Morgan Stanley Capital I Inc.

09/11/2024 | Press release | Distributed by Public on 09/11/2024 15:22

Asset Backed Securitizer Report Form ABS 15G

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 securiizer:__________________

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 2024-NQM3

(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.

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: September 11, 2024 By: /s/ Chris Scott
Name: Chris Scott
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 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

99.3 Third Party Due Diligence Report - Clayton 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

99.4 Third Party Due Diligence Report - Consolidated Analytics Executive Summary

Schedule 1 - Due Diligence Standard Report

Schedule 2 - Rating Agency Grades Summary Report

Schedule 3 - Valuations Summary Report

Schedule 4 - Data Compare Report

99.5 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

99.6 Third Party Due Diligence Report - Selene 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

99.7 Third Party Due Diligence Report - Clarifii 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