0001752724-22-172679.txt : 20220801 0001752724-22-172679.hdr.sgml : 20220801 20220801152846 ACCESSION NUMBER: 0001752724-22-172679 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20220531 FILED AS OF DATE: 20220801 DATE AS OF CHANGE: 20220801 PERIOD START: 20230228 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: 221124497 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 2023-02-28 2022-05-31 N 1168648146.38 502303505.07 666344641.31 0.00000000 0.00000000 226000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 45434536.99000000 0.00000000 100000000 5724631.98000000 EUR GBP USD N Tribune Resources, Inc. 549300IFWJYQ79PVEU45 Tribune Resources, Inc. 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(The) RI37BMPWE56BCJ747E14 Dun & Bradstreet Corp. (The), Term Loan 26483NAN0 479661.88000000 PA USD 466531.14000000 0.070013490178 Long LON CORP US N 2 2026-02-06 Floating 4.27300000 N N N N N N Cincinnati Bell Inc. 549300JYVZOCUJOHL272 Cincinnati Bell Inc., Term Loan B-2 17187MAS9 35087.87000000 PA USD 34177.69000000 0.005129131065 Long LON CORP US N 2 2028-11-17 Floating 4.21400000 N N N N N N Telenet Financing USD LLC N/A Telenet Financing USD LLC, Term Loan AR B9000TBJ3 206294.99000000 PA USD 199374.82000000 0.029920675824 Long LON CORP US N 2 2028-04-30 Floating 2.87471000 N N N N N N ION Trading Technologies S.a.r.l. 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N/A Clear Channel Worldwide Holdings, Inc., Term Loan B 18452RAD7 5535206.53000000 PA USD 5077417.27000000 0.761980656138 Long LON CORP US N 2 2026-08-21 Floating 4.50570000 N N N N N N OEG Borrower, LLC N/A OEG Borrower, LLC, Term Loan B N/A 1640271.33000000 PA USD 1582861.83000000 0.237544017295 Long LON CORP US N 3 2029-05-20 Floating 5.86280000 N N N N N N Adtalem Global Education, Inc. 549300Z467EZLMODV621 Adtalem Global Education, Inc., Term Loan B 00737RAE0 952214.74000000 PA USD 931389.80000000 0.139775987118 Long LON CORP US N 2 2028-08-12 Floating 4.92843000 N N N N N N Grandir 969500O1KU8BVNDNA978 Grandir, Delayed Draw Term Loan N/A 64598.66000000 PA 67724.68000000 0.010163611410 Long LON CORP FR N 2 2028-10-21 Floating 4.25000000 N N N N N N BASF Construction Chemicals 254900TIPQ0RBM2WVJ30 BASF Construction Chemicals, Term Loan B 749301840 1489823.96000000 PA USD 1445129.24000000 0.216874144460 Long LON CORP LU N 3 2027-09-29 Floating 4.50600000 N N N N N N Peraton Corp. 549300EQPCK07ZW63836 Peraton Corp., Second Lien Term Loan 71360HAG2 2400036.62000000 PA USD 2314043.31000000 0.347274243168 Long LON CORP US N 2 2029-02-01 Floating 8.59443000 N N N N N N Lightning Finco Ltd. 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LLC N/A Women's Care Holdings, Inc. LLC, Second Lien Term Loan 97815UAE4 402023.58000000 PA USD 387952.75000000 0.058221035474 Long LON CORP US N 2 2029-01-15 Floating 9.48886000 N N N N N N Bach Bidco S.p.A. 984500C09F0Q4T78B635 Bach Bidco S.p.A. BR7691479 557000.00000000 PA 580775.78000000 0.087158467855 Long DBT CORP IT N 2 2028-10-15 Floating 4.25000000 N N N N N N Kepler S.p.A. 815600F7845A197E1D68 Kepler S.p.A. BW2997425 900000.00000000 PA 941073.91000000 0.141229305626 Long DBT CORP IT N 2 2029-05-15 Floating 5.38200000 N N N N N N ICP Group Holdings LLC 254900UFA4AMH3PZZW32 ICP Group Holdings LLC, First Lien Term Loan 12656UAB1 1564977.15000000 PA USD 1449951.33000000 0.217597807517 Long LON CORP US N 2 2027-12-29 Floating 4.75600000 N N N N N N Dun & Bradford Corp. (The) RI37BMPWE56BCJ747E14 Dun & Bradford Corp. (The), Revolver Loan 26483NAQ3 3576632.04000000 PA USD 3365557.10000000 0.505077536660 Long LON CORP US N 3 2025-09-11 Floating 3.70200000 N N N N N N American Rock Salt Co. LLC 549300FBKBNV4GSVVR46 American Rock Salt Co. LLC, Term Loan B 02932JAP2 1731097.24000000 PA USD 1627776.70000000 0.244284503706 Long LON CORP US N 2 2028-06-09 Floating 5.06000000 N N N N N N Kirk Beauty One GmbH N/A Kirk Beauty One GmbH, Term Loan B-2 N/A 206025.42000000 PA 198477.92000000 0.029786075807 Long LON CORP NL N 2 2026-04-08 Floating 5.50000000 N N N N N N Zenith Finco PLC 9845009PB84F72HF1C45 Zenith Finco PLC BT5650960 1203000.00000000 PA 1280935.45000000 0.192233173434 Long DBT CORP GB N 2 2027-06-30 Fixed 6.50000000 N N N N N N Maverick Bidco, Inc. N/A Maverick Bidco, Inc., Second Lien Term Loan 57767KAF5 85297.55000000 PA USD 83804.84000000 0.012576801073 Long LON CORP US N 3 2029-05-18 Floating 7.98886000 N N N N N N Acrisure LLC 549300R0Z1Q47XRTGO22 Acrisure LLC, Term Loan 00488PAL9 2099316.05000000 PA USD 2010095.12000000 0.301659981244 Long LON CORP US N 2 2027-02-15 Floating 4.55957000 N N N N N N Herens Midco S.a.r.l. 222100BJH5XPZD1JHF79 Herens Midco S.a.r.l. 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N/A IAP Worldwide Services, Inc., Revolver Loan 44928PAB7 1794337.36000000 PA USD 1794337.36000000 0.269280676808 Long LON CORP US N 3 2023-07-18 Floating 0.75000000 N N N N N N Crown Finance US, Inc. N/A Crown Finance US, Inc., Term Loan 22834KAH4 4965028.32000000 PA USD 5671849.75000000 0.851188618977 Long LON CORP GB N 2 2024-05-23 Fixed 7.00000000 N N N N N N Bass Pro Group, LLC 549300IYLDI2E8I2AU46 Bass Pro Group, LLC, Term Loan B-2 07014QAN1 5488145.35000000 PA USD 5228144.46000000 0.784600660961 Long LON CORP US N 2 2028-03-06 Floating 4.80957000 N N N N N N ThermaSys Corp. N/A ThermaSys Corp., Series A, Pfd. N/A 187840.00000000 NS USD 5635.20000000 0.000845688499 Long EP CORP US N 3 N N N Winter Park Intermediate, Inc. N/A Winter Park Intermediate, Inc., Term Loan B 96289EAG4 302322.90000000 PA USD 251612.77000000 0.037760155091 Long LON CORP US N 2 2028-05-11 Floating 5.42843000 N N N N N N Micro Holding L.P. 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(1-800 Contacts) N/A CNT Holdings I Corp. (1-800 Contacts), Second Lien Term Loan 12656AAE9 664966.27000000 PA USD 646679.70000000 0.097048833277 Long LON CORP US N 2 2028-11-06 Floating 7.59486000 N N N N N N Emerald Technologies AcquisitionCo, Inc. N/A Emerald Technologies AcquisitionCo, Inc., Term Loan B 29102UAB5 381356.81000000 PA USD 374444.72000000 0.056193851767 Long LON CORP US N 2 2027-12-29 Floating 7.25000000 N N N N N N Digi International Inc. 529900KG656HGROI4N27 Digi International Inc., Term Loan B 25379TAE6 1805658.17000000 PA USD 1771052.73000000 0.265786294389 Long LON CORP US N 2 2028-11-01 Floating 5.50000000 N N N N N N ETA Australia Holdings III Pty. Ltd. 549300JOVGPXKIWGAT22 ETA Australia Holdings III Pty. Ltd., First Lien Term Loan Q3311WAB5 1660778.17000000 PA USD 1597120.54000000 0.239683857419 Long LON CORP US N 2 2026-05-06 Floating 5.05957000 N N N N N N Dotdash Meredith, Inc. 549300R2AA7U9CJUQO13 Dotdash Meredith, Inc., Term Loan B 25849KAB3 4228320.79000000 PA USD 4059187.96000000 0.609172447461 Long LON CORP US N 2 2028-12-01 Floating 4.76630000 N N N N N N Spin Holdco, Inc. 549300QAS44U2GUXGK45 Spin Holdco, Inc., Term Loan B 84850XAK8 6450106.71000000 PA USD 6169075.56000000 0.925808534735 Long LON CORP US N 2 2028-03-04 Floating 4.75000000 N N N N N N Global Medical Response, Inc. 549300ZFWD4ZFCEJCQ87 Global Medical Response, Inc., Term Loan 00169QAF6 2526599.96000000 PA USD 2414482.09000000 0.362347341047 Long LON CORP US N 2 2025-10-02 Floating 5.25000000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 284961.91000000 0.042764943594 N/A DFE N/A N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 6641974.20000000 GBP 8655454.14000000 USD 2022-06-30 284961.91000000 N N N Gray Television, Inc. 529900TM5726KDN7UU35 Gray Television, Inc., Term Loan D 389376AZ7 177345.48000000 PA USD 172911.84000000 0.025949310503 Long LON CORP US N 2 2028-12-01 Floating 3.80000000 N N N N N N Transocean Ltd. 529900QO4W5DQGBGEF32 Transocean Ltd. H8817H100 208610.00000000 NS USD 859473.20000000 0.128983283831 Long EC CORP CH N 1 N N N Dynasty Acquisition Co., Inc. 549300WM2IKMXZ5LGL49 Dynasty Acquisition Co., Inc., Term Loan B-2 26812CAF3 1820451.85000000 PA USD 1731140.48000000 0.259796563621 Long LON CORP CA N 2 2026-04-08 Floating 4.50600000 N N N N N N Crown Finance US, Inc. N/A Crown Finance US, Inc., Incremental Term Loan 22834KAJ0 1502615.88000000 PA USD 1589016.29000000 0.238467632436 Long LON CORP GB N 2 2024-05-23 Floating 9.25000000 N N N N N N Herens Holdco S.a.r.l. 2221002FZ55AMAUX4G64 Herens Holdco S.a.r.l. 427169AA5 343000.00000000 PA USD 297151.19000000 0.044594219204 Long DBT CORP LU N 2 2028-05-15 Fixed 4.75000000 N N N N N N Hunter Douglas Inc. 549300XOR2688C8LK689 Hunter Douglas Inc., First Lien Term Loan BL3840859 2512387.11000000 PA 2527763.70000000 0.379347794413 Long LON CORP NL N 2 2029-02-09 Floating 4.00000000 N N N N N N Aquadrill LLC N/A Aquadrill LLC Y0271K100 80251.00000000 NS USD 3296991.96000000 0.494787795324 Long EC CORP US N 2 N N N Brookfield WEC Holdings Inc. 5493002M6GRSU1IWMG57 Brookfield WEC Holdings Inc., Incremental Term Loan N/A 2054287.09000000 PA USD 1996510.27000000 0.299621268969 Long LON CORP US N 2 2025-08-01 Floating 4.61280000 N N N N N N Monitronics International, Inc. SCAKOG18M6QWWML8YF46 Monitronics International, Inc., Term Loan N/A 5445683.88000000 PA USD 5459298.09000000 0.819290461954 Long LON CORP US N 2 2024-07-03 Floating 7.50000000 N N N N N N H-Food Holdings LLC 549300JY2LK0EQ95YT44 H-Food Holdings LLC, Term Loan 40422KAB7 21094.65000000 PA USD 19367.53000000 0.002906533466 Long LON CORP US N 2 2025-05-23 Floating 4.74707000 N N N N N N Corialis Group Ltd. 9845004UA0038RFF8C33 Corialis Group Ltd., Term Loan B N/A 193179.33000000 PA 225038.09000000 0.033772026673 Long LON CORP GB N 2 2028-05-24 Floating 5.08830000 N N N N N N Imperva, Inc. 549300204GJIBLPF1S81 Imperva, Inc., Second Lien Term Loan 45321NAB2 1648569.27000000 PA USD 1644447.85000000 0.246786384710 Long LON CORP US N 2 2027-01-11 Floating 9.20500000 N N N N N N Air Canada 4B4HI3CGXMBDC0G6BM51 Air Canada, Term Loan B C0102MAP0 2237283.62000000 PA USD 2187649.48000000 0.328306006288 Long LON CORP CA N 2 2028-08-11 Floating 4.25000000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 186323.89000000 0.027962090253 N/A DFE N/A N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 8077988.36000000 USD 6557720.53000000 GBP 2022-06-30 186323.89000000 N N N Infinite Electronics N/A Infinite Electronics, Second Lien Term Loan 45674KAF2 513946.59000000 PA USD 504096.80000000 0.075651062340 Long LON CORP US N 2 2029-03-02 Floating 8.05957000 N N N N N N CeramTec 9845001D9F4A861EIB39 CeramTec, Term Loan B BL3834662 446086.02000000 PA 453155.00000000 0.068006099532 Long LON CORP DE N 2 2029-01-19 Floating 3.75000000 N N N N N N Global Medical Response, Inc. 549300ZFWD4ZFCEJCQ87 Global Medical Response, Inc., Term Loan 00169QAD1 597035.74000000 PA USD 570775.12000000 0.085657643899 Long LON CORP US N 2 2025-03-14 Floating 5.30957000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -536487.52000000 -0.08051201836 N/A DFE N/A N 2 The Toronto-Dominion Bank PT3QB789TSUIDF371261 27926559.78000000 EUR 29534766.58000000 USD 2022-07-29 -536487.52000000 N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 CSC Holdings LLC, Term Loan 64072UAE2 9883.28000000 PA USD 9431.32000000 0.001415381683 Long LON CORP US N 2 2025-07-17 Floating 3.12471000 N N N N N N Florida Food Products LLC 254900J6FNIX7DTKUV52 Florida Food Products LLC, Term Loan B 34068GAD4 5707720.75000000 PA USD 5557893.08000000 0.834086857676 Long LON CORP US Y 2 2028-10-18 Floating 5.92730000 N N N N N N Ascend Learning, LLC 549300T466HKRLVCD610 Ascend Learning, LLC, Second Lien Term Loan 04349HAM6 786119.61000000 PA USD 754018.42000000 0.113157422338 Long LON CORP US N 2 2029-12-10 Floating 6.80957000 N N N N N N Voyage Digital (NC) Ltd. N/A Voyage Digital (NC) Ltd., Term Loan B BL3858075 1619025.45000000 PA USD 1598787.63000000 0.239934041768 Long LON CORP US N 3 2029-03-03 Floating 5.36280000 N N N N N N Kirk Beauty One GmbH N/A Kirk Beauty One GmbH, Term Loan B-3 N/A 453052.39000000 PA 436455.35000000 0.065499941463 Long LON CORP DE N 2 2026-04-08 Floating 5.50000000 N N N N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 Vistra Operations Co. LLC, Rts., expiring 12/31/2046 92840M110 383614.00000000 NS USD 508288.55000000 0.076280128703 Long EC CORP US N 2 N N N KKR Apple Bidco LLC 2549001SCJD3WEYJFM53 KKR Apple