0001752724-20-149461.txt : 20200730 0001752724-20-149461.hdr.sgml : 20200730 20200730191549 ACCESSION NUMBER: 0001752724-20-149461 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20200531 FILED AS OF DATE: 20200730 PERIOD START: 20210228 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Invesco Senior Income Trust CENTRAL INDEX KEY: 0001059386 IRS NUMBER: 364221649 STATE OF INCORPORATION: MA FISCAL YEAR END: 0731 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-08743 FILM NUMBER: 201061867 BUSINESS ADDRESS: STREET 1: 1555 PEACHTREE STREET, N.E. STREET 2: SUITE 1800 CITY: ATLANTA STATE: GA ZIP: 30309 BUSINESS PHONE: 404-439-3217 MAIL ADDRESS: STREET 1: 1555 PEACHTREE STREET, N.E. STREET 2: SUITE 1800 CITY: ATLANTA STATE: GA ZIP: 30309 FORMER COMPANY: FORMER CONFORMED NAME: Invesco Van Kampen Senior Income Trust DATE OF NAME CHANGE: 20100601 FORMER COMPANY: FORMER CONFORMED NAME: VAN KAMPEN SENIOR INCOME TRUST DATE OF NAME CHANGE: 19981006 FORMER COMPANY: FORMER CONFORMED NAME: VAN KAMPEN AMERICAN CAPITAL SENIOR INCOME TRUST DATE OF NAME CHANGE: 19980408 NPORT-P 1 primary_doc.xml NPORT-P false 0001059386 XXXXXXXX Invesco Senior Income Trust 811-08743 0001059386 549300C38VE5Y5R75E56 1555 Peachtree St. N.E. Atlanta 30309 800-959-4246 Invesco Senior Income Trust 549300C38VE5Y5R75E56 2021-02-28 2020-05-31 N 1095302345.14 224967016.18 870335328.96 0.00000000 0.00000000 139000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2328011.27000000 0.00000000 125000000.00000000 18358858.26000000 N SS&C Technologies, Inc. 549300KY09TR3J12JU49 SS&C Technologies, Inc., Term Loan B-3 78466DBD5 680939.97000000 PA USD 662037.08000000 0.076066897202 Long LON CORP US Y 2 2025-04-16 Floating 1.92363000 N N N N N N Atlantic Broadband Finance LLC 549300UVJTPYOZ6XKH79 Atlantic Broadband Finance LLC, Term Loan B 19239PAB3 4803091.35000000 PA USD 4688153.37000000 0.538660584490 Long LON CORP CA Y 2 2025-01-03 Floating 2.17363000 N N N N N N TGP Holdings III LLC N/A TGP Holdings III LLC, Second Lien Term Loan 87251RAF0 463825.49000000 PA USD 390772.98000000 0.044899128760 Long LON CORP US Y 2 2025-09-25 Floating 9.50000000 N N N N N N Beacon Roofing Supply, Inc. 549300HDXQWWCBOYXP31 Beacon Roofing Supply, Inc. 073685AF6 301000.00000000 PA USD 295451.07000000 0.033946808795 Long DBT CORP US Y 2 2026-11-15 Fixed 4.50000000 N N N N N N PQ Corp. 2H1FRGMQKKSWC9PFJY28 PQ Corp., Term Loan B-1 69353FAX2 199395.85000000 PA USD 193235.52000000 0.022202421706 Long LON CORP US Y 2 2027-02-07 Floating 2.42363000 N N N N N N Berry Global, Inc. 549300AP2Q7ERHX6RI89 Berry Global, Inc., Term Loan Y 08579JBF8 9420507.58000000 PA USD 9230495.94000000 1.060567764269 Long LON CORP US Y 2 2026-07-01 Floating 2.22163000 N N N N N N Newday Bondco PLC 213800J8EWKKXHTQC490 Newday Bondco PLC AM1725374 572000.00000000 PA 543903.57000000 0.062493564480 Long DBT CORP GB Y 2 2024-02-01 Fixed 7.37500000 N N N N N N Imperva, Inc. 549300204GJIBLPF1S81 Imperva, Inc., Second Lien Term Loan 45321NAB2 840781.81000000 PA USD 723072.36000000 0.083079743627 Long LON CORP US Y 2 2027-01-11 Floating 8.75000000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -13651.32000000 -0.00156851268 N/A DFE N/A N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 629061.00000000 EUR 684819.39000000 USD 2020-06-15 -13651.32000000 N N N Delta Air Lines, Inc. Q2CCMS6R0AS67HJMBN42 Delta Air Lines, Inc. 247361ZX9 1881000.00000000 PA USD 1946112.38000000 0.223604892877 Long DBT CORP US Y 2 2025-05-01 Fixed 7.00000000 N N N N N N Wash MultiFamily Acquisition, Inc. 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N/A IAP Worldwide Services, Inc., Second Lien Term Loan 44920JAM5 1800007.22000000 PA USD 1800007.22000000 0.206817666720 Long LON CORP US Y 3 2021-07-18 Floating 8.00000000 N N N N N N Cabot Microelectronics Corp. 31F6V1MN00ZW3XWB4J69 Cabot Microelectronics Corp., Term Loan B-1 12709QAG6 90953.34000000 PA USD 90043.81000000 0.010345875549 Long LON CORP US Y 2 2025-11-17 Floating 2.18750000 N N N N N N New VAC US LLC 549300UJYMVEWJOVTC36 New VAC US LLC, Term Loan B 64911CAB3 577628.49000000 PA USD 418780.66000000 0.048117161979 Long LON CORP DE Y 3 2025-03-08 Floating 5.45013000 N N N N N N Gemini HDPE LLC N/A Gemini HDPE LLC, Term Loan 45672UAB1 585128.39000000 PA USD 561114.72000000 0.064471095373 Long LON CORP US Y 2 2024-08-07 Floating 3.27000000 N N N N N N MA Finance Co. LLC N/A MA Finance Co. LLC, Term Loan B-2 55280FAJ0 286484.35000000 PA USD 285768.14000000 0.032834257152 Long LON CORP US Y 2 2021-11-19 Floating 2.42363000 N N N N N N Consolidated Container Co. LLC 549300FG8OPBIML5F686 Consolidated Container Co. LLC, Term Loan 20902CAU4 799533.85000000 PA USD 771718.07000000 0.088669050229 Long LON CORP US Y 2 2026-06-14 Floating 3.17363000 N N N N N N Arctic Glacier U.S.A., Inc. 549300U4GC326QGP7Z68 Arctic Glacier U.S.A., Inc., Term Loan 03970JAD0 674015.32000000 PA USD 530365.80000000 0.060938098495 Long LON CORP US Y 2 2024-03-20 Floating 4.95013000 N N N N N N Pacific Drilling S.A. 549300VEJMMZCY6OBU06 Pacific Drilling S.A. 694183AA2 71000.00000000 PA USD 16196.17000000 0.001860911474 Long DBT CORP LU Y 2 2023-10-01 Fixed 8.37500000 N N N N N N Sinclair Television Group, Inc. 549300CQGEN0CH65UD62 Sinclair Television Group, Inc., Term Loan B 829229AQ6 479323.22000000 PA USD 467340.14000000 0.053696560905 Long LON CORP US Y 2 2024-01-03 Floating 2.43000000 N N N N N N Southcross Energy Partners L.P. 549300WNMFRZ945UFD66 Southcross Energy Partners L.P. N/A 81419.66000000 PA USD 81826.76000000 0.009401750943 Long LON CORP US Y 3 2025-01-31 Floating 10.00000000 N N N N N N Tribune Resources, Inc. 549300IFWJYQ79PVEU45 Tribune Resources, Inc., Term Loan 04363FAB5 188108.98000000 PA USD 164830.49000000 0.018938733671 Long LON CORP US Y 2 2023-03-30 Floating 7.50000000 N N N N N N GCI Holdings, Inc. 549300N3IE9H88Q20221 GCI Holdings, Inc., Term Loan 36155JAH8 1025384.25000000 PA USD 995904.45000000 0.114427671365 Long LON CORP US Y 2 2022-02-02 Floating 2.42363000 N N N N N N New Millennium Holdco N/A New Millennium Holdco N/A 134992.00000000 NS USD 6817.10000000 0.000783272811 Long EC CORP US N 2 N N N Euro Garages 549300BY1CRYVPEG9R57 Euro Garages, Term Loan N2820EAC2 63612.33000000 PA USD 60643.86000000 0.006967872954 Long LON CORP US Y 2 2025-02-06 Floating 5.07200000 N N N N N N TransDigm, Inc. 88Q84GB3X55CF5OC7582 TransDigm, Inc., Term Loan E 89364MBQ6 5916273.46000000 PA USD 5440043.03000000 0.625051385251 Long LON CORP US Y 2 2025-05-30 Floating 2.42363000 N N N N N N Spin Holdco, Inc. 549300QAS44U2GUXGK45 Spin Holdco, Inc., First Lien Term Loan B-1 84850XAG7 7234683.49000000 PA USD 6942583.14000000 0.797690603723 Long LON CORP US Y 2 2022-11-14 Floating 4.25000000 N N N N N N Dell International LLC N/A Dell International LLC 24703DBD2 1938000.00000000 PA USD 2214991.75000000 0.254498660033 Long DBT CORP US Y 2 2030-07-15 Fixed 6.20000000 N N N N N N MLN US HoldCo LLC 549300QKU7NPW6O86862 MLN US HoldCo LLC, Second Lien Term Loan 55292HAE3 1750011.69000000 PA USD 592816.46000000 0.068113569594 Long LON CORP US Y 2 2026-11-30 Floating 9.07963000 N N N N N N Five Point Holdings LLC N/A Five Point Holdings LLC, Class A 33833Q106 54770.00000000 NS USD 274397.70000000 0.031527813575 Long EC CORP US N 1 N N N Caesars Entertainment Corp. 529900CJT4VQO26ONP04 Caesars Entertainment Corp. 127686103 29845.00000000 NS USD 339934.55000000 0.039057882483 Long EC CORP US N 1 N N N WCA Waste Systems, Inc. 54930092TQ0H5RFLAI66 WCA Waste Systems, Inc., Term Loan 92926QAF7 251879.00000000 PA USD 245661.37000000 0.028226059752 Long LON CORP US Y 2 2023-08-11 Floating 2.67363000 N N N N N N Dynasty Acquisition Co., Inc. 549300WM2IKMXZ5LGL49 Dynasty Acquisition Co., Inc., Term Loan B-2 26812CAF3 1221655.12000000 PA USD 1034131.06000000 0.118819841685 Long LON CORP CA Y 2 2026-04-08 Floating 4.95013000 N N N N N N N/A N/A iHeartCommunications, Inc., Wts., expiring 05/01/2039 45174J145 118363.00000000 NS USD 983892.44000000 0.113047512523 N/A DE N/A N 2 iHeartCommunications Inc 54930076J6KDZL504O62 Call Purchased Clear Channel Outdoor Holdings Inc Clear Channel Worldwide Holdings, Inc. 1.00000000 0.00100000 USD 2099-12-31 XXXX -1835461.29000000 N N N Speedster Bidco GmbH N/A Speedster Bidco GmbH, Second Lien Term Loan N/A 259092.53000000 PA 271787.45000000 0.031227900437 Long LON CORP DE Y 2 2028-02-14 Floating 6.25000000 N N N N N N Sedgwick Claims Management Services, Inc. 549300BIN4DWJG5VWF64 Sedgwick Claims Management Services, Inc., Term Loan 81527CAL1 470496.65000000 PA USD 445442.70000000 0.051180583526 Long LON CORP US Y 2 2025-12-31 Floating 3.42363000 N N N N N N Southeast PowerGen LLC 5493003PEJ398SB1LO34 Southeast PowerGen LLC, Term Loan B 84148DAB4 307661.90000000 PA USD 287663.88000000 0.033052074347 Long LON CORP US Y 2 2021-12-02 Floating 4.50000000 N N N N N N Mesa Airlines, Inc. N/A Mesa Airlines, Inc., Term Loan N917FJ N/A 137298.48000000 PA USD 135925.50000000 0.015617601110 Long LON CORP US Y 3 2022-03-01 Floating 6.50625000 N N N N N N MX Holdings US, Inc. 549300RKTIVJWNROR778 MX Holdings US, Inc., Term Loan B-1-C 55404TAC6 1183433.95000000 PA USD 1164203.15000000 0.133764896271 Long LON CORP US Y 2 2025-07-31 Floating 3.50000000 N N N N N N I-Logic Technologies Bidco Ltd. N/A I-Logic Technologies Bidco Ltd., Term Loan G4700HAF7 2262089.92000000 PA 2398037.29000000 0.275530270943 Long LON CORP GB Y 2 2024-12-21 Floating 3.75000000 N N N N N N Fiserv Investment Solutions, Inc. N/A Fiserv Investment Solutions, Inc. 33774UAC2 625059.87000000 PA USD 612558.67000000 0.070381914834 Long LON CORP US Y 3 2027-02-10 Floating 6.44163000 N N N N N N Gardner Denver, Inc. 549300MJL50HVCB7RP74 Gardner Denver, Inc., Term Loan B-1 365556AU3 1845652.10000000 PA USD 1759137.16000000 0.202121768640 Long LON CORP US Y 2 2027-03-31 Floating 1.92260000 N N N N N N Ziply Fiber 254900LE3FBC16P2QY79 NORTHWEST FIBER LLC NWFIBR TL B 1L USD FLT 5/21/2027 66743UAC0 788194.08000000 PA USD 780312.14000000 0.089656493771 Long LON CORP US Y 3 2027-05-21 Floating 5.68250000 N N N N N N Brave Parent Holdings, Inc. 549300ZU643BIOAXIB73 Brave Parent Holdings, Inc., First Lien Term Loan 10566UAC2 769255.59000000 PA USD 744254.78000000 0.085513566465 Long LON CORP US Y 2 2025-04-18 Floating 4.17363000 N N N N N N TI Group Automotive Systems LLC 549300VLRJU586QFQP25 TI Group Automotive Systems LLC, Term Loan 87247EAQ2 1225715.07000000 PA USD 1179750.75000000 0.135551288192 Long LON CORP US Y 2 2022-06-30 Floating 3.25000000 N N N N N N Rodenstock Holding GmbH N/A Rodenstock Holding GmbH, Term Loan B 069338DE8 480150.41000000 PA 482356.99000000 0.055421970584 Long LON CORP DE Y 2 2026-06-05 Floating 5.25000000 N N N N N N Applied Systems, Inc. 549300NSKGF0SY5SWQ62 Applied Systems, Inc., Second Lien Term Loan 03827FAZ4 76559.94000000 PA USD 75698.64000000 0.008697640723 Long LON CORP US Y 2 2025-09-19 Floating 8.45013000 N N N N N N NewStar Berkeley Fund CLO LLC 549300Y3CQMD8CSX2520 NewStar Berkeley Fund CLO LLC, Series 2016-1A, Class DR 65251XAU0 1489000.00000000 PA USD 1489007.74000000 0.171084372936 Long ABS-CBDO CORP US Y 2 2028-10-25 Floating 5.74138000 N N N N N N GEO Group, Inc. (The) 5493003VOR6NTY465495 GEO Group, Inc. (The), Term Loan 37252KAP7 549736.79000000 PA USD 490126.08000000 0.056314625373 Long LON CORP US Y 2 2024-03-22 Floating 2.75000000 N N N N N N California Resources Corp. 5493003Q8F0T4F4YMR48 California Resources Corp., Term Loan BL2218859 2082737.84000000 PA USD 139835.02000000 0.016066798088 Long LON CORP US Y 2 2021-12-31 Floating 11.37500000 N N N N N N Iridium Satellite LLC 254900615BJ7139TFM33 Iridium Satellite LLC 46269KAJ3 359642.23000000 PA USD 356585.27000000 0.040971020954 Long LON CORP US Y 2 2026-11-04 Floating 4.75000000 N N N N N N IQVIA, Inc. 549300PLWY28YB00C717 IQVIA, Inc., Term Loan B-1 44969CBF6 94280.43000000 PA USD 91295.04000000 0.010489639678 Long LON CORP US Y 2 2024-03-07 Floating 2.50000000 N N N N N N Altice Financing S.A. 549300DIYGW8HVDF7Q17 Altice Financing S.A., Term Loan L0178UAG1 717811.55000000 PA USD 681831.25000000 0.078341212554 Long LON CORP LU Y 2 2025-07-15 Floating 2.93363000 N N N N N N Superior Industries International, Inc. 54930065O5ZIQD1F8U04 Superior Industries International, Inc., Term Loan 86816XAG5 1213901.23000000 PA USD 977190.49000000 0.112277470244 Long LON CORP US Y 3 2024-05-22 Floating 4.17363000 N N N N N N Crown Finance US, Inc. N/A Crown Finance US, Inc., Term Loan 22834KAD3 2013608.82000000 PA USD 1540410.75000000 0.176990488463 Long LON CORP GB Y 2 2026-09-20 Floating 3.57200000 N N N N N N Anastasia Parent LLC N/A Anastasia Parent LLC, Term Loan 03275UAB1 691264.77000000 PA USD 240356.22000000 0.027616507339 Long LON CORP US Y 2 2025-08-11 Floating 5.20013000 N N N N N N Daktoa Holding Corp. 549300FDREJLOIGXY104 Daktoa Holding Corp., First Lien Term Loan B 24440EAB3 3450303.20000000 PA USD 3395322.62000000 0.390116602994 Long LON CORP US Y 2 2027-04-09 Floating 4.75000000 N N N N N N AnaCap Financial Europe S.A. SICAV-RAIF 2221001M75L4SO9QJ626 AnaCap Financial Europe S.A. SICAV-RAIF N/A 200000.00000000 PA 172040.27000000 0.019767124724 Long DBT CORP LU Y 2 2024-08-01 Floating 5.00000000 N N N N N N PODS LLC N/A PODS LLC, Term Loan B-4 00190NAJ8 274427.56000000 PA USD 269738.97000000 0.030992533684 Long LON CORP US Y 2 2024-12-06 Floating 3.75000000 N N N N N N Nexstar Broadcasting, Inc. 5493006PK6I4I2OOT688 Nexstar Broadcasting, Inc., Term Loan B-4 65336RAW8 6039908.79000000 PA USD 5842222.58000000 0.671261108862 Long LON CORP US Y 2 2026-09-18 Floating 3.12013000 N N N N N N Weight Watchers International, Inc. SGT8R1MU6ESIC7UJC518 Weight Watchers International, Inc., Term Loan 948627AW4 1390158.15000000 PA USD 1362354.99000000 0.156532194508 Long LON CORP US Y 2 2024-11-29 Floating 5.50000000 N N N N N N Kenan Advantage Group, Inc. (The) 549300GVUXCXDWYPIY65 Kenan Advantage Group, Inc. (The), Term Loan 48853UAY6 3664847.50000000 PA USD 3353353.79000000 0.385294458172 Long LON CORP US Y 2 2022-07-29 Floating 4.00000000 N N N N N N Robertshaw US Holding Corp. 549300NMXRV2JIXFIY04 Robertshaw US Holding Corp., First Lien Term Loan 77051UAF6 944027.91000000 PA USD 761712.52000000 0.087519430115 Long LON CORP US Y 2 2025-02-28 Floating 4.25000000 N N N N N N Upstream Newco, Inc. 549300Q4K2W4R1EBTH48 Upstream Newco, Inc., Term Loan 91678HAB8 521825.68000000 PA USD 474861.37000000 0.054560737017 Long LON CORP US Y 3 2026-10-22 Floating 4.67363000 N N N N N N IGT Holding IV AB 549300S0NZ6VQU5JU607 IGT Holding IV AB, Term Loan B 99Q945315 480900.50000000 PA 508133.52000000 0.058383648588 Long LON CORP SE Y 2 2024-07-29 Floating 3.75000000 N N N N N N Belron Finance US LLC N/A Belron Finance US LLC, Term Loan B 08078UAE3 268848.29000000 PA USD 262799.20000000 0.030195166306 Long LON CORP BE Y 2 2026-10-30 Floating 3.26013000 N N N N N N CSM Bakery Supplies LLC 5493001EXHLY7Q2ERI31 CSM Bakery Supplies LLC, First Lien Term Loan 60001PAB3 2809716.70000000 PA USD 2542793.61000000 0.292162517754 Long LON CORP US Y 2 2020-07-03 Floating 5.35000000 N N N N N N Optiv, Inc. 549300VZRXJMEDMZX746 Optiv, Inc., Term Loan 68404XAB2 2358923.55000000 PA USD 1986213.63000000 0.228212456039 Long LON CORP US Y 2 2024-02-01 Floating 4.25000000 N N N N N N U.S. TelePacific Corp. 549300C81ZS48XBQR219 U.S. TelePacific Corp., Term Loan 90343TAS2 3022542.15000000 PA USD 2385647.18000000 0.274106669075 Long LON CORP US Y 2 2023-05-02 Floating 7.07200000 N N N N N N iHeartCommunications, Inc. 54930076J6KDZL504O62 iHeartCommunications, Inc. 45174HBD8 1836860.00000000 PA USD 1721716.43000000 0.197822192517 Long DBT CORP US N 2 2027-05-01 Fixed 8.37500000 N N N N N N American Airlines, Inc. IWUQB36BXD6OWD6X4T14 American Airlines, Inc., Term Loan B 02376CBA2 683664.14000000 PA USD 523003.07000000 0.060092133755 Long LON CORP US Y 2 2023-12-15 Floating 2.18363000 N N N N N N TricorBraun, Inc. 549300R079EQZCNNVM25 TricorBraun, Inc., Term Loan 89612HAC9 52500.14000000 PA USD 49547.01000000 0.005692864388 Long LON CORP US Y 2 2023-11-30 Floating 5.20013000 N N N N N N Flex Acquisition Co., Inc. 549300HHED2KGPBEDW39 Flex Acquisition Co., Inc., Incremental Term Loan B 33936HAH5 2795430.30000000 PA USD 2645175.92000000 0.303926065274 Long LON CORP US Y 2 2025-06-29 Floating 4.70010000 N N N N N N ThermaSys Corp. N/A ThermaSys Corp. N/A 881784.00000000 NS USD 198401.40000000 0.022795972241 Long EC CORP US N 2 N N N Keter Group B.V. 549300TACUSUHMY1TC98 Keter Group B.V., Term Loan B-3 N/A 435872.10000000 PA 404180.58000000 0.046439638441 Long LON CORP NL Y 2 2023-10-31 Floating 5.25000000 N N N N N N AMCP Clean Acquisition Co. LLC 5493004SV2P71274QF78 AMCP Clean Acquisition Co. LLC, Delayed Draw Term Loan 00165PAD7 188150.18000000 PA USD 95956.59000000 0.011025243582 Long LON CORP US Y 3 2025-06-16 Floating 5.32200000 N N N N N N Karman Buyer Corp. 549300T4O24KQDED1182 Karman Buyer Corp., First Lien Term Loan 00769EAS9 977350.03000000 PA USD 885249.45000000 0.101713606301 Long LON CORP US Y 2 2021-07-23 Floating 4.70013000 N N N N N N Grifols Worldwide Operations USA, Inc. N/A Grifols Worldwide Operations USA, Inc., Term Loan B 39843PAG8 1461217.71000000 PA USD 1430561.36000000 0.164368986573 Long LON CORP ES Y 2 2027-11-15 Floating 2.09488000 N N N N N N Cornerstone OnDemand 549300Z402F16H5EGH48 CORNERSTONE ONDEMAND INC CSOD TL B 1L USD N/A 1006350.62000000 PA USD 994611.54000000 0.114279118278 Long LON CORP US Y 2 2027-04-22 Floating 5.34763000 N N N N N N Live Nation Entertainment, Inc. 5493007B9BM9ZXJINO78 Live Nation Entertainment, Inc., Term Loan B-4 53803HAM2 181857.06000000 PA USD 171491.21000000 0.019704038695 Long LON CORP US Y 2 2026-10-19 Floating 1.93750000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 33180.80000000 0.003812415616 N/A DFE N/A N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 3697885.17000000 USD 3020962.91000000 GBP 2020-06-15 33180.80000000 N N N ThermaSys Corp. N/A ThermaSys Corp., Term Loan 00189AAB6 832603.47000000 PA USD 666082.78000000 0.076531741023 Long LON CORP US Y 3 2024-01-01 Floating 12.45013000 N N N N N N Toys 'R' Us-Delaware, Inc. N/A Toys 'R' Us-Delaware, Inc. N/A 14.51900000 NS USD 384.75000000 0.000044207098 Long EC CORP US N 2 N N N Mavenir Systems, Inc. 549300Q70CXM8TJLTD42 Mavenir Systems, Inc., Term Loan 57767EAB8 3027135.95000000 PA USD 2966593.23000000 0.340856349419 Long LON CORP US Y 3 2025-05-08 Floating 7.00000000 N N N N N N Financiere Persea (Proxiserve) 9695006Y5BP7KLQ0FB88 Financiere Persea (Proxiserve), Term Loan B N/A 268371.37000000 PA 292692.39000000 0.033629841310 Long LON CORP FR Y 2 2026-03-26 Floating 3.75000000 N N N N N N Terveys-ja hoivapalvelut Suomi Oy 2138006X78HGYRHS5865 Terveys-ja hoivapalvelut Suomi Oy, First Lien Term Loan B N/A 1792244.87000000 PA 1875086.91000000 0.215444191176 Long LON CORP FI Y 2 2025-08-11 Floating 3.75000000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 577.04000000 0.000066300882 N/A DFE N/A N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 68529.00000000 GBP 85214.37000000 USD 2020-06-15 577.04000000 N N N Klockner Pentaplast of America, Inc. 5299004QDA11QZOG5N31 Klockner Pentaplast of America, Inc., Term Loan 49865NAP5 390009.52000000 PA 380545.67000000 0.043724028812 Long LON CORP US Y 2 2022-06-30 Floating 4.75000000 N N N N N N Engineered Machinery Holdings, Inc. 5493008AR0NPSLW8EW07 Engineered Machinery Holdings, Inc., First Lien Incremental Term Loan 26658NAH2 212610.31000000 PA USD 201979.79000000 0.023207122965 Long LON CORP US Y 2 2024-07-19 Floating 5.70013000 N N N N N N Prime Security Services Borrower LLC N/A Prime Security Services Borrower LLC 74166MAC0 203000.00000000 PA USD 209565.02000000 0.024078652563 Long DBT CORP US Y 2 2026-04-15 Fixed 5.75000000 N N N N N N IWH UK Midco Ltd. 213800195YCWGVO6OG02 IWH UK Midco Ltd., Term Loan B G4700UAB7 1534853.27000000 PA 1593019.79000000 0.183035174718 Long LON CORP GB Y 2 2025-01-31 Floating 4.00000000 N N N N N N Trident TPI Holdings, Inc. 549300TPLK304J3RNC85 Trident TPI Holdings, Inc., Term Loan B-2 00216EAC3 205877.38000000 PA 206252.18000000 0.023698013068 Long LON CORP US Y 2 2024-10-17 Floating 3.50000000 N N N N N N Sandvine Corp. N/A Sandvine Corp., First Lien Term Loan 74274XAC5 1809628.13000000 PA USD 1682954.16000000 0.193368475804 Long LON CORP CA Y 3 2025-10-31 Floating 4.67363000 N N N N N N Camelot Finance S.A. 549300P4VE08Q68CXC45 Camelot Finance S.A. L2000AAC4 1386456.63000000 PA USD 1360460.57000000 0.156314528978 Long LON CORP LU Y 2 2026-10-30 Floating 3.17363000 N N N N N N RP Crown Parent LLC 549300B1M4J69ECRY452 RP Crown Parent LLC, Term Loan 74966FAJ2 634065.36000000 PA USD 621384.05000000 0.071395935488 Long LON CORP US Y 2 2023-10-12 Floating 3.75000000 N N N N N N Mesa Airlines, Inc. N/A Mesa Airlines, Inc., Term Loan N915FJ N/A 113484.03000000 PA USD 112349.19000000 0.012908724518 Long LON CORP US Y 3 2021-12-01 Floating 6.50625000 N N N N N N Diebold Nixdorf, Inc. 549300XZK6EWDBAZSY16 Diebold Nixdorf, Inc., Term Loan B 25365EAM7 1455962.67000000 PA USD 1324926.03000000 0.152231672771 Long LON CORP US Y 2 2023-11-06 Floating 3.00000000 N N N N N N Safe Fleet Holdings LLC N/A Safe Fleet Holdings LLC, First Lien Term Loan 78638JAB0 1819804.01000000 PA USD 1669388.11000000 0.191809760497 Long LON CORP US Y 2 2025-02-03 Floating 4.00000000 N N N N N N Generac Power Systems, Inc. 549300JQWLGGW8KC1X38 Generac Power Systems, Inc., Term Loan 36874VAM0 162521.66000000 PA USD 160846.06000000 0.018480929665 Long LON CORP US Y 2 2026-12-13 Floating 1.94800000 N N N N N N Diaverum Holding S.a.r.l. 529900RWYQPY2NLNKQ39 Diaverum Holding S.a.r.l., Term Loan B N/A 324915.17000000 PA 342999.28000000 0.039410014575 Long LON CORP LU Y 2 2024-06-08 Floating 3.75000000 N N N N N N Pacific Gas and Electric Co. 1HNPXZSMMB7HMBMVBS46 Pacific Gas and Electric Co., Term Loan 69431EBK8 2801335.63000000 PA USD 2796083.13000000 0.321265038538 Long LON CORP US Y 2 2020-12-31 Floating 2.44000000 N N N N N N Mission Broadcasting, Inc. N/A Mission Broadcasting, Inc., Term Loan B-3 605024AQ1 243448.54000000 PA USD 235131.12000000 0.027016152530 Long LON CORP US Y 2 2024-01-17 Floating 2.62013000 N N N N N N Altice Financing S.A. 549300IGQP5SEZB5Z419 Altice Financing S.A. AP4431445 940000.00000000 PA 936233.15000000 0.107571543846 Long DBT CORP LU N 2 2028-01-15 Fixed 4.75000000 N N N N N N ESH Hospitality, Inc. 54930042FMK7X7SQ2896 ESH Hospitality, Inc., Term Loan 26908BAK9 322972.40000000 PA USD 312126.99000000 0.035862842701 Long LON CORP US Y 2 2026-09-18 Floating 2.17363000 N N N N N N LPL Holdings, Inc. 549300Z5YF8CCRMYUL26 LPL Holdings, Inc., Term Loan B 50212XAX4 1177589.42000000 PA USD 1142450.15000000 0.131265514794 Long LON CORP US Y 2 2026-11-12 Floating 1.92375000 N N N N N N HGIM Corp. 549300W0Q0ZDXP0FKI37 HGIM Corp. N/A 3232.00000000 NS USD 25856.00000000 0.002970808967 Long EC CORP US N 2 N N N CTC AcquiCo GmbH 3912006DWJ216KSA8A82 CTC AcquiCo GmbH, Term Loan B-1 D1463UAC1 565855.77000000 PA 592868.44000000 0.068119542005 Long LON CORP DE Y 2 2025-03-07 Floating 2.50000000 N N N N N N Cengage Learning, Inc. 549300BYGM0FWUSVXJ88 Cengage Learning, Inc., Term Loan B 15134NAE6 4932778.04000000 PA USD 4028846.46000000 0.462907379023 Long LON CORP US Y 2 2023-06-07 Floating 5.25000000 N N N N N N Wand NewCo 3, Inc. 549300Y3VZEWMSQW8494 Wand NewCo 3, Inc., Term Loan B-1 93369PAF1 476585.11000000 PA USD 457123.76000000 0.052522716795 Long LON CORP US Y 2 2026-02-05 Floating 4.07200000 N N N N N N Coty, Inc. 549300BO9IWPF3S48F93 Coty, Inc., Term Loan B 22207EBG8 4059399.62000000 PA USD 3628088.41000000 0.416860983264 Long LON CORP US Y 2 2025-04-05 Floating 2.47163000 N N N N N N Science Applications International Corp. 549300LZPNZIXQGZPZ48 Science Applications International Corp., Incremental Term Loan B 80862QAG6 2537272.17000000 PA USD 2486526.73000000 0.285697552111 Long LON CORP US Y 2 2027-03-30 Floating 2.42363000 N N N N N N Samson Investment Co. EE5W18H3TVA53PMLNG63 Samson Investment Co., Class A 931GSK906 132022.00000000 NS USD 858143.00000000 0.098599122826 Long EC CORP US N 2 N N N Covia Holdings Corp. 213800IE4YGTGVTQ1806 Covia Holdings Corp., Term Loan 90480TAD8 2317527.83000000 PA USD 1433981.93000000 0.164762004055 Long LON CORP US Y 2 2025-06-01 Floating 5.38738000 N N N N N N Zayo Group LLC 529900Z6OTS7RT0V0I47 Zayo Group LLC, Term Loan 98919XAB7 51330.83000000 PA USD 49545.03000000 0.005692636889 Long LON CORP US Y 2 2027-02-20 Floating 3.17363000 N N N N N N Coty, Inc. 549300BO9IWPF3S48F93 Coty, Inc., Term Loan 22207EBK9 339497.78000000 PA 333835.47000000 0.038357108908 Long LON CORP US Y 2 2025-04-07 Floating 2.50000000 N N N N N N Dayco Products LLC 549300KMSX88XFVFQO13 Dayco Products LLC, Term Loan 239579BA2 857923.48000000 PA USD 546214.14000000 0.062759044913 Long LON CORP US Y 2 2023-05-19 Floating 4.61250000 N N N N N N CommScope, Inc. 549300Z6K4JXMFE8QY54 CommScope, Inc. 20338QAA1 790000.00000000 PA USD 825403.85000000 0.094837452018 Long DBT CORP US Y 2 2027-03-01 Fixed 8.25000000 N N N N N N SonicWall U.S. Holdings, Inc. 549300KJE1MHNCWBX302 SonicWall U.S. Holdings, Inc., Term Loan 83547MAB3 368256.74000000 PA USD 344320.05000000 0.039561768727 Long LON CORP US Y 2 2025-05-16 Floating 3.87663000 N N N N N N Sophos Group PLC N/A Sophos Group PLC, Term Loan 86875TAB3 659608.42000000 PA USD 633636.34000000 0.072803702080 Long LON CORP US Y 2 2027-03-05 Floating 4.81425000 N N N N N N Panther BF Aggregator 2 L.P. 549300474L1ZLXZY2P98 Panther BF Aggregator 2 L.P., Term Loan B C8000CAF0 1294054.57000000 PA 1375811.03000000 0.158078269859 Long LON CORP CA Y 2 2026-04-30 Floating 3.75000000 N N N N N N New Red Finance, Inc. 549300RHSHNRWI5LLA86 New Red Finance, Inc., Term Loan B-4 C6901LAH0 18372062.00000000 PA USD 17677414.34000000 2.031103846045 Long LON CORP CA Y 2 2026-11-19 Floating 1.92363000 N N N N N N Station Casinos LLC 5493004E7Q60TX54WL62 Station Casinos LLC 85769EAZ4 3711784.31000000 PA USD 3512944.02000000 0.403631095177 Long LON CORP US Y 2 2027-02-08 Floating 2.50000000 N N N N N N Ferro Corp. 1YTO5R7OHOPE81ZNYD08 Ferro Corp., Term Loan B-3 315409AN2 552239.84000000 PA USD 536362.94000000 0.061627159343 Long LON CORP US Y 2 2024-02-14 Floating 3.70013000 N N N N N N Alorica Inc. 549300I7BKCLNE05U640 ALORICA INC ALORIC TL 1L USD 02052RAL7 781775.56000000 PA USD 777866.68000000 0.089375514714 Long LON CORP US Y 3 2020-10-02 Floating 6.50000000 N N N N N N Kissner Group N/A Kissner Group, Term Loan B 78397GAC5 1470354.46000000 PA USD 1418892.05000000 0.163028203358 Long LON CORP US Y 2 2027-03-01 Floating 5.50000000 N N N N N N Go Daddy Operating Co. LLC 5493005GJOH8HLL11157 Go Daddy Operating Co. LLC, Term Loan B-2 N/A 666721.93000000 PA USD 654847.61000000 0.075240839732 Long LON CORP US Y 2 2024-02-15 Floating 1.92363000 N N N N N N Mesa Airlines, Inc. N/A Mesa Airlines, Inc., Term Loan N913FJ N/A 115934.28000000 PA USD 114774.94000000 0.013187438930 Long LON CORP US Y 3 2021-12-01 Floating 6.50625000 N N N N N N Serta Simmons Bedding LLC 549300M4F4V4WFPNI116 Serta Simmons Bedding LLC, First Lien Term Loan 81753HAB7 2943515.22000000 PA USD 1252333.27000000 0.143890892203 Long LON CORP US Y 2 2023-11-08 Floating 4.60964100 N N N N N N Eastern Power LLC 5493000R3E1L1VM1V279 Eastern Power LLC, Term Loan 87264NAB3 2671866.37000000 PA USD 2643477.79000000 0.303730953121 Long LON CORP US Y 2 2025-10-02 Floating 4.75000000 N N N N N N Riverbed Technology, Inc. XWT9B0BASIY6FJ5R7M02 Riverbed Technology, Inc., Term Loan 76857MAJ4 5401619.20000000 PA USD 4706646.87000000 0.540785455144 Long LON CORP US Y 2 2022-04-24 Floating 4.25000000 N N N N N N Sigma Bidco B.V. 2549002VGA888UKFKS25 Sigma Bidco B.V., Term Loan B-1 N8003HAB3 693528.12000000 PA 739607.56000000 0.084979609052 Long LON CORP NL Y 2 2025-07-02 Floating 3.50000000 N N N N N N Crestwood Holdings LLC 549300UDGUXJTHWVGZ47 Crestwood Holdings LLC, Term Loan 22634GAM4 2810515.76000000 PA USD 1623072.85000000 0.186488218505 Long LON CORP US Y 2 2023-03-06 Floating 7.68000000 N N N N N N Bausch Health Americas, Inc. KOO0397YRO83WY5MGD97 Bausch Health Americas, Inc., Term Loan C9413PAZ6 3847997.72000000 PA USD 3781350.40000000 0.434470516613 Long LON CORP US Y 2 2025-06-02 Floating 3.17075000 N N N N N N Alpha US Bidco, Inc. 549300RVASWYF4HCO804 Alpha US Bidco, Inc., Term Loan B-1 N0287GAB9 96452.03000000 PA USD 93242.11000000 0.010713354599 Long LON CORP NL Y 2 2024-01-31 Floating 4.45013000 N N N N N N Diamond Sports Holdings LLC N/A Diamond Sports Holdings LLC, Term Loan B 25277BAB4 812717.33000000 PA USD 705032.28000000 0.081006970134 Long LON CORP US Y 2 2026-08-24 Floating 3.42000000 N N N N N N NexTier Oilfield Solutions, Inc. 529900L27H2D4QT0IT24 NexTier Oilfield Solutions, Inc. 65290C105 42011.00000000 NS USD 121831.90000000 0.013998271234 Long EC CORP US N 1 N N N TAMKO Building Products LLC 549300Z7I3THDPEWUY31 TAMKO Building Products LLC, Term Loan 87510EAB5 179353.52000000 PA USD 174421.30000000 0.020040700888 Long LON CORP US Y 3 2026-05-29 Floating 3.42363000 N N N N N N USF S&H TopCo N/A USF S&H TopCo, Term Loan A N/A 17527087.87000000 PA USD 13145315.90000000 1.510373698802 Long LON CORP US Y 3 2024-11-26 Floating 5.50000000 N N N N N N Option Care Health, Inc. 549300DI3Q5ACSYJRI17 Option Care Health, Inc., Term Loan B N/A 1798625.04000000 PA USD 1744666.29000000 0.200459091105 Long LON CORP US Y 2 2026-08-06 Floating 4.67363000 N N N N N N Dell International LLC N/A Dell International LLC, Term Loan B-1 24702NBE9 829133.58000000 PA USD 815979.38000000 0.093754596975 Long LON CORP US Y 2 2025-09-19 Floating 2.75000000 N N N N N N Peraton Corp. N/A Peraton Corp., Term Loan BL2419739 1610690.79000000 PA USD 1562370.07000000 0.179513575746 Long LON CORP US Y 2 2024-04-29 Floating 6.25000000 N N N N N N Microchip Technology, Inc. 5493007PTFULNYZJ1R12 Microchip Technology, Inc., Term Loan 59501NAJ8 799419.51000000 PA USD 786764.70000000 0.090397881577 Long LON CORP US Y 2 2025-05-29 Floating 2.18000000 N N N N N N CenturyLink, Inc. 8M3THTGWLTYZVE6BBY25 CenturyLink, Inc. 15669GAH7 6732719.16000000 PA USD 6485493.71000000 0.745171831384 Long LON CORP US Y 2 2027-03-15 Floating 2.42363000 N N N N N N Heritage Power LLC N/A Heritage Power LLC, Term Loan B 42727CAC1 2924950.48000000 PA USD 2603205.93000000 0.299103787170 Long LON CORP US Y 2 2026-07-30 Floating 7.77100000 N N N N N N Parques Reunidos (Piolin Bidco s.a.u) N/A PIOLIN BIDCO SAU PQRSM TL B 1L EUR N/A 943588.57000000 PA 1006842.92000000 0.115684482348 Long LON CORP ES Y 2 2026-09-27 Floating 7.50000000 N N N N N N Alorica Inc. 549300I7BKCLNE05U640 ALORICA INC ALORIC TL DD 1L USD 02052RAK9 781775.56000000 PA USD 777866.68000000 0.089375514714 Long LON CORP US Y 3 2020-10-02 Floating 4.25 N N N N N N Biogroup-LCD N/A Biogroup-LCD, Term Loan B-7 N/A 588147.78000000 PA 617944.93000000 0.071000786643 Long LON CORP FR Y 2 2026-04-25 Floating 3.75000000 N N N N N N Oxea Corp. 529900MSP24R2FE9U796 Oxea Corp., Term Loan B-2 D7000RAD3 1614394.94000000 PA USD 1500378.30000000 0.172390830301 Long LON CORP US Y 2 2024-10-14 Floating 3.81250000 N N N N N N Acadia Healthcare Co., Inc. 5493005CW985Y9D0NC11 Acadia Healthcare Co., Inc., Term Loan B-4 00404DAG8 2660405.38000000 PA USD 2602674.58000000 0.299042735988 Long LON CORP US Y 2 2023-02-16 Floating 2.67363000 N N N N N N Goodman Networks, Inc. 549300UMUT10TOBP5N08 Goodman Networks, Inc. 38239HAF2 1673593.00000000 PA USD 602493.48000000 0.069225442189 Long DBT CORP US N 2 2022-05-11 Fixed 8.00000000 N N N N N N Surgery Center Holdings, Inc. 54930054EVI5HWPPW113 Surgery Center Holdings, Inc., First Lien Term Loan 86880NAU7 19622.56000000 PA USD 18040.49000000 0.002072820601 Long LON CORP US Y 2 2024-09-02 Floating 4.25000000 N N N N N N Shearer's Foods LLC 549300AQWIJSYS2CIH04 Shearer's Foods LLC, Term Loan 82087UAH0 2349079.88000000 PA USD 2332565.85000000 0.268007717529 Long LON CORP US Y 2 2022-03-31 Floating 5.25000000 N N N N N N Verint Systems, Inc. 549300KEQJS5FRVUCO94 Verint Systems, Inc., Term Loan 92345MAQ5 849374.07000000 PA USD 834510.02000000 0.095883734950 Long LON CORP US Y 3 2024-06-29 Floating 2.37013000 N N N N N N Mesa Airlines, Inc. N/A Mesa Airlines, Inc., Term Loan N914FJ N/A 134375.41000000 PA USD 133031.66000000 0.015285103979 Long LON CORP US Y 3 2021-12-01 Floating 6.50625000 N N N N N N Genesee & Wyoming, Inc. G617XSG94Z7G0RMW3L02 Genesee & Wyoming, Inc. 55316HAB1 1102229.84000000 PA USD 1082152.72000000 0.124337446038 Long LON CORP US Y 2 2026-12-30 Floating 3.45013000 N N N N N N Patriot Container Corp. 549300V4U8NYJ3YQD526 Patriot Container Corp., First Lien Term Loan 40435YAB2 396615.15000000 PA USD 376784.39000000 0.043291864349 Long LON CORP US Y 3 2025-03-20 Floating 4.50000000 N N N N N N Consolidated Communications, Inc. 549300WW675Y48HDVX34 Consolidated Communications, Inc., Term Loan 20903EAX3 3947541.46000000 PA USD 3799528.39000000 0.436559135723 Long LON CORP US Y 2 2023-10-05 Floating 4.00000000 N N N N N N USIC Holding, Inc. 5493009ZYUWB7X699U62 USIC Holding, Inc., First Lien Term Loan 90290HAM4 281461.06000000 PA USD 269498.96000000 0.030964956957 Long LON CORP US Y 2 2023-12-08 Floating 4.25000000 N N N N N N Level 3 Financing, Inc. OKXQCBALRQBU7RU5WQ22 Level 3 Financing, Inc., Term Loan B 52729KAP1 7809980.05000000 PA USD 7603562.28000000 0.873635945479 Long LON CORP US Y 2 2027-03-01 Floating 1.92363000 N N N N N N Checkout Holding Corp. 5493000F1R60SFVQY311 Checkout Holding Corp., Term Loan 14886MAM3 388339.42000000 PA USD 236887.05000000 0.027217905802 Long LON CORP US Y 2 2023-02-15 Floating 8.50000000 N N N N N N AI Aqua Merger Sub, Inc. 5493005QMH1D47U26R45 AI Aqua Merger Sub, Inc. 00132UAB0 343473.80000000 PA USD 331452.22000000 0.038083277671 Long LON CORP US Y 3 2023-12-13 Floating 5.32200000 N N N N N N Servicemaster Co. (The) HZPA4EQ289DXC7NQGK91 Servicemaster Co. (The), Term Loan B 81760HAG7 1124021.47000000 PA USD 1111376.23000000 0.127695175987 Long LON CORP US Y 2 2026-10-30 Floating 1.92363000 N N N N N N INDIGOCYAN Midco Ltd. 213800FQZTI1W79G8Q70 INDIGOCYAN Midco Ltd., Term Loan B G4763LAB1 612188.31000000 PA 548137.83000000 0.062980073514 Long LON CORP JE Y 2 2024-06-23 Floating 5.37975000 N N N N N N CityCenter Holdings LLC 54930012KUDSU3GT0X08 CityCenter Holdings LLC, Term Loan B 17875LAL3 1639296.26000000 PA USD 1546651.43000000 0.177707531630 Long LON CORP US Y 2 2024-04-18 Floating 3.00000000 N N N N N N Riverbed Technology, Inc. XWT9B0BASIY6FJ5R7M02 Riverbed Technology, Inc. 74339KAA0 1037000.00000000 PA USD 622200.00000000 0.071489686710 Long DBT CORP US Y 2 2023-03-01 Fixed 8.87500000 N N N N N N McDermott Technology (Americas), Inc. 549300MSF84ZAB7RHN59 McDermott Technology (Americas), Inc., DIP Term Loan 58004GAK4 5560560.71000000 PA USD 5417654.30000000 0.622478959514 Long LON CORP US Y 2 2020-10-23 Floating 10.01970800 N N N N N N Prairie ECI Acquiror L.P. 549300EXIECHUG4F3335 Prairie ECI Acquiror L.P., Term Loan 73955HAB0 1852641.84000000 PA USD 1683301.11000000 0.193408339750 Long LON CORP US Y 2 2026-03-11 Floating 6.20013000 N N N N N N Altice France S.A. 5493001ZMCICV4N02J21 Altice France S.A., Term Loan B-13 F6628DAM6 1768023.36000000 PA USD 1704480.60000000 0.195841825935 Long LON CORP FR Y 2 2026-08-14 Floating 4.18363000 N N N N N N Renaissance Holding Corp. 549300UKKEC0Y6TXNF09 Renaissance Holding Corp., Second Lien Term Loan 75972JAE4 349300.59000000 PA USD 324849.55000000 0.037324642490 Long LON CORP US Y 2 2026-05-29 Floating 7.34400000 N N N N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 Vistra Operations Co. LLC, Incremental Term Loan 88233FAK6 7511509.54000000 PA USD 7376527.71000000 0.847550072316 Long LON CORP US Y 2 2025-12-31 Floating 1.92240000 N N N N N N Advanced Drainage Systems, Inc. 6QQTOZ5MF5DHM7K92I60 Advanced Drainage Systems, Inc., Term Loan 00769QAG8 918351.46000000 PA USD 901132.37000000 0.103538525900 Long LON CORP US Y 2 2026-09-30 Floating 2.42380000 N N N N N N McAfee LLC 549300713UKUTLV9T378 McAfee LLC, Term Loan B-1 57906PAH2 1497077.24000000 PA 1629375.62000000 0.187212395703 Long LON CORP US Y 2 2024-09-30 Floating 3.50000000 N N N N N N Severin Acquisition LLC 549300L10R4RABI1ER67 Severin Acquisition LLC, Term Loan 81812HAB6 38795.47000000 PA USD 37146.66000000 0.004268085962 Long LON CORP US Y 2 2025-08-01 Floating 3.49725000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 CSC Holdings LLC 126307AU1 6796000.00000000 PA USD 7119523.58000000 0.818020749371 Long DBT CORP US Y 2 2026-05-15 Fixed 5.50000000 N N N N N N AI Aqua Merger Sub, Inc. 5493005QMH1D47U26R45 AI Aqua Merger Sub, Inc., First Lien Incremental Term Loan 00132UAC8 360136.99000000 PA USD 347532.20000000 0.039930839118 Long LON CORP US Y 3 2023-12-13 Floating 5.34175000 N N N N N N Tata Chemicals North America, Inc. 549300TP6NHS5PMXX264 Tata Chemicals North America, Inc., Term Loan 87656DAC9 980514.78000000 PA USD 951099.34000000 0.109279642955 Long LON CORP US Y 3 2020-08-07 Floating 3.75000000 N N N N N N Alorica, Inc. 549300I7BKCLNE05U640 Alorica, Inc., Term Loan B 02052RAH6 564056.13000000 PA USD 408940.69000000 0.046986566716 Long LON CORP US Y 2 2022-06-30 Floating 8.00000000 N N N N N N Parfums Holding Co., Inc. 549300S46D4GK45PA591 Parfums Holding Co., Inc. 69946PAB2 210955.05000000 PA USD 194936.18000000 0.022397824552 Long LON CORP US Y 2 2024-06-30 Floating 5.25000000 N N N N N N EG Finco Ltd. 2138003OUK4UQHRJLT65 EG Finco Ltd., Term Loan B G2903JAD7 880321.20000000 PA 1029444.29000000 0.118281340047 Long LON CORP GB Y 2 2025-02-07 Floating 5.34550000 N N N N N N Sybil Software LLC N/A Sybil Software LLC, Term Loan N0805EAL5 996499.33000000 PA USD 971821.02000000 0.111660527576 Long LON CORP US Y 2 2023-09-29 Floating 3.70013000 N N N N N N West Corp. 5493005Z5DB0O5S30R71 West Corp., Term Loan B 68162RAC5 146554.28000000 PA USD 120022.09000000 0.013790327245 Long LON CORP US Y 2 2024-10-10 Floating 5.45013000 N N N N N N Monitronics International, Inc. SCAKOG18M6QWWML8YF46 Monitronics International, Inc., Term Loan N/A 5208704.46000000 PA USD 4922225.71000000 0.565555085059 Long LON CORP US Y 2 2024-08-30 Floating 6.50000000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -32755.55000000 -0.00376355513 N/A DFE N/A N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 2942398.76000000 GBP 3601772.67000000 USD 2020-07-15 -32755.55000000 N N N Perstorp Holding AB 549300ES84TRW7EWGU35 Perstorp Holding AB, Term Loan B N/A 233216.29000000 PA 228648.32000000 0.026271290201 Long LON CORP SE Y 2 2026-02-26 Floating 4.75000000 N N N N N N Everest Bidco S.A.S. 969500LYRK1I91F5I417 Everest Bidco S.A.S., First Lien Term Loan B BL2684332 2248330.66000000 PA 2302338.91000000 0.264534695236 Long LON CORP FR Y 2 2025-07-04 Floating 3.50000000 N N N N N N CRCI Longhorn Holdings, Inc. N/A CRCI Longhorn Holdings, Inc., Second Lien Term Loan 12688EAE3 105794.17000000 PA USD 91247.47000000 0.010484173968 Long LON CORP US Y 2 2026-08-08 Floating 7.43388000 N N N N N N IGT Holding IV AB 549300S0NZ6VQU5JU607 IGT Holding IV AB, Term Loan B 99Q9242B9 1367667.19000000 PA USD 1268511.32000000 0.145749721721 Long LON CORP SE Y 2 2024-07-29 Floating 5.45013000 N N N N N N Duran Group 529900OS9JBJ7YK5OX04 Duran Group, Term Loan B-2 N/A 3087543.11000000 PA USD 2701600.22000000 0.310409118199 Long LON CORP DE Y 3 2024-03-21 Floating 6.12438000 N N N N N N Houston Foods, Inc. 54930016IW5324QMQK30 Houston Foods, Inc., Term Loan 44216WAM9 1251980.25000000 PA USD 1155997.18000000 0.132822044737 Long LON CORP US Y 2 2025-07-20 Floating 3.92363000 N N N N N N Dorna Sports S.L. 95980020140005602218 Dorna Sports S.L., Term Loan B N/A 188513.98000000 PA 196645.83000000 0.022594260333 Long LON CORP ES Y 2 2024-05-03 Floating 2.75000000 N N N N N N Brazos Delaware II LLC 549300V1BTYXZRGYUU04 Brazos Delaware II LLC, Term Loan 10620UAB8 1543267.96000000 PA USD 896376.33000000 0.102992065261 Long LON CORP US Y 2 2025-05-21 Floating 4.17088000 N N N N N N Granite Acquisition, Inc. 549300DJBUN7Z75R2S83 Granite Acquisition, Inc., Second Lien Term Loan 38723BAF8 505727.23000000 PA USD 498141.32000000 0.057235562365 Long LON CORP US Y 2 2022-12-19 Floating 8.70013000 N N N N N N Vectra Co. JUC8K6CTM7PVMRAKXF33 Vectra Co., First Lien Term Loan 92243BAC3 800859.95000000 PA USD 751206.63000000 0.086312321814 Long LON CORP US Y 2 2025-03-08 Floating 3.42363000 N N N N N N Payless, Inc. 549300QN6WZPQK5U0K47 Payless, Inc. N/A 73380.00000000 NS USD 36690.00000000 0.004215616530 Long EC CORP US N 3 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -1588.96000000 -0.00018256871 N/A DFE N/A N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 92576.91000000 EUR 101202.76000000 USD 2020-06-15 -1588.96000000 N N N Learning Care Group (US) No. 2, Inc. 5493000VMN44LK8QID23 Learning Care Group (US) No. 2, Inc., First Lien Term Loan 52201CAC5 20249.27000000 PA USD 17224.54000000 0.001979069380 Long LON CORP US Y 2 2025-03-13 Floating 4.25000000 N N N N N N Daktoa Holding Corp. 549300FDREJLOIGXY104 Daktoa Holding Corp., Second Lien Term Loan B 24440EAF4 1120509.02000000 PA USD 1047675.93000000 0.120376123447 Long LON CORP US Y 3 2028-03-06 Floating 9.00000000 N N N N N N N/A N/A Tribune Resources, Inc., Wts., expiring April 3, 2023 933WMF906 87471.00000000 NS USD 2624.13000000 0.000301507926 N/A DE N/A N 2 Tribune Resources LLC 549300IFWJYQ79PVEU45 Call Purchased Tribune Resources LLC Tribune Resources, Inc. 1.00000000 0.01000000 USD 2023-04-03 XXXX -4614.97000000 N N N Lake at Las Vegas Joint Venture LLC N/A Lake at Las Vegas Joint Venture LLC, Class A N/A 779.53000000 NS USD 0.00000000 0.000000 Long EC CORP US N 3 N N N Payless, Inc. 549300QN6WZPQK5U0K47 Payless, Inc., Class A N/A 72806.00000000 NS USD 728.06000000 0.000083652814 Long EC CORP US N 3 N N N Inmarsat Finance PLC 2594001KNYIQ456J2792 Inmarsat Finance PLC, Term Loan B L2000DAC8 2404235.13000000 PA USD 2259981.02000000 0.259667848104 Long LON CORP LU Y 2 2026-12-11 Floating 5.50000000 N N N N N N CWGS Group LLC N/A CWGS Group LLC, Term Loan 12670UAB3 874491.81000000 PA USD 790632.42000000 0.090842275809 Long LON CORP US Y 2 2023-11-08 Floating 3.98240000 N N N N N N Klockner Pentaplast of America, Inc. 5299004QDA11QZOG5N31 Klockner Pentaplast of America, Inc., Term Loan 49865NAQ3 390534.69000000 PA USD 354736.33000000 0.040758580997 Long LON CORP US Y 2 2022-06-30 Floating 5.25000000 N N N N N N Transdigm, Inc. 88Q84GB3X55CF5OC7582 Transdigm, Inc. 893647BK2 2328000.00000000 PA USD 2525880.00000000 0.290219173685 Long DBT CORP US Y 2 2025-12-15 Fixed 8.00000000 N N N N N N TransDigm, Inc. 88Q84GB3X55CF5OC7582 TransDigm, Inc., Term Loan F 89364MBR4 1204514.03000000 PA USD 1106364.20000000 0.127119302547 Long LON CORP US Y 2 2025-12-09 Floating 2.42363000 N N N N N N Nidda Healthcare Holding AG 549300Q89C4WAO6L0L19 Nidda Healthcare Holding AG, Term Loan F N/A 229430.87000000 PA 267762.90000000 0.030765486714 Long LON CORP DE Y 2 2026-08-21 Floating 4.75613000 N N N N N N Monitronics International, Inc. SCAKOG18M6QWWML8YF46 Monitronics International, Inc., First Lien Term Loan 60945HAB0 5360149.76000000 PA USD 3832507.08000000 0.440348329255 Long LON CORP US Y 2 2024-03-29 Floating 7.75000000 N N N N N N Allison Transmission, Inc. MWKQ3I0U1GXP2YDSZW75 Allison Transmission, Inc. 019736AF4 841000.00000000 PA USD 851853.11000000 0.097876425517 Long DBT CORP US Y 2 2029-06-01 Fixed 5.87500000 N N N N N N Visteon Corp. 549300MOVLYHRW4GGW78 Visteon Corp., Term Loan 92839FAQ3 139115.43000000 PA USD 132725.16000000 0.015249887667 Long LON CORP US Y 2 2024-03-25 Floating 2.09400000 N N N N N N N/A N/A iHeartCommunications, Inc., Wts., expiring 05/01/2039 45174J145 37813.00000000 NS USD 314320.56000000 0.036114880040 N/A DE N/A N 2 iHeartCommunications Inc 54930076J6KDZL504O62 Call Purchased Clear Channel Outdoor Holdings Inc Clear Channel Worldwide Holdings, Inc. 1.00000000 0.00100000 USD 2099-12-31 XXXX -349089.83000000 N N N Imperva, Inc. 549300204GJIBLPF1S81 Imperva, Inc., Term Loan 45321NAD8 290631.47000000 PA USD 271981.65000000 0.031250213676 Long LON CORP US Y 2 2026-01-10 Floating 5.70375000 N N N N N N Invictus US NewCo LLC N/A Invictus US NewCo LLC, Second Lien Term Loan 46184JAD1 521891.00000000 PA USD 399246.62000000 0.045872735107 Long LON CORP LU Y 2 2026-03-30 Floating 8.52925000 N N N N N N Fieldwood Energy LLC 549300KTQCELOBO6BF21 Fieldwood Energy LLC, Second Lien Term Loan 31659HAN1 4200024.27000000 PA USD 110397.64000000 0.012684494852 Long LON CORP US Y 2 2023-04-11 Floating 8.25000000 N N N N N N Crown Finance US, Inc. 213800JUFF664Z4E3U35 Crown Finance US, Inc., Term Loan BL3261650 6225137.93000000 PA USD 3921836.90000000 0.450612168609 Long LON CORP GB Y 2 2027-02-28 Floating 3.17240000 N N N N N N KBR, Inc. 254900OFQDXZRKRCV808 KBR, Inc. 48242YAQ5 2100938.46000000 PA USD 2069424.38000000 0.237773225002 Long LON CORP US Y 2 2027-02-05 Floating 2.92363000 N N N N N N Invesco Treasury Portfolio 5493004B3TM8ZIDDDC39 Invesco Treasury Portfolio, Institutional Class 825252406 1268586.34000000 NS USD 1268586.34000000 0.145758341387 Long STIV RF US N 1 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -3057.14000000 -0.00035126001 N/A DFE N/A N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 267553.19000000 GBP 327431.59000000 USD 2020-07-15 -3057.14000000 N N N AI Aqua Merger Sub, Inc. 5493005QMH1D47U26R45 AI Aqua Merger Sub, Inc., First Lien Incremental Term Loan 23301YAE3 959206.61000000 PA USD 920838.35000000 0.105802708376 Long LON CORP US Y 3 2023-12-13 Floating 4.32200000 N N N N N N Berry Global, Inc. 549300AP2Q7ERHX6RI89 Berry Global, Inc. 085770AA3 1808000.00000000 PA USD 1894169.28000000 0.217636721959 Long DBT CORP US Y 2 2026-07-15 Fixed 4.87500000 N N N N N N ION Trading Technologies S.a.r.l. N/A ION Trading Technologies S.a.r.l., Term Loan L5582BAT4 471078.90000000 PA USD 449291.50000000 0.051622803883 Long LON CORP IE Y 2 2024-11-21 Floating 5.07200000 N N N N N N Form Technologies LLC X7KHAIMGSSPZ1XIJIL51 Form Technologies LLC, Second Lien Term Loan 26779LAB3 14818.46000000 PA USD 7853.78000000 0.000902385521 Long LON CORP US Y 2 2023-01-30 Floating 9.95013000 N N N N N N Four Seasons Hotels Ltd. 5493009FUVX8LHYY2202 Four Seasons Hotels Ltd. 35100DAR7 220849.38000000 PA USD 211404.76000000 0.024290035457 Long LON CORP CA Y 2 2023-11-30 Floating 2.17363000 N N N N N N Plantronics, Inc. 5493006O3W5M472F6668 Plantronics, Inc., Term Loan B 72749DAC0 1371318.40000000 PA USD 1109266.31000000 0.127452749887 Long LON CORP US Y 2 2025-07-02 Floating 3.73240000 N N N N N N Outfront Media Capital LLC 5493005WC7J0FDMW0610 Outfront Media Capital LLC, Term Loan 12505MAF3 1583310.82000000 PA USD 1519732.97000000 0.174614647875 Long LON CORP US Y 2 2026-11-18 Floating 1.92080000 N N N N N N Femur Buyer, Inc. N/A Femur Buyer, Inc., First Lien Term Loan 31446JAC9 69934.82000000 PA USD 59094.92000000 0.006789902470 Long LON CORP US Y 2 2026-03-05 Floating 5.95013000 N N N N N N Acadia Healthcare Co., Inc. 5493005CW985Y9D0NC11 Acadia Healthcare Co., Inc., Term Loan B-3 00404DAF0 311210.57000000 PA USD 304457.30000000 0.034981608797 Long LON CORP US Y 2 2022-02-11 Floating 2.67363000 N N N N N N Aimbridge Acquisition Co., Inc. 549300SPGKLVE9WYCQ20 Aimbridge Acquisition Co., Inc., Term Loan 00900YAD8 1200991.90000000 PA USD 1023845.59000000 0.117638059255 Long LON CORP US Y 2 2026-02-01 Floating 5.01700000 N N N N N N TIBCO Software Inc. 04EEB871XLHVNY4RZJ65 TIBCO Software Inc., Term Loan B-3 88632NAP5 797894.47000000 PA USD 770969.52000000 0.088583043149 Long LON CORP US Y 2 2026-06-30 Floating 3.93000000 N N N N N N Invictus US NewCo LLC N/A Invictus US NewCo LLC, First Lien Term Loan 46184GAB1 830097.81000000 PA USD 768670.57000000 0.088318897834 Long LON CORP LU Y 2 2025-03-28 Floating 4.77925000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 71802.41000000 0.008249970742 N/A DFE N/A N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 2781673.21000000 USD 2569914.80000000 EUR 2020-06-15 71802.41000000 N N N Dun & Bradstreet Corp. (The) RI37BMPWE56BCJ747E14 Dun & Bradstreet Corp. (The), Term Loan 26483NAN0 540725.03000000 PA USD 529007.52000000 0.060782034509 Long LON CORP US Y 2 2026-02-06 Floating 4.17375000 N N N N N N Refresco Group N.V. 7245000VQPPP2TVGEK53 Refresco Group N.V., Term Loan B-1 N8405TAD7 247168.88000000 PA 264810.87000000 0.030426303654 Long LON CORP NL Y 2 2025-03-28 Floating 3.25000000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -22517.45000000 -0.00258721543 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 900748.00000000 EUR 977617.83000000 USD 2020-06-15 -22517.45000000 N N N Southcross Energy Partners L.P. N/A Southcross Energy Partners L.P., Series A, Pfd. N/A 258709.16000000 NS USD 181096.41000000 0.020807659297 Long EC CORP US N 2 N N N Checkout Holding Corp. 5493000F1R60SFVQY311 Checkout Holding Corp. N/A 7731.00000000 NS USD 5798.25000000 0.000666208736 Long EC CORP US N 2 N N N Sinclair Television Group, Inc. 549300CQGEN0CH65UD62 Sinclair Television Group, Inc., Term Loan B-2B 82925BAE5 1083230.64000000 PA USD 1058857.95000000 0.121660917897 Long LON CORP US Y 2 2026-09-30 Floating 2.69000000 N N N N N N Checkout Holding Corp. 5493000F1R60SFVQY311 Checkout Holding Corp., PIK Term Loan, 9.50% PIK Rate, 2.72% Cash Rate 14886MAN1 534869.45000000 PA USD 120345.63000000 0.013827501423 Long LON CORP US Y 2 2023-08-15 Floating 2.00000000 N N Y N N N Callaway Golf Co. 5493005UB0KFRKBPCU72 Callaway Golf Co., Term Loan 13119DAF9 1128638.92000000 PA USD 1117352.53000000 0.128381842356 Long LON CORP US Y 2 2026-01-02 Floating 4.68388000 N N N N N N Barracuda Networks, Inc. 549300CXGRZWNMPU8080 Barracuda Networks, Inc., First Lien Term Loan 06832EAB6 140360.46000000 PA USD 136500.55000000 0.015683673344 Long LON CORP US Y 2 2025-02-12 Floating 4.51700000 N N N N N N Mesa Airlines, Inc. N/A Mesa Airlines, Inc., Class B N/A 1867796.25000000 PA USD 1229009.93000000 0.141211081419 Long DBT CORP US N 3 2025-07-15 Fixed 5.75000000 N N N N N N Nielsen Finance LLC UJ76Y189LDMPCOCW7204 Nielsen Finance LLC, Term Loan B-4 65409YBE4 70878.46000000 PA USD 69284.05000000 0.007960615603 Long LON CORP US Y 2 2023-10-04 Floating 2.22163000 N N N N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 Vistra Operations Co. LLC 92840VAD4 283000.00000000 PA USD 289706.72000000 0.033286793073 Long DBT CORP US Y 2 2024-07-15 Fixed 3.55000000 N N N N N N Quikrete Holdings, Inc. 5493007KIN86DIZWZT22 Quikrete Holdings, Inc., Term Loan 74839XAF6 874297.47000000 PA USD 834573.76000000 0.095891058564 Long LON CORP US Y 2 2027-02-01 Floating 2.67363000 N N N N N N Froneri US, Inc. N/A Froneri US, Inc. G3679YAC6 1479567.64000000 PA USD 1416375.31000000 0.162739034355 Long LON CORP US Y 2 2027-01-29 Floating 2.42363000 N N N N N N Frontier Communications Corp. 549300ZCZ76HYCS0H445 Frontier Communications Corp., Term Loan B-1 35906EAJ9 378609.93000000 PA USD 373483.55000000 0.042912603633 Long LON CORP US Y 2 2024-06-15 Floating 4.59310000 N N N N N N SGG Holdings S.A. 222100CX5OA6ONWOBW66 SGG Holdings S.A., Term Loan B BL2642504 589199.78000000 PA 587545.06000000 0.067507894997 Long LON CORP LU Y 2 2025-07-11 Floating 3.75000000 N N N N N N U.S. Silica Co. 549300LB0THBBEFBXE82 U.S. Silica Co., Term Loan 90343KAR3 701926.39000000 PA USD 518723.60000000 0.059600430172 Long LON CORP US Y 2 2025-05-01 Floating 5.00000000 N N N N N N US Ecology, Inc. 549300DG4KZA2L1YBS33 US Ecology, Inc., Term Loan 90349YAF3 254846.41000000 PA USD 251660.83000000 0.028915387164 Long LON CORP US Y 3 2026-08-14 Floating 2.67363000 N N N N N N Blackstone CQP Holdco 549300LPL012JY5D4B69 Blackstone CQP Holdco, Term Loan 09259HAB7 4447416.18000000 PA USD 4272855.09000000 0.490943541853 Long LON CORP US Y 2 2024-09-30 Floating 4.70410000 N N N N N N Transocean Ltd. 529900QO4W5DQGBGEF32 Transocean Ltd. H8817H100 208610.00000000 NS USD 277451.30000000 0.031878666850 Long EC CORP CH N 1 N N N Numericable-SFR S.A. 5493001ZMCICV4N02J21 Numericable-SFR S.A., Term Loan B-12 F6628DAL8 4646707.94000000 PA USD 4460839.62000000 0.512542634036 Long LON CORP FR Y 2 2026-01-31 Floating 3.87113000 N N N N N N Serta Simmons Bedding LLC 549300M4F4V4WFPNI116 Serta Simmons Bedding LLC, Second Lien Term Loan 81753HAD3 1959970.13000000 PA USD 150270.91000000 0.017265863512 Long LON CORP US Y 2 2024-11-08 Floating 9.02025000 N N N N N N TransDigm, Inc. 88Q84GB3X55CF5OC7582 TransDigm, Inc. 893647BE6 3648000.00000000 PA USD 3738616.32000000 0.429560445910 Long DBT CORP US Y 2 2026-03-15 Fixed 6.25000000 N N N N N N Hexion International Holdings B.V. 54930030FZF8HYAEHM46 Hexion International Holdings B.V., Term Loan 42829HAF0 947490.63000000 PA USD 905744.19000000 0.104068415915 Long LON CORP US Y 2 2026-07-01 Floating 4.94000000 N N N N N N Nielsen Finance LLC 549300NW30HMB3SZCZ21 NIELSEN HOLDING & FINANCE BV NLSN TL B 1L EUR FLT 6/30/2025 N/A 669060.14000000 PA 738977.02000000 0.084907161114 Long LON CORP NL Y 2 2025-06-30 Floating 3.75000000 N N N N N N Calpine Corp. 43R4VPJBXTU2O15HEF41 Calpine Corp. 131347CM6 274000.00000000 PA USD 275798.81000000 0.031688798652 Long DBT CORP US Y 2 2028-02-15 Fixed 4.50000000 N N N N N N MM Holdphone 959800E96NHHMKNCA831 MM Holdphone, Term Loan B N/A 538699.13000000 PA 583673.45000000 0.067063053811 Long LON CORP ES Y 2 2026-05-07 Floating 2.62500000 N N N N N N RJO Holdings Corp. 549300YNQA38HHOO8322 RJO Holdings Corp., Class A N/A 1142.28000000 NS USD 83386.44000000 0.009580955434 Long EC CORP US N 3 N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 CSC Holdings LLC 64072UAK8 341568.60000000 PA USD 331002.18000000 0.038031568866 Long LON CORP US Y 2 2027-04-15 Floating 2.68363000 N N N N N N Berry Global, Inc. 549300AP2Q7ERHX6RI89 Berry Global, Inc., Term Loan W 08579JBD3 979642.28000000 PA USD 969694.01000000 0.111416137864 Long LON CORP US Y 2 2022-10-01 Floating 2.22163000 N N N N N N Mediacom Illinois LLC 549300C5ZH26WTW5DM15 Mediacom Illinois LLC, Term Loan N 58446HAR3 242527.25000000 PA USD 237221.97000000 0.027256387521 Long LON CORP US Y 2 2024-02-15 Floating 1.85000000 N N N N N N Dentalcorp Perfect Smile ULC 549300WFEA47XEZTIF53 Dentalcorp Perfect Smile ULC, Second Lien Term Loan C2969TAF5 936519.65000000 PA USD 760922.22000000 0.087428626034 Long LON CORP CA Y 2 2026-06-08 Floating 8.50000000 N N N N N N Nexstar Broadcasting, Inc. 5493006PK6I4I2OOT688 Nexstar Broadcasting, Inc., Term Loan B-3 65336RAU2 945452.13000000 PA USD 913150.76000000 0.104919417793 Long LON CORP US Y 2 2024-01-17 Floating 2.42363000 N N N N N N Vistra Operations Co. LLC 549300KP43CPCUJOOG15 Vistra Operations Co. LLC 92840M102 157972.00000000 NS USD 3228947.68000000 0.371000414731 Long EC CORP US N 1 N N N AI Sirona (Luxembourg) Acquisition S.a.r.l. 549300MQC452SFMN5167 AI Sirona (Luxembourg) Acquisition S.a.r.l., Term Loan B BL2686170 666570.40000000 PA 706426.56000000 0.081167170456 Long LON CORP LU Y 2 2025-07-10 Floating 4.00000000 N N N N N N Tenneco, Inc. 549300U0EXXFAQFAD785 Tenneco, Inc., Term Loan B 88037HAG9 4695053.59000000 PA USD 3817172.47000000 0.438586409511 Long LON CORP US Y 2 2025-10-01 Floating 3.17363000 N N N N N N Brookfield WEC Holdings, Inc. 5493002M6GRSU1IWMG57 Brookfield WEC Holdings, Inc. 11284EAL7 734846.53000000 PA USD 720381.08000000 0.082770520284 Long LON CORP BM Y 2 2025-08-01 Floating 3.75000000 N N N N N N Wyndham Hotels & Resorts, Inc. 549300FE3MQ4RVXXC673 Wyndham Hotels & Resorts, Inc., Term Loan B 98310CAC6 24114.46000000 PA USD 23037.99000000 0.002647024570 Long LON CORP US Y 2 2025-05-30 Floating 1.92363000 N N N N N N Airxcel, Inc. 549300A4MOMQ8PMPXC81 Airxcel, Inc., First Lien Term Loan 00956FAM2 331618.75000000 PA USD 273999.99000000 0.031482117395 Long LON CORP US Y 2 2025-04-28 Floating 4.67363000 N N N N N N Endo LLC 5493007TBMWZWGZIB256 Endo LLC, Term Loan L2968EAB8 1551824.33000000 PA USD 1457954.48000000 0.167516407927 Long LON CORP IE Y 2 2024-04-29 Floating 5.00000000 N N N N N N Goodyear Tire & Rubber Co. 5493002BI0S2ZQUY3437 Goodyear Tire & Rubber Co., Second Lien Term Loan 38254BAZ1 161021.24000000 PA USD 152131.26000000 0.017479614458 Long LON CORP US Y 2 2025-03-03 Floating 3.20000000 N N N N N N Mesa Airlines, Inc. N/A Mesa Airlines, Inc., Term Loan N951LR N/A 176910.18000000 PA USD 175141.08000000 0.020123402345 Long LON CORP US Y 3 2022-09-01 Floating 6.50625000 N N N N N N Clark Equipment Co. 549300X1FKNY520VPF71 Clark Equipment Co. 18143EAE9 698810.56000000 PA USD 665033.55000000 0.076411186340 Long LON CORP US Y 2 2024-05-18 Floating 1.93250000 N N N N N N Petco Animal Supplies, Inc. EQFF4O0CK09VES3JAH16 Petco Animal Supplies, Inc., Term Loan 71579UAF2 4695663.27000000 PA USD 3294782.57000000 0.378564727912 Long LON CORP US Y 2 2023-01-26 Floating 4.25000000 N N N N N N Glass Mountain Pipeline Holdings LLC N/A Glass Mountain Pipeline Holdings LLC, Term Loan 37713KAB1 1161132.95000000 PA USD 506062.38000000 0.058145678241 Long LON CORP US Y 2 2024-12-23 Floating 5.50000000 N N N N N N Shop Direct Funding PLC N/A Shop Direct Funding PLC AP7064243 1649000.00000000 PA 1874000.18000000 0.215319327808 Long DBT CORP GB Y 2 2022-11-15 Fixed 7.75000000 N N N N N N Diebold Nixdorf, Inc. 549300XZK6EWDBAZSY16 Diebold Nixdorf, Inc., Term Loan A-1 25365EAP0 2907304.87000000 PA USD 2808456.50000000 0.322686717010 Long LON CORP US Y 2 2022-08-31 Floating 9.43750000 N N N N N N Hilton Worldwide Finance LLC 549300406TN7EY0NPH20 Hilton Worldwide Finance LLC, Term Loan B-2 43289DAH6 253793.46000000 PA USD 242905.72000000 0.027909440409 Long LON CORP US Y 2 2026-06-22 Floating 1.91825000 N N N N N N Autokiniton US Holdings, Inc. N/A Autokiniton US Holdings, Inc., Term Loan B 05278GAH1 2223716.17000000 PA USD 1956870.23000000 0.224840950939 Long LON CORP US Y 2 2025-05-22 Floating 5.92363000 N N N N N N APLP Holdings L.P. 5493007KQL803F6BK452 APLP Holdings L.P., Term Loan B C3301DAD0 181688.12000000 PA USD 177458.42000000 0.020389660639 Long LON CORP CA Y 2 2025-04-19 Floating 3.50000000 N N N N N N KAR Auction Services, Inc. 5493004HKD20LBSG7D03 KAR Auction Services, Inc., Term Loan B-6 48562RAL3 1694022.64000000 PA USD 1626261.73000000 0.186854615214 Long LON CORP US Y 2 2026-09-15 Floating 2.43750000 N N N N N N Clear Channel Worldwide Holdings, Inc. N/A Clear Channel Worldwide Holdings, Inc. 18453H106 425644.00000000 NS USD 411086.98000000 0.047233171666 Long EC CORP US N 1 N N N TTM Technologies, Inc. 549300SC4BDOIS008048 TTM Technologies, Inc., Term Loan B 87305VAH3 2659721.92000000 PA USD 2606527.48000000 0.299485427428 Long LON CORP US Y 3 2024-09-28 Floating 2.87013000 N N N N N N Project Accelerate Parent LLC N/A Project Accelerate Parent LLC, First Lien Term Loan 74339RAC1 1941443.13000000 PA USD 1555581.31000000 0.178733559151 Long LON CORP US Y 2 2025-01-02 Floating 5.29300000 N N N N N N Navitas Midstream Midland Basin LLC 549300N8VFEQLZMZMP04 Navitas Midstream Midland Basin LLC, Term Loan 63939UAE7 2124984.97000000 PA USD 1773034.33000000 0.203718529054 Long LON CORP US Y 2 2024-12-13 Floating 5.50000000 N N N N N N Calpine Corp. 43R4VPJBXTU2O15HEF41 Calpine Corp., Term Loan B-9 13134MBQ5 7049856.64000000 PA USD 6884185.01000000 0.790980761199 Long LON CORP US Y 2 2026-04-05 Floating 2.43000000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -557082.75000000 -0.06400782910 N/A DFE N/A N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 17984937.22000000 EUR 19424811.29000000 USD 2020-07-15 -557082.75000000 N N N Avaya, Inc. J6LB5QIFSP2MFEFG4U76 Avaya, Inc. 05349UBC5 219190.07000000 PA USD 204942.72000000 0.023547558415 Long LON CORP US Y 2 2024-12-15 Floating 4.43363000 N N N N N N LegalZoom.com, Inc. 5493000L8EBF74Y9JZ48 LegalZoom.com, Inc. 52471BAJ5 581163.38000000 PA USD 555011.03000000 0.063769792117 Long LON CORP US Y 2 2024-11-21 Floating 4.67363000 N N N N N N Seadrill Operating L.P. N/A Seadrill Operating L.P., Term Loan 81172UAB1 10115468.44000000 PA USD 1770206.98000000 0.203393671507 Long LON CORP MH Y 2 2021-02-21 Floating 7.45020000 N N N N N N Consolidated Container Co. LLC 549300FG8OPBIML5F686 Consolidated Container Co. LLC, First Lien Term Loan 20902CAQ3 140747.40000000 PA USD 136503.16000000 0.015683973229 Long LON CORP US Y 2 2024-05-22 Floating 3.75000000 N N N N N N Engineered Machinery Holdings, Inc. 5493008AR0NPSLW8EW07 Engineered Machinery Holdings, Inc., Second Lien Term Loan 26658NAF6 879031.89000000 PA USD 806239.26000000 0.092635474302 Long LON CORP US Y 2 2025-07-18 Floating 8.45410000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -301.68000000 -0.00003466250 N/A DFE N/A N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 61839.00000000 GBP 76073.10000000 USD 2020-06-15 -301.68000000 N N N PCI Gaming Authority 549300KPXAJ1LRW5LP59 PCI Gaming Authority, Term Loan B 70455DAG9 1411537.69000000 PA USD 1346352.88000000 0.154693580186 Long LON CORP US Y 2 2026-05-29 Floating 2.67363000 N N N N N N Euramax International, Inc. N/A Euramax International, Inc. 910VBG905 4207.10000000 NS USD 0.00000000 0.000000 Long EC CORP US N 3 N N N iHeartCommunications, Inc. N/A iHeartCommunications, Inc., Class A 45174J509 24518.00000000 NS USD 213306.60000000 0.024508553531 Long EC CORP US N 1 N N N Claire's Stores Inc. N/A Claire's Stores Inc. 179ESCAP3 682000.00000000 PA USD 0.00000000 0.000000 Long DBT CORP US N 3 2020-03-15 None 6.12500000 N N N N N N DXP Enterprises, Inc. 8HH9SCFWHN29ZIEWIE93 DXP Enterprises, Inc., Term Loan 23338DAM8 73205.41000000 PA USD 67618.37000000 0.007769231898 Long LON CORP US Y 2 2023-08-29 Floating 5.75000000 N N N N N N Clear Channel Worldwide Holdings, Inc. N/A Clear Channel Worldwide Holdings, Inc., Term Loan B 18452RAD7 3287043.54000000 PA USD 3070098.67000000 0.352748942602 Long LON CORP US Y 2 2026-08-15 Floating 3.67380000 N N N N N N Institutional Shareholder Services, Inc. 5493003LHZE6QR4CED05 Institutional Shareholder Services, Inc., First Lien Term Loan 45782UAH5 1614972.71000000 PA USD 1493849.76000000 0.171640712526 Long LON CORP US Y 3 2026-03-05 Floating 5.49890000 N N N N N N IQVIA, Inc. 549300PLWY28YB00C717 IQVIA, Inc., Term Loan B-3 44969CBJ8 32147.44000000 PA USD 31343.75000000 0.003601341799 Long LON CORP US Y 2 2025-06-11 Floating 3.20013000 N N N N N N Foncia Groupe S.A.S. 969500MBKTHDCE437Y79 Foncia Groupe S.A.S., Term Loan B-3 N/A 616432.47000000 PA 656168.09000000 0.075392560564 Long LON CORP FR Y 2 2023-09-07 Floating 3.25000000 N N N N N N Colorado Buyer, Inc. N/A Colorado Buyer, Inc., Term Loan 19633FAD3 20255.41000000 PA USD 15191.56000000 0.001745483550 Long LON CORP US Y 2 2024-05-01 Floating 4.00000000 N N N N N N Odyssey Logistics & Technology Corp. 549300RUJYUKK5VULA96 Odyssey Logistics & Technology Corp., First Lien Term Loan 67611YAF2 15483.74000000 PA USD 13494.08000000 0.001550446081 Long LON CORP US Y 2 2024-10-12 Floating 5.07200000 N N N N N N American Airlines, Inc. IWUQB36BXD6OWD6X4T14 American Airlines, Inc., Term Loan 02376CBB0 9809.53000000 PA USD 6744.05000000 0.000774879494 Long LON CORP US Y 2 2025-06-27 Floating 1.92375000 N N N N N N Southcross Energy Partners L.P. 549300WNMFRZ945UFD66 Southcross Energy Partners L.P. N/A 70173.89000000 PA USD 69886.18000000 0.008029799282 Long LON CORP US Y 3 2025-01-31 Floating 5.00000000 N N N N N N Calpine Corp. 43R4VPJBXTU2O15HEF41 Calpine Corp. 131347CK0 597000.00000000 PA USD 619933.76000000 0.071229299716 Long DBT CORP US Y 2 2026-06-01 Fixed 5.25000000 N N N N N N Dell International LLC / EMC Corp. N/A Dell International LLC / EMC Corp. 24703DBB6 1221000.00000000 PA USD 1368424.86000000 0.157229611905 Long DBT CORP US Y 2 2025-07-15 Fixed 5.85000000 N N N N N N Cabot Financial (Luxembourg) S.A. 222100HFIGXFXSXUFI06 Cabot Financial (Luxembourg) S.A. AZ0652067 480000.00000000 PA 515827.10000000 0.059267627411 Long DBT CORP LU Y 2 2024-06-14 Floating 6.37500000 N N N N N N Hostess Brands LLC 549300SW7FLS4O41LD19 Hostess Brands LLC, Term Loan B 44108HAJ0 1378911.68000000 PA USD 1346810.62000000 0.154746173708 Long LON CORP US Y 2 2025-08-03 Floating 3.00000000 N N N N N N Messer Industries USA, Inc. 529900HNC1EZT3TC1260 Messer Industries USA, Inc., Term Loan B-1 D6000EAB8 6549809.56000000 PA USD 6304781.18000000 0.724408279224 Long LON CORP US Y 2 2026-03-02 Floating 3.95013000 N N N N N N Granite Acquisition, Inc. 549300DJBUN7Z75R2S83 Granite Acquisition, Inc., First Lien Term Loan B 38723BAB7 443526.50000000 PA USD 437982.42000000 0.050323410463 Long LON CORP US Y 2 2021-12-17 Floating 4.95013000 N N N N N N Merrill Communications LLC 549300WSJZQ06QBBKG35 Merrill Communications LLC, Class A N/A 399283.00000000 NS USD 7786018.50000000 0.894599844556 Long EC CORP US N 3 N N N Froneri International PLC N/A Froneri International PLC, Second Lien Term Loan G3679YAH5 69923.57000000 PA 76163.33000000 0.008751032787 Long LON CORP LU Y 2 2028-01-28 Floating 5.75000000 N N N N N N PowerTeam Services LLC 549300J2G34D0WX8Z443 PowerTeam Services LLC, First Lien Term Loan 73937UAF5 951339.87000000 PA USD 906151.23000000 0.104115184096 Long LON CORP US Y 2 2025-03-06 Floating 4.70013000 N N N N N N Iron Mountain, Inc. SQL3F6CKNNBM3SQGHX24 Iron Mountain, Inc., Term Loan B 46284NAQ2 1101520.55000000 PA USD 1073982.54000000 0.123398706712 Long LON CORP US Y 2 2026-01-02 Floating 1.92363000 N N N N N N IAP Worldwide Services, Inc. N/A IAP Worldwide Services, Inc. 979UVH901 320.15700000 NS USD 5077946.15000000 0.583447089993 Long EC CORP US N 3 N N N Alphabet Holding Co., Inc. 5493000J3OND4HN47659 Alphabet Holding Co., Inc., First Lien Term Loan 18913EAB3 1921378.13000000 PA USD 1842121.28000000 0.211656498214 Long LON CORP US Y 2 2024-09-26 Floating 3.67363000 N N N N N N ETA Australia Holdings III Pty. Ltd. 549300JOVGPXKIWGAT22 ETA Australia Holdings III Pty. Ltd., Term Loan Q3311WAB5 1443131.08000000 PA USD 1385405.84000000 0.159180696669 Long LON CORP US Y 2 2026-05-06 Floating 4.17363000 N N N N N N Merlin Entertainments PLC N/A Merlin Entertainments PLC, Delayed Draw Term Loan N/A 45586.26000000 PA USD 42281.26000000 0.004858042480 Long LON CORP US Y 2 2026-10-16 Floating 4.90175000 N N N N N N Invesco Liquid Assets Portfolio 549300DC1W0JSX3QRC47 Invesco Liquid Assets Portfolio, Institutional Class 825252729 1561155.33200000 NS USD 1562560.37000000 0.179535440881 Long STIV RF US N 1 N N N Optiv, Inc. 549300VZRXJMEDMZX746 Optiv, Inc., Second Lien Term Loan 68404XAD8 547778.36000000 PA USD 383444.85000000 0.044057139500 Long LON CORP US Y 2 2025-01-31 Floating 8.25000000 N N N N N N KPEX Holdings, Inc. N/A KPEX Holdings, Inc., Term Loan 84763NAB6 615353.60000000 PA USD 548587.73000000 0.063031766233 Long LON CORP US Y 2 2025-01-31 Floating 4.25000000 N N N N N N Eyecare Partners LLC N/A Eyecare Partners LLC 30233PAC4 21153.40000000 PA USD 19566.90000000 0.002248202428 Long LON CORP US Y 2 2027-02-05 Floating 3.75000000 N N N N N N Ultimate Software Group, Inc. 529900FKHWSTQ1GXK240 Ultimate Software Group, Inc., Term Loan B 90385KAB7 2382367.56000000 PA USD 2313874.49000000 0.265860113108 Long LON CORP US Y 2 2026-05-04 Floating 3.92363000 N N N N N N Charter Communications Operating LLC 549300TPZNMN50BJ3745 Charter Communications Operating LLC, Term Loan B-1 16117LBW8 370308.74000000 PA USD 364609.69000000 0.041893012712 Long LON CORP US Y 2 2025-04-30 Floating 1.93000000 N N N N N N Hilding Anders AB 54930054I2B3F0CNE428 Hilding Anders AB, Term Loan B N/A 511072.10000000 PA 327624.87000000 0.037643521881 Long LON CORP SE Y 2 2024-11-29 Floating 5.00000000 N N Y N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -214.86000000 -0.00002468703 N/A DFE N/A N 2 Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 100216.00000000 GBP 123574.57000000 USD 2020-07-15 -214.86000000 N N N Stars Group (US) Co-Borrower LLC 549300RNFXC8F8RT6R13 Stars Group (US) Co-Borrower LLC, Term Loan N8233BAC6 6281064.81000000 PA USD 6218254.16000000 0.714466476666 Long LON CORP NL Y 2 2025-07-10 Floating 4.71890000 N N N N N N Virgin Media Bristol LLC 213800X3RLP4NOTPY579 Virgin Media Bristol LLC 92769XAM7 656000.00000000 PA USD 685785.68000000 0.078795569613 Long DBT CORP GB Y 2 2026-08-15 Fixed 5.50000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 CSC Holdings LLC 126307BA4 309000.00000000 PA USD 326478.59000000 0.037511816323 Long DBT CORP US Y 2 2030-01-15 Fixed 5.75000000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 519184.74000000 0.059653414347 N/A DFE N/A N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 18513412.25000000 USD 17141254.80000000 EUR 2020-06-15 519184.74000000 N N N Terex Corp. YAWJZJYEQ7M1SYMOS462 Terex Corp., Term Loan 88078FBJ6 472714.96000000 PA USD 460897.09000000 0.052956265782 Long LON CORP US Y 3 2024-01-31 Floating 3.50000000 N N N N N N Altice France S.A. 5493001ZMCICV4N02J21 Altice France S.A. 67054KAA7 1464000.00000000 PA USD 1547909.16000000 0.177852042597 Long DBT CORP FR Y 2 2026-05-01 Fixed 7.37500000 N N N N N N GFL Environmental, Inc. 549300FYK4MBXWIVZU26 GFL Environmental, Inc., Incremental Term Loan C7052BAF1 1772926.11000000 PA USD 1754753.62000000 0.201618107597 Long LON CORP CA Y 2 2025-05-30 Floating 4.00000000 N N N N N N ESH Hospitality, Inc. 54930042FMK7X7SQ2896 ESH Hospitality, Inc. 26907YAA2 740000.00000000 PA USD 721577.70000000 0.082908009819 Long DBT CORP US Y 2 2025-05-01 Fixed 5.25000000 N N N N N N Penn Engineering & Manufacturing Corp. 549300U5YQ9T9N3SZ021 Penn Engineering & Manufacturing Corp., Term Loan B 707388AS3 709593.01000000 PA USD 675887.34000000 0.077658267740 Long LON CORP US Y 3 2024-06-27 Floating 4.12463000 N N N N N N Wash MultiFamily Acquisition, Inc. N/A Wash MultiFamily Acquisition, Inc., First Lien Term Loan 93710HAG3 116730.26000000 PA USD 111412.61000000 0.012801113121 Long LON CORP US Y 2 2022-05-16 Floating 4.25000000 N N N N N N SeaWorld Parks & Entertainment, Inc. 549300UZV72O3371JJ53 SeaWorld Parks & Entertainment, Inc. 78488CAG5 538441.14000000 PA USD 500077.21000000 0.057457992725 Long LON CORP US Y 2 2024-04-01 Floating 3.75000000 N N N N N N Charter NEX US, Inc. 549300KRNU8RNVGYXG75 Charter NEX US, Inc., Incremental Term Loan 16125TAD4 516113.49000000 PA USD 504180.95000000 0.057929505240 Long LON CORP US Y 2 2024-05-16 Floating 3.42363000 N N N N N N Natgasoline LLC 549300OHXDYMQYZOWC24 Natgasoline LLC, Term Loan 63232EAB3 836468.09000000 PA USD 811374.05000000 0.093225452650 Long LON CORP US Y 3 2025-11-14 Floating 4.31250000 N N N N N N ION Corporate Solutions Finance S.A.rl 213800L79ZXIG33VIU08 ION Corporate Solutions Finance S.A.rl 42328DAC2 1172246.88000000 PA 1238630.31000000 0.142316446177 Long LON CORP LU Y 2 2025-10-02 Floating 4.25000000 N N N N N N Hexion International Holdings B.V. N/A Hexion International Holdings B.V., Term Loan 42829HAG8 417766.29000000 PA 437076.49000000 0.050219320698 Long LON CORP US Y 2 2026-06-26 Floating 4.00000000 N N N N N N Ardagh Packaging Finance PLC / Ardagh Holdings USA, Inc. N/A Ardagh Packaging Finance PLC / Ardagh Holdings USA, Inc. 03969AAN0 1856000.00000000 PA USD 1866755.52000000 0.214486929104 Long DBT CORP XX Y 2 2026-08-15 Fixed 4.12500000 N N N N N N Garrett Borrowing LLC 549300YP11GTX4YFND06 Garrett Borrowing LLC, Term Loan B 36641DAD2 614289.01000000 PA USD 562074.44000000 0.064581365514 Long LON CORP US Y 2 2025-09-27 Floating 3.77000000 N N N N N N Ardagh Packaging Finance PLC/Ardagh Holdings USA, Inc. N/A Ardagh Packaging Finance PLC/Ardagh Holdings USA, Inc. 03969AAM2 370000.00000000 PA USD 374391.90000000 0.043016971452 Long DBT CORP XX Y 2 2022-09-15 Fixed 4.25000000 N N N N N N Tribune Resources, Inc. 549300IFWJYQ79PVEU45 Tribune Resources, Inc. N/A 337847.00000000 NS USD 295616.13000000 0.033965773899 Long EC CORP US N 2 N N N Engineered Machinery Holdings, Inc. 5493008AR0NPSLW8EW07 Engineered Machinery Holdings, Inc., First Lien Term Loan 26658NAC3 1120776.35000000 PA USD 1062865.84000000 0.122121417416 Long LON CORP US Y 2 2024-07-19 Floating 4.45013000 N N N N N N Hoffmaster Group, Inc. 5493007J8Q5BFWUO1B64 Hoffmaster Group, Inc., Term Loan B-1 43455JAT5 2020202.53000000 PA USD 1493060.98000000 0.171550083090 Long LON CORP US Y 2 2023-11-21 Floating 5.45013000 N N N N N N Altice France S.A. 5493001ZMCICV4N02J21 Altice France S.A. 02156LAA9 1225000.00000000 PA USD 1350329.75000000 0.155150515562 Long DBT CORP FR Y 2 2027-02-01 Fixed 8.12500000 N N N N N N TMK Hawk Parent Corp. 5493005BF4TIZRN1TY89 TMK Hawk Parent Corp., Term Loan 02337NAB5 1381559.41000000 PA USD 982634.13000000 0.112902934915 Long LON CORP US Y 2 2024-09-26 Floating 4.58000000 N N N N N N Natel Engineering Co., Inc. N/A Natel Engineering Co., Inc., Term Loan 63229BAD0 2343924.13000000 PA USD 1752083.29000000 0.201311291372 Long LON CORP US Y 2 2026-04-29 Floating 6.00000000 N N N N N N EG Finco Ltd. 2138003OUK4UQHRJLT65 EG Finco Ltd., Term Loan N2820EAB4 712413.09000000 PA USD 679168.33000000 0.078035247725 Long LON CORP GB Y 2 2025-02-06 Floating 5.07200000 N N N N N N Boxer Parent Co., Inc. 5493006T045HLTF7YX04 Boxer Parent Co., Inc., Term Loan 05988HAB3 1504669.07000000 PA USD 1426050.11000000 0.163850651875 Long LON CORP US Y 2 2025-10-02 Floating 4.42363000 N N N N N N EnergySolutions LLC 549300X3SKIUYR2MFH75 EnergySolutions LLC, Term Loan 29276MAL1 1158554.30000000 PA USD 1048491.64000000 0.120469847093 Long LON CORP US Y 2 2025-05-11 Floating 5.20013000 N N N N N N Mavis Tire Express Services Corp. N/A Mavis Tire Express Services Corp., First Lien Term Loan 57777PAB1 2272806.15000000 PA USD 2075822.04000000 0.238508304894 Long LON CORP US Y 2 2025-03-20 Floating 4.70013000 N N N N N N S2P Acquisiton Borrower, Inc. 2138009YGPT15LRTY307 S2P Acquisiton Borrower, Inc., Term Loan 78431EAB0 250198.70000000 PA USD 236750.52000000 0.027202218745 Long LON CORP US Y 2 2026-08-14 Floating 4.43460000 N N N N N N Biogroup-LCD N/A Biogroup-LCD, First Lien Term Loan N/A 321401.63000000 PA 338041.47000000 0.038840370918 Long LON CORP FR Y 2 2026-04-25 Floating 3.75000000 N N N N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 Vistra Operations Co. LLC, Rts. expiring 12/31/2046 92840M110 377472.00000000 NS USD 405782.40000000 0.046623684745 Long EC CORP US N 2 N N N Commercial Barge Line Co. N/A Commercial Barge Line Co., First Lien Term Loan 20162VAG8 7292851.86000000 PA USD 2361060.79000000 0.271281736066 Long LON CORP US Y 2 2049-12-31 Floating 9.75000000 N N N N N N Fort Dearborn Holding Co., Inc. 5493002ILC473KY69M10 Fort Dearborn Holding Co., Inc., First Lien Term Loan 34721HAB5 725009.43000000 PA USD 688157.20000000 0.079068053094 Long LON CORP US Y 2 2023-10-19 Floating 5.10900000 N N N N N N Paragon Offshore Finance Co. N/A Paragon Offshore Finance Co., Class A N/A 2308.00000000 NS USD 692.40000000 0.000079555543 Long EC CORP KY N 2 N N N VICI Properties 1 LLC 549300XI4XP4JVS3XU20 VICI Properties 1 LLC, Term Loan B 92565EAB9 2377039.11000000 PA USD 2274529.30000000 0.261339419912 Long LON CORP US Y 2 2024-12-20 Floating 1.92300000 N N N N N N eTraveli Group Holding AB 213800H8F3GYVAGH3P04 eTraveli Group Holding AB, Term Loan B-1 N/A 561273.72000000 PA 475848.41000000 0.054674146178 Long LON CORP SE Y 2 2024-08-02 Floating 4.00000000 N N N N N N Nexstar Broadcasting, Inc. 5493006PK6I4I2OOT688 Nexstar Broadcasting, Inc. 65343HAA9 862000.00000000 PA USD 885545.53000000 0.101747625373 Long DBT CORP US Y 2 2027-07-15 Fixed 5.62500000 N N N N N N AF Global, Inc. 549300T5I2LOKUMVKN83 AF Global, Inc. N/A 441.00000000 NS USD 13230.00000000 0.001520103753 Long EC CORP US N 2 N N N Aramark Services, Inc. 42YMHYH0XMHJEXDUB065 Aramark Services, Inc., Term Loan B-4 03852JAR2 961497.60000000 PA USD 918984.98000000 0.105589759420 Long LON CORP US Y 2 2027-01-15 Floating 1.92363000 N N N N N N Twin River Worldwide Holdings, Inc. 549300NS4D5IK406VT62 Twin River Worldwide Holdings, Inc. 90171V204 120357.00000000 NS USD 2516664.87000000 0.289160371440 Long EC CORP US N 1 N N N Avolon TLB Borrower 1 US LLC 635400O84AGITYFZQB55 Avolon TLB Borrower 1 US LLC 05400KAF7 7039892.07000000 PA USD 6509401.00000000 0.747918736997 Long LON CORP US Y 2 2027-02-10 Floating 2.25000000 N N N N N N Stiphout Finance LLC 549300OQGSM5ZJ8UFS62 Stiphout Finance LLC, Second Lien Term Loan 86088LAC1 22479.95000000 PA USD 16297.96000000 0.001872606966 Long LON CORP US Y 2 2023-10-26 Floating 8.25000000 N N N N N N Adtalem Global Education, Inc. 549300Z467EZLMODV621 Adtalem Global Education, Inc., Term Loan B 00737RAC4 777694.48000000 PA USD 729088.58000000 0.083770996734 Long LON CORP US Y 2 2025-04-11 Floating 3.17363000 N N N N N N Particle Investments S.a.r.l. 549300TH5VH623DTW562 PARTICLE INVESTMENTS SARL PARINV TL B 1L USD FLT 5/15/2027 N/A 1596492.79000000 PA USD 1516668.15000000 0.174262505442 Long LON CORP LU Y 2 2027-05-15 Floating 5.75000000 N N N N N N Red Ventures, LLC 549300YLXP1WUPT0Q494 Red Ventures, LLC, Term Loan B-2 75703UAH8 286400.27000000 PA USD 273870.26000000 0.031467211646 Long LON CORP US Y 2 2024-11-08 Floating 2.67363000 N N N N N N Goodman Networks, Inc. 549300UMUT10TOBP5N08 Goodman Networks, Inc., Series A-1 38239H204 125268.00000000 NS USD 0.00000000 0.000000 Long EP CORP US N 3 N N N Daktoa Holding Corp. 549300FDREJLOIGXY104 Daktoa Holding Corp., Term Loan 24440EAD9 542924.92000000 PA 568020.27000000 0.065264530934 Long LON CORP US Y 2 2027-03-05 Floating 4.00000000 N N N N N N MC Communications LLC N/A MC Communications LLC 980UHD903 333084.09000000 NS USD 0.00000000 0.000000 Long EC CORP US N 3 N N N Panther BF Aggregator 2 L.P. / Panther Finance Co., Inc. N/A Panther BF Aggregator 2 L.P. / Panther Finance Co., Inc. 69867DAA6 499000.00000000 PA USD 508900.16000000 0.058471734177 Long DBT CORP XX Y 2 2026-05-15 Fixed 6.25000000 N N N N N N Informatica LLC 5493007SV33RZV7RPS40 Informatica LLC 45673YAC0 882602.57000000 PA 940176.60000000 0.108024639321 Long LON CORP US Y 2 2027-02-26 Floating 3.50000000 N N N N N N Eyecare Partners LLC N/A Eyecare Partners LLC 30233PAB6 90653.14000000 PA USD 83854.15000000 0.009634694491 Long LON CORP US Y 2 2027-02-05 Floating 4.82200000 N N N N N N GlobalLogic Holdings, Inc. 549300047NM5XM5G8O91 GlobalLogic Holdings, Inc., Term Loan 37953UAJ1 5289.45000000 PA USD 5104.32000000 0.000586477399 Long LON CORP US Y 2 2025-08-01 Floating 2.92363000 N N N N N N eResearchTechnology, Inc. 2549003SUFVGC903CK03 eResearchTechnology, Inc. 29481PAH4 701941.61000000 PA USD 687464.06000000 0.078988412526 Long LON CORP US Y 2 2027-02-04 Floating 5.50000000 N N N N N N Verra Mobility Corp. N/A Verra Mobility Corp., Term Loan B-1 00215NAJ9 363972.21000000 PA USD 346683.53000000 0.039833328426 Long LON CORP US Y 2 2025-02-28 Floating 3.42363000 N N N N N N Telesat LLC N/A Telesat LLC, Term Loan B-5 87951YAU5 9604473.02000000 PA USD 9299819.14000000 1.068532878139 Long LON CORP US Y 2 2026-12-07 Floating 2.93000000 N N N N N N Mesa Airlines, Inc. N/A Mesa Airlines, Inc., Term Loan N916FJ N/A 150889.68000000 PA USD 149380.78000000 0.017163589139 Long LON CORP US Y 3 2022-03-01 Floating 6.50625000 N N N N N N Beacon Roofing Supply, Inc. 549300HDXQWWCBOYXP31 Beacon Roofing Supply, Inc., Term Loan B 07368RAD3 43956.63000000 PA USD 42082.98000000 0.004835260456 Long LON CORP US Y 2 2025-01-02 Floating 2.42363000 N N N N N N Calpine Construction Finance Co. L.P. V0Q3DOB0FIB2XI1KWU77 Calpine Construction Finance Co. L.P., Term Loan 13134NAG6 4105859.84000000 PA USD 4010911.83000000 0.460846721549 Long LON CORP US Y 2 2025-01-15 Floating 2.17363000 N N N N N N Goodman Networks, Inc. 549300UMUT10TOBP5N08 Goodman Networks, Inc. 38239H105 105288.00000000 NS USD 0.00000000 0.000000 Long EC CORP US N 3 N N N Intelsat Jackson Holdings S.A. 8XJ8KF85PBKK1TLMFN29 Intelsat Jackson Holdings S.A., Term Loan B-5 L5137LAH8 1629056.88000000 PA USD 1645852.46000000 0.189105555667 Long LON CORP LU Y 2 2024-01-02 Fixed 6.62500000 N N N N N N Moda Ingleside Energy Center LLC N/A Moda Ingleside Energy Center LLC, Term Loan 60749KAB1 237428.23000000 PA USD 222737.36000000 0.025592131284 Long LON CORP US Y 2 2025-09-29 Floating 3.65363000 N N N N N N Quimper AB 549300EI2YNCQDXVO313 Quimper AB, First Lien Term Loan B N/A 1232555.99000000 PA 1294316.51000000 0.148714692708 Long LON CORP SE Y 2 2026-02-16 Floating 4.25000000 N N N N N N Samsonite IP Holdings S.A.r.l. 222100XV7DJLCY8IA009 Samsonite IP Holdings S.A.r.l. L8030PAK4 3937598.45000000 PA USD 3837504.70000000 0.440922547012 Long LON CORP LU Y 2 2025-04-25 Floating 5.50000000 N N N N N N Seaworld Parks & Entertainment, Inc. 549300UZV72O3371JJ53 Seaworld Parks & Entertainment, Inc. 81282UAC6 376000.00000000 PA USD 386340.00000000 0.044389787148 Long DBT CORP US Y 2 2025-05-01 Fixed 8.75000000 N N N N N N Kenan Advantage Group, Inc. (The) 549300GVUXCXDWYPIY65 Kenan Advantage Group, Inc. (The), Term Loan 48853UAZ3 699617.30000000 PA USD 640153.33000000 0.073552492780 Long LON CORP US Y 2 2022-07-29 Floating 4.00000000 N N N N N N Forgital N/A Forgital, Series XR 30191BAB7 5122000.00000000 PA USD 3777475.00000000 0.434025239962 Long DBT CORP IT Y 2 2026-08-15 Fixed 7.37500000 N N N N N N Windstream Services, LLC N/A Windstream Services, LLC 97381LAF5 16000.00000000 PA USD 960.00000000 0.000110302313 Long DBT CORP US Y 2 2025-06-30 None 9.00000000 Y Y N N N N Invenergy Thermal Operating I LLC 549300JF5R5BXJAMZL67 Invenergy Thermal Operating I LLC, Term Loan 46123UAG3 113444.74000000 PA USD 112593.90000000 0.012936841267 Long LON CORP US Y 3 2025-08-28 Floating 3.17363000 N N N N N N Fieldwood Energy LLC 549300KTQCELOBO6BF21 Fieldwood Energy LLC, First Lien Term Loan 31659HAQ4 4845733.10000000 PA USD 709439.55000000 0.081513357713 Long LON CORP US Y 2 2022-04-11 Floating 8.25000000 N N N N N N Altice Financing S.A. 549300DIYGW8HVDF7Q17 Altice Financing S.A. 02154CAF0 323000.00000000 PA USD 326734.69000000 0.037541241763 Long DBT CORP LU Y 2 2028-01-15 Fixed 5.00000000 N N N N N N Commercial Barge Line Co. N/A Commercial Barge Line Co., DIP Term Loan N/A 371066.69000000 PA USD 368884.08000000 0.042384132612 Long LON CORP US Y 3 2020-08-11 Floating 9.00000000 N N N N N N Transtar Holding Co. N/A Transtar Holding Co., PIK Term Loan, 7.75% PIK Rate, 1.00% Cash Rate N/A 695569.51000000 PA USD 660791.03000000 0.075923728247 Long LON CORP US Y 3 2022-04-11 Floating 1.00000000 N N Y N N N EG Finco Ltd. 2138003OUK4UQHRJLT65 EG Finco Ltd., Term Loan B-1 G2903JAC9 1125335.68000000 PA 1187145.07000000 0.136400882567 Long LON CORP GB Y 2 2025-02-07 Floating 4.00000000 N N N N N N RJO Holdings Corp. 549300YNQA38HHOO8322 RJO Holdings Corp., Class B N/A 1666.67000000 NS USD 16.67000000 0.000001915353 Long EC CORP US N 3 N N N Berlin Packaging LLC 549300L1HNHO6QOXHH42 Berlin Packaging LLC, Term Loan B-1 08511LAS7 985449.27000000 PA USD 941365.20000000 0.108161207373 Long LON CORP US Y 2 2025-11-07 Floating 4.46000000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -5457.47000000 -0.00062705371 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 519779.00000000 EUR 571673.22000000 USD 2020-06-15 -5457.47000000 N N N Travelodge Hotels Ltd. 549300DUQXE7VXG8YA50 Travelodge Hotels Ltd. AZ3223478 1071000.00000000 PA 945719.31000000 0.108661486961 Long DBT CORP JE Y 2 2025-07-15 Floating 6.04275000 N N N N N N Ineos US Finance LLC 5493008MHJ4R367SNK31 Ineos US Finance LLC, Term Loan 45672JAK6 33219.41000000 PA USD 31973.68000000 0.003673719649 Long LON CORP US Y 2 2024-03-31 Floating 2.17363000 N N N N N N Neustar, Inc. N/A Neustar, Inc., Term Loan B-5 64127UAY3 995250.08000000 PA USD 869913.26000000 0.099951505018 Long LON CORP US Y 2 2024-08-08 Floating 4.84400000 N N N N N N Mesa Airlines, Inc. N/A Mesa Airlines, Inc., Term Loan N947LR N/A 165126.46000000 PA USD 163475.20000000 0.018783013231 Long LON CORP US Y 3 2022-09-01 Floating 6.50625000 N N N N N N AMC Entertainment Inc. 549300ZO77UNR6NRBR11 AMC Entertainment Inc. 00165CAN4 673000.00000000 PA USD 595605.00000000 0.068433967941 Long DBT CORP US Y 2 2025-04-15 Fixed 10.50000000 N N N N N N H-Food Holdings LLC 549300JY2LK0EQ95YT44 H-Food Holdings LLC, Term Loan 40422KAB7 4566692.73000000 PA USD 4397154.26000000 0.505225298076 Long LON CORP US Y 2 2025-05-23 Floating 3.86113000 N N N N N N GI Revelation Acquisition LLC 549300SMU3I9OBMDSS38 GI Revelation Acquisition LLC, First Lien Term Loan 36173BAC4 1069932.29000000 PA USD 943321.85000000 0.108386023020 Long LON CORP US Y 2 2025-04-16 Floating 5.17363000 N N N N N N Garfunkelux Holdco 3 S.A. 2221007QVSNJV7EWBX69 Garfunkelux Holdco 3 S.A. AQ7881529 923000.00000000 PA 866076.58000000 0.099510677227 Long DBT CORP LU Y 2 2023-09-01 Floating 4.50000000 N N N N N N Cast & Crew Payroll LLC 549300XE7OZGFGN5F466 Cast & Crew Payroll LLC, First Lien Term Loan 14835JAN0 802930.52000000 PA USD 736186.92000000 0.084586583527 Long LON CORP US Y 2 2026-02-09 Floating 3.68000000 N N N N N N American Builders & Contractors Supply Co., Inc. 549300H5GQ4C1BEKG397 American Builders & Contractors Supply Co., Inc. 02474RAH6 3507446.20000000 PA USD 3378722.92000000 0.388209326632 Long LON CORP US Y 2 2027-01-15 Floating 2.17363000 N N N N N N Midcontinent Communications 549300ZI9GDQBS28C408 Midcontinent Communications, Term Loan B 59565TAH2 115606.11000000 PA USD 113150.06000000 0.013000743073 Long LON CORP US Y 2 2026-08-15 Floating 1.92363000 N N N N N N athenahealth, Inc. 549300Z86PUW4ENZCD61 athenahealth, Inc., Term Loan B 04685YAK5 1129454.62000000 PA USD 1092747.34000000 0.125554749260 Long LON CORP US Y 2 2026-02-11 Floating 5.28413000 N N N N N N Gray Television, Inc. 529900TM5726KDN7UU35 Gray Television, Inc., Term Loan C 389376AY0 1423659.71000000 PA USD 1392517.15000000 0.159997773693 Long LON CORP US Y 2 2026-01-02 Floating 2.82963000 N N N N N N HGIM Corp. 549300W0Q0ZDXP0FKI37 HGIM Corp., Term Loan 40419BAM8 1644199.08000000 PA USD 772773.57000000 0.088790325324 Long LON CORP US Y 2 2023-07-02 Floating 7.71288000 N N N N N N SS&C Technologies, Inc. N/A SS&C Technologies, Inc., Term Loan B-4 78466DBE3 468035.78000000 PA USD 455043.11000000 0.052283653766 Long LON CORP US Y 2 2025-04-16 Floating 1.92363000 N N N N N N Sandvine Corp. N/A Sandvine Corp., Term Loan N/A 270960.99000000 PA USD 223542.82000000 0.025684677222 Long LON CORP CA Y 3 2026-11-02 Floating 9.00000000 N N N N N N Colorado Buyer, Inc. N/A Colorado Buyer, Inc., Incremental Term Loan 19633FAF8 1900477.75000000 PA USD 1434860.70000000 0.164862973184 Long LON CORP US Y 2 2024-05-01 Floating 4.63000000 N N N N N N Perspecta, Inc. 549300XIT2GJKMZC0O65 Perspecta, Inc., Term Loan B 71534RAD8 1316836.70000000 PA USD 1275132.48000000 0.146510481370 Long LON CORP US Y 2 2025-05-30 Floating 2.42363000 N N N N N N Invictus Media S.L.U. 549300UHNTWQ62CHRT96 Invictus Media S.L.U., Term Loan B-1 BL2710749 603978.33000000 PA 578260.01000000 0.066441059067 Long LON CORP CN Y 2 2025-06-26 Floating 4.50000000 N N N N N N Maxar Technologies Ltd. 5493007AITUJ9X4UWV14 Maxar Technologies Ltd., Term Loan B C5400EAD3 2829680.88000000 PA USD 2725336.40000000 0.313136363573 Long LON CORP CA Y 2 2024-10-04 Floating 2.93000000 N N N N N N FrontDoor, Inc. 5493008RB0JZJI3QGZ06 FrontDoor, Inc., Term Loan 00130FAC3 453501.63000000 PA USD 439706.11000000 0.050521459415 Long LON CORP US Y 2 2025-08-16 Floating 2.68750000 N N N N N N Jacobs Douwe Egberts International B.V. 724500LEDYB2X5NCX785 Jacobs Douwe Egberts International B.V., Term Loan B 67180FAJ6 160230.55000000 PA USD 159028.82000000 0.018272131982 Long LON CORP NL Y 2 2025-11-01 Floating 2.37500000 N N N N N N XPO Logistics, Inc. 54930096DB9LCLPN7H13 XPO Logistics, Inc., Term Loan B-1 98379EAH9 1563809.15000000 PA USD 1536168.82000000 0.176503098160 Long LON CORP US Y 2 2025-02-24 Floating 2.68213000 N N N N N N Edelman Financial Center LLC (The) N/A Edelman Financial Center LLC (The), First Lien Term Loan 27943UAJ5 573475.46000000 PA USD 549699.17000000 0.063159468736 Long LON CORP US Y 2 2025-07-19 Floating 3.16825000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 42564.69000000 0.004890608089 N/A DFE N/A N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 1947463.01000000 GBP 2447795.47000000 USD 2020-06-15 42564.69000000 N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 Vistra Operations Co. LLC N/A 556365.12000000 NS USD 153000.41000000 0.017579478266 Long EC CORP US N 2 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -14233.45000000 -0.00163539839 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 633538.00000000 EUR 689208.25000000 USD 2020-06-15 -14233.45000000 N N N Aristocrat Technologies, Inc. 549300FMN7FEICZ8D332 Aristocrat Technologies, Inc., Term Loan B-3 04044PAF1 1448807.57000000 PA USD 1445185.55000000 0.166049280307 Long LON CORP AU Y 2 2024-10-19 Floating 2.85900000 N N N N N N Prophylaxis B.V. 7245000K34W1FHCV4B97 Prophylaxis B.V., Term Loan B N/A 2491231.15000000 PA 1714543.11000000 0.196997990653 Long LON CORP NL Y 2 2025-06-05 Floating 4.00000000 N N N N N N Avoca CLO XVII DAC 635400OUIIBSBWG9WH80 Avoca CLO XVII DAC, Series 17A, Class ER BCC2L9VY5 463000.00000000 PA 418917.71000000 0.048132908783 Long ABS-CBDO CORP IE Y 2 2032-10-15 Floating 6.38000000 N N N N N N Sunshine Luxembourg VII SARL (Nestle Skin Health) 254900CHQOBZNYV4DY60 Sunshine Luxembourg VII SARL (Nestle Skin Health), Term Loan L8908YAB4 2384518.72000000 PA USD 2295111.19000000 0.263704242908 Long LON CORP LU Y 2 2026-07-23 Floating 5.32200000 N N N N N N Invictus Media S.L.U. 549300UHNTWQ62CHRT96 Invictus Media S.L.U., Term Loan B-2 N/A 363272.71000000 PA 347804.00000000 0.039962068461 Long LON CORP CN Y 2 2025-06-26 Floating 4.75000000 N N N N N N Neptine BidCo S.a.r.l. N/A Neptine BidCo S.a.r.l., Term Loan B N/A 583376.33000000 PA 599934.87000000 0.068931462395 Long LON CORP LU Y 2 2027-02-03 Floating 3.50000000 N N N N N N Altice Financing S.A. 549300DIYGW8HVDF7Q17 Altice Financing S.A., Term Loan L0178UAK2 92866.87000000 PA USD 88068.90000000 0.010118961860 Long LON CORP LU Y 2 2026-01-31 Floating 2.91825000 N N N N N N Prestige Brands, Inc. 549300JBVP4J6D42I235 Prestige Brands, Inc., Term Loan B-4 74112CAT0 75545.17000000 PA USD 74348.91000000 0.008542559117 Long LON CORP US Y 2 2024-01-26 Floating 2.17363000 N N N N N N BWAY Holding Co. 549300DNGHXL0OMHW304 BWAY Holding Co., Term Loan 05604XAP1 299778.51000000 PA USD 275484.46000000 0.031652680390 Long LON CORP US Y 2 2024-04-03 Floating 4.56138000 N N N N N N Delachaux Group S.A. 969500XJHVZW0HF1ZQ71 Delachaux Group S.A., Term Loan B-2 N/A 537431.86000000 PA USD 498019.29000000 0.057221541333 Long LON CORP FR Y 2 2026-04-16 Floating 5.36188000 N N N N N N Boxer Parent Co., Inc. 5493006T045HLTF7YX04 Boxer Parent Co., Inc., Term Loan 05988HAC1 223838.78000000 PA 237774.35000000 0.027319855013 Long LON CORP US Y 2 2025-10-02 Floating 4.75000000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 43926.45000000 0.005047071920 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 1918396.41000000 GBP 2413258.27000000 USD 2020-06-15 43926.45000000 N N N AI ALPINE US BIDCO INC 549300R5GWIY8X0FZE07 AI ALPINE US BIDCO INC, Term Loan B BL2772178 573752.90000000 PA USD 494861.88000000 0.056858760472 Long LON CORP US Y 2 2025-10-25 Floating 2.93250000 N N N N N N Trans Union LLC X8NPN6PWJOM1QCTYFV34 Trans Union LLC, Term Loan B-5 89334GAX2 259779.61000000 PA USD 252527.86000000 0.029015007388 Long LON CORP US Y 2 2026-11-16 Floating 1.92363000 N N N N N N RPI Finance Trust 5493009EMOUZYHVGX031 RPI Finance Trust, Term Loan B 74968YAC4 1527969.14000000 PA USD 1500274.70000000 0.172378926843 Long LON CORP US Y 2 2027-02-11 Floating 1.92363000 N N N N N N Calpine Corp. 43R4VPJBXTU2O15HEF41 Calpine Corp., Term Loan 13134MBE2 3799884.41000000 PA USD 3733386.43000000 0.428959540739 Long LON CORP US Y 2 2024-01-15 Floating 2.43000000 N N N N N N LSF10 Wolverine Investments S.C.A. 222100GZXIAZBMS7YB76 LSF10 Wolverine Investments S.C.A., Term Loan C-2 N/A 668942.99000000 PA 685476.10000000 0.078759999415 Long LON CORP LU Y 2 2026-09-30 Floating 4.00000000 N N N N N N Manna Pro Products, LLC N/A Manna Pro Products, LLC, Delayed Draw Loan N/A 439137.91000000 PA USD 393028.43000000 0.045158276002 Long LON CORP US Y 3 2023-12-08 Floating 1.00000000 N N N N N N Ancestry.com Operations, Inc. N/A Ancestry.com Operations, Inc., First Lien Term Loan 03280FAH4 3247226.58000000 PA USD 3141691.72000000 0.360974858248 Long LON CORP US Y 3 2023-10-19 Floating 4.75000000 N N N N N N Dun & Bradstreet Corp. (The) RI37BMPWE56BCJ747E14 Dun & Bradstreet Corp. (The) 26483EAJ9 469000.00000000 PA USD 509964.81000000 0.058594060591 Long DBT CORP US Y 2 2026-08-15 Fixed 6.87500000 N N N N N N RPI 2019 Intermediate Finance Trust 549300RTICDAOJP6BY55 RPI 2019 Intermediate Finance Trust 74969AAC5 3003585.79000000 PA USD 2948515.04000000 0.338779197154 Long LON CORP US Y 2 2027-02-11 Floating 1.92363000 N N N N N N Quimper AB 549300EI2YNCQDXVO313 Quimper AB, Second Lien Term Loan N/A 487220.45000000 PA 481346.94000000 0.055305917613 Long LON CORP SE Y 2 2027-02-13 Floating 8.25000000 N N N N N N American Builders & Contractors Supply Co., Inc. 549300H5GQ4C1BEKG397 American Builders & Contractors Supply Co., Inc. 024747AF4 844000.00000000 PA USD 850173.86000000 0.097683482642 Long DBT CORP US Y 2 2028-01-15 Fixed 4.00000000 N N N N N N STG-Fairway Holdings LLC 549300MRQE5MQEH3BI02 STG-Fairway Holdings LLC 78477MAC5 739445.74000000 PA USD 676592.85000000 0.077739329599 Long LON CORP US Y 2 2027-01-21 Floating 3.68250000 N N N N N N Everi Payments, Inc. 5493006Q4MDLHOY1JV70 Everi Payments, Inc., Term Loan B 30034YAF9 187465.12000000 PA USD 190277.10000000 0.021862504447 Long LON CORP US Y 3 2024-05-09 Floating 11.50000000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -1657.55000000 -0.00019044958 N/A DFE N/A N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 138025.00000000 GBP 168834.55000000 USD 2020-07-15 -1657.55000000 N N N SBA Senior Finance II LLC 549300PVT2ADFWMYEW87 SBA Senior Finance II LLC, Term Loan 78404XAH8 1732241.11000000 PA USD 1690996.45000000 0.194292520794 Long LON CORP US Y 2 2025-04-11 Floating 1.93000000 N N N N N N Newday Bondco PLC 213800J8EWKKXHTQC490 Newday Bondco PLC AM2454479 795000.00000000 PA 743192.07000000 0.085391462953 Long DBT CORP GB Y 2 2023-02-01 Floating 7.05250000 N N N N N N Omnitracs, Inc. 549300WCQLYHCJZCR864 Omnitracs, Inc., Term Loan 68216DAH1 507551.84000000 PA USD 482491.47000000 0.055437422099 Long LON CORP US Y 2 2025-03-23 Floating 3.96563000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -544746.54000000 -0.06259042025 N/A DFE N/A N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 17984985.35000000 EUR 19437200.98000000 USD 2020-07-15 -544746.54000000 N N N Aria Energy Operating LLC 549300VNL5GGCGT9XC20 Aria Energy Operating LLC, Term Loan 04035LAB0 645289.80000000 PA USD 603345.96000000 0.069323390643 Long LON CORP US Y 2 2022-05-27 Floating 5.50000000 N N N N N N Project Leopard Holdings, Inc. N/A Project Leopard Holdings, Inc., Term Loan 74338UAD3 569750.38000000 PA USD 538414.11000000 0.061862835172 Long LON CORP US Y 2 2023-07-07 Floating 5.95013000 N N N N N N Transtar Holding Co. N/A Transtar Holding Co., First Lien Term Loan 89388XAC6 1823851.07000000 PA USD 1696181.50000000 0.194888273928 Long LON CORP US Y 3 2022-04-11 Floating 5.50000000 Y Y N N N N Marcel Bidco LLC 254900A6AL2000BPNS82 Marcel Bidco LLC, Term Loan B-1 L6257FAB6 359632.23000000 PA USD 345246.94000000 0.039668266760 Long LON CORP US Y 3 2025-03-11 Floating 3.42363000 N N N N N N Fieldwood Energy LLC 549300KTQCELOBO6BF21 Fieldwood Energy LLC 31660T102 25806.00000000 NS USD 2580.60000000 0.000296506405 Long EC CORP US N 2 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -116.01000000 -0.00001332934 N/A DFE N/A N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 92071.00000000 GBP 113612.51000000 USD 2020-07-15 -116.01000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 530753.68000000 0.060982665225 N/A DFE N/A N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 18501792.46000000 USD 17141209.00000000 EUR 2020-06-15 530753.68000000 N N N Gulf Finance LLC 549300GL13V5C6ULWJ40 Gulf Finance LLC, Term Loan B 40227UAB2 916782.89000000 PA USD 542047.88000000 0.062280348960 Long LON CORP US Y 2 2023-08-25 Floating 6.25000000 N N N N N N Castle US Holding Corp. N/A Castle US Holding Corp. 14852DAD3 620954.05000000 PA 651379.33000000 0.074842340454 Long LON CORP US Y 2 2027-02-01 Floating 3.75000000 N N N N N N Form Technologies LLC X7KHAIMGSSPZ1XIJIL51 Form Technologies LLC, First Lien Term Loan B-2 26779UAG2 2619607.12000000 PA USD 1794430.88000000 0.206176955052 Long LON CORP US Y 2 2022-01-28 Floating 4.70013000 N N N N N N Ventia Deco LLC N/A Ventia Deco LLC, Term Loan B Q5642FAE1 1569074.10000000 PA USD 1529847.25000000 0.175776760875 Long LON CORP US Y 3 2026-05-21 Floating 5.44463000 N N N N N N Science Applications International Corp. 549300LZPNZIXQGZPZ48 Science Applications International Corp., Term Loan B 80862QAD3 1208597.85000000 PA USD 1176116.78000000 0.135133751424 Long LON CORP US Y 2 2025-10-31 Floating 2.30610000 N N N N N N GI Revelation Acquisition LLC 549300SMU3I9OBMDSS38 GI Revelation Acquisition LLC, Second Lien Term Loan 36173BAE0 520462.28000000 PA USD 437188.32000000 0.050232169768 Long LON CORP US Y 2 2026-04-16 Floating 9.17363000 N N N N N N Inovyn Finance PLC N/A Inovyn Finance PLC, Term Loan B 64818YAH5 678179.14000000 PA 723641.52000000 0.083145139111 Long LON CORP GB Y 2 2027-02-25 Floating 2.50000000 N N N N N N Diamond CLO Ltd. N/A Diamond CLO Ltd., Series 2019-1A, Class C 25257AAG9 1733000.00000000 PA USD 1524230.00000000 0.175131348720 Long ABS-CBDO CORP KY Y 2 2029-04-25 Floating 4.59138000 N N N N N N Speedster Bidco GmbH N/A Speedster Bidco GmbH, Term Loan B N/A 175373.89000000 PA 185524.19000000 0.021316403439 Long LON CORP DE Y 2 2027-02-14 Floating 3.25000000 N N N N N N Nautilus Power UU3WE4QD17GA2LF0I609 Nautilus Power, Term Loan 63909UAB9 2416954.29000000 PA USD 2305919.41000000 0.264946088395 Long LON CORP US Y 2 2024-05-16 Floating 5.25000000 N N N N N N McAfee LLC 549300713UKUTLV9T378 McAfee LLC, Term Loan B 57906PAG4 116617.28000000 PA USD 115159.56000000 0.013231631092 Long LON CORP US Y 2 2024-09-30 Floating 3.92363000 N N N N N N Haya Finance 2017 S.A. 9598002SASJP67RL1Q74 Haya Finance 2017 S.A. AP9519988 321000.00000000 PA 280606.86000000 0.032241235149 Long DBT CORP ES Y 2 2022-11-15 Fixed 5.25000000 N N N N N N Columbus McKinnon Corp. 549300W3HQB0HO1F3G69 Columbus McKinnon Corp., Term Loan 19933MAL7 463920.37000000 PA USD 447683.16000000 0.051438008443 Long LON CORP US Y 3 2024-01-31 Floating 3.95013000 N N N N N N Winter Park Intermediate, Inc. N/A Winter Park Intermediate, Inc., Term Loan 97605HAC1 1022589.76000000 PA USD 899878.99000000 0.103394514741 Long LON CORP US Y 2 2025-04-04 Floating 5.18460000 N N N N N N Dole Food Co., Inc. 549300BHY23LFYB85T03 Dole Food Co., Inc., Term Loan B 256604BF5 272017.87000000 PA USD 267058.98000000 0.030684607543 Long LON CORP US Y 2 2024-04-06 Floating 3.75000000 N N N N N N Tunnel Hill Partners L.P. 549300G78NJFY09EWK24 Tunnel Hill Partners L.P., Term Loan 89840LAC4 929591.03000000 PA USD 836631.93000000 0.096127538680 Long LON CORP US Y 2 2026-02-06 Floating 3.67363000 N N N N N N Charter NEX US, Inc. 549300KRNU8RNVGYXG75 Charter NEX US, Inc., First Lien Term Loan N/A 239922.31000000 PA USD 233984.23000000 0.026884376884 Long LON CORP US Y 2 2024-05-16 Floating 3.75000000 N N N N N N SIWF Holdings, Inc. 54930062TONRLKZV7B16 SIWF Holdings, Inc. 78489JAB0 1966312.69000000 PA USD 1746744.38000000 0.200697859994 Long LON CORP US Y 2 2025-06-15 Floating 5.32200000 N N N N N N Crossmark Holdings, Inc. 549300V1U4UZQPVHLY12 Crossmark Holdings, Inc., Term Loan 12567JAB4 276329.94000000 PA USD 273566.64000000 0.031432326242 Long LON CORP US Y 2 2023-07-26 Floating 11.45013000 N N N N N N AMCP Clean Acquisition Co. LLC 5493004SV2P71274QF78 AMCP Clean Acquisition Co. LLC, Term Loan 00165PAC9 777593.60000000 PA USD 396572.74000000 0.045565510993 Long LON CORP US Y 3 2025-06-16 Floating 5.32200000 N N N N N N Envigo RMS Holding Corp. N/A Envigo RMS Holding Corp. N/A 14480.00000000 NS USD 82825.60000000 0.009516515904 Long EC CORP US N 3 N N N Institutional Shareholder Services, Inc. 5493003LHZE6QR4CED05 Institutional Shareholder Services, Inc., Second Lien Term Loan N/A 1104627.82000000 PA USD 966549.34000000 0.111054820807 Long LON CORP US Y 3 2027-03-05 Floating 9.57200000 N N N N N N Dell International LLC/EMC Corp. N/A Dell International LLC/EMC Corp. 25272KAG8 858000.00000000 PA USD 921973.08000000 0.105933086859 Long DBT CORP US Y 2 2023-06-15 Fixed 5.45000000 N N N N N N Perstorp Holding AB 549300ES84TRW7EWGU35 Perstorp Holding AB, Term Loan B W7277YAC5 646450.25000000 PA USD 546250.46000000 0.062763218017 Long LON CORP SE Y 2 2026-02-27 Floating 5.82200000 N N N N N N Delta Air Lines, Inc. Q2CCMS6R0AS67HJMBN42 DELTA AIR LINES INC DAL TL DD 1L USD FLT 3/16/2021 N/A 2961352.34000000 PA USD 2842898.25000000 0.326644013566 Long LON CORP US Y 2 2021-03-16 Floating 2.17240000 N N N N N N Inmar, Inc. 549300N1ML5MXXFIDZ25 Inmar, Inc. 45763FAN8 414381.22000000 PA USD 360511.66000000 0.041422156265 Long LON CORP US Y 2 2024-05-01 Floating 5.07200000 N N N N N N Reynolds Group Issuer, Inc./LLC N/A Reynolds Group Issuer, Inc./LLC 761735AT6 297000.00000000 PA USD 301486.19000000 0.034640233478 Long DBT CORP US Y 2 2023-07-15 Fixed 5.12500000 N N N N N N Ferro Corp. 1YTO5R7OHOPE81ZNYD08 Ferro Corp., Term Loan B-2 315409AM4 564245.09000000 PA USD 548023.04000000 0.062966884345 Long LON CORP US Y 2 2024-02-14 Floating 3.70013000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 527241.13000000 0.060579079402 N/A DFE N/A N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 18505355.86000000 USD 17141254.80000000 EUR 2020-06-15 527241.13000000 N N N Syneos Health, Inc. 549300F1ZGKDS8P6GU13 Syneos Health, Inc., Term Loan B 44988EAE3 109114.84000000 PA USD 106898.17000000 0.012282411898 Long LON CORP US Y 2 2024-08-01 Floating 1.92363000 N N N N N N Affiliated Media, Inc. N/A Affiliated Media, Inc., Class B 008257107 46745.63000000 NS USD 1636097.05000000 0.187984676200 Long EC CORP US N 3 N N N Froneri US, Inc. N/A Froneri US, Inc. G3679YAG7 753810.94000000 PA USD 716120.39000000 0.082280974490 Long LON CORP US Y 2 2028-01-29 Floating 5.92363000 N N N N N N New Red Finance, Inc. N/A New Red Finance, Inc. 68245XAK5 465000.00000000 PA USD 495085.50000000 0.056884454017 Long DBT CORP CA Y 2 2025-04-15 Fixed 5.75000000 N N N N N N Libbey Glass, Inc. A7JTTZYG0P336HI4K290 Libbey Glass, Inc., Term Loan 529897AF7 533765.89000000 PA USD 254921.25000000 0.029290003693 Long LON CORP US Y 2 2021-04-09 Floating 3.75000000 N N N N N N Mesa Airlines, Inc. N/A Mesa Airlines, Inc., Term Loan N950LR N/A 186833.22000000 PA USD 184964.89000000 0.021252140852 Long LON CORP US Y 3 2022-09-01 Floating 6.50625000 N N N N N N Shearer's Foods LLC 549300AQWIJSYS2CIH04 Shearer's Foods LLC, Second Lien Term Loan 82087UAD9 210123.91000000 PA USD 208285.33000000 0.023931618431 Long LON CORP US Y 2 2022-06-30 Floating 7.75000000 N N N N N N FS KKR Capital Corp. N/A FS KKR Capital Corp., Series 2019-1A, Class A2 302637AC7 1855000.00000000 PA USD 1710284.03000000 0.196508629845 Long ABS-CBDO CORP KY Y 2 2030-07-15 Floating 3.71888000 N N N N N N UPC Financing Partnership 213800DXWIS9KORQ3X94 UPC Financing Partnership N9000DAB3 1643305.02000000 PA USD 1591261.55000000 0.182833156032 Long LON CORP US Y 2 2028-04-30 Floating 2.43363000 N N N N N N iHeartMedia, Inc. N/A iHeartMedia, Inc., Class B 45174J608 42.00000000 NS USD 273.00000000 0.000031367220 Long EC CORP US N 2 N N N Castle US Holding Corp. N/A Castle US Holding Corp. 14852DAC5 1546848.62000000 PA USD 1440502.78000000 0.165511238262 Long LON CORP US Y 2 2027-02-01 Floating 5.20013000 N N N N N N US Foods, Inc. 5493000JOOFAOUY1JZ87 US Foods, Inc., Term Loan 90351HAB4 3040594.81000000 PA USD 2880203.43000000 0.330930313197 Long LON CORP US Y 2 2023-06-27 Floating 1.92363000 N N N N N N MoneyGram International, Inc. 5299002DLX0Q04KC4156 MoneyGram International, Inc., Term Loan 60935QAJ5 4658318.97000000 PA USD 4134258.09000000 0.475018990087 Long LON CORP US Y 2 2023-06-30 Floating 6.86188000 N N N N N N CTM Media Holdings, Inc. N/A CTM Media Holdings, Inc. 44951N106 1270.00000000 NS USD 5321.30000000 0.000611408019 Long EC CORP US N 1 N N N Atlantic Aviation FBO, Inc. 549300IFVVFYQ4SH7939 Atlantic Aviation FBO, Inc., Term Loan 04822DAJ8 437264.56000000 PA USD 413761.59000000 0.047540479655 Long LON CORP US Y 2 2025-12-06 Floating 3.93000000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -553127.55000000 -0.06355338357 N/A DFE N/A N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 17984985.36000000 EUR 19428819.98000000 USD 2020-07-15 -553127.55000000 N N N Greenrock Finance, Inc. 213800MZCFTKB2RNBJ45 Greenrock Finance, Inc., Term Loan B BL2415661 2240629.59000000 PA USD 2036530.64000000 0.233993792074 Long LON CORP US Y 2 2024-06-28 Floating 4.95013000 N N N N N N NAC Aviation 8 Ltd. N/A NAC Aviation 8 Ltd., Term Loan N/A 2911985.14000000 PA USD 2911985.14000000 0.334581975832 Long LON CORP IE Y 3 2020-12-31 Floating 8.57675000 N N N N N N Vue International Bidco PLC 2138002KEV3Y56IJTC64 Vue International Bidco PLC, Term Loan B-1 N/A 105233.50000000 PA 98708.25000000 0.011341404481 Long LON CORP GB Y 2 2026-06-21 Floating 4.25000000 N N N N N N RBS Global, Inc. N/A RBS Global, Inc. 76168JAR7 565968.35000000 PA USD 560308.67000000 0.064378481644 Long LON CORP US Y 2 2024-08-21 Floating 1.91825000 N N N N N N AI Aqua Merger Sub, Inc. 5493005QMH1D47U26R45 AI Aqua Merger Sub, Inc., First Lien Term Loan B-1 23301YAF0 2702500.08000000 PA USD 2594400.08000000 0.298092010478 Long LON CORP US Y 2 2023-12-13 Floating 4.32200000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -146551.11000000 -0.01683846502 N/A DFE N/A N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 12537944.40000000 EUR 13774812.62000000 USD 2020-06-15 -146551.11000000 N N N PetSmart, Inc. N/A PetSmart, Inc. 71677HAG0 5741008.99000000 PA USD 5654491.98000000 0.649691192790 Long LON CORP US Y 2 2022-03-11 Floating 5.00000000 N N N N N N ThermaSys Corp. N/A ThermaSys Corp., Series A N/A 187840.00000000 NS USD 136184.00000000 0.015647302306 Long EP CORP US N 2 N N N F&W Publications, Inc. N/A F&W Publications, Inc. N/A 15518.80000000 NS USD 0.00000000 0.000000 Long EC CORP US N 3 N N N MLN US Holdco LLC 549300QKU7NPW6O86862 MLN US Holdco LLC, Term Loan B 55292HAB9 3346347.91000000 PA USD 2567552.36000000 0.295007254625 Long LON CORP US Y 2 2025-11-30 Floating 4.82963000 N N N N N N Energizer Holdings, Inc. 5493000D6NN0V57UME20 Energizer Holdings, Inc., Term Loan B 29267YAM4 1356440.55000000 PA USD 1330444.37000000 0.152865720341 Long LON CORP US Y 2 2025-12-17 Floating 2.62500000 N N N N N N Terveys-ja hoivapalvelut Suomi Oy 2138006X78HGYRHS5865 Terveys-ja hoivapalvelut Suomi Oy, Second Lien Term Loan N/A 486781.28000000 PA 487216.26000000 0.055980292168 Long LON CORP FI Y 2 2026-07-19 Floating 7.25000000 N N N N N N Fieldwood Energy LLC 549300KTQCELOBO6BF21 Fieldwood Energy LLC 31660T201 6967.00000000 NS USD 696.70000000 0.000080049605 Long EC CORP US N 2 N N N Diebold Nixdorf, Inc. 549300XZK6EWDBAZSY16 Diebold Nixdorf, Inc., Term Loan A 25365EAR6 570402.10000000 PA USD 531899.96000000 0.061114370783 Long LON CORP US Y 2 2022-04-30 Floating 5.00000000 N N N N N N Hayward Industries, Inc. 549300NV8ZMMEDUHQ091 Hayward Industries, Inc., First Lien Term Loan 421300AG9 535108.63000000 PA USD 519724.26000000 0.059715404247 Long LON CORP US Y 2 2024-08-05 Floating 3.67363000 N N N N N N Dentalcorp Perfect Smile ULC 5493003HQR34Y0NUVR29 Dentalcorp Perfect Smile ULC, First Lien Term Loan C2969TAC2 39545.13000000 PA USD 35590.62000000 0.004089299700 Long LON CORP CA Y 2 2025-06-06 Floating 4.75000000 N N N N N N Blackhawk Network Holdings, Inc. 549300LFU3K8UIR03132 Blackhawk Network Holdings, Inc., Second Lien Term Loan 05549YAB8 339781.53000000 PA USD 299007.75000000 0.034355465077 Long LON CORP US Y 2 2026-06-15 Floating 7.18750000 N N N N N N Mascot Bidco Oy 7437004VPYN53GU01U11 Mascot Bidco Oy, Term Loan B N/A 1170086.65000000 PA 1129192.19000000 0.129742198486 Long LON CORP FI Y 2 2026-03-20 Floating 4.50000000 N N N N N N Hyland Software, Inc. N/A Hyland Software, Inc., Second Lien Term Loan 44908XAS7 369110.29000000 PA USD 354037.67000000 0.040678306190 Long LON CORP US Y 2 2025-07-07 Floating 7.75000000 N N N N N N Vue International Bidco PLC 2138002KEV3Y56IJTC64 Vue International Bidco PLC, Delayed Draw Term Loan N/A 44260.57000000 PA 41516.08000000 0.004770124642 Long LON CORP GB Y 2 2026-06-21 Floating 4.75000000 N N N N N N Manna Pro Products, LLC N/A Manna Pro Products, LLC, Incremental Term Loan N/A 1474190.01000000 PA USD 1319400.06000000 0.151596748528 Long LON CORP US Y 3 2023-12-08 Floating 7.00000000 N N N N N N Kantar 984500NRF59D5DB9B654 Kantar, Term Loan B-1 N/A 709897.30000000 PA 740740.47000000 0.085109778421 Long LON CORP LU Y 2 2026-12-04 Floating 5.00000000 N N N N N N Quest Software US Holdings, Inc. 54930052G52L5K3UK623 Quest Software US Holdings, Inc., First Lien Term Loan 74834YAH5 5251798.48000000 PA USD 5032982.30000000 0.578280822635 Long LON CORP US Y 2 2025-05-16 Floating 5.01013000 N N N N N N United Rentals North America, Inc. NGIZXNT70J2LYT3FBI09 United Rentals North America, Inc., Term Loan 91136EAJ4 180795.83000000 PA USD 175123.36000000 0.020121366348 Long LON CORP US Y 2 2025-10-31 Floating 1.92363000 N N N N N N Dynatrace LLC N/A Dynatrace LLC, First Lien Term Loan 26814UAC8 763809.86000000 PA USD 748533.66000000 0.086005202258 Long LON CORP US Y 2 2025-08-22 Floating 2.42363000 N N N N N N USF S&H TopCo N/A USF S&H TopCo, Revolver Loan N/A 984370.61000000 PA USD 738277.96000000 0.084826840349 Long LON CORP US Y 3 2024-11-26 Floating 5.50000000 N N N N N N Centurion Pipeline Co. LLC 54930040AX5IIFI80J88 Centurion Pipeline Co. LLC, Term Loan 15643YAC0 678290.89000000 PA USD 628606.08000000 0.072225734045 Long LON CORP US Y 2 2025-09-29 Floating 3.42363000 N N N N N N Syniverse Holdings, Inc. 549300CYZBHMZC8VLL59 Syniverse Holdings, Inc., Term Loan C 87164GAM5 2091633.38000000 PA USD 1333416.28000000 0.153207187578 Long LON CORP US Y 2 2023-03-09 Floating 6.87250000 N N N N N N Advanced Disposal Services, Inc. 549300ML1GEF4BKIM713 Advanced Disposal Services, Inc., Term Loan 00100UAG7 198362.06000000 PA USD 197047.91000000 0.022640458619 Long LON CORP US Y 2 2023-11-10 Floating 3.00000000 N N N N N N Osum Production Corp. 5493004EE2HMRKGYN512 Osum Production Corp., Term Loan C7030JAD6 1665050.82000000 PA USD 1290414.39000000 0.148266345977 Long LON CORP CA Y 3 2022-07-31 Floating 8.95013000 N N N N N N Zeus Bidco Ltd. N/A Zeus Bidco Ltd., Term Loan N/A 795163.83000000 PA 768436.01000000 0.088291947302 Long LON CORP GB Y 2 2024-03-29 Floating 7.84425000 N N N N N N Markermeer Finance B.V. N/A Markermeer Finance B.V., Term Loan B N/A 1006779.97000000 PA 1043257.66000000 0.119868471988 Long LON CORP NL Y 2 2027-01-24 Floating 3.50000000 N N N N N N Crosby US Acquisition Corp. 549300V5HSWHDNVOWE35 Crosby US Acquisition Corp., Term Loan B 22739PAH9 692362.87000000 PA USD 609279.33000000 0.070005124430 Long LON CORP US Y 2 2026-06-27 Floating 4.92300000 N N N N N N Xebec Global Holdings, LLC N/A Xebec Global Holdings, LLC, Term Loan 98389TAA9 2291298.73000000 PA USD 2245472.76000000 0.258000874523 Long LON CORP US Y 3 2024-02-12 Floating 6.71000000 N N N N N N Dorna Sports, S.L. 95980020140005602218 Dorna Sports, S.L., Term Loan B-2 N/A 1563664.93000000 PA USD 1450299.22000000 0.166636832005 Long LON CORP ES Y 2 2024-04-12 Floating 4.92075000 N N N N N N Virgin Media Bristol LLC N/A Virgin Media Bristol LLC, Term Loan N G9368PBC7 9667648.79000000 PA USD 9401788.45000000 1.080248972684 Long LON CORP US Y 2 2028-01-31 Floating 2.68363000 N N N N N N Alpha Topco Ltd. 549300BBG8Z3D6QSYP53 Alpha Topco Ltd., Term Loan B L2465BAQ9 5603725.13000000 PA USD 5330543.53000000 0.612470085107 Long LON CORP US Y 2 2024-02-01 Floating 3.50000000 N N N N N N IAP Worldwide Services, Inc. N/A IAP Worldwide Services, Inc., First Lien Term Loan 44928PAB7 1794337.36000000 PA USD 1794337.36000000 0.206166209769 Long LON CORP US Y 3 2021-07-18 Floating 0.75000000 N N N N N N Tenneco, Inc. 549300U0EXXFAQFAD785 Tenneco, Inc. AM9275984 1000000.00000000 PA 882268.05000000 0.101371048680 Long DBT CORP US Y 2 2024-04-15 Floating 4.87500000 N N N N N N Haya Finance 2017 S.A. 9598002SASJP67RL1Q74 Haya Finance 2017 S.A. AP9520101 100000.00000000 PA 87138.96000000 0.010012113388 Long DBT CORP ES Y 2 2022-11-15 Floating 5.12500000 N N N N N N WowMidco S.A.S. N/A WowMidco S.A.S., Term Loan N/A 390632.79000000 PA 459515.77000000 0.052797554541 Long LON CORP FR Y 2 2026-08-08 Floating 5.49388000 N N N N N N Revere Power LLC 54930012KEYV3CY10P78 Revere Power LLC, Term Loan C 76148CAD8 124522.76000000 PA USD 103769.17000000 0.011922895296 Long LON CORP US Y 2 2026-03-27 Floating 4.42363000 N N N N N N Karman Buyer Corp. 549300T4O24KQDED1182 Karman Buyer Corp., First Lien Term Loan B-2 00769EAW0 916155.88000000 PA USD 829350.11000000 0.095290870358 Long LON CORP US Y 2 2021-07-23 Floating 4.70013000 N N N N N N McDermott Technology (Americas), Inc. 549300MSF84ZAB7RHN59 McDermott Technology (Americas), Inc., LOC 58004GAM0 3644502.99000000 PA USD 3526056.64000000 0.405137712175 Long LON CORP US Y 2 2020-10-23 Floating 0.50000000 N N N N N N ProQuest LLC 549300HEWVTWR2ZQ4F35 ProQuest LLC 74347CAL4 1048180.63000000 PA USD 1017720.50000000 0.116934297176 Long LON CORP US Y 2 2026-10-17 Floating 3.67363000 N N N N N N Mesa Airlines, Inc. N/A Mesa Airlines, Inc., Term Loan N948LR N/A 169777.92000000 PA USD 168080.14000000 0.019312112746 Long LON CORP US Y 3 2022-09-01 Floating 6.50625000 N N N N N N Diebold Nixdorf, Inc. 549300XZK6EWDBAZSY16 Diebold Nixdorf, Inc., Term Loan B 25365EAN5 1038388.56000000 PA 1037397.26000000 0.119195122325 Long LON CORP US Y 2 2023-11-06 Floating 3.00000000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 337.24000000 0.000038748283 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 61556.00000000 GBP 76362.50000000 USD 2020-06-15 337.24000000 N N N Claire's Stores Inc. N/A Claire's Stores Inc. 179ESCAP3 390.00000000 PA USD 141375.00000000 0.016243739084 Long DBT CORP US N 3 2020-03-15 None 6.12500000 N N N N N N Safe Fleet Holdings LLC N/A Safe Fleet Holdings LLC, Term Loan B-1 78638JAJ3 392758.68000000 PA USD 359782.66000000 0.041338395446 Long LON CORP US Y 2 2025-02-03 Floating 4.75000000 N N N N N N NPC International, Inc. 549300VENVGR7A6TZR37 NPC International, Inc., Second Lien Term Loan 62936DAS9 300248.04000000 PA USD 7881.51000000 0.000905571650 Long LON CORP US Y 2 2049-12-31 Floating 8.59760000 N N N N N N Avolon TLB Borrower 1 (US) LLC 635400O84AGITYFZQB55 Avolon TLB Borrower 1 (US) LLC, Term Loan B-3 05400KAE0 1053536.02000000 PA USD 1000016.39000000 0.114900126046 Long LON CORP US Y 2 2025-01-15 Floating 2.50000000 N N N N N N ION Corp. 2138002XO5EAYFHPPT53 ION Corp., Term Loan 42328DAB4 690605.81000000 PA USD 666434.61000000 0.076572165672 Long LON CORP US Y 2 2025-10-02 Floating 5.32200000 N N N N N N Transtar Holding Co. N/A Transtar Holding Co., Delayed Draw Term Loan N/A 160277.02000000 PA USD 152263.17000000 0.017494770685 Long LON CORP US Y 3 2022-04-11 Floating 5.50000000 N N N N N N Telenet Financing USD LLC N/A Telenet Financing USD LLC, Term Loan AR B9000TBJ3 1417142.79000000 PA USD 1371971.36000000 0.157637098523 Long LON CORP US Y 2 2028-04-15 Floating 2.18363000 N N N N N N B&B Hotels SAS 969500OUD0VB2606MD53 B&B Hotels SAS, Term Loan B-3-A N/A 985981.52000000 PA 916634.68000000 0.105319714080 Long LON CORP FR Y 2 2026-07-31 Floating 3.87500000 N N N N N N Southcross Energy Partners L.P. N/A Southcross Energy Partners L.P. N/A 40880.51000000 NS USD 5314.47000000 0.000610623264 Long EC CORP US N 2 N N N NCR Corp. 549300YKTY8JX1DV2R67 NCR Corp., Term Loan B 62886VAP5 2646389.94000000 PA USD 2566998.24000000 0.294943587211 Long LON CORP US Y 3 2026-08-28 Floating 2.68000000 N N N N N N Allied Universal Holdco LLC N/A Allied Universal Holdco LLC, Term Loan B 01957TAC1 373339.71000000 PA USD 363151.27000000 0.041725442816 Long LON CORP US Y 2 2026-07-10 Floating 4.42363000 N N N N N N Charter Communications Operating LLC 549300TPZNMN50BJ3745 Charter Communications Operating LLC 16117LBX6 183872.39000000 PA USD 180329.17000000 0.020719504770 Long LON CORP US Y 2 2027-02-01 Floating 1.93000000 N N N N N N Dynasty Acquisition Co., Inc. 549300L1RCRPOAUCB870 Dynasty Acquisition Co., Inc., Term Loan B-1 26812CAE6 2272278.49000000 PA USD 1923483.74000000 0.221004901903 Long LON CORP US Y 2 2026-04-08 Floating 4.95013000 N N N N N N Prime Secuirty Services Borrower LLC 549300O6QPZVWXV2DC15 Prime Secuirty Services Borrower LLC, Term Loan B-1 03765VAJ9 2923071.23000000 PA USD 2859129.05000000 0.328508903966 Long LON CORP US Y 2 2026-09-23 Floating 4.25000000 N N N N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 Vistra Operations Co. LLC 92840VAE2 174000.00000000 PA USD 180141.54000000 0.020697946412 Long DBT CORP US Y 2 2029-07-15 Fixed 4.30000000 N N N N N N Carlisle FoodService Products, Inc. N/A Carlisle FoodService Products, Inc., Term Loan 14235UAB7 668833.64000000 PA USD 579658.05000000 0.066601691406 Long LON CORP US Y 2 2025-03-20 Floating 4.00000000 N N N N N N Merlin Entertainments PLC 2549002L1LBQZKA7UN30 Merlin Entertainments PLC, Term Loan B N/A 570744.57000000 PA 588943.44000000 0.067668566402 Long LON CORP LU Y 2 2026-10-16 Floating 3.00000000 N N N N N N ACProducts, Inc. N/A ACProducts, Inc., Term Loan B 00489DAH4 473280.07000000 PA USD 451194.46000000 0.051841450643 Long LON CORP US Y 2 2025-07-31 Floating 7.50000000 N N N N N N Robertshaw US Holding Corp. 549300NMXRV2JIXFIY04 Robertshaw US Holding Corp., Second Lien Term Loan 77051UAH2 534592.69000000 PA USD 272642.27000000 0.031326117753 Long LON CORP US Y 3 2026-02-28 Floating 9.00000000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -2738.68000000 -0.00031466951 N/A DFE N/A N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 737761.00000000 EUR 816939.58000000 USD 2020-07-15 -2738.68000000 N N N iHeartCommunications, Inc. 54930076J6KDZL504O62 iHeartCommunications, Inc. 45174HBC0 1023662.00000000 PA USD 1072234.76000000 0.123197889861 Long DBT CORP US N 2 2026-05-01 Fixed 6.37500000 N N N N N N Xperi Corp. 529900L3ZKEYH5WX3L03 Xperi Corp., Term Loan B-1 88166UAC2 1266325.33000000 PA USD 1265141.32000000 0.145362514642 Long LON CORP US Y 2 2023-12-01 Floating 4.75000000 N N N N N N Patriot Container Corp. 549300V4U8NYJ3YQD526 Patriot Container Corp., Second Lien Term Loan 40435YAE6 145416.57000000 PA USD 120695.75000000 0.013867729596 Long LON CORP US Y 3 2026-03-20 Floating 8.75000000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -32290.30000000 -0.00371009873 N/A DFE N/A N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 2942340.68000000 GBP 3602166.17000000 USD 2020-07-15 -32290.30000000 N N N Alphabet Holding Co., Inc. 5493000J3OND4HN47659 Alphabet Holding Co., Inc., Second Lien Term Loan 18913EAD9 1336036.33000000 PA USD 1155671.43000000 0.132784616635 Long LON CORP US Y 2 2025-09-26 Floating 7.92363000 N N N N N N Oberthur Technologies of America Corp. 969500R8RGRC5PQLA538 Oberthur Technologies of America Corp., Term Loan B BL2318469 1000000.00000000 PA 1026002.93000000 0.117885933830 Long LON CORP FR Y 2 2024-01-10 Floating 3.75000000 N N N N N N Restaurant Technologies, Inc. 5493001IZARCKDSJPT54 Restaurant Technologies, Inc., Second Lien Term Loan 76126KAJ3 659552.01000000 PA USD 569414.33000000 0.065424705978 Long LON CORP US Y 2 2026-10-01 Floating 7.95013000 N N N N N N Aramark Services, Inc. 42YMHYH0XMHJEXDUB065 Aramark Services, Inc., Term Loan B-3 03852JAL5 7957.04000000 PA USD 7619.86000000 0.000875508524 Long LON CORP US Y 2 2025-03-11 Floating 1.92363000 N N N N N N Apcoa Parking Holdings GmbH 529900H8FIYAOV5FUW68 APCOA PARKING HOLDINGS GMBH APPARK TL B2 1L EUR FLT 3/20/2024 N/A 146445.01000000 PA 152807.66000000 0.017557331630 Long LON CORP DE Y 2 2024-03-20 Floating 7.25000000 N N N N N N N/A N/A HGIM Corp., Wts. expiring 07/02/2043 N/A 14442.00000000 NS USD 115536.00000000 0.013274883387 N/A DE N/A N 2 HGIM Corp 549300W0Q0ZDXP0FKI37 Call Purchased HGIM Corp HGIM Corp. 1.00000000 0 USD 2099-12-31 XXXX -1173035.55000000 N N N McDermott Technology (Americas), Inc. 549300MSF84ZAB7RHN59 McDermott Technology (Americas), Inc., Term Loan B 58004GAB4 4891618.36000000 PA USD 1749976.47000000 0.201069221456 Long LON CORP US Y 2 2049-12-31 Floating 9.25000000 N N N N N N Mirion Technologies, Inc. 549300EBD5JHM14L3R48 Mirion Technologies, Inc., Term Loan B-1 60470FAG6 817515.54000000 PA USD 792863.36000000 0.091098606895 Long LON CORP US Y 2 2026-03-06 Floating 5.07200000 N N N N N N Altra Industrial Motion Corp. NQ0NIXPGW4YKG4MWM571 Altra Industrial Motion Corp., Term Loan B 02208HAB4 114610.75000000 PA USD 109704.26000000 0.012604826708 Long LON CORP US Y 2 2025-10-01 Floating 2.17363000 N N N N N N Forterra Finance LLC N/A Forterra Finance LLC, Second Lien Term Loan 34960TAC7 1072148.71000000 PA USD 972079.71000000 0.111690250602 Long LON CORP US Y 2 2023-10-25 Floating 4.00000000 N N N N N N CRCI Longhorn Holdings, Inc. N/A CRCI Longhorn Holdings, Inc., First Lien Term Loan 12688EAB9 386142.67000000 PA USD 355251.26000000 0.040817745549 Long LON CORP US Y 2 2025-08-08 Floating 3.67363000 N N N N N N Hamilton Holdco LLC 254900D9C1TQ3VZLE866 Hamilton Holdco LLC, Term Loan B 40739EAB9 3225073.42000000 PA USD 3120258.53000000 0.358512222378 Long LON CORP AU Y 3 2027-01-02 Floating 3.46000000 N N N N N N CommScope, Inc. 549300Z6K4JXMFE8QY54 CommScope, Inc. 20338QAB9 271000.00000000 PA USD 279415.91000000 0.032104397087 Long DBT CORP US Y 2 2024-03-01 Fixed 5.50000000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 33637.63000000 0.003864904581 N/A DFE N/A N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 3697501.98000000 USD 3021022.53000000 GBP 2020-06-15 33637.63000000 N N N Garda World Security Corp. 549300ZF1NDXLMCHNO20 Garda World Security Corp., Term Loan C4000KAC8 1314193.26000000 PA USD 1286595.20000000 0.147827527757 Long LON CORP CA Y 2 2026-10-30 Floating 4.93000000 N N N N N N Dell International LLC / EMC Corp. N/A Dell International LLC / EMC Corp. 24703DBA8 6136000.00000000 PA USD 6680618.78000000 0.767591359066 Long DBT CORP US Y 2 2029-10-01 Fixed 5.30000000 N N N N N N Pike Corp. 549300P4EKEP6HK0NC58 Pike Corp., Term Loan B 72108PAP9 404782.48000000 PA USD 398372.75000000 0.045772328979 Long LON CORP US Y 2 2026-07-24 Floating 4.25000000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -146637.17000000 -0.01684835317 N/A DFE N/A N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 12412564.90000000 EUR 13635512.86000000 USD 2020-06-15 -146637.17000000 N N N Altice France S.A. 5493001ZMCICV4N02J21 Altice France S.A. 02156LAC5 594000.00000000 PA USD 611929.89000000 0.070309669116 Long DBT CORP FR Y 2 2028-01-15 Fixed 5.50000000 N N N N N N Windstream Services LLC 549300L3SXBFJVGRCF66 Windstream Services LLC, DIP Term Loan 97381JAB9 2130937.08000000 PA USD 2109627.71000000 0.242392516976 Long LON CORP US Y 2 2021-02-26 Floating 2.68000000 N N N N N N Lightstone Holdco LLC 549300VXK6UGDG7H3G98 Lightstone Holdco LLC, Term Loan B 53226GAG6 3550218.11000000 PA USD 2906102.04000000 0.333906017979 Long LON CORP US Y 2 2024-01-30 Floating 4.75000000 N N N N N N Tumi, Inc. 222100XV7DJLCY8IA009 Tumi, Inc., Term Loan B L8030PAF5 798642.41000000 PA USD 736747.62000000 0.084651006972 Long LON CORP LU Y 2 2025-04-25 Floating 1.92363000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -145204.76000000 -0.01668377177 N/A DFE N/A N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 12600634.00000000 EUR 13845765.65000000 USD 2020-06-15 -145204.76000000 N N N B&G Foods, Inc. 549300TRW1LZMDJZAQ78 B&G Foods, Inc., Term Loan B-4 05508TAU6 256456.61000000 PA USD 253956.16000000 0.029179116548 Long LON CORP US Y 2 2026-09-16 Floating 2.67363000 N N N N N N MTS Systems Corp. 549300E7ZL4ZDETLML64 MTS Systems Corp., Term Loan B 55377VAK6 789978.16000000 PA USD 774178.60000000 0.088951760802 Long LON CORP US Y 3 2023-07-05 Floating 4.00000000 N N N N N N U.S. Shipping Corp. 549300LA1UDXPBQ7CV95 U.S. Shipping Corp., Term Loan B-2 90346YAE9 1673191.73000000 PA USD 1384566.16000000 0.159084218913 Long LON CORP US Y 2 2021-06-26 Floating 5.25000000 N N N N N N Bway Holding Co. 549300DNGHXL0OMHW304 Bway Holding Co. 12429TAD6 398000.00000000 PA USD 396254.77000000 0.045528976799 Long DBT CORP US Y 2 2024-04-15 Fixed 5.50000000 N N N N N N Prometric Holdings, Inc. 54930034OH1XQT27TX40 Prometric Holdings, Inc., Term Loan 80358TAC0 856365.17000000 PA USD 740755.87000000 0.085111547854 Long LON CORP US Y 2 2025-01-29 Floating 4.00000000 N N N N N N Re/Max LLC 549300GN7WEUE9HKXH55 Re/Max LLC, Term Loan 75523KAG0 2035386.15000000 PA USD 1974324.57000000 0.226846423936 Long LON CORP US Y 3 2023-12-15 Floating 3.50000000 N N N N N N Bausch Health Americas, Inc. KOO0397YRO83WY5MGD97 Bausch Health Americas, Inc., First Lien Incremental Term Loan C9413PBB8 4082339.86000000 PA USD 3996610.72000000 0.459203549139 Long LON CORP US Y 2 2025-11-27 Floating 2.92075000 N N N N N N West Corp. 5493005Z5DB0O5S30R71 West Corp., Incremental Term Loan B-1 68162RAD3 1847106.83000000 PA USD 1499333.56000000 0.172270791511 Long LON CORP US Y 2 2024-10-10 Floating 4.95013000 N N N N N N Starfruit US Holdco LLC 549300K7VB5G6LULFT41 Starfruit US Holdco LLC, Term Loan N8232NAB3 6037834.40000000 PA USD 5787264.27000000 0.664946495612 Long LON CORP US Y 2 2025-10-01 Floating 3.22163000 N N N N N N Vivarte S.A.S. N/A Vivarte S.A.S. 931QTQ900 233415.00000000 NS 498046.66000000 0.057224686098 Long EC CORP FR N 3 N N N Diamond Sports Group LLC / Diamond Sports Finance Co. N/A Diamond Sports Group LLC / Diamond Sports Finance Co. 25277LAA4 2189000.00000000 PA USD 1745377.26000000 0.200540780308 Long DBT CORP US Y 2 2026-08-15 Fixed 5.37500000 N N N N N N Lake at Las Vegas Joint Venture LLC N/A Lake at Las Vegas Joint Venture LLC, Class B N/A 9.25000000 NS USD 0.00000000 0.000000 Long EC CORP US N 3 N N N Claire's Stores, Inc. N/A Claire's Stores, Inc., Term Loan B 17958DAL1 302349.84000000 PA USD 234699.06000000 0.026966509595 Long LON CORP US Y 2 2026-12-18 Floating 8.42075000 N N N N N N Crossmark Holdings, Inc. N/A Crossmark Holdings, Inc., Wts., expiring July 26, 2024 N/A 5084.55000000 NS USD 298717.31000000 0.034322094032 Long EC CORP US N 2 N N N Clontarf Park CLO 5493001O2660X7YTLM04 Clontarf Park CLO, Series 2017-1A, Class D BCC2DN993 174000.00000000 PA 159629.79000000 0.018341182379 Long ABS-CBDO CORP IE N 2 2030-08-05 Floating 5.10000000 N N N N N N iHeartCommunications, Inc. 54930076J6KDZL504O62 iHeartCommunications, Inc. 45174HBG1 322000.00000000 PA USD 309697.99000000 0.035583754869 Long DBT CORP US Y 2 2028-01-15 Fixed 4.75000000 N N N N N N Fullbeauty Brands Holdings Corp. N/A Fullbeauty Brands Holdings Corp. N/A 3944.00000000 NS USD 9860.00000000 0.001132896674 Long EC CORP US N 2 N N N Dell International LLC N/A Dell International LLC 24703DBC4 916000.00000000 PA USD 1031796.32000000 0.118551584161 Long DBT CORP US Y 2 2027-07-15 Fixed 6.10000000 N N N N N N Paragon Offshore Finance Co. N/A Paragon Offshore Finance Co., Term Loan G6903KAB9 8394.06000000 PA USD 0.00000000 0.000000 Long LON CORP KY Y 3 2021-07-16 Floating 3.85900000 Y Y N N N N ThermaSys Corp. N/A ThermaSys Corp., Term Loan 00189AAC4 149229.42000000 PA USD 129829.60000000 0.014917192911 Long LON CORP US Y 3 2023-10-02 Floating 11.00000000 N N N N N N JBS USA Lux S.A. P77IMDGVZE8EFBTF2M92 JBS USA Lux S.A., Term Loan 46611VAU9 7993627.82000000 PA USD 7758815.00000000 0.891474210207 Long LON CORP LU Y 2 2026-05-01 Floating 3.07200000 N N N N N N McDermott Technology Americas, Inc. 549300MSF84ZAB7RHN59 McDermott Technology Americas, Inc. 58004GAL2 3116104.88000000 PA USD 3036020.98000000 0.348833475900 Long LON CORP US Y 2 2020-10-21 Floating 9.17380000 N N N N N N Neustar, Inc. N/A Neustar, Inc., Term Loan B-4 64127UAX5 3067203.26000000 PA USD 2648330.65000000 0.304288538207 Long LON CORP US Y 2 2024-08-08 Floating 4.39600000 N N N N N N Veritas US, Inc. 549300RFUWCPWS8FQ104 Veritas US, Inc., Term Loan G9341JAH3 169523.35000000 PA 178926.68000000 0.020558361133 Long LON CORP US Y 2 2023-01-27 Floating 5.50000000 N N N N N N DiversiTech Holdings, Inc. 5493008IR2VH15YXMT81 DiversiTech Holdings, Inc., Term Loan B-1 25536MAF8 495349.64000000 PA USD 474297.28000000 0.054495924067 Long LON CORP US Y 3 2024-06-03 Floating 4.45013000 N N N N N N Twin River Worldwide Holdings, Inc. 549300NS4D5IK406VT62 Twin River Worldwide Holdings, Inc., Term Loan B 90171XAB7 1194679.19000000 PA USD 1062888.16000000 0.122123981944 Long LON CORP US Y 2 2026-05-10 Floating 2.92363000 N N N N N N Panther BF Aggregator 2 L.P. 549300474L1ZLXZY2P98 Panther BF Aggregator 2 L.P., Term Loan B C8000CAB9 2166947.70000000 PA USD 2070789.40000000 0.237930063401 Long LON CORP CA Y 2 2026-04-30 Floating 3.67363000 N N N N N N Safe Fleet Holdings LLC N/A Safe Fleet Holdings LLC, Second Lien Term Loan 78638JAG9 264113.55000000 PA USD 217233.39000000 0.024959734802 Long LON CORP US Y 2 2026-02-02 Floating 7.75000000 N N N N N N TransDigm, Inc. 88Q84GB3X55CF5OC7582 TransDigm, Inc., Term Loan G 89364MBS2 1286441.05000000 PA USD 1180843.54000000 0.135676847843 Long LON CORP US Y 2 2024-08-22 Floating 2.42363000 N N N N N N Finastra USA, Inc. 549300ZB2RO6QC7YTK71 Finastra USA, Inc., First Lien Term Loan 02034DAC1 823233.80000000 PA USD 749830.16000000 0.086154167830 Long LON CORP US Y 2 2024-06-13 Floating 4.50000000 N N N N N N Lower Cadence Holdings LLC 549300GMUP7Q51T05S83 Lower Cadence Holdings LLC, Term Loan 54805BAB5 243323.81000000 PA USD 210475.10000000 0.024183219156 Long LON CORP US Y 2 2026-05-22 Floating 4.17363000 N N N N N N Biscuit International N/A Biscuit International, Term Loan N/A 377857.41000000 PA 397105.54000000 0.045626728777 Long LON CORP FR Y 2 2027-02-07 Floating 4.00000000 N N N N N N North American Lifting Holdings, Inc. 5493008KV4SRQC7D1587 North American Lifting Holdings, Inc. 87259BAG5 1556502.09000000 PA USD 1122899.52000000 0.129019181760 Long LON CORP US Y 2 2020-11-27 Floating 5.95013000 N N N N N N KPEX Holdings, Inc. 549300MP1C774T4UWC83 KPEX Holdings, Inc., Second Lien Term Loan 84763NAF7 202860.29000000 PA USD 157597.09000000 0.018107628721 Long LON CORP US Y 2 2026-01-31 Floating 8.07200000 N N N N N N American Axle & Manufacturing, Inc. RY5TAKFOBLDUGX31MS24 American Axle & Manufacturing, Inc., Term Loan B 02406MAP2 2047069.29000000 PA USD 1965186.52000000 0.225796478048 Long LON CORP US Y 2 2024-04-06 Floating 3.00000000 N N N N N N Encino Acquisition Partners Holdings LLC 549300BUKUEKT2UE4T49 Encino Acquisition Partners Holdings LLC, Second Lien Term Loan 29253RAB9 1860478.11000000 PA USD 1175822.17000000 0.135099901253 Long LON CORP US Y 2 2025-10-29 Floating 7.75000000 N N N N N N ADT Security Corp. (The) 5493009JEEDYLVRA0J13 ADT Security Corp. (The) 00101JAF3 283000.00000000 PA USD 286145.55000000 0.032877620898 Long DBT CORP US N 2 2022-07-15 Fixed 3.50000000 N N N N N N MTN Infrastructure TopCo, Inc. 54930040E6IYPRA4GM07 MTN Infrastructure TopCo, Inc. 55377KAD6 1193031.58000000 PA USD 1164697.08000000 0.133821647960 Long LON CORP US Y 2 2024-11-17 Floating 5.00000000 N N N N N N Tackle Group S.a r.l. 222100DLH8KKOD63ZQ23 Tackle Group S.a r.l., Term Loan B N/A 1936724.56000000 PA 2105327.48000000 0.241898428105 Long LON CORP LU Y 2 2024-08-14 Floating 4.00000000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 49546.35000000 0.005692788555 N/A DFE N/A N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 1947463.02000000 GBP 2454777.14000000 USD 2020-06-15 49546.35000000 N N N B&B Hotels SAS 969500OUD0VB2606MD53 B&B Hotels SAS, Second Lien Term Loan N/A 449322.78000000 PA 320046.34000000 0.036772762101 Long LON CORP FR Y 2 2027-07-31 Floating 8.50000000 N N N N N N Altice Financing S.A. 549300DIYGW8HVDF7Q17 Altice Financing S.A. ZP3544795 1327000.00000000 PA 1391532.27000000 0.159884612711 Long DBT CORP LU Y 2 2028-01-15 Fixed 3.00000000 N N N N N N CIRCOR International, Inc. 5493007701O01N3FQM69 CIRCOR International, Inc., Term Loan B 17273LAJ6 332913.63000000 PA USD 295876.99000000 0.033995746254 Long LON CORP US Y 2 2024-12-11 Floating 4.25000000 N N N N N N Telenet Financing USD LLC 213800UQWC6KB34WEQ10 Telenet Financing USD LLC, Term Loan AO B9000TBG9 1.00000000 PA 1.11000000 0.000000127537 Long LON CORP LU Y 3 2027-12-15 Floating 2.50000000 N N N N N N OCP Euro CLO 635400KNK84TMOLEE581 OCP Euro CLO, Series 2017-2, Class E BCC2ESAK4 201000.00000000 PA 186054.53000000 0.021377338573 Long ABS-CBDO CORP IE N 2 2032-01-15 Floating 5.00000000 N N N N N N Refinitiv US Holdings, Inc. 549300NF240HXJO7N016 Refinitiv US Holdings, Inc., Term Loan B 31740MAC5 65412.51000000 PA USD 64524.86000000 0.007413793035 Long LON CORP US Y 2 2025-10-01 Floating 3.42363000 N N N N N N Delos Finance S.a.r.l. 549300HX549YWOJQT076 Delos Finance S.a.r.l., First Lien Term Loan L2324EAE1 422271.60000000 PA USD 405382.85000000 0.046577777152 Long LON CORP LU Y 2 2023-10-06 Floating 3.20013000 N N N N N N Heartland Dental LLC 5493008FRC0GRKBN1075 Heartland Dental LLC, Term Loan 42236WAH0 152214.93000000 PA USD 134837.31000000 0.015492569991 Long LON CORP US Y 2 2025-04-30 Floating 3.67363000 N N N N N N Altice Financing S.A. 549300DIYGW8HVDF7Q17 Altice Financing S.A. 02154CAE3 2735000.00000000 PA USD 2885930.98000000 0.331588398628 Long DBT CORP LU Y 2 2026-05-15 Fixed 7.50000000 N N N N N N BCP Raptor LLC 549300T77NXSQHG00684 BCP Raptor LLC, Term Loan 05549KAB8 1137602.61000000 PA USD 803147.44000000 0.092280229616 Long LON CORP US Y 2 2024-06-24 Floating 5.25000000 N N N N N N Apcoa Parking Holdings GmbH 529900H8FIYAOV5FUW68 Apcoa Parking Holdings GmbH, Term Loan B D0378LAB9 706849.18000000 PA 682635.25000000 0.078433590742 Long LON CORP DE Y 2 2024-03-20 Floating 3.75000000 N N N N N N Realogy Group LLC LF6PBYTYG3BDVEF4FI12 Realogy Group LLC, Term Loan 75605NAQ3 2293234.91000000 PA USD 2060563.30000000 0.236755102480 Long LON CORP US Y 2 2025-02-08 Floating 3.00000000 N N N N N N Ciena Corp. W0CZ7N0GH8UIGXDM1H41 Ciena Corp., Term Loan B 17178HAM4 185098.32000000 PA USD 182830.87000000 0.021006945704 Long LON CORP US Y 2 2025-09-26 Floating 1.92380000 N N N N N N N/A N/A Crossmark Holdings, Inc., Wts., expiring July 26, 2024 N/A 659.00000000 NS USD 0.00000000 0.000000 N/A DE N/A N 3 Crossmark Holdings, Inc. N/A Call Purchased Crossmark Holdings Inc CROSSMARK HOLDINGS INC 0701266D 1.00000000 0 USD 2099-12-31 XXXX -8225.65000000 N N N Keter Group B.V. 549300TACUSUHMY1TC98 Keter Group B.V., Term Loan B-1 N/A 619584.20000000 PA 574535.29000000 0.066013095284 Long LON CORP NL Y 2 2023-10-31 Floating 5.25000000 N N N N N N International Textile Group, Inc. M4ZRS7E9USM0DKM0N876 International Textile Group, Inc., First Lien Term Loan 46049BAB7 311853.37000000 PA USD 157485.95000000 0.018094858930 Long LON CORP US Y 2 2024-05-01 Floating 6.43338000 N N N N N N FleetCor Technologies Operating Co. LLC 549300FKKKZCXLK48427 FleetCor Technologies Operating Co. LLC, Term Loan B-3 33903RAV1 640532.94000000 PA USD 624519.62000000 0.071756206972 Long LON CORP US Y 2 2024-08-02 Floating 1.92363000 N N N N N N CenturyLink, Inc. 8M3THTGWLTYZVE6BBY25 CenturyLink, Inc. 156700BC9 2041000.00000000 PA USD 2041663.33000000 0.234583529136 Long DBT CORP US Y 2 2027-02-15 Fixed 4.00000000 N N N N N N Navistar, Inc. 4EW4JDYTYMZ6D6T42H76 Navistar, Inc., Term Loan B 63937YAE1 71214.98000000 PA USD 68722.46000000 0.007896089899 Long LON CORP US Y 2 2024-11-06 Floating 3.68000000 N N N N N N Toys 'R' Us-Delaware, Inc. N/A Toys 'R' Us-Delaware, Inc. N/A 14.51900000 NS USD 39927.25000000 0.004587570867 Long EC CORP US N 2 N N N Werner FinCo L.P. N/A Werner FinCo L.P., Term Loan 95075EAC3 1216864.08000000 PA USD 1149936.56000000 0.132125690149 Long LON CORP US Y 3 2024-07-24 Floating 5.00000000 N N N N N N Kronos, Inc. 5493000E2HBSA8M27B95 Kronos, Inc., First Lien Incremental Term Loan 50105JAM9 393490.32000000 PA USD 387810.29000000 0.044558720885 Long LON CORP US Y 2 2023-11-01 Floating 3.32963000 N N N N N N Genie Energy Ltd. 52990057E36X8869GX58 Genie Energy Ltd. 372284307 7632.00000000 NS USD 64337.76000000 0.007392295573 Long EP CORP US N 1 N N N Catalent Pharma Solutions, Inc. 549300HALRZ339MSTH85 Catalent Pharma Solutions, Inc. 14879EAE8 176000.00000000 PA USD 180807.44000000 0.020774457152 Long DBT CORP US Y 2 2027-07-15 Fixed 5.00000000 N N N N N N Renaissance Holding Corp. 549300UKKEC0Y6TXNF09 Renaissance Holding Corp., First Lien Term Loan 75972JAB0 1.02000000 PA USD 0.97000000 0.000000111451 Long LON CORP US Y 2 2025-05-30 Floating 4.01013000 N N N N N N Paragon Offshore Finance Co. N/A Paragon Offshore Finance Co., Class B N/A 1154.00000000 NS USD 8078.00000000 0.000928148005 Long EC CORP KY N 2 N N N Verscend Holding Corp. N/A Verscend Holding Corp., Term Loan B 92531HAB3 284215.74000000 PA USD 275690.69000000 0.031676375854 Long LON CORP US Y 2 2025-08-27 Floating 4.67363000 N N N N N N Kontoor Brands, Inc. 549300M0CPXV65RFF271 Kontoor Brands, Inc., Term Loan B 50048PAD5 564996.76000000 PA USD 539571.91000000 0.061995864357 Long LON CORP US Y 3 2026-05-17 Floating 4.41825000 N N N N N N VS Buyer LLC N/A VS Buyer LLC 91834WAC4 25637.71000000 PA USD 25060.86000000 0.002879448778 Long LON CORP US Y 3 2027-02-19 Floating 3.41950000 N N N N N N Petroleum GEO-Services ASA 213800T66DRTE6O6BV87 Petroleum GEO-Services ASA, Term Loan 71659MAG1 3598850.61000000 PA USD 1937387.24000000 0.222602389623 Long LON CORP NO Y 2 2024-03-19 Floating 8.46000000 N N N N N N Garrett Borrowing LLC 5493000E8W5HMUNLBO09 Garrett Borrowing LLC, Term Loan B 36641DAE0 149434.60000000 PA 148877.24000000 0.017105733278 Long LON CORP LU Y 2 2025-09-27 Floating 2.75000000 N N N N N N Caesars Entertainment Operating Co. LLC N/A Caesars Entertainment Operating Co. LLC, Term Loan 12768PAB7 922220.28000000 PA USD 900317.55000000 0.103444904514 Long LON CORP US Y 2 2024-10-06 Floating 2.17363000 N N N N N N Calpine Corp. 43R4VPJBXTU2O15HEF41 Calpine Corp., Term Loan B-10 13134MBS1 2302105.92000000 PA USD 2244357.59000000 0.257872743449 Long LON CORP US Y 2 2026-08-12 Floating 2.17363000 N N N N N N Sophos Group PLC N/A Sophos Group PLC, Term Loan 86875TAC1 145526.83000000 PA 153061.15000000 0.017586457185 Long LON CORP LU Y 2 2027-01-15 Floating 3.50000000 N N N N N N RJO Holdings Corp. 549300YNQA38HHOO8322 RJO Holdings Corp. N/A 1481.54000000 NS USD 108152.42000000 0.012426523019 Long EC CORP US N 3 N N N Granite Generation LLC 549300ERB8DGZI3MXK42 Granite Generation LLC 38750BAB3 5519792.60000000 PA USD 5335817.91000000 0.613076102101 Long LON CORP US Y 2 2026-10-31 Floating 4.75000000 N N N N N N Transtar Holding Co. N/A Transtar Holding Co., Class A N/A 2509496.00000000 NS USD 21330.72000000 0.002450862247 Long EC CORP US N 2 N N N Unilabs Diagnostics AB N/A Unilabs Diagnostics AB, Revolver Loan N/A 942706.20000000 PA 965550.23000000 0.110940024823 Long LON CORP SE Y 3 2021-04-01 Floating 1.40000000 N N N N N N Gardner Denver, Inc. 549300MJL50HVCB7RP74 Gardner Denver, Inc. 365556AT6 2807896.17000000 PA USD 2676276.04000000 0.307499414415 Long LON CORP US Y 2 2027-03-01 Floating 1.92363000 N N N N N N CommScope, Inc. 549300Z6K4JXMFE8QY54 CommScope, Inc. 20338QAD5 3740000.00000000 PA USD 3941604.70000000 0.452883454094 Long DBT CORP US Y 2 2026-03-01 Fixed 6.00000000 N N N N N N Informatica LLC 5493007SV33RZV7RPS40 Informatica LLC 45673YAB2 830353.61000000 PA USD 795063.58000000 0.091351408307 Long LON CORP US Y 2 2027-02-26 Floating 3.42363000 N N N N N N CommScope, Inc. 549300Z6K4JXMFE8QY54 CommScope, Inc., Term Loan 20337EAQ4 3789720.75000000 PA USD 3653537.13000000 0.419784996475 Long LON CORP US Y 2 2026-04-06 Floating 3.42363000 N N N N N N Flex Acquisition Co., Inc. 549300HHED2KGPBEDW39 Flex Acquisition Co., Inc., Term Loan N/A 32561.58000000 PA USD 30770.69000000 0.003535498212 Long LON CORP US Y 2 2023-12-29 Floating 4.43338000 N N N N N N ESH Hospitality, Inc. 54930042FMK7X7SQ2896 ESH Hospitality, Inc. 26907YAB0 1318000.00000000 PA USD 1250208.67000000 0.143646779396 Long DBT CORP US Y 2 2027-10-01 Fixed 4.62500000 N N N N N N Global Healthcare Exchange LLC 549300DSS2JT4D8XDT30 Global Healthcare Exchange LLC, Term Loan 36172KAC5 156729.66000000 PA USD 150068.65000000 0.017242624193 Long LON CORP US Y 2 2024-06-28 Floating 4.62463000 N N N N N N Delta Air Lines, Inc. Q2CCMS6R0AS67HJMBN42 Delta Air Lines, Inc., Term Loan B 24736CBM5 3755616.89000000 PA USD 3713366.20000000 0.426659251490 Long LON CORP US Y 2 2023-05-01 Floating 5.51013000 N N N N N N US Foods, Inc. 5493000JOOFAOUY1JZ87 US Foods, Inc., Incremental Term Loan B 90351HAD0 1022831.09000000 PA USD 971157.66000000 0.111584308677 Long LON CORP US Y 2 2026-08-15 Floating 3.07200000 N N N N N N WEX, Inc. T9M5IGROL1TL1G5OV478 WEX, Inc., Term Loan B-3 96208UAP6 197750.63000000 PA USD 189204.84000000 0.021739303657 Long LON CORP US Y 2 2026-05-17 Floating 2.42363000 N N N N N N Ziggo B.V. 213800TQASLF9JXH5J59 Ziggo B.V. 98954NAA7 311000.00000000 PA USD 327839.10000000 0.037668136532 Long DBT CORP NL Y 2 2027-01-15 Fixed 5.50000000 N N N N N N Fort Dearborn Holding Co., Inc. 5493002ILC473KY69M10 Fort Dearborn Holding Co., Inc., Second Lien Term Loan 34721HAE9 203025.36000000 PA USD 183399.91000000 0.021072327400 Long LON CORP US Y 2 2024-10-21 Floating 9.54300000 N N N N N N RJO Holdings Corp. 549300YNQA38HHOO8322 RJO Holdings Corp., Series A-2 N/A 324.45000000 NS USD 129780.00000000 0.014911493958 Long EC CORP US N 3 N N N AVS Group GmbH N/A AVS Group GmbH, Term Loan B N/A 284697.21000000 PA 303387.12000000 0.034858646995 Long LON CORP DE Y 2 2026-07-17 Floating 3.75000000 N N N N N N Lucid Energy Group II Borrower LLC 549300L1MUKRPJY1ND11 Lucid Energy Group II Borrower LLC, First Lien Term Loan 54948FAB4 1000519.43000000 PA USD 749674.20000000 0.086136248300 Long LON CORP US Y 2 2025-02-17 Floating 4.00000000 N N N N N N Holding Socotec 969500TSHWNDZONA3M83 Holding Socotec, Term Loan B-4 N/A 588671.86000000 PA 576347.69000000 0.066221336859 Long LON CORP FR Y 2 2024-07-29 Floating 4.00000000 N N N N N N Crown Finance US, Inc. N/A Crown Finance US, Inc., Term Loan 22834KAB7 2029449.96000000 PA USD 1530540.13000000 0.175856371569 Long LON CORP GB Y 2 2025-02-28 Floating 3.32200000 N N N N N N Greatbatch Ltd. C59TZ5M84XYPM9PQ3G72 Greatbatch Ltd. 39154EAG6 47273.11000000 PA USD 46824.02000000 0.005379997621 Long LON CORP US Y 2 2022-10-27 Floating 3.50000000 N N N N N N Gardner Denver, Inc. 549300MJL50HVCB7RP74 Gardner Denver, Inc., Term Loan B-1 365556AS8 172395.01000000 PA 187460.39000000 0.021538869417 Long LON CORP US Y 2 2027-03-01 Floating 2.00000000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -18821.45000000 -0.00216255153 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 1066153.09000000 EUR 1164969.49000000 USD 2020-06-15 -18821.45000000 N N N Project Leopard Holdings, Inc. N/A Project Leopard Holdings, Inc., Term Loan 74338UAE1 975238.76000000 PA USD 921600.63000000 0.105890293009 Long LON CORP US Y 2 2023-07-07 Floating 5.70013000 N N N N N N IQVIA, Inc. 549300PLWY28YB00C717 IQVIA, Inc., Term Loan B-2 44969CBH2 953525.64000000 PA USD 931079.65000000 0.106979415751 Long LON CORP US Y 2 2025-01-17 Floating 1.92363000 N N N N N N Revere Power LLC 54930012KEYV3CY10P78 Revere Power LLC, Term Loan B 76148CAC0 1192576.17000000 PA USD 993815.46000000 0.114187650085 Long LON CORP US Y 2 2026-03-27 Floating 4.42363000 N N N N N N Ziggo Secured Finance Partnership 213800TQASLF9JXH5J59 Ziggo Secured Finance Partnership, Term Loan I N9833RAJ8 6446930.44000000 PA USD 6181897.13000000 0.710289117803 Long LON CORP US Y 2 2028-04-15 Floating 2.68363000 N N N N N N ABG Intermediate Holdings 2 LLC 54930020NXD0RJB64985 ABG Intermediate Holdings 2 LLC, First Lien Term Loan 00076VAQ3 561230.04000000 PA USD 493180.90000000 0.056665618824 Long LON CORP US Y 2 2024-09-27 Floating 4.95013000 N N N N N N Nielsen Finance LLC UJ76Y189LDMPCOCW7204 NIELSEN FINANCE LLC NLSN TL B 1L USD FLT 6/30/2025 65409YBK0 3528782.98000000 PA USD 3525836.45000000 0.405112412730 Long LON CORP US Y 2 2025-06-30 Floating 4.75000000 N N N N N N Southcross Energy Partners L.P. N/A Southcross Energy Partners L.P., Series B, Pfd. N/A 74545.25000000 NS USD 102499.72000000 0.011777037722 Long EC CORP US N 2 N N N Merlin Entertainments PLC N/A Merlin Entertainments PLC, Term Loan B N/A 346913.76000000 PA USD 321762.51000000 0.036969947018 Long LON CORP US Y 2 2026-10-16 Floating 3.43250000 N N N N N N Univar Solutions USA, Inc. 5493008FTB9VZW6CVA82 Univar Solutions USA, Inc. 91335PAH2 508644.19000000 PA USD 491731.77000000 0.056499116333 Long LON CORP US Y 2 2026-07-01 Floating 3.45013000 N N N N N N TGP Holdings III LLC N/A TGP Holdings III LLC, First Lien Term Loan 87251RAG8 2445724.23000000 PA USD 2208794.70000000 0.253786629877 Long LON CORP US Y 2 2024-09-25 Floating 5.25000000 N N N N N N Ascend Performance Materials Operations LLC 549300NIMFUIRMMAGQ29 Ascend Performance Materials Operations LLC, Term Loan B 04350TAB0 4112404.77000000 PA USD 3932487.06000000 0.451835853279 Long LON CORP US Y 2 2026-08-27 Floating 6.70013000 N N N N N N Techem GmbH 529900N0M7FQHNAV1A41 Techem GmbH, Term Loan B-4 N/A 215209.41000000 PA 233319.91000000 0.026808047684 Long LON CORP DE Y 2 2025-07-15 Floating 2.87500000 N N N N N N Caesars Resort Collection LLC 549300V3UCT773B1KR38 Caesars Resort Collection LLC, Term Loan B 12769LAB5 8280701.09000000 PA USD 7527157.29000000 0.864857146382 Long LON CORP US Y 2 2024-12-23 Floating 2.92363000 N N N N N N eG Global Finance PLC 549300TL8Q5207VYET27 eG Global Finance PLC 28228PAA9 1407000.00000000 PA USD 1427957.27000000 0.164069781207 Long DBT CORP GB Y 2 2025-02-07 Fixed 6.75000000 N N N N N N Lightstone Holdco LLC 549300VXK6UGDG7H3G98 Lightstone Holdco LLC, Term Loan C 53226GAH4 200237.92000000 PA USD 163908.75000000 0.018832827365 Long LON CORP US Y 2 2024-01-30 Floating 4.75000000 N N N N N N Reynolds Group Issuer, Inc./LLC N/A Reynolds Group Issuer, Inc./LLC 761735AR0 1157000.00000000 PA USD 1151579.46000000 0.132314456472 Long DBT CORP US Y 2 2021-07-15 Floating 4.71888000 N N N N N N I-Logic Technologies Bidco Ltd. N/A I-Logic Technologies Bidco Ltd., Term Loan G4700HAE0 218324.34000000 PA USD 207135.22000000 0.023799472813 Long LON CORP GB Y 2 2024-12-21 Floating 3.82200000 N N N N N N Nomad Foods US LLC 213800FGWQXPVI86SE26 Nomad Foods US LLC, Term Loan B-4 G6562AAF4 1174150.93000000 PA USD 1146628.83000000 0.131745637784 Long LON CORP LU Y 2 2024-05-15 Floating 2.43363000 N N N N N N WestJet Airlines Ltd. 5493009TSX7LVAH8LA03 WestJet Airlines Ltd. C4927UAB8 50364.04000000 PA USD 37552.69000000 0.004314738095 Long LON CORP CA Y 2 2026-12-11 Floating 4.00000000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -172157.52000000 -0.01978059654 N/A DFE N/A N 2 The Toronto-Dominion Bank PT3QB789TSUIDF371261 12600634.10000000 EUR 13818813.00000000 USD 2020-06-15 -172157.52000000 N N N Dell International LLC / EMC Corp. N/A Dell International LLC / EMC Corp. 24703DAZ4 3995000.00000000 PA USD 4322741.01000000 0.496675346405 Long DBT CORP US Y 2 2026-10-01 Fixed 4.90000000 N N N N N N SMS Systems Maintenance Services, Inc. 549300FN0QPN8M48DH81 SMS Systems Maintenance Services, Inc., First Lien Term Loan 87203DAG8 2179174.10000000 PA USD 1710455.54000000 0.196528336043 Long LON CORP US Y 2 2023-10-30 Floating 6.00000000 N N N N N N American Rock Salt Co. LLC 549300FBKBNV4GSVVR46 American Rock Salt Co. LLC, Term Loan 02932JAM9 1355902.44000000 PA USD 1321157.44000000 0.151798668402 Long LON CORP US Y 2 2025-03-21 Floating 4.50000000 N N N N N N IAA Spinco, Inc. 549300PZCOPC5178W747 IAA Spinco, Inc., Term Loan 44932UAB0 1209828.00000000 PA USD 1191680.58000000 0.136922004697 Long LON CORP US Y 2 2026-06-28 Floating 2.43750000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 2704.45000000 0.000310736552 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 148421.00000000 GBP 186013.07000000 USD 2020-06-15 2704.45000000 N N N Arnott's Biscuits Ltd. 549300W8K88D3SM86Y18 Arnott's Biscuits Ltd., Term Loan Q8531PAE7 1510510.89000000 PA USD 1479666.26000000 0.170011053299 Long LON CORP US Y 2 2026-12-18 Floating 5.00000000 N N N N N N SS&C Technologies, Inc. 549300KY09TR3J12JU49 SS&C Technologies, Inc., Term Loan B-5 78466DBF0 1777021.04000000 PA USD 1728046.34000000 0.198549488053 Long LON CORP US Y 2 2025-04-16 Floating 1.92363000 N N N N N N Gol LuxCo S.A. 5299007RH8MA67ZC6J07 Gol LuxCo S.A., Term Loan L4424CAB6 3880914.94000000 PA USD 3803296.64000000 0.436992101026 Long LON CORP BR Y 3 2020-08-31 Fixed 6.50000000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 70.98000000 0.000008155477 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 137862.83000000 USD 111682.00000000 GBP 2020-06-15 70.98000000 N N N USF S&H TopCo N/A USF S&H TopCo, Delayed Draw Term Loan N/A 2951979.81000000 PA USD 2213984.86000000 0.254382970141 Long LON CORP US Y 3 2024-11-26 Floating 5.50000000 N N N N N N Schaeffler AG 529900JL0HDVGZMUJF32 Schaeffler AG 80627DAC0 1015000.00000000 PA USD 975826.08000000 0.112120701932 Long DBT CORP DE Y 2 2026-09-15 Fixed 4.75000000 N N Y N N N CHG PPC Parent LLC 54930019XJQNJAGXQ664 CHG PPC Parent LLC, Term Loan 12546FAB8 368263.56000000 PA USD 356294.99000000 0.040937668292 Long LON CORP US Y 2 2025-03-31 Floating 2.92363000 N N N N N N 2020-07-28 Invesco Senior Income Trust Sheri Morris Sheri Morris President XXXX NPORT-EX 2 edgar.htm
Consolidated Schedule of Investments
May 31, 2020
(Unaudited)
  Interest
Rate
Maturity
Date
Principal
Amount
(000)(a)
Value
Variable Rate Senior Loan Interests–122.85%(b)(c)
Aerospace & Defense–4.54%      
Atlantic Aviation FBO, Inc., Term Loan (1 mo. USD LIBOR + 3.75%)  3.93% 12/06/2025     $      437 $     413,762
Dynasty Acquisition Co., Inc.                                    
Term Loan B-1 (1 mo. USD LIBOR + 3.50%)  4.95% 04/08/2026         2,272    1,923,484
Term Loan B-2 (1 mo. USD LIBOR + 3.50%)  4.95% 04/08/2026         1,222    1,034,131
Greenrock Finance, Inc., Term Loan B (3 mo. USD LIBOR + 3.50%)  4.95% 06/28/2024         2,241    2,036,531
IAP Worldwide Services, Inc.                                    
Revolver Loan (3 mo. USD LIBOR + 5.50%)
(Acquired 07/22/2014-02/08/2019; Cost $1,794,337)(d)
 7.00% 07/18/2021           179      179,434
Revolver Loan
(Acquired 07/22/2014-02/08/2019; Cost $1,794,337)(d)(e)
 0.00% 07/18/2021         1,615    1,614,904
Second Lien Term Loan (3 mo. USD LIBOR + 6.50%)
(Acquired 07/18/2014-02/08/2019; Cost $1,797,651)(d)
 8.00% 07/18/2021         1,800    1,800,007
Maxar Technologies Ltd. (Canada), Term Loan B (1 mo. USD LIBOR + 2.75%)  2.93% 10/04/2024         2,830    2,725,336
NAC Aviation 8 Ltd. (Ireland), Junior Loan Series 3 (3 mo. USD LIBOR + 6.50%)
(Acquired 03/24/2017-09/06/2019; Cost $2,911,985)(d)
 6.67% 12/31/2020         2,850    2,850,423
Peraton Corp., Term Loan (1 mo. USD LIBOR + 5.25%)  6.25% 04/29/2024         1,611    1,562,370
Perspecta, Inc., Term Loan B (1 mo. USD LIBOR + 2.25%)  2.42% 05/30/2025         1,317    1,275,132
TransDigm, Inc.                                    
Term Loan E (1 mo. USD LIBOR + 2.25%)  2.42% 05/30/2025         5,916    5,440,043
Term Loan F (1 mo. USD LIBOR + 2.25%)  2.42% 12/09/2025         1,205    1,106,364
Term Loan G (1 mo. USD LIBOR + 2.25%)  2.42% 08/22/2024         1,286    1,180,843
Vectra Co., First Lien Term Loan (1 mo. USD LIBOR + 3.25%)  3.42% 03/08/2025           801      751,207
Xebec Global Holdings LLC, Term Loan (1 wk. USD LIBOR + 5.25%)
(Acquired 02/06/2018-12/09/2019; Cost $2,286,115)(d)
 6.71% 02/12/2024         2,291    2,245,473
            28,139,444
Air Transport–6.22%      
American Airlines, Inc.                                    
Term Loan (1 mo. USD LIBOR + 1.75%)  1.92% 06/27/2025            10        6,744
Term Loan B (1 mo. USD LIBOR + 2.00%)  2.18% 12/15/2023           684      523,003
Avolon TLB Borrower 1 (US) LLC                                    
Term Loan B-3 (1 mo. USD LIBOR + 1.75%)  2.50% 01/15/2025         1,054    1,000,016
Term Loan B-4 (1 mo. USD LIBOR + 1.50%)  2.25% 02/10/2027         7,040    6,509,401
Delta Air Lines, Inc.                                    
Delayed Draw Term Loan(e)  0.00% 03/16/2021         2,961    2,842,898
Term Loan B (1 mo. USD LIBOR + 4.75%)  5.51% 05/01/2023         3,637    3,596,245
eTraveli Group Holding AB (Sweden), Term Loan B-1 (3 mo. EURIBOR + 4.25%)  4.00% 08/02/2024 EUR         676      573,459
Gol LuxCo S.A. (Luxembourg), Term Loan (6 mo. USD LIBOR + 6.50%)(d)  6.50% 08/31/2020         3,881    3,803,297
Mesa Airlines, Inc.                                    
Term Loan N913FJ (3 mo. USD LIBOR + 4.50%)
(Acquired 12/29/2017; Cost $115,328)(d)
 6.08% 12/01/2021           116      114,775
Term Loan N914FJ (3 mo. USD LIBOR + 4.50%)
(Acquired 12/29/2017; Cost $133,673)(d)
 6.08% 12/01/2021           134      133,032
Term Loan N915FJ (3 mo. USD LIBOR + 4.50%)
(Acquired 12/29/2017; Cost $112,891)(d)
 6.08% 12/01/2021           114      112,349
Term Loan N916FJ (3 mo. USD LIBOR + 4.50%)
(Acquired 12/29/2017; Cost $150,023)(d)
 6.08% 03/01/2022           151      149,381
Term Loan N917FJ (3 mo. USD LIBOR + 4.50%)
(Acquired 12/29/2017; Cost $136,512)(d)
 6.08% 03/01/2022           137      135,925
Term Loan N947LR (3 mo. USD LIBOR + 4.50%)
(Acquired 12/29/2017; Cost $164,041)(d)
 6.08% 09/01/2022           165      163,475
Term Loan N948LR (3 mo. USD LIBOR + 4.50%)
(Acquired 12/29/2017; Cost $168,662)(d)
 6.08% 09/01/2022           170      168,080
Term Loan N950LR (3 mo. USD LIBOR + 4.50%)
(Acquired 12/29/2017; Cost $185,605)(d)
 6.08% 09/01/2022           187      184,965
Term Loan N951LR (3 mo. USD LIBOR + 4.50%)
(Acquired 12/29/2017; Cost $175,747)(d)
 6.08% 09/01/2022           177      175,141
See accompanying notes which are an integral part of this consolidated schedule.
Invesco Senior Income Trust

