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Shays first reminded viewers that he had been a supporter of GOP candidate John Kasich.
"He was my first choice, my second choice, my third choice," Shays said. "But Hillary is my next choice."
"Excuse me?" said co-host Mika Brzezinski.
"It's not hard to figure out. Donald Trump lost me a long time ago," said Shays, chuckling. "He does and says everything my mom and dad taught me never to say and do. He doesn't understand the basic requirements of being the president of the United States.
"And frankly, he's dangerous."
Shays, a Stamford native and longtime resident of Darien and Bridgeport, was the last Republican to represent the 4th District. He served from 1987 to 2009 in the district, which encompasses much of coastal Fairfield County.
Shays had campaigned for Kasich, joining the Ohio governor in a town hall-style meeting at Sacred Heart University before the Connecticut primary, which Trump won.
Shays is among a list of Republicans and independents released by the campaign who are supporting Clinton, the Democratic presidential nominee.
Click here to watch the endorsement on the MSNBC website.
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