What is the source of your auto ABS data?

Auto loan data are based on loan-level disclosure data (Form ABS-EE) that issuers of publicly registered U.S. auto asset-backed securities are required to file with the Securities and Exchange Commission. These filings, available through the SEC’s EDGAR system, contain standardized monthly reporting on each loan underlying an ABS transaction, including borrower credit characteristics, loan terms, collateral details, and ongoing performance. Data coverage begins in 2017, when Regulation AB II made such loan-level filings mandatory. You can learn more about these filings at the SEC’s EDGAR portal:

https://www.sec.gov/edgar/searchedgar/companysearch.html.

How do you ensure the integrity of such a large and complex dataset?

The database consolidates more than 25.5 million unique auto loans, each reported monthly with 72 data fields. To ensure reliability, a systematic data-cleaning process is applied before analytics are produced. This includes deduplication of loan records, normalization of field formats across issuers, and exclusion of incomplete or clearly erroneous entries (such as negative balances or outliers several orders of magnitude outside expected ranges). These steps are consistent with best practices in managing very large financial datasets and are designed to bolster the accuracy and usability of the analytics presented here.

Is the data free to access?

Yes! Charts and summary analytics are publicly available through this site. Advanced datasets and extended analysis may be made available in the future.

Can I request customized analysis?

Yes. Please use the contact form to inquire about specific datasets, analyses, or collaborations.

What is the Consumer Credit Matters newsletter?

The Consumer Credit Matters newsletter provides data-driven commentary and analysis for consumer credit and structured finance professionals. Published on LinkedIn, each issue covers timely topics such as auto ABS performance, credit card lending trends, student loan policy developments, and the intersection of consumer credit with broader economic and regulatory shifts. The newsletter is followed by thousands of industry professionals, including investors, issuers, and analysts, and has become a trusted source for insights that combine rigorous data analysis with practical market perspective. Past issues are available through LinkedIn and archived on this site.

Where can I listen to the Consumer Credit Matters podcast?

The Consumer Credit Matters podcast extends the conversation from the newsletter into in-depth discussions with industry executives, analysts, and thought leaders. Episodes explore the dynamics of consumer lending, securitization, and credit risk management, often featuring case studies and market perspectives directly from practitioners. The podcast is available on YouTube, Spotify, and Apple Podcasts, with short-form clips shared on LinkedIn to highlight key insights. Each episode is designed to provide structured finance professionals and credit analysts with context, analysis, and practical takeaways from across the consumer credit ecosystem.