42.2M
Assets Ingested
20
Tracked Issuer Families
2016–Present
Coverage
Monthly
Performance Cycle
Current Auto ABS Performance Snapshot
A public preview of the normalized analysis layer. Each metric links to a dated methodology and source article.
Coverage census as of July 31, 2026: 42.2 million ingested Auto ABS assets across 20 enabled issuer families. The separate classified reporting layer contains 35.4 million loan contracts and 6.7 million lease contracts.
The Raw Data Problem
SEC filings are public, but they were never designed for analytics
XML
Buried in XML
Asset-level data is filed as dense Schedule AL XML with thousands of records per filing. The field standard is common, but implementation details, completeness, and amendment histories still need validation before issuers can be compared.
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Trust & Issuer Resolution
Schedule AL standardizes fields, but the filings still arrive by trust and accession. Comparable issuer history requires entity resolution, amendment handling, and stable loan identifiers.
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Monthly Files & Amendments
Each tracked active trust can add another large XML file every month. Keeping the panel current means monitoring EDGAR, processing amendments, validating fields, and checking issuer completeness.
What LoanTape Adds
From raw XML to queryable data
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Vintage Loss Curves
Track cumulative losses by origination vintage across the tracked issuer panel. Compare underwriting eras and spot credit deterioration early.
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Markov Transition Chains
Balance-weighted delinquency state flows showing where dollars move each month: current to 30-day, 60-day, chargeoff, or back to current.
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Roll-Rate Heatmaps
Transition probability matrices revealing cure, roll, and chargeoff dynamics. See which issuers cure better and which roll faster.
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Loss-to-Liquidation Analysis
Monthly chargeoff and liquidation trends with loss-to-liquidation ratios, tracking how pool runoff translates into realized losses.
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FICO Distributions
Credit composition breakdowns by issuer showing balance concentration across score bands. Track how underwriting mix shifts over time.
20
Tracked Issuer Coverage
Twenty enabled issuer families, including Ally, BMW, CarMax, Carvana, Exeter, Ford, Honda, Santander, and Toyota. Prime through deep subprime.
Three Datasets, One Platform
Individual loan records, pool-level cash flows, and monthly distribution reports
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ABS-EE Asset-Level Data
Loan-by-loan records from Regulation AB-II filings with FICO scores, loan terms, payment status, origination attributes, balances, and chargeoff fields.
Explore Asset-Level Data$
ABS 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 Data10-D
Form 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 tracked Auto ABS issuer families, refreshed as monthly filing panels become complete
Related Research
Public writeups that turn the loan-level auto ABS data into concrete market reads.
Auto ABS Delinquency Trends
Issuer comparisons, FICO-band stratification, and vintage stress testing across the January 2026 reporting month.
Subprime Auto ABS Affordability Reset
How higher balances, stronger borrower incomes, and older vehicles changed the structure of subprime originations.
Auto ABS Dataset Field Inventory
A field-level guide to the ABS-EE schema and the normalized analysis fields LoanTape layers on top.