Oxford Lane Capital Corp · NASDAQ:OXLC
Oxford Lane Capital — Investor Presentation (June 2026)
21 slides from Oxford Lane Capital's investor presentation, June 2026
Slide 1: Oxford Lane Capital Corp. Investor Presentation
Oxford Lane Capital Corp. Investor Presentation Quarter Ended June 30, 2026
Slide 2: Disclaimer
Disclaimer This presentation is neither an offer to sell, nor a solicitation of an offer to purchase, an interest in Oxford Lane Capital Corp. (“Oxford Lane”, “OXLC” or the “Fund”). This presentation and the summaries contained herein do not purport to be complete and no obligation to update or othe
Slide 3: Financial Highlights
Financial Highlights (FYE March 31, $ per share) 1,2 Q1-27 Q4-26 Q3-26 Q2-26 Q1-26 GAAP net investment income $ 0.51 $ 0.56 $ 0.74 $ 0.84 $ 0.80 GAAP realized losses $ (0.29) $ (0.39) $ (0.07) $ (0.19) $ (0.09) GAAP unrealized appreciation (depreciation) $ 0.56 $ (3.91) $ (3.14) $ (0.71) $ (0.43) Co
Slide 4: Summary Portfolio Highlights
Summary Portfolio Highlights Portfolio Activity Q1-27 Q4-26 Q3-26 Q2-26 Q1-26 (FYE March 31, $ in millions) New investments 1 $ 37.8 $ 0.5 $ 97.2 $ 145.2 $ 441.8 Sales / Repayments 50.7 82.9 85.5 173.5 120.7 Net investment activity $ (12.8) $ (82.5) $ 11.7 $ (28.3) $ 321.1 Investment Portfolio by As
Slide 5: CLO Initial Distribution Schedule & Portfolio Metrics
CLO Initial Distribution Schedule & Portfolio Metrics (FYE March 31, $ in millions) Q1-27 Q4-26 Q3-26 Q2-26 Q1-26 CLO Equity CLO equity which has made its initial distribution to OXLC (at original cost)1 $ 3,115.6 $ 3,195.3 $ 3,190.8 $ 3,001.8 $ 2,771.6 CLO equity which has not made its initial dist
Slide 6: CLO Portfolio Summary
CLO Portfolio Summary As of June 30, 2026 Junior Tranche Interest Diversion Weighted Weighted Average Non-Call Reinvestment AAA Spread Weighted Average Diversity CLO Equity Positions CLO Vintage Year1 Tranche Type Overcollateralization Overcollateralization Average Rating Portfolio Life Period End*
Slide 7: CLO Portfolio Summary (Continued)
CLO Portfolio Summary (Continued) As of June 30, 2026 Junior Tranche Interest Diversion Weighted Weighted Average Non-Call Reinvestment AAA Spread Weighted Average Diversity CLO Equity Positions CLO Vintage Year1 Tranche Type Overcollateralization Overcollateralization Average Rating Portfolio Life
Slide 8: CLO Portfolio Summary (Continued)
CLO Portfolio Summary (Continued) As of June 30, 2026 Junior Tranche Interest Diversion Weighted Weighted Average Non-Call Reinvestment AAA Spread Weighted Average Diversity CLO Equity Positions CLO Vintage Year1 Tranche Type Overcollateralization Overcollateralization Average Rating Portfolio Life
Slide 9: CLO Portfolio Summary (Continued)
CLO Portfolio Summary (Continued) As of June 30, 2026 Junior Tranche Interest Diversion Weighted Weighted Average Non-Call Reinvestment AAA Spread Weighted Average Diversity CLO Equity Positions CLO Vintage Year1 Tranche Type Overcollateralization Overcollateralization Average Rating Portfolio Life
Slide 10: CLO Portfolio Summary (Continued)
CLO Portfolio Summary (Continued) As of June 30, 2026 Junior Tranche Interest Diversion Weighted Weighted Average Non-Call Reinvestment AAA Spread Weighted Average Diversity CLO Equity Positions CLO Vintage Year1 Tranche Type Overcollateralization Overcollateralization Average Rating Portfolio Life
Slide 11: CLO Collateral Characteristics