  Interest
Rate
Maturity
Date
Principal
Amount
(000)(a)
Value
Air Transport–(continued)  
PrimeFlight Aviation Services, Inc.                                  
Delayed Draw Term Loan (3 mo. PRIME + 5.50%)
(Acquired 05/09/2019; Cost $2,882,604)(d)
 7.28% 05/09/2024   $    2,929 $   2,653,632
Incremental Delayed Draw Term Loan (1 mo. USD LIBOR + 5.50%)
(Acquired 10/15/2019; Cost $8,283,558)(d)
 6.50% 05/09/2024       6,269    5,679,732
Incremental Delayed Draw Term Loan
(Acquired 10/15/2019; Cost $8,283,558)(d)(e)
 0.00% 05/09/2024       2,184    1,978,333
Term Loan
(Acquired 05/09/2019; Cost $8,715,788)(d)(f)
     – 05/09/2024       8,861    8,028,273
WestJet Airlines Ltd. (Canada), Term Loan B (3 mo. USD LIBOR + 3.00%)  4.00% 12/11/2026          50       37,553
          38,569,709
Automotive–6.41%      
American Axle & Manufacturing, Inc., Term Loan B (1 mo. USD LIBOR + 2.25%)  3.00% 04/06/2024         2,047    1,965,187
Autokiniton US Holdings, Inc., Term Loan B (3 mo. USD LIBOR + 5.75%)  5.92% 05/22/2025         2,224    1,956,870
Belron Finance US LLC, Incremental Term Loan (1 mo. USD LIBOR + 2.50%)  3.26% 10/30/2026           269      262,799
Dayco Products LLC, Term Loan (3 mo. USD LIBOR + 4.25%)  4.61% 05/19/2023           856      544,810
Garrett Borrowing LLC                                    
Term Loan B (3 mo. EURIBOR + 2.75%)  2.75% 09/27/2025 EUR         149      148,877
Term Loan B (3 mo. USD LIBOR + 2.50%)  3.77% 09/27/2025           614      562,074
Goodyear Tire & Rubber Co. (The), Second Lien Term Loan(f)      – 03/03/2025           161      152,131
IAA Spinco, Inc., Term Loan (3 mo. USD LIBOR + 2.25%)  2.44% 06/28/2026         1,210    1,191,681
Mavis Tire Express Services Corp., Term Loan (1 mo. USD LIBOR + 3.25%)  4.70% 03/20/2025         2,273    2,075,822
Muth Mirror Systems, LLC                                    
Revolver Loan (3 mo. USD LIBOR + 5.25%)
(Acquired 04/23/2019; Cost $1,497,847)(d)
 6.25% 04/23/2025         1,523    1,282,198
Term Loan (6 mo. USD LIBOR + 5.25%)
(Acquired 04/23/2019; Cost $17,823,255)(d)
 6.67% 04/23/2025        18,187   15,313,450
Navistar, Inc., Term Loan B (1 mo. USD LIBOR + 3.50%)  3.68% 11/06/2024            71       68,722
Panther BF Aggregator 2 L.P. (Canada)                                    
Term Loan (1 mo. USD LIBOR + 3.50%)  3.67% 04/30/2026         2,167    2,070,789
Term Loan (1 mo. EURIBOR + 3.75%)  3.75% 04/30/2026 EUR       1,294    1,375,811
Superior Industries International, Inc., Term Loan (1 mo. USD LIBOR + 4.00%)(d)  4.17% 05/22/2024         1,214      977,191
Tenneco, Inc., Term Loan B (1 mo. USD LIBOR + 3.00%)  3.17% 10/01/2025         4,695    3,817,172
ThermaSys Corp.                                    
PIK Term Loan, 12.45% PIK Rate
(Acquired 12/31/2018; Cost $149,229)(d)(g)
12.45% 10/02/2023           153      133,449
Term Loan (3 mo. USD LIBOR + 6.00%)
(Acquired 12/31/2018-03/31/2020; Cost $978,184)(d)
12.45% 01/01/2024           833      666,083
TI Group Automotive Systems LLC, Term Loan (1 mo. USD LIBOR + 2.50%)  3.25% 06/30/2022         1,226    1,179,751
Transtar Holding Co.                                    
Delayed Draw Term Loan(d)(e)  0.00% 04/11/2022           160      152,263
First Lien Term Loan (2 mo. USD LIBOR + 4.25%)(d)  5.50% 04/11/2022         1,824    1,696,182
PIK Term Loan, 7.75% PIK Rate, 1.00% Cash Rate
(Acquired 04/11/2017-04/13/2020; Cost $679,721)(d)(g)
 7.75% 04/11/2022           695      660,791
Visteon Corp., Term Loan(f)      – 03/25/2024           139      132,725
Wand NewCo 3, Inc., Term Loan B-1 (1 mo. USD LIBOR + 3.00%)  4.07% 02/05/2026           476      457,124
Winter Park Intermediate, Inc., Term Loan (1 mo. USD LIBOR + 4.75%)  5.82% 04/04/2025         1,023      899,879
            39,743,831
Beverage & Tobacco–0.76%      
AI Aqua Merger Sub, Inc.                                    
First Lien Incremental Term Loan (1 mo. USD LIBOR + 3.25%)(d)  4.32% 12/13/2023           959      920,839
First Lien Incremental Term Loan (1 mo. USD LIBOR + 4.25%)(d)  5.32% 12/13/2023           343      331,452
First Lien Incremental Term Loan (3 mo. USD LIBOR + 4.25%)(d)  5.34% 12/13/2023           360      347,532
First Lien Term Loan B-1 (1 mo. USD LIBOR + 3.25%)  4.32% 09/30/2020         2,703    2,594,400
Arctic Glacier U.S.A., Inc., Term Loan (1 mo. USD LIBOR + 3.50%)  4.95% 03/20/2024           674      530,366
            4,724,589
Building & Development–2.79%      
ACProducts, Inc., Term Loan B (1 mo. USD LIBOR + 6.50%)  7.50% 07/31/2025           473      451,194
See accompanying notes which are an integral part of this consolidated schedule.
Invesco Senior Income Trust

