Fitch Special Report: U.S. RMBS Disclosure of 2Q'11 Non-Prime Loan Pool Information

NEW YORK--(BUSINESS WIRE)--Fitch Ratings has published a special report on Disclosure of Loan Pool Information for U.S. residential mortgage-backed securities (RMBS) for the second quarter of 2011 (2Q'11). The report is available at 'www.fitchratings.com' or by clicking on the link below.

The report includes all U.S. RMBS non-prime residential mortgage loan pools reviewed by Fitch during April 2011 through June 2011 for the potential of issuing long-term ratings. Non-prime residential mortgage loan pools may include the following: Alternative A (Alt-A), Subprime, Closed-End Second Lien, Home Equity Lines-of Credit (HELOC), High Loan-to Value (HLTV), Option ARMs/Negative Amortization loans, Reverse Mortgages, Scratch & Dent, Re-Performing, Non-Performing, and other non-prime RMBS mortgage loans. The report does not include pools collateralized by RMBS bonds.

During 2Q'11, Fitch did not review any non-prime residential mortgage loan pools for the potential of issuing long-term ratings.

Additional information is available at 'www.fitchratings.com'.

Applicable Criteria and Related Research: Disclosure of Loan Pool Information - Apr 2011 - Jun 2011

http://www.fitchratings.com/creditdesk/reports/report_frame.cfm?rpt_id=645389

ALL FITCH CREDIT RATINGS ARE SUBJECT TO CERTAIN LIMITATIONS AND DISCLAIMERS. PLEASE READ THESE LIMITATIONS AND DISCLAIMERS BY FOLLOWING THIS LINK: HTTP://FITCHRATINGS.COM/UNDERSTANDINGCREDITRATINGS. IN ADDITION, RATING DEFINITIONS AND THE TERMS OF USE OF SUCH RATINGS ARE AVAILABLE ON THE AGENCY'S PUBLIC WEBSITE 'WWW.FITCHRATINGS.COM'. PUBLISHED RATINGS, CRITERIA AND METHODOLOGIES ARE AVAILABLE FROM THIS SITE AT ALL TIMES. FITCH'S CODE OF CONDUCT, CONFIDENTIALITY, CONFLICTS OF INTEREST, AFFILIATE FIREWALL, COMPLIANCE AND OTHER RELEVANT POLICIES AND PROCEDURES ARE ALSO AVAILABLE FROM THE 'CODE OF CONDUCT' SECTION OF THIS SITE.