Bidco LLC, First Lien Term Loan 48254EAB7 160328.67000000 PA USD 154016.53000000 0.023113644269 Long LON CORP US N 2 2028-09-22 Floating 4.05957000 N N N N N N LABL, Inc. 5493004FUZN8R6Y3VB98 LABL, Inc., Term Loan B 50168EAP7 906409.98000000 PA 934965.88000000 0.140312658350 Long LON CORP US N 2 2028-10-29 Floating 5.00000000 N N N N N N Invictus Media S.L.U. 549300UHNTWQ62CHRT96 Invictus Media S.L.U., Second Lien Term Loan N/A 3045954.89000000 PA 2992036.11000000 0.449022311354 Long LON CORP CN N 2 2025-12-26 Floating 7.02300000 N N N N N N Mayfair Mall LLC 549300HU605JTRKFFI65 Mayfair Mall LLC, Term Loan N/A 1182742.96000000 PA USD 1085166.67000000 0.162853665014 Long LON CORP US N 3 2023-04-20 Floating 3.25000000 N N N N N N Barracuda Networks, Inc. 549300CXGRZWNMPU8080 Barracuda Networks, Inc., First Lien Incremental Term Loan 06832EAB6 61474.85000000 PA USD 61398.01000000 0.009214152286 Long LON CORP US N 2 2025-02-12 Floating 4.73286000 N N N N N N MKS Instruments, Inc. 549300KEQATBHAGVF505 MKS Instruments, Inc., Term Loan B N/A 70318.56000000 PA USD 69527.48000000 0.010434162097 Long LON CORP US N 2 2029-04-11 Floating 3.83080000 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 Arizona (State of) Industrial Development Authority N/A Arizona (State of) Industrial Development Authority, Series 2022, RB 04052AEC6 4109000.00000000 PA USD 3537777.50000000 0.530923081041 Long DBT MUN US Y 2 2028-01-01 Fixed 9.00000000 N N N N N N Novae LLC N/A Novae LLC, Delayed Draw Term Loan 66988QAC3 348366.04000000 PA USD 338785.97000000 0.050842454339 Long LON CORP US N 2 2028-12-22 Floating 5.91931000 N N N N N N Checkout Holding Corp. 5493000F1R60SFVQY311 Checkout Holding Corp. N/A 7731.00000000 NS USD 2705.85000000 0.000406073649 Long EC CORP US Y 2 N N N Colouroz Investment LLC N/A Colouroz Investment LLC, First Lien Term Loan B-5 N/A 54.30000000 PA 53.60000000 0.000008043885 Long LON CORP DE N 2 2023-09-21 Floating 5.00000000 N N N N N N Sandvine Corp. N/A Sandvine Corp., Second Lien Term Loan N/A 289425.56000000 PA USD 286169.52000000 0.042946172634 Long LON CORP CA N 2 2026-11-02 Floating 9.05957000 N N N N N N iHeartMedia, Inc. N/A iHeartMedia, Inc., Class B 45174J608 42.00000000 NS USD 630.00000000 0.000094545669 Long EC CORP US N 2 N N N NexTier Oilfield Solutions, Inc. 529900L27H2D4QT0IT24 NexTier Oilfield Solutions, Inc. 65290C105 42011.00000000 NS USD 457919.90000000 0.068721179943 Long EC CORP US N 1 N N N RJO Holdings Corp. 549300YNQA38HHOO8322 RJO Holdings Corp., Class B N/A 1666.67000000 NS USD 16.67000000 0.000002501708 Long EC CORP US N 3 N N N Safe Fleet Holdings LLC 549300ZCMGQ2DH2RZB13 Safe Fleet Holdings LLC, Second Lien Term Loan 78638JAG9 264113.55000000 PA USD 255310.65000000 0.038315105153 Long LON CORP US N 2 2026-02-02 Floating 7.75000000 N N N N N N Global Medical Response, Inc. 549300ZFWD4ZFCEJCQ87 Global Medical Response, Inc. 37960BAA3 495000.00000000 PA USD 476130.60000000 0.071454105050 Long DBT CORP US N 2 2025-10-01 Fixed 6.50000000 N N N N N N Virgin Media Secured Finance PLC 213800X3RLP4NOTPY579 Virgin Media Secured Finance PLC 92769XAR6 1020000.00000000 PA USD 924171.00000000 0.138692643822 Long DBT CORP GB N 2 2030-08-15 Fixed 4.50000000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -6318.04000000 -0.00094816399 N/A DFE N/A N 2 The Toronto-Dominion Bank PT3QB789TSUIDF371261 1000000.00000000 EUR 1068740.70000000 USD 2022-06-30 -6318.04000000 N N N Carnival Corp. F1OF2ZSX47CR0BCWA982 Carnival Corp., Incremental Term Loan P2121YAS7 6794559.82000000 PA USD 6488804.63000000 0.973791072626 Long LON CORP PA N 2 2028-10-18 Floating 4.00000000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 184898.10000000 0.027748118396 N/A DFE N/A N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 8079290.18000000 USD 6557622.16000000 GBP 2022-06-30 184898.10000000 N N N Invictus Media S.L.U. 549300UHNTWQ62CHRT96 Invictus Media S.L.U., Term Loan B-2 N/A 1348757.91000000 PA 1394022.56000000 0.209204437700 Long LON CORP CN N 2 2025-06-26 Floating 4.50000000 N N N N N N Six Flage Theme Parks, Inc. 5493003MX0ZXTM8EVY68 Six Flage Theme Parks, Inc., Term Loan B 83002CAJ6 110904.68000000 PA USD 107742.23000000 0.016169144811 Long LON CORP US N 2 2026-04-17 Floating 2.81000000 N N N N N N Refresco Group, N.V. 254900U303DPAFR7MA71 Refresco Group, N.V., Term Loan B N/A 4668001.92000000 PA USD 4523597.28000000 0.678867510828 Long LON CORP NL N 2 2029-05-05 Floating 5.04600000 N N N N N N RJO Holdings Corp. 549300YNQA38HHOO8322 RJO Holdings Corp. N/A 1481.54000000 NS USD 1481.54000000 0.000222338397 Long EC CORP US N 3 N N N Renaissance Holding Corp. 549300UKKEC0Y6TXNF09 Renaissance Holding Corp., Second Lien Term Loan 75972JAE4 577419.82000000 PA USD 563085.37000000 0.084503623964 Long LON CORP US N 2 2026-05-29 Floating 8.61070000 N N N N N N Karman Buyer Corp. 549300T4O24KQDED1182 Karman Buyer Corp., Term Loan 00769EAZ3 3975946.64000000 PA USD 3717013.12000000 0.557821416961 Long LON CORP US N 2 2027-10-28 Floating 5.55957000 N N N N N N GI Revelation Acquisition LLC N/A GI Revelation Acquisition LLC, First Lien Term Loan 36171NAB2 5138700.36000000 PA USD 4889473.39000000 0.733775449951 Long LON CORP US N 2 2028-05-12 Floating 5.05957000 N N N N N N Cerba 9845000C1FYE89DC8677 Cerba, Term Loan N/A 471859.42000000 PA 492175.70000000 0.073862033171 Long LON CORP FR N 2 2029-02-14 Floating 4.00000000 N N N N N N Riverbed Technology, Inc. XWT9B0BASIY6FJ5R7M02 Riverbed Technology, Inc. N/A 30527.00000000 NS USD 86498.25000000 0.012981007820 Long EP CORP US Y 2 N N N Maverick Bidco, Inc. N/A Maverick Bidco, Inc., Term Loan B 57767KAC2 786895.96000000 PA USD 761321.84000000 0.114253464769 Long LON CORP US N 2 2028-05-18 Floating 4.98886000 N N N N N N Avaya, Inc. J6LB5QIFSP2MFEFG4U76 Avaya, Inc., Term Loan B-2 05349UBD3 1318314.37000000 PA USD 1002472.61000000 0.150443561462 Long LON CORP US N 2 2027-12-15 Floating 4.87471000 N N N N N N SmartBear (AQA Acquisition Holdings, Inc) N/A SmartBear (AQA Acquisition Holdings, Inc), Term Loan B 03836HAG1 494927.42000000 PA USD 487350.08000000 0.073137840358 Long LON CORP US N 2 2028-03-03 Floating 5.36990000 N N N N N N SonicWall U.S. Holdings, Inc. 549300KJE1MHNCWBX302 SonicWall U.S. Holdings, Inc., Term Loan 83547MAB3 142937.63000000 PA USD 138262.14000000 0.020749343722 Long LON CORP US N 2 2025-05-16 Floating 5.25643000 N N N N N N Advantage Sales & Marketing, Inc. 549300T4O24KQDED1182 Advantage Sales & Marketing, Inc. 00775PAA5 1213000.00000000 PA USD 1082499.40000000 0.162453381162 Long DBT CORP US N 2 2028-11-15 Fixed 6.50000000 N N N N N N Anastasia Parent LLC N/A Anastasia Parent LLC, Term Loan 03275UAB1 677228.93000000 PA USD 567477.21000000 0.085162718332 Long LON CORP US N 2 2025-08-11 Floating 4.75600000 N N N N N N TAMKO Building Products LLC 5493003VQCGZ0AORLH30 TAMKO Building Products LLC, Term Loan 87510EAB5 288063.00000000 PA USD 278579.97000000 0.041807189962 Long LON CORP US N 2 2026-05-29 Floating 4.11990000 N N N N N N Waystar 549300BIRBTAWWHCSZ09 Waystar, Term Loan B 63939WAG8 717914.37000000 PA USD 703559.67000000 0.105584952047 Long LON CORP US N 2 2026-10-23 Floating 5.05957000 N N N N N N PowerStop, LLC N/A PowerStop, LLC, Term Loan B 73931HAH6 1209297.32000000 PA USD 1064181.64000000 0.159704389294 Long LON CORP US N 3 2029-01-24 Floating 5.98886000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -183621.30000000 -0.02755650584 N/A DFE N/A N 2 The Toronto-Dominion Bank PT3QB789TSUIDF371261 6584953.58000000 GBP 8117041.80000000 USD 2022-07-29 -183621.30000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -56023.70000000 -0.00840761619 N/A DFE N/A N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 18943804.44000000 SEK 1887200.40000000 USD 2022-07-29 -56023.70000000 N N N Form Technologies LLC X7KHAIMGSSPZ1XIJIL51 Form Technologies LLC, Term Loan 34634FAB5 2271647.49000000 PA USD 2141027.76000000 0.321309368646 Long LON CORP US N 2 2025-07-19 Floating 6.00643000 N N N N N N USIC Holding, Inc. 5493009ZYUWB7X699U62 USIC Holding, Inc., Second Lien Term Loan 90290HAR3 301304.86000000 PA USD 289252.67000000 0.043408868634 Long LON CORP US N 2 2029-05-07 Floating 7.55957000 N N N N N N Charter NEX US, Inc. 549300KRNU8RNVGYXG75 Charter NEX US, Inc., Term Loan B 16125TAJ1 874892.62000000 PA USD 846458.61000000 0.127030151894 Long LON CORP US N 2 2027-12-01 Floating 4.80957000 N N N N N N My Alarm Center LLC N/A My Alarm Center LLC, Class A N/A 44397.21000000 NS USD 7081355.00000000 1.062716582529 Long EC CORP US Y 3 N N N Riverbed Technology, Inc. XWT9B0BASIY6FJ5R7M02 Riverbed Technology, Inc., PIK Term Loan N/A 5398292.20000000 PA USD 3874408.29000000 0.581442102150 Long LON CORP US N 2 2026-12-08 Floating 7.00000000 N N N N N N Fertitta Entertainment LLC 984500A0805D8V551D35 Fertitta Entertainment LLC, Term Loan 31556PAB3 269964.84000000 PA USD 259197.29000000 0.038898382898 Long LON CORP US N 2 2029-01-31 Floating 5.03409000 N N N N N N WestJet Airlines Ltd. 5493009TSX7LVAH8LA03 WestJet Airlines Ltd., Term Loan B C4927UAB8 2301050.88000000 PA USD 2153081.80000000 0.323118348452 Long LON CORP CA N 2 2026-12-11 Floating 4.00000000 N N N N N N Delachaux Group S.A. 969500XJHVZW0HF1ZQ71 Delachaux Group S.A., Term Loan B-2 N/A 507574.54000000 PA USD 479657.94000000 0.071983461749 Long LON CORP FR N 2 2026-04-16 Floating 5.83486000 N N N N N N Lightstone Holdco LLC 549300VXK6UGDG7H3G98 Lightstone Holdco LLC, Term Loan B 53226GAG6 3334196.91000000 PA USD 3075279.85000000 0.461514906753 Long LON CORP US N 2 2024-01-30 Floating 5.15190000 N N N N N N Ideal Standard International S.A. 5299004EW24BCHXOHD09 Ideal Standard International S.A. BQ6338256 529000.00000000 PA 397819.51000000 0.059701764723 Long DBT CORP LU N 2 2026-07-30 Fixed 6.37500000 N N N N N N Windstream Services LLC 549300KT9GVEBYCD2N29 Windstream Services LLC, Term Loan B 97381JAE3 3910518.97000000 PA USD 3705216.72000000 0.556051101831 Long LON CORP US N 2 2027-09-21 Floating 7.30957000 N N N N N N McAfee, LLC 2549009UKR8UEZYVCR93 McAfee, LLC, First Lien Term Loan B 57906HAD9 5771592.30000000 PA USD 5497470.52000000 0.825019093601 Long LON CORP US N 2 2029-03-01 Floating 4.84163000 N N N N N N Crown Subsea Communications Holding, Inc. 5493003AYLUE132FIO27 Crown Subsea Communications Holding, Inc., Term Loan B 22860EAE2 1440881.73000000 PA USD 1404859.69000000 0.210830792791 Long LON CORP US N 2 2027-04-27 Floating 5.55000000 N N N N N N RJO Holdings Corp. 549300YNQA38HHOO8322 RJO Holdings Corp., Class A N/A 1142.28000000 NS USD 1142.28000000 0.000171424804 Long EC CORP US N 3 N N N Lonza Solutions 549300Y0CIXN5D40L888 Lonza Solutions, Term Loan B L4780EAC8 231839.13000000 PA USD 216334.89000000 0.032465915772 Long LON CORP US N 2 2028-07-03 Floating 5.00600000 N N N N N N Anticimex 54930005SBU6WYFBEB41 Anticimex, Incremental Term Loan B W8189EAF7 814475.00000000 PA USD 792076.94000000 0.118868959228 Long LON CORP SE N 3 2028-11-16 Floating 5.59786000 N N N N N N iHeartMedia, Inc. N/A iHeartMedia, Inc., Class A 45174J509 166688.00000000 NS USD 1966918.40000000 0.295180343333 Long EC CORP US N 1 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 55451.84000000 0.008321795743 N/A DFE N/A N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 1866195.66000000 USD 18750000.00000000 SEK 2022-06-30 55451.84000000 N N N Curium BidCo S.a.r.l. 213800P2VV9KG6N9L140 Curium BidCo S.a.r.l., Term Loan B L2210TAC9 85460.37000000 PA USD 81828.30000000 0.012280176792 Long LON CORP LU N 3 2026-07-09 Floating 5.00600000 N N N N N N Colouroz Investment LLC 549300Q6D2JN1G0T8E41 Colouroz Investment LLC, First Lien Term Loan B-2 BL2361295 1145797.40000000 PA USD 1055565.85000000 0.158411396229 Long LON CORP US N 2 2023-09-21 Floating 5.25000000 N N N N N N S2P Acquisiton Borrower, Inc. 2138009YGPT15LRTY307 S2P Acquisiton Borrower, Inc., First Lien Term Loan 78431EAB0 969184.32000000 PA USD 938495.10000000 0.140842297186 Long LON CORP US N 2 2026-08-14 Floating 4.81157000 N N N N N N Oberthur Technologies of America Corp. 5493008QGYPD024OYL95 Oberthur Technologies of America Corp., Term Loan B BL3580596 2259892.50000000 PA USD 2177971.40000000 0.326853592717 Long LON CORP US N 2 2026-01-09 Floating 