It is true that LC files a tremendous amount of information with the SEC. Specifically they file huge numbers of form 424B3. Sometimes several per day. These contain the basic credit info on each loan. The SEC requires this because notes based on these loans are the securities that LC sells to the public.
These documents are not in a form that is easy for you to digest, as that was not their intent. Their intent was to satisfy an SEC requirement.
Several people have written scripts to download these 424B3 files and extract info from them, so I'm sure you could do this as well.
While these documents will give you the credit info (or at least some of it), they do not give you the loan performance data.
To find these on the SEC web site, go to sec.gov and click on "company filings" in the upper right. Then in the "fast search" box type LendingClub's stock ticker symbol LC . This will take you to a page of the most recent filings, most of which will be the 424B3 forms.
If you want to download all the 424B3's, then you can do that via the web or you can use the SEC's web-based API which is a little cleaner.
Loan performance, of each loan, appears nowhere you can get I believe. ...unless you just happen to find copies of the files someone has placed somewhere accessible.
There is aggregated loan performance data in the LC 10K and 10Q filings (annual and quarterly reports), but these are aggregated in a way that almost surely makes any analysis of loans you would want to do impossible.
LC began 10 or so years ago with a great philosophy about openness, but over time that has eroded. Now they're more concerned with simply complying with SEC regulations and whatnot. Also, this published data was intended for consumption by the retail market, and the retail market is now a very small fraction of their business, which they are starving for affection.
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