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-NQM8


(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

Anthony Piperno, (212) 761-3292


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.

 
 

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: July 8, 2026 By: /s/ Anthony Piperno
  Name: Anthony Piperno
  Title: Authorized Signatory

 

 
 

 

EXHIBIT INDEX

 

Exhibit Number

 

99.1.Third Party Due Diligence Report – Ernst & Young LLP Report of Independent Accountants on Applying Agreed-Upon Procedures

 

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

Schedule 4 – ATR QM Report

Schedule 5 – Valuation 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)

Schedule 2 – Supplemental Report (Set #1)

Schedule 3 – Rating Agency Grades Summary Report (Set #1)

Schedule 4 – Valuations Summary Report (Set #1)

Schedule 5 – Data Compare Report (Set #1)

Schedule 6 – Due Diligence Standard Report (Set #2)

Schedule 7 – Supplemental Report (Set #2)

Schedule 8 – Rating Agency Grades Summary Report (Set #2)

Schedule 9 – Valuations Summary Report (Set #2)

Schedule 10 – Data Compare Report (Set #2)

 

99.6.Third Party Due Diligence Report – Digital Risk, LLC Executive Summary

 

Schedule 1 – Data Integrity Report

Schedule 2 – Rebuttal Findings Report

Schedule 3 – Rating Agency Grades Report

Schedule 4 – Valuation Report

 

99.7.Third Party Due Diligence Report – Opus Capital Markets Consultants, LLC Narrative

 

Schedule 1 – Standard Findings Report

Schedule 2 – Rating Agency Grades Summary Report

Schedule 3 – ATR QM Report

Schedule 4 – Supplemental Data Extract

Schedule 5 – Data Compare Report

Schedule 6 – Valuation Report

 

99.8.Third Party Due Diligence Report – Selene Diligence LLC Due Diligence Narrative Report

 

Schedule 1 – Rating Agency Grades Summary Report

Schedule 2 – Valuation 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

 

 

ATTACHMENTS / EXHIBITS

ATTACHMENTS / EXHIBITS

THIRD PARTY DUE DILIGENCE REPORT

THIRD PARTY DUE DILIGENCE REPORT - AMC DILIGENCE, LLC EXECUTIVE SUMMARY

EXCEPTION GRADES REPORT

RATING AGENCY GRADES REPORT

DATA COMPARE REPORT

VALUATION SUMMARY REPORT

SUPPLEMENTAL REPORT

MULTI PROPERTY VALUATION REPORT

THIRD PARTY DUE DILIGENCE REPORT - CLARIFII LLC DUE DILIGENCE NARRATIVE REPORT

RATING AGENCY GRADES DETAIL REPORT

RATING AGENCY GRADES SUMMARY REPORT

DATA COMPARE REPORT

ATR QM REPORT

VALUATION REPORT

THIRD PARTY DUE DILIGENCE REPORT - CLAYTON SERVICES LLC DUE DILIGENCE NARRATIVE REPORT

NON ATR QM UPLOAD REPORT

CONDITIONS REPORT

LOAN LEVEL TAPE COMPARE REPORT

RATING AGENCY ATR QM REPORT

VALUATION SUMMARY REPORT

WAIVED CONDITIONS REPORT

THIRD PARTY DUE DILIGENCE REPORT - CONSOLIDATED ANALYTICS, INC. EXECUTIVE SUMMARY

DUE DILIGENCE STANDARD REPORT (SET #1)

SUPPLEMENTAL REPORT (SET #1)

RATING AGENCY GRADES SUMMARY REPORT (SET #1)

VALUATIONS SUMMARY REPORT (SET #1)

DATA COMPARE REPORT (SET #1)

DUE DILIGENCE STANDARD REPORT (SET #2)

SUPPLEMENTAL REPORT (SET #2)

RATING AGENCY GRADES SUMMARY REPORT (SET #2)

VALUATIONS SUMMARY REPORT (SET #2)

DATA COMPARE REPORT (SET #2)

THIRD PARTY DUE DILIGENCE REPORT - DIGITAL RISK, LLC EXECUTIVE SUMMARY

DATA INTEGRITY REPORT

REBUTTAL FINDINGS REPORT

RATING AGENCY GRADES REPORT

VALUATION REPORT

THIRD PARTY DUE DILIGENCE REPORT - OPUS CAPITAL MARKETS CONSULTANTS, LLC NARRATIVE

STANDARD FINDINGS REPORT

RATING AGENCY GRADES SUMMARY REPORT

ATR QM REPORT

SUPPLEMENTAL DATA EXTRACT

DATA COMPARE REPORT

VALUATION REPORT

THIRD PARTY DUE DILIGENCE REPORT - SELENE DILIGENCE LLC DUE DILIGENCE NARRATIVE REPORT

RATING AGENCY GRADES SUMMARY REPORT

VALUATION REPORT

DATA COMPARE REPORT

STANDARD FINDINGS REPORT

SUPPLEMENTAL DATA EXTRACT REPORT

RATING AGENCY MULTI-PROPERTY VALUATION REPORT