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As Of Filer Filing For·On·As Docs:Size Issuer Filing Agent 2/06/23 Credit Suisse First Boston … Corp ABS-15G:1 12/31/22 1:106K Nuvo Group, Inc./FA |
Document/Exhibit Description Pages Size 1: ABS-15G Asset-Backed Securities Securitizer Report HTML 105K
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:
| x |
Rule 15Ga-1 under the Exchange Act (17 CFR 240.15Ga-1) for the reporting period October 1, 2022 to December 31, 2022 Date of Report (Date of earliest event reported) February 6, 2023
Exact name of securitizer as specified in its charter: Credit Suisse First Boston Mortgage Securities Corp.
Commission File Number of securitizer: 025-00698
Central Index Key Number of securitizer: 0000802106
Bruce Kaiserman, Vice President, (212) 538-1962 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)(1) ¨ | |
|
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: ________________ ________________________________________________ (Exact name of issuing entity as specified in its charter)
Central Index Key Number of underwriter (if applicable): ________________ ________________________________________________ Name and telephone number, including area code, of the person to contact in connection with this filing. |
C:
REPRESENTATION AND WARRANTY INFORMATION
Item 1.02 Periodic Filing of Rule 15Ga-1 Representations and Warranties Disclosure
% of principal balance
(a) |
Check if Registered
(b) |
Name of Originator
(c) |
Total Assets in ABS by Originator | Assets That Were Subject of Demand | Assets That Were Repurchased or Replaced | Assets Pending Repurchase or Replacement (due to expired cure period) | Demand in Dispute | Demand Withdrawn | Demand Rejected* | |||||||||||||||
#
(d) |
$
(e) |
% of principal balance (f) |
#
(g) |
$
(h) |
% of principal balance (i) |
#
(j) |
$
(k) |
% of principal balance (l) |
#
(m) |
$
(n) |
% of principal balance (o) |
#
(p) |
$
(q) |
% of principal balance (r) |
#
(s) |
$
(t) |
% of principal balance (u) |
#
(v) |
$
(w) |
% of principal balance (x) | ||||
| Asset Class: RMBS | ||||||||||||||||||||||||
| TBW
Mortgage-Backed Trust 2007-2 (CIK 0001399456) |
X | Taylor Bean & Whitaker Mortgage Corporation | 3,452 | $649,173,438 | 100% | 1,044 | $208,587,967 | 0.00% | 0 | $0 | 0.00% | 0 | $0 | 0% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | |
| Total by Issuing Entity | 3,452 | $649,173,438 | 100% | 1,044 | $208,587,967 | 0.00% | 0 | $0 | 0.00% | 0 | $0 | 0% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | |||
| CSMC 2014-OAK1 | X | Amerisave | 5 | $3,446,000 | 1.23% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | |
| Blue Hills BK | 24 | $15,070,250 | 5.38% | 0 | 0 | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0.00 | |||
| Caliber Funding | 9 | $7,635,000 | 2.73% | 0 | 0 | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0.00 | |||
| Guaranteed Rate | 12 | $8,865,600 | 3.17% | 0 | 0 | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0.00 | |||
| Guild MTG | 4 | $3,355,000 | 1.20% | 0 | 0 | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0.00 | |||
| Homestreet | 56 | $35,553,545 | 12.70% | 0 | 0 | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0.00 | |||
| JMAC Lending | 4 | $4,609,999 | 1.65% | 0 | 0 | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0.00 | |||
| Kinecta FCU | 19 | $14,326,800 | 5.12% | 0 | 0 | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0.00 | |||
| Various small originators | 143 | $100,962,822 | 36.05% | 0 | 0 | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0.00 | |||
| Prime Lending | 22 | $16,872,725 | 6.02% | 0 | 0 | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0.00 | |||
| Provident Funding | 40 | $30,030,050 | 10.72% | 0 | 0 | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0.00 | |||
| Radius Financial Group Inc | 21 | $15,976,600 | 5.70% | 0 | 0 | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0.00 | |||
| Stonegate MTG Associates | 31 | $23,342,795 | 8.34% | 1 | $894,400 | 0.15% | 0 | 0 | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | 0 | 0 | 0.00 | 0 | 0 | 0.00 | |||
| Total by Issuing Entity | 390 | $280,047,186 | 100% | 1 | $894,400 | 0.15% | 0 | $0 | 0.00% | 0 | $0 | 0% | 0 | $0 | 0% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | |||
| Total by Asset Class | 3,842 | $929,220,624 | 1,045 | $209,482,367 | 0 | $0 | 0 | $0 | 0% | 0 | $0 | 0 | $0 | 0 | $0 | |||||||||
C:
____________________________________________
The following notes apply generally to the table above:
