The Autoloan Lake Is Full (And the Site Is Live)
After a few weeks of downloading XML from EDGAR on a Hetzner box that cost about as much as a burrito bowl per day, the autoloan panel is complete: every filing month from 201611 through the current month, loan-level Parquet on R2, no gaps.
This post is the public version of that milestone — and the announcement that Ben’s Field Notes is live.
What shipped
Data lake (private):
- Full ABS-EE autoloan history — every filing month from 2016 through present
- Monthly ingest catalogs and a VM runbook so backfills don’t depend on my laptop staying awake
This site:
- Auto Loan Credit — ABS-EE Panel — delinquency and pool stats from the lake
- Bank Lending Standards — SLOOS — Fed senior loan officer survey
- Background on what ABS-EE is if you’re new here
Charts are pre-aggregated at deploy time and rendered as interactive Observable Plot visualizations. The R2 bucket stays private; data is embedded into the page at build time.
What’s running next
Autoloan was the first Schedule AL class because the schema is well understood and the filings are manageable on a 2 GB VM with swap.
The same pipeline now supports the other Reg AB II asset classes: auto leases, commercial mortgages, residential mortgages, and debt securities. Autolease is running next — watching storage growth before committing to RMBS, where individual filings can be gigabytes.
How to read the autoloan dashboard
The live dashboard aggregates servicer-reported loan status across every trust that filed in a given month. It’s a sample of securitized auto credit, not the whole US auto market.
Useful for:
- Cross-issuer delinquency trends in filed pools
- Comparing filing volume and coverage month to month
Not useful for:
- Bank-held loans that never hit a securitization trust
- Real-time credit decisions (filings lag the reporting period by weeks)
More notes when there’s something worth writing — or when RMBS finishes and I need a place to complain about XML file sizes.