MORGAN STANLEY SEC Filings

Morgan Stanley Finance LLC (guaranteed by Morgan Stanley) is offering Dual Directional Trigger PLUS notes with a $1,000 stated principal amount per security and a June 30, 2031 maturity. The notes reference the S&P 500® Futures Excess Return Index with an initial level of 590.78 (strike date June 25, 2026).

At maturity the payoff depends on the final level on the observation date: investors receive the stated principal plus a 167% leverage of upside if the index is higher; if the index is down but at or above the 60% downside threshold (354.468) they receive a limited positive return based on a 50% absolute participation rate; if below the threshold investors suffer losses pro rata and could lose their entire principal. The issue price is $1,000 per security, estimated value on pricing date was $939.40, and aggregate principal offered is $220,000. All payments are subject to issuer and guarantor credit risk and tax treatment is uncertain.

Morgan Stanley Finance LLC priced Principal at Risk structured notes linked to the S&P 500® Futures Excess Return Index. The offering totals $969,000 in $1,000 securities with an original issue price of $1,000 per security and an estimated value on the pricing date of $955.40 per security.

The notes carry an automatic early redemption on First determination date July 2, 2027 (call threshold = 590.78), an early redemption payment of $1,167.50, and final maturity on June 30, 2031. A 10% buffer protects against losses up to that amount; below the buffer investors lose 1% for each 1% decline beyond the buffer, subject to a 10% minimum payment.

Morgan Stanley Finance LLC priced a primary offering of structured, principal-at-risk market-linked securities guaranteed by Morgan Stanley. The offering comprises $1,000 face amount per security sold at $1,000 to the public with total proceeds to the issuer of $4,031,047.25. These securities provide leveraged upside participation (Participation Rate: 123.75%) based solely on the lowest performing of four indices and offer a 20% buffer against declines up to the threshold (80% of each starting level). The securities mature on July 8, 2027 (calculation day July 2, 2027), carry an estimated value of $963.60 per security on the pricing date (June 25, 2026), do not pay interest or dividends, and are subject to Morgan Stanley credit risk and limited secondary-market liquidity.

Morgan Stanley Finance LLC priced a primary offering of Market Linked Securities—auto-callable, contingent coupon with memory and contingent downside principal-at-risk—linked to Super Micro Computer, Inc. with a total price to public of $1,515,000 (face amount $1,000 per security) and a maturity of June 28, 2029.

The securities pay a 25% per annum contingent coupon (monthly if the stock closing price meets the coupon threshold of 45% of the $31.68 starting price), are callable beginning after a three-month non-call period if the stock meets an 85% call threshold, and expose holders to principal loss if the ending price is below the downside threshold of 45% of the starting price (i.e., losses exceeding 55%). The issuer-stated estimated value on the pricing date was $962.70 per security.

Morgan Stanley Finance LLC priced a Principal at Risk note tied to the S&P 500® Index with a $1,000 stated principal and an observation-based payoff maturing on July 29, 2027. The securities pay no interest and offer a fixed $91 upside payment if the final index level is at or above the downside threshold of 5,886.576 (80% of the initial level). If the final level is below that threshold, holders suffer a proportional loss equal to the index decline (performance factor = final level / initial level), with no minimum payment and potential loss of the entire investment. All payments are unsecured obligations of MSFL and fully guaranteed by Morgan Stanley; market and credit risks and uncertain U.S. tax treatment are disclosed.

Morgan Stanley Finance LLC offers Principal-at-Risk, auto-callable notes linked to MP Materials Corp. common stock. Each security has a stated principal amount of $1,000, a contingent coupon at an annual rate of 37.04%, and a maturity date of July 14, 2027. The strike date was June 26, 2026 and the pricing date was June 29, 2026. Coupons are paid only if the underlier meets the coupon barrier ($35.035, 65% of the initial level) on observation dates; automatic early redemption occurs if the underlier is at or above the call threshold ($53.90) on any redemption determination date. At maturity, if the final level is below the downside threshold ($35.035), payment equals the stated principal multiplied by the performance factor (final level / initial level), exposing investors to potential loss of principal.

Morgan Stanley Finance LLC priced Principal-at-Risk structured notes linked to the worst performing of the Nasdaq-100® Technology Sector, the Russell 2000® Index and the S&P 500® Index. The notes have a $1,000 stated principal amount, automatic early redemption on July 2, 2027 (first determination) for an early redemption payment of $1,180, a June 30, 2031 maturity date and are fully and unconditionally guaranteed by Morgan Stanley.

The securities pay no periodic interest, return 150% participation on the worst-performing underlier if all underliers finish above initial levels at maturity, return principal if final levels remain at or above 70% of initial levels, and expose investors to a loss equal to the percentage decline of the worst-performing underlier if that underlier finishes below its downside threshold. All payments are subject to Morgan Stanley's credit risk; the original issue price was $1,000 and the estimated pricing-date value was $929.40.

Morgan Stanley Finance LLC is offering Principal at Risk Structured Investments—Enhanced Trigger Jump Securities linked to the common stock of NVIDIA Corporation. Each security has a stated principal amount of $1,000 and matures on July 14, 2027. If the final level on the observation date is at or above the downside threshold ($144.398, 75% of the initial level), holders receive the stated principal plus an upside payment of $208 (20.80%). If the final level is below the downside threshold, the payment equals the stated principal multiplied by the performance factor (final level / initial level), exposing investors to a 1% loss for each 1% decline in the underlier; there is no minimum payment and principal could be lost in full. The initial level (closing) was $192.53 on the strike date and the estimated value on the pricing date was approximately $986.60 per security. All payments are subject to Morgan Stanley's credit risk and the securities do not pay interest.

Morgan Stanley Finance LLC priced market-linked notes due June 28, 2030, fully guaranteed by Morgan Stanley, linked to the worst performing of the Dow Jones Industrial Average and the S&P 500® Index. The notes have a $1,000 stated principal amount per note, an issue price of $1,000 and aggregate principal of $559,000. The participation rate is 100% of the appreciation of the worst performing underlier, subject to a maximum payment at maturity of $1,350 per note. If either underlier’s final level is equal to or below its initial level, investors receive only the stated principal amount. The notes pay no interest, are unsecured obligations of MSFL and are subject to Morgan Stanley credit risk. Estimated value on the pricing date was $960.00 per note. Terms are subject to the product, index and tax supplements and the prospectus.