| (a) | With respect to all asset classes, we have attempted to gather the information required by this Form ABS-15G and Rule 15Ga-1 by, among other things, (i) identifying asset-backed securities transactions that fall within the scope of Rule 15Ga-1 for which we are a securitizer and that are not covered by a filing to be made by an affiliated securitizer (“Covered Transactions”), (ii) gathering information in our records and the records of our affiliates that acted as securitizers in our transactions regarding demands for repurchase or replacement of pool assets in Covered Transactions for breaches of representations or warranties concerning those pool assets (“Repurchases”) that is required to be reported on Form ABS-15G (“Reportable Information”), (iii) identifying the parties in Covered Transactions that have a contractual obligation to enforce any Repurchase obligations of the party or parties making those representations or warranties based on our records (“Demand Entities”), and (iv) requesting all Reportable Information from trustees and other Demand Entities that is within their respective possession and which has not been previously provided to us. We followed up with Demand Entities as we deemed appropriate. The information in this Form ABS-15G has not been verified by any third party. |
| (b) | With respect to the RMBS asset class, assets included in “Assets Subject of Demand” include only assets where a demand was made during or prior to the reporting period for which we have not yet completed our initial investigation and assigned such assets to one of the other categories as of the end of the reporting period. |
| (c) | With respect to the RMBS asset class, assets included in “Assets That Were Repurchased or Replaced” include assets that were previously liquidated and for which a make-whole payment was made in lieu of repurchase. With respect to the RMBS asset class, assets included in “Assets Pending Repurchase or Replacement” include only assets for which a decision to repurchase, replace or make-whole has been approved but such action has not been completed, and are shown without regard to cure period status. |
| (d) | With respect to the RMBS asset class, the principal balances appearing in columns (h), (k), (n), (q), (t) and (w) and the percentages appearing in columns (i), (l), (o), (r), (u) and (x) reflect the following: |
(i) for denominator for percentage calculations: aggregate pool principal balance of all assets in the pool as reported to security holders as of the end of the reporting period;
(ii) for each calculation related to assets reflected in columns (i), (o), (r), (u) and (x): outstanding principal balance of such asset;
(iii) for each asset relating to column (k) and for each calculation related to assets reflected in column (l): outstanding principal balance of such asset at time of repurchase, replacement or make-whole, plus fees, penalties and accrued interest; and,
(iv) for each asset relating to columns (h), (n), (q), (t) and (w): if known, outstanding principal balance of such asset, plus outstanding fees, penalties and accrued interest; otherwise original principal balance of such asset.
| (e) | With respect to all asset classes, the scope of this Form ABS-15G is limited to transactions with activity to report in which Credit Suisse First Boston Mortgage Securities Corp. is the depositor, and the sponsor is either (i) not an affiliate of Credit Suisse First Boston Mortgage Securities Corp. or (ii) an affiliate of Credit Suisse First Boston Mortgage Securities Corp. that will not file a Form ABS-15G covering the transaction. |
| (f) | The information in this Form ABS-15G does not include any previously reported repurchase request or demand, where such repurchase request or demand was subsequently withdrawn and was reflected as having been withdrawn in a prior reporting period, unless there has been a been a change in reporting status with respect to such repurchase request or demand during the current reporting period from the status previously reported. |
| * | Includes loans for which a demand was received, a rebuttal was made and there was no response within 90 days of the rebuttal during the reporting period covered by this Form ABS-15G. The demand related to loans reported in this column may have been received prior to the reporting period covered by this Form ABS-15G. |
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. | |||
| (Securitizer) | |||
| Date: February 6, 2023 | |||
| By: | /s/ Bruce Kaiserman | ||
| Name: | Bruce Kaiserman | ||
| Title: | Vice President | ||
C:
| This ‘ABS-15G’ Filing | Date | Other Filings | ||
|---|---|---|---|---|
 | ||||
| Filed on: | 2/6/23 | None on these Dates | ||
| For Period end: | 12/31/22 | |||
| 10/1/22 | ||||
| List all Filings | ||||