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research/quarterly-funds-report-q1-2026/article.md

raw ↗

RiskModels Quarterly Funds Report — Q1 2026

Top cohort holdings refresh, factor decomposition, and residual winners for the March 2026 reporting window

Conrad Gann · Blue Water Macro · Draft · June 2026


Data freshness note (preview disclosure). Holdings through 2026-03-31 for the top-AUM research cohort (~313 management complexes, 302 fund series) were sourced from the EDGAR N-PORT preview lane (aligned_preview/) merged into production ds_ph.zarr with FUNDS_DAG_USE_PREVIEW=true on 2026-06-03. Canonical SEC bulk ingest for Q1 2026 reporting month-ends will arrive in 2026q2_nport.zip (~July 2026); the BIT partition 2026q1 run ingested 2026q1_nport.zip (filing-quarter Q1 2026 = mostly Q4 2025 reports). Preview figures in this draft should be re-validated against canonical bulk when 2026q2_nport.zip lands. SSOT: docs/nport_preview_pipeline_spec.md §6 Q6.

Coverage at cutover (2026-06-03): 302 preview-aligned series; 170/302 (56%) with at least one teo ≥ 2026-03-31 in preview storage; 299/17,200 funds in funds_latest.json with report_date ≥ 2026-03-31 after zarr rebuild + sync. Parity gate at cohort scale: 30/50 funds within §4.2 tolerance (below 95% threshold); quarter reconcile 2026q1 76.1% on compared teos (20 incomplete_preview structural gaps). Cutover proceeded for research cohort with documented gate exceptions.


1. The quarter at a glance

[Placeholder — populate after manager-profile refresh on BIT anchor 2026-06-02]

  • Cohort: top-AUM mutual funds (deduped by CIK from fund_master.db, NPORT_PREVIEW_COHORT_SIZE=1000 → 313 CIKs / 302 series in preview lane).
  • Reporting anchor: 2026-03-31 month-end (Q1 2026 N-PORT reporting quarter).
  • Preview ingest: EDGAR Atom backfill 2026-06-03; daily schedule nport_preview_daily enabled post-cutover.

2. Top 5 ERM3-AUM funds — what happened this quarter

[Verify rank at anchor: AGTHX, FCNTX, FXAIX, VTSAX, VFIAX — note flagship tickers outside preview cohort may still show 2026-01-31 until bulk catch-up]

For each fund: L1/L2/L3/residual cascade for Q1 2026; top residual contributors/detractors; sector tilts.


3. Top 5 fund companies (by aggregated ERM3-AUM)

[Requires fund_family_aggregation — H.51 Phase 0 manual / spec in docs/fund_family_aggregation_spec.md]


4. Winners and losers — 1Q and TTM windows

Top/bottom 10 by gross and residual return; recognizability filter for allocator-facing names.


5. New bets — the next NVDA or SMPH story

Reverse-cascade from outsize residual contributors to funds with recent weight increases.


6. Market-neutral hedged Sharpe — the 5 largest funds

Rolling 12-month Sharpe of L1+L2+L3-hedged residual returns. (Monthly update cadence per H.52; first monthly refresh target 2026-06-05.)


7. Methodology & coverage

ItemValue
Cohort definitionTop-AUM mutual funds, CIK-deduped from fund_master.db
N-PORT anchorBIT date 2026-06-02 (Q1 2026 reporting quarter)
Holdings source (Mar 2026)EDGAR preview merge (FUNDS_DAG_USE_PREVIEW=true)
Canonical bulk catch-up2026q2_nport.zip expected ~July 2026
Preview reconciliation2026q1: 51/67 compared teos within tolerance (excl. incomplete_preview)
Time-safetyscripts/time_safety_audit.py (H.56 L1)

Draft generated 2026-06-03 as part of Q1 2026 N-PORT preview cutover. Not for external distribution until canonical bulk reconciliation and prose pass.

← Every Position Has a Level TooResearch · 6 / 9The Industry Beneath the Index →
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Subscribe to the Quarterly Attribution Review.

Research notes on risk decomposition, fund attribution, 13F filings, and benchmark structure — a few times a quarter.

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Skip to content
Research
KnowledgeVisuals
PricingRun a snapshotGet a free API key
Updates
Next filing · Form 10-Q · Q2 2026 · 53 days
Next filing · Form 10-Q · Q2 2026 · 53 daysFactor Research · Part 2 published: risk structure in 13F filings across five allocator stylesAPI Update · AOM portfolio chains — single snapshot call for multi-step analyze flowsAPI Update · POST /api/snapshot — canonical JSON portfolio snapshotPart 3 · The One Manager Skill That PersistsPart 1 · One Position, Four BetsNext filing · Form 10-Q · Q2 2026 · 53 daysFactor Research · Part 2 published: risk structure in 13F filings across five allocator stylesAPI Update · AOM portfolio chains — single snapshot call for multi-step analyze flowsAPI Update · POST /api/snapshot — canonical JSON portfolio snapshotPart 3 · The One Manager Skill That PersistsPart 1 · One Position, Four Bets
Ledger
    • Beyond Active Share
    • Cascade Hedging and the Cost of Interpretability
    • Decile One, Not Ticker by Ticker
    • ERM3 Cascade-Residual Persistence and the Allocator Skill Signal
    • Every Position Has a Level Too
    • RiskModels Quarterly Funds Report — Q1 2026
    • The Industry Beneath the Index
    • When does a spin-off start having returns?
    • Who got NVDA right before it became benchmark exposure?
  • Visuals
    • Concept graph (all)
    • Public glossary
  • Methodology
    • Filing calendar
    • API use-cases
    • Pricing↗
    • About

research/quarterly-funds-report-q1-2026/article.md

raw ↗

RiskModels Quarterly Funds Report — Q1 2026

Top cohort holdings refresh, factor decomposition, and residual winners for the March 2026 reporting window

