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Morgan Stanley Direct Lending Fund Announces June 30, 2026 Financial Results and Declares Third Quarter 2026 Regular Dividend of $0.45 per Share

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Morgan Stanley Direct Lending Fund Announces June 30, 2026 Financial Results and Declares Third Quarter 2026 Regular Dividend of $0.45 per Share NEW YORK--( BUSINESS WIRE)--Morgan Stanley Direct Lending Fund (NYSE: MSDL) (“MSDL” or the “Company”), a business development company externally managed by MS Capital Partners Adviser Inc. (the “Adviser”), today announced its financial results for the second quarter ended June 30, 2026.

QUARTERLY HIGHLIGHTS

SELECTED FINANCIAL HIGHLIGHTS

For the Quarter Ended

($ in thousands, except per share information)

June 30, 2026

March 31, 2026

Net investment income per share

$0.45

$0.47

Net realized and unrealized gains (losses) per share 1

($0.36)

($0.52)

Earnings per share

$0.09

($0.05)

Regular dividend per share

$0.45

$0.45

1 Amount shown may not correspond for the period as it may include the effect of the timing of the distribution, shares repurchased and the issuance of common stock.

As of

($ in thousands, except per share information)

June 30, 2026

March 31, 2026

Investments, at fair value

$3,554,287

$3,668,950

Total debt outstanding, at principal

$2,000,678

$2,064,010

Net assets

$1,647,868

$1,690,467

Net asset value per share

$19.50

$19.81

Debt to equity

1.21x

1.22x

Net debt to equity

1.17x

1.16x

RESULTS OF OPERATIONS

Total investment income for the quarter ended June 30, 2026 was $88.8 million, compared to $89.1 million for the quarter ended March 31, 2026. The modest decrease was primarily driven by the impact of positions placed on non-accrual, and partially offset by the impact of the Capstone JV.

Total net expenses for the quarter ended June 30, 2026 were $49.8 million, up from $47.7 million for the quarter ended March 31, 2026. The increase was primarily driven by higher interest and other financing expenses as well as a net increase in incentive fees in the quarter.

Net investment income for the quarter ended June 30, 2026 was $38.2 million, or $0.45 per share, compared to $40.5 million, or $0.47 per share, for the quarter ended March 31, 2026.

For the quarter ended June 30, 2026, net change in unrealized depreciation was $22.8 million and net realized losses were $7.4 million.

PORTFOLIO AND INVESTMENT ACTIVITY

As of June 30, 2026, the Company’s investment portfolio had a fair value of approximately $3.6 billion, comprised of 229 portfolio companies across 36 industries, with an average investment size of $15.5 million, or 0.4% of our total portfolio on a fair value basis. The composition of the Company’s investments was the following:

June 30, 2026

March 31, 2026

($ in thousands)

Cost

Fair Value

% of Total Investments at Fair Value

Cost

Fair Value

% of Total Investments at Fair Value

First Lien Debt

$3,414,546

$3,308,689

93.1%

$3,520,313

$3,439,360

93.8%

Second Lien Debt

77,453

72,603

2.0

82,095

72,397

2.0

Other Debt Investments

8,830

7,149

0.2

8,546

7,593

0.2

Equity

71,278

63,302

1.8

62,937

56,528

1.5

Investment in Joint Venture

104,532

102,544

2.9

94,532

93,072

2.5

Total

$3,676,639

$3,554,287

100.0%

$3,768,423

$3,668,950

100.0%

Investment activity was as follows:

Investment Activity:

Three Months Ended June 30, 2026

Three Months Ended March 31, 2026

New investment commitments, at par (net of syndications)

$94,988

$144,889

Investment fundings

$146,236

$173,964

Number of new investment commitments in portfolio companies

3

7

Number of portfolio companies exited or fully repaid

1

7

Total weighted average yield of investments in debt securities at amortized cost and fair value was 9.1% and 9.4%, respectively, as of June 30, 2026, down from 9.3% and 9.5%, respectively, as of March 31, 2026. Floating rate debt investments as a percentage of total portfolio on a fair value basis was 99.6% as of June 30, 2026, unchanged compared to March 31, 2026. As of June 30, 2026, certain investments in seven portfolio companies were on non-accrual status, representing approximately 2.9% of total investments at amortized cost.

