Fitch Special Report: U.S. RMBS Disclosure of 3Q'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 third quarter of 2011 (3Q'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 July 2011 through September 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 3Q'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

http://www.fitchratings.com/creditdesk/reports/report_frame.cfm?rpt_id=653894

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