The Raw Data Problem
SEC filings are public, but they were never designed for analytics
Buried in XML
Asset-level data is filed as dense XML documents with thousands of loan records per filing. Each issuer uses a different schema, making cross-issuer comparison nearly impossible without heavy parsing work.
No Standard Schema
Every issuer names fields differently, uses different date formats, and structures data their own way. Comparing Toyota to Santander requires mapping dozens of field variations by hand.
Monthly Volume
New filings arrive every month for every active trust across every issuer. Keeping up means monitoring EDGAR daily, downloading, parsing, and validating hundreds of filings per month.
What LoanTape Adds
We turn raw SEC filings into a unified analytics platform
Vintage Loss Curves
Track cumulative losses by origination vintage across every major issuer. Compare underwriting eras and spot credit deterioration early.
Markov Transition Chains
Balance-weighted delinquency state flows showing exactly where dollars move each month — from current to 30-day, 60-day, chargeoff, or back to current.
Roll-Rate Heatmaps
Transition probability matrices revealing cure, roll, and chargeoff dynamics. See which issuers cure better and which roll faster.
Issuer Scorecards
Executive-level snapshots of pool health with sparkline trends and percentile ranks across the full issuer universe.
FICO Distributions
Credit composition breakdowns by issuer showing balance concentration across score bands. Track how underwriting mix shifts over time.
Full Issuer Coverage
Ally, BMW, CarMax, Carvana, Exeter, Ford, Honda, Santander, Toyota, and more. Prime, near-prime, and subprime — the full credit spectrum.
Three Datasets, One Platform
Complete coverage from individual loan records to trust-level cash flows
ABS-EE Asset-Level Data
Loan-by-loan records from Regulation AB-II filings. 9.5 million auto loans with FICO scores, loan terms, payment status, and origination details. The most granular public dataset in auto lending.
Explore Asset-Level DataABS Remittance Data
Pool-level cash flow reports from each trust. Collections, losses, recoveries, prepayment speeds, overcollateralization, and excess spread. The economics of a trust, every month.
Explore Remittance DataForm 10-D Distribution Reports
Monthly distribution reports filed with the SEC within 15 days of each payment date. Delinquency buckets, chargeoffs, recoveries, and waterfall distributions normalized across issuers.
Explore 10-D DataGet Access to Auto ABS Data
Loan-level analytics across 20+ issuers, updated daily from SEC filings