ABS-EE
Asset-Level Data

Regulation AB-II requires registered issuers to file asset-level disclosures for covered securitizations. The raw XML uses field names like obligorCreditScore, originalLoanAmount, paymentToIncomePercentage, reportingPeriodActualEndBalanceAmount, currentDelinquencyStatus, and chargedoffPrincipalAmount. LoanTape parses the tracked filings, preserves SEC names, and layers normalized analysis fields on top.

See the Fields Get Access

Scale and Depth

Monthly auto loan and lease records across 20 tracked issuer families, parsed and normalized from SEC filings

2016+ Reporting History Asset-level reporting from the Regulation AB-II compliance era through the latest complete issuer panel
20 Issuer Families Prime, near-prime, and subprime shelves across captive lenders, banks, and specialty finance
SEC Parsed from Source XML filings parsed, validated, and loaded into a normalized schema — no intermediaries
Monthly Data Refresh New asset-level snapshots processed as monthly filings arrive and completeness checks pass

Coverage and Source Lineage

Every normalized field remains traceable to the public filing layer.

Authoritative source SEC Form ABS-EE and ABS-EE/A filings with EX-102 Schedule AL asset data files.
Coverage start November 2016, when the Regulation AB-II asset-level disclosure compliance period began.
Product scope U.S. securitized auto loan and lease contracts across 20 tracked issuer families; issuer-panel completeness is checked by reporting month.
Update process Monthly filings are monitored and parsed as they arrive. ABS-EE/A amendments are processed against the related reporting period.
Field policy Official SEC element names are preserved alongside normalized aliases and approved derived analytical fields.
Open the Field Inventory Read SEC Guidance

Sample Fields

Official SEC auto-loan variables available in the ABS-EE dataset. LoanTape also publishes normalized aliases and derived fields on top of them.

Field Description Type
assetNumber Unique identifier assigned to each disclosed asset within the trust string
originalLoanAmount Original principal amount or amount financed at origination currency
reportingPeriodActualEndBalanceAmount Outstanding principal as of the reporting period currency
obligorCreditScore Borrower's credit score at the time the loan was originated integer
paymentToIncomePercentage Payment-to-income ratio at origination percent
vehicleManufacturerName Vehicle make or manufacturer name reported in the SEC XML string
vehicleModelYear Model year of the financed vehicle string
reportingPeriodInterestRatePercentage Current period interest rate reported for the loan percent
originalLoanTerm Original term of the loan in months (typically 36-84) integer
currentDelinquencyStatus Current delinquency status code for the asset enum
originationDate Date the loan was funded, used for vintage analysis date
obligorGeographicLocation U.S. state where the borrower is located string
chargedoffPrincipalAmount Principal charged off for the reporting period currency

What You Can Build

Pool-level reports give you one number. Loan-level data lets you cut it any way you need.

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Vintage Loss Curves

Track cumulative net losses by origination quarter. Compare vintages within an issuer or across the market to spot underwriting shifts early.

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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.

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FICO Stratification

Segment performance by credit score band. Measure how deep-subprime borrowers (below 580) perform relative to near-prime (620-659) across issuers.

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Geographic Concentration

Map loan counts and default rates by state. Identify regional pockets of stress before they show up in aggregate pool numbers.

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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.

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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?

Normalized loan-level SEC data across 20 tracked issuer families, updated as monthly reporting panels become complete.

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Research Built on ABS-EE Data

Public analysis pages that use this dataset as the source layer.

Auto ABS Performance Tracker

Prime and subprime delinquency, extensions, and loss measures with a public CSV and metric-level methodology.

Auto ABS Dataset Field Inventory

A field-level walkthrough of the raw SEC variables, normalized aliases, and what they enable inside the product.

Auto ABS Delinquency Trends

Issuer-level delinquency, vintage stress, and FICO-band cuts built from the monthly ABS-EE loan records.

Subprime Auto ABS Affordability Reset

A borrower-mix and collateral read on how the post-COVID subprime market changed under higher payment pressure.