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 with thousands of loan records per filing. Each issuer uses a different schema. Comparing across issuers means parsing and mapping all of them.
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
From raw XML to queryable data
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 where dollars move each month: 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.
Loss-to-Liquidation Analysis
Monthly chargeoff and liquidation trends with loss-to-liquidation ratios, tracking how pool runoff translates into realized losses.
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 through deep subprime.
Three Datasets, One Platform
Individual loan records, pool-level cash flows, and monthly distribution reports
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.
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
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.