Datasets
Explore Dealcharts datasets - per-deal CSV exports, facts JSON, ML descriptors, and provenance metadata for structured-finance analysis.Dealcharts Datasets
Free, machine-readable structured-finance data — derived entirely from public SEC EDGAR filings, with provenance on every value.
Dealcharts publishes open datasets for anyone building on structured-finance data: per-deal CSV exports, per-entity facts JSON, an agent manifest (
llms.txt
), and externally-hosted machine-learning benchmarks. Every figure traces back to a primary SEC filing and can be reconstructed from source. Licensed CC-BY 4.0 unless a specific dataset says otherwise; AI training and retrieval are explicitly permitted.Current public export surface, as of July 2026: about 1,230 CMBS and Auto ABS deal CSVs, 41 BDC CSVs, three ML dataset descriptors, a provenance sidecar at /datasets/_meta.json
, and file discovery through /sitemap-datasets.xml
.
Who it's for: quantitative researchers, data scientists and ML engineers, credit and CRE analysts, and AI agents that need citable, disclosure-derived facts rather than scraped guesses.
Jump to the data:
- CMBS deals — conduit securitizations, filterable by vintage, shelf, servicer, and exposure
- Auto ABS — auto loan and lease securitizations
- CLO — collateralized loan obligations
- NPORT-P data explorer — central hub for mapped SEC NPORT-P fund holdings data, facts JSON, and structured-finance stats
- Fund holdings — mutual funds and ETFs with ABS exposure (N-PORT)
- Auto ABS performance tracker — deal-level auto ABS delinquency movers, issuer shelves, FICO context, and chart links
- Subprime Auto Watch — FICO-supported subprime/deep-subprime auto ABS movers, issuer heatmap, and high-delinquency proxy rows
- CMBS delinquency tracker — current mapped delinquency, special servicing, collateral-sector rates, and fund exposure
- CMBS maturity wall tracker — disclosed maturity buckets, at-risk refinancing context, and property-type exposure
- CMBS material changes tracker — rvl-ranked monthly surveillance changes, field drivers, and special-servicing transfer context
- CMBS watchlist transition contract — schema-ready loan-level export shape for newly watchlisted and removed-from-watchlist rows; current rows stay empty until upstream watchlist flags are exported
- Top CMBS holders — top 50 CMBS holders by fund, family, and fund type
- CMBS fund holdings by deal — reverse lookup pages for CMBS deals with 10+ public NPORT-P fund holders
- Top ABS holders — top 50 ABS holders by fund, ABS type, family, and fund type
- CMBS holdings by fund type — bond, ETF, allocation, money-market, and retirement-fund CMBS exposure
- BDCs — business development companies
- AI & tech CMBS exposure tool — tenant-level technology and AI exposure across CMBS
- API documentation — programmatic access
- Facts index and llms.txt — machine-readable manifests for agents
Need the read for a specific position? Email cairn+llms@cmdrvl.com — name the CUSIP or seat and Cairn writes back with the position's read and the source receipts.
Machine-Learning Datasets
Leakage-safe, SEC-derived benchmarks for machine learning on CMBS loan performance. Live research copies are free on Hugging Face under a non-commercial license; commercial use is licensed directly through CMD+RVL. Descriptor-only shapes are published with ODPS metadata before the data files go live. For access or a commercial license, email cairn+llms@cmdrvl.com.
External dataset
CMBS Special-Servicing Transfer Early-Warning
CC-BY-NC 4.0 (research) - commercial terms on requestHugging Face - @commandreveal
Leakage-safe flat benchmark: predict which CMBS loans transfer to special servicing within 12 months, using only point-in-time SEC-disclosed features. For TabPFN, AutoML, XGBoost, and credit-risk work.
Live research copy
CMBSspecial servicingmachine learningloan performance predictionTabPFNtabularcredit riskSEC EDGAR
External dataset
CMBS Special-Servicing Event Sequences
Research license planned - commercial terms on requestDealcharts descriptor - EXP-014 shape B
Per-loan event-sequence shape for transfer timing models and temporal credit-risk research. Data file in preparation; descriptor and ODPS metadata are public.
