MORGAN STANLEY SEC Filings

Morgan Stanley Finance LLC, fully guaranteed by Morgan Stanley, is offering Contingent Income Memory Auto-Callable Securities due July 22, 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, with an estimated value on the pricing date of approximately $907.10 per security.

Investors may receive a contingent coupon at an annual rate of 8.00%, but only when the index’s closing level on an observation date is at or above the coupon barrier level, set at 55% of the initial level. Unpaid coupons can be "memorized" and paid later if a future observation meets the barrier. The notes are auto-callable quarterly starting April 2027 if the index is at or above 81.50% of the initial level, returning principal plus applicable coupons.

If the notes are not called and the final index level is at or above the 55% downside threshold, investors receive principal back (plus any due coupons). If the final level is below this threshold, repayment is reduced 1% for every 1% index decline, and the payout can fall to zero. All payments are subject to Morgan Stanley’s credit risk, and investors do not participate in any upside of the index.

Morgan Stanley Finance LLC, fully guaranteed by Morgan Stanley, is offering $7,821,000 of Digital S&P 500 Index-Linked Notes due September 16, 2027 under its global medium-term note program. The notes pay no interest and expose principal to risk based on the S&P 500 Index level on the September 14, 2027 determination date relative to the July 8, 2026 initial level of 7,482.71. If the final index level is at least 90% of the initial level, investors receive a fixed Maximum Settlement Amount of $1,104 per $1,000 note, equal to 110.40% of face value. If the index has fallen by more than 10%, repayment is reduced using a downside formula with a buffer rate of approximately 111.11%, and investors can lose up to their entire principal. The notes are unsecured obligations subject to Morgan Stanley’s credit risk, are not listed on an exchange, and have an estimated value on the trade date of $984.40 per $1,000 note, below the issue price because it embeds issuance, structuring and hedging costs.

Morgan Stanley Finance LLC priced Structured Investments Enhanced Buffered Jump Securities linked to the common stock of Micron Technology, Inc. (underlier). Each security has a $1,000 stated principal amount and a $382.50 upside payment at maturity if the final level is greater than or equal to the buffer level. The securities use a 40% buffer (buffer level = 60% of the initial level) and a downside factor of 1.6667: if the final level is below the buffer, investors lose 1.6667% of principal for each 1% decline beyond the buffer and could lose their entire investment. The securities mature on July 28, 2027 with final averaging dates in July 2027; estimated value on the pricing date is $982.30 per security. All payments are subject to Morgan Stanley and MSFL credit risk.

Morgan Stanley Finance LLC is offering Digital Equity-Linked Notes due ~13–15 months, linked to Broadcom Inc. common stock, with a $1,000 Face Amount per note. The notes pay no interest and are unsecured obligations of MSFL, fully and unconditionally guaranteed by Morgan Stanley. If the Final Underlier Level on the Determination Date is ≥85.00% of the Initial Underlier Level, holders receive a capped Maximum Settlement Amount (expected to be between $1,275.20 and $1,322.80 per $1,000 face); if below 85.00%, the Cash Settlement Amount declines pro rata and could result in a total loss of principal. The estimated value on the Trade Date is ~$980.10 per note. All payments are subject to Morgan Stanley credit risk; no listing, no redemption and no dividend or voting rights in the Underlier are provided.

Morgan Stanley Finance LLC priced Contingent Income Auto-Callable Securities linked to the worst performing of the Nasdaq-100® Technology Sector and the Russell 2000®. The notes have a $1,000 stated principal amount per security and total aggregate principal of $3,529,000, an estimated value on the pricing date of $986.20 per security and mature on October 13, 2027.

The securities pay a contingent coupon at an annual rate of 14.20% only if both underliers are at or above their coupon barrier levels on observation dates, feature automatic early redemption when both underliers meet 100% call thresholds on a redemption determination date, and expose investors to principal loss equal to the worst performing underlier at maturity if either underlier finishes below its downside threshold of 75% of initial level.

Morgan Stanley Finance LLC is offering structured, market-linked notes due July 14, 2031, fully and unconditionally guaranteed by Morgan Stanley. The notes have a stated principal amount of $1,000 per note, an aggregate principal amount of $100,000 and an issue price of $1,000 per note (agent commission $25, proceeds to issuer $975 per note). Payment at maturity: if the final level of the underlying basket exceeds the initial level (100), investors receive principal plus a 100% participation in appreciation; if the final level is equal to or less than the initial level, investors receive only the stated principal amount. The estimated value on the pricing date was $928.20 per note.

Morgan Stanley Finance LLC (guaranteed by Morgan Stanley) is offering contingent-income, memory‑ETF‑linked, principal‑at‑risk notes with a $1,000 stated principal per security and January 11, 2028 maturity. The notes pay a contingent coupon at an annual rate of 43.50% on each interest period only if the Roundhill Memory ETF closing level on each observation date is at or above the coupon barrier ($38.856, 60% of the initial level). The notes are auto‑callable on scheduled redemption determination dates if the closing level meets or exceeds the call threshold ($64.76, 100% of the initial level). If not called and the final level is below the downside threshold ($38.856), principal is reduced pro rata (payment = principal × final level / initial level) and could be zero. Issue price is $1,000 with an estimated value on pricing of $964.00 and agent commissions of $24.50 per security.

Morgan Stanley Finance LLC priced a $2,917,000 offering of unsecured, auto‑callable Jump Notes guaranteed by Morgan Stanley. Each note has a $1,000 stated principal amount, an estimated value of $976.30 on the pricing date and does not pay interest. The notes are linked to the worst performing of AMD, NVDA and PLTR, automatically redeeming for $1,278 on July 13, 2027 if each underlier meets its call threshold. If not redeemed early, maturity is July 12, 2029 with a 125% participation rate on the appreciation of the worst performing underlier; if any underlier finishes at or below its initial level, investors receive only the stated principal.

Morgan Stanley Finance LLC is offering Principal at Risk notes (fully guaranteed by Morgan Stanley) linked to the worst performing common stock of Bank of America, Citigroup and JPMorgan Chase. The offering is for $625,000 aggregate principal in $1,000 denominations; the original issue price is $1,000 per security and the estimated value on the pricing date is $978.10 per security. The securities pay a contingent coupon at an annual rate of 11.00% on specified observation dates only if each underlier is at or above its coupon barrier level (60% of initial level). Automatic early redemption is possible on scheduled redemption determination dates beginning October 6, 2026. If not redeemed, maturity is July 11, 2028, and principal repayment at maturity depends on the worst performing underlier relative to its downside threshold (60% of initial level), exposing holders to potential loss of principal proportional to the worst underlier’s decline.