The Concentration-Fragility Nexus — Data and Code Repository (Record Concentration, Elusive Fragility)

Version 5.0 consolidates the complete replication materials for Version 3 of the article. zenodo_v7_reconstruction.zip: thirty-year semiannual S&P 500 concentration series (48 SEC N-30D filings, 1996–2026), both format-specific parsers, NPORT-P cross-validation, long-series predictive regressions, out-of-sample MFI, figures and Python 3.11 scripts. zenodo_v6_real.zip: the 47-fund NPORT-P panel (1,260 fund-quarters, 2019Q3–2026Q1) with raw inputs, construction and regression scripts, results, the 2020–2024 daily dataset (prices, returns, GARCH-VaR, daily concentration), figures and SHA-256 manifest. All raw inputs from public sources (SEC EDGAR, Yahoo Finance, FRED). CC0. All raw inputs come from publicly available sources: SEC EDGAR (public domain), Yahoo Finance, and FRED. License: CC0.