dv01

S. Second Lien market. Powered by loan-level data, the benchmark is anonymized, standardized, and AI-ready.

Built from dv01’s role as Loan Data Agent and from Fitch Ratings–rated transactions, the benchmark aggregates approximately 200,000 loans, representing more than $15 billion in original line of credit origination balances and $10 billion in outstanding balances since 2009. The benchmark reflects dv01’s standardized data model, which maps and normalizes hundreds of issuer-reported loan and deal-level attributes into 15 consistent reporting fields, while preserving underlying reported values for deeper analysis. Delivered in a consistent, analysis-ready schema, the dataset enables advanced modeling, benchmarking, and AI-driven insights into origination trends, borrower credit quality, delinquency, prepayment, and loss dynamics.

Users can query, visualize, and integrate the data directly within Snowflake to support machine learning pipelines, portfolio optimization, and risk analysis workflows. Start your free trial today with a 1% sample of our benchmark, made available in your Snowflake warehouse immediately.