Loantapedata

LoanTape (Loan Tape Data & Analytics) — Loan-level (asset-level) US auto loan and lease performance panel parsed from SEC Form ABS-EE / ABS-EE/A EX-102 Schedule AL XML filings, across 20 tracked issuer families from Nov 2016 forward, refreshed monthly. Each loan is a persistent record carrying origination attributes (FICO at origination, original loan amount, term 36-84, payment-to-income, vehicle make/model year, geography, rate) plus monthly performance state (ending balance, delinquency status code, charged-off principal). Value-add over raw EDGAR: issuer-normalized field aliases, derived …

Loantapedata offers (Alternative, Fundamental, Reference) — Monthly asset-level snapshots across 20 issuer families since Nov 2016 (~119 monthly reporting waves). A single ABS-EE monthly wave processes ~100+ filings and the tracked universe runs to millions of active loan records — the site's own continuity analysis of one period alone covered 1.99 million loans, so the standing panel is plausibly in the tens of millions of loan-month rows. Request further research for exact row count per release..

Consumer-credit risk model training and benchmarking (default, early-payment-default, loss-given-default); credit-box and underwriting-drift analysis by issuer vintage; ABS surveillance and relative-value / structured-credit pricing; subprime affordability and consumer-stress nowcasting; vehicle make/model residual-value and model-year risk modelling; fine-tuning or evaluating credit-scoring models on labelled obligorFICO + outcome pairs across prime-to-deep-subprime cohorts.

The data is with 10 years of history.

Coverage spans US; Asset Management & Custody Banks, Financial Exchanges & Data; alternative, fundamental, reference; fixed_income, structured_products, equities.