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