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POSITIONS ARE KEYED BY CUSIP, NOT TICKER: each holding is {name (issuer name as filed), cusip, value, shares, type, position_type, lots} -- there is no ticker field, so map CUSIPs yourself if you need symbols. `v…"},{"id":"bdc-directory","name":"Business-development-company directory","tags":["sec","bdc","private-credit","directory"],"description":"Roster of the ACTIVE BDCs tracked by Oxford Ledge, sorted by portfolio size -- this is our coverage, not the whole BDC universe. No arguments. Returns {bdcs, count}; per BDC: ticker, name, holdingCount, totalFairValue (whole USD, latest filing), filingDate, lastParsed, plus the reconciliation triple reportedTotalFairValue (the filing's OWN stated grand total), fairValueBasis ('parsed-rows' or 'filing-reported') and parsedRowSumFairValue. READ fairValueBasis BEFORE using totalFairValue: when a p…"},{"id":"bdc-borrower-search","name":"BDC borrower search (private-credit loan detail)","tags":["sec","bdc","private-credit","borrower","loans"],"description":"Which BDCs lend to one private-credit borrower, matched fuzzily on name. Returns a single envelope: borrowerName, borrowerNorm (the canonical key the ol_bdc_* tools take), description, industry, totalHolders, totalParAmount, totalFairValue, avgMarkedPrice / minMarkedPrice / maxMarkedPrice, match_type, and `holders` -- one row per tranche with bdcTicker, bdcName, filingDate, filingType, securityType, lienPosition, interestRate (as-filed text), maturityDate, parAmount, fairValue, markedPrice, ind…"},{"id":"intrinsic-value","name":"Intrinsic-value models from filed XBRL","tags":["sec","xbrl","valuation","dcf","epv"],"description":"Per-share intrinsic value from SEC EDGAR XBRL -- three textbook models: a levered-FCF DCF, a Greenwald Earnings-Power-Value, and the Graham number. Returns {summary, ticker, available, dcf_per_share, epv_per_share, graham_number, inputs, assumptions, source}. All three values are USD PER SHARE, rounded to 2dp. `inputs` echoes fcf_latest, shares_out, eps_diluted, book_value_per_share, ebit_5y_avg, net_income_5y_avg, total_debt, cash_and_short_term, fiscal_year; `assumptions` echoes the FIXED, NO…"},{"id":"insider-activity","name":"Insider transactions (SEC Form 4)","tags":["sec","form4","insider","transactions"],"description":"Recent Form 4 insider transactions for one ticker. Returns {ticker, transactions}; THE 20 MOST RECENT FILINGS ONLY, newest first -- and the `days` argument is currently a NO-OP on this path, so it will not widen or narrow the window. Each row: id, ticker, filingDate, insiderName, position (the role, which is the load-bearing signal, not the name), title, transType (raw SEC transaction_code -- 'P' open-market buy, 'S' sale, 'A' grant, 'M' option exercise; there is no plain buy/sell field, so fil…"},{"id":"bdc-top-borrowers","name":"Most widely syndicated private-credit borrowers","tags":["sec","bdc","private-credit","syndication","borrower"],"description":"MOAT / BDC discovery: the private-credit borrowers syndicated across the MOST BDCs, ranked by lender count then exposure -- the entrypoint for the BDC/private-credit category no generic MCP touches. Pairs with `ol_bdc_borrower_dispersion` (feed a returned `borrower_norm` into it to see cross-lender pricing). Returns {summary, count, borrowers}; each row is {borrower (display name), borrower_norm (the key other ol_bdc_* tools take), holder_count (distinct BDC lenders), total_fair_value (whole US…"},{"id":"bdc-borrower-dispersion","name":"Cross-lender loan-pricing dispersion for one borrower","tags":["sec","bdc","private-credit","pricing","dispersion"],"description":"MOAT: cross-lender loan-pricing DISPERSION for one private-credit borrower -- how N different BDCs each price the SAME loan (spread / mark / fair value). The credit-mispricing signal no generic MCP has: when one BDC marks a borrower S+550 @ 98 and another S+575 @ 99, the lenders disagree on the credit. Pass the borrower's canonical `borrower_norm` key (from `ol_bdc_top_borrowers` or `search_bdc_borrower`). 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