Jonathan Kirkwood
12a6e33bd8
The eNAV importer read only the HLD securities sheet, so a credit fund's loan book (its largest asset) never reached NAV. SATS Credit Fund showed $3.6M of securities while holding a $46.3M loan to Fold Holdings. Parse the HLD-LOANS schedule alongside HLD: each loan becomes a holding and position valued at principal plus accrued interest, flowing into holdings, invested cost, and the quarter NAV. Adds test coverage and bumps the package to 0.2.47.
18 lines
691 B
TypeScript
18 lines
691 B
TypeScript
import { VersionInfo } from '@start9labs/start-sdk'
|
||
|
||
export const v_0_2_47 = VersionInfo.of({
|
||
version: '0.2.47:0',
|
||
releaseNotes: {
|
||
en_US:
|
||
'Credit-fund loans now count toward NAV. The eNAV importer reads the loan schedule ' +
|
||
'(HLD-LOANS) alongside the securities Holdings Report, so a fund’s loan book flows ' +
|
||
'into its holdings, invested cost, and quarter NAV. Previously a credit fund could show ' +
|
||
'only its securities (e.g. $3.6M) while holding a much larger loan (e.g. $46.3M). ' +
|
||
'Re-import the fund’s eNAV to refresh its signed value.',
|
||
},
|
||
migrations: {
|
||
up: async ({ effects }) => {},
|
||
down: async ({ effects }) => {},
|
||
},
|
||
})
|