CLO Collateral Characteristics* 6/30/2026 3/31/2026 1 Number of Collateral Obligations 1,727 1,747 2 Top 10 Collateral Obligation Positions as % of Total Collateral 3.64% 3.61% 2 Collateral Weighted Average Price 95.09% 94.57% 2 Largest Individual Obligor Exposure 0.60% 0.64% 2 Average Individual Ob
Slide 12: Investment Portfolio Composition
Investment Portfolio Composition Top 30 aggregate industry exposures of the CLO vehicles represent ~99.9% of combined investments Top 30 Moody's Industry Exposure 1 Top 30 Moody's Industry Exposure 1 1. High Tech 11.1% 16. Containers, Packaging & Glass 2.6% 2. Banking, Finance, Insurance & Real Esta
Slide 13: Capital Structure Overview
Capital Structure Overview As of 6/30/2026 ($ in millions) Principal Amount Carrying Value Coupon Rate Call Date Maturity Outstanding Series 2029 Term Preferred Stock (OXLCO) $67.2 $66.2 6.00% Callable Aug-29 Series 2029 Term Preferred Stock (OXLCN) $63.8 $62.7 7.125% Callable Jun-29 Series 2031 Ter
Slide 14: Appendix
APPENDIX
Slide 15: Investment Portfolio Composition – CLO Debt
Investment Portfolio Composition – CLO Debt CLO Tranche Manager Fair Value % of Total1,2 Apex Credit CLO 2019 Ltd. Class FRR Apex Credit Partners $ 1,186,868 0.1% BlueMountain Fuji US CLO II Ltd. Class D Sound Point Capital Management $ 3,217,175 0.2% BlueMountain CLO 2015-4 Ltd. Class ER Sound Poin
Slide 16: Investment Portfolio Composition – CLO Equity
Investment Portfolio Composition – CLO Equity1 CLO Manager Fair Value (2) % of Total3,4 MP CLO VIII, Ltd. Investcorp $ 825,000 0.0% AGL CLO 40 Ltd. AGL CLO Credit Management $ 25,638,675 1.5% AIG CLO 2018-1, LLC Clover Credit Management $ 6,155,520 0.4% AIMCO CLO 10, Ltd. Allstate Investment Managem
Slide 17: Investment Portfolio Composition – CLO Equity (Continued)
Investment Portfolio Composition – CLO Equity1 (Continued) CLO Manager Fair Value (2) % of Total3,4 CBAMR 2017-1, Ltd. CBAM CLO Management $ 1,462,500 0.1% CBAM 2019-10, Ltd. CBAM CLO Management $ 267,000 0.0% CBAM 2021-14, Ltd. CBAM CLO Management $ 6,675,354 0.4% CBAMR 2021-15, LLC CBAM CLO Manage
Slide 18: Investment Portfolio Composition – CLO Equity (Continued)
Investment Portfolio Composition – CLO Equity1 (Continued) CLO Manager Fair Value (2) % of Total3,4 Midocean Credit CLO VI MidOcean Credit Fund Management $ 95,040 0.0% Milford Park CLO, Ltd. Blackstone Liquid Credit Strategies $ 13,980,000 0.8% Medalist Partners Corporate Finance CLO VI Ltd. Apex C
Slide 19: Investment Portfolio Composition – CLO Equity (Continued)
Investment Portfolio Composition – CLO Equity1 (Continued) CLO Manager Fair Value (2) % of Total3,4 Rockford Tower CLO 2025-3, Ltd. Rockford Tower Capital Management $ 6,393,450 0.4% ALM VII(R), Ltd. Apollo Capital Management $ 1,663,232 0.1% Sculptor CLO XXIX, Ltd. Sculptor Loan Management $ 6,045,
Slide 20: Reconciliation of Core Net Investment Income
Reconciliation of Core Net Investment Income We provide information relating to core net investment income (“Core NII”) (a non-GAAP measure) on a supplemental basis. This measure is not provided as a substitute for GAAP net investment income (“GAAP NII”), but in addition to it. Our non-GAAP measures
Slide 21: Corporate Information
Corporate Information Board of Directors Fiscal Year End Executive Corporate Officers Independent March 31 Jonathan H. Cohen Board Member and Chief Executive Officer Mark J. Ashenfelter - Chairman Saul B. Rosenthal Board Member and President John Reardon Independent Audit Firm Bruce L. Rubin Chief F
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