  Interest
Rate
Maturity
Date
Principal
Amount
(000)(a)
Value
Building & Development–(continued)  
Advanced Drainage Systems, Inc., Term Loan (3 mo. USD LIBOR + 2.25%)  2.63% 09/30/2026   $      918 $     901,132
American Builders & Contractors Supply Co., Inc., Term Loan (1 mo. USD LIBOR + 2.00%)  2.17% 01/15/2027       3,508    3,378,723
Apcoa Parking Holdings GmbH (Germany)                                  
Term Loan B (3 mo. EURIBOR + 3.25%)  3.75% 03/20/2024 EUR       707      682,635
Term Loan B-2(f)      – 03/20/2024 EUR       147      152,808
Beacon Roofing Supply, Inc., Term Loan B (1 mo. USD LIBOR + 2.25%)  2.42% 01/02/2025          44       42,083
DiversiTech Holdings, Inc., Term Loan B-1 (3 mo. USD LIBOR + 3.00%)(d)  4.45% 06/03/2024         495      474,297
Financiere Persea (Proxiserve) (France), Term Loan B (6 mo. EURIBOR + 3.75%)  3.75% 03/26/2026 EUR       268      292,692
Foncia Groupe SAS (France), Term Loan B-3 (3 mo. EURIBOR + 3.00%)  3.25% 09/07/2023 EUR       617      656,168
Forterra Finance LLC, Second Lien Term Loan (1 mo. USD LIBOR + 3.00%)  4.00% 10/25/2023       1,072      972,080
LSF10 Wolverine Investments S.C.A. (Luxembourg), Term Loan C-2(f)      – 09/30/2026 EUR       669      685,476
Neptune Bidco S.a r.l. (Luxembourg), Term Loan B (3 mo. EURIBOR + 3.50%)  3.50% 02/03/2027 EUR       583      599,935
Quikrete Holdings, Inc., First Lien Term Loan (1 mo. USD LIBOR + 2.50%)  2.67% 11/15/2023         874      834,574
Quimper AB (Sweden)                                  
Second Lien Term Loan (6 mo. EURIBOR + 8.25%)
(Acquired 03/01/2019-03/07/2019; Cost $542,047)
 8.25% 02/13/2027 EUR       487      481,347
Term Loan B-1 (2 mo. EURIBOR + 4.25%)  4.25% 02/16/2026 EUR     1,233    1,294,317
Re/Max LLC, Term Loan (1 mo. USD LIBOR + 2.75%)(d)  3.50% 12/15/2023       2,036    1,974,325
Realogy Group LLC, Term Loan (1 mo. USD LIBOR + 2.25%)  3.00% 02/08/2025       2,293    2,060,563
TAMKO Building Products LLC, Term Loan (3 mo. USD LIBOR + 3.25%)(d)  3.42% 05/29/2026         179      174,421
Werner FinCo L.P., Term Loan (3 mo. USD LIBOR + 4.00%)(d)  5.00% 07/24/2024       1,217    1,149,937
          17,258,707
Business Equipment & Services–9.77%      
Allied Universal Holdco LLC, Term Loan (f)      – 07/10/2026           373      363,151
Alorica, Inc.                                    
Delay Draw Term Loan (1 mo. USD LIBOR + 6.50%)(d)  9.75% 10/02/2020           243      241,596
Delay Draw Term Loan(d)(e)  0.00% 10/02/2020           539      536,270
Term Loan B (1 mo. USD LIBOR + 3.25%)(d)  6.50% 10/02/2020           782      777,867
Term Loan B (1 mo. USD LIBOR + 4.75%)  8.00% 06/30/2022           564      408,941
AVS Group GmbH (Germany), Term Loan B (6 mo. EURIBOR + 4.75%)  3.75% 07/17/2026 EUR         285      303,387
Blackhawk Network Holdings, Inc., Second Lien Term Loan (1 mo. USD LIBOR + 7.00%)  7.19% 06/15/2026           340      299,008
Blucora, Inc., Term Loan (2 mo. USD LIBOR + 3.00%)(d)  4.45% 05/22/2024         1,468    1,409,509
Camelot Finance L.P., Term Loan (1 mo. USD LIBOR + 3.25%)  3.17% 10/30/2026         1,387    1,360,461
Cast & Crew Payroll LLC, First Lien Term Loan (1 mo. USD LIBOR + 4.00%)  3.93% 02/09/2026           803      736,187
Checkout Holding Corp.                                    
PIK Term Loan, 9.50% PIK Rate, 2.00% Cash Rate(g)  9.50% 08/15/2023           535      120,346
Term Loan (1 mo. USD LIBOR + 7.50%)  8.50% 02/15/2023           388      236,887
CRCI Longhorn Holdings, Inc.                                    
First Lien Term Loan (1 mo. USD LIBOR + 3.50%)  3.67% 08/08/2025           386      355,251
Second Lien Term Loan (1 mo. USD LIBOR + 7.25%)  7.43% 08/08/2026           106       91,247
Crossmark Holdings, Inc., Term Loan (3 mo. USD LIBOR + 10.00%) 11.45% 07/26/2023           276      273,567
Dakota Holding Corp.                                    
First Lien Term Loan B (1 mo. USD LIBOR + 3.75%)  4.75% 04/09/2027         3,450    3,395,323
Second Lien Term Loan B (1 mo. USD LIBOR + 8.00%)
(Acquired 03/05/2020; Cost $1,103,701)(d)
 9.00% 03/06/2028         1,121    1,047,676
Term Loan (3 mo. EURIBOR + 4.00%)  4.00% 03/05/2027 EUR         543      568,020
Dun & Bradstreet Corp. (The), Term Loan (1 mo. USD LIBOR + 4.00%)  4.17% 02/06/2026           541      529,007
FleetCor Technologies Operating Co. LLC, Term Loan B-3 (1 mo. USD LIBOR + 2.00%)  1.92% 08/02/2024           641      624,520
Garda World Security Corp. (Canada), Term Loan (3 mo. USD LIBOR + 4.75%)  4.93% 10/30/2026         1,314    1,286,595
GI Revelation Acquisition LLC                                    
First Lien Term Loan (1 mo. USD LIBOR + 5.00%)  5.17% 04/16/2025         1,070      943,322
Second Lien Term Loan (1 mo. USD LIBOR + 9.00%)  9.17% 04/16/2026           521      437,188
GlobalLogic Holdings, Inc., Term Loan (1 mo. USD LIBOR + 3.25%)  2.92% 08/01/2025             5        5,104
Holding Socotec (France), Term Loan B-4 (1 wk. EURIBOR + 4.00%)  4.00% 07/29/2024 EUR         589      576,348
I-Logic Technologies Bidco Ltd. (United Kingdom)                                    
Term Loan (3 mo. EURIBOR + 2.75%)  3.75% 12/21/2024 EUR       2,262    2,398,037
Term Loan (3 mo. USD LIBOR + 3.00%)  3.82% 12/21/2024           218      207,135
INDIGOCYAN Midco Ltd. (Jersey), Term Loan B (3 mo. GBP LIBOR + 5.00%)  5.38% 06/23/2024 GBP         612      548,138
See accompanying notes which are an integral part of this consolidated schedule.
Invesco Senior Income Trust

