GASB-ready debt operations without the spreadsheet sprawl.
Track maturities, callable debt, amortization, and refunding opportunities in workflows that match how issuers and advisors actually operate — not a spreadsheet that lives on someone’s desktop.
Debt schedules
Maturity, principal, coupon, yield, call status, refunding history. Reconciled against EMMA on every change.
Accounting outputs
GASB-oriented amortization, carrying value rollforwards, and audit-ready supporting schedules.
Refinancing scenarios
Spin up advance refunding, current refunding, and debt restructuring scenarios in minutes, not days.
Lease & SBITA
GASB 87 leases and GASB 96 subscription-based IT arrangements live in the same operating ledger.
Variable-rate exposure
Weekly resets, swap notional, mode conversions, and trustee tickle reports all in one rollup.
Audit-ready exports
Carrying value rollforward, debt service projection, and amortization schedules export to PDF and CSV.
| Maturity | Principal | Coupon | Yield | Callable | Status |
|---|---|---|---|---|---|
| 11/01/2026 | 125,000,000 | 5.000 | 3.42 | — | Outstanding |
| 11/01/2027 | 125,000,000 | 5.000 | 3.51 | — | Outstanding |
| 11/01/2028 | 130,000,000 | 5.000 | 3.58 | 11/01/2034 | Outstanding |
| 11/01/2029 | 135,000,000 | 4.000 | 3.64 | 11/01/2034 | Outstanding |
| 11/01/2030 | 140,000,000 | 4.000 | 3.71 | 11/01/2034 | Refunded |
Deadlines, filings, and disclosure workflows in one calendar.
Surface filing deadlines by borrower, merge tracked records with EMMA lookback logic, and give issuers a clearer operating calendar across annual filings, audits, and event notices.
Deadline tracking
Upcoming due dates by borrower and issuer, with range filters and filing-status context.
Filing intelligence
Combines manual compliance records with automated EMMA lookbacks so teams reconcile filed vs. missing.
Public workflow
Pairs clean issuer pages with claim and contact flows so governments manage their public posture.
Material events
Track G-32 / 15c2-12 event notices end-to-end — from drafting through EMMA submission.
Annual report tracking
Audit, CAFR, ACFR, operating data — all surfaced against the date investors expect them.
Filing reminders
Email + in-product reminders to whoever owns each filing, by jurisdiction.
Credit posture in one place — including underlying and outlook context.
Summarize issuer-level ratings across Moody’s, S&P, Fitch, and KBRA, with distributions for rating history, underlying ratings, outlooks, and insured-versus-underlying context.
Agency coverage
EMMA decoded ratings when available, with outstanding-security fallback so coverage is never blank.
Underlying ratings
Insured vs. underlying split surfaced clearly — not buried inside an EMMA PDF.
Distribution history
Distribution-based history for ratings, underlying ratings, and outlooks across reporting cycles.
Watch & outlook alerts
Email alerts on watch placements, outlook revisions, and rating actions across your covered universe.
Issuer context
Connects ratings back to the public profile so changes are understandable to issuers and investors alike.
Comparable issuers
Build a peer set by sector, state, or rating band — useful for pre-pricing and credit memos.
Understand who owns your paper, and how holdings shift over time.
Aggregate N-PORT-style holdings, normalize parent relationships, and expose fund-level detail that supports investor relations, concentration analysis, and pre-financing prep.
Ownership views
Parent, fund, and holding-detail perspectives for the same CUSIP family.
Concentration metrics
Spot top-10 concentration, sector ownership, and fund family tilt before going to market.
Change tracking
Quarter-over-quarter movement, with rolled-up parent normalization — not raw fund line items.
Investor directory
Search the buy-side universe by sector exposure, holding size, and historical participation.
Pre-trade prep
Identify likely participants ahead of a transaction so you walk in with a target list, not a wishlist.
Reliable rendering
Dynamic DataTable formatting + consolidated error handling for stable downstream UI rendering.
The market data backbone behind every issuer, security, and trade view.
Use EMMA issue, security, trade, and disclosure data as the base layer for both public marketing pages and authenticated analytical workflows.
Trade activity
Filter borrower trades by date, par range, and trade type, then enrich with benchmark and spread context.
Security intelligence
EMMA security detail paired with internal outstanding-debt attributes for richer operational views.
Reusable API surface
API v1 endpoints designed to support React islands and progressively enhanced issuer pages.
Yield & spread context
AAA Tax-Exempt Curve, Taxable, and ICE benchmarks — so a trade is never just a price, it’s a spread.
Disclosure indexing
OCR + indexed continuing-disclosure docs since 2010 — searchable across your entire portfolio.
Cross-program views
Roll trades and securities up to the issuer, then back down to the program-of-finance level.
The full compliance suite, included in Pro.
Two compliance regimes, one product. Pre-trade obligations checked before pricing — post-issuance obligations monitored continuously across the life of every series.
Pre-trade fair dealing
G-17 documentation generated as part of every transaction package — nothing manual to assemble.
Political contributions
G-37 monitoring across covered persons, with quarterly attestation workflow.
Role separation
G-23 advisor / underwriter role tracking enforced at the workflow level, not just policy memos.
TEFRA hearing prep
Notice generation, public hearing record, and approval letters — in one packaged workflow.
Arbitrage rebate
Automated rebate calculation and tracking across multi-series portfolios.
Private use monitoring
§ 141 private business and private security/payment tests, monitored on a rolling basis.