Structured Finance Data Model — SEC EDGAR Entities & Identifiers | Dealcharts
Reference guide to the DealCharts data model: deals, trusts, CIK identifiers, and SEC EDGAR filing relationships for CMBS, CLO, and ABS. Machine-readable ontology with canonical URL patterns.Structured Finance Data Model — SEC EDGAR Entities & Identifiers
DealCharts is a public reference for structured finance deals, funds, and counterparties. This page defines the core entities, relationships, and identifiers used throughout the site. The object model is designed to be citation-ready and machine-readable for both human analysts and AI systems.
Looking for SEC endpoint examples and CIK-based JSON paths? Start with SEC EDGAR CompanyFacts API and CIK JSON, then use this ontology to map filings into DealCharts entities.
Core Entities
The following table defines the primary entity types in DealCharts, their identifiers, and canonical URL patterns.
| Entity Type | What it Represents | Primary Identifiers | Canonical URL Pattern |
|---|---|---|---|
| FilingDocument | SEC EDGAR filings and issuer disclosures that describe deals | CIK, Accession number | Linked from entity pages; source links to SEC EDGAR |
| Deal | Structured finance securitization (CMBS, Auto ABS, CLO, etc.) | Deal slug (e.g., bank2023-bnk45) | /capitalmarkets/abs/cmbs/{dealSlug} |
| Tranche | Individual security class within a deal | CUSIP, ISIN | Referenced on deal pages |
| Chart | Pre-rendered visualization of deal metrics over time | Chart slug (e.g., maturityschedule) | /capitalmarkets/abs/cmbs/{dealSlug}/{chartSlug} |
| Fund | Investment fund holding structured finance securities | Fund slug, LEI, Ticker | /capitalmarkets/funds/{fundSlug} |
| Counterparty | Entity participating in deals (Servicer, Trustee, Issuer, etc.) | CIK, LEI, Name | /counterparties/{role}/{counterpartySlug} |
| Dataset | Bulk CSV export, facts JSON endpoint, or ML dataset descriptor with schema documentation | Dataset slug | /datasets/{datasetSlug} |
Relationships
The following relationship graph defines how entities connect in DealCharts. Relationships are directional and represent data lineage and participation.
- FilingDocument→ describes/creates →Deal
- Deal→ contains →Tranche
- Deal→ has →Chart
- Fund→ holds →Tranche(or Deal exposure)
- Counterparty→ participates in →Deal(roles: Servicer, Trustee, Issuer, etc.)
- Dataset→ publishes facts about →Deal/Tranche/Fund/Counterparty
Compact relationship list (copy/paste):
FilingDocument → describes/creates → Deal Deal → contains → Tranche Deal → has → Chart Fund → holds → Tranche (or Deal exposure) Counterparty → participates in → Deal (roles) Dataset → publishes facts about → Deal/Tranche/Fund/Counterparty
Chart Types
DealCharts publishes pre-rendered charts for common deal metrics. Chart types vary by asset class and deal structure. Always check individual chart pages for as-of timestamps and source links.
| Chart Type (slug) | Measures | Units | Notes / Interpretation |
|---|---|---|---|
| maturityschedule | Principal balance by maturity date | USD, Count | Varies by deal/asset class; see page for as-of and sources |
| delinquency | Delinquent loan counts and balances by period | Count, USD, % | Period definitions vary (30/60/90+ days); check chart page for definitions |
| collateral-distribution | Loan distribution by property type or collateral category | Count, USD, % | Categories vary by asset class; see chart page for taxonomy |
| loanstructure | Distribution of loan structures (interest-only, amortizing, etc.) | Count, USD, % | Structure definitions vary by deal; check chart page for schema |
| interestrates | Distribution of interest rates across loans | %, Count | Rate types vary (fixed, floating, caps/floors); see chart page for details |
| surveillance | Time-series metrics for ongoing deal monitoring | Varies | May include delinquency trends, DSCR, occupancy; metrics vary by deal |
Trust & Citation
- Citation-ready pages:All entity pages provide stable canonical URLs, as-of timestamps, and source links to SEC EDGAR filings or issuer disclosures.
- Data provenance:DealCharts derives data from SEC EDGAR filings (10-D, ABS-EE, NPORT-P, etc.) and issuer disclosures. Source links are provided on entity pages.
- Exports:CSV and JSON exports are available where implemented. Check dataset pages for bulk downloads and schema documentation.
- Machine-readable artifacts:Pages may include machine-readable artifacts (e.g., JSON-LD schema) where implemented. Coverage varies by entity type.
Use in Agents / RAG
When using DealCharts in retrieval-augmented generation (RAG) or agent workflows, follow these guidelines:
- •Prefer canonical entity pages when citing deals, funds, or counterparties. Use stable URLs that include entity identifiers.
- •Use chart pages for specific metrics and time slices. Chart pages include as-of timestamps and link back to source filings.
- •Use dataset pages for CSV exports, facts endpoint links, manifests, and schema documentation. Facts JSON provides the machine-readable per-entity shape for programmatic analysis.
- •Always include as-of timestamps when summarizing data. Timestamps indicate data freshness and enable temporal queries.
- •Follow source links to SEC EDGAR for authoritative filings. DealCharts pages provide context and normalization; source filings contain original data.
- •Respect rate limits and robots.txt when programmatically accessing pages. Use dataset exports for bulk data needs.