  Interest
Rate
Maturity
Date
Principal
Amount
(000)(a)
Value
Business Equipment & Services–(continued)
Inmar, Inc., First Lien Term Loan(f)      – 05/01/2024   $      414 $     360,512
Institutional Shareholder Services, Inc.                                  
First Lien Term Loan (3 mo. USD LIBOR + 4.50%)(d)  5.95% 03/05/2026       1,615    1,493,850
Second Lien Term Loan (3 mo. USD LIBOR + 8.50%)
(Acquired 03/05/2019; Cost $1,074,713)(d)
 9.57% 03/05/2027       1,105      966,549
ION Trading Technologies S.a.r.l. (Luxembourg), Term Loan (6 mo. USD LIBOR + 4.00%)  5.07% 11/21/2024         471      449,291
Iron Mountain, Inc., Term Loan B (1 mo. USD LIBOR + 1.75%)  1.92% 01/02/2026       1,102    1,073,983
KAR Auction Services, Inc., Term Loan B-6 (3 mo. USD LIBOR + 2.50%)  2.44% 09/15/2026       1,694    1,626,262
Karman Buyer Corp.                                  
First Lien Term Loan (3 mo. USD LIBOR + 3.25%)  4.70% 07/23/2021         977      885,249
First Lien Term Loan B-2 (3 mo. USD LIBOR + 3.25%)  4.70% 07/23/2021         916      829,350
KBR, Inc., Term Loan B (1 mo. USD LIBOR + 2.75%)  2.92% 02/05/2027       2,101    2,069,424
Kronos, Inc., First Lien Incremental Term Loan (1 mo. USD LIBOR + 3.00%)  3.33% 11/01/2023         394      387,810
Learning Care Group (US) No. 2, Inc., First Lien Term Loan (3 mo. USD LIBOR + 3.25%)  4.25% 03/13/2025          20       17,225
LegalZoom.com, Inc., First Lien Term Loan (1 mo. USD LIBOR + 4.50%)  4.67% 11/21/2024         581      555,011
Monitronics International, Inc.                                  
First Lien Term Loan (3 mo. USD LIBOR + 6.50%)  7.75% 03/29/2024       5,360    3,832,507
Term Loan (1 mo. USD LIBOR + 5.00%)  6.50% 08/30/2024       5,209    4,922,227
Outfront Media Capital LLC, Term Loan (1 mo. USD LIBOR + 1.75%)  1.93% 11/18/2026       1,583    1,519,733
Prime Security Services Borrower LLC, Term Loan B-1 (1 mo. USD LIBOR + 3.25%)  4.27% 09/23/2026       2,923    2,859,129
Prometric Holdings, Inc., Term Loan (1 mo. USD LIBOR + 3.00%)  4.00% 01/29/2025         856      740,756
Red Ventures LLC (New Imagitas, Inc.), Term Loan B-2 (1 mo. USD LIBOR + 2.50%)  2.67% 11/08/2024         286      273,870
Refinitiv US Holdings, Inc., Term Loan (1 mo. USD LIBOR + 3.25%)  3.42% 10/01/2025          65       64,525
ServiceMaster Co. (The), Term Loan B (1 mo. USD LIBOR + 1.75%)  1.92% 10/30/2026       1,124    1,111,376
SMS Systems Maintenance Services, Inc., First Lien Term Loan (1 mo. USD LIBOR + 5.00%)  6.45% 10/30/2023       2,179    1,710,456
Speedster Bidco GmbH (Germany)                                  
Second Lien Term Loan (1 mo. EURIBOR + 4.25%)  6.25% 02/14/2028 EUR       259      271,787
Term Loan B (3 mo. EURIBOR + 3.25%)  3.25% 02/14/2027 EUR       175      185,524
Spin Holdco, Inc., First Lien Term Loan B-1 (3 mo. USD LIBOR + 3.25%)  4.25% 11/14/2022       7,235    6,942,583
Techem GmbH (Germany), Term Loan B-4 (3 mo. EURIBOR + 2.88%)  2.88% 07/15/2025 EUR       215      233,320
Tempo Acquisition LLC, Term Loan (1 mo. USD LIBOR + 2.75%)  2.92% 05/01/2024           0          274
Trans Union LLC, Term Loan B-5 (1 mo. USD LIBOR + 1.75%)  1.92% 11/16/2026         260      252,528
Ventia Deco LLC, Term Loan B (3 mo. USD LIBOR + 3.50%)(d)  4.95% 05/21/2026       1,569    1,529,847
Verra Mobility Corp., Term Loan B-1 (1 mo. USD LIBOR + 3.25%)  3.42% 02/28/2025         364      346,683
Wash MultiFamily Acquisition, Inc.                                  
First Lien Term Loan (1 mo. USD LIBOR + 3.25%)  4.25% 05/16/2022         576      550,164
First Lien Term Loan (1 mo. USD LIBOR + 3.25%)  4.25% 05/16/2022         117      111,413
West Corp.                                  
Incremental Term Loan B-1 (1 mo. USD LIBOR + 3.50%)  4.95% 10/10/2024       1,847    1,499,334
Term Loan B (3 mo. USD LIBOR + 4.00%)  5.45% 10/10/2024         147      120,022
WEX, Inc., Term Loan B-3 (1 mo. USD LIBOR + 2.25%)  2.42% 05/17/2026         198      189,205
WowMidco S.A.S. (France), Term Loan B (3 mo. GBP LIBOR + 4.75%)  5.49% 08/08/2026 GBP       391      459,516
          60,521,383
Cable & Satellite Television–5.17%    
Altice Financing S.A. (Luxembourg)                                  
Term Loan (1 mo. USD LIBOR + 2.75%)  2.93% 07/15/2025         718      681,831
Term Loan (1 mo. USD LIBOR + 2.75%)  2.93% 01/31/2026          93       88,069
Atlantic Broadband Finance LLC, Term Loan B (1 mo. USD LIBOR + 2.25%)  2.17% 01/03/2025       4,803    4,688,153
Charter Communications Operating LLC                                  
Term Loan B-1 (1 mo. USD LIBOR + 1.75%)  1.93% 04/30/2025         370      364,610
Term Loan B-2 (1 mo. USD LIBOR + 1.75%)  1.93% 02/01/2027         184      180,329
CSC Holdings LLC, Term Loan (1 mo. USD LIBOR + 2.50%)  2.68% 04/15/2027         342      331,002
Mediacom Illinois LLC, Term Loan N (1 wk. USD LIBOR + 1.75%)  1.85% 02/15/2024         242      237,222
Numericable-SFR S.A. (France)                                  
Incremental Term Loan B-13 (1 mo. USD LIBOR + 4.00%)  4.18% 08/14/2026       1,768    1,704,481
Term Loan B-12 (1 mo. USD LIBOR + 3.69%)  3.87% 01/31/2026       4,647    4,460,840
Telenet Financing USD LLC, Term Loan AR (1 mo. USD LIBOR + 2.00%)  2.18% 04/15/2028       1,417    1,371,971
UPC Financing Partnership, Term Loan AT (1 mo. USD LIBOR + 2.25%)  2.43% 04/30/2028       1,643    1,591,262
See accompanying notes which are an integral part of this consolidated schedule.
Invesco Senior Income Trust