Conrad Gann · Blue Water Macro · Draft · June 2026


Data freshness note (preview disclosure). Holdings through 2026-03-31 for the top-AUM research cohort (~313 management complexes, 302 fund series) were sourced from the EDGAR N-PORT preview lane (aligned_preview/) merged into production ds_ph.zarr with FUNDS_DAG_USE_PREVIEW=true on 2026-06-03. Canonical SEC bulk ingest for Q1 2026 reporting month-ends will arrive in 2026q2_nport.zip (~July 2026); the BIT partition 2026q1 run ingested 2026q1_nport.zip (filing-quarter Q1 2026 = mostly Q4 2025 reports). Preview figures in this draft should be re-validated against canonical bulk when 2026q2_nport.zip lands. SSOT: docs/nport_preview_pipeline_spec.md §6 Q6.

Coverage at cutover (2026-06-03): 302 preview-aligned series; 170/302 (56%) with at least one teo ≥ 2026-03-31 in preview storage; 299/17,200 funds in funds_latest.json with report_date ≥ 2026-03-31 after zarr rebuild + sync. Parity gate at cohort scale: 30/50 funds within §4.2 tolerance (below 95% threshold); quarter reconcile 2026q1 76.1% on compared teos (20 incomplete_preview structural gaps). Cutover proceeded for research cohort with documented gate exceptions.


1. The quarter at a glance

[Placeholder — populate after manager-profile refresh on BIT anchor 2026-06-02]

  • Cohort: top-AUM mutual funds (deduped by CIK from fund_master.db, NPORT_PREVIEW_COHORT_SIZE=1000 → 313 CIKs / 302 series in preview lane).
  • Reporting anchor: 2026-03-31 month-end (Q1 2026 N-PORT reporting quarter).
  • Preview ingest: EDGAR Atom backfill 2026-06-03; daily schedule nport_preview_daily enabled post-cutover.

2. Top 5 ERM3-AUM funds — what happened this quarter

[Verify rank at anchor: AGTHX, FCNTX, FXAIX, VTSAX, VFIAX — note flagship tickers outside preview cohort may still show 2026-01-31 until bulk catch-up]

For each fund: L1/L2/L3/residual cascade for Q1 2026; top residual contributors/detractors; sector tilts.


3. Top 5 fund companies (by aggregated ERM3-AUM)

[Requires fund_family_aggregation — H.51 Phase 0 manual / spec in docs/fund_family_aggregation_spec.md]


4. Winners and losers — 1Q and TTM windows

Top/bottom 10 by gross and residual return; recognizability filter for allocator-facing names.


5. New bets — the next NVDA or SMPH story

Reverse-cascade from outsize residual contributors to funds with recent weight increases.


6. Market-neutral hedged Sharpe — the 5 largest funds

Rolling 12-month Sharpe of L1+L2+L3-hedged residual returns. (Monthly update cadence per H.52; first monthly refresh target 2026-06-05.)


7. Methodology & coverage

ItemValue
Cohort definitionTop-AUM mutual funds, CIK-deduped from fund_master.db
N-PORT anchorBIT date 2026-06-02 (Q1 2026 reporting quarter)
Holdings source (Mar 2026)EDGAR preview merge (FUNDS_DAG_USE_PREVIEW=true)
Canonical bulk catch-up2026q2_nport.zip expected ~July 2026
Preview reconciliation2026q1: 51/67 compared teos within tolerance (excl. incomplete_preview)
Time-safetyscripts/time_safety_audit.py (H.56 L1)

Draft generated 2026-06-03 as part of Q1 2026 N-PORT preview cutover. Not for external distribution until canonical bulk reconciliation and prose pass.

← Every Position Has a Level TooResearch · 6 / 9The Industry Beneath the Index →
Get a free API keyRun on your portfolio

RiskModels.org

A research surface for hierarchical orthogonal decomposition, variance attribution, and allocator-grade risk measurement. Operational APIs and developer workflows live at riskmodels.app.

Subscribe to the Quarterly Attribution Review.

Research notes on risk decomposition, fund attribution, 13F filings, and benchmark structure — a few times a quarter.

By registering, you agree to receive technical factor research and API deployment logs. RM-Registry-2026. Privacy Policy.

Sign inHomePrimerWorkspaceResearchKnowledgeConceptsReviewsLedgerReferencesAboutSubscribeMethodology noteOne-pagerAPI docsWeb appContactPrivacyStatusRSS
RiskModelsResearch/Workspace/API