5.50600000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 283627.54000000 0.042564691364 N/A DFE N/A N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 6641974.20000000 GBP 8654119.77000000 USD 2022-06-30 283627.54000000 N N N AqGen Island Intermediate Holdings Inc. N/A AqGen Island Intermediate Holdings Inc., Second Lien Term Loan B 03836BAE9 39300.81000000 PA USD 37532.27000000 0.005632561241 Long LON CORP US N 2 2029-08-05 Floating 7.50000000 N N N N N N Altice Financing S.A. 549300DIYGW8HVDF7Q17 Altice Financing S.A., Term Loan L0178UAG1 468187.46000000 PA USD 447802.58000000 0.067202848531 Long LON CORP LU N 2 2025-07-15 Floating 3.79429000 N N N N N N Kirk Beauty One GmbH N/A Kirk Beauty One GmbH, Term Loan B-4 N/A 631872.61000000 PA 608724.70000000 0.091352831892 Long LON CORP FR N 2 2026-04-08 Floating 5.50000000 N N N N N N embecta N/A embecta, Term Loan 29081LAC8 5419.76000000 PA USD 5297.82000000 0.000795057042 Long LON CORP US N 2 2029-01-27 Floating 3.65112000 N N N N N N MLN US HoldCo LLC 549300QKU7NPW6O86862 MLN US HoldCo LLC, Second Lien Term Loan B 55292HAE3 3038778.56000000 PA USD 2552573.99000000 0.383071136429 Long LON CORP US N 2 2026-11-30 Floating 9.55329000 N N N N N N F-Brasile S.p.A./F-Brasile US LLC N/A F-Brasile S.p.A./F-Brasile US LLC, Series XR 30191BAB7 5122000.00000000 PA USD 4132864.97000000 0.620229339861 Long DBT CORP IT N 2 2026-08-15 Fixed 7.37500000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 300627.21000000 0.045115874183 N/A DFE N/A N 2 The Toronto-Dominion Bank PT3QB789TSUIDF371261 26657818.49000000 EUR 28959347.91000000 USD 2022-06-30 300627.21000000 N N N H-Food Holdings LLC 549300JY2LK0EQ95YT44 H-Food Holdings LLC, Incremental Term Loan B-3 40422KAE1 1497897.35000000 PA USD 1409274.25000000 0.211493296806 Long LON CORP US N 2 2025-05-23 Floating 6.05957000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -106014.69000000 -0.01590988858 N/A DFE N/A N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 5000000.00000000 EUR 5269279.00000000 USD 2022-06-30 -106014.69000000 N N N Brush N/A Brush, Term Loan A N/A 5091634.35000000 PA 6331917.75000000 0.950246667783 Long LON CORP GB N 3 2028-06-09 Floating 7.44450000 N N N N N N Sherwood Financing PLC 259400SSZWSSPNYW7K08 Sherwood Financing PLC BS1022174 371000.00000000 PA 362678.99000000 0.054428139361 Long DBT CORP GB N 2 2026-11-15 Fixed 4.50000000 N N N N N N LABL, Inc. 5493004FUZN8R6Y3VB98 LABL, Inc., Term Loan B 50168EAN2 4045625.11000000 PA USD 3823115.73000000 0.573744499915 Long LON CORP US N 2 2028-10-29 Floating 6.05957000 N N N N N N Learning Pool Ltd. N/A Learning Pool Ltd., Term Loan N/A 583514.42000000 PA 727712.89000000 0.109209685932 Long LON CORP GB Y 3 2028-08-17 Floating 3.00000000 N N N N N N ABG Intermediate Holdings 2 LLC 54930020NXD0RJB64985 ABG Intermediate Holdings 2 LLC, Second Lien Term Loan 00076VAY6 796030.16000000 PA USD 764188.95000000 0.114683739107 Long LON CORP US N 2 2029-12-20 Floating 6.80112000 N N N N N N Cheplapharm Arzneimittel GmbH 529900ONXKBELT7EW052 Cheplapharm Arzneimittel GmbH, Term Loan B BL3852326 593473.07000000 PA 617155.56000000 0.092618072051 Long LON CORP DE N 2 2029-02-22 Floating 4.00000000 N N N N N N LogMeIn 549300D12V5KRBV00592 LogMeIn, Term Loan B 54142KAD3 5359025.33000000 PA USD 4646730.48000000 0.697346416842 Long LON CORP US N 2 2027-08-28 Floating 5.67843000 N N N N N N Numericable-SFR S.A. 5493001ZMCICV4N02J21 Numericable-SFR S.A., Incremental Term Loan B-13 F6628DAM6 1844577.63000000 PA USD 1743706.90000000 0.261682437570 Long LON CORP FR N 2 2026-08-14 Floating 5.41129000 N N N N N N Gogo Intermediate Holdings LLC 2549003PQSV921SNHM89 Gogo Intermediate Holdings LLC, Term Loan B 38046JAB0 1338503.65000000 PA USD 1297010.04000000 0.194645527192 Long LON CORP US N 2 2028-04-30 Floating 4.98886000 N N N N N N Checkout Holding Corp. 5493000F1R60SFVQY311 Checkout Holding Corp., PIK Term Loan 14886MAN1 4718.17000000 PA USD 1720.67000000 0.000258225232 Long LON CORP US Y 2 2023-08-15 Floating 1.87471000 N N Y N N N Caesars Resort Collection LLC 549300V3UCT773B1KR38 Caesars Resort Collection LLC, Incremental Term Loan 12769LAD1 562425.75000000 PA USD 556064.71000000 0.083450016031 Long LON CORP US N 2 2025-07-21 Floating 4.55957000 N N N N N N Shearer's Foods LLC 549300AQWIJSYS2CIH04 Shearer's Foods LLC, Second Lien Term Loan N/A 197747.84000000 PA USD 197253.47000000 0.029602319546 Long LON CORP US N 2 2028-09-22 Floating 8.81000000 N N N N N N Arnott's (Snacking Investments US LLC) 549300W8K88D3SM86Y18 Arnott's (Snacking Investments US LLC), Term Loan Q8531PAE7 1562609.55000000 PA USD 1538201.59000000 0.230841743842 Long LON CORP US N 2 2026-12-18 Floating 5.06157000 N N N N N N Sigma Bidco B.V. 254900U4MHW4MZWGFU47 Sigma Bidco B.V., Term Loan B-2 N8003HAC1 190432.90000000 PA USD 167914.21000000 0.025199303722 Long LON CORP US N 2 2025-07-02 Floating 3.34513000 N N N N N N Invictus Media S.L.U. 549300UHNTWQ62CHRT96 Invictus Media S.L.U., Term Loan A-2 N/A 932165.52000000 PA 970704.48000000 0.145676039067 Long LON CORP CN N 2 2024-06-26 Floating 4.00000000 N N N N N N Scientific Games Lottery 549300W5GPFXXB6TQ330 Scientific Games Lottery, Term Loan B 80875CAB3 2721638.21000000 PA USD 2619100.49000000 0.393054933982 Long LON CORP US N 2 2029-04-04 Floating 4.17512000 N N N N N N AnaCap Financial Europe S.A. SICAV-RAIF 2221001M75L4SO9QJ626 AnaCap Financial Europe S.A. SICAV-RAIF N/A 2617000.00000000 PA 2595223.72000000 0.389471687638 Long DBT CORP LU N 2 2024-08-01 Floating 5.00000000 N N N N N N Lightstone Holdco LLC 549300VXK6UGDG7H3G98 Lightstone Holdco LLC, Term Loan C 53226GAH4 188053.97000000 PA USD 173450.64000000 0.026030169561 Long LON CORP US N 2 2024-01-30 Floating 5.15190000 N N N N N N Creation Technologies Inc. N/A Creation Technologies Inc., Term Loan B 22526YAB0 1371304.52000000 PA USD 1295882.77000000 0.194476354976 Long LON CORP CA N 3 2028-10-05 Floating 6.46200000 N N N N N N First Student Bidco, Inc. 2549006DRO2F06AA1391 First Student Bidco, Inc., Term Loan B 33718FAD2 384924.30000000 PA USD 363272.31000000 0.054517180371 Long LON CORP US N 2 2028-07-21 Floating 3.98286000 N N N N N N Riverbed Technology, Inc. XWT9B0BASIY6FJ5R7M02 Riverbed Technology, Inc. B10930B99 46998.00000000 NS USD 415932.30000000 0.062419996232 Long EC CORP US Y 2 N N N Hornbeck Offshore Services 529900811T142NS3H544 Hornbeck Offshore Services BL3840867 2471789.74000000 PA USD 2244694.06000000 0.336866828490 Long LON CORP US N 2 2029-02-09 Floating 4.84169000 N N N N N N Aimbridge Acquisition Co., Inc. 549300SPGKLVE9WYCQ20 Aimbridge Acquisition Co., Inc., First Lien Term Loan 00900YAE6 1974363.01000000 PA USD 1879040.76000000 0.281992327019 Long LON CORP US N 2 2026-02-02 Floating 5.62471000 N N N N N N Covia Holdings Corp. 213800IE4YGTGVTQ1806 Covia Holdings Corp., Term Loan 22305CAB5 786250.54000000 PA USD 755170.06000000 0.113330251822 Long LON CORP US N 2 2026-07-31 Floating 5.00000000 N N N N N N Potters Industries LLC N/A Potters Industries LLC, Term Loan B 73813HAB2 717349.37000000 PA USD 702105.70000000 0.105366751148 Long LON CORP US N 2 2027-12-14 Floating 5.00600000 N N N N N N McAfee Enterprise N/A McAfee Enterprise, Term Loan B 55910RAB9 3501385.47000000 PA USD 3226526.71000000 0.484212899747 Long LON CORP US N 2 2028-07-27 Floating 6.23000000 N N N N N N Deuce Finco PLC 9845007DA2BC863E8437 Deuce Finco PLC BP8782644 372000.00000000 PA 353661.76000000 0.053074901195 Long DBT CORP GB N 2 2027-06-15 Floating 4.75000000 N N N N N N Natel Engineering Co., Inc. N/A Natel Engineering Co., Inc., Term Loan 63229BAD0 3787159.16000000 PA USD 3635672.79000000 0.545614471041 Long LON CORP US Y 2 2026-04-29 Floating 6.33490000 N N N N N N American Trailer World Corp. 254900WNYWX3HF6TKT69 American Trailer World Corp., First Lien Term Loan 03028BAB3 3778110.22000000 PA USD 3409158.87000000 0.511620962884 Long LON CORP US N 2 2028-03-03 Floating 5.63409000 N N N N N N Crown Finance US, Inc. N/A Crown Finance US, Inc., Term Loan 22834KAB7 5382767.84000000 PA USD 3829516.35000000 0.574705056901 Long LON CORP GB N 2 2025-02-28 Floating 3.99971000 N N N N N N Refresco Group, N.V. 254900U303DPAFR7MA71 Refresco Group, N.V., Term Loan B N/A 195247.25000000 PA 239880.23000000 0.035999423590 Long LON CORP NL N 2 2029-05-05 Floating 5.94080000 N N N N N N Verscend Holding Corp. N/A Verscend Holding Corp., Term Loan B-1 92531HAD9 1174612.67000000 PA USD 1154056.95000000 0.173192200920 Long LON CORP US N 2 2025-08-27 Floating 5.06157000 N N N N N N Mattress Holding Corp. N/A Mattress Holding Corp., Term Loan B 57723CAR0 2729028.67000000 PA USD 2335598.25000000 0.350509046701 Long LON CORP US N 2 2028-09-25 Floating 5.64000000 N N N N N N Kirk Beauty One GmbH 969500ZRJL8WNVOD6T37 Kirk Beauty One GmbH, Term Loan B-5 N/A 140591.80000000 PA 135441.38000000 0.020326025243 Long LON CORP FR N 2 2026-04-08 Floating 5.50000000 N N N N N N Garda World Security Corp. 549300ZF1NDXLMCHNO20 Garda World Security Corp., Incremental Term Loan C4000KAE4 1838688.39000000 PA USD 1732577.68000000 0.260012247805 Long LON CORP CA N 2 2029-02-11 Floating 5.21397000 N N N N N N MX Holdings US, Inc. 549300RKTIVJWNROR778 MX Holdings US, Inc., Term Loan B-1-C N/A 179485.20000000 PA USD 174549.36000000 0.026195057208 Long LON CORP US N 2 2025-07-31 Floating 4.22490000 N N N N N N Fusion N/A Fusion, Term Loan B 05710LAB9 954806.67000000 PA USD 902292.30000000 0.135409252819 Long LON CORP US N 3 2029-02-01 Floating 4.90770000 N N N N N N Garda World Security Corp. 549300ZF1NDXLMCHNO20 Garda World Security Corp., Term Loan C4000KAD6 3004671.71000000 PA USD 2831602.62000000 0.424945657915 Long LON CORP CA N 2 2026-10-30 Floating 5.26000000 N N N N N N Colouroz Investment LLC 529900HYSM9MD1C1LG96 Colouroz Investment LLC, First Lien Term Loan B-4 N/A 20.81000000 PA 20.55000000 0.000003083989 Long LON CORP DE N 2 2023-09-21 Floating 5.00000000 N N N N N N LBM Holdings LLC 549300FAEB3VWZL4NI86 LBM Holdings LLC, Term Loan 50179JAB4 37461.43000000 PA USD 34352.13000000 0.005155309710 Long LON CORP US N 2 2027-12-17 Floating 4.80957000 N N N N N N Revint Intermediate II LLC N/A Revint Intermediate II LLC, Term Loan 76150KAB9 2855893.81000000 PA USD 2844298.88000000 0.426851017276 Long LON CORP US N 2 2027-10-15 Floating 5.30957000 N N N N N N McDermott International Ltd. N/A McDermott International Ltd., Pfd. N/A 914686.00000000 NS USD 594545.90000000 0.089224984060 Long EC CORP US N 3 N N N N/A N/A HGIM Corp., Wts., expiring 07/02/2043 N/A 6859.00000000 NS USD 58301.50000000 0.008749451317 N/A DE N/A Y 2 HGIM Corp 549300W0Q0ZDXP0FKI37 Call Purchased HGIM Corp HGIM Corp. 1.00000000 0 USD 2022-01-06 XXXX -553685.22000000 N N N Autokiniton US Holdings, Inc. 254900EHNKMJ1OSEZL85 Autokiniton US Holdings, Inc., Term Loan B 05278HAB2 4062594.53000000 PA USD 3869621.29000000 0.580723705137 Long LON CORP US N 2 2028-04-06 Floating 5.34514000 N N N N N N ICP Group Holdings LLC 254900UFA4AMH3PZZW32 ICP Group Holdings LLC, Second Lien Term Loan 44931VAH6 284239.76000000 PA USD 261382.62000000 0.039226340814 Long LON CORP US N 2 2028-12-29 Floating 8.75600000 N N N N N N athenahealth, Inc. 254900AA3KZN4Q7A5Z33 athenahealth, Inc., Delayed Draw Term Loan B 04686RAC7 574263.54000000 PA USD 549619.02000000 0.082482695279 Long LON CORP US N 2 2029-02-15 Floating 3.50000000 N N N N N N Hyland Software, Inc. N/A Hyland Software, Inc., First Lien Term Loan 44908XAT5 690396.81000000 PA USD 675725.88000000 0.101407865856 Long LON CORP US N 2 2024-07-01 Floating 4.55957000 N N N N N N Haya Real Estate S.A. 959800DZPPAB9N57RN35 Haya Real Estate S.A. AP9519988 321000.00000000 PA 241398.99000000 0.036227347686 Long DBT CORP ES N 2 2022-11-15 Fixed 5.25000000 N N N N N N QuarterNorth Energy, Inc. N/A QuarterNorth Energy, Inc., Wts. N/A 43468.00000000 NS USD 315143.00000000 0.047294294943 Long EC CORP US Y 2 N N N AZZ Inc. 549300HD1X2NFLWPYC83 AZZ Inc., First Lien Term Loan 00247NAG7 2904158.14000000 PA USD 2813403.20000000 0.422214425626 Long LON CORP US N 2 2029-05-06 Floating 5.38409000 N N N N N N Stiphout Finance LLC 549300OQGSM5ZJ8UFS62 Stiphout Finance LLC, Incremental Term Loan G9445HAB5 195932.53000000 PA USD 194299.43000000 