  Interest
Rate
Maturity
Date
Principal
Amount
(000)(a)
Value
Cable & Satellite Television–(continued)  
Virgin Media Bristol LLC (United Kingdom), Term Loan N (1 mo. USD LIBOR + 2.50%)  2.68% 01/31/2028   $    9,668 $   9,401,788
Ziggo Secured Finance Partnership, Term Loan I (1 mo. USD LIBOR + 2.50%)  2.68% 04/15/2028       6,447    6,181,897
Ziply (Northwest) Fiber, Term Loan B(d)(f)      – 05/21/2027         788      780,312
          32,063,767
Chemicals & Plastics–4.40%      
Alpha US Bidco, Inc., Term Loan B-1 (3 mo. USD LIBOR + 3.00%)  4.45% 01/31/2024            97       93,242
Ascend Performance Materials Operations LLC, Term Loan B (3 mo. USD LIBOR + 5.25%)  6.70% 08/27/2026         4,112    3,932,487
Cabot Microelectronics Corp., Term Loan B-1 (1 mo. USD LIBOR + 2.00%)  2.19% 11/17/2025            91       90,044
Charter NEX US, Inc.                                    
First Lien Incremental Term Loan (1 mo. USD LIBOR + 3.50%)  3.42% 05/16/2024           516      504,181
First Lien Term Loan (1 mo. USD LIBOR + 3.00%)  3.75% 05/16/2024           240      233,984
Ferro Corp.                                    
Term Loan B-2 (3 mo. USD LIBOR + 2.25%)  3.70% 02/14/2024           564      548,023
Term Loan B-3 (3 mo. USD LIBOR + 2.25%)  3.70% 02/14/2024           552      536,363
Gemini HDPE LLC, Term Loan (3 mo. USD LIBOR + 2.50%)  3.27% 08/07/2024           585      561,115
Hexion International Holdings B.V. (Netherlands)                                    
Term Loan B (3 mo. EURIBOR + 4.00%)  4.00% 06/26/2026 EUR         418      437,076
Term Loan B (3 mo. USD LIBOR + 3.50%)  4.94% 07/01/2026           948      905,744
Ineos US Finance LLC, Term Loan (2 mo. USD LIBOR + 2.00%)  2.17% 03/31/2024            33       31,974
Inovyn Finance PLC (United Kingdom), Term Loan B (3 mo. EURIBOR + 2.00%)  2.50% 02/25/2027 EUR         678      723,642
Invictus US NewCo LLC                                    
First Lien Term Loan (2 mo. USD LIBOR + 3.00%)  4.78% 03/28/2025           830      768,671
Second Lien Term Loan (2 mo. USD LIBOR + 6.75%)  8.53% 03/30/2026           522      399,247
KPEX Holdings, Inc.                                    
Second Lien Term Loan (1 mo. USD LIBOR + 7.00%)  8.07% 01/31/2026           203      157,597
Term Loan (1 mo. USD LIBOR + 3.25%)  4.70% 01/31/2025           615      548,588
Messer Industries USA, Inc., Term Loan B-1 (3 mo. USD LIBOR + 2.50%)  3.95% 03/02/2026         6,550    6,304,781
Natgasoline LLC, Term Loan (3 mo. USD LIBOR + 3.50%)(d)  4.31% 11/14/2025           837      811,374
Oxea Corp., Term Loan B-2 (1 mo. USD LIBOR + 3.50%)  3.81% 10/14/2024         1,614    1,500,378
Perstorp Holding AB (Sweden)                                    
Term Loan B (3 mo. EURIBOR + 4.75%)  4.75% 02/26/2026 EUR         233      228,648
Term Loan B (1 mo. USD LIBOR + 4.75%)  5.82% 02/27/2026           646      546,250
PQ Corp., Term Loan B-1 (3 mo. USD LIBOR + 2.50%)  2.42% 02/07/2027           199      193,236
Starfruit US Holdco LLC, Term Loan (1 mo. USD LIBOR + 3.00%)  3.22% 10/01/2025         6,038    5,787,264
Tata Chemicals North America, Inc., Term Loan (3 mo. USD LIBOR + 2.75%)
(Acquired 08/13/2013-02/23/2017; Cost $973,848)(d)
 3.75% 08/07/2020           981      951,099
Univar, Inc., Term Loan B-5 (1 mo. USD LIBOR + 2.00%)  3.45% 07/01/2026           509      491,732
            27,286,740
Clothing & Textiles–1.11%      
ABG Intermediate Holdings 2 LLC, First Lien Term Loan (1 mo. USD LIBOR + 3.50%)  4.95% 09/27/2024           561      493,181
International Textile Group, Inc., First Lien Term Loan (1 mo. USD LIBOR + 5.00%)  6.43% 05/01/2024           312      157,486
Kontoor Brands, Inc., Term Loan B (3 mo. USD LIBOR + 4.25%)(d)  4.42% 05/17/2026           565      539,572
Mascot Bidco OYJ (Finland), Term Loan B (6 mo. EURIBOR + 4.50%)  4.50% 03/20/2026 EUR       1,170    1,129,192
Tumi, Inc.                                    
Incremental Term Loan B (1 mo. USD LIBOR + 4.50%)  5.50% 04/25/2025         3,937    3,837,505
Term Loan B (1 mo. USD LIBOR + 1.75%)  1.92% 04/25/2025           799      736,747
            6,893,683
Conglomerates–0.57%      
CTC AcquiCo GmbH (Germany), Term Loan B-1 (3 mo. EURIBOR + 2.50%)  2.50% 03/07/2025 EUR         566      592,869
Penn Engineering & Manufacturing Corp., Term Loan B (1 mo. USD LIBOR + 2.75%)(d)  4.20% 06/27/2024           709      675,887
Safe Fleet Holdings LLC                                    
First Lien Term Loan (1 mo. USD LIBOR + 3.00%)  4.00% 02/03/2025         1,820    1,669,388
First Lien Term Loan B-1 (1 mo. USD LIBOR + 3.75%)  4.75% 02/03/2025           393      359,783
Second Lien Term Loan (1 mo. USD LIBOR + 6.75%)  7.75% 02/02/2026           264      217,233
            3,515,160
See accompanying notes which are an integral part of this consolidated schedule.
Invesco Senior Income Trust

