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Subprime auto 60+ day delinquency

Share of subprime auto loans 60+ days delinquent.

Current readingas of 2026-Q1
32-year record (per Fitch / Cox Auto)
Position in historical range
2.5 (2015)med 4.26.5 (2026)

Reading

The household-balance-sheet signal that surfaces first because the loans are short-tenor and the marginal borrower has no buffer.

Thresholds

  • watch6 above the post-GFC stress band
  • alarm7 approaches GFC-era subprime stress levels

Context

Why this matters

Subprime auto 60+ day delinquencies are the household-balance-sheet stress signal that surfaces first because the loans are short-tenor (most 60–84 month) and the marginal borrower has no buffer. The mortgage market hides stress (long tenor, slow foreclosure process); the credit-card market hides stress (revolving balances mask the underlying inability to pay down); the auto market does not. When the marginal subprime borrower stops paying, the print appears within months. The 32-year record reading is not noise; it is the household-fragility floor expressed in one data series.

Who watches this

  • Cox Automotive (Jonathan Smoke) — produces the most cited monthly auto-credit data; Smoke's commentary is read across the industry
  • Fitch Ratings — publishes the structured-finance perspective on subprime auto ABS performance
  • Jim Bianco (Bianco Research) — has tracked subprime auto as a consumer-stress proxy for over a decade
  • Danielle DiMartino Booth (QI Research) — references the series in her macro-credit commentary
  • Cleveland Fed consumer-credit team — publishes the regional-fed view on household-credit stress

Recent history

60+ day subprime delinquencies broke a 32-year record in 2025 and have held above the prior 2009 peak through 2026-Q1. The average loan-term has stretched (84+ months a meaningful share of originations) which mathematically pulls forward the delinquency curve.

What would change my read

A sustained reversal would require either (a) real wage growth at the bottom quintile that closes the auto-payment-to-income gap, or (b) an actual subprime-borrower defaulting-and-clearing cycle that resets the population. The former is the counterweight-signal question; the latter typically only happens after a recession.