Scale and Depth
The most granular public dataset in auto lending, parsed and normalized for analysis
Loans Tracked
Individual auto loan records with monthly status updates. Each loan is tracked from securitization through payoff, chargeoff, or pool termination.
Issuers
Every major auto ABS shelf that files ABS-EE with the SEC. Prime, near-prime, and subprime issuers across captive lenders, banks, and specialty finance.
Parsed from Source
Raw SEC XML filings are parsed, validated, and loaded into a normalized relational schema. No manual data entry, no third-party intermediaries.
Monthly Refresh
New asset-level snapshots arrive with each distribution date. Our pipeline detects new filings on EDGAR and processes them within hours.
Sample Fields
Loan-level attributes available for each record in the ABS-EE dataset
| Field | Description | Type |
|---|---|---|
| Loan ID | Unique identifier assigned to each loan within the trust | string |
| Original Balance | Principal balance at the time the loan was securitized | currency |
| Current Balance | Outstanding principal as of the reporting period | currency |
| FICO at Origination | Borrower's credit score at the time the loan was originated | integer |
| DTI | Debt-to-income ratio at origination, measuring borrower leverage | percent |
| LTV | Loan-to-value ratio at origination, reflecting collateral coverage | percent |
| Interest Rate | Annual coupon rate on the loan | percent |
| Loan Term | Original term of the loan in months (typically 36-84) | integer |
| Payment Status | Current loan status: Current, 30-day, 60-day, 90+-day delinquent, Default, or Chargeoff | enum |
| Origination Date | Date the loan was funded, used for vintage analysis | date |
| Geography (State) | U.S. state where the borrower is located, enabling regional risk analysis | string |
What You Can Build
Loan-level data unlocks analytics that pool-level reports cannot support
Vintage Loss Curves
Track cumulative net losses by origination quarter. Compare vintages within an issuer or across the market to spot underwriting shifts early.
Transition Matrices
Build month-over-month state transition probabilities from individual loan histories. See exactly what share of 60-day loans cure versus roll to chargeoff.
FICO Stratification
Segment performance by credit score band. Measure how deep-subprime borrowers (below 580) perform relative to near-prime (620-680) across issuers.
Geographic Concentration
Map loan counts and default rates by state. Identify regional pockets of stress before they show up in aggregate pool numbers.
Term & LTV Analysis
Measure how 72- and 84-month loans perform against shorter terms. Quantify the loss difference between high-LTV and low-LTV originations.
Issuer Benchmarking
Compare origination quality across issuers on a like-for-like basis: same FICO band, same term, same vintage. Apples-to-apples credit comparison.
Ready to Work with Loan-Level Data?
9.5 million auto loans, parsed from SEC filings, normalized across issuers, updated monthly.