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
MORGAN STANLEY CAPITAL I INC.
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: 0001547361
MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2026-NQM5
(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
Chris Scott, (212) 761-4940
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.
Certain of the Exhibits to this Form ABS-15G include Mortgage Loans that will not be included in the final population for the MSRM 2026-NQM5 securitization (the “Securitization”) and, therefore, the totals and percentages included in the Executive Summaries or Narrative Reports of those Exhibits reflect a broader population of mortgage loans, and not the final population for the Securitization. As of the date of this filing, only the Mortgage Loans listed in Exhibit 99.9 are anticipated to be included in the final population for the Securitization.
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.
MORGAN STANLEY CAPITAL I INC.
| Date: May 8, 2026 | By: | /s/ Anthony Piperno |
| Name: | Anthony Piperno | |
| Title: | Authorized Signatory | |
EXHIBIT INDEX
Exhibit Number
99.2 Third Party Due Diligence Report – AMC Diligence, LLC Executive Summary
Schedule 1 – Exception Grades Report
Schedule 2 – Rating Agency Grades Report
Schedule 3 – Data Compare Report
Schedule 4 – Valuation Summary Report
Schedule 5 – Supplemental Report
Schedule 6 – Multi Property Valuation Report
99.3 Third Party Due Diligence Report – Clarifii LLC Due Diligence Narrative Report
Schedule 1 – Rating Agency Grades Detail Report
Schedule 2 – Rating Agency Grades Summary Report
Schedule 3 – Data Compare Report
99.4 Third Party Due Diligence Report – Clayton Services LLC Due Diligence Narrative Report
Schedule 1 – Non ATR QM Upload Report
Schedule 2 – Conditions Report
Schedule 3 – Loan Level Tape Compare Report
Schedule 4 – Rating Agency ATR QM Report
Schedule 5 – Valuation Summary Report
Schedule 6 – Waived Conditions Report
99.5 Third Party Due Diligence Report – Consolidated Analytics, Inc. Executive Summary
Schedule 1 – Due Diligence Standard Report (Set #1, 530 loans)
Schedule 2 – Rating Agency Grades Summary Report (Set #1, 530 loans)
Schedule 3 – Valuations Summary Report (Set #1, 530 loans)
Schedule 4 – Data Compare Report (Set #1, 530 loans)
Schedule 5 – Property Supplemental Report (Set #1, 530 loans)
Schedule 6 – Due Diligence Standard Report (Set #2, 179 loans)
Schedule 7 – Rating Agency Grades Summary Report (Set #2, 179 loans)
Schedule 8 – Valuations Summary Report (Set #2, 179 loans)
Schedule 9 – Data Compare Report (Set #2, 179 loans)
Schedule 10 – Property Supplemental Report (Set #2, 179 loans)
99.6 Third Party Due Diligence Report – Digital Risk, LLC Narrative
Schedule 1 – Data Integrity Report
Schedule 2 – Rebuttal Findings Report
Schedule 3 – Rating Agency Grades Report
99.7 Third Party Due Diligence Report – Selene Diligence LLC Due Diligence Narrative Report
Schedule 1 – Rating Agency Grades Summary Report
Schedule 3 – Data Compare Report
Schedule 4 – Standard Findings Report
Schedule 5 – Supplemental Data Extract Report
Schedule 6 – Rating Agency Multi-Property Valuation Report
99.8 Morgan Stanley Residential Mortgage Loan Trust 2026-NQM5 Loan List