Company: OXLCZ
Filing Date: 2025-11-05
Form Type: N-CSRS
Source: 0001213900-25-106331
Chunk: 41

Company: Oxford Lane Capital Corp.
Filing Date: 2025-11-05
Form: N-CSRS
Chunk 41
---
|:-------------------------------------|:----|:------------------------------------------------|-----:|:----|:------------|:--|:----|:-------------|--------:|:----|:---------|--------:|
| CLO debt                             |     | $                                               |    — |     | $           | — |     | $            |    18.7 |     | $        |    18.7 |
| CLO equity                           |     |                                                 |    — |     |             | — |     |              | 2,552.6 |     |          | 2,552.6 |
| Other CLO equity related investments |     |                                                 |    — |     |             | — |     |              |    28.3 |     |          |    28.3 |
| Total investments at fair value      |     |                                                 |    — |     |             | — |     |              | 2,599.6 |     |          | 2,599.6 |
| Cash equivalents                     |     |                                                 | 19.1 |     |             | — |     |              |       — |     |          |    19.1 |
| Total assets at fair value           |     | $                                               | 19.1 |     | $           | — |     | $            | 2,599.6 |     | $        | 2,618.7 |

____________ (1)Totals may not sum due to rounding.

40

OXFORD LANE CAPITAL CORP.
NOTES TO FINANCIAL STATEMENTS
SEPTEMBER 30, 2025
(Unaudited) NOTE 4. FAIR VALUE (cont.) Financial Instruments Disclosed, But Not Carried, At Fair Value The following table presents the carrying value and fair value of the Fund’s financial liabilities disclosed, but not carried at fair value as of September 30, 2025 and the level of each financial liability within the fair value hierarchy:

| ($ in millions)                             |     | Carrying 
 Value    |       |     | Fair  
 Value |       |     | Level 1 |   |     | Level 2 |       |     | Level 3 |   |
|:--------------------------------------------|:----|:---------|------:|:----|:------|------:|:----|:--------|:--|:----|:--------|------:|:----|:--------|:--|
|