CAPITAL AND LIQUIDITY

As of June 30, 2026, the Company had total principal debt outstanding of $2,000.7 million, including $351.0 million outstanding in the Company’s BNP Funding Facility, $215.7 million outstanding in the Truist Credit Facility, $425.0 million outstanding in the Company’s senior unsecured notes due February 2027, $350.0 million outstanding in the Company’s senior unsecured notes due May 2029, $350.0 million outstanding in the Company’s senior unsecured notes due May 2030 and $309.0 million outstanding in the Company’s inaugural CLO that closed in September 2025.

The combined weighted average interest rate on debt outstanding was 5.40% for the quarter ended June 30, 2026. As of June 30, 2026, the Company had $1,471.5 million of availability under its credit facilities and $71.6 million in unrestricted cash and short-term, liquid investments. Debt to equity was 1.21x and 1.22x as of June 30, 2026 and March 31, 2026, respectively.

SHARE REPURCHASES

For the three months ended June 30, 2026, the Company repurchased 831,486 shares at an average price of $15.06 per share.

JOINT VENTURE

The Company launched Capstone JV, a joint venture with an institutional investor with a substantially similar investment strategy as the Company. The Company and its joint venture partner agreed to contribute up to $200.0 million and $50.0 million, respectively, to Capstone JV. As of June 30, 2026, approximately 52.3% of the total capital commitments were called.

OTHER DEVELOPMENTS

CONFERENCE CALL INFORMATION

Morgan Stanley Direct Lending Fund will host a conference call on Friday, August 7, 2026 at 10:00 am ET to review its financial results and conduct a question-and-answer session. All interested parties are invited to participate in the live earnings conference call by using the following dial-in numbers or audio webcast link available on the MSDL Investor Relations website:

To avoid potential delays, please join at least 10 minutes prior to the start of the earnings call. An archived replay will also be available on the MSDL Investor Relations website.

About Morgan Stanley Direct Lending Fund

Morgan Stanley Direct Lending Fund (NYSE: MSDL) is a non-diversified, externally managed specialty finance company focused on lending to middle-market companies. MSDL has elected to be regulated as a business development company under the Investment Company Act of 1940, as amended. MSDL is externally managed by MS Capital Partners Adviser Inc., an indirect, wholly owned subsidiary of Morgan Stanley. MSDL is not a subsidiary of or consolidated with Morgan Stanley. For more information about Morgan Stanley Direct Lending Fund, please visit www.msdl.com.

Forward-Looking Statements

Statements included herein or on the webcast/conference call may constitute “forward-looking statements,” which relate to future events or MSDL’s future performance or financial condition. These statements are not guarantees of future performance, condition or results and involve a number of risks and uncertainties. Actual results and conditions may differ materially from those in the forward-looking statements as a result of a number of factors, including those described from time to time in MSDL’s filings with the U.S. Securities and Exchange Commission. MSDL undertakes no duty to update any forward-looking statements made herein or on the webcast/conference call.

Consolidated Statements of Assets and Liabilities

(In thousands, except share and per share amounts)

As of

June 30, 2026

December 31, 2025

(Unaudited)

(Audited)

Assets

Non-controlled/non-affiliated investments, at fair value (amortized cost of $3,537,851 and $3,833,800)

$

3,418,959

$

3,766,757

Non-controlled/affiliated investments, at fair value (amortized cost of $34,256 and $5,239)

32,784

4,789

Controlled/affiliated investments, at fair value (amortized cost of $104,532 and $0)

102,544

Total investments, at fair value (cost of $3,676,639 and $3,839,039)

3,554,287

3,771,546

Cash and cash equivalents (restricted cash of $8,600 and $3,820)

65,816

81,434

Investments in unaffiliated money market fund (cost of $14,357 and $12,976)

