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.
197 lines
3.3 KiB
JSON
197 lines
3.3 KiB
JSON
{
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"sym": "dultx",
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"as_of": "December 31, 2025",
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"net_assets": 137207249.0,
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"n_positions": 9,
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"categories": [
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{
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"name": "Agency Commercial Mortgage-Backed Securities",
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"pct": 8.65
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},
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{
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"name": "Collateralized Loan Obligations",
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"pct": 3.12
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},
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{
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"name": "Floor",
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"pct": 1.5
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},
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{
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"name": "Corporate Bonds",
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"pct": 4.93
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},
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{
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"name": "Banking",
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"pct": 0.81
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},
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{
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"name": "Fifth Third Bank",
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"pct": 3.85
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},
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{
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"name": "Capital Goods",
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"pct": 1.67
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},
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{
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"name": "Consumer Cyclical",
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"pct": 1.61
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},
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{
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"name": "Ford Motor Credit",
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"pct": 6.95
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},
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{
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"name": "General Motors Financial",
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"pct": 5.4
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},
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{
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"name": "Finance Companies",
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"pct": 0.84
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},
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{
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"name": "AerCap Ireland Capital DAC",
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"pct": 2.45
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},
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{
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"name": "Non-Agency Asset-Backed Securities",
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"pct": 38.92
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},
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{
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"name": "Agency Collateralized Mortgage Obligations",
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"pct": 5.21
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},
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{
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"name": "Commercial Papers",
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"pct": 31.5
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},
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{
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"name": "Hyundai Capital America",
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"pct": 3.92
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},
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{
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"name": "Consumer Non-Cyclical",
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"pct": 4.36
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},
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{
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"name": "Electric",
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"pct": 3.64
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},
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{
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"name": "Financial Services",
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"pct": 1.82
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},
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{
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"name": "Technology",
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"pct": 2.55
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},
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{
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"name": "Number of shares Short-Term Investments",
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"pct": 7.52
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},
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{
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"name": "Money Market Mutual Funds",
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"pct": 0.63
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},
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{
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"name": "Shares (seven-day effective yield",
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"pct": 3.65
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},
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{
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"name": "Class I (seven-day effective yield",
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"pct": 3.67
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},
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{
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"name": "Class (seven-day effective yield",
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"pct": 3.69
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},
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{
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"name": "US Treasury Obligations",
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"pct": 6.89
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},
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{
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"name": "US Treasury Bill",
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"pct": 3.85
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},
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{
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"name": "Total Value of Securities",
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"pct": 99.85
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},
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{
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"name": "Other Assets Net of Liabilities",
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"pct": 0.15
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},
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{
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"name": "Shares Outstanding",
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"pct": 100.0
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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": 301462906.0,
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"pct": 92.56534369069341
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},
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{
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"name": "US govt",
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"value": 10320012.0,
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"pct": 3.168799340347632
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},
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{
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"name": "Agency MBS",
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"value": 7141960.0,
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"pct": 2.1929662617436083
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},
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{
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"name": "CMBS / ABS / CLO",
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"value": 6750903.0,
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"pct": 2.0728907072153455
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}
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],
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"top": [
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{
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"text": "(cost $136,729,276)",
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"value": 136729276.0,
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"cat": "Total Value of Securities"
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},
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{
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"text": "(cost $53,258,312)",
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"value": 53258312.0,
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"cat": "Series 2023-C A3"
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},
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{
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"text": "Security exempt from registration under Rule 144A of the Securities Act of 1933, as amended. At December 31, 2025, the aggregate value of Rule 144A securities w",
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"value": 52217229.0,
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"cat": "Applicable to 13,771,409 Shares Outstanding"
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},
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{
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"text": "(cost $43,209,660)",
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"value": 43209660.0,
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"cat": "Technology"
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},
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{
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"text": "(cost $11,764,308)",
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"value": 11764308.0,
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"cat": "Series 2019-K734 B 144A"
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},
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{
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"text": "(cost $10,320,012)",
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"value": 10320012.0,
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"cat": "US Treasury Obligations"
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},
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{
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"text": "(cost $7,141,960)",
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"value": 7141960.0,
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"cat": "Agency Collateralized Mortgage Obligations"
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},
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{
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"text": "(cost $6,750,903)",
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"value": 6750903.0,
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"cat": "AerCap Ireland Capital DAC"
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},
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{
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"text": "(cost $4,284,121)",
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"value": 4284121.0,
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"cat": "Floor"
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}
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]
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} |