Descriptor - in preparation
CMBSspecial servicingevent sequencesmachine learningtemporal modelingcredit riskSEC EDGAR
External dataset
CMBS Special-Servicing DuckDB Pack
Research license planned - commercial terms on requestDealcharts descriptor - EXP-014 shape C
LLM-native DuckDB research pack for local analytics, citation-ready retrieval, and transfer-risk experiments. Data file in preparation; descriptor and ODPS metadata are public.
Descriptor - in preparation
CMBSspecial servicingDuckDBLLM retrievalmachine learningcredit riskSEC EDGAR
Dataset Overview
Dealcharts organizes public filings, deals, and counterparties into datasets you can explore, cite, and query through public facts endpoints.
Each dataset carries provenance — source, author, timestamp — ensuring every point can be traced to where it came from.
Featured Dataset Registry
| Dataset | Description | Source | Update Frequency | Status |
|---|
| CMBS Deals | Details of commercial mortgage-backed securities deals, shelves, tranches, and counterparties. | SEC EDGAR (424B, 10-D) | Weekly | Live |
| ABS Auto Deals | Auto loan and lease securitizations, with performance and delinquency metrics. | SEC EDGAR | Weekly | Live |
| Fund Holdings with CMBS Exposure | Crosswalk of mutual fund holdings mapped to CMBS tranches. | NPORT-P Filings | Monthly | Live |
| Entity Registry | Issuers, servicers, trustees, funds, and sponsors normalized across filings. | Derived | Rolling | In Progress |
| Verification Events | Records of confirmed profiles, contributor links, and corrections. | Dealcharts internal | Continuous | Pilot |
| Context Creation Corpus | Verified explanations and rationales captured with provenance. | Verified submissions | TBD | Planned |
Verification fees support continued open access and coverage expansion.
Coverage Notes
-
Data originates from public sources (e.g., EDGAR) and curated references.
-
Static CSV exports are generated at build time for deal and BDC records.
-
Facts JSON carries the machine-readable per-entity shape for deals, BDCs, funds, and CLOs.
-
/datasets/_meta.json
documents source, license, URL patterns, counts, and CSV columns.
Access
- Browse on this site through entity, deal, shelf, fund, BDC, and stats pages.
- Download generated CSVs from
/datasets/{deal-key}.csv
and /datasets/bdc-{ticker}.csv
.
- Pull structured facts from
/llm/facts/{deal-key}.json
, /llm/facts/bdc-{ticker}.json
, and /llm/facts/fund/{fund-key}.json
.
Per-Deal Downloads
Download individual deal files in the formats that exist today:
- Deal CSV:
/datasets/{deal-key}.csv
- generated per-deal CSV. CMBS files include pool metrics; Auto ABS files include deal identity fields until ABS metric exports are available.
- BDC CSV:
/datasets/bdc-{ticker}.csv
- generated per-BDC CSV from public filings.
- Facts JSON:
/llm/facts/{deal-key}.json
- machine-readable facts for LLMs, APIs, and citation workflows.
- Export manifest:
/datasets/_meta.json
- source, license, counts, URL patterns, and CSV column dictionaries.
- CMBS watchlist transition contract:
/datasets/cmbs-watchlist-transitions.json
- schema-ready JSON contract for newly watchlisted and removed-from-watchlist loan rows. Current row count is zero until upstream watchlist flags are exported.
Example URLs
https://dealcharts.org/datasets/wfcm2025-c65.csv
https://dealcharts.org/llm/facts/wfcm2025-c65.json
https://dealcharts.org/datasets/_meta.json
Data Use & Attribution
-
Attribution required: "Source: Dealcharts.org" with link to page.
-
Datasets may not include personal or confidential information.
-
Learn more in Disclosures and Privacy.
Developer Access
Public paths that work now are documented at /api/
. For a custom bulk pull or a commercial package, email cairn+llms@cmdrvl.com with the CUSIPs, funds, issuer, asset class, or date range you need.