MarkLens v1.0.1 — Cross-Manager Private Credit Valuation Dispersion: Complete Research Pipeline and Holdings Data (2022–2026)

MarkLens v1.0.1 — Complete Research Pipeline + Full Holdings Data (Phases 0–6) How differently do private credit managers mark the same loan? Headline Result1.41 points of par (95% CI 1.13–1.74), on 2,163 independently confirmable facility-quarters drawn from 45 BDC tickers over 16 quarters, 2022-09 to 2026-06. What's Included Data Pipeline (Phases 0–3) Phase 0 — EDGAR collection: SEC NPORT/NCSR Schedule of Investments extraction for 45 BDC filers Phase 1 — Descriptor enrichment: CUSIP, coupon, maturity normalisation Phase 2 — Facility matching: borrower-name + instrument-feature deduplication across filers Phase 3 — Audit and correction: 100-pair manual audit, systematic error repair Analysis (Phases 4–6) Phase 4 — Panel construction: facility_panel.csv (3,215 facility-quarters), dispersion index, tail audit, confirmable-subsample flagging Phase 5 — Write-up: working paper, data dictionary, IEEE conference draft (marklens-ieee.tex) Phase 6 — Observatory: self-contained HTML dashboard, threshold-clustering analysis (H5 null result reported honestly) Full Holdings History (new in this version) holdings_history.csv and holdings_history_corrected.csv — full position-level holdings history underlying the panel, previously excluded from the GitHub repository for size (~278 MB combined). Key Files File Description phase4/data/facility_panel.csv Core panel — 3,215 facility-quarter cells phase4/data/dispersion_index.csv Quarterly par-weighted valuation dispersion index holdings_history.csv Full position-level holdings history holdings_history_corrected.csv Holdings history with unfunded-commitment correction applied phase6/observatory.html Interactive HTML observatory (GitHub Pages ready) phase5/ieee/marklens-ieee.tex IEEE conference paper draft PLAYBOOK.md Full decision log and trap register Not Included phase0/data/cache/ — EDGAR response cache (~6.5 GB, rebuildable from source filings; see DATA.md) phase1/data/holdings_enriched.csv, phase3/data/holdings_corrected.csv — rebuildable pipeline intermediates phase4/data/v1_15filers/holdings_history.csv and holdings_history_corrected.csv — earlier 15-filer sample versions, superseded by the full 45-filer files above; not included in this release Licenses Code: MIT (LICENSE) Data and documents: CC BY 4.0 (LICENSE-DATA) Source filings: US Government public domain