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) ☐
☒ | Rule 15Ga-2 under the Exchange Act (17 CFR 240.15Ga-2) |
Central Index Key Number of depositor: 0000802106
CSMC 2021-NQM6 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
Bruce Kaiserman, Vice President, (212) 538-1962
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 Valuations Summary |
99.4 | Clayton Non-ATR QM Upload |
99.5 | Clayton Rating Agency ATR QM Data Fields |
99.6 | Clayton Conditions Report |
99.7 | Clayton Waived Conditions Summary |
99.8 | AMC Diligence, LLC (“AMC”) Narrative |
99.9 | AMC Data Compare |
99.10 | AMC Rating Agency Grades |
99.11 | AMC Valuation Summary |
99.12 | AMC Exception Grades |
99.13 | AMC Supplemental Data |
99.14 | Covius Real Estate Services, LLC (“Covius”) Executive Summary |
99.15 | Covius Data Compare Report |
99.16 | Covius Grades Report |
99.17 | Covius Rating Agency Exceptions Report |
99.18 | Covius Valuation Report |
99.19 | Covius Supplemental Data Report |
99.20 | Digital Risk, LLC (“Digital Risk”) Executive Summary |
99.21 | Digital Risk Data Integrity Report |
99.22 | Digital Risk Rebuttal Findings Report |
99.23 | Digital Risk Rating Agency Grades Report |
99.24 | Digital Risk Valuation Report |
99.25 | Digital Risk QM Status Report |
99.26 | Consolidated Analytics, Inc. (“Consolidated”) Executive Summary |
99.27 | Consolidated Loan Level Exceptions |
99.28 | Consolidated Exception Report |
99.29 | Consolidated Grading Summary |
99.30 | Consolidated Valuations Summary Report |
99.31 | Consolidated Data Compare Report |
99.32 | Consolidated Non-QM Report |
99.33 | Evolve Mortgage Services, LLC (“Evolve”) Narrative |
99.34 | Evolve Rating Agency Grades |
99.35 | Evolve Exception Detail |
99.36 | Evolve Valuation Report |
99.37 | Evolve Data Compare |
99.38 | Evolve QM ATR Data |
99.39 | Wipro Opus Risk Solutions, LLC (“Opus”) Narrative |
99.40 | Opus Exception Report |
99.41 | Opus Agency Grading Summary |
99.42 | Opus Data Compare Report |
99.43 | Opus Valuation Report |
99.44 | Opus Supplemental Data Report |
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: September 20, 2021
By: /s/ Bruce Kaiserman
Name: Bruce Kaiserman
Title: Vice President
EXHIBIT INDEX
Exhibit Number
99.1 | Clayton Narrative |
99.2 | Clayton Loan Level Tape Compare |
99.3 | Clayton Valuations Summary |
99.4 | Clayton Non-ATR QM Upload |
99.5 | Clayton Rating Agency ATR QM Data Fields |
99.6 | Clayton Conditions Report |
99.7 | Clayton Waived Conditions Summary |
99.8 | AMC Narrative |
99.9 | AMC Data Compare |
99.10 | AMC Rating Agency Grades |
99.11 | AMC Valuation Summary |
99.12 | AMC Exception Grades |
99.13 | AMC Supplemental Data |
99.14 | Covius Executive Summary |
99.15 | Covius Data Compare Report |
99.16 | Covius Grades Report |
99.17 | Covius Rating Agency Exceptions Report |
99.18 | Covius Valuation Report |
99.19 | Covius Supplemental Data Report |
99.20 | Digital Risk Executive Summary |
99.21 | Digital Risk Data Integrity Report |
99.22 | Digital Risk Rebuttal Findings Report |
99.23 | Digital Risk Rating Agency Grades Report |
99.24 | Digital Risk Valuation Report |
99.25 | Digital Risk QM Status Report |
99.26 | Consolidated Executive Summary |
99.27 | Consolidated Loan Level Exceptions |
99.28 | Consolidated Exception Report |
99.29 | Consolidated Grading Summary |
99.30 | Consolidated Valuations Summary Report |
99.31 | Consolidated Data Compare Report |
99.32 | Consolidated Non-QM Report |
99.33 | Evolve Narrative |
99.34 | Evolve Rating Agency Grades |
99.35 | Evolve Exception Detail |
99.36 | Evolve Valuation Report |
99.37 | Evolve Data Compare |
99.38 | Evolve QM ATR Data |
99.39 | Opus Narrative |
99.40 | Opus Exception Report |
99.41 | Opus Agency Grading Summary |
99.42 | Opus Data Compare Report |
99.43 | Opus Valuation Report |
99.44 | Opus Supplemental Data Report |