CEF Advisors

7204 Glen Forest Drive, Suite #105 Richmond, Virginia 23226 USA   ♦   Toll-Free: (800) 356-3508 / Local: (804) 288-2482    ♦   www.CEFadvisors.com   ♦   Contact@CEFadvisors.com

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Oxford Square Capital Corp. (OXSQ)

BDC - Debt Focused BDC

Data as of April 13, 2021
Current
Market Price $5.06 (+ $0.09)
NAV (Dec. 31, 2020) $4.55 ( $0.00)
Premium / Discount 11.21% (+1.98%)
Fund Info
Inception Nov. 24, 2003
Sponsor Oxford Lane Capital
Website www.ticc.com/
Phone 203-983-5275
Location Connecticut
Incorporated Maryland
Staggered Board Yes
Objective: Maximize total return and current income by investing primarily in corporate debt securities.
Related Indexes
Debt-Focused Business Development Company (BDC) Index
Capital & Leverage
Outstanding Shares 49,589,607
Total Assets (Reported: Dec. 31, 2020) $357M
Estimated Total Assets $322M
Net Assets $226M
Market Cap $251M
Portfolio Turnover 23.72%
Debt-to-Equity 0.4740
Total Leverage 29.88%
Structural Leverage (out of total) 100.00%
Portfolio Leverage (out of total) 0.00%
Expense Ratio 8.11%
Non Lev Exp Ratio 4.18%
Gross Asset Expense Ratio 4.36%
Gross Asset Non Lev Exp Ratio 2.24%
Rel Lev Cost 7.08%
Discount Data
Average Discount (3 Yr) -9.13%
Discount Low(3 Yr) -59.77%
Discount High(3 Yr) 21.88%
Discount Rel Range 86.94%
Comp Discount 7.71
Discount St Dev (1Yr) 10.77
Z-Stat
Z-Stat (6mo) 2.55
Z-Stat (1Yr) 2.82
Z-Stat (3Yr) 1.50
Comp Z-Stat (6mo) 0.89
Comp Z-Stat (3Yr) 0.28
Distribution Data
Market Yield 8.30%
Income Yield 8.30%
Lev Adj NAV Yield 7.11%
Av Yield on Debt Investments 8.00
Distribution Frequency M
Current Distribution $0.035
Current Income $0.035
Ex-Date 4/15/21
Payable Date 4/30/21
Div Growth (3yr) 372.50%
Dividend Change -47.8% on 6/2/20
Expected Div 6/2/21
RoC (1yr) 0.00%
RoC (3yr) 17.00%
Tax Dividend Data 2019 2017 - 2019
Income 83.3% 61.0%
ST Gains 0% 0%
QDI 0% 0%
LT Gains 0% 0%
RoC 16.7% 39.0%
Volume & Liquidity
Average Daily $ (M) $1,812
Avg Volume 30 day 324,806
Avg Volume 90 day 358,122
Volume Trend -9.30%
Comp Volume Trend -7.63%
Correlation & Volatility
Price Correlation (1yr)
vs. S&P 500 (TR)
38.0%
Price Correlation (1yr)
vs. CEFA's 12 Major CEF Sectors Index
50.0%
Price Correlation (1yr)
vs. CEFA's BDC Index
64.0%
Most Correlated Peer (Mk Pr): MRCC 62.0%
Price St Dev (1Yr) 50.2%
NAV St Dev (1Yr) 21.2%
Earnings
Earnings / Share (12/31/20) $0.032
Adj Core NII Coverage 91.07%
1 Yr Avg NII Coverage 80.04%
1 Yr Avg Adj Core NII Coverage 80.04%
NII Trend -15.79%
Adj Core NII Trend -15.79%
Performance
Price Beta (2yr)
vs. S&P 500 (TR)
1.67
Price Beta (2yr)
vs. CEFA's 12 Major CEF Sectors Index
1.76
Price Beta (2yr)
vs. CEFA's Debt-Focused Business Development Company (BDC) Index
1.19
Portfolio Data
Avg Libor Floor % 0.46%
% Loans with Libor Floor 54%

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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.

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