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Morgan Stanley Direct Lending Fund(MSDL) - 2024 Q3 - Quarterly Report

Investment Performance - The company reported total investments at fair value of 3,640,324,000asofSeptember30,2024,comparedto3,640,324,000 as of September 30, 2024, compared to 3,193,561,000 as of December 31, 2023, reflecting an increase of approximately 14.0%[191] - First lien debt constitutes 96.0% of total investments at fair value, amounting to 3,492,302,000,upfrom94.13,492,302,000, up from 94.1% or 3,004,544,000 as of December 31, 2023[191] - As of September 30, 2024, equity investments accounted for 1.5% of total investments at fair value, valued at 55,139,000,comparedto1.755,139,000, compared to 1.7% or 54,538,000 as of December 31, 2023[191] - The investment portfolio at amortized cost grew from 3,158,601asofSeptember30,2023,to3,158,601 as of September 30, 2023, to 3,662,618 as of September 30, 2024, representing an increase of about 15.8%[200] - The number of portfolio companies increased to 200 as of September 30, 2024, compared to 172 as of December 31, 2023[192] Revenue Generation - The company primarily generates revenue through interest income from debt investments, with a typical term of five to eight years and interest rates based on benchmarks like SOFR[189] - Total revenue is supplemented by various fees, including commitment, origination, and structuring fees, contributing to overall income generation[189] - Total investment income increased to 109,752forthethreemonthsendedSeptember30,2024,comparedto109,752 for the three months ended September 30, 2024, compared to 94,451 for the same period in 2023, reflecting a growth of approximately 16.4%[199] - Net investment income after taxes for the three months ended September 30, 2024, was 58,729,upfrom58,729, up from 50,574 in the same period of 2023, indicating a rise of approximately 16.3%[199] Investment Strategy - The company’s investment strategy focuses on middle-market companies with annual EBITDA between 15millionand15 million and 200 million, targeting attractive risk-adjusted returns[187] - The company plans to invest prudently in the secondary loan market during periods of market dislocation to provide better risk-adjusted returns[223] Financial Management - The company expects general and administrative expenses to remain stable or decline as a percentage of total assets during periods of asset growth[190] - The weighted average yield on debt and income-producing investments at fair value was 11.0% as of September 30, 2024, down from 12.1% as of December 31, 2023[192] - The weighted average net leverage through tranche decreased to 5.8x as of September 30, 2024, from 6.0x as of December 31, 2023[192] - The percentage of debt investments with one or more financial covenants was 65.8% as of September 30, 2024, down from 74.6% as of December 31, 2023[192] Debt and Equity Management - As of September 30, 2024, the total outstanding debt obligations amounted to 1,841,987,000,withanunusedportionof1,841,987,000, with an unused portion of 1,102,735,000[217] - The company had borrowings denominated in Euros (EUR) of 238 and Canadian dollars (CAD) of 300asofSeptember30,2024[217]Thecarryingvalueofthe2027Notes,2025Notes,and2029NotesasofSeptember30,2024,waspresentednetofunamortizeddebtissuancecoststotaling300 as of September 30, 2024[217] - The carrying value of the 2027 Notes, 2025 Notes, and 2029 Notes as of September 30, 2024, was presented net of unamortized debt issuance costs totaling 2,657,000, 1,155,000,and1,155,000, and 3,608,000 respectively[217] Shareholder Returns - Total distributions declared for the nine months ended September 30, 2024, amounted to 1.60pershare,totaling1.60 per share, totaling 1,723,988, compared to 1.67pershareforthesameperiodin2023[213]AsharerepurchaseplanwasinitiatedonJanuary25,2024,allowingfortheacquisitionofupto1.67 per share for the same period in 2023[213] - A share repurchase plan was initiated on January 25, 2024, allowing for the acquisition of up to 100 million in Common Stock at prices below net asset value[215] - The company repurchased a total of 429,653 shares under the 10b5-1 Plan during the three months ended September 30, 2024[216] - A distribution of $0.50 per share was declared on November 4, 2024, payable on January 24, 2025, to shareholders of record as of December 31, 2024[217] Market Risks - The company is subject to financial market risks, including valuation risk, market risk, and interest rate risk[222] - Changes in interest rates may materially affect the company's net investment income due to the expected funding of investments with borrowings[226] - The company may face risks related to investments in the commercial services and supplies industry[229] - A downturn in the commercial services and supplies industry could significantly impact aggregate returns on investments[229] - Operating results and financial conditions of portfolio companies may be adversely affected by decreased demand due to seasonality or market forces[229] - High costs and time requirements for recruiting and training workforce could delay service provision and supply delivery[229] - Ineffective sales and marketing efforts by portfolio companies could lead to insufficient revenue generation and profitability issues[229] - Failure to repay interest or principal on debt investments may arise from portfolio companies' inability to sustain profitability[229] - Overall business, financial condition, and operational results could be materially adversely affected by these factors[229]