CMBS Schedule AL - XML

# Overview

This dataset contains Schedule AL data from Edgar Form ABS-EE filings for 230+ CMBS deals across 9,500+ filings (monthly). The earliest reported period is 2016-11-07. The dataset is updated daily to capture all future ABS-EE filings as they are published in Edgar.

# Scope and Value

The Schedule AL is a statement of disclosure of assets and liabilities and is part of Reg AB II Asset-level Requirements Compliance that went into effect on November 23, 2016.

Form ABS-EE is a form that issuers of asset-backed securities use to file exhibits EX-102 (Asset Data File) and EX-103 (Asset Related Document). More information can be found at https://www.sec.gov/oit/announcement/regabii-asset-level-requirements-compliance and https://www.sec.gov/divisions/corpfin/guidance/form-abs-ee-interps.

All Conduits since 2018 are represented in this dataset along with information about their loans and properties. This dataset contains the original XML submission, no processing has been done whatsoever to the data submitted.

# Sample Table and Schema

The schema includes Edgar identifiers and timestamps along with the XML filed for each submission:

CIK<br/>COMPANY_NAME<br/>FILING_ID<br/>FILING_DATE<br/>CREATED_AT<br/>FORM_SUBMISSION_ID<br/>HEADER_JSON<br/>SRC_XML

The full list of 287+ deals included in the dataset are [organized by vintage (year of origination) on dealcharts.org](https://dealcharts.org/capitalmarkets/abs/cmbs/vintage/).

The link to the documentation contains field names, types and descriptions for both asset level information and property level information available in the XML file.

# Data Sources

This dataset is a paid dataset however the data itself is freely available on the edgar sec.gov site and many other sites: [https://www.sec.gov/edgar/browse/?CIK=1950141](https://www.sec.gov/edgar/browse/?CIK=1950141). The cost associated with this dataset is for the data pipelines to extract this data from Edgar system on a daily basis, simple quality checks and basic transformations, and loading this data into Snowflake data warehouse.

# Related Datasets

The free [CREFC IRP Legend Crosswalk Tables](https://app.snowflake.com/marketplace/listing/GZT0ZYQ5636/cmd-rvl-command-reveal-crefc-irp-legend-crosswalk-tables?originTab=provider&providerName=CMD%252BRVL%2520(Command%2520Reveal)&profileGlobalName=GZT0ZYQ5618) is a companion dataset to this one which provides crosswalk tables to lookup the various CREFC codes into friendly names and descriptions. [CREFC IRP Standard: Commercial Mortgage-Backed Securities Data](https://app.snowflake.com/marketplace/listing/GZT0ZYQ563A/cmd-rvl-command-reveal-crefc-irp-standard-commercial-mortgage-backed-securities-data) is an example downstream dataset which has the XML from this dataset parsed into structured tables that match the [CREFC IRP standards](https://www.crefc.org/cre/cre/content/learn/irp/archives/crefc-irp-8-4.aspx).

# Examples

Data from this dataset is used to power some pages on [https://dealcharts.org](https://dealcharts.org/), for example [BMARK 2024-V10 - Charts and Resources](https://dealcharts.org/capitalmarkets/abs/cmbs/bmark2024-v10/). Also find [a Count.co canvas that allows the user to explore the amount of multifamily collateral in a given CMBS deal](https://count.co/canvas/Df2wE081wBE).

# Metadata

Use the search bar on [https://discover.cmdrvl.com](https://discover.cmdrvl.com/) to find tables and columns in this dataset and many others along with other valuable metadata.

搜集汇总

背景与挑战

背景概述

该数据集收录了230多笔CMBS交易的Schedule AL资产负债表数据，包含9500多份自2016年11月起每月申报的ABS-EE文件原始XML记录，数据每日更新。虽然原始文件可在SEC官网免费获取，但本数据集提供了从EDGAR系统每日提取、基础质量检查并加载至Snowflake数据仓库的付费服务。