ABS-15G 1 e8143abs15g.htm ASSET-BACKED SECURITIZER REPORT

OMB Number: 3235-0675

UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549

FORM ABS-15G

ASSET-BACKED SECURITIZER
REPORT PURSUANT TO SECTION 15G OF
THE SECURITIES EXCHANGE ACT OF 1934

 

Check the appropriate box to indicate the filing obligation to which this form is intended to satisfy:

____Rule 15Ga-1 under the Exchange Act (17 CFR 240.15Ga-1) for the reporting period______________ to _________________

Date of Report (Date of filing) __________________

Commission File Number of securitizer: __________________

Central Index Key Number of securitizer:__________________

 

Name and telephone number, including area code, of the person
to contact in connection with this filing

Indicate by check mark whether the securitizer has no activity to report for the initial period pursuant to Rule 15Ga-1(c)(l) [ ]

Indicate by check mark whether the securitizer has no activity to report for the quarterly period pursuant to Rule 15Ga-1(c)(2)(i) [ ]

Indicate by check mark whether the securitizer has no activity to report for the annual period pursuant to Rule 15Ga-1(c)(2)(ii) [ ]

   X    Rule 15Ga-2 under the Exchange Act (17 CFR 240.15Ga-2)

Central Index Key Number of depositor: 0000802106

                                      CSMC 2020-AFC1 Trust                                      
(Exact name of issuing entity as specified in its charter)

Central Index Key Number of issuing entity (if applicable): Not applicable

Central Index Key Number of underwriter (if applicable): Not applicable

Oliver Nisenson, President, (212) 538-8984

Name and telephone number, including area code, of the person
to contact in connection with this filing

FINDINGS AND CONCLUSIONS OF THIRD-PARTY DUE DILIGENCE REPORTS

Item 2.01 Findings and Conclusions of a Third Party Due Diligence Report Obtained by the Issuer

The disclosures required by Rule 15Ga-2 (17 CFR 240.15Ga-2) are attached as Exhibits to this Form ABS-15G. Please see the Exhibit Index for the related information.

 

 

Exhibits

 

99.1 Clayton Services LLC (“Clayton”) Narrative
99.2 Clayton Loan Level Tape Compare
99.3 Clayton Non ATR QM Upload
99.4 Clayton Rating Agency ATR QM Data Fields
99.5 Clayton Valuations Summary
99.6 Clayton Waived Conditions Summary
99.7 Clayton Conditions Report
99.8 Opus Capital Markets, LLC (“Opus”) Narrative
99.9 Opus Exception Report
99.10 Opus Grading Summary
99.11 Opus Data Compare Report
99.12 Opus Valuation Report
99.13 Opus ATR Report
99.14 AMC Diligence, LLC (“AMC”) Executive Summary
99.15 AMC Rating Agency Grades
99.16 AMC Exception Grades
99.17 AMC Valuation Summary
99.18 AMC Data Compare

 

SIGNATURES

 

Pursuant to the requirements of the Securities Exchange Act of 1934, the reporting entity has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized.

 

    CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP.
       
       
Date:  January 31, 2020 By:   /s/ Oliver Nisenson
    Name: Oliver Nisenson
    Title: President

 

EXHIBIT INDEX

 

 

Exhibit Number

 

99.1 Clayton Narrative
99.2 Clayton Loan Level Tape Compare
99.3 Clayton Non ATR QM Upload
99.4 Clayton Rating Agency ATR QM Data Fields
99.5 Clayton Valuations Summary
99.6 Clayton Waived Conditions Summary
99.7 Clayton Conditions Report
99.8 Opus Narrative
99.9 Opus Exception Report
99.10 Opus Grading Summary
99.11 Opus Data Compare Report
99.12 Opus Valuation Report
99.13 Opus ATR Report
99.14 AMC Executive Summary
99.15 AMC Rating Agency Grades
99.16 AMC Exception Grades
99.17 AMC Valuation Summary
99.18 AMC Data Compare