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-DSC3
(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: August 20, 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 – Cross Valuations Summary Report (Set #1)

Schedule 7 – Due Diligence Standard Report (Set #2)

Schedule 8 – Supplemental Report (Set #2)

Schedule 9 – Rating Agency Grades Summary Report (Set #2)

Schedule 10 – Valuations Summary Report (Set #2)

Schedule 11 – Data Compare Report (Set #2)

 

 

 

 

99.6          Third Party Due Diligence Report – Digital Risk Narrative

 

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 – 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 - ERNST & YOUNG LLP REPORT OF INDEPENDENT ACCOUNTANTS ON APPLYING AGREED-UPON PROCEDURES

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

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

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

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 - CROSS VALUATIONS SUMMARY REPORT (SET #1)

SCHEDULE 7 - DUE DILIGENCE STANDARD REPORT (SET #2)

SCHEDULE 8 - SUPPLEMENTAL REPORT (SET #2)

SCHEDULE 9 - RATING AGENCY GRADES SUMMARY REPORT (SET #2)

SCHEDULE 10 - VALUATIONS SUMMARY REPORT (SET #2)

SCHEDULE 11 - DATA COMPARE REPORT (SET #2)

THIRD PARTY DUE DILIGENCE REPORT - DIGITAL RISK NARRATIVE

SCHEDULE 1 - DATA INTEGRITY REPORT

SCHEDULE 2 - REBUTTAL FINDINGS REPORT

SCHEDULE 3 - RATING AGENCY GRADES REPORT

SCHEDULE 4 - VALUATION REPORT

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