0.029158999405 Long LON CORP US N 2 2025-10-26 Floating 4.81157000 N N N N N N OGF 969500HSJVVYGU57VS68 OGF, Term Loan B-2 BL3809813 325552.33000000 PA 318625.65000000 0.047816944903 Long LON CORP FR N 2 2025-12-31 Floating 4.75000000 N N N N N N Blucora, Inc. 5299001IO03J69IP6L77 Blucora, Inc., Term Loan 09522UAD5 1694353.26000000 PA USD 1668937.96000000 0.250461676516 Long LON CORP US N 2 2024-05-22 Floating 5.00600000 N N N N N N Sinclair Television Group, Inc. 549300CQGEN0CH65UD62 Sinclair Television Group, Inc., Term Loan B-3 82925BAF2 1426839.60000000 PA USD 1355947.07000000 0.203490354080 Long LON CORP US N 2 2028-04-01 Floating 4.06000000 N N N N N N Colouroz Investment LLC 529900HYSM9MD1C1LG96 Colouroz Investment LLC, PIK First Lien Term Loan N/A 397583.01000000 PA 392499.94000000 0.058903443603 Long LON CORP DE N 2 2023-09-21 Floating 5.00000000 N N N N N N Engineered Machinery Holdings, Inc. 5493008AR0NPSLW8EW07 Engineered Machinery Holdings, Inc., Incremental Term Loan 26658NAP4 627346.22000000 PA USD 601731.67000000 0.090303370462 Long LON CORP US N 2 2028-05-19 Floating 4.75600000 N N N N N N Weight Watchers International, Inc. SGT8R1MU6ESIC7UJC518 Weight Watchers International, Inc., Term Loan B 92941PAC7 454171.31000000 PA USD 382412.24000000 0.057389557339 Long LON CORP US N 2 2028-04-13 Floating 4.56000000 N N N N N N Level 3 Financing, Inc. 254900AE5FEFIJOXWL19 Level 3 Financing, Inc., Term Loan B 52729KAP1 57060.24000000 PA USD 54920.48000000 0.008242053225 Long LON CORP US N 2 2027-03-01 Floating 2.80957000 N N N N N N Mascot Bidco OYJ 7437004VPYN53GU01U11 Mascot Bidco OYJ, Term Loan B X6000CAB0 1246672.40000000 PA 1288290.20000000 0.193336919085 Long LON CORP FI N 2 2026-03-30 Floating 4.25000000 N N N N N N Icebox Holdco III, Inc. 254900DLB65AKI8CQ466 Icebox Holdco III, Inc., Term Loan B 45114NAB3 1620334.39000000 PA USD 1546155.48000000 0.232035403925 Long LON CORP US N 2 2028-12-22 Floating 4.75600000 N N N N N N Werner FinCo L.P. N/A Werner FinCo L.P., Term Loan 95075EAC3 1191902.80000000 PA USD 1144226.69000000 0.171716949317 Long LON CORP US N 3 2024-07-24 Floating 5.00600000 N N N N N N Kantar 984500NRF59D5DB9B654 Kantar, Term Loan B-2 BL3643592 1198552.03000000 PA USD 1134129.86000000 0.170201692891 Long LON CORP LU N 2 2026-12-04 Floating 5.50600000 N N N N N N Iridium Satellite LLC 254900615BJ7139TFM33 Iridium Satellite LLC, Term Loan B 46269KAL8 40656.33000000 PA USD 39639.92000000 0.005948861526 Long LON CORP US N 2 2026-11-04 Floating 3.55957000 N N N N N N Spirit Aerosystems, Inc. ZD2NBKV6GCC3UMGBM518 Spirit Aerosystems, Inc., Term Loan B 84857HAX8 1865363.68000000 PA USD 1824176.45000000 0.273758703366 Long LON CORP US N 2 2025-01-15 Floating 4.80957000 N N N N N N Gulf Finance, LLC 549300GL13V5C6ULWJ40 Gulf Finance, LLC, Term Loan 40227UAC0 2501929.52000000 PA USD 1859759.27000000 0.279098705790 Long LON CORP US N 2 2026-08-25 Floating 7.75000000 N N N N N N Altice Financing S.A. 549300DIYGW8HVDF7Q17 Altice Financing S.A. 02154CAF0 1734000.00000000 PA USD 1574125.20000000 0.236232889470 Long DBT CORP LU Y 2 2028-01-15 Fixed 5.00000000 N N N N N N TK Elevator Holdco GmbH 2549008GCHWX9EEMIS56 TK Elevator Holdco GmbH 92537VAA8 574000.00000000 PA USD 539903.80000000 0.081024708015 Long DBT CORP DE N 2 2028-07-15 Fixed 7.62500000 N N N N N N NAS, LLC N/A NAS, LLC, Incremental Term Loan N/A 3413346.00000000 PA USD 3420172.69000000 0.513273834284 Long LON CORP US N 3 2024-06-03 Floating 7.42786000 N N N N N N Aimbridge Acquisition Co., Inc. 549300SPGKLVE9WYCQ20 Aimbridge Acquisition Co., Inc., Term Loan 00900YAD8 2393507.71000000 PA USD 2226464.81000000 0.334131119539 Long LON CORP US N 2 2026-02-02 Floating 4.80957000 N N N N N N Superior Industries International, Inc. 54930065O5ZIQD1F8U04 Superior Industries International, Inc., Term Loan 86816XAG5 800285.76000000 PA USD 780802.80000000 0.117177020957 Long LON CORP US N 2 2024-05-22 Floating 5.05957000 N N N N N N OCM System One Buyer CTB LLC N/A OCM System One Buyer CTB LLC, Term Loan B 67114AAB5 1315046.39000000 PA USD 1259156.92000000 0.188964815193 Long LON CORP US N 3 2028-03-02 Floating 4.75000000 N N N N N N Endo Luxembourg Finance Co I S.a.r.l. 222100B15VY0VVCTG251 Endo Luxembourg Finance Co I S.a.r.l., Term Loan L2968EAE2 988298.61000000 PA USD 771490.60000000 0.115779515909 Long LON CORP LU N 2 2028-03-27 Floating 6.06250000 N N N N N N B&B Hotels S.A.S. N/A B&B Hotels S.A.S., Incremental Term Loan N/A 697036.02000000 PA 732962.79000000 0.109997551501 Long LON CORP FR N 2 2026-07-31 Floating 5.50000000 N N N N N N Libbey Glass, Inc. A7JTTZYG0P336HI4K290 Libbey Glass, Inc., PIK Term Loan 52989XAB9 1220153.97000000 PA USD 1238456.28000000 0.185858218588 Long LON CORP US Y 2 2025-11-12 Floating 9.02143000 N N N N N N McAfee Enterprise N/A McAfee Enterprise, Second Lien Term Loan 55910RAE3 1065718.15000000 PA USD 992002.43000000 0.148872275471 Long LON CORP US N 2 2029-07-27 Floating 9.48000000 N N N N N N Bally's Corp. 549300NS4D5IK406VT62 Bally's Corp. 05875B106 120357.00000000 NS USD 3146131.98000000 0.472147862375 Long EC CORP US N 1 N N N ORBCOMM, Inc. 529900PSC8WVCY267I23 ORBCOMM, Inc., Term Loan B 68558RAB9 681486.27000000 PA USD 658772.33000000 0.098863604381 Long LON CORP US N 2 2028-09-01 Floating 5.36990000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 3279.30000000 0.000492132718 N/A DFE N/A N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 138496.56000000 USD 112498.95000000 GBP 2022-06-30 3279.30000000 N N N Windstream Escrow LLC/Windstream Escrow Finance Corp. N/A Windstream Escrow LLC/Windstream Escrow Finance Corp. 97382WAA1 1635000.00000000 PA USD 1508688.08000000 0.226412577886 Long DBT CORP US N 2 2028-08-15 Fixed 7.75000000 N N N N N N Boxer Parent Co., Inc. 5493006T045HLTF7YX04 Boxer Parent Co., Inc., Term Loan B 05988HAF4 35542.85000000 PA 36521.24000000 0.005480833451 Long LON CORP US N 2 2025-10-02 Floating 4.00000000 N N N N N N Robertshaw US Holding Corp. 549300NMXRV2JIXFIY04 Robertshaw US Holding Corp., First Lien Term Loan 77051UAF6 606231.20000000 PA USD 499837.62000000 0.075011876589 Long LON CORP US N 2 2025-02-28 Floating 4.56250000 N N N N N N Constant Contact N/A Constant Contact, Term Loan B 21031HAC5 773166.20000000 PA USD 739823.41000000 0.111027141832 Long LON CORP US N 2 2028-02-10 Floating 5.01071000 N N N N N N HGIM Corp. 549300W0Q0ZDXP0FKI37 HGIM Corp., Term Loan 40419BAM8 1599687.73000000 PA USD 1508033.62000000 0.226314361444 Long LON CORP US Y 2 2023-07-02 Floating 7.00000000 N N N N N N BrightPet N/A BrightPet, Revolver Loan N/A 563358.71000000 PA USD 552880.24000000 0.082972114687 Long LON CORP US N 3 2026-10-05 Floating 6.38860400 N N N N N N AI Aqua Merger Sub, Inc. 5493005QMH1D47U26R45 AI Aqua Merger Sub, Inc., Delayed Draw Term Loan 00132UAM6 593629.00000000 PA USD 565431.62000000 0.084855731545 Long LON CORP US N 2 2028-07-31 Floating 4.97530000 N N N N N N Toys 'R' Us-Delaware, Inc. N/A Toys 'R' Us-Delaware, Inc. N/A 14.51900000 NS USD 36297.50000000 0.005447256231 Long EC CORP US N 3 N N N Eastman Tire Additives N/A Eastman Tire Additives, Term Loan B 33939NAC0 1212582.80000000 PA USD 1154985.12000000 0.173331493704 Long LON CORP US N 3 2028-11-01 Floating 6.30957000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 306865.14000000 0.046052015875 N/A DFE N/A N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 26657818.49000000 EUR 28965585.84000000 USD 2022-06-30 306865.14000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 4019.10000000 0.000603156347 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 283209.05000000 EUR 308485.46000000 USD 2022-06-30 4019.10000000 N N N Native Instruments N/A Native Instruments, Term Loan N/A 1540583.91000000 PA 1628920.03000000 0.244456086087 Long LON CORP DE N 3 2028-03-03 Floating 6.25000000 N N N N N N Berlin Packaging LLC 549300L1HNHO6QOXHH42 Berlin Packaging LLC, Incremental Term Loan 08511LAX6 2389643.26000000 PA USD 2281679.18000000 0.342417277568 Long LON CORP US N 2 2028-03-11 Floating 4.72360000 N N N N N N Forcepoint N/A Forcepoint, Term Loan B 69866UAB7 1614240.41000000 PA USD 1557742.00000000 0.233774221840 Long LON CORP US N 2 2028-01-07 Floating 5.73886000 N N N N N N Ultimate Software Group, Inc. 529900FKHWSTQ1GXK240 Ultimate Software Group, Inc., Second Lien Term Loan 90385KAJ0 293906.03000000 PA USD 283620.79000000 0.042563678375 Long LON CORP US N 2 2027-05-03 Floating 6.21157000 N N N N N N Quest Software US Holdings Inc. 549300LMV4JEXTGLE324 Quest Software US Holdings Inc., Term Loan B 74834YAN2 4788214.13000000 PA USD 4437094.39000000 0.665885806671 Long LON CORP US N 2 2029-01-19 Floating 5.32403000 N N N N N N Garfunkelux Holdco 3 S.A. 2221007QVSNJV7EWBX69 Garfunkelux Holdco 3 S.A. 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BS0094638 1286000.00000000 PA 1322773.27000000 0.198511879288 Long DBT CORP IT N 2 2028-10-30 Floating 4.25000000 N N N N N N BrightPet N/A BrightPet, Term Loan B N/A 3894217.08000000 PA USD 3821784.64000000 0.573544739924 Long LON CORP US N 3 2026-10-05 Floating 7.25600000 N N N N N N Numericable-SFR S.A. 5493001ZMCICV4N02J21 Numericable-SFR S.A., Term Loan B-12 F6628DAL8 3479874.96000000 PA USD 3270369.09000000 0.490792434913 Long LON CORP FR N 2 2026-01-31 Floating 4.73179000 N N N N N N MedAssets Software Intermediate Holdings, Inc. 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N/A Altar BidCo, Inc., Second Lien Term Loan 02090CAB6 392663.98000000 PA USD 372377.00000000 0.055883543877 Long LON CORP US N 2 2030-02-01 Floating 6.67403000 N N N N N N Mavis Tire Express Services TopCo L.P. 254900NVDM4GTLBL9E56 Mavis Tire Express Services TopCo L.P., Term Loan B 57777YAB2 4277744.41000000 PA USD 4111981.81000000 0.617095352026 Long LON CORP US N 2 2028-05-01 Floating 4.87161000 N N N N N N eG Global Finance PLC 549300TL8Q5207VYET27 eG Global Finance PLC 28228PAA9 671000.00000000 PA USD 654959.75000000 0.098291441004 Long DBT CORP GB N 2 2025-02-07 Fixed 6.75000000 N N N N N N Vistra Corp. 549300KP43CPCUJOOG15 Vistra Corp. 92840M102 164114.00000000 NS USD 4327686.18000000 0.649466644091 Long EC CORP US N 1 N N N SCIH Salt Holdings, Inc. N/A SCIH Salt Holdings, Inc. 78433BAA6 157000.00000000 PA USD 146126.18000000 0.021929519792 Long DBT CORP US N 2 2028-05-01 Fixed 4.87500000 N N N N N N Commercial Barge Line Co. N/A Commercial Barge Line Co. 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N/A ThermaSys Corp. 