NAIC Transaction History

Our latest third-party data integration gives Empirasign users detailed insight into the market activity of insurance companies. Users can now view the Insurance Company primary and secondary fixed income transaction history as reported via NAIC Schedule D (Parts 3 and 4). The data reported includes transaction date, counterparty, and price. Other events reported in these filings such as calls, redemptions, defaults, and in-kind transfers are filtered out.

This data is also featured in Price History charts available for every bond, located under the 'Price Chart' tab on trade history pages. All currently available data sets are plotted on these charts (BWIC data, runs data, N-PORT filings and NAIC filings). Click the download icon to export these charts for easy sharing of validated and unbiased market data with colleagues and clients.

New API Endpoints

Querying for the market data you need is now easier than ever.

All Bonds Endpoint

Via this endpoint, you can retrieve a comprehensive list of all the bonds which had market data events for a given day. This list is further enriched with market sector information so you can quickly winnow down the list to the sectors you care about without further joins or cross-referencing. The All Bonds endpoint is considered metdata, and is costless from a quota perspective. This query is ideally suited to ensure your local data store is up-to-date at the end of every business day.

Deal Classes Endpoint

Send along a Bloomberg Ticker, CUSIP, ISIN or deal series name to this endpoint, and it will return a list of all the identifiers for the relevant bond series. You can then query the entire deal by passing along these identifiers to our bonds API endpoint. For your convenience, both of these queries have been linked together on the demo spreadsheet (see link below). Like the All Bonds endpoint, the Deal Class endpoint is costless from a quota perspective.

View our updated API docs and download the demo spreadsheet: empirasign.com/api-mbs

NPORT Filings

Reveal position holders for any bond in the Empirasign database.

Our latest integration of data from the SEC's EDGAR database enables Empirasign users to instantly view which funds currently hold positions in any bond searched via our web app or API.

Also referred to as NPORT-P, these monthly filings disclose the complete portfolio holdings of all US-registered investment management companies and ETFs in compliance with accounting and reporting protocols mandated by the SEC. While these reports are publicly available on the SEC's website, the EDGAR system does not allow one to search filings by bond identifier - rather, forms from each filing entity must be examined individually. Our advanced spidering and correlating technologies eliminate the grunt work from the research process, allowing users to instantly view every fund with current or previous positions in any bond stored in our database. Simply navigate to the new 'N-PORT' tab found on the trade history page of every bond with data available in the SEC's N-PORT filing records.

We've also made this information observable at the BWIC level; you'll find the Cross Ownership graph icon at the top of every bid list page. These graphs allow you to easily visualize the current holders of every bond in the list.

Additional Resources

Detailed information on N-PORT Filings can be found via this link. Further information on the SEC's Accounting and Disclosure obligations can be found here. An example filing summary page for a large fixed income ETF can be found here.

More To Come

We've only just begun to scratch the surface of the invaluable market intel that can be derived from these reports. Stay tuned for updates on our future integrations, including:

• Outlier detection for fund security valuation and ASC 820 liquidity level assignments.
• Holdings data will be used to enhance and extend our Collaborative Search feature.
• Concentration Reporting: See which funds own all, or a controlling interest, of a tranche.
• Deeper API Integration: While N-PORT data is already returned on single bond and bulk bond queries (set nport flag to true), additional N-PORT specific endpoints are in the works.
• Flat file delivery: receive daily updates on the entire N-PORT universe to upload into your own private data warehouse.

Empirasign Deal Tracker

Automatically monitor live market activity across all tranches in a deal.

Our new Deal Tracker feature allows Empirasign users to automatically monitor real-time secondary market activity for every bond in a selected deal. Simply navigate to Deal Tracker under the "My Portfolio" tab, enter a deal name in the search bar, and instantly generate a Watch List by clicking on the Add selected tranches button.

The automatically generated Watch List will be tagged as DEALNAME__dt (LNSTR_2017-5__dt in the above example). That's it, you're done. Now any time a bond in the deal Watch List appears on a BWIC, Dealer Run, or Axe Posting, you will receive a real-time Bloomberg message, email alert, or browser notification (just as you would for any manually-specified Watch List).

A summary of all the recent market activity you are following can be found on the My Current Activity page under the "My Portfolio" tab. Portfolio Activity can be filtered to show only market data for a specific deal under "View a Sub-Portfolio." All Watch Lists generated via Deal Tracker will have the suffix __dt appended to the tag name.

In order to receive market activity alerts for a deal, Portfolio alerts must be enabled. You can manage your alert settings via the My Alerts/Recaps page, also located under the "My Portfolio" tab.

Empirasign Parse and Store

Empirasign's Parser as a Service streamlines the challenging Extract, Transform, & Load process into a simple API call. And now you can now simplify and extend the process even further with our Parse & Store add-on.

About Parser as a Service

All those offer sheets and benchmark runs perpetually overwhelming your company's inboxes can now be professionally transformed into structured data that's ready for uploading into your own database. Simply send Empirasign your Outlook, Bloomberg, or any other RFC-compliant email messages via:

• API: Programmatically send your messages to our API endpoint, and our parser will automatically return fully-parsed, normalized and validated JSON output.

• Email forwarding: Opt to have Empirasign set up a personalized email dropbox for you. Forward your parsing needs to this dropbox, and our parsing agents will autonomously scan and parse these messages in real time.

Add Parse & Store

This feature allows you to store your newly transformed market data on our privately-hosted database, where it becomes accessible at any time via the Empirasign web app or API. On-premises storage options are available as well. Parse & Store uploads are only viewable to you and permissioned members of your own organization.

Every time you search for a bond on the Empirasign web app or API, your search results will encompass both Empirasign data as well as all relevant data from your Parse & Store results. A summary of your Parse & Store runs is available on your MyData page, where you can manage your uploads or view original messages.

Access all of your private market data and the entire Empirasign public database on one screen. Maximum insights, minimum grunt work and screen space.