AltFi Data Marketplace Lending Returns Seasoning Exposure

Published on February 10, 2017

Chart of the week W06-2017: In this week’s chart we compare the seasoning exposure of our industry benchmark with the aggregate seasoning exposure of the combined loanbooks of Funding Circle, Zopa, RateSetter and MarketInvoice. The AltFi Data Marketplace Lending Returns Index uses an equal vintage weighting methodology which assumes an equal investment in each quarterly vintage. This chart illustrates how rapid growth in originations skew the seasoning exposure to very unseasoned loans.