Data Downloads
The numbers behind the charts, as CSVEach file is written from the same figures the charts draw, every time the data update, and opens with a few comment lines that say what it is, where it comes from, the month it runs through and how to cite it. Rates are fractions (0.05 is 5%). The methodology defines every series.
Auto Loan ABS — Delinquency
Share of active loans past due at month end, counted loan by loan across each shelf's deals. Methodology
Auto Loan ABS — Annualized Net Loss
Net losses in the collection month, annualized, over the pool balance, summed across each shelf's deals. Methodology
Auto Loan ABS — First-Time Repossessions
Loans repossessed for the first time in the month over the loans at risk at its start. Methodology
Auto Loan ABS — Recovery on Defaulted Loans
Cash collected on loans that defaulted in four consecutive quarters, within 12 (or 6) months of default and net of repossession and sale costs, over the balance owed the month before default. Methodology
Auto Lease ABS — Delinquency
Dollars past due at month end over the pool balance, as the servicers report them, summed across each shelf's deals. Methodology
Auto Lease ABS — Annualized Credit Net Loss
Credit net losses in the collection month, annualized, over the pool balance, summed across each shelf's deals. Methodology
Auto Lease ABS — Turn-in Rate
Share of leases reaching their scheduled end whose vehicle is returned rather than bought, as each servicer states it; the shelf figure combines its deals, each weighted by its leases reaching scheduled end. Methodology
Auto Lease ABS — Residual Gain (Loss) on Vehicles Sold
The servicer's gain or loss on the leased vehicles it sold in the month, as a share of the residual value it measures them against, summed across each shelf's deals. Methodology
Credit Card ABS — Master Trust Performance
Each trust's own figures, which the trusts define differently. Methodology
Macro Indicators
The series the Macro page charts, as published by their sources (levels, not transforms); the figures belong to those sources and are public US government or Federal Reserve data unless the source says otherwise.
import pandas as pd
df = pd.read_csv("https://data.consumercreditmatters.com/download/auto-loan-delinquency.csv", comment="#")Licence and citation
The files are published under Creative Commons Attribution 4.0 (CC BY 4.0):
use, share and build on them freely, for any purpose, with attribution to Consumer Credit Matters. Each file's
Cite as line gives the form: Consumer Credit Matters, “dataset”, data through month, file address.
The ABS figures are compiled from public filings with the U.S. Securities and Exchange Commission (Forms ABS-EE and 10-D).
The macro file carries the dashboard's series whose publishers are US government bodies, the Federal Reserve or
others that allow redistribution; those figures remain their publishers' and should be credited to them as the
source column names them. A few series the Macro page shows under their owners' terms are not in the file;
the file's header lists them.
Links to a file address are welcome. The files are rewritten in place as new data arrive, so a cited “data through” month identifies the vintage. Changes to a definition or to coverage are dated on the changelog.