Abs Loan Level MCP server

@pipeworx/abs-loan-level

US auto loan / auto lease securitization (ABS) trust delinquency — pre-aggregated monthly rollups derived from SEC EDGAR's Reg AB II asset-level disclosure (Form ABS-EE), by trust and by sector.

Part of Pipeworx — an MCP gateway connecting AI agents to 1558+ live data sources.

Tools

• abstrusts(sponsor?, assetclass?) — list tracked trusts, filterable by sponsor/depositor name or asset class. Use to find the exact trust name the other two tools need.
• abstrustperformance(trust, months=12) — one trust's delinquency-bucket history (loan count, balance, weighted-average APR/FICO per bucket) over its most recent N reporting months.
• abssectordelinquency(asset_class, months=12, originator?) — sector-wide delinquency by month, aggregated across every tracked trust in one asset class, optionally narrowed to one sponsor/originator.

Auth

Keyless — callers need no credential of their own. Queries are answered from pre-computed rollups rather than by parsing EX-102 exhibits at request time, so a call returns in milliseconds regardless of how large the underlying filing was.

Data sources

• / — EDGAR full-text search, used by the ingest cron (workers/scraper/src/abs_ee.ts) to discover ABS-EE filings.
• Each filing's EX-102 exhibit (asset-level XML, https://www.sec.gov/Archives/edgar/data///) — the underlying loan-level source. We never persist this raw data. Reg AB II re-discloses the full current pool every month regardless of issuer size — a single filing runs 100-250MB / 30-80k loan rows, and at ~435 auto loan+lease filings/month that's ~157GB/year of Postgres growth, ~150x the single unbatched load that already crashed production once (fleet #172/#173). See docs/pack-build-queue.md#dd-07-abs-loan-level for the full measured numbers and fleet #622 (probe) / #666 (build) for the decision trail.

What this pack does NOT do

• No loan-level drill-down. There is no "which trusts hold loans originated by Lender X in a given state" query. That's an inversion over individual loans, which needs the raw data this pack deliberately excludes. originator on abssectordelinquency filters by the trust's sponsor/depositor name (most captive-finance auto trusts are effectively single-originator, so this is close to the same answer for the common case) — it is not a per-loan lookup.
• No CMBS. ABS-EE also covers commercial mortgage trusts; they're discovered and logged (for coverage visibility) but never downloaded or rolled up. Not in scope for this pack.
• No RMBS. Non-agency RMBS is issued 144A-exempt and never files ABS-EE at all — confirmed empirically against the full filing corpus, not assumed.

Rollup definition (so numbers are reproducible, not a black box)

delinquencybucket is derived from the SEC schema's currentDelinquencyStatus (an integer days-past-due count, not a pre-bucketed code — verified against a live 197MB sample) plus zeroBalanceCode (a schema-defined enumerated code that differs between auto loan and auto lease — see workers/scraper/src/absee.ts header for both code tables) and, for auto loan only, repossessedIndicator:

Shortened. The full README is on GitHub.