Company: OXLCZ
Filing Date: 2025-11-05
Form Type: N-CSRS
Source: 0001213900-25-106331
Chunk: 42

Company: Oxford Lane Capital Corp.
Filing Date: 2025-11-05
Form: N-CSRS
Chunk 42
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OXLCP”, “OXLCO” and “OXLCN”). (2)For the 5.00% Unsecured Notes due 2027, 6.75% Unsecured Notes due 2031, 8.75% Unsecured Notes due 2030 and 7.95% Unsecured Notes due 2032, fair value is based upon the closing price on the last day of the period. The 5.00% Unsecured Notes due 2027, 6.75% Unsecured Notes due 2031, 8.75% Unsecured Notes due 2030 and 7.95% Unsecured Notes due 2032 are listed on the NASDAQ Global Select Market (trading symbol “OXLCZ”,“OXLCL”, “OXLCI” and “OXLCG”, respectively). Significant Unobservable Inputs for Level 3 Investments In accordance with ASC 820 -10, the following table provides quantitative information about the Fund’s Level 3 fair value measurements as of September 30, 2025. The Fund’s Valuation Policy establishes parameters for the sources and types of valuation analysis, as well as the methodologies and inputs that the Fund uses in determining fair value. If the Board of Directors, including upon recommendation of Oxford Lane Management, determines that additional techniques, sources or inputs are appropriate or necessary in a given situation, such additional work may be undertaken. The weighted average calculations in the table below are based on the fair value within each respective valuation technique and methodology and asset category.

| Assets                                      
 Fair Value                                  
 as of                                       
 September 30,                               
 2025                                        |     | Quantitative Information about Level 3 Fair Value Measurements 
 ($ in millions)                                                |     Valuation 
   Techniques/ 
 Methodologies |     | Unobservable                   
 Input                          |     | Range/Weighted            
 Average(3)                |     | Impact to            
 Valuation from       
 an Increase in       
 Input(4)             |     |             |
|:--------------------------------------------|:----|:---------------------------------------------------------------|--------------:|:----|:-------------------------------|:----|:--------------------------|:----|:---------------------|:----|:------------|
| CLO debt                                    |     | $                                                              |          16.4 |     | Market Quotes                  |     | NBIB(1)                   |     | 10.3% – 91.1%/56.0%  |     | NA          |
|