Morgan Stanley filings document the company’s financial services business, capital structure, governance and material events. The record includes 8-K reports for current events, proxy materials for annual meeting and shareholder voting matters, and securities listings covering common stock, depositary preferred shares and medium-term notes associated with Morgan Stanley Finance LLC.
Filings also disclose governance procedures, registered security classes, NYSE listing information, preferred stock series, debt-security registration matters and formal status changes such as a Form 25 notice for removal of a listed note class from exchange registration.
Morgan Stanley (MS), via Morgan Stanley Finance LLC, is offering Contingent Income Buffered Auto-Callable Securities linked to the S&P® 500 Futures 40% Intraday 4% Decrement VT Index, fully and unconditionally guaranteed by Morgan Stanley. Each security has a $1,000 stated principal amount and an estimated value on the pricing date of approximately $913.90.
Investors may receive a 15.00% per annum contingent coupon, paid only if the index level on each observation date is at or above a coupon barrier set at 75% of the initial level. The notes are auto-callable quarterly if the index is at or above 100% of the initial level, returning principal plus the applicable coupon.
If not redeemed early, at maturity in September 2031 investors receive full principal if the final index level is at or above a buffer level of 85% of the initial level; below that, principal is reduced 1% for each 1% decline beyond the 15% buffer, subject to a minimum payment of 15% of principal. All payments depend on Morgan Stanley’s creditworthiness, and investors do not participate in any index appreciation.
MORGAN STANLEY (MS), via Morgan Stanley Finance LLC, is offering principal-at-risk Trigger PLUS notes due August 24, 2028 linked to the worst performing of Alphabet (GOOG), Amazon (AMZN), Meta (META) and NVIDIA (NVDA). Each security has a stated principal amount of $1,000 and pays no interest.
At maturity, if every stock’s final level is above its initial level, investors receive $1,000 plus a leveraged upside payment equal to 455% of the appreciation of the worst performer. If any stock is at or below its initial level but all are at or above 50% of their initial levels (the downside thresholds), investors receive only $1,000. If any stock finishes below its downside threshold, repayment is reduced one-for-one with the percentage decline of the worst performer, with no minimum; a large drop can result in a total loss.
The estimated value on the pricing date is approximately $956.60 per $1,000 security, reflecting issuance, structuring and hedging costs borne by investors. The notes are unsecured obligations of MSFL, fully and unconditionally guaranteed by Morgan Stanley, and all payments depend on Morgan Stanley’s credit.
Morgan Stanley (MS), through Morgan Stanley Finance LLC, is offering principal-at-risk Callable Contingent Income Securities due August 31, 2029 linked to the worst performer of the Nasdaq-100, Russell 2000 and S&P 500 indices. Each security has a $1,000 stated principal amount and pays a 10.70% per annum contingent coupon only if on each observation date all three indices are at or above their coupon barrier levels, set at 70% of initial levels.
Starting December 3, 2026, the notes are callable in whole on scheduled redemption dates if a risk neutral valuation model indicates early redemption is economically rational for Morgan Stanley; if called, investors receive principal plus any due coupon and no further payments. If held to maturity and each index is at or above its 60% downside threshold, investors receive principal plus any final coupon; otherwise, they lose 1% of principal for each 1% decline in the worst-performing index, potentially losing their entire investment.
The notes are unsecured obligations of MSFL, fully and unconditionally guaranteed by Morgan Stanley, with an estimated value of approximately $985.70 per $1,000 on the pricing date. They are subject to Morgan Stanley’s credit risk, limited liquidity, complex tax treatment, and do not provide any participation in index appreciation.
Morgan Stanley (MS), through Morgan Stanley Finance LLC, is offering principal-at-risk Callable Contingent Income Securities due July 27, 2028, linked to the worst performer of the Nasdaq-100 Index®, Russell 2000® Index and S&P 500® Index. Each security has a stated principal amount of $1,000 and an original issue price of $1,000.
Investors may receive a 10.40% per annum contingent coupon on scheduled coupon dates, but only if on each observation date all three indices are at or above their respective coupon barrier levels, set at 70% of initial index levels. If not, no coupon is paid for that period. The notes are callable in whole, starting August 27, 2027, if a risk neutral valuation model indicates redemption is economically rational for Morgan Stanley. If not called, and at maturity every index is at or above its downside threshold (also 70% of initial level), investors receive principal back plus any final contingent coupon; if any index is below its downside threshold, repayment is reduced 1% for each 1% decline of the worst-performing index, potentially to zero. The estimated value on the pricing date is approximately $980.80 per security, and all payments are subject to the credit risk of Morgan Stanley.
