Company: OXLCZ
Filing Date: 2025-05-20
Form Type: N-CSR
Source: 0001213900-25-045605
Chunk: 14

Company: Oxford Lane Capital Corp.
Filing Date: 2025-05-20
Form: N-CSR
Chunk 14
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See Accompanying Notes. 28

OXFORD LANE CAPITAL CORP. SCHEDULE OF INVESTMENTS – (continued)
MARCH 31, 2025

| COMPANY/INVESTMENT(1)(13)(14)                                                                                    
 Collateralized Loan Obligation Fee Notes – Equity Investments – Other CLO Equity Related Investments (continued) 
 Structured Finance – Equity Fee Note Investments (continued)                                                     
 Highbridge Loan Management 3-2014, Ltd.                                                                          |     | ACQUISITION 
 DATE(15)    |     | PRINCIPAL 
 AMOUNT/   
 SHARES    |     | COST |         |     | FAIR     
 VALUE(2) |           |     | % OF   
 NET    
 ASSETS |
|:-----------------------------------------------------------------------------------------------------------------|:----|:------------|:----|:----------|:----|:-----|--------:|:----|:---------|----------:|:----|:-------|
| CLO subordinated fee notes(8)(18), (maturity July 18, 2029)                                                      |     | 04/06/2022  |     |           |     | $    |       — |     | $        |    35,498 |     |        |
| HPS Loan Management 2021-16, Ltd.                                                                                |     |             |     |           |     |      |         |     |          |           |     |        |
| CLO subordinated fee notes(8)(18), (maturity January 23, 2035)                                                   |     | 11/12/2021  |     |           |     |      | 618,666 |     |          |   519,179 |     |        |
| LCM 40 Ltd.                                                                                                      |     |             |     |           |     |      |         |     |          |           |     |        |
| CLO subordinated fee notes(8)(18), (maturity January 15, 2038)                                                   |     | 04/20/2023  |     |           |     |      | 255,091 |     |          |   356,008 |     |        |
| Octagon 57, Ltd.                                                                                                 |     |             |     |           |     |      |         |     |          |