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N/A IAP Worldwide Services, Inc. 979UVH901 320.15700000 NS USD 4337669.53000000 0.650964870291 Long EC CORP US N 3 N N N Avaya, Inc. J6LB5QIFSP2MFEFG4U76 Avaya, Inc., First Lien Term Loan N/A 1024702.92000000 PA USD 778405.33000000 0.116817226663 Long LON CORP US N 2 2027-12-15 Floating 5.12471000 N N N N N N TTF Holdings LLC 254900IIAWXPGAIX2Q35 TTF Holdings LLC, Term Loan B 85856CAB5 911460.08000000 PA USD 888673.58000000 0.133365457588 Long LON CORP US N 3 2028-03-31 Floating 5.31250000 N N N N N N Univision Communications, Inc. 549300YQDE2JSGTL8V47 Univision Communications, Inc., Term Loan B 914908BB3 357601.64000000 PA USD 343408.43000000 0.051536158424 Long LON CORP US N 2 2028-05-05 Floating 4.30957000 N N N N N N Colouroz Investment LLC 529900HYSM9MD1C1LG96 Colouroz Investment LLC, PIK First Lien Term Loan C N/A 170551.20000000 PA USD 157120.29000000 0.023579433263 Long LON CORP DE N 2 2023-09-21 Floating 5.25000000 N N N N N N Coty, Inc. 549300BO9IWPF3S48F93 Coty, Inc., Term Loan B 22207EBG8 1345392.28000000 PA USD 1286417.01000000 0.193055804796 Long LON CORP US N 2 2025-04-05 Floating 3.09486000 N N N N N N Gloves Buyer, Inc. 54930015O0Y94T5H8Z18 Gloves Buyer, Inc., Term Loan 37987UAC6 204727.29000000 PA USD 196922.06000000 0.029552584022 Long LON CORP US N 2 2027-12-29 Floating 5.05957000 N N N N N N Euro Garages 549300BY1CRYVPEG9R57 Euro Garages, Term Loan N2820EAC2 951698.31000000 PA USD 916433.13000000 0.137531402398 Long LON CORP US N 2 2025-02-07 Floating 5.00600000 N N N N N N Project Leopard Holdings, Inc. N/A Project Leopard Holdings, Inc., Term Loan 74338UAD3 667877.61000000 PA USD 664538.22000000 0.099728905854 Long LON CORP US N 2 2024-07-05 Floating 5.75000000 N N N N N N Orchid Merger Sub II, LLC N/A Orchid Merger Sub II, LLC, Term Loan 68572CAC2 3204640.82000000 PA USD 3140548.00000000 0.471309860588 Long LON CORP US N 3 2027-07-27 Floating 5.79510000 N N N N N N Mold-Rite Plastics LLC N/A Mold-Rite Plastics LLC, Second Lien Term Loan 91889CAD0 409191.91000000 PA USD 364180.80000000 0.054653519728 Long LON CORP US N 3 2029-10-04 Floating 8.46986000 N N N N N N RJO Holdings Corp. 549300YNQA38HHOO8322 RJO Holdings Corp., Series A-2, Pfd. N/A 324.45000000 NS USD 1622.25000000 0.000243455098 Long EC CORP US N 3 N N N Grifols Worldwide Operations USA, Inc. N/A Grifols Worldwide Operations USA, Inc., Term Loan B 39843PAG8 18836.37000000 PA USD 18161.93000000 0.002725606071 Long LON CORP ES N 2 2027-11-15 Floating 3.05957000 N N N N N N BCPE Max Dutch Bidco B.V. 549300QHIYIRIMCM2345 BCPE Max Dutch Bidco B.V., Term Loan B N/A 215342.05000000 PA 211819.09000000 0.031788218418 Long LON CORP NL N 2 2025-10-31 Floating 4.25000000 N N N N N N MLN US HoldCo LLC 549300QKU7NPW6O86862 MLN US HoldCo LLC, First Lien Term Loan B 55292HAB9 3832039.13000000 PA USD 3214429.38000000 0.482397423303 Long LON CORP US N 2 2025-11-30 Floating 5.30329000 N N N 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 N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 541694.46000000 0.081293436821 N/A DFE N/A N 2 The Toronto-Dominion Bank PT3QB789TSUIDF371261 29665332.93000000 USD 28098025.09000000 EUR 2022-06-30 541694.46000000 N N N TransMontaigne Partners LLC 549300V4T155OZCUJ734 TransMontaigne Partners LLC, Term Loan 89376WAH1 5444.52000000 PA USD 5290.90000000 0.000794018541 Long LON CORP US N 2 2028-11-17 Floating 4.21421500 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 62315.21000000 0.009351798774 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 3162861.00000000 USD 3000000.00000000 EUR 2022-06-30 62315.21000000 N N N NPC International, Inc. 549300VENVGR7A6TZR37 NPC International, Inc., Second Lien Term Loan 62936DAS9 300248.04000000 PA USD 6004.96000000 0.000901179303 Long LON CORP US N 3 2025-04-18 Floating 8.63630000 Y Y N N N N WebPros 549300TH5VH623DTW562 WebPros, Term Loan BL3364090 1684090.46000000 PA USD 1671459.78000000 0.250840132324 Long LON CORP LU N 2 2027-02-18 Floating 6.25600000 N N N N N N Euro Garages 549300BY1CRYVPEG9R57 Euro Garages, Term Loan N2820EAD0 540669.54000000 PA USD 520394.43000000 0.078096888267 Long LON CORP US N 2 2026-03-31 Floating 5.25600000 N N N N N N USF S&H Holdco LLC N/A USF S&H Holdco LLC N/A 9843.70600000 NS USD 9824018.59000000 1.474314938690 Long EC CORP US N 3 N N N Virtusa Corp. C77OMXDER63WLJCSKT03 Virtusa Corp., Term Loan 92828KAK8 1094717.71000000 PA USD 1042893.77000000 0.156509665621 Long LON CORP US N 2 2028-02-11 Floating 4.80957000 N N N N N N Commercial Barge Line Co. N/A Commercial Barge Line Co., Series A, Pfd. N/A 29979.00000000 NS USD 749475.00000000 0.112475579983 Long EP CORP US Y 2 N N N Granite Generation LLC 549300ERB8DGZI3MXK42 Granite Generation LLC, Term Loan 38750BAB3 3271485.13000000 PA USD 3029755.09000000 0.454682892631 Long LON CORP US N 2 2026-11-09 Floating 4.75000000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -2.34000000 -0.00000035116 N/A DFE N/A N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 610.83000000 NOK 62.87000000 USD 2022-07-29 -2.34000000 N N N Women's Care Holdings, Inc. LLC N/A Women's Care Holdings, Inc. LLC, First Lien Term Loan 97815UAH7 930488.73000000 PA USD 898796.28000000 0.134884596390 Long LON CORP US N 2 2028-01-15 Floating 5.73886000 N N N N N N Cablevision Lightpath LLC 5493002ZVBLRLGES1R71 Cablevision Lightpath LLC, Term Loan 12687HAB3 156.03000000 PA USD 151.35000000 0.000022713471 Long LON CORP US N 2 2027-11-30 Floating 4.12471000 N N N N N N IAP Worldwide Services, Inc. N/A IAP Worldwide Services, Inc., Second Lien Term Loan 44920JAM5 1759003.78000000 PA USD 1759003.78000000 0.263978078452 Long LON CORP US N 3 2023-07-18 Floating 7.50600000 N N N N N N United Airlines, Inc. K1OQBWM7XEOO08LDNP29 United Airlines, Inc., Term Loan B 90932RAJ3 5845911.07000000 PA USD 5715605.71000000 0.857755184879 Long LON CORP US N 2 2028-04-21 Floating 4.71071000 N N N N N N B&B Hotels S.A.S. 969500OUD0VB2606MD53 B&B Hotels S.A.S., Second Lien Term Loan A-1 N/A 659108.70000000 PA 684589.59000000 0.102738064892 Long LON CORP FR N 2 2027-07-31 Floating 8.50000000 N N N N N N AAdvantage Loyalty IP Ltd. IWUQB36BXD6OWD6X4T14 AAdvantage Loyalty IP Ltd., Term Loan B 02376CBJ3 6358454.52000000 PA USD 6355275.29000000 0.953751991988 Long LON CORP KY N 2 2028-04-20 Floating 5.81271000 N N N N N N Delta Topco, Inc. N/A Delta Topco, Inc., Second Lien Term Loan 24780DAE7 593752.90000000 PA USD 566042.45000000 0.084947400325 Long LON CORP US N 2 2028-12-01 Floating 8.00000000 N N N N N N Optiv, Inc. 549300VZRXJMEDMZX746 Optiv, Inc., Second Lien Term Loan 68404XAD8 805478.15000000 PA USD 787608.62000000 0.118198387316 Long LON CORP US N 2 2025-01-31 Floating 8.25000000 N N N N N N TruGreen L.P. 549300QNRP2MNHR3QM19 TruGreen L.P., Second Lien Term Loan 89787RAK8 1400685.25000000 PA USD 1365668.12000000 0.204949216266 Long LON CORP US N 3 2028-11-02 Floating 9.55957000 N N N N N N Oldcastle BuildingEnvelope, Inc. 254900RDCZK0Q19MEL65 Oldcastle BuildingEnvelope, Inc., Term Loan B 68778DAB4 2286780.59000000 PA USD 2099561.86000000 0.315086477753 Long LON CORP US N 2 2029-04-29 Floating 6.10849000 N N N N N N LHS Borrow, LLC 2549000R2CJY3YBDDU14 LHS Borrow, LLC, Term Loan B 50204EAB4 2578102.37000000 PA USD 2242949.06000000 0.336604951994 Long LON CORP US N 3 2029-02-17 Floating 5.62160000 N N N N N N Brook & Whittle Holding Corp. N/A Brook & Whittle Holding Corp., Delayed Draw Term Loan 58985XAC8 244571.56000000 PA USD 236011.56000000 0.035418842648 Long LON CORP US N 2 2028-12-14 Floating 4.88670000 N N N N N N Sherwood Financing PLC 259400SSZWSSPNYW7K08 Sherwood Financing PLC BS1080362 375000.00000000 PA 413875.65000000 0.062111349644 Long DBT CORP GB N 2 2026-11-15 Fixed 6.00000000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 6300.35000000 0.000945509216 N/A DFE N/A N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 338202.67000000 USD 320450.42000000 EUR 2022-06-30 6300.35000000 N N N Cengage Learning, Inc. 549300BYGM0FWUSVXJ88 Cengage Learning, Inc., Term Loan B 15134NAF3 4509205.35000000 PA USD 4315151.70000000 0.647585563458 Long LON CORP US N 2 2026-06-29 Floating 5.75000000 N N N N N N Caesars Entertainment, Inc. 549300FA4CTCW903Y781 Caesars Entertainment, Inc. 12769G100 7110.00000000 NS USD 356708.70000000 0.053532163070 Long EC CORP US N 1 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 604362.13000000 0.090698130146 N/A DFE N/A N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 29603118.37000000 USD 28098446.56000000 EUR 2022-06-30 604362.13000000 N N N Claire's Stores, Inc. 549300N5HNYXI6JY7625 Claire's Stores, Inc., Term Loan B 17958DAL1 795594.77000000 PA USD 772522.52000000 0.115934378714 Long LON CORP US N 2 2026-12-18 Floating 7.55957000 N N N N N N Curium BidCo S.a.r.l. 213800P2VV9KG6N9L140 Curium BidCo S.a.r.l., Term Loan L2210TAE5 320956.30000000 PA USD 308118.05000000 0.046240043199 Long LON CORP LU N 3 2027-12-02 Floating 5.00000000 N N N N N N Neuraxpharm (Cerebro BidCo/Blitz F20-80 GmbH) N/A Neuraxpharm (Cerebro BidCo/Blitz F20-80 GmbH), Term Loan B N/A 232093.31000000 PA 242311.76000000 0.036364329354 Long LON CORP DE N 2 2027-12-15 Floating 4.25000000 N N N N N N Victory Buyer LLC 549300G9TEUHGC81N056 Victory Buyer LLC, Second Lien Term Loan B N/A 315377.11000000 PA USD 312223.34000000 0.046856134295 Long LON CORP US N 3 2029-11-19 Floating 8.50486000 N N N N N N Oberthur Tech 969500R8RGRC5PQLA538 Oberthur Tech, Term Loan B-4 BL3580604 265428.53000000 PA 278459.62000000 0.041789128738 Long LON CORP FR N 2 2026-01-10 Floating 4.50000000 N N N N N N QuarterNorth Energy, Inc. N/A QuarterNorth Energy, Inc. N/A 128436.00000000 NS USD 16696680.00000000 2.505712354371 Long EC CORP US Y 2 N N N Invesco Liquid Assets Portfolio 549300DC1W0JSX3QRC47 Invesco Liquid Assets Portfolio, Institutional Class 825252729 12117751.00400000 NS USD 12116539.23000000 1.818359221165 Long STIV RF US N 1 N N N HotelBeds 213800OWSFFQ8A3HSD42 HotelBeds, Term Loan D N/A 6960501.21000000 PA 6755315.32000000 1.013786995678 Long LON CORP GB N 2 2027-09-30 Floating 5.50000000 N N N N N N Glass Mountain Pipeline Holdings, LLC N/A Glass Mountain Pipeline Holdings, LLC, Term Loan 36262VAB4 245793.64000000 PA USD 222852.49000000 0.033444028237 Long LON CORP US N 2 2027-10-28 Floating 5.73814000 N N N N N N Gainwell Holding Corp. N/A Gainwell Holding Corp., Term Loan B 59909TAC8 1539437.64000000 PA USD 1508648.89000000 0.226406696545 Long LON CORP US N 2 2027-10-01 Floating 5.00600000 N N N N N N Ascend Performance Materials Operations LLC 549300NIMFUIRMMAGQ29 Ascend Performance Materials Operations LLC, Term Loan 04350TAC8 4489291.48000000 PA USD 4448147.12000000 0.667544517391 Long LON CORP US N 2 2026-08-27 Floating 5.75600000 N N N N N N Kane Bidco Ltd. 213800IT8MD1MLYZWC24 Kane Bidco Ltd. BT7271153 267000.00000000 PA 266408.38000000 0.039980569135 Long DBT CORP JE N 2 2027-02-15 Fixed 5.00000000 N N N N N N Eagle Midco Ltd. 213800YANPDABTN5JJ43 Eagle Midco Ltd., Term Loan N/A 404437.70000000 PA 499439.19000000 0.074952083206 Long LON CORP GB N 2 2028-03-20 Floating 5.47190000 N N N N N N Commercial Barge Line Co. N/A Commercial Barge Line Co., Series B, Pfd., Wts., expiring 04/27/2045 00085Q167 27709.00000000 NS USD 872833.50000000 0.130988297329 Long EC CORP US Y 2 N N N Vectra Co. JUC8K6CTM7PVMRAKXF33 Vectra Co., First Lien Term Loan 92243BAC3 784557.47000000 PA USD 615877.61000000 0.092426286912 Long LON CORP US N 2 2025-03-08 Floating 4.30957000 N N N N N N McAfee, LLC 2549009UKR8UEZYVCR93 McAfee, LLC, Term Loan B 57906HAC1 924973.81000000 PA 957133.29000000 0.143639376782 Long LON CORP US N 2 2029-03-01 Floating 4.25000000 N N N N N N Thermostat Purchaser III, Inc. 254900K7OD47ERJZN242 Thermostat Purchaser III, Inc., Delayed Draw Term Loan 88366MAD6 38940.73000000 PA USD 37480.45000000 0.005624784484 Long LON CORP US N 3 2028-08-31 Floating 4.50000000 N N N N N N Camelot Finance L.P. 549300U6VBJHQP2SFL81 Camelot Finance L.P., Term Loan L2000AAC4 61788.49000000 PA USD 59649.06000000 0.008951683003 Long LON CORP LU N 2 2026-10-30 Floating 4.05957000 N N N N N N Aegion Corp. 549300AG3DVJURRIT691 Aegion Corp., Term Loan B 00771PAJ0 854124.18000000 PA USD 823162.18000000 0.123533998619 Long LON CORP US N 3 2028-05-17 Floating 5.63671000 N N N N N N Veritas US, Inc. 549300RFUWCPWS8FQ104 Veritas US, Inc., Term Loan B G9341JAN0 2272319.79000000 PA USD 1971237.42000000 0.295828509421 Long LON CORP US N 2 2025-09-01 Floating 6.00000000 N N N N N N Sophos (Surf Holdings LLC) N/A Sophos (Surf Holdings LLC), Term Loan 86875TAB3 41192.33000000 PA USD 39927.11000000 0.005991960844 Long LON CORP US N 2 2027-03-05 Floating 4.11014000 N N N N N N Royal Caribbean Cruises K2NEH8QNVW44JIWK7Z55 Royal Caribbean Cruises, Revolver Loan N/A 2217359.72000000 PA USD 2167469.13000000 0.325277490900 Long LON CORP LR N 2 2022-10-12 Floating 2.26160000 N N N N N N athenahealth, Inc. 254900AA3KZN4Q7A5Z33 athenahealth, Inc., Term Loan B 04686RAB9 3388154.93000000 PA USD 3242752.26000000 0.486647908449 Long LON CORP US N 2 2029-01-26 Floating 4.36276000 N N N N N N HotelBeds 213800OWSFFQ8A3HSD42 HotelBeds, Term Loan C N/A 1879274.37000000 PA 1782012.96000000 0.267431123404 Long LON CORP GB N 2 2027-09-30 Floating 4.50000000 N N N N N N City Brewing Co. LLC N/A City Brewing Co. LLC, Term Loan B 17776EAB1 2701412.74000000 PA USD 2525820.91000000 0.379056235078 Long LON CORP US N 2 2028-03-31 Floating 4.46900000 N N N N N N Carnival Corp. F1OF2ZSX47CR0BCWA982 Carnival Corp., Term Loan B P2121YAN8 676550.38000000 PA USD 654352.76000000 0.098200348503 Long LON CORP PA N 2 2025-06-30 Floating 3.75000000 N N N N N N AutoScout24 (Speedster Bidco GmbH) 254900LE837QB2YYV824 AutoScout24 (Speedster Bidco GmbH), Second Lien Term Loan N/A 259092.53000000 PA 267022.83000000 0.040072781177 Long LON CORP DE N 2 2028-03-31 Floating 6.00000000 N N N N N N Crown Finance US, Inc. N/A Crown Finance US, Inc., Term Loan 22834KAD3 2774245.73000000 PA