Current exposure
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Auto ABS | Premium View
Market aggregate
Published market view active. All product types included. Open a cohort page to narrow by vintage.
Coverage
Start with the latest complete published coverage balance summary, spanning the latest completed month plus the prior two months. The reporting table updates as newly applied issuer reports clear the trusted pipeline through the latest completed calendar month, while analytical visuals remain pinned to the release month.
Auto TearSheet
Use the Filters panel on the right to set issuer, credit, collateral, term, LTV, vintage, and other filters. Then generate the tear sheet from the current dashboard filters.
Roll Rates
Compare monthly balance migration across issuers or borrower and collateral segments. Right-rail FICO, term, LTV, and product filters define comparable loans before each roll rate is calculated.
Hidden component lines represent of starting balance across the displayed history, never more than the hide-up-to budget. The Total line includes all supported lines. With Issuer selected, the right-rail company selection is applied first. When that selection is All issuers, all published issuers are compared while the other right-rail filters stay active.
Loss & Vintage
Follow losses, recoveries, delinquency, principal reduction, and remaining balance as origination vintages season, with optional borrower and collateral breakouts.
Each line uses one fixed cohort population and stops at the last MOB retaining at least 80% of its original balance. Coverage is shown in the tooltip and table; no missing performance is filled forward. Segment comparisons require one vintage year.
Characteristics
Rank current and original balances or delinquency rates across borrower, loan, and collateral characteristics.
Issuer Compare Table
Compare issuers across the selected segment dimension. Use the issuer picker to narrow the list or let the workbench pull the five largest issuers for the selected cut.
Transition Drill Table
Inspect transition flow by premium segment, with chart mode emphasizing where balances are moving and table mode exposing the detailed state pairs.
Geographic Drill Table
Break out state-level exposure and chargeoff depth by the selected segment dimension. Premium and Enterprise subscribers can export the approved aggregate rows for offline work.
Premium Explorer
Auto Intelligence
One ranked read of delinquency dollars, underwriting drift, comparable vintages, servicing momentum, extension pressure, and first-seen trust seasoning across non-lease auto loans, using each published panel's supported issuer and credit filters.
Loss Surface
Interactive 3D view of cumulative loss rates across months on book, with the comparison axis switchable between vintage year, FICO bucket, and LTV bucket.
Composition
Current portfolio balance breakdown by credit score bucket within the selected issuer segment and credit filters.
Delinquency Trend
30+ day delinquency rate by vintage over months on book. Lines end where vintage data ends.
Delinquency History
Share of active balance sitting in each delinquency bucket at the start of every report month, compared across the market, issuer segments, FICO tiers, or issuers. Severity buckets follow the transition states (1-29, 30-59, 60-89, 90+ days past due). Switch the view to month-over-month or year-over-year changes, or to a stacked mix of the 1-29 / 30-59 / 60+ buckets.
Credit Benchmark
Issuer delinquency against the market benchmark. Select a FICO band to hold coarse credit mix constant; All Bands is the unadjusted headline comparison. Panel by the four DQ severities for one credit band, or by the four core FICO bands at one severity. The FICO scope comes from this page's band control (the dashboard credit filter does not apply here); issuer lines follow the issuer filter, and with no selection the largest books in scope are shown with issuer cells under $0.25B of current band balance suppressed.
Cumulative Gross Loss
Vintage loss curves showing how cumulative chargeoff rates develop over the life of each cohort.
Incremental Gross Loss
Period-over-period change in cumulative gross loss rate by vintage. Shows when each cohort is adding the most loss.
Balance-Based Loss Frequency
Cumulative original balance of loans that have reached their first chargeoff, divided by total original cohort balance, by months on book.
Incremental Defaulted Original Balance
Month-over-month increase in original balance reaching its first chargeoff, divided by total original cohort balance.
Loss / Liquidation Proxy
Published visualization proxy of cumulative net losses relative to cumulative principal-reduction coverage by vintage. Curves begin once the published coverage proxy reaches 5 bps of original balance.
Transition Matrix
Monthly probability of a loan transitioning between delinquency states. Rows sum to 100%.
Delinquency Flow
How outstanding balance flows between delinquency states each month. Width proportional to transition balance.
Issuer Delinquency
30+ day delinquency rate by issuer for the selected filters, sorted highest to lowest.
Monthly Extensions
Current-month extension event rate by issuer, using month-end x-axis dates and the shared dashboard filters.
TTM Extension Rate
Trailing 12-month active extension exposure rate by issuer, using month-end x-axis dates and the shared dashboard filters.
Extension FICO/LTV
Latest completed month extension event rate across FICO and LTV buckets.
M+2 Bad Outcome
Extension cohorts that were 30+ delinquent by month 2 after extension or reached terminal default by month 2.
Origination Volume
Original balance by loan origination month (vintage), not the date the loan was added to a trust; only SEC-supported issuer months are included.
Origination Mix
Original-balance share by loan origination month (vintage), not the date the loan was added to a trust; each month is normalized to 100%.
Trust Add Volume
Current balance by first SEC monthly reporting month in which a loan appears (trust-add month), not loan origination month.
Trust Add Mix
Current-balance share by first SEC monthly reporting month in which a loan appears (trust-add month), not loan origination month; each month is normalized to 100%.
Issuer Risk Map
Each bubble is an issuer. X-axis is average FICO, Y-axis is DQ rate, size is portfolio balance.
Origination Mix
Original loan balance of loans still present in the latest snapshot, grouped by original term.
Geo Map
State-level metrics across the auto ABS portfolio. Choose a metric to color the map.
Distribution
Distribution of metrics across portfolio segments. Choose the grouping dimension and metric below.
Loss Curves by Group
Cumulative gross loss curves side by side for each group, showing how vintage performance diverges.
Balance Decay
How original balance transitions into remaining balance, principal paid down, and charged-off principal over time.
Use the right filter pane for exact years.
Portfolio Treemap
Hierarchical view of portfolio balance by issuer and credit score bucket. Larger rectangles represent larger positions.
Issuer Radar
All issuers, or the issuers explicitly selected in the filter drawer, compared across delinquency rates, average credit score, and portfolio size. All axes normalized 0 to 100.
Issuer Profiles
Each line is one issuer drawn across five dimensions. Color intensity reflects delinquency rate.