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Estimated Principal Repayments for Asset-backed Securities (ABS)


Using the June 2006 Report of Foreign Holdings of U.S. Securities (TIC Form SHLA) data as a basis, revised estimates of asset backed securities (ABS) prepayments dating from July 2005 - June 2007 have been compiled. The results show that on average, Agency ABS prepayments were previously underestimated by about $370 million per month and corporate ABS prepayments were underestimated by about $800 million per month.

Last Updated: 11/3/2010 9:52 PM