USD 1899928.32000000 0.285126975173 Long LON CORP GB N 2 2026-09-30 Floating 4.24971000 N N N N N N International Textile Group, Inc. M4ZRS7E9USM0DKM0N876 International Textile Group, Inc., First Lien Term Loan 46049BAB7 165479.25000000 PA USD 147938.45000000 0.022201491664 Long LON CORP US N 2 2024-05-01 Floating 5.96686000 N N N N N N Brush N/A Brush, Term Loan N/A 5917610.59000000 PA 6262004.98000000 0.939754684256 Long LON CORP GB N 3 2028-06-09 Floating 7.00000000 N N N N N N Noble Corp. N/A Noble Corp. G6610J209 1375.00000000 NS USD 49885.00000000 0.007486366199 Long EC CORP KY N 1 N N N I-Logic Technologies Bidco Ltd. N/A I-Logic Technologies Bidco Ltd., First Lien Term Loan B 00510DAC8 258061.42000000 PA 266913.18000000 0.040056325728 Long LON CORP GB N 2 2028-02-16 Floating 4.00000000 N N N N N N Heritage Power LLC 9845009CA1DFDE381P22 Heritage Power LLC, Term Loan 42727CAC1 2543084.31000000 PA USD 1136033.91000000 0.170487438417 Long LON CORP US N 2 2026-07-30 Floating 7.00000000 N N N N N N Monitronics International, Inc. SCAKOG18M6QWWML8YF46 Monitronics International, Inc., First Lien Term Loan 60945HAB0 8591675.33000000 PA USD 5649026.53000000 0.847763481506 Long LON CORP US N 2 2024-03-29 Floating 8.75000000 N N N N N N WebHelp 984500CA7D8859589F79 WebHelp, Term Loan B BL3679745 1048599.64000000 PA USD 1033526.02000000 0.155103824046 Long LON CORP FR N 2 2028-08-04 Floating 4.62343000 N N N N N N Florida Food Products LLC 254900J6FNIX7DTKUV52 Florida Food Products LLC, Second Lien Term Loan 34068GAG7 1132749.91000000 PA USD 1101599.29000000 0.165319749226 Long LON CORP US Y 2 2029-10-08 Floating 9.05957000 N N N N N N Kissner Group N/A Kissner Group, Incremental Term Loan 78397GAF8 2866049.84000000 PA USD 2700062.56000000 0.405205113481 Long LON CORP US N 2 2027-03-16 Floating 4.75000000 N N N N N N Cabonline Group Holding AB 549300PB67LZ38PTO750 Cabonline Group Holding AB BV5219233 18750000.00000000 PA 1939135.47000000 0.291010889828 Long DBT CORP SE N 2 2026-04-19 Floating 9.57200000 N N N N N N American Rock Salt Co. LLC 549300FBKBNV4GSVVR46 American Rock Salt Co. LLC, Second Lien Term Loan 02932JAS6 100676.63000000 PA USD 98663.10000000 0.014806617159 Long LON CORP US N 3 2029-06-11 Floating 8.31000000 N N N N N N Diamond Sports Group LLC / Diamond Sports Finance Co. N/A Diamond Sports Group LLC / Diamond Sports Finance Co. 25277LAF3 1339000.00000000 PA USD 444166.39000000 0.066657156441 Long DBT CORP US N 2 2026-08-15 Fixed 5.37500000 N N N N N N Propulsion (BC) Finco S.a.r.l. 254900S4YQSQVLEZ8D35 Propulsion (BC) Finco S.a.r.l., Term Loan B BL3845361 739674.89000000 PA USD 721183.02000000 0.108229732077 Long LON CORP LU N 3 2029-02-10 Floating 4.78000000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 285029.66000000 0.042775111005 N/A DFE N/A N 2 The Toronto-Dominion Bank PT3QB789TSUIDF371261 6641974.20000000 GBP 8655521.89000000 USD 2022-06-30 285029.66000000 N N N Inotiv, Inc. 549300FH5Z13X0Q5SK81 Inotiv, Inc. 45783Q100 5797.00000000 NS USD 84259.40000000 0.012645018024 Long EC CORP US N 3 N N N Protect America 549300EML9KQOOMLDD16 Protect America, Revolver Loan 74364NAE4 2378450.19000000 PA USD 2271419.93000000 0.340877646368 Long LON CORP US N 3 2024-09-01 Floating 4.11990000 N N N N N N LendingTree, Inc. N/A LendingTree, Inc., First Lien Term Loan 52602KAC2 1802853.27000000 PA USD 1744260.54000000 0.261765523704 Long LON CORP US N 2 2028-09-15 Floating 5.06000000 N N N N N N CRCI Longhorn Holdings, Inc. 549300ITUZCPGZ2X6C28 CRCI Longhorn Holdings, Inc., Second Lien Term Loan 12688EAE3 105794.17000000 PA USD 103281.56000000 0.015499720954 Long LON CORP US N 2 2026-08-08 Floating 8.25571000 N N N N N N Savers, Inc. 549300F6POVHG3ME8T95 Savers, Inc., Term Loan B 30015FAG1 2913873.20000000 PA USD 2826457.00000000 0.424173441905 Long LON CORP US N 2 2028-04-21 Floating 6.50600000 N N N N N N CEP IV Investment 16 S.a.r.l. (ADB Safegate) 549300T4XDR2Z0DI8S95 CEP IV Investment 16 S.a.r.l. (ADB Safegate), Term Loan B N/A 1413836.98000000 PA 1414187.60000000 0.212230655478 Long LON CORP LU N 2 2024-10-03 Floating 3.50000000 N N N N N N Apex Tool Group, LLC 549300LWC59TPOM4ZR02 Apex Tool Group, LLC, Term Loan B 03759DAK4 1558429.63000000 PA USD 1409404.80000000 0.211512888770 Long LON CORP US N 2 2029-02-08 Floating 6.15766000 N N N N N N Thermostat Purchaser III, Inc. 254900K7OD47ERJZN242 Thermostat Purchaser III, Inc., Term Loan B 88366MAC8 790983.65000000 PA USD 761321.76000000 0.114253452763 Long LON CORP US N 3 2028-08-30 Floating 6.07486000 N N N N N N Biscuit Intl (Cookie Acq S.A.S, De Banketgroep Holding) N/A Biscuit Intl (Cookie Acq S.A.S, De Banketgroep Holding), First Lien Term Loan N/A 494759.52000000 PA 431935.74000000 0.064821672333 Long LON CORP FR N 2 2027-02-15 Floating 4.00000000 N N N N N N KDC/One N/A KDC/One, Term Loan C4953EAF2 178397.02000000 PA 189284.06000000 0.028406330337 Long LON CORP CA N 2 2025-12-22 Floating 5.00000000 N N N N N N Virtusa Corp. C77OMXDER63WLJCSKT03 Virtusa Corp., Incremental Term Loan B 92828KAN2 391351.82000000 PA USD 372762.61000000 0.055941413330 Long LON CORP US N 2 2029-02-08 Floating 4.88409000 N N N N N N Explorer Holdings, Inc. 2549003SUFVGC903CK03 Explorer Holdings, Inc., First Lien Term Loan 29481PAH4 1761818.86000000 PA USD 1702674.60000000 0.255524618109 Long LON CORP US N 2 2027-02-04 Floating 5.56157000 N N N N N N Southcross Energy Partners L.P. N/A Southcross Energy Partners L.P., Series A, Pfd. N/A 258709.16000000 NS USD 19403.19000000 0.002911885051 Long EC CORP US Y 3 N N N Logoplaste 259400BFVFGTIQA6ZC28 Logoplaste, Term Loan B N/A 737227.62000000 PA USD 717875.39000000 0.107733347804 Long LON CORP LU N 2 2028-07-07 Floating 5.25600000 N N N N N N Madison IAQ LLC 549300IXDNBXNHUPBU73 Madison IAQ LLC, Term Loan B 55759VAB4 2781797.41000000 PA USD 2647923.41000000 0.397380461377 Long LON CORP US N 2 2028-06-21 Floating 4.20757000 N N N N N N N/A N/A Commercial Barge Line Co., Series A, Pfd., Wts., expiring 04/27/2045 00085Q134 31515.00000000 NS USD 787875.00000000 0.118238363626 N/A DE N/A Y 2 Commercial Barge Line Co. N/A Call Purchased Commercial Barge Line Co Commercial Barge Line Co. 1.00000000 0 USD 2099-12-31 XXXX -785667.59000000 N N N Project Leopard Holdings, Inc. N/A Project Leopard Holdings, Inc., Incremental Term Loan 74338UAE1 2637005.14000000 PA USD 2622501.61000000 0.393565348532 Long LON CORP US N 2 2024-07-05 Floating 5.50000000 N N N N N N Brave Parent Holdings, Inc. 549300ZU643BIOAXIB73 Brave Parent Holdings, Inc., First Lien Term Loan 10566UAC2 923238.00000000 PA USD 900734.07000000 0.135175405362 Long LON CORP US N 2 2025-04-18 Floating 5.05957000 N N N N N N Brookfield Retail Holdings VII Sub 3 LLC 5493006ZQ6LH85EKNL31 Brookfield Retail Holdings VII Sub 3 LLC, Term Loan B 11283HAB3 244272.05000000 PA USD 234399.80000000 0.035176961810 Long LON CORP US N 2 2025-08-27 Floating 3.63409000 N N N N N N Ultimate Software Group, Inc. 529900FKHWSTQ1GXK240 Ultimate Software Group, Inc., First Lien Term Loan 90385KAB7 1802025.90000000 PA USD 1757876.27000000 0.263808870218 Long LON CORP US N 2 2026-05-04 Floating 4.75600000 N N N N N N Al Aqua Merger Sub, Inc. 5493005QMH1D47U26R45 Al Aqua Merger Sub, Inc., Term Loan 00132UAG9 6125045.94000000 PA USD 5841762.57000000 0.876687859080 Long LON CORP US N 2 2028-07-31 Floating 4.54459000 N N N N N N CommScope, Inc. 549300Z6K4JXMFE8QY54 CommScope, Inc. 203372AX5 543000.00000000 PA USD 481695.30000000 0.072289213439 Long DBT CORP US N 2 2029-09-01 Fixed 4.75000000 N N N N N N Altice France S.A. 5493001ZMCICV4N02J21 Altice France S.A. 02156LAC5 594000.00000000 PA USD 529711.38000000 0.079495106159 Long DBT CORP FR N 2 2028-01-15 Fixed 5.50000000 N N N N N N iHeartCommunications, Inc. 54930076J6KDZL504O62 iHeartCommunications, Inc. 45174HBG1 322000.00000000 PA USD 290786.93000000 0.043639118854 Long DBT CORP US N 2 2028-01-15 Fixed 4.75000000 N N N N N N Acacium Group 259400LN2RY29XJ6PM24 Acacium Group, Term Loan N/A 515668.41000000 PA 657916.03000000 0.098735097307 Long LON CORP GB N 3 2028-05-19 Floating 6.18840000 N N N N N N PetSmart LLC N/A PetSmart LLC, First Lien Term Loan B 71677HAL9 7850371.24000000 PA USD 7400937.49000000 1.110677122794 Long LON CORP US N 2 2028-02-11 Floating 4.50000000 N N N N N N Checkout Holding Corp. 5493000F1R60SFVQY311 Checkout Holding Corp., First Lien Term Loan 14886MAM3 248893.35000000 PA USD 217781.68000000 0.032683039151 Long LON CORP US Y 2 2023-02-15 Floating 8.55957000 N N N N N N Lightning Finco Ltd. N/A Lightning Finco Ltd., Term Loan B-2 N/A 2097033.94000000 PA USD 2058658.22000000 0.308947966618 Long LON CORP GB N 3 2028-09-01 Floating 6.50000000 N N N N N N Naked Juice LLC 549300Y5TU1XQ1KVLJ64 Naked Juice LLC, Second Lien Term Loan 62984CAB9 1519405.92000000 PA USD 1471924.49000000 0.220895374367 Long LON CORP US N 2 2030-01-20 Floating 6.50000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 CSC Holdings LLC, Incremental Term Loan 64072UAH5 1295.32000000 PA USD 1230.55000000 0.000184671703 Long LON CORP US N 2 2026-01-15 Floating 3.12471000 N N N N N N N/A N/A Commercial Barge Line Co., Wts., expiring 04/27/2045 N/A 8470.00000000 NS USD 182105.00000000 0.027328950922 N/A DE N/A Y 2 Commercial Barge Line Co. N/A Call Purchased Commercial Barge Line Co Commercial Barge Line Co. 1.00000000 0 USD 2099-12-31 XXXX -522736.51000000 N N N McDermott International Ltd. N/A McDermott International Ltd. 58004K109 1066050.00000000 NS USD 638030.93000000 0.095750890822 Long EC CORP US N 3 N N N Libbey Glass, Inc. A7JTTZYG0P336HI4K290 Libbey Glass, Inc. N/A 5540.51000000 NS USD 681482.73000000 0.102271810674 Long EC CORP US Y 3 N N N CenturyLink, Inc. 8M3THTGWLTYZVE6BBY25 CenturyLink, Inc., Term Loan B 15669GAH7 3489.12000000 PA USD 3286.31000000 0.000493184726 Long LON CORP US N 2 2027-03-15 Floating 3.30957000 N N N N N N Eastern Power LLC 5493000R3E1L1VM1V279 Eastern Power LLC, Term Loan 87264NAB3 4412208.88000000 PA USD 3167701.24000000 0.475384814946 Long LON CORP US N 2 2025-10-02 Floating 4.75600000 N N N N N N Pretium Packaging N/A Pretium Packaging, Second Lien Term Loan B 74142KAH2 325132.10000000 PA USD 288824.60000000 0.043344627103 Long LON CORP US N 2 2029-10-01 Floating 7.63343000 N N N N N N American Commercial Barge Line Holding Corp. N/A American Commercial Barge Line Holding Corp., Series B, Wts., expiring 04/30/2045 00085Q183 221672.00000000 NS USD 93902.70000000 0.014092212074 Long EC CORP US N 2 N N N Delta Topco, Inc. N/A Delta Topco, Inc., First Lien Term Loan 24780DAC1 1827472.96000000 PA USD 1724348.66000000 0.258777298277 Long LON CORP US N 2 2027-12-01 Floating 4.50000000 N N N N N N Columbus Capital B.V. 549300RTLEY50LVEW969 Columbus Capital B.V., Term Loan B N2109JAF6 1000000.00000000 PA 971562.73000000 0.145804838782 Long LON CORP NL Y 2 2027-02-27 Floating 3.75000000 N N N N N N Fitness International LLC N/A Fitness International LLC, Term Loan B 33818XAH3 1655334.04000000 PA USD 1481391.54000000 0.222316118140 Long LON CORP US N 2 2025-04-18 Floating 4.25600000 N N N N N N Financiere Pax S.A.S. N/A Financiere Pax S.A.S., Term Loan B N/A 2172146.54000000 PA 2016004.32000000 0.302546789606 Long LON CORP ES N 2 2026-07-01 Floating 4.75000000 N N N N N N Hertz Corp. (The) 549300PD0C69OJ0NLB27 Hertz Corp. (The), Term Loan B 42804VBB6 405.84000000 PA USD 392.27000000 0.000058868935 Long LON CORP US N 2 2028-06-30 Floating 4.61990000 N N N N N N Riverbed Technology, Inc. XWT9B0BASIY6FJ5R7M02 Riverbed Technology, Inc. B10930B99 13234.00000000 NS USD 117120.90000000 0.017576625178 Long EC CORP US N 2 N N N DXP Enterprises, Inc. 8HH9SCFWHN29ZIEWIE93 DXP Enterprises, Inc., Term Loan 23338DAP1 1121975.21000000 PA USD 1101869.41000000 0.165360286808 Long LON CORP US N 2 2027-12-16 Floating 5.80957000 N N N N N N Very Group Funding PLC (The) 9845005CC91D50AF8202 Very Group Funding PLC (The) BQ7202352 1844000.00000000 PA 1963229.79000000 0.294626784443 Long DBT CORP GB N 2 2026-08-01 Fixed 6.50000000 N N N N N N American Airlines, Inc. IWUQB36BXD6OWD6X4T14 American Airlines, Inc., Term Loan B 02376CBA2 169197.00000000 PA USD 166320.65000000 0.024960154203 Long LON CORP US N 2 2023-12-15 Floating 3.44370000 N N N N N N Kirk Beauty