Morgan Stanley (MS), through Morgan Stanley Finance LLC, is offering principal-at-risk Jump Securities with an auto-call feature due September 4, 2031, linked to the worst performer of the EURO STOXX 50, Nasdaq-100 and S&P 500 indices. Each note has a $1,000 stated principal amount and is fully and unconditionally guaranteed by Morgan Stanley.
The notes may be automatically redeemed on annual determination dates starting September 3, 2027 if each index is at or above its call threshold (initial level), paying an early redemption amount corresponding to about 12.50%–13.50% per annum. If held to maturity and all indices are at or above their call thresholds, investors receive $1,625–$1,675 per security; if any index is below its call threshold but all are at or above 70% of initial, investors receive only principal. If any index finishes below 70% of its initial level, repayment is reduced 1% for every 1% decline of the worst-performing index, potentially to zero.
The estimated value on the pricing date is approximately $943.10 per $1,000 security, reflecting issuance, selling, structuring and hedging costs. The notes pay no interest, offer no participation in index appreciation, are unsecured obligations subject to Morgan Stanley’s credit risk, and may have limited or no secondary market liquidity.
Morgan Stanley (MS), via Morgan Stanley Finance LLC, is offering Contingent Income Memory Buffered Auto-Callable Securities due September 16, 2031, linked to the S&P® 500 Futures 40% Intraday 4% Decrement VT Index. Each note has a $1,000 stated principal amount and issue price of $1,000, with an estimated value on the pricing date of about $923.20 per security, reflecting issuance, selling, structuring and hedging costs borne by investors.
The notes pay a contingent coupon at 9.60% per annum, only if on an observation date the underlier closes at or above a coupon barrier equal to 70% of the initial level; missed coupons may be paid later (“memory”) if a future observation meets the barrier. The notes are automatically callable quarterly from December 11, 2026 if the underlier is at or above a call threshold equal to 100% of the initial level, returning principal plus due and unpaid coupons. At maturity, if not called and the final underlier level is at or above a buffer level equal to 85% of the initial level, investors receive full principal (plus any payable coupons). If the final level is below the buffer, principal is reduced 1% for each 1% decline beyond the 15% buffer, but not below a minimum payment of 15% of principal, meaning investors could lose a significant portion of their investment.
The underlier is a rules-based, volatility-targeting index with 4.0% per annum daily decrement, leverage and intraday rebalancing, and was established on August 30, 2024, so pre‑2024 performance is hypothetical and back-tested. All payments depend on the credit of Morgan Stanley Finance LLC and Morgan Stanley, the notes are unsecured and not bank deposits or FDIC insured, secondary market liquidity may be limited, and U.S. tax treatment is uncertain.
Morgan Stanley (MS), through Morgan Stanley Finance LLC, is offering principal-at-risk Jump Securities with an auto-call feature due September 2, 2031, linked to the S&P® 500 Futures 40% Intraday 4% Decrement VT Index and fully and unconditionally guaranteed by Morgan Stanley.
The securities are issued at $1,000 per note, with an estimated value of about $938.30, and pay no interest. They auto-redeem on September 3, 2027 for $1,265 per security if the index is at or above 90% of its initial level on the first determination date. If held to maturity and not called, investors receive principal plus a 335% participation in any index gain, full principal back if the index is between 50% and 100% of its initial level, and a 1-for-1 loss below 50% of the initial level, potentially losing the entire investment.
The underlier is a leveraged, volatility-targeting futures index with a 4% per annum decrement and limited live history, relying heavily on hypothetical back-tested data, and all payments are subject to Morgan Stanley’s credit risk.
MORGAN STANLEY (MS), via Morgan Stanley Finance LLC, is offering principal-at-risk Callable Contingent Income Securities due June 6, 2028, linked to the worst performer among the Nasdaq-100 Technology Sector Index, Russell 2000 Index and S&P 500 Index, and fully and unconditionally guaranteed by Morgan Stanley.
Investors may receive an annual 11.00% contingent coupon, paid only if on each observation date all three indices close at or above their respective coupon barrier levels, set at 70% of each index’s initial level. If any index is below its barrier on an observation date, no coupon is paid for that period.
Starting March 4, 2027, the notes are callable in whole on scheduled redemption dates only if a risk neutral valuation model indicates early redemption is economically rational for Morgan Stanley. At maturity, if not called and every index is at or above its downside threshold level, set at 60% of its initial level, investors receive principal back (plus any final coupon). If any index finishes below its downside threshold, principal is reduced 1% for each 1% decline of the worst-performing index, potentially to zero. The estimated value on the pricing date is approximately $980.40 per $1,000 security, reflecting issuance, structuring and hedging costs and Morgan Stanley’s funding rate.
MORGAN STANLEY (symbol: MS) is the issuer of record for a Form 424B2 filing submitted to the SEC.
MORGAN STANLEY (symbol: MS) is the issuer of record for a Form 424B2 filing submitted to the SEC.