14,357

12,976

Deferred financing costs

18,914

16,874

Interest and dividend receivable from non-controlled/non-affiliated investments

23,670

26,332

Interest receivable from non-controlled/affiliated investments

146

89

Dividend receivable from controlled/affiliated investments

3,016

Receivable for investments sold/repaid

30,142

455

Other assets

391

10,390

Total assets

$

3,710,739

$

3,920,096

Liabilities

Debt (net of unamortized debt issuance costs of $9,288 and $10,545)

$

1,981,897

$

2,086,672

Distributions payable

38,103

43,222

Management fees payable

9,182

9,596

Income based incentive fees payable

6,518

7,281

Interest payable

18,776

20,945

Payable for investment purchased

11

Payable to affiliates (Note 3)

51

91

Accrued expenses and other liabilities

8,333

4,200

Total liabilities

2,062,871

2,172,007

Commitments and contingencies (Note 7)

Net assets

Preferred stock, $0.001 par value (1,000,000 shares authorized; no shares issued and outstanding)

Common stock, par value $0.001 (500,000,000 shares authorized; 84,504,322 and 86,276,305 shares issued and outstanding)

85

86

Paid-in capital in excess of par value

1,740,413

1,767,623

Distributable earnings (loss)

(92,630

)

(19,620

)

Total net assets

$

1,647,868

$

1,748,089

Total liabilities and net assets

$

3,710,739

$

3,920,096

Net asset value per share

$

19.50

$

20.26

Consolidated Statements of Operations (Unaudited)

(In thousands, except share amounts)

For the Three Months Ended

For the Six Months Ended

June 30, 2026

June 30, 2025

June 30, 2026

June 30, 2025

Investment income:

From non-controlled/non-affiliated investments:

Interest income

$

77,516

$

93,752

$

159,156

$

188,693

Payment-in-kind income

4,842

3,815

8,893

8,003

Dividend income

1,742

650

2,674

1,244

Other income

1,353

1,175

2,476

2,870

From non-controlled/affiliated investments:

Interest income

179

44

279

70

Payment-in-kind income

88

72

141

86

Dividend income

27

27

Other income

11

11

From controlled/affiliated investments:

Dividend income

3,016

4,181

Total investment income

88,774

99,508

177,838

200,966

Expenses:

Interest and other financing expenses

32,018

34,707

62,683

68,886

Management fees

9,182

9,624

18,612

19,242

Income based incentive fees

6,518

9,279

12,318

19,122

Professional fees

1,716

1,698

3,190

3,306

Directors’ fees

130

130

259

259

Administrative service fees

61

85

122

145

General and other expenses

189

128

350

310

Total expenses

49,814

55,651

97,534

111,270

Management fees waiver (Note 3)

(641

)

Incentive fees waiver (Note 3)

(375

)

Net expenses

49,814

55,651

97,534

110,254

Net investment income (loss) before taxes

38,960

43,857

80,304

90,712

Excise tax expense

800

200

1,634

827

Net investment income (loss) after taxes

38,160

43,657

78,670

89,885

Net realized and unrealized gain (loss):

Net realized gain (loss) on non-controlled/non-affiliated investments

(7,407

)

25

(20,580

)

587

Foreign currency and other transactions

(24

)

66

(22

)

53

Net realized gain (loss)

(7,431

)

91

(20,602

)

640

Net change in unrealized appreciation (depreciation) on non-controlled/non-affiliated investments

(21,915

)

(7,751

)

(51,621

)

(24,899

)

Net change in unrealized appreciation (depreciation) on non-controlled/affiliated investments

(351

)

(2

)

(1,023

)

40

Net change in unrealized appreciation (depreciation) on controlled/affiliated investments

(527

)

(1,987

)

Translation of assets and liabilities in foreign currencies

(8

)

101

(19

)

100

Net unrealized appreciation (depreciation)

(22,801

)

(7,652

)

(54,650

)

(24,759

)

Net realized and unrealized gain (loss)

(30,232

)

(7,561

)

(75,252

)

(24,119

)

Net increase (decrease) in net assets resulting from operations

7,928

36,096

3,418

65,766

Earnings per share (basic and diluted)

0.09

0.41

0.04

0.75

Weighted average shares outstanding (basic and diluted)

84,754,809

87,189,801

85,262,160

87,798,346