U.S. Marketplace Consumer Loan ABS Index: August 2026
Monthly Overview
KBRA’s U.S. Marketplace Consumer Loan ABS Index showed a month-over-month (MoM) improvement in annualized net losses, while delinquencies moved modestly higher. Annualized net losses fell 157 basis points (bps) MoM to 11.27%, reversing July’s increase. Meanwhile, the 30+ day delinquency rate increased 38 bps MoM to 4.89%. Both metrics remained below year-ago levels, with annualized net losses and the 30+ day delinquency rate down 148 bps and 95 bps year-over-year (YoY), respectively (see Figure 4 and Figure 5).
Current index values as well as MoM and YoY changes are presented in the table below. The data shown in this report and other index metrics can be found here.
About the Indices
KBRA’s MPL Index is a rolling index that KBRA calculates each month using monthly credit performance data from all outstanding securitized collateral pool observations…
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