One GmbH N/A Kirk Beauty One GmbH, Term Loan B-1 N/A 357762.84000000 PA 344656.62000000 0.051723477406 Long LON CORP DE N 2 2026-04-08 Floating 5.50000000 N N N N N N Invictus Media S.L.U. 549300UHNTWQ62CHRT96 Invictus Media S.L.U., Term Loan A-1 N/A 1485512.10000000 PA 1546928.35000000 0.232151390451 Long LON CORP CN N 2 2024-06-26 Floating 4.00000000 N N N N N N HotelBeds 213800OWSFFQ8A3HSD42 HotelBeds, Term Loan B BL2554998 4860271.33000000 PA 4628973.94000000 0.694681648658 Long LON CORP GB N 2 2025-09-12 Floating 4.25000000 N N N N N N Invictus Media S.L.U. 549300UHNTWQ62CHRT96 Invictus Media S.L.U., Term Loan B-1 BL2710749 2233626.95000000 PA 2308588.02000000 0.346455554210 Long LON CORP CN N 2 2025-06-26 Floating 4.75000000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 6393.66000000 0.000959512481 N/A DFE N/A N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 1000000.00000000 EUR 1081452.40000000 USD 2022-06-30 6393.66000000 N N N Keter Group B.V. N/A Keter Group B.V., Term Loan B-5 N/A 613408.19000000 PA 614485.54000000 0.092217375499 Long LON CORP NL N 2 2023-10-31 Floating 5.25000000 N N N N N N Form Technologies LLC X7KHAIMGSSPZ1XIJIL51 Form Technologies LLC, Term Loan 34634FAC3 1141004.41000000 PA USD 1083954.19000000 0.162671705120 Long LON CORP US N 3 2025-10-22 Floating 10.50643000 N N N N N N CCI Buyer, Inc. 254900TMV7DAFRQALU04 CCI Buyer, Inc., Term Loan 12510EAC1 6197525.75000000 PA USD 5963197.30000000 0.894911871471 Long LON CORP US N 2 2027-12-13 Floating 4.75000000 N N N N N N Royal Caribbean Cruises K2NEH8QNVW44JIWK7Z55 Royal Caribbean Cruises, Revolver Loan 78015EAD0 4152846.35000000 PA USD 3675269.02000000 0.551556775901 Long LON CORP LR N 3 2024-04-05 Floating 2.26160000 N N N N N N Unified Womens Healthcare L.P. N/A Unified Womens Healthcare L.P., Term Loan B 90470RAC6 3206702.70000000 PA USD 3086451.35000000 0.463191441583 Long LON CORP US N 2 2027-12-20 Floating 5.31157000 N N N N N N Sherwood Financing PLC 259400SSZWSSPNYW7K08 Sherwood Financing PLC BS1022166 1652000.00000000 PA 1715865.67000000 0.257504234839 Long DBT CORP GB N 2 2027-11-15 Floating 4.62500000 N N N N N N International SOS L.P. N/A International SOS L.P., Term Loan B 46033XAB7 1027156.73000000 PA USD 996342.03000000 0.149523530052 Long LON CORP LU N 3 2028-09-07 Floating 4.81250000 N N N N N N Altadia 2549002YRAU2V4QQW367 Altadia, Term Loan B BL3852599 328122.97000000 PA 327598.46000000 0.049163516848 Long LON CORP ES N 2 2029-02-17 Floating 4.75000000 N N N N N N Diamond Sports Holdings, LLC 5493002K6DHWNZH8YA34 Diamond Sports Holdings, LLC, Second Lien Term Loan 25277BAG3 2137277.64000000 PA USD 660953.11000000 0.099190879467 Long LON CORP US N 2 2026-08-24 Floating 4.09163000 N N N N N N Patriot Container Corp. 549300V4U8NYJ3YQD526 Patriot Container Corp., First Lien Term Loan 40435YAB2 803397.28000000 PA USD 729585.15000000 0.109490660653 Long LON CORP US N 2 2025-03-20 Floating 4.75000000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 1695.32000000 0.000254420894 N/A DFE N/A N 2 The Toronto-Dominion Bank PT3QB789TSUIDF371261 38895.57000000 GBP 50713.14000000 USD 2022-06-30 1695.32000000 N N N Crosby US Acquisition Corp. 549300V5HSWHDNVOWE35 Crosby US Acquisition Corp., Term Loan B 22739PAH9 482926.07000000 PA USD 471256.16000000 0.070722585698 Long LON CORP US N 2 2026-06-27 Floating 5.71071000 N N N N N N Colorado Buyer, Inc. N/A Colorado Buyer, Inc., First Lien Incremental Term Loan 19633FAF8 2256938.68000000 PA USD 2189230.52000000 0.328543276898 Long LON CORP US N 2 2024-05-01 Floating 5.00000000 N N N N N N Ortho-Clinical Diagnostics, Inc. 222100N2EDW8BU5UUT55 Ortho-Clinical Diagnostics, Inc., Term Loan L7300KAJ3 56630.03000000 PA USD 56333.57000000 0.008454119161 Long LON CORP LU N 2 2025-06-30 Floating 3.83171000 N N N N N N Sportradar Capital 2221008U8QVR5O49UC48 Sportradar Capital, Term Loan L8680XAB0 390672.83000000 PA 408397.38000000 0.061289212020 Long LON CORP CH N 2 2027-11-22 Floating 3.50000000 N N N N N N McDermott International Ltd. 54930004RAXI4B3L4752 McDermott International Ltd., LOC N/A 3644502.99000000 PA USD 3034048.74000000 0.455327251380 Long LON CORP US N 2 2024-06-30 Floating 4.75000000 N N N N N N ASP LS Acquisition Corp. N/A ASP LS Acquisition Corp., Incremental Term Loan B 51809EAB1 469539.24000000 PA USD 448409.97000000 0.067294001062 Long LON CORP US N 2 2028-05-07 Floating 5.25000000 N N N N N N Libbey Glass, Inc. A7JTTZYG0P336HI4K290 Libbey Glass, Inc. N/A 12972.00000000 NS USD 223767.00000000 0.033581271031 Long EC CORP US Y 2 N N N Valeo Foods (Jersey) Ltd. 259400O9OX5WFOBC8C47 Valeo Foods (Jersey) Ltd., Term Loan B N/A 744997.11000000 PA 874619.74000000 0.131256362815 Long LON CORP GB N 2 2028-06-28 Floating 5.69060000 N N N N N N Live Nation Entertainment, Inc. 5493007B9BM9ZXJINO78 Live Nation Entertainment, Inc., Term Loan B-4 53803HAM2 418.25000000 PA USD 403.09000000 0.000060492720 Long LON CORP US N 2 2026-10-19 Floating 1.87500000 N N N N N N Nautilus Power LLC UU3WE4QD17GA2LF0I609 Nautilus Power LLC, Term Loan 63909UAB9 2080594.24000000 PA USD 1714243.21000000 0.257260748226 Long LON CORP US N 2 2024-05-16 Floating 5.30957000 N N N N N N Crown Finance US, Inc. N/A Crown Finance US, Inc., Term Loan 22834KAC5 642567.97000000 PA 478913.66000000 0.071871765796 Long LON CORP GB N 2 2025-02-28 Floating 2.62500000 N N N N N N Zayo Group, LLC 529900Z6OTS7RT0V0I47 Zayo Group, LLC, Incremental Term Loan 98919XAE1 3944826.03000000 PA USD 3793206.64000000 0.569255968284 Long LON CORP US N 2 2027-03-09 Floating 5.28410000 N N N N N N NAS, LLC N/A NAS, LLC, Term Loan N/A 8403914.40000000 PA USD 8420722.23000000 1.263718758726 Long LON CORP US N 3 2024-06-03 Floating 7.50000000 N N N N N N Deuce Finco PLC 9845007DA2BC863E8437 Deuce Finco PLC BP8782586 372000.00000000 PA 402517.02000000 0.060406731749 Long DBT CORP GB N 2 2027-06-15 Fixed 5.50000000 N N N N N N Tank Holding Corp. N/A Tank Holding Corp., Term Loan 87583FAN8 6363311.79000000 PA USD 6204229.00000000 0.931084099033 Long LON CORP US N 3 2028-03-31 Floating 7.13409000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 371371.48000000 0.055732642986 N/A DFE N/A N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 26657418.63000000 EUR 29029662.31000000 USD 2022-06-30 371371.48000000 N N N Aruba Investments, Inc. 254900GMIYFF4FZ0A357 Aruba Investments, Inc., First Lien Term Loan 04317JAB4 624984.49000000 PA USD 598163.28000000 0.089767853287 Long LON CORP US N 2 2027-11-24 Floating 4.50000000 N N N N N N McDermott International Ltd. N/A McDermott International Ltd., LOC N/A 1619618.90000000 PA USD 1352381.78000000 0.202955302130 Long LON CORP US N 3 2024-06-30 Floating 4.21438000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 6331.60000000 0.000950198982 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 338166.25000000 USD 320445.61000000 EUR 2022-06-30 6331.60000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 558.32000000 0.000083788473 N/A DFE N/A N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 650053.59000000 USD 604210.00000000 EUR 2022-07-29 558.32000000 N N N Icebox Holdco III, Inc. 254900DLB65AKI8CQ466 Icebox Holdco III, Inc., Delayed Draw Term Loan 45114NAD9 335241.60000000 PA USD 319894.24000000 0.048007325364 Long LON CORP US N 2 2028-12-22 Floating 4.72360000 N N N N N N Mold-Rite Plastics LLC N/A Mold-Rite Plastics LLC, Term Loan B 91889CAB4 628298.75000000 PA USD 603166.80000000 0.090518743996 Long LON CORP US N 3 2028-10-04 Floating 5.21986000 N N N N N N Carriage Purchaser, inc. N/A Carriage Purchaser, inc., Term Loan B 14445BAB5 1657957.27000000 PA USD 1572986.96000000 0.236062070958 Long LON CORP US N 2 2028-09-30 Floating 5.30957000 N N N N N N Sharp Midco LLC N/A Sharp Midco LLC, Term Loan B 81989LAC2 411365.42000000 PA USD 400052.87000000 0.060036930620 Long LON CORP US N 3 2028-12-15 Floating 5.00600000 N N N N N N APCOA Parking Holdings GmbH 529900H8FIYAOV5FUW68 APCOA Parking Holdings GmbH BQ4821790 450000.00000000 PA 468930.66000000 0.070373592121 Long DBT CORP DE N 2 2027-01-15 Floating 5.00000000 N N N N N N Fender Musical Instruments Corp. 549300G8G1R16J8L5Q60 Fender Musical Instruments Corp., Term Loan B 31446UAN0 653123.76000000 PA USD 621283.98000000 0.093237634323 Long LON CORP US N 2 2028-11-17 Floating 4.89459000 N N N N N N Altice France S.A. 5493001ZMCICV4N02J21 Altice France S.A. 02156LAH4 554000.00000000 PA USD 481625.44000000 0.072278729375 Long DBT CORP FR N 2 2029-10-15 Fixed 5.50000000 N N N N N N CommerceHub, Inc. 549300V3JZOSIRXFRG67 CommerceHub, Inc., Term Loan B 20084XAF1 1651548.24000000 PA USD 1527682.12000000 0.229263060778 Long LON CORP US N 2 2028-01-01 Floating 5.00600000 N N N N N N Fugue Finance B.V. 254900LPOM3DXTS8SI47 Fugue Finance B.V., Incremental Term Loan N/A 450414.88000000 PA 462881.10000000 0.069465719584 Long LON CORP NL N 2 2024-08-30 Floating 3.25000000 N N N N N N KKR Apple Bidco LLC 2549001SCJD3WEYJFM53 KKR Apple Bidco LLC, Second Lien Term Loan 48254EAE1 384488.00000000 PA USD 375837.02000000 0.056402797696 Long LON CORP US N 2 2029-09-21 Floating 6.80957000 N N N N N N American Airlines, Inc. IWUQB36BXD6OWD6X4T14 American Airlines, Inc., Term Loan 02376CBB0 2390609.15000000 PA USD 2203101.72000000 0.330624962432 Long LON CORP US N 2 2025-06-27 Floating 2.77300000 N N N N N N Samson Investment Co. EE5W18H3TVA53PMLNG63 Samson Investment Co., Class A 931GSK906 132022.00000000 NS USD 82513.75000000 0.012383043981 Long EC CORP US N 3 N N N Dynasty Acquisition Co., Inc. 549300L1RCRPOAUCB870 Dynasty Acquisition Co., Inc., Term Loan B-1 26812CAE6 3388811.15000000 PA USD 3222556.07000000 0.483617015913 Long LON CORP US N 2 2026-04-08 Floating 4.50600000 N N N N N N Intelsat Jackson Holdings S.A. 8XJ8KF85PBKK1TLMFN29 Intelsat Jackson Holdings S.A., Term Loan B L5137LAQ8 8657868.81000000 PA USD 8190949.95000000 1.229236260367 Long LON CORP LU N 2 2029-01-27 Floating 4.91953000 N N N N N N Leather 2 S.p.A. 815600BEB19DD60A6116 Leather 2 S.p.A. BR4162748 362000.00000000 PA 338801.41000000 0.050844771458 Long DBT CORP IT N 2 2028-09-30 Floating 4.50000000 N N N N N N Bally's Corp. 549300NS4D5IK406VT62 Bally's Corp., Term Loan B 05875CAB0 1938568.04000000 PA USD 1863894.40000000 0.279719275048 Long LON CORP US N 2 2028-10-02 Floating 4.05000000 N N N N N N Summit Behavioral Healthcare, LLC 254900QVBD0VL3INID05 Summit Behavioral Healthcare, LLC, First Lien Term Loan 86602KAB2 2532772.05000000 PA USD 2444125.03000000 0.366795930885 Long LON CORP US N 3 2028-11-24 Floating 6.25643000 N N N N N N Vue International Bidco PLC 2138002KEV3Y56IJTC64 Vue International Bidco PLC, Term Loan B-1 G9420PAC4 2344777.59000000 PA 1995903.79000000 0.299530253004 Long LON CORP GB N 2 2026-07-03 Floating 4.75000000 N N N N N N Serta Simmons Bedding LLC 549300M4F4V4WFPNI116 Serta Simmons Bedding LLC, First Lien Term Loan 81753HAF8 1179787.75000000 PA USD 1168343.81000000 0.175336265585 Long LON CORP US N 2 2023-08-10 Floating 8.50000000 N N N N N N Southcross Energy Partners L.P. N/A Southcross Energy Partners L.P. N/A 64960.00000000 NS USD 1948.80000000 0.000292461269 Long EC CORP US Y 2 N N N Fluidra, S.A. 9598001EJ2RDDXG5CK22 Fluidra, S.A., Term Loan B 98975VAM8 356067.87000000 PA USD 348611.81000000 0.052317042621 Long LON CORP ES N 2 2029-01-31 Floating 2.80036000 N N N N N N Dakota Holding Corp. 549300FDREJLOIGXY104 Dakota Holding Corp., Second Lien Term Loan 24440EAG2 120509.02000000 PA USD 118249.48000000 0.017745993990 Long LON CORP US N 2 2028-04-07 Floating 7.80957000 N N N N N N Colorado Buyer, Inc. N/A Colorado Buyer, Inc., Term Loan 19633FAD3 612.72000000 PA USD 591.66000000 0.000088791889 Long LON CORP US N 2 2024-05-01 Floating 4.00000000 N N N N N N Altice Financing S.A. 549300DIYGW8HVDF7Q17 Altice Financing S.A. ZP3544795 423000.00000000 PA 385889.09000000 0.057911336878 Long DBT CORP LU Y 2 2028-01-15 Fixed 3.00000000 N N N N N N McDermott International Ltd. N/A McDermott International Ltd., Term Loan N5200EAC5 159462.85000000 PA USD 101657.57000000 0.015256004730 Long LON CORP NL N 2 2024-06-30 Floating 4.05957000 N N N N N N 2022-06-30 Invesco Senior Income Trust Sheri Morris Sheri Morris President XXXX NPORT-EX 2 edgar.htm HTML

