CEF Advisors

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Oxford Lane Capital Corporation (OXLC)

Taxable Bond Funds - Collateralized Loan Obligation

Data as of Dec. 13, 2019
Current
Market Price $8.31 (- $0.01)
NAV (Sept. 30, 2019) $6.63 ( $0.00)
Premium / Discount 25.34% (-0.15%)
Fund Info
Inception Jan. 20, 2011
Sponsor Oxford Lane Capital
Website http://oxfordlanecapit...
Phone 203-983-5275
NAV Symbol OXLCX
Objective: Total return; below investment grade senior secured loans
Related Indexes
High Income Index
Alternative Income Index
Capital & Leverage
Outstanding Shares 59,191,517
Total Assets (Reported: Sept. 30, 2019) $628M
Estimated Total Assets $520M
Net Assets $392M
Market Cap $492M
Purchases Turnover 98.13%
Sales Turnover 60.02%
Total Leverage 30.12%
Structural Leverage (out of total) 81.31%
Portfolio Leverage (out of total) 18.69%
Expense Ratio 12.87%
Non Lev Exp Ratio 8.80%
Rel Lev Cost 8.44%
Discount Data
Average Discount (3 Yr) 12.75%
Discount Low(3 Yr) -17.32%
Discount High(3 Yr) 47.21%
Discount Rel Range 66.11%
Comp Discount 10.38
Discount St Dev (1Yr) 10.38
Z-Stat
Z-Stat (6mo) -0.60
Z-Stat (1Yr) -0.29
Z-Stat (3Yr) 0.97
Comp Z-Stat (6mo) -0.30
Comp Z-Stat (3Yr) -0.71
Distribution Data
Market Yield 19.49%
Income Yield 19.49%
Lev Adj NAV Yield 18.78%
Distribution Frequency M
Current Distribution $0.135
Current Income $0.135
Ex-Date 1/16/20
Payable Date 1/31/20
Div Growth (3yr) -32.50%
Dividend Change 1.3% on 12/20/17
Expected Div 2/10/20
RoC (1yr) 0.00%
RoC (3yr) 34.47%
Tax Dividend Data 2018 2016 - 2018
Income 75% 85.6%
ST Gains 0% 0%
QDI 0% 0%
LT Gains 0% 0%
RoC 25% 14.4%
Volume & Liquidity
Average Daily $ (M) $6,445
Avg Volume 30 day 937,795
Avg Volume 90 day 775,606
Volume Trend 20.91%
Comp Volume Trend 25.08%
Correlation & Volatility
Price Correlation (1yr)
vs. S&P 500 (TR)
55.0%
Price Correlation (1yr)
vs. CEFA's 12 Major CEF Sectors Index
64.0%
Price Correlation (1yr)
vs. CEFA's Taxable Bond & BDC Index
62.0%
Most Correlated Peer (Mk Pr): ECC 52.0%
NAV - Price Correlation (30 d) 0.0%
NAV - Price Correlation (90 d) 37.6%
NAV - Price Correlation (1 Yr) 41.9%
Price St Dev (1Yr) 22.5%
NAV St Dev (1Yr) 31.3%
Earnings
Earnings / Share (9/30/19) $0.283
Earn Coverage 209.41%
Earnings Trend Down
UNII / Share (9/30/19) $-0.483
Rel UNII -29.84
UNII Trend Down
Bond Specific Data
Maturity
Duration
Credit Rating (rbo)
Investment Grade None%
Non Investment Grade None%
Unrated Bonds None%
Performance
NAV Beta (2yr)
vs. S&P 500 (TR)
0.57
NAV Beta (2yr)
vs. CEFA's 12 Major CEF Sectors Index
0.99
NAV Beta (2yr)
vs. CEFA's Taxable Bond & BDC Index
1.28

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NOTES: Distribution type sourced from CEFdata.com. For specific information about a fund's distribution sources, visit the fund sponsor's website.

The following information applies to closed-end funds and business development companies in general: Fund shares are not guaranteed or endorsed by any bank or other insured depository institution, and are not federally insured by the Federal Deposit Insurance Corporation (FDIC). Shares of closed-end funds (CEFs) and business development companies (BDCs) are subject to investment risks, including the possible loss of principal invested. There can be no assurance that fund objectives will be achieved. Closed-end funds and business development companies frequently trade at a discount to their net asset value. NAV returns are net of fund expenses, and assume reinvestment of distributions.

This material is presented for informational purposes only. Under no circumstances is it to be considered an offer to sell, or a solicitation to buy any investment referred to on this page. While the information contained herein is from sources believed reliable, we do not represent that it is accurate or complete and it should not be relied upon as such. Past performance is not necessarily indicative of future results. All investments involve risk including the loss of principal. Returns are presented gross of investment management fees and other appropriate fees (i.e. commissions, custodial fees, etc.).

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