ABS-15G Repurchase Demand Reports

ABS-15G reports, filed by securitizers under Rules 15Ga-1 and 15Ga-2 on demands to repurchase loans out of a securitisation. The signal is the negative space: EDGAR records three 'no activity' checkboxes in the filing header, so a report with none of them checked is one where investors actually demanded loans be bought back.

edgar_abs_securitizer_reports - the dataset name to pass to the Obscura API.

What one row means

One **Form ABS-15G** report - the Dodd-Frank Section 15G disclosure a securitizer must make about the representations and warranties on its asset-backed deals, and about the third-party due diligence performed on them. The form carries two different obligations, and `abs_rule` says which: * **`RULE-15GA1`** - the periodic (initial / quarterly / annual) report of **repurchase demands** made on the securitizer for breaches of its representations and warranties. This is the repurchase-demand history: which securitizer, which asset class, which reporting period, and - the column that matters - whether it had anything to report at all. * **`RULE-15GA2`** - the findings and conclusions of a third-party due diligence provider, furnished at the time of a rated ABS offering. # WHAT IS STRUCTURED HERE IS THE HEADER, AND THAT IS WHERE THE SIGNAL IS The body of an ABS-15G is HTML prose, and where a securitizer HAS activity to report the detail arrives as a free-form exhibit table whose shape varies by filer (`REPURCHASE REPORTING`, `AMC EXCEPTION GRADES`, `AMC DATA COMPARE`, …). None of that is a schema, and nothing here invents one. **But EDGAR structures the three no-activity checkboxes itself**, in the submission header, as `<NO-INITIAL-PERIOD-ACTIVITY>`, `<NO-QUARTERLY-ACTIVITY>` and `<NO-ANNUAL-ACTIVITY>` - and they mirror the form's own boxes exactly. `Y` means the securitizer certified it had NO repurchase activity for that period; a `RULE-15GA1` filing with none of them set is a securitizer that DID. That is `reports_repurchase_activity`, and it is the whole repurchase-demand history reduced to one boolean per securitizer per period with no HTML parsing at all. Measured on the 2024-02-14 dissemination day: 152 ABS-15G filings, 147 under Rule 15Ga-1, of which **3 report activity** and 144 certify none. # FOUR PARTIES, ONE ROW EDGAR's header carries up to four separate blocks - `FILER:`, `DEPOSITOR:`, `SECURITIZER:`, `ISSUING ENTITY:` - which are frequently, but not always, the same company. Each is kept as its own CIK/name pair, because the depositor of a shelf and the trust that issued one deal off it are different legal entities and collapsing them would destroy the join. See `docs/datasets/edgar_abs_securitizer_reports.md` and `docs/availability/edgar_abs_securitizer_reports.md`.

One row per One row per ABS-15G or ABS-15G/A submission, keyed by its ACCESSION. The key is the accession and NOT the archive path because EDGAR indexes the submission under one path PER associated party and this form names up to four: measured over three dissemination days spanning 2024-2026, 376 submissions occupy 402 index rows - 363 with one path, 2 with two, 10 with three and 1 with four. Keying on the path would count one Toyota report three times, once as the filer, once as the depositor and once as the issuing entity. The other parties are their own columns on the same row, never extra rows..

Point-in-time availability

Every Obscura dataset carries available_date: the calendar day the publisher made the row available, day-of, with no session rounding. It is the one column a backtest filters on, and it means the same thing on every dataset in the catalog.

For edgar_abs_securitizer_reports: filing_join: available_date is the EDGAR DISSEMINATION day, taken from the bronze object's own day partition, never from the header's FILED AS OF DATE. WHY: SEC back-dates FILED AS OF DATE on 4.88 % of the EDGAR corpus, so no collector here may read it as an availability date - but this family is measurably NOT one of the offenders. On the 2024-02-14 dissemination feed all 152 ABS-15G submissions carry FILED AS OF DATE == the dissemination day, zero lag, and the form has no embargo: Rule 15Ga-1 reports are due on a fixed calendar (Feb 14 / quarterly) and are disseminated the day they are filed. The rule is nonetheless the object's own partition, because that is the one mechanism the whole EDGAR family shares and a 4.88 % corpus-wide defect is not something to opt out of on a 152-filing sample. Evidence class B; see docs/availability/edgar_abs_securitizer_reports.md. period_start/period_end are the Rule 15Ga-1 REPORTING WINDOW and are never availability anchors.

Refresh cadence

Obscura refreshes edgar_abs_securitizer_reports every 6 hours - the most frequent scheduled job that re-collects or re-exports it. This is Obscura's own pipeline cadence, not the upstream publisher's release schedule; when a row became public is recorded per row in available_date.

Schema - 31 columns

The full public column list for edgar_abs_securitizer_reports, with the meaning of every field. The same schema is served unauthenticated at https://api.obscura.trade/v1/catalog/edgar_abs_securitizer_reports.

Access edgar_abs_securitizer_reports

Two delivery paths, one identifier. Both require an Obscura account and an active subscription; the catalog entry and the schema above are public.

import obscura

client = obscura.Client("obs_live_…")

df = client.query(
    dataset="edgar_abs_securitizer_reports",
    symbols=["NVDA", "AAPL"],
    start="2024-01-01",
)

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