  Interest
Rate
Maturity
Date
Principal
Amount
(000)(a)
Value
Containers & Glass Products–3.64%      
Berlin Packaging LLC, Term Loan B-1 (3 mo. USD LIBOR + 3.00%)  4.46% 11/07/2025     $      985 $     941,365
Berry Global, Inc.                                    
Term Loan W (3 mo. USD LIBOR + 2.00%)  2.22% 10/01/2022           980      969,694
Term Loan Y (1 mo. USD LIBOR + 2.00%)  2.22% 07/01/2026         9,420    9,230,496
BWAY Holding Co., Term Loan (3 mo. USD LIBOR + 3.25%)  4.56% 04/03/2024           300      275,485
Consolidated Container Co. LLC                                    
First Lien Term Loan(f)      – 05/22/2024           141      136,503
Term Loan (1 mo. USD LIBOR + 3.00%)  3.17% 06/14/2026           799      771,718
Duran Group (Germany), Term Loan B-2 (3 mo. USD LIBOR + 4.25%)(d)  6.12% 03/21/2024         3,088    2,701,600
Flex Acquisition Co., Inc.                                    
Incremental Term Loan B (3 mo. USD LIBOR + 3.25%)  4.68% 06/29/2025         2,795    2,645,176
Term Loan (3 mo. USD LIBOR + 3.25%)  4.43% 12/29/2023            33       30,771
Fort Dearborn Holding Co., Inc.                                    
First Lien Term Loan (3 mo. USD LIBOR + 4.00%)  5.00% 10/19/2023           725      688,157
Second Lien Term Loan (3 mo. USD LIBOR + 8.50%)  9.52% 10/21/2024           203      183,400
Hoffmaster Group, Inc., First Lien Term Loan B-1 (3 mo. USD LIBOR + 4.00%)  5.45% 11/21/2023         2,020    1,493,061
Keter Group B.V. (Netherlands)                                    
Term Loan B-1 (3 mo. EURIBOR + 4.25%)  5.25% 10/31/2023 EUR         620      574,535
Term Loan B-3 (3 mo. EURIBOR + 4.25%)  5.25% 10/31/2023 EUR         436      404,181
Klockner Pentaplast of America, Inc.                                    
Term Loan (3 mo. EURIBOR + 4.75%)  4.75% 06/30/2022 EUR         390      380,546
Term Loan (1 mo. USD LIBOR + 4.25%)  5.25% 06/30/2022           391      354,736
Libbey Glass, Inc., Term Loan (1 mo. USD LIBOR + 3.00%)  3.75% 04/09/2021           534      254,921
Refresco Group N.V. (Netherlands), Term Loan B-1 (3 mo. EURIBOR + 3.25%)  3.25% 03/28/2025 EUR         247      264,811
TricorBraun, Inc., Term Loan (2 mo. USD LIBOR + 3.75%)  5.20% 11/30/2023            52       49,547
Trident TPI Holdings, Inc., Term Loan B-2 (3 mo. EURIBOR + 3.50%)  3.50% 10/17/2024 EUR         206      206,252
            22,556,955
Cosmetics & Toiletries–1.28%      
Alphabet Holding Co., Inc.                                    
First Lien Term Loan (1 mo. USD LIBOR + 3.50%)  3.67% 09/26/2024         1,921    1,842,121
Second Lien Term Loan (1 mo. USD LIBOR + 7.75%)  7.92% 09/26/2025         1,336    1,155,672
Anastasia Parent LLC, Term Loan (1 mo. USD LIBOR + 3.75%)  5.20% 08/11/2025           691      240,356
Coty, Inc.                                    
Term Loan B (1 mo. USD LIBOR + 2.25%)  2.47% 04/05/2025         4,059    3,628,088
Term Loan B (1 mo. EURIBOR + 2.50%)  2.50% 04/07/2025 EUR         340      333,836
Parfums Holding Co., Inc., First Lien Term Loan (3 mo. USD LIBOR + 4.25%)  5.25% 06/30/2024           211      194,936
Prestige Brands, Inc., Term Loan B-4 (1 mo. USD LIBOR + 2.00%)  2.17% 01/26/2024            76       74,349
Rodenstock GmbH (Germany), Term Loan B (3 mo. EURIBOR + 5.25%)  5.25% 06/05/2026 EUR         480      482,357
            7,951,715
Drugs–1.72%      
Endo LLC, Term Loan (1 mo. USD LIBOR + 4.25%)  5.00% 04/29/2024         1,552    1,457,955
Grifols Worldwide Operations USA, Inc., Term Loan B (1 mo. USD LIBOR + 2.00%)  2.09% 11/15/2027         1,461    1,430,561
Valeant Pharmaceuticals International, Inc. (Canada)                                    
First Lien Incremental Term Loan (1 mo. USD LIBOR + 2.75%)  2.92% 11/27/2025         4,082    3,996,611
Term Loan (1 mo. USD LIBOR + 3.00%)  3.17% 06/02/2025         3,848    3,781,350
            10,666,477
Ecological Services & Equipment–0.78%      
Advanced Disposal Services, Inc., Term Loan (1 wk. USD LIBOR + 2.25%)  3.00% 11/10/2023           198      197,048
EnergySolutions LLC, Term Loan (3 mo. USD LIBOR + 3.75%)  5.20% 05/11/2025         1,158    1,048,492
GFL Environmental, Inc. (Canada), Incremental Term Loan (3 mo. USD LIBOR + 3.00%)  4.00% 05/30/2025         1,773    1,754,753
Patriot Container Corp.                                    
First Lien Term Loan (1 mo. USD LIBOR + 3.50%)(d)  4.50% 03/20/2025           397      376,784
Second Lien Term Loan (1 mo. USD LIBOR + 7.75%)
(Acquired 03/16/2018; Cost $143,076)(d)
 8.75% 03/20/2026           145      120,696
Tunnel Hill Partners L.P., Term Loan (1 mo. USD LIBOR + 3.50%)  3.67% 02/06/2026           930      836,632
US Ecology, Inc., Term Loan (1 mo. USD LIBOR + 2.50%)
(Acquired 08/14/2019; Cost $254,209)(d)
 2.67% 08/14/2026           255      251,661
See accompanying notes which are an integral part of this consolidated schedule.
Invesco Senior Income Trust

