Signal page: group parties by entity type (Banks, mREITs, BDCs, Securitizations)

Problem

The signal page parties section has two undifferentiated buckets: bank parties (FIs) and company parties (companies). When a signal covers multiple asset classes — banks, mortgage REITs, BDCs, securitization vehicles — all non-bank entities collapse into a single generic company list with no grouping or labeling.

This surfaced concretely on signal #513190 (Q2 2026 earnings coverage), which links 14 companies spanning mREITs, BDCs, and CMBS pools. On the signal page they are visually identical to random company links.

Desired Outcome

Readers of a signal should be able to tell at a glance which entities belong to which asset class. A signal covering banks + mREITs + BDCs should show clearly labeled groups rather than one flat list.

Acceptance Criteria

• Party groupings on the signal page reflect entity type (e.g. Banks, Mortgage REITs, BDCs, Securitizations) when a signal contains entities of multiple types
• Groups are labeled, not just sorted
• Works for signals with a mix of FI and company entities
• Signals with only one type of entity are unaffected (no empty group headers)

Scope / Notes

• The type classification could come from: company category/subcategory field, FI type, or a new tag on the feed item entity link
• CMBS/securitization vehicles are currently companies with no special type flag — may need a way to mark them
• Low urgency but high polish value; affects every multi-asset-class signal