
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"cat": "Total Investments"
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},
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{
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"text": "(Proceeds $147,461,845)",
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"value": 147461845.0,
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"cat": "Total Investments"
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},
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{
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"text": "as collateral was $96,201,214.",
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"value": 96201214.0,
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"cat": "Net Assets"
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},
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{
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"text": "(Cost $88,645,903)",
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"value": 88645903.0,
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"cat": "INFORMATION TECHNOLOGY"
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},
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{
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"text": "(Cost $81,058,529)",
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"value": 81058529.0,
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"cat": "MATERIALS"
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},
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{
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"text": "(Proceeds $7,753,497)",
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"value": 7753497.0,
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"cat": "Total Investments"
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},
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{
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"text": "Total Asset-Backed Securities (Cost $7,145,437)",
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"value": 7145437.0,
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"cat": "OTHER ASSET-BACKED SECURITIES"
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},
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{
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"text": "(Cost $6,028,257)",
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"value": 6028257.0,
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"cat": "MONEY MARKET FUND(l)"
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},
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{
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"text": "(Cost $1,374,293)",
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"value": 1374293.0,
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"cat": "Repurchase Agreements(j)(k)"
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},
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{
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"text": "loaned was $1,664,176. The loaned securities were secured with cash and/or securities collateral of $1,374,293. Collateral is calculated based on prior day\u2019s pr",
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"value": 1374293.0,
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"cat": "Net Assets"
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},
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{
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"text": "securities as of September 30, 2025 was $1,374,293.",
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"value": 1374293.0,
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"cat": "SOFR 1 Month and SOFR 3 Month rates were"
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},
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{
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"text": "(Cost $1,266,630)",
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"value": 1266630.0,
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"cat": "COMPANIES"
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},
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{
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"text": "(Cost $612,500)",
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"value": 612500.0,
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"cat": "Purchased Put Options(a)"
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},
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{
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"text": "$328,495 (collateralized by U.S. Treasury Obligations, ranging in par value $19 - $40,323, 0.000% - 4.104%, 11/15/2025 \u2013 8/15/2055; with total market value $335",
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"value": 335065.0,
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"cat": "Repurchase Agreements(j)(k)"
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},
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{
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"text": "$328,494 (collateralized by U.S. Treasury Obligations, ranging in par value $82 - $14,533, 0.000% - 6.625%, 11/18/2025 \u2013 8/15/2055; with total market value $335",
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"value": 335025.0,
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"cat": "Repurchase Agreements(j)(k)"
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},
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{
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"text": "$311,451 (collateralized by U.S. Treasury Obligations, ranging in par value $20,858 - $287,909, 4.125% - 4.500%, 12/31/2031 \u2013 5/31/2032; with total market value",
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"value": 317643.0,
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"cat": "Repurchase Agreements(j)(k)"
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},
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{
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"text": "price $220,855 (collateralized by U.S. Treasury Obligations, ranging in par value $608 - $85,413, 0.000% - 4.000%, 7/15/2026 \u2013 8/15/2054; with total market valu",
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"value": 225246.0,
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"cat": "Repurchase Agreements(j)(k)"
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},
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{
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"text": "$185,159 (collateralized by U.S. Treasury Obligations, ranging in par value $22 - $44,261, 0.000% - 4.750%, 10/23/2025 \u2013 8/15/2055; with total market value $188",
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"value": 188840.0,
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"cat": "Repurchase Agreements(j)(k)"
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},
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{
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"text": "5.60%, 10/15/2054",
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"value": 2054.0,
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"cat": "INFORMATION TECHNOLOGY"
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},
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{
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"text": "10.75%, 11/30/2029",
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"value": 2029.0,
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"cat": "COMMUNICATION SERVICES"
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},
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{
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"text": "12/17/2029",
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"value": 2029.0,
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"cat": "COMMUNICATION SERVICES"
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},
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{
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"text": "07/18/2029",
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"value": 2029.0,
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"cat": "MATERIALS"
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},
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{
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"text": "09/24/2026",
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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": "09/24/2026",
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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": "8/20/2026",
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"value": 2026.0,
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"cat": "SOFR 1 Month and SOFR 3 Month rates were"
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},
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{
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"text": "9/1/2026",
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"value": 2026.0,
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"cat": "SOFR 1 Month and SOFR 3 Month rates were"
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},
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{
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"text": "9/16/2026",
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"value": 2026.0,
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"cat": "SOFR 1 Month and SOFR 3 Month rates were"
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},
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{
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"text": "8/20/2026",
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"value": 2026.0,
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"cat": "SOFR 1 Month and SOFR 3 Month rates were"
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},
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{
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"text": "8/17/2026",
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"value": 2026.0,
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"cat": "SOFR 1 Month and SOFR 3 Month rates were"
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},
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{
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"text": "As of September 30, 2025",
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"value": 2025.0,
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"cat": ""
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},
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{
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"text": "As of September 30, 2025",
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"value": 2025.0,
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"cat": "OTHER ASSET-BACKED SECURITIES"
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},
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{
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"text": "As of September 30, 2025",
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"value": 2025.0,
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"cat": "Total Investments"
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},
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{
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"text": "As of September 30, 2025",
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"value": 2025.0,
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"cat": "SOFR 1 Month and SOFR 3 Month rates were"
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},
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{
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"text": "December 2025",
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"value": 2025.0,
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"cat": "SOFR 1 Month and SOFR 3 Month rates were"
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},
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{
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"text": "by the Board of Trustees (the \u201cBoard\u201d). The Board has designated the Investment Adviser as \u201cvaluation designee\u201d for the Fund pursuant to Rule 2a-5 of the Invest",
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"value": 1940.0,
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"cat": "Net Assets"
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}
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]
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} |