  Interest
Rate
Maturity
Date
Principal
Amount
(000)(a)
Value
Ecological Services & Equipment–(continued)  
WCA Waste Systems, Inc., Term Loan(f)      – 08/11/2023   $      252 $     245,661
          4,831,727
Electronics & Electrical–13.35%      
Applied Systems, Inc., Second Lien Term Loan (3 mo. USD LIBOR + 7.00%)  8.45% 09/19/2025            77       75,699
Barracuda Networks, Inc., First Lien Incremental Term Loan (3 mo. USD LIBOR + 3.25%)  4.52% 02/12/2025           140      136,501
Boxer Parent Co., Inc.                                    
Term Loan (1 mo. USD LIBOR + 4.25%)  4.42% 10/02/2025         1,505    1,426,050
Term Loan (3 mo. EURIBOR + 4.75%)  4.75% 10/02/2025 EUR         224      237,774
Brave Parent Holdings, Inc., First Lien Term Loan (3 mo. USD LIBOR + 4.00%)  4.17% 04/18/2025           769      744,255
Cision Ltd.                                    
Term Loan (3 mo. EURIBOR + 3.75%)  3.75% 02/01/2027 EUR         621      651,379
Term Loan (3 mo. USD LIBOR + 3.75%)  5.20% 02/01/2027         1,547    1,440,503
CommScope, Inc., Term Loan (1 mo. USD LIBOR + 3.25%)  3.42% 04/06/2026         3,790    3,653,537
Cornerstone OnDemand, Term Loan B (1 mo. USD LIBOR + 4.25%)  5.35% 04/22/2027         1,006      994,612
Dell International LLC, Term Loan B-1 (1 mo. USD LIBOR + 2.00%)  2.75% 09/19/2025           829      815,979
Diebold Nixdorf, Inc.                                    
Term Loan A (1 mo. USD LIBOR + 4.75%)  5.00% 04/30/2022           570      531,900
Term Loan A-1 (1 mo. USD LIBOR + 9.25%)  9.44% 08/31/2022         2,907    2,808,456
Term Loan B (1 mo. USD LIBOR + 2.75%)  3.00% 11/06/2023         1,456    1,324,926
Term Loan B (1 mo. EURIBOR + 3.00%)  3.00% 11/06/2023 EUR       1,038    1,037,397
Dynatrace LLC, First Lien Term Loan (1 mo. USD LIBOR + 3.25%)  2.42% 08/22/2025           764      748,534
Energizer Holdings, Inc., Term Loan B (1 mo. USD LIBOR + 2.25%)  2.63% 12/17/2025         1,356    1,330,444
ETA Australia Holdings III Pty. Ltd. (Australia), First Lien Term Loan (1 mo. USD LIBOR + 4.00%)  4.17% 05/06/2026         1,443    1,385,406
Everest Bidco S.A.S. (France), First Lien Term Loan B (3 mo. EURIBOR + 4.00%)  3.50% 07/04/2025 EUR       2,248    2,302,339
Finastra USA, Inc. (United Kingdom), First Lien Term Loan (3 mo. USD LIBOR + 3.50%)  4.50% 06/13/2024           821      747,806
Go Daddy Operating Co. LLC, Term Loan B-2 (1 mo. USD LIBOR + 2.00%)  1.92% 02/15/2024           667      654,848
Hyland Software, Inc., Second Lien Term Loan (1 mo. USD LIBOR + 7.00%)  7.75% 07/07/2025           369      354,038
IGT Holding IV AB (Sweden)                                    
Term Loan B (2 mo. EURIBOR + 3.75%)  3.75% 07/29/2024 EUR         481      508,133
Term Loan B (3 mo. USD LIBOR + 3.50%)  5.45% 07/29/2024         1,368    1,268,511
Imperva, Inc.                                    
Second Lien Term Loan (1 mo. USD LIBOR + 7.75%)  8.75% 01/11/2027           841      723,072
Term Loan (1 mo. USD LIBOR + 4.00%)  5.00% 01/10/2026           291      271,982
Informatica Corp.                                    
Term Loan (1 mo. USD LIBOR + 3.25%)  3.42% 02/26/2027           830      795,064
Term Loan (1 mo. EURIBOR + 3.50%)  3.50% 02/26/2027 EUR         883      940,177
ION Corp.                                    
Term Loan (3 mo. EURIBOR + 4.25%)  4.25% 10/02/2025 EUR       1,172    1,238,630
Term Loan (3 mo. USD LIBOR + 4.25%)  5.32% 10/02/2025           691      666,435
MA FinanceCo. LLC                                    
Term Loan B-1(f)      – 05/29/2025 EUR         204      219,636
Term Loan B-2 (1 mo. USD LIBOR + 2.25%)  2.42% 11/19/2021           286      285,768
Marcel Bidco LLC, Term Loan B-1 (1 mo. USD LIBOR + 3.25%)(d)  3.42% 03/11/2025           360      345,247
Mavenir Systems, Inc., Term Loan (3 mo. USD LIBOR + 6.00%)(d)  7.00% 05/08/2025         3,027    2,966,593
McAfee LLC                                    
Term Loan B (3 mo. EURIBOR + 3.50%)  3.50% 09/30/2024 EUR       1,497    1,629,376
Term Loan B (1 mo. USD LIBOR + 3.75%)  3.92% 09/30/2024           117      115,160
Microchip Technology, Inc., Term Loan (1 mo. USD LIBOR + 2.00%)  2.18% 05/29/2025           799      786,765
Mirion Technologies, Inc., Term Loan (3 mo. USD LIBOR + 4.00%)  5.07% 03/06/2026           817      792,863
MTS Systems, Term Loan B (1 mo. USD LIBOR + 3.25%)(d)  4.00% 07/05/2023           790      774,179
Natel Engineering Co., Inc., Term Loan (1 mo. USD LIBOR + 5.00%)  6.07% 04/29/2026         2,344    1,752,083
NCR Corp., Term Loan B (3 mo. USD LIBOR + 2.50%)(d)  2.68% 08/28/2026         2,646    2,566,998
Neustar, Inc.                                    
Term Loan B-4 (1 mo. USD LIBOR + 3.50%)  4.57% 08/08/2024         3,067    2,648,331
Term Loan B-5 (1 mo. USD LIBOR + 4.50%)  5.57% 08/08/2024           995      869,913
Oberthur Technologies of America Corp., Term Loan B (3 mo. EURIBOR + 3.75%)  3.75% 01/10/2024 EUR       1,000    1,026,003
Omnitracs, Inc., Term Loan (3 mo. USD LIBOR + 2.75%)  3.97% 03/23/2025           508      482,491
See accompanying notes which are an integral part of this consolidated schedule.
Invesco Senior Income Trust

  Interest
Rate
Maturity
Date
Principal
Amount
(000)(a)
Value
Electronics & Electrical–(continued)  
Optiv, Inc.                                  
Second Lien Term Loan (1 mo. USD LIBOR + 7.25%)  8.25% 01/31/2025   $      548 $     383,445
Term Loan (1 mo. USD LIBOR + 3.25%)  4.25% 02/01/2024       2,359    1,986,214
Plantronics, Inc., Term Loan B (1 mo. USD LIBOR + 2.50%)  2.67% 07/02/2025       1,072      867,221
Project Accelerate Parent LLC, First Lien Term Loan (1 mo. USD LIBOR + 4.25%)  5.29% 01/02/2025       1,941    1,555,581
Project Leopard Holdings, Inc.                                  
Incremental Term Loan (6 mo. USD LIBOR + 4.25%)  5.70% 07/07/2023         975      921,601
Term Loan (6 mo. USD LIBOR + 4.50%)  5.95% 07/07/2023         570      538,414
Quest Software US Holdings, Inc., First Lien Term Loan (3 mo. USD LIBOR + 4.25%)  5.01% 05/16/2025       5,252    5,032,982
Renaissance Holding Corp., Second Lien Term Loan (1 mo. USD LIBOR + 7.00%)  7.76% 05/29/2026         349      324,850
Riverbed Technology, Inc., Term Loan (1 mo. USD LIBOR + 3.25%)  4.25% 04/24/2022       5,402    4,706,648
RP Crown Parent LLC, Term Loan (3 mo. USD LIBOR + 2.75%)  3.75% 10/12/2023         634      621,385
Sandvine Corp.                                  
First Lien Term Loan (1 mo. USD LIBOR + 4.50%)(d)  4.67% 10/31/2025       1,810    1,682,954
Second Lien Term Loan (1 mo. USD LIBOR + 8.00%)(d)  9.00% 11/02/2026         271      223,543
Science Applications International Corp.                                  
Incremental Term Loan B (1 mo. USD LIBOR + 2.25%)  2.42% 03/30/2027       2,009    1,968,500
Term Loan B (1 mo. USD LIBOR + 1.75%)  2.28% 10/31/2025       1,209    1,176,117
Severin Acquisition LLC, Term Loan (3 mo. USD LIBOR + 3.25%)  3.50% 08/01/2025          39       37,147
SonicWall U.S. Holdings, Inc., Term Loan (3 mo. USD LIBOR + 3.50%)  3.88% 05/16/2025         368      344,320
Sophos (Surf Holdings LLC) (United Kingdom)                                  
Term Loan (3 mo. EURIBOR + 3.50%)  3.50% 01/15/2027 EUR       146      153,061
Term Loan (1 mo. USD LIBOR + 3.50%)  4.81% 03/05/2027         660      633,636
SS&C Technologies, Inc.                                  
Term Loan B-3 (1 mo. USD LIBOR + 1.75%)  1.92% 04/16/2025         681      662,037
Term Loan B-4 (1 mo. USD LIBOR + 1.75%)  1.92% 04/16/2025         468      455,043
Term Loan B-5 (1 mo. USD LIBOR + 2.25%)  1.92% 04/16/2025       1,777    1,728,046
STG-Fairway Acquisitions, Inc., Term Loan B (3 mo. USD LIBOR + 3.50%)  4.57% 01/21/2027         739      676,593
Sybil Software LLC, Term Loan (3 mo. USD LIBOR + 2.25%)  3.70% 09/29/2023         996      971,821
TIBCO Software, Inc., Term Loan B-3 (1 mo. USD LIBOR + 3.75%)  3.93% 06/30/2026         798      770,969
TTM Technologies, Inc., Term Loan B (1 mo. USD LIBOR + 2.50%)(d)  2.87% 09/28/2024       2,660    2,606,527
Ultimate Software Group, Inc., First Lien Term Loan (1 mo. USD LIBOR + 3.75%)  3.92% 05/04/2026       2,382    2,313,874
Verint Systems, Inc., Term Loan (2 mo. USD LIBOR + 2.00%)(d)  2.37% 06/29/2024         849      834,510
Veritas US, Inc., Term Loan (3 mo. EURIBOR + 4.50%)  5.50% 01/27/2023 EUR       170      178,927
VS Buyer LLC, Term Loan (1 mo. USD LIBOR + 3.25%)(d)  3.42% 02/19/2027          26       25,061
Xperi Corp., Term Loan B-1 (1 mo. USD LIBOR + 2.50%)  4.75% 12/01/2023       1,266    1,265,141
          82,721,961
Equipment Leasing–0.13%      
Delos Finance S.a.r.l. (Luxembourg), Term Loan (3 mo. USD LIBOR + 1.75%)  3.20% 10/06/2023           670      642,950
United Rentals (North America), Inc., Term Loan (1 mo. USD LIBOR + 1.75%)  1.92% 10/31/2025           181      175,124
            818,074
Financial Intermediaries–1.96%      
Edelman Financial Center LLC (The), First Lien Term Loan (1 mo. USD LIBOR + 3.25%)  3.17% 07/19/2025           573      549,699
Everi Payments, Inc., Term Loan B (1 mo. USD LIBOR + 10.50%)(d) 11.50% 05/09/2024           187      190,277
Fiserv Investment Solutions, Inc., Term Loan (1 mo. USD LIBOR + 4.75%)(d)  5.14% 02/10/2027           625      612,559
GEO Group, Inc. (The), Term Loan (1 mo. USD LIBOR + 2.00%)  2.75% 03/22/2024           550      490,126
LPL Holdings, Inc., Term Loan B (1 mo. USD LIBOR + 1.75%)  1.92% 11/12/2026         1,178    1,142,450
MoneyGram International, Inc., Term Loan (3 mo. USD LIBOR + 6.00%)  7.00% 06/30/2023         4,658    4,134,258
RPI Finance Trust                                    
Term Loan B (1 mo. USD LIBOR + 1.75%)  1.92% 02/11/2027         1,528    1,500,275
Term Loan B (1 mo. USD LIBOR + 1.75%)  1.92% 02/11/2027         3,004    2,948,515
SGG Holdings S.A. (Luxembourg), Term Loan B (6 mo. EURIBOR + 3.75%)  3.75% 07/11/2025 EUR         589      587,545
Stiphout Finance LLC, Second Lien Term Loan (1 mo. USD LIBOR + 7.25%)  8.25% 10/26/2023            23       16,298
            12,172,002
Food Products–4.41%      
Arnott’s Biscuits Ltd., Term Loan (3 mo. USD LIBOR + 4.00%)  5.00% 12/18/2026         1,510    1,479,666
See accompanying notes which are an integral part of this consolidated schedule.
Invesco Senior Income Trust

  Interest
Rate
Maturity
Date
Principal
Amount
(000)(a)
Value
Food Products–(continued)  
B&G Foods, Inc., Term Loan B-4 (3 mo. USD LIBOR + 2.50%)  2.67% 09/16/2026   $      256 $     253,956
Biscuit International S.A.S. (De Banketgroep Holding International B.V.) (France), First Lien Term Loan(f)      – 02/07/2027 EUR       378      397,105
CHG PPC Parent LLC, Term Loan (1 mo. USD LIBOR + 2.75%)  2.92% 03/31/2025         368      356,295
CSM Bakery Supplies LLC, First Lien Term Loan (3 mo. USD LIBOR + 4.00%)  5.35% 07/03/2020       2,810    2,542,794
Dole Food Co., Inc., Term Loan B(f)      – 04/06/2024         272      267,059
Froneri International PLC (United Kingdom)                                  
Second Lien Term Loan (3 mo. EURIBOR + 5.75%)  5.75% 01/28/2028 EUR        70       76,163
Second Lien Term Loan (1 mo. USD LIBOR + 5.75%)  5.92% 01/29/2028         754      716,120
Term Loan B-2 (1 mo. USD LIBOR + 2.25%)  2.42% 01/29/2027       1,480    1,416,375
H-Food Holdings LLC, Term Loan (1 mo. USD LIBOR + 3.69%)  3.86% 05/23/2025       4,567    4,397,154
Hostess Brands LLC, First Lien Term Loan B (3 mo. USD LIBOR + 2.25%)  3.00% 08/03/2025       1,379    1,346,811
Jacobs Douwe Egberts International B.V., Term Loan B (1 mo. USD LIBOR + 2.00%)  2.38% 11/01/2025         160      159,029
JBS USA Lux S.A., Term Loan (1 mo. USD LIBOR + 2.50%)  3.07% 05/01/2026       7,994    7,758,815
Manna Pro Products LLC                                  
Delayed Draw Term Loan (1 mo. USD LIBOR + 6.00%)
(Acquired 05/30/2019-05/30/2019; Cost $435,685)(d)
 7.00% 12/02/2023          89       79,261
Delayed Draw Term Loan
(Acquired 05/30/2019-05/30/2019; Cost $435,685)(d)(e)
 0.00% 12/02/2023         351      313,768
Incremental Term Loan (1 mo. USD LIBOR + 6.00%)
(Acquired 05/30/2019-05/30/2019; Cost $1,462,215)(d)
 7.00% 12/08/2023       1,474    1,319,400
Nomad Foods US LLC (United Kingdom), Term Loan B-4 (1 mo. USD LIBOR + 2.25%)  2.43% 05/15/2024       1,174    1,146,629
Shearer’s Foods LLC                                  
Second Lien Term Loan (1 mo. USD LIBOR + 6.75%)  7.75% 06/30/2022         210      208,285
Term Loan (3 mo. USD LIBOR + 4.25%)  5.25% 03/31/2022       2,349    2,332,566
Sigma Bidco B.V. (Netherlands), Term Loan B-1 (3 mo. EURIBOR + 3.50%)  3.50% 07/02/2025 EUR       693      739,608
          27,306,859
Food Service–5.00%      
Aramark Services, Inc.                                    
Term Loan B-3 (3 mo. USD LIBOR + 1.75%)  1.92% 03/11/2025             8        7,620
Term Loan B-4 (1 mo. USD LIBOR + 1.75%)  1.92% 01/15/2027           961      918,985
Carlisle FoodService Products, Inc., Term Loan (1 mo. USD LIBOR + 3.00%)  4.00% 03/20/2025           669      579,658
Euro Garages (Netherlands)                                    
Term Loan (3 mo. USD LIBOR + 4.00%)  5.07% 02/06/2025            64       60,644
Term Loan B (3 mo. USD LIBOR + 4.00%)  5.07% 02/06/2025           712      679,168
Term Loan B (3 mo. EURIBOR + 4.00%)  4.00% 02/07/2025 EUR       1,125    1,187,145
Term Loan B (3 mo. GBP LIBOR + 4.75%)  5.48% 02/07/2025 GBP         880    1,029,444
Houston Foods, Inc., Term Loan (1 mo. USD LIBOR + 3.75%)  3.92% 07/20/2025         1,252    1,155,997
New Red Finance, Inc., Term Loan B-4 (1 mo. USD LIBOR + 1.75%)  1.92% 11/19/2026        18,372   17,677,415
NPC International, Inc., Second Lien Term Loan(h)  0.00% 04/18/2025           300        7,882
Restaurant Technologies, Inc., Second Lien Term Loan (1 mo. USD LIBOR + 6.50%)  7.95% 10/01/2026           660      569,414
TMK Hawk Parent Corp., Term Loan (1 mo. USD LIBOR + 3.50%)  4.58% 09/26/2024         1,382      982,634
US Foods, Inc.                                    
Incremental Term Loan B (3 mo. USD LIBOR + 2.00%)  3.07% 08/15/2026         1,023      971,158
Term Loan (1 mo. USD LIBOR + 1.75%)  1.92% 06/27/2023         4,028    3,815,348
Weight Watchers International, Inc., Term Loan (3 mo. USD LIBOR + 4.75%)  5.50% 11/29/2024         1,390    1,362,355
            31,004,867
Health Care–3.37%      
Acadia Healthcare Co., Inc.                                    
Term Loan B-3 (1 mo. USD LIBOR + 2.50%)  2.67% 02/11/2022           311      304,457
Term Loan B-4 (1 mo. USD LIBOR + 2.50%)  2.67% 02/16/2023         2,660    2,602,675
AI Sirona (Luxembourg) Acquisition S.a.r.l. (Luxembourg), Term Loan B (6 mo. EURIBOR + 4.00%)  4.00% 07/10/2025 EUR         667      706,427
athenahealth, Inc., First Lien Term Loan B (3 mo. USD LIBOR + 4.50%)  5.28% 02/11/2026         1,129    1,092,747
Biogroup-LCD (France)                                    
First Lien Term Loan (3 mo. EURIBOR + 3.75%)  3.75% 04/25/2026 EUR         321      338,041
Term Loan B-7 (3 mo. EURIBOR + 3.75%)  3.75% 04/25/2026 EUR         588      617,945
See accompanying notes which are an integral part of this consolidated schedule.
Invesco Senior Income Trust

  Interest
Rate
Maturity
Date
Principal
Amount
(000)(a)
Value
Health Care–(continued)  
Dentalcorp Perfect Smile ULC (Canada)                                  
First Lien Term Loan (1 mo. USD LIBOR + 3.75%)  4.75% 06/06/2025   $       40 $      35,591
Second Lien Term Loan (1 mo. USD LIBOR + 7.50%)  8.50% 06/08/2026         937      760,922
Diaverum Holding S.a.r.l. (Sweden), Term Loan B (3 mo. EURIBOR + 3.75%)  3.75% 06/08/2024 EUR       325      342,999
Explorer Holdings, Inc., Term Loan (1 mo. USD LIBOR + 4.50%)  5.50% 02/04/2027         702      687,464
EyeCare Partners LLC                                  
Delayed Draw Term Loan(e)  0.00% 02/05/2027          21       19,567
Term Loan B (1 mo. USD LIBOR + 3.75%)  4.82% 02/05/2027          91       83,854
Femur Buyer, Inc., First Lien Term Loan (3 mo. USD LIBOR + 4.50%)  5.95% 03/05/2026          70       59,095
Global Healthcare Exchange LLC, Term Loan (3 mo. USD LIBOR + 3.25%)  4.62% 06/28/2024         157      150,069
Greatbatch Ltd., Term Loan B (1 mo. USD LIBOR + 2.50%)  3.50% 10/27/2022          47       46,824
HC Group Holdings III, Inc., Term Loan B (1 mo. USD LIBOR + 4.50%)  4.67% 08/06/2026       1,799    1,744,666
Heartland Dental LLC, Term Loan (1 mo. USD LIBOR + 3.75%)  3.67% 04/30/2025         152      134,837
IQVIA, Inc.                                  
Incremental Term Loan B-2 (3 mo. USD LIBOR + 2.00%)  1.92% 01/17/2025         954      931,080
Term Loan B-1 (3 mo. USD LIBOR + 1.75%)  2.50% 03/07/2024          94       91,295
Term Loan B-3 (3 mo. USD LIBOR + 1.75%)  3.20% 06/11/2025          32       31,344
IWH UK Midco Ltd. (United Kingdom), Term Loan B (3 mo. EURIBOR + 4.00%)  4.00% 01/31/2025 EUR     1,535    1,593,020
Nidda Healthcare Holding AG (Germany), Term Loan F (3 mo. GBP LIBOR + 4.50%)  4.76% 08/21/2026 GBP       229      267,763
Prophylaxis B.V. (Netherlands), Term Loan B (6 mo. EURIBOR + 4.00%)  4.00% 06/05/2025 EUR     2,491    1,714,543
Sunshine Luxembourg VII S.a.r.l. (Switzerland), Term Loan (3 mo. USD LIBOR + 4.25%)  5.32% 07/23/2026       2,384    2,295,111
Surgery Center Holdings, Inc., Term Loan (1 mo. USD LIBOR + 3.25%)  4.25% 09/02/2024          20       18,041
Syneos Health, Inc., Term Loan B (1 mo. USD LIBOR + 2.00%)  1.92% 08/01/2024         109      106,898
Terveys-ja hoivapalvelut Suomi Oy (Finland)                                  
First Lien Term Loan B (1 mo. EURIBOR + 3.75%)  3.75% 08/11/2025 EUR     1,792    1,875,087
Second Lien Term Loan (3 mo. EURIBOR + 7.25%)  7.25% 07/19/2026 EUR       487      487,216
Unilabs Diagnostics AB (Sweden), Revolver Loan(d)(e)  0.00% 04/01/2021 EUR       943      965,550
Upstream Newco, Inc., Term Loan (3 mo. USD LIBOR + 4.50%)(d)  4.67% 10/22/2026         522      474,861
Verscend Holding Corp., Term Loan B (1 mo. USD LIBOR + 4.50%)  4.67% 08/27/2025         284      275,691
          20,855,680
Home Furnishings–1.07%      
Hayward Industries, Inc., First Lien Term Loan (1 mo. USD LIBOR + 3.50%)  3.67% 08/05/2024           535      519,724
Hilding Anders AB (Sweden), Term Loan B (3 mo. EURIBOR + 5.00%)  5.00% 11/29/2024 EUR         511      327,625
Serta Simmons Bedding LLC                                    
First Lien Term Loan (1 mo. USD LIBOR + 3.50%)  4.64% 11/08/2023         2,944    1,252,333
Second Lien Term Loan (1 mo. USD LIBOR + 8.00%)  9.02% 11/08/2024         1,960      150,271
SIWF Holdings, Inc., First Lien Term Loan (1 mo. USD LIBOR + 4.25%)  5.32% 06/15/2025         1,966    1,746,744
TGP Holdings III LLC                                    
First Lien Term Loan (3 mo. USD LIBOR + 4.25%)  5.25% 09/25/2024         2,446    2,208,795
Second Lien Term Loan (3 mo. USD LIBOR + 8.50%)  9.50% 09/25/2025           464      390,773
            6,596,265
Industrial Equipment–3.02%      
Airxcel, Inc., First Lien Term Loan (1 mo. USD LIBOR + 4.50%)  4.67% 04/28/2025           332      274,000
Altra Industrial Motion Corp., Term Loan B (1 mo. USD LIBOR + 2.00%)  2.17% 06/30/2020           115      109,704
CIRCOR International, Inc., Term Loan B (1 mo. USD LIBOR + 3.25%)  4.25% 12/11/2024           333      295,877
Clark Equipment Co., Term Loan (1 mo. USD LIBOR + 1.75%)  3.20% 05/18/2024           699      665,034
Columbus McKinnon Corp., Term Loan (3 mo. USD LIBOR + 2.50%)(d)  3.95% 01/31/2024           464      447,683
Crosby US Acquisition Corp., Term Loan B (1 mo. USD LIBOR + 4.75%)  4.92% 06/27/2026           692      609,279
Delachaux Group S.A. (France), Term Loan B-2 (3 mo. USD LIBOR + 4.50%)  5.36% 04/16/2026           537      498,019
DXP Enterprises, Inc., Term Loan (1 mo. USD LIBOR + 4.75%)  5.75% 08/29/2023            73       67,618
Engineered Machinery Holdings, Inc.                                    
First Lien Incremental Term Loan (3 mo. USD LIBOR + 4.25%)  5.70% 07/19/2024           213      201,980
First Lien Term Loan (3 mo. USD LIBOR + 3.00%)  4.45% 07/19/2024         1,121    1,062,866
Second Lien Term Loan (3 mo. USD LIBOR + 7.25%)  8.70% 07/18/2025           879      806,239
See accompanying notes which are an integral part of this consolidated schedule.
Invesco Senior Income Trust

  Interest
Rate
Maturity
Date
Principal
Amount
(000)(a)
Value
Industrial Equipment–(continued)  
Gardner Denver, Inc.                                  
Term Loan B-1 (1 mo. USD LIBOR + 1.75%)  2.15% 03/31/2027   $    1,846 $   1,759,137
Term Loan B-2 (1 mo. USD LIBOR + 1.75%)  1.92% 03/01/2027       2,808    2,676,276
Term Loan B-2 (3 mo. EURIBOR + 2.00%)  2.00% 03/01/2027 EUR       172      187,460
Generac Power Systems, Inc., Term Loan (1 mo. USD LIBOR + 1.75%)  2.12% 06/01/2020         162      160,846
Hamilton Holdco LLC, Term Loan (3 mo. USD LIBOR + 2.00%)(d)  3.46% 01/02/2027       3,225    3,120,259
Kantar (United Kingdom), Term Loan B-1 (3 mo. EURIBOR + 5.00%)  5.00% 12/04/2026 EUR       710      740,740
MX Holdings US, Inc., Term Loan B-1-C (1 mo. USD LIBOR + 3.00%)  3.50% 07/31/2025       1,183    1,164,203
New VAC US LLC, Term Loan B (3 mo. USD LIBOR + 4.00%)
(Acquired 02/26/2018; Cost $574,740)(d)
 5.45% 03/08/2025         578      418,781
North American Lifting Holdings, Inc., First Lien Term Loan (3 mo. USD LIBOR + 4.50%)  5.95% 11/27/2020       1,556    1,122,900
Rexnord LLC/RBS Global, Inc., Term Loan B (1 mo. USD LIBOR + 1.75%)  1.92% 08/21/2024         566      560,309
Robertshaw US Holding Corp.                                  
First Lien Term Loan (1 mo. USD LIBOR + 3.25%)  4.25% 02/28/2025         944      761,713
Second Lien Term Loan (1 mo. USD LIBOR + 8.00%)(d)  9.00% 02/28/2026         535      272,642
S2P Acquisiton Borrower, Inc., First Lien Term Loan(f)      – 08/14/2026         250      236,751
Terex Corp., Term Loan (1 mo. USD LIBOR + 2.75%)(d)  3.50% 01/31/2024         473      460,897
          18,681,213
Insurance–0.14%      
FrontDoor, Inc., Term Loan (1 mo. USD LIBOR + 2.50%)  2.69% 08/16/2025           454      439,706
Sedgwick Claims Management Services, Inc., Term Loan (1 mo. USD LIBOR + 3.25%)  3.42% 12/31/2025           470      445,443
            885,149
Leisure Goods, Activities & Movies–6.48%      
Alpha Topco Ltd. (United Kingdom), Term Loan B (1 mo. USD LIBOR + 2.50%)  3.50% 02/01/2024         5,604    5,330,544
Ancestry.com Operations, Inc., First Lien Term Loan (1 mo. USD LIBOR + 3.75%)(d)  4.75% 10/19/2023         3,247    3,141,691
Callaway Golf Co., Term Loan (1 mo. USD LIBOR + 4.50%)  4.68% 01/02/2026         1,129    1,117,353
Crown Finance US, Inc.                                    
Term Loan (3 mo. USD LIBOR + 2.25%)  3.32% 02/28/2025         2,029    1,530,540
Term Loan (3 mo. USD LIBOR + 2.50%)  3.57% 09/20/2026         2,014    1,540,411
Term Loan(f)      – 02/28/2027         6,225    3,921,837
CWGS Group LLC, Term Loan (1 mo. USD LIBOR + 2.75%)  4.12% 11/08/2023           874      790,632
Dorna Sports S.L. (Spain)                                    
Term Loan B-2 (6 mo. USD LIBOR + 3.00%)  4.92% 04/12/2024         1,564    1,450,299
Term Loan B-2(f)      – 05/03/2024 EUR         189      196,646
Invictus Media S.L.U. (Spain)                                    
Term Loan B-1 (6 mo. EURIBOR + 4.50%)  4.75% 06/26/2025 EUR         604      578,260
Term Loan B-2 (6 mo. EURIBOR + 4.50%)  4.75% 06/26/2025 EUR         363      347,804
Live Nation Entertainment, Inc., Term Loan B-4 (3 mo. USD LIBOR + 1.75%)  1.94% 10/19/2026           182      171,491
Markermeer Finance B.V., Term Loan B (3 mo. EURIBOR + 3.50%)  3.50% 01/24/2027 EUR       1,007    1,043,258
Merlin Entertainments PLC (United Kingdom)                                    
Term Loan B (3 mo. EURIBOR + 3.00%)  3.00% 10/16/2026 EUR         571      588,943
Term Loan B-1 (3 mo. USD LIBOR + 3.25%)  4.70% 10/16/2026           347      321,763
Term Loan B-2 (3 mo. USD LIBOR + 3.25%)  4.32% 10/16/2026            46       42,281
Parques Reunidos (Spain), Term Loan B-1(f)      – 09/27/2026 EUR         279      267,823
Parques Reunidos (Piolin Bidco S.A.U) (Luxembourg), Incremental Term Loan B-2(f)      – 09/27/2026 EUR         944    1,006,843
SeaWorld Parks & Entertainment, Inc., Term Loan B-5(f)      – 04/01/2024           538      500,077
USF S&H TopCo LLC                                    
Delayed Draw Term Loan
(Acquired 12/02/2019; Cost $2,937,220)(d)(e)
 0.00% 11/26/2024         2,952    2,213,985
Revolver Loan (3 mo. USD LIBOR + 5.50%)
(Acquired 12/02/2019; Cost $969,605)(d)
 6.50% 11/26/2024           935      701,364
Revolver Loan
(Acquired 12/02/2019; Cost $969,605)(d)(e)
 0.00% 11/26/2024            49       36,914
Term Loan A
(Acquired 12/02/2019; Cost $17,264,182)(d)(f)
     – 11/26/2024        17,527   13,145,316
See accompanying notes which are an integral part of this consolidated schedule.
Invesco Senior Income Trust

  Interest
Rate
Maturity
Date
Principal
Amount
(000)(a)
Value
Leisure Goods, Activities & Movies–(continued)  
Vue International Bidco PLC (United Kingdom)                                  
Term Loan B-1 (3 mo. EURIBOR + 4.75%)  4.25% 06/21/2026 EUR       105 $      98,708
Term Loan B-2(f)      – 07/03/2026 EUR        44       41,516
          40,126,299
Lodging & Casinos–5.08%      
Aimbridge Acquisition Co., Inc., Term Loan (3 mo. USD LIBOR + 3.75%)  5.02% 02/01/2026     $    1,201    1,023,846
AMCP Clean Acquisition Co. LLC                                    
Delayed Draw Term Loan (3 mo. USD LIBOR + 4.25%)(d)  5.32% 06/16/2025           188       95,957
Term Loan (3 mo. USD LIBOR + 4.25%)(d)  5.32% 06/16/2025           778      396,573
Aristocrat Technologies, Inc. (Australia), Term Loan (1 mo. USD LIBOR + 3.75%)  4.75% 10/19/2024         1,449    1,445,185
B&B Hotels S.A.S. (France)                                    
Second Lien Term Loan B (3 mo. EURIBOR + 8.50%)  8.50% 07/31/2027 EUR         449      320,046
Term Loan B-3-A (3 mo. EURIBOR + 3.88%)  3.88% 07/31/2026 EUR         986      916,635
Caesars Entertainment Operating Co. LLC, Term Loan B (3 mo. USD LIBOR + 2.00%)  2.17% 10/06/2024           922      900,318
Caesars Resort Collection LLC, Term Loan B (1 mo. USD LIBOR + 2.75%)  2.92% 12/23/2024         8,281    7,527,157
CityCenter Holdings LLC, Term Loan B (1 mo. USD LIBOR + 2.25%)  3.00% 04/18/2024         1,639    1,546,651
ESH Hospitality, Inc., Term Loan (3 mo. USD LIBOR + 2.00%)  2.17% 09/18/2026           323      312,127
Four Seasons Hotels Ltd. (Canada), First Lien Term Loan (1 mo USD LIBOR + 2.00%)  2.17% 11/30/2023           221      211,405
Hilton Worldwide Finance LLC, Term Loan B-2 (1 mo. USD LIBOR + 1.75%)  1.92% 06/22/2026           254      242,906
PCI Gaming Authority, Term Loan B (1 mo. USD LIBOR + 3.00%)  2.67% 05/29/2026         1,411    1,346,353
Stars Group (US) Co-Borrower LLC, Term Loan (3 mo. USD LIBOR + 3.50%)  4.95% 07/10/2025         6,281    6,218,254
Station Casinos LLC, Term Loan B-1 (1 mo. USD LIBOR + 2.25%)  2.50% 02/08/2027         3,712    3,512,944
Tackle Group S.a.r.l. (Luxembourg), Incremental Term Loan (3 mo. EURIBOR + 4.00%)  4.00% 08/14/2024 EUR       1,937    2,105,327
Twin River Worldwide Holdings, Inc., Term Loan B (1 mo. USD LIBOR + 2.75%)  2.92% 05/10/2026         1,195    1,062,888
VICI Properties 1 LLC, Term Loan B (1 mo. USD LIBOR + 1.75%)  1.92% 12/20/2024         2,377    2,274,529
Wyndham Hotels & Resorts, Inc., Term Loan B (1 mo. USD LIBOR + 1.75%)  1.92% 05/30/2025            24       23,038
            31,482,139
Nonferrous Metals & Minerals–1.05%      
American Rock Salt Co. LLC, Term Loan (1 mo. USD LIBOR + 3.75%)  4.50% 03/21/2025         1,356    1,321,157
Covia Holdings Corp., Term Loan (3 mo. USD LIBOR + 4.00%)  5.39% 06/01/2025         2,317    1,433,982
Form Technologies LLC                                    
First Lien Term Loan B-2 (3 mo. USD LIBOR + 3.25%)  4.70% 01/28/2022         2,620    1,794,431
Second Lien Term Loan (3 mo. USD LIBOR + 8.50%)  9.95% 01/30/2023            15        7,854
Kissner Group, Term Loan B (1 mo. USD LIBOR + 4.50%)  5.50% 03/01/2027         1,470    1,418,892
U.S. Silica Co., Term Loan (1 mo. USD LIBOR + 4.00%)  5.00% 05/01/2025           702      518,724
            6,495,040
Oil & Gas–5.90%      
BCP Raptor LLC, Term Loan (1 mo. USD LIBOR + 4.25%)  5.25% 06/24/2024         1,138      803,147
Blackstone CQP Holdco, Term Loan (3 mo. USD LIBOR + 3.50%)  4.62% 09/30/2024         4,447    4,272,855
Brazos Delaware II LLC, Term Loan (1 mo. USD LIBOR + 4.00%)  4.17% 05/21/2025         1,543      896,376
California Resources Corp.                                    
Term Loan (1 mo. USD LIBOR + 10.38%) 11.38% 12/31/2021         2,083      139,835
Term Loan (1 mo. USD LIBOR + 4.75%)  5.75% 12/31/2022         2,433      679,308
Centurion Pipeline Co. LLC, Term Loan (1 mo. USD LIBOR + 3.25%)  3.42% 09/29/2025           678      628,606
Crestwood Holdings LLC, Term Loan (1 mo. USD LIBOR + 7.50%)  7.68% 03/06/2023         2,811    1,623,073
Encino Acquisition Partners Holdings LLC, Second Lien Term Loan (1 mo. USD LIBOR + 6.75%)  7.75% 10/29/2025         1,861    1,175,822
Fieldwood Energy LLC                                    
First Lien Term Loan(h)  0.00% 04/11/2022         5,119      749,467
Second Lien Term Loan(h)  0.00% 04/11/2023         4,200      110,398
Glass Mountain Pipeline Holdings LLC, Term Loan (3 mo. USD LIBOR + 4.50%)  5.50% 12/23/2024         1,161      506,062
Gulf Finance LLC, Term Loan B (1 mo. USD LIBOR + 5.25%)  6.25% 08/25/2023           917      542,048
HGIM Corp., Term Loan (3 mo. USD LIBOR + 6.00%)  7.71% 07/02/2023         1,644      772,774
Lower Cadence Holdings LLC, Term Loan (3 mo. USD LIBOR + 4.00%)  4.17% 05/22/2026           243      210,475
Lucid Energy Group II Borrower LLC, Term Loan (1 mo. USD LIBOR + 3.00%)  4.00% 02/17/2025         1,001      749,674
See accompanying notes which are an integral part of this consolidated schedule.
Invesco Senior Income Trust

  Interest
Rate
Maturity
Date
Principal
Amount
(000)(a)
Value
Oil & Gas–(continued)  
McDermott Technology (Americas), Inc.                                  
DIP LOC(e)(i)  0.00% 10/23/2020   $    3,645 $   3,526,057
DIP Term Loan (1 mo. USD LIBOR + 9.00%)(i) 10.00% 10/21/2020       3,116    3,036,021
DIP Term Loan (1 mo. USD LIBOR + 9.00%)(i) 10.04% 10/23/2020       5,561    5,417,654
Term Loan (3 mo. USD LIBOR + 4.00%)(i)  9.25% 05/09/2025       4,892    1,749,977
Moda Ingleside Energy Center LLC, Term Loan (1 mo. USD LIBOR + 3.25%)  3.65% 09/29/2025         237      222,737
Navitas Midstream Midland Basin LLC, Term Loan (1 mo. USD LIBOR + 4.50%)  5.50% 12/13/2024       2,125    1,773,034
Osum Production Corp. (Canada), Term Loan (3 mo. USD LIBOR + 9.50%)
(Acquired 06/19/2019-06/28/2019; Cost $1,551,488)(d)
 8.95% 07/31/2022       1,665    1,290,414
Paragon Offshore Finance Co. (Cayman Islands), Term Loan
(Acquired 07/11/2014; Cost $8,352)(d)(h)(i)
 0.00% 07/16/2021           8            0
Petroleum GEO-Services ASA, Term Loan (1 mo. USD LIBOR + 7.00%)  8.46% 03/19/2024       3,599    1,937,387
Prairie ECI Acquiror L.P., Term Loan (3 mo. USD LIBOR + 4.75%)  6.20% 03/11/2026       1,853    1,683,301
Seadrill Operating L.P., Term Loan (3 mo. USD LIBOR + 6.00%)  7.45% 02/21/2021      10,115    1,770,207
Southcross Energy Partners L.P.                                  
Revolver Loan
(Acquired 01/31/2020; Cost $70,174)(d)(e)
 0.00% 01/31/2025          70       69,886
Term Loan (1 mo. USD LIBOR + 9.00%)
(Acquired 01/31/2020; Cost $81,420)(d)
10.00% 01/31/2025          81       81,827
Tribune Resources, Inc., Term Loan (1 mo. USD LIBOR + 6.50%)  7.50% 03/30/2023         188      164,831
          36,583,253
Publishing–2.01%      
Adtalem Global Education, Inc., Term Loan B (1 mo. USD LIBOR + 3.00%)  3.17% 04/11/2025           777      729,089
Cengage Learning, Inc., Term Loan B (1 mo. USD LIBOR + 4.25%)  5.25% 06/07/2023         4,933    4,028,846
Clear Channel Worldwide Holdings, Inc., Term Loan B (1 mo. USD LIBOR + 3.50%)  4.26% 08/15/2026         3,287    3,070,099
Nielsen Finance LLC                                    
Term Loan B-4 (1 mo. USD LIBOR + 2.00%)  2.22% 10/04/2023            71       69,284
Term Loan B-5(f)      – 06/30/2025         3,529    3,525,836
ProQuest LLC, Term Loan B (1 mo. USD LIBOR + 3.50%)  3.67% 10/17/2026         1,048    1,017,721
            12,440,875
Radio & Television–1.71%      
Diamond Sports Holdings LLC, Term Loan B (1 mo. USD LIBOR + 3.25%)  3.42% 08/24/2026           813      705,032
Gray Television, Inc., Term Loan C (3 mo. USD LIBOR + 2.50%)  2.83% 01/02/2026         1,424    1,392,517
Mission Broadcasting, Inc., Term Loan B-3 (1 mo. USD LIBOR + 2.25%)  2.62% 01/17/2024           243      235,131
Nexstar Broadcasting, Inc.                                    
Term Loan B-3 (1 mo. USD LIBOR + 2.25%)  2.42% 01/17/2024           946      913,151
Term Loan B-4 (1 mo. USD LIBOR + 2.75%)  3.12% 09/18/2026         6,040    5,842,223
Sinclair Television Group, Inc.                                    
Term Loan B (1 mo. USD LIBOR + 2.25%)  2.43% 01/03/2024           479      467,340
Term Loan B-2-B (1 mo. USD LIBOR + 2.50%)  2.69% 09/30/2026         1,083    1,058,858
            10,614,252
Rail Industries–0.18%      
Genesee & Wyoming, Inc., Term Loan (3 mo. USD LIBOR + 2.00%)  3.45% 12/30/2026         1,102    1,082,153
Retailers (except Food & Drug)–1.48%      
Claire’s Stores, Inc., Term Loan B (1 mo. USD LIBOR + 6.50%)  8.42% 12/18/2026           302      234,699
Petco Animal Supplies, Inc., Term Loan (3 mo. USD LIBOR + 3.25%)  4.25% 01/26/2023         4,696    3,294,783
PetSmart, Inc., First Lien Term Loan (1 mo. USD LIBOR + 4.00%)  5.00% 03/11/2022         5,741    5,654,492
            9,183,974
Surface Transport–1.73%      
Commercial Barge Line Co.                                    
DIP Term Loan (1 mo. USD LIBOR + 7.00%)
(Acquired 02/05/2020; Cost $359,935)(d)(i)
 9.00% 06/01/2020           371      368,884
First Lien Term Loan(h)(i)  0.00% 11/12/2020         7,293    2,361,061
Kenan Advantage Group, Inc. (The)                                    
Term Loan (1 mo. USD LIBOR + 3.00%)  4.00% 07/29/2022           700      640,153
Term Loan (1 mo. USD LIBOR + 3.00%)  4.00% 07/29/2022         3,665    3,353,354
See accompanying notes which are an integral part of this consolidated schedule.
Invesco Senior Income Trust

