Geographic Risk Map
Auto ABS origination volume and credit risk by state. Click a state to drill down. Switch metrics with the selector.
Featured Dashboards
Interactive analytics built from loan-level SEC filings
The State of Auto — Issuer Matrix
Cross-issuer comparison of pool size, seasoning, delinquency, FICO composition, vehicle age, and loan size for all 20+ issuers tracked from SEC ABS-EE filings.
Subprime Flow of Funds — Markov Chain
Balance-weighted one-month transition probabilities across delinquency states for FICO < 660 loans across 17 issuers. Shows exactly where every dollar flows each month.
Subprime Roll Rate Matrix
Balance-weighted transition probability matrix showing cure, roll, and chargeoff rates across all delinquency states for subprime auto ABS pools.
What You Get
Comprehensive auto ABS analytics derived from SEC filings
Vintage Loss Curves
Track cumulative losses by origination vintage across every major issuer.
Markov Transition Chains
Balance-weighted delinquency state flows showing exactly where dollars move each month.
Roll-Rate Heatmaps
Transition probability matrices revealing cure, roll, and chargeoff dynamics.
Issuer Scorecards
Executive-level snapshots of pool health with sparkline trends and percentile ranks.
FICO Distributions
Credit composition breakdowns by issuer showing balance concentration across score bands.
Full Issuer Coverage
Ally, BMW, CarMax, Carvana, Exeter, Ford, Honda, Santander, Toyota, and more.
Pricing
Choose the plan that fits your analytical needs