  Interest
Rate
Maturity
Date
Principal
Amount
(000)(a)
Value
Surface Transport–(continued)  
Odyssey Logistics & Technology Corp., First Lien Term Loan (1 mo. USD LIBOR + 4.00%)  5.07% 10/12/2024   $       16 $      13,494
PODS LLC, Term Loan B-4 (1 mo. USD LIBOR + 2.75%)  3.75% 12/06/2024         274      269,739
U.S. Shipping Corp., Term Loan B-2 (1 mo. USD LIBOR + 4.25%)  5.25% 06/26/2021       1,673    1,384,566
XPO Logistics, Inc., Term Loan B-1 (1 mo. USD LIBOR + 2.50%)  2.68% 02/24/2025       1,564    1,536,169
Zeus Bidco Ltd. (United Kingdom), PIK Term Loan, 8.79% PIK Rate, 7.84% Cash Rate(g)  8.79% 03/29/2024 GBP       795      768,436
          10,695,856
Telecommunications–7.71%      
CenturyLink, Inc., Term Loan B (1 mo. USD LIBOR + 2.25%)  2.42% 03/15/2027         6,733    6,485,494
Ciena Corp., Term Loan B (1 mo. USD LIBOR + 1.75%)  1.92% 09/26/2025           185      182,831
Colorado Buyer, Inc.                                    
First Lien Incremental Term Loan (1 mo. USD LIBOR + 4.00%)  5.00% 05/01/2024         1,900    1,434,861
Term Loan (1 mo. USD LIBOR + 3.00%)  4.00% 05/01/2024            20       15,192
Consolidated Communications, Inc., Term Loan (1 mo. USD LIBOR + 3.00%)  4.00% 10/05/2023         3,947    3,799,528
Frontier Communications Corp., Term Loan B-1 (1 mo. USD LIBOR + 3.75%)(i)  5.21% 06/15/2024           379      373,484
GCI Holdings, Inc., Term Loan B (1 mo. USD LIBOR + 2.25%)  2.42% 02/02/2022         1,025      995,904
Inmarsat Finance PLC (United Kingdom), Term Loan B (3 mo. USD LIBOR + 4.50%)  5.50% 12/11/2026         2,404    2,259,981
Intelsat Jackson Holdings S.A. (Luxembourg), Term Loan B-5 (2 mo. USD LIBOR + 6.63%)(i)  8.63% 01/02/2024         1,629    1,645,853
Iridium Satellite LLC, Term Loan (3 mo. USD LIBOR + 3.75%)  4.75% 11/04/2026           360      356,585
Level 3 Financing, Inc., Term Loan B (1 mo. USD LIBOR + 1.75%)  1.92% 03/01/2027         7,810    7,603,562
Midcontinent Communications, Term Loan (1 mo. USD LIBOR + 2.25%)  1.92% 08/15/2026           116      113,150
MLN US HoldCo LLC                                    
First Lien Term Loan B (1 mo. USD LIBOR + 4.50%)  4.83% 11/30/2025         3,346    2,567,552
Second Lien Term Loan B (3 mo. USD LIBOR + 8.75%)  9.08% 11/30/2026         1,750      592,817
MM Holdphone (Spain), Term Loan B (4 mo. EURIBOR + 2.63%)  2.63% 05/07/2026 EUR         539      583,673
MTN Infrastructure TopCo, Inc., Incremental Term Loan(f)      – 11/17/2024         1,193    1,164,697
SBA Senior Finance II LLC, Term Loan (1 mo. USD LIBOR + 1.75%)  1.93% 04/11/2025         1,732    1,690,997
Syniverse Holdings, Inc., Term Loan C (1 mo. USD LIBOR + 5.00%)  6.87% 03/09/2023         2,092    1,333,416
Telesat LLC, Term Loan B-5 (1 mo. USD LIBOR + 2.75%)  2.93% 12/07/2026         9,604    9,299,819
U.S. TelePacific Corp., Term Loan (3 mo. USD LIBOR + 5.00%)  7.07% 05/02/2023         3,023    2,385,647
Windstream Services LLC, DIP Term Loan (1 mo. USD LIBOR + 2.50%)(i)  2.68% 02/26/2021         2,131    2,109,628
Xplornet Communications, Inc. (Canada)(f)      – 05/29/2027           785      745,354
Zayo Group LLC, Term Loan (1 mo. USD LIBOR + 3.00%)  3.17% 02/20/2027            51       49,545
            47,789,570
Utilities–7.91%      
AI Alpine US Bidco, Inc., Term Loan B (1 mo. USD LIBOR + 2.75%)  3.96% 10/25/2025           574      494,862
APLP Holdings L.P. (Canada), Term Loan B (1 mo. USD LIBOR + 2.50%)  3.50% 04/19/2025           182      177,458
Aria Energy Operating LLC, Term Loan (1 mo. USD LIBOR + 4.50%)  5.50% 05/27/2022           645      603,346
Brookfield WEC Holdings, Inc., First Lien Term Loan (1 mo. USD LIBOR + 3.00%)  3.75% 08/01/2025           735      720,381
Calpine Construction Finance Co. L.P., Term Loan (1 mo. USD LIBOR + 2.50%)  2.17% 01/15/2025         4,106    4,010,912
Calpine Corp.                                    
Term Loan (3 mo. USD LIBOR + 2.50%)  2.43% 01/15/2024         3,800    3,733,386
Term Loan (2 mo. USD LIBOR + 2.75%)  2.43% 04/05/2026         7,050    6,884,185
Term Loan B-10 (1 mo. USD LIBOR + 2.50%)  2.17% 08/12/2026         2,302    2,244,358
Eastern Power LLC, Term Loan (1 mo. USD LIBOR + 3.75%)  4.75% 10/02/2025         2,672    2,643,478
Granite Acquisition, Inc.                                    
First Lien Term Loan B (3 mo. USD LIBOR + 3.50%)  4.95% 12/17/2021           444      437,982
Second Lien Term Loan B (3 mo. USD LIBOR + 7.25%)  8.70% 12/19/2022           506      498,141
Granite Generation LLC, Term Loan (1 mo. USD LIBOR + 3.75%)  5.20% 10/31/2026         5,520    5,335,818
Heritage Power LLC, Term Loan (3 mo. USD LIBOR + 6.00%)  7.77% 07/30/2026         2,925    2,603,206
Invenergy Thermal Operating I LLC, Term Loan (1 mo. USD LIBOR + 3.50%)(d)  3.17% 08/28/2025           113      112,594
Lightstone Holdco LLC                                    
Term Loan B (1 mo. USD LIBOR + 3.75%)  4.75% 01/30/2024         3,550    2,906,102
Term Loan C (1 mo. USD LIBOR + 3.75%)  4.75% 01/30/2024           200      163,909
Nautilus Power LLC, Term Loan (1 mo. USD LIBOR + 4.25%)  5.25% 05/16/2024         2,417    2,305,919
Pacific Gas and Electric Co., DIP Term Loan (1 mo. USD LIBOR + 2.25%)  2.44% 12/31/2020         2,801    2,796,083
Pike Corp., Term Loan (1 mo. USD LIBOR + 3.25%)  4.25% 07/24/2026           405      398,373
PowerTeam Services LLC, First Lien Term Loan (3 mo. USD LIBOR + 3.25%)  4.70% 03/06/2025           951      906,151
See accompanying notes which are an integral part of this consolidated schedule.
Invesco Senior Income Trust

  Interest
Rate
Maturity
Date
Principal
Amount
(000)(a)
Value
Utilities–(continued)  
Revere Power LLC                                  
Term Loan B (3 mo. USD LIBOR + 4.25%)  4.42% 03/27/2026   $    1,193 $     993,816
Term Loan C (3 mo. USD LIBOR + 4.25%)  4.42% 03/27/2026         124      103,769
Southeast PowerGen LLC, Term Loan B (1 mo. USD LIBOR + 3.50%)  4.50% 12/02/2021         308      287,664
USIC Holding, Inc., First Lien Term Loan (1 mo. USD LIBOR + 3.00%)  4.25% 12/08/2023         281      269,499
Vistra Operations Co. LLC, Incremental Term Loan (1 mo. USD LIBOR + 1.75%)  1.93% 12/31/2025       7,511    7,376,528
          49,007,920
Total Variable Rate Senior Loan Interests (Cost $854,274,327)     761,267,288
U.S. Dollar Denominated Bonds & Notes–12.25%
Aerospace & Defense–1.01%      
TransDigm, Inc.(j)  8.00% 12/15/2025         2,328    2,525,880
TransDigm, Inc.(j)  6.25% 03/15/2026         3,648    3,738,616
            6,264,496
Air Transport–0.51%      
Delta Air Lines, Inc.(j)  7.00% 05/01/2025         1,881    1,946,112
Mesa Airlines, Inc., Class B(d)  5.75% 07/15/2025         1,868    1,229,010
            3,175,122
Automotive–0.38%      
Allison Transmission, Inc.(j)  5.88% 06/01/2029           841      851,853
IHO Verwaltungs GmbH (Germany)(j)  4.75% 09/15/2026         1,015      975,826
Panther BF Aggregator 2 L.P./Panther Finance Co., Inc.(j)  6.25% 05/15/2026           499      508,900
            2,336,579
Building & Development–0.18%      
American Builders & Contractors Supply Co., Inc.(j)  4.00% 01/15/2028           844      850,174
Beacon Roofing Supply, Inc.(j)  4.50% 11/15/2026           301      295,451
            1,145,625
Business Equipment & Services–0.16%      
ADT Security Corp. (The)  3.50% 07/15/2022           283      286,146
Dun & Bradstreet Corp. (The)(j)  6.88% 08/15/2026           469      509,965
Prime Security Services Borrower LLC/Prime Finance, Inc.(j)  5.75% 04/15/2026           203      209,565
            1,005,676
Cable & Satellite Television–2.45%      
Altice Financing S.A. (Luxembourg)(j)  5.00% 01/15/2028           323      326,735
Altice Financing S.A. (Luxembourg)(j)  7.50% 05/15/2026         2,735    2,885,931
Altice France S.A. (France)(j)  5.50% 01/15/2028           594      611,930
Altice France S.A. (France)(j)  7.38% 05/01/2026         1,464    1,547,909
CSC Holdings LLC(j)  5.75% 01/15/2030           309      326,479
CSC Holdings LLC(j)  5.50% 05/15/2026         6,796    7,119,523
Numericable-SFR S.A. (France)(j)  8.13% 02/01/2027         1,225    1,350,330
Virgin Media Secured Finance PLC (United Kingdom)(j)  5.50% 08/15/2026           656      685,786
Ziggo B.V. (Netherlands)(j)  5.50% 01/15/2027           311      327,839
            15,182,462
Containers & Glass Products–0.97%      
Ardagh Packaging Finance PLC/Ardagh Holdings USA, Inc.(j)  4.25% 09/15/2022           370      374,392
Ardagh Packaging Finance PLC/Ardagh Holdings USA, Inc.(j)  4.13% 08/15/2026         1,856    1,866,756
Berry Global, Inc.(j)  4.88% 07/15/2026         1,808    1,894,169
Mauser Packaging Solutions Holding Co.(j)  5.50% 04/15/2024           398      396,255
Reynolds Group Issuer, Inc./LLC(j)  5.13% 07/15/2023           297      301,486
Reynolds Group Issuer, Inc./LLC (1 mo. USD LIBOR + 3.50%)(j)(k)  4.72% 07/15/2021         1,157    1,151,579
            5,984,637
Drugs–0.03%      
Catalent Pharma Solutions, Inc.(j)  5.00% 07/15/2027           176      180,808
See accompanying notes which are an integral part of this consolidated schedule.
Invesco Senior Income Trust

  Interest
Rate
Maturity
Date
Principal
Amount
(000)(a)
Value
Electronics & Electrical–3.58%      
CommScope, Inc.(j)  5.50% 03/01/2024     $      271 $     279,416
CommScope, Inc.(j)  8.25% 03/01/2027           790      825,404
CommScope, Inc.(j)  6.00% 03/01/2026         3,740    3,941,604
Dell International LLC/EMC Corp.(j)  6.10% 07/15/2027           916    1,031,796
Dell International LLC/EMC Corp.(j)  6.20% 07/15/2030         1,938    2,214,992
Dell International LLC/EMC Corp.(j)  5.45% 06/15/2023           858      921,973
Dell International LLC/EMC Corp.(j)  5.85% 07/15/2025         1,221    1,368,425
Dell International LLC/EMC Corp.(j)  4.90% 10/01/2026         3,995    4,322,741
Dell International LLC/EMC Corp.(j)  5.30% 10/01/2029         6,136    6,680,619
Riverbed Technology, Inc.(j)  8.88% 03/01/2023         1,037      622,200
            22,209,170
Food Service–0.31%      
eG Global Finance PLC (United Kingdom)(j)  6.75% 02/07/2025         1,407    1,427,957
New Red Finance, Inc. (Canada)(j)  5.75% 04/15/2025           465      495,086
            1,923,043
Industrial Equipment–0.61%      
F-Brasile S.p.A./F-Brasile US LLC, Series XR (Italy)(j)  7.38% 08/15/2026         5,122    3,777,475
Leisure Goods, Activities & Movies–0.16%      
AMC Entertainment, Inc.(j) 10.50% 04/15/2025           673      595,605
Seaworld Parks & Entertainment, Inc.(j)  8.75% 05/01/2025           376      386,340
            981,945
Lodging & Casinos–0.32%      
ESH Hospitality, Inc.(j)  5.25% 05/01/2025           740      721,578
ESH Hospitality, Inc.(j)  4.63% 10/01/2027         1,318    1,250,208
            1,971,786
Oil & Gas–0.00%      
Pacific Drilling S.A. (Luxembourg)(j)  8.38% 10/01/2023            71       16,196
Radio & Television–0.93%      
Diamond Sports Group LLC/Diamond Sports Finance Co.(j)  5.38% 08/15/2026         2,189    1,745,377
iHeartCommunications, Inc.  6.38% 05/01/2026         1,023    1,072,235
iHeartCommunications, Inc.  8.38% 05/01/2027         1,837    1,721,716
iHeartCommunications, Inc.(j)  4.75% 01/15/2028           322      309,698
Nexstar Broadcasting, Inc.(j)  5.63% 07/15/2027           862      885,546
            5,734,572
Telecommunications–0.43%      
CenturyLink, Inc.(j)  4.00% 02/15/2027         2,041    2,041,663
Goodman Networks, Inc.  8.00% 05/11/2022         1,674      602,494
Windstream Services LLC/Windstream Finance Corp.(i)(j)  9.00% 06/30/2025            16          960
            2,645,117
Utilities–0.22%      
Calpine Corp.(j)  4.50% 02/15/2028           274      275,799
Calpine Corp.(j)  5.25% 06/01/2026           597      619,934
Vistra Operations Co. LLC(j)  4.30% 07/15/2029           174      180,141
Vistra Operations Co. LLC(j)  3.55% 07/15/2024           283      289,707
            1,365,581
Total U.S. Dollar Denominated Bonds & Notes (Cost $80,027,946)     75,900,290
      Shares  
Common Stocks & Other Equity Interests–4.30%(l)
Aerospace & Defense–0.82%      
IAP Worldwide Services, Inc. (Acquired 07/18/2014-02/08/2019; Cost $593,748)(d)(m)                    320    5,077,946
See accompanying notes which are an integral part of this consolidated schedule.
Invesco Senior Income Trust

      Shares Value
Automotive–0.04%    
ThermaSys Corp. (Acquired 12/31/2018; Cost $618,347)(m)              881,784 $     198,401
Transtar Holding Co., Class A(m)            2,509,496       21,331
          219,732
Building & Development–0.05%    
Five Point Holdings LLC, Class A(m)               54,770      274,398
Lake at Las Vegas Joint Venture LLC, Class A (Acquired 07/15/2010; Cost $7,937,680)(d)(m)                  780            0
Lake at Las Vegas Joint Venture LLC, Class B (Acquired 07/15/2010; Cost $93,971)(d)(m)                    9            0
          274,398
Business Equipment & Services–0.05%    
Checkout Holding Corp. (Acquired 02/15/2019; Cost $2,582,374)(m)                7,731        5,798
Crossmark Holdings, Inc.(m)                5,085      298,718
Crossmark Holdings, Inc., Wts., expiring 07/26/2024(d)(m)                  659            0
          304,516
Conglomerates–0.00%    
Euramax International, Inc. (Acquired 07/09/2009; Cost $4,543,100)(d)(m)                4,207            0
Drugs–0.01%    
Envigo RMS Holding Corp., Class B(d)(m)               14,480       82,826
Financial Intermediaries–0.03%    
RJO Holdings Corp.(d)(m)                1,481      108,152
RJO Holdings Corp., Class A(d)(m)                1,142       83,386
RJO Holdings Corp., Class B(d)(m)                1,667           17
          191,555
Health Care–0.00%    
New Millennium Holdco(m)              134,992        6,817
Lodging & Casinos–0.46%    
Caesars Entertainment Corp.(m)               29,845      339,934
Twin River Worldwide Holdings, Inc.(m)              120,357    2,516,665
          2,856,599
Oil & Gas–0.28%    
AF Global, Inc. (Acquired 06/08/2017; Cost $27,999)(m)                  441       13,230
Fieldwood Energy LLC(m)               25,806        2,581
Fieldwood Energy LLC                6,967          697
HGIM Corp.(m)                3,232       25,856
HGIM Corp., Wts. expiring 07/02/2043(m)               14,442      115,536
NexTier Oilfield Solutions, Inc.(m)               42,011      121,832
Paragon Offshore Finance Co., Class A(i)(m)                2,308          692
Paragon Offshore Finance Co., Class B(i)(m)                1,154        8,078
Samson Investment Co., Class A(m)              132,022      858,143
Southcross Energy Partners L.P.(m)               40,880        5,315
Transocean Ltd.(m)              208,610      277,451
Tribune Resources, Inc.(m)              337,847      295,616
Tribune Resources, Inc., Wts., expiring 04/03/2023(m)               87,471        2,624
          1,727,651
Publishing–1.59%    
Affiliated Media, Inc., Class B(d)(m)               46,746    1,636,097
Clear Channel Worldwide Holdings, Inc.(m)              425,644      411,087
F&W Publications, Inc. (Acquired 06/09/2009; Cost $18,581)(d)(m)               15,519            0
MC Communications LLC(d)(m)              333,084            0
Merrill Communications LLC, Class A (Acquired 03/08/2013; Cost $918,351)(d)(m)              399,283    7,786,018
Tribune Publishing Co.                4,118       39,121
          9,872,323
See accompanying notes which are an integral part of this consolidated schedule.
Invesco Senior Income Trust

      Shares Value
Radio & Television–0.24%    
iHeartCommunications, Inc., Class A(m)               24,518 $     213,307
iHeartCommunications, Inc., Class B(m)                   42          273
iHeartCommunications, Inc., Wts., expiring 05/01/2039(m)              156,176    1,298,213
          1,511,793
Retailers (except Food & Drug)–0.12%    
Claire’s Stores, Inc.                  390      141,375
Fullbeauty Brands Holdings Corp.(m)                3,944        9,860
Payless, Inc.(d)(m)               73,380       36,690
Payless, Inc., Class A(d)(m)               72,806          728
Toys ’R’ Us-Delaware, Inc.(m)                   14          385
Toys ’R’ Us-Delaware, Inc.(m)                   15       39,927
Vivarte S.A.S.(d)(m)              233,415      498,047
          727,012
Telecommunications–0.00%    
Goodman Networks, Inc. (Acquired 05/31/2017; Cost $1,053)(d)(m)              105,288            0
IDW Media Holdings, Inc.(m)                1,270        5,321
          5,321
Utilities–0.61%    
Vistra Energy Corp.              157,972    3,228,948
Vistra Operations Co. LLC (Acquired 10/03/2016-10/03/2016; Cost $261,492)(m)              556,365      153,000
Vistra Operations Co. LLC, Rts. expiring 12/31/2046(m)              377,472      405,782
          3,787,730
Total Common Stocks & Other Equity Interests (Cost $51,214,510)   26,646,219
  Interest
Rate
Maturity
Date
Principal
Amount
(000)(a)
 
Non-U.S. Dollar Denominated Bonds & Notes–1.49%(n)
Automotive–0.14%    
Tenneco, Inc. (3 mo. EURIBOR + 4.88%)(j)(k)  4.88% 04/15/2024 EUR     1,000      882,268
Building & Development–0.06%    
Haya Finance 2017 S.A. (Spain) (3 mo. EURIBOR + 5.13%)(j)(k)  5.13% 11/15/2022 EUR       100       87,139
Haya Finance 2017 S.A. (Spain)(j)  5.25% 11/15/2022 EUR       321      280,607
          367,746
Cable & Satellite Television–0.38%    
Altice Financing S.A. (Luxembourg)(j)  3.00% 01/15/2028 EUR     1,327    1,391,532
Altice Finco S.A. (Luxembourg)(j)  4.75% 01/15/2028 EUR       940      936,233
          2,327,765
Financial Intermediaries–0.46%    
AnaCap Financial Europe S.A. SICAV-RAIF (United Kingdom) (3 mo. EURIBOR + 5.00%)(j)(k)  5.00% 08/01/2024 EUR       200      172,040
Cabot Financial Luxembourg II S.A. (Luxembourg) (3 mo. EURIBOR + 6.38%)(j)(k)  6.38% 06/14/2024 EUR       480      515,827
Garfunkelux Holdco 3 S.A. (Luxembourg) (3 mo. EURIBOR + 4.50%)(j)(k)  4.50% 09/01/2023 EUR       923      866,077
Newday Bondco PLC (United Kingdom)(j)  7.38% 02/01/2024 GBP       572      543,904
Newday Bondco PLC (United Kingdom) (3 mo. GBP LIBOR + 6.50%)(j)(k)  7.05% 02/01/2023 GBP       795      743,192
          2,841,040
Home Furnishings–0.30%    
Shop Direct Funding PLC (United Kingdom)(j)  7.75% 11/15/2022 GBP     1,649    1,874,000
Lodging & Casinos–0.15%    
TVL Finance PLC (United Kingdom) (3 mo. GBP LIBOR + 5.38%)(j)(k)  6.04% 07/15/2025 GBP     1,071      945,719
Total Non-U.S. Dollar Denominated Bonds & Notes (Cost $11,062,786)   9,238,538
Asset-Backed Securities–0.88%
Structured Products–0.88%    
Avoca CLO XVII DAC, Series 17A, Class E-R (United Kingdom) (3 mo. EURIBOR + 6.38%)(j)(k)  6.38% 10/15/2032 EUR       463      418,918
Clontarf Park CLO DAC, Series 2017-1A, Class D (Ireland) (3 mo. EURIBOR + 5.10%)(j)(k)  5.10% 08/05/2030 EUR       174      159,630
See accompanying notes which are an integral part of this consolidated schedule.
Invesco Senior Income Trust

  Interest
Rate
Maturity
Date
Principal
Amount
(000)(a)
Value
Structured Products–(continued)
Diamond CLO Ltd., Series 2019-1A, Class C (Cayman Islands) (3 mo. USD LIBOR + 3.60%)(j)(k)  4.59% 04/25/2029   $    1,733 $   1,524,230
FS KKR Capital Corp., Series 2019-1A, Class A2 (3 mo. USD LIBOR + 2.50%)(j)(k)  3.72% 07/15/2030       1,855    1,710,284
NewStar Berkeley Fund CLO LLC, Series 2016-1A, Class DR (Cayman Islands) (3 mo. USD LIBOR + 4.75%)(j)(k)  5.74% 10/25/2028       1,489    1,489,008
OCP Euro CLO, Series 2017-2, Class E (Ireland) (3 mo. EURIBOR + 5.00%)(j)(k)  5.00% 01/15/2032 EUR       201      186,054
Total Asset-Backed Securities (Cost $5,992,328)   5,488,124
      Shares  
Preferred Stocks–0.10%(l)
Automotive–0.02%    
ThermaSys Corp., Series A              187,840      136,184
Financial Intermediaries–0.02%    
RJO Holdings Corp., Series A-2(d)                  325      129,780
Oil & Gas–0.05%    
Southcross Energy Partners L.P., Series A              258,709      181,096
Southcross Energy Partners L.P., Series B               74,545      102,500
          283,596
Telecommunications–0.00%    
Goodman Networks, Inc., Series A-1 (Acquired 05/31/2017; Cost $1,253)(d)              125,268            0
Utilities–0.01%    
Genie Energy Ltd., Pfd.                7,632       64,338
Total Preferred Stocks (Cost $621,359)   613,898
Money Market Funds–0.64%
Invesco Government & Agency Portfolio,Institutional Class, 0.11%(o)(p)   1,110,013    1,110,013
Invesco Liquid Assets Portfolio,Institutional Class, 0.43%(o)(p)   1,561,155    1,562,561
Invesco Treasury Portfolio,Institutional Class, 0.08%(o)(p)   1,268,586    1,268,586
Total Money Market Funds (Cost $3,941,160)   3,941,160
TOTAL INVESTMENTS IN SECURITIES(q)–142.51% (Cost $1,007,134,416)   883,095,517
BORROWINGS–(22.43)%   (139,000,000)
VARIABLE RATE TERM PREFERRED SHARES–(20.11)%   (124,645,442)
OTHER ASSETS LESS LIABILITIES–0.03%   231,002
NET ASSETS APPLICABLE TO COMMON SHARES–100.00%   $619,681,077
Investment Abbreviations:
CLO – Collateralized Loan Obligation
DAC – Designated Activity Co.
DIP – Debtor-in-Possession
EUR – Euro
EURIBOR – Euro Interbank Offered Rate
GBP – British Pound Sterling
LIBOR – London Interbank Offered Rate
LOC – Letter of Credit
Pfd. – Preferred
PIK – Pay-in-Kind
Rts. – Rights
USD – U.S. Dollar
Wts. – Warrants
See accompanying notes which are an integral part of this consolidated schedule.
Invesco Senior Income Trust

Notes to Consolidated Schedule of Investments:
(a) Principal amounts are denominated in U.S. dollars unless otherwise noted.
(b) Variable rate senior loan interests often require prepayments from excess cash flow or permit the borrower to repay at its election. The degree to which borrowers repay, whether as a contractual requirement or at their election, cannot be predicted with any accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. However, it is anticipated that the variable rate senior loan interests will have an expected average life of three to five years.
(c) Variable rate senior loan interests are, at present, not readily marketable, not registered under the Securities Act of 1933, as amended (the "1933 Act") and may be subject to contractual and legal restrictions on sale. Variable rate senior loan interests in the Trust’s portfolio generally have variable rates which adjust to a base, such as the London Interbank Offered Rate (“LIBOR”), on set dates, typically every 30 days, but not greater than one year, and/or have interest rates that float at margin above a widely recognized base lending rate such as the Prime Rate of a designated U.S. bank.
(d) Security valued using significant unobservable inputs (Level 3). See Note 1.
(e) All or a portion of this holding is subject to unfunded loan commitments. Interest rate will be determined at the time of funding.
(f) This variable rate interest will settle after May 31, 2020, at which time the interest rate will be determined.
(g) All or a portion of this security is Pay-in-Kind. Pay-in-Kind securities pay interest income in the form of securities.
(h) Defaulted security. Currently, the issuer is in default with respect to principal and/or interest payments. The aggregate value of these securities at May 31, 2020 was $3,228,808, which represented less than 1% of the Trust’s Net Assets.
(i) The borrower has filed for protection in federal bankruptcy court.
(j) Security purchased or received in a transaction exempt from registration under the 1933 Act. The security may be resold pursuant to an exemption from registration under the 1933 Act, typically to qualified institutional buyers. The aggregate value of these securities at May 31, 2020 was $85,715,351, which represented 13.83% of the Trust’s Net Assets.
(k) Interest or dividend rate is redetermined periodically. Rate shown is the rate in effect on May 31, 2020.
(l) Securities acquired through the restructuring of senior loans.
(m) Non-income producing security.
(n) Foreign denominated security. Principal amount is denominated in the currency indicated.
(o) Affiliated issuer. The issuer is affiliated by having an investment adviser that is under common control of Invesco Ltd. and/or the Investment Company Act of 1940, as amended (the “1940 Act”), defines “affiliated person” to include an issuer of which a fund holds 5% or more of the outstanding voting securities. The Trust has not owned enough of the outstanding voting securities of the issuer to have control (as defined in the 1940 Act) of that issuer. The table below shows the Trust’s transactions in, and earnings from, its investments in affiliates for the three months ended May 31, 2020.
    
  Value
February 29, 2020
Purchases
at Cost
Proceeds
from Sales
Change in
Unrealized
Appreciation
(Depreciation)
Realized
Gain
(Loss)
Value
May 31, 2020
Dividend
Income
Investments in Affiliated Money Market Funds:              
Invesco Government & Agency Portfolio, Institutional Class $15,532,185 $50,004,513 $(64,426,685) $- $- $1,110,013 $12,591
Invesco Liquid Assets Portfolio, Institutional Class 10,723,573 37,114,600 (46,273,206) (1,071) (1,335) 1,562,561 16,460
Invesco Treasury Portfolio, Institutional Class 17,751,068 57,148,015 (73,630,497) - - 1,268,586 12,670
Total $44,006,826 $144,267,128 $(184,330,388) $(1,071) $(1,335) $3,941,160 $41,721
    
(p) The rate shown is the 7-day SEC standardized yield as of May 31, 2020.
(q) Calculated as a percentage of net assets. Amounts in excess of 100% are due to the Trust’s use of leverage.
    
Open Forward Foreign Currency Contracts
Settlement
Date
Counterparty Contract to Unrealized
Appreciation
(Depreciation)
Deliver Receive
Currency Risk            
06/15/2020 Bank of America, N.A. GBP 1,947,463 USD 2,454,777 $49,546
06/15/2020 Bank of America, N.A. USD 21,283,465 EUR 19,711,124 602,556
06/15/2020 Barclays Bank PLC GBP 1,947,463 USD 2,447,795 42,565
06/15/2020 Barclays Bank PLC USD 3,697,885 GBP 3,020,963 33,181
06/15/2020 Citibank, N.A. USD 18,513,412 EUR 17,141,255 519,185
06/15/2020 Goldman Sachs International GBP 2,128,373 USD 2,675,634 46,968
06/15/2020 Goldman Sachs International USD 137,863 GBP 111,682 71
06/15/2020 J.P. Morgan Chase Bank, N.A. GBP 68,529 USD 85,214 577
06/15/2020 Royal Bank of Canada USD 18,505,356 EUR 17,141,255 527,241
06/15/2020 Royal Bank of Canada USD 3,697,502 GBP 3,021,023 33,638
Subtotal—Appreciation 1,855,528
Currency Risk            
06/15/2020 Bank of America, N.A. EUR 12,537,945 USD 13,774,813 (146,551)
07/15/2020 Bank of America, N.A. EUR 17,984,937 USD 19,424,811 (557,083)
07/15/2020 Barclays Bank PLC GBP 2,942,341 USD 3,602,166 (32,290)
07/15/2020 Canadian Imperial Bank of Commerce GBP 100,216 USD 123,575 (215)
See accompanying notes which are an integral part of this consolidated schedule.
Invesco Senior Income Trust

Open Forward Foreign Currency Contracts—(continued)
Settlement
Date
Counterparty Contract to Unrealized
Appreciation
(Depreciation)
Deliver Receive
06/15/2020 Citibank, N.A. EUR 13,041,626 USD 14,320,332 $(160,288)
07/15/2020 Citibank, N.A. EUR 18,722,746 USD 20,254,141 (547,486)
07/15/2020 Citibank, N.A. GBP 202,185 USD 249,290 (454)
06/15/2020 Goldman Sachs International EUR 3,120,218 USD 3,403,468 (61,028)
06/15/2020 Royal Bank of Canada EUR 12,693,211 USD 13,946,969 (146,794)
06/15/2020 Royal Bank of Canada GBP 61,839 USD 76,073 (302)
07/15/2020 Royal Bank of Canada EUR 17,984,985 USD 19,428,820 (553,128)
07/15/2020 Royal Bank of Canada GBP 3,209,952 USD 3,929,205 (35,813)
07/15/2020 State Street Bank & Trust Co. GBP 138,025 USD 168,834 (1,658)
06/15/2020 Toronto Dominion Bank EUR 12,600,634 USD 13,818,813 (172,157)
Subtotal—Depreciation (2,415,247)
Total Forward Foreign Currency Contracts $(559,719)
    
Abbreviations:
EUR – Euro
GBP – British Pound Sterling
USD – U.S. Dollar
The valuation policy and a listing of other significant accounting policies are available in the most recent shareholder report.
See accompanying notes which are an integral part of this consolidated schedule.
Invesco Senior Income Trust

Notes to Quarterly Consolidated Schedule of Portfolio Holdings
May 31, 2020
(Unaudited)
NOTE 1—Additional Valuation Information
Generally Accepted Accounting Principles ("GAAP") defines fair value as the price that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date, under current market conditions. GAAP establishes a hierarchy that prioritizes the inputs to valuation methods, giving the highest priority to readily available unadjusted quoted prices in an active market for identical assets (Level 1) and the lowest priority to significant unobservable inputs (Level 3), generally when market prices are not readily available or are unreliable. Based on the valuation inputs, the securities or other investments are tiered into one of three levels. Changes in valuation methods may result in transfers in or out of an investment’s assigned level:
Level 1 — Prices are determined using quoted prices in an active market for identical assets.
Level 2 — Prices are determined using other significant observable inputs. Observable inputs are inputs that other market participants may use in pricing a security. These may include quoted prices for similar securities, interest rates, prepayment speeds, credit risk, yield curves, loss severities, default rates, discount rates, volatilities and others.
Level 3 — Prices are determined using significant unobservable inputs. In situations where quoted prices or observable inputs are unavailable (for example, when there is little or no market activity for an investment at the end of the period), unobservable inputs may be used. Unobservable inputs reflect the Trust’s own assumptions about the factors market participants would use in determining fair value of the securities or instruments and would be based on the best available information.
The following is a summary of the tiered valuation input levels, as of May 31, 2020. The level assigned to the securities valuations may not be an indication of the risk or liquidity associated with investing in those securities. Because of the inherent uncertainties of valuation, the values reflected in the financial statements may materially differ from the value received upon actual sale of those investments.
The Trust’s policy is to recognize transfers in and out of the valuation levels as of the end of the reporting period.
During the three months ended May 31, 2020, there were transfers from Level 2 to Level 3 of $36,792,704 due to third-party vendor quotations utilizing single market quotes and from Level 3 to Level 2 of $11,158,767, due to third-party vendor quotations utilizing more than one market quote.
  Level 1 Level 2 Level 3 Total
Investments in Securities        
Variable Rate Senior Loan Interests $$645,273,143 $115,994,145 $761,267,288
U.S. Dollar Denominated Bonds & Notes 74,671,280 1,229,010 75,900,290
Common Stocks & Other Equity Interests 7,428,064 3,908,248 15,309,907 26,646,219
Non-U.S. Dollar Denominated Bonds & Notes 9,238,538 9,238,538
Asset-Backed Securities 5,488,124 5,488,124
Preferred Stocks 64,338 419,780 129,780 613,898
Money Market Funds 3,941,160 3,941,160
Total Investments in Securities 11,433,562 738,999,113 132,662,842 883,095,517
Other Investments - Assets*        
Investments Matured 511,313 511,313
Forward Foreign Currency Contracts 1,855,528 1,855,528
  1,855,528 511,313 2,366,841
Other Investments - Liabilities*        
Forward Foreign Currency Contracts (2,415,247) (2,415,247)
Total Other Investments (559,719) 511,313 (48,406)
Total Investments $11,433,562 $738,439,394 $133,174,155 $883,047,111
    
* Forward foreign currency contracts are valued at unrealized appreciation (depreciation). Investments matured are shown at value.
A reconciliation of Level 3 investments is presented when the Trust had a significant amount of Level 3 investments at the beginning and/or end of the reporting period in relation to net assets.
Invesco Senior Income Trust

The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) during the three months ended May 31, 2020:
  Value
February 29,
2020
Purchases
at Cost
Proceeds
from Sales
Accrued
Discounts/
Premiums
Realized
Gain
Change in
Unrealized
Appeciation
(Depreciation)
Transfers
into Level 3
Transfers out
of Level 3
Value
May 31,
2020
Variable
Rate Senior
Loan
Interests
$113,307,850 $6,341,048 $(10,252,133) $86,339 $(43,009) $(11,293,141) $29,005,958 $(11,158,767) $115,994,145
U.S. Dollar Denominated Bonds &
Notes
1,858,943 (629,933) 1,229,010
Common
Stocks &
Other Equity
Interests
6,601,050 922,111 7,786,746 15,309,907
Preferred
Stocks
129,780 129,780
Investments
Matured
481,120 59,864 (47,271) 17,600 511,313
Total $122,378,743 $6,400,912 $(10,299,404) $86,339 $(43,009) $(10,983,363) $36,792,704 $(11,158,767) $133,174,155
Securities determined to be Level 3 at the end of the reporting period were valued primarily by utilizing quotes from a third-party vendor pricing service. A significant change in third-party pricing information could result in a significantly lower or higher value in Level 3 investments.
The following table summarizes the valuation techniques and significant unobservable inputs used in determining fair value measurements for those investments classified as level 3 at period end:
  Fair Value
at 05/31/20
Valuation
Technique
Unobservable
Inputs
Range of
Unobservable
Inputs
Unobservable
Input Used
 
Muth Mirror Systems, LLC, Term Loan $15,313,450 Interpolated Required Return
Implied Yield
N/A 12.7% (a)
USF S&H TopCo, LLC, Term Loan A 13,145,316 Interpolated Required Return
Implied Yield
N/A 15.8 (a)
(a) The Trust values certain investments in direct loan financings using an interpolated debt structure model which incorporates the Company’s EBITDA and leverage to determine an implied yield. The interpolated required return of the loan is based on current market conditions, anticipated stress level of EBITDA and risk tiering. The Adviser periodically reviews the consolidated financial statements and monitors such investments for additional market information or the occurrence of a significant event which would warrant a re-evaluation of the security’s fair valuation.
NOTE 2—Coronavirus (COVID-19) Pandemic
During the first quarter of 2020, the World Health Organization declared COVID-19 to be a public health emergency. COVID-19 has led to increased short-term market volatility and may have adverse long-term effects on U.S. and world economies and markets in general. COVID-19 may adversely impact the Trust’s ability to achieve its investment objective, as stated in the most recent shareholder report. Because of the uncertainties on valuation, the global economy and business operations, values reflected in the Schedule of Investments may materially differ from the value received upon actual sales of those investments.
The extent of the impact on the performance of the Trust and its investments will depend on future developments, including the duration and spread of the COVID-19 outbreak, related restrictions and advisories, and the effects on the financial markets and economy overall, all of which are highly uncertain and cannot be predicted.
Invesco Senior Income Trust