Consolidated Schedule of Investments

May 31, 2022

(Unaudited)

 

      Interest
Rate		      Maturity
Date		    

Principal

Amount

(000)(a)

     Value

Variable Rate Senior Loan Interests–135.11%(b)(c)

         

Aerospace & Defense–8.34%

          

Boeing Co., Revolver Loan (d)(e)

     0.00%        10/30/2022       $      16,085     $   15,964,768

CEP IV Investment 16 S.a.r.l. (ADB Safegate) (Luxembourg), Term Loan B (3 mo. EURIBOR + 3.50%)

      3.50%        10/03/2024     EUR 1,414     1,414,188

Dynasty Acquisition Co., Inc.

          

Term Loan B-1 (1 mo. USD LIBOR + 3.50%)

      4.51%        04/08/2026       3,389     3,222,556

Term Loan B-2 (1 mo. USD LIBOR + 3.50%)

      4.51%        04/08/2026       1,820     1,731,140

FDH Group Acquisition, Inc., Term Loan A (3 mo. USD LIBOR + 7.00%)(d)

     8.00%        04/01/2024       22,235     21,786,194

Gogo Intermediate Holdings LLC, Term Loan B (1 mo. USD LIBOR + 3.75%)

      4.99%        04/30/2028       1,339     1,297,010

Greenrock Finance, Inc.

          

Delayed Draw Term Loan B(e)

     0.00%        04/12/2029       200     192,961

Term Loan B (Term SOFR + 4.25%)

      5.39%        04/12/2029       433     418,082

IAP Worldwide Services, Inc.

          

Revolver Loan(d)(e)

     0.00%        07/18/2023       1,794     1,794,337

Second Lien Term Loan (3 mo. USD LIBOR + 6.50%)(d)

     8.00%        07/18/2023       1,759     1,759,004

KKR Apple Bidco LLC

          

First Lien Term Loan (1 mo. USD LIBOR + 3.00%)

      4.06%        09/22/2028       160     154,017

Second Lien Term Loan (1 mo. USD LIBOR + 5.75%)

      6.81%        09/21/2029       385     375,837

Peraton Corp., Second Lien Term Loan (1 mo. USD LIBOR + 7.75%)

      8.59%        02/01/2029       2,400     2,314,043

Propulsion (BC) Finco S.a.r.l. (Spain), Term Loan B(d)(f)

     -        02/10/2029       740     721,183

Spirit AeroSystems, Inc., Term Loan B (1 mo. USD LIBOR + 3.75%)

      4.81%        01/15/2025       1,865     1,824,176

Vectra Co., First Lien Term Loan (3 mo. USD LIBOR + 3.25%)

      4.31%        03/08/2025       785     615,878
                              55,585,374

Air Transport–5.91%

          

AAdvantage Loyalty IP Ltd., Term Loan B (1 mo. USD LIBOR + 4.75%)

      5.81%        04/20/2028       6,359     6,355,275

Air Canada (Canada), Term Loan B (1 mo. USD LIBOR + 3.50%)

      4.25%        08/11/2028       2,237     2,187,649

American Airlines, Inc.

          

Term Loan (3 mo. USD LIBOR + 1.75%)

      2.77%        06/27/2025       2,391     2,203,102

Term Loan B (3 mo. USD LIBOR + 2.00%)

      2.84%        12/15/2023       169     166,321

eTraveli Group (Sweden), Term Loan B-1 (3 mo. EURIBOR + 4.50%)

      4.50%        08/02/2024     EUR 655     700,114

PrimeFlight Aviation Services, Inc.

          

Delayed Draw Term Loan (1 mo. USD LIBOR + 6.25%)(d)

     7.25%        05/09/2024       2,892     2,891,807

Incremental Delayed Draw Term Loan (1 mo. USD LIBOR + 6.25%)(d)

     7.25%        05/09/2024       8,340     8,339,909

Term Loan (1 mo. USD LIBOR + 6.25%)(d)

     7.25%        05/09/2024       8,676     8,675,976

United Airlines, Inc., Term Loan B (1 mo. USD LIBOR + 3.75%)

      4.71%        04/21/2028       5,846     5,715,606

WestJet Airlines Ltd. (Canada), Term Loan B (3 mo. USD LIBOR + 3.00%)

      5.00%        12/11/2026       2,301     2,153,082
                              39,388,841

Automotive–6.18%

          

Autokiniton US Holdings, Inc., Term Loan B (1 mo. USD LIBOR + 4.50%)

      5.35%        04/06/2028       4,063     3,869,621

BCA Marketplace (United Kingdom)

          

Second Lien Term Loan B (1 mo. SONIA + 7.50%)

      7.94%        07/30/2029     GBP 800     944,650

Term Loan B (6 mo. SONIA + 4.75%)

      4.95%        06/30/2028     GBP 305     356,004

Highline Aftermarket Acquisition LLC, Term Loan (1 mo. USD LIBOR + 4.50%)

      5.51%        11/09/2027       2,555     2,399,612

Mavis Tire Express Services TopCo L.P., Term Loan B (1 mo. USD LIBOR + 4.00%)

      5.00%        05/01/2028       4,278     4,111,982

Muth Mirror Systems LLC

          

Revolver Loan(d)(e)

     0.00%        04/23/2025       1,523     1,457,320

Term Loan (3 mo. USD LIBOR + 6.75%)(d)

     7.75%        04/23/2025       17,449     16,698,154

PowerStop LLC, Term Loan B (1 mo. USD LIBOR + 4.75%)(d)

     5.99%        01/24/2029       1,209     1,064,182

Superior Industries International, Inc., Term Loan (3 mo. USD LIBOR + 4.00%)

      5.06%        05/22/2024       800     780,803

Transtar Industries, Inc.

          

Delayed Draw Term Loan
(Acquired 01/22/2021; Cost $1,117,521)(d)(e)(g)

     0.00%        01/22/2027       1,136     1,141,599

Delayed Draw Term Loan (3 mo. USD LIBOR + 7.00%)(d)

     8.24%        01/22/2027       8,095     8,135,901

 

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

Automotive–(continued)

            

Winter Park Intermediate, Inc., Term Loan B (1 mo. USD LIBOR + 4.50%)

      5.43%        05/11/2028            $              302      $          251,613
                                41,211,441

Beverage & Tobacco–2.23%

            

AI Aqua Merger Sub, Inc.

            

Delayed Draw Term Loan(f)

     -        07/31/2028        594      565,432

Incremental Term Loan(f)

     -        07/30/2028        2,612      2,487,899

Term Loan B (Term SOFR + 3.75%)

      4.54%        07/31/2028        6,125      5,841,762

Arctic Glacier U.S.A., Inc., Term Loan (3 mo. USD LIBOR + 3.50%)

      4.51%        03/20/2024        1,151      1,006,073

City Brewing Co. LLC, Term Loan B (1 mo. USD LIBOR + 3.50%)

      4.47%        03/31/2028        2,701      2,525,821

Naked Juice LLC, Second Lien Term Loan(f)

     -        01/20/2030        1,519      1,471,924

Waterlogic Holdings Ltd. (United Kingdom), Term Loan B (1 mo. USD LIBOR + 4.75%)

      5.76%        08/17/2028        965      947,162
                                14,846,073

Brokers, Dealers & Investment Houses–0.01%

            

AqGen Island Intermediate Holdings, Inc., Second Lien Term Loan B (f)

     -        08/05/2029        39      37,532

Building & Development–1.55%

            

Brookfield Retail Holdings VII Sub 3 LLC, Term Loan B (3 mo. USD LIBOR + 2.50%)

      3.63%        08/27/2025        244      234,400

Fluidra (Spain), Term Loan B (Term SOFR + 2.00%)

      3.13%        01/29/2029        356      348,612

Icebox Holdco III, Inc.

            

Delayed Draw Term Loan(e)

     0.00%        12/22/2028        335      319,894

Second Lien Term Loan (1 mo. USD LIBOR + 6.75%)

      7.76%        12/21/2029        593      564,456

Term Loan B (1 mo. USD LIBOR + 3.75%)

      4.76%        12/22/2028        1,620      1,546,155

LBM Holdings LLC, Term Loan(f)

     -        12/17/2027        37      34,352

LHS Borrow LLC (Leaf Home Solutions), Term Loan B(d)(f)

     -        02/16/2029        2,578      2,242,949

Mayfair Mall LLC, Term Loan(d)(f)

     -        04/20/2023        1,183      1,085,167

Modulaire (United Kingdom), Term Loan B (3 mo. EURIBOR + 4.50%)

      4.50%        10/08/2028      EUR 425      430,849

Oldcastle BuildingEnvelope, Inc., Term Loan B(f)

     -        04/29/2029        2,287      2,099,562

TAMKO Building Products LLC, Term Loan (1 mo. USD LIBOR + 3.00%)

      4.57%        05/29/2026        288      278,580

Werner FinCo L.P., Term Loan (3 mo. USD LIBOR + 4.00%)(d)

     5.01%        07/24/2024        1,192      1,144,227
                                10,329,203

Business Equipment & Services–15.73%

            

Aegion Corp., Term Loan B (1 mo. USD LIBOR + 4.75%)(d)

     5.64%        05/17/2028        854      823,162

AutoScout24 (Speedster Bidco GmbH) (Germany), Second Lien Term Loan (3 mo. EURIBOR + 6.00%)

      6.00%        03/31/2028      EUR 259      267,023

Blucora, Inc., Term Loan (1 mo. USD LIBOR + 4.00%)

      5.01%        05/22/2024        1,694      1,668,938

Camelot Finance L.P., Term Loan (1 mo. USD LIBOR + 3.00%)

      4.06%        10/30/2026        62      59,649

Checkout Holding Corp.

            

PIK Term Loan, 9.50% PIK Rate, 1.87% Cash Rate
(Acquired 02/15/2019-03/28/2022; Cost $4,160)(g)(h)

     9.50%        08/15/2023        5      1,721

Term Loan (3 mo. USD LIBOR + 7.50%)
(Acquired 02/15/2019; Cost $248,462)(g)

     8.50%        02/15/2023        249      217,782

Cimpress USA, Inc., Term Loan B (1 mo. USD LIBOR + 3.50%)

      4.56%        05/17/2028        1,299      1,239,011

Constant Contact

            

Second Lien Term Loan (1 mo. USD LIBOR + 7.50%)

      8.51%        02/15/2029        1,411      1,378,313

Term Loan B (1 mo. USD LIBOR + 4.00%)

      5.01%        02/10/2028        773      739,823

CRCI Longhorn Holdings, Inc., Second Lien Term Loan (3 mo. USD LIBOR + 7.25%)

      8.26%        08/08/2026        106      103,282

Creation Technologies, Inc., Term Loan B (1 mo. USD LIBOR + 5.50%)(d)

     6.46%        10/05/2028        1,371      1,295,883

CV Intermediate Holdco Corp.

            

Delayed Draw Term Loan(d)(f)

     -        03/31/2026        7,967      7,958,260

Revolver Loan (3 mo. USD LIBOR + 5.75%)(d)

     6.75%        03/31/2026        177      176,403

Revolver Loan(d)(e)

     0.00%        03/31/2026        1,001      999,619

Term Loan B (3 mo. USD LIBOR + 5.75%)(d)

     6.81%        03/31/2026        7,867      7,858,767

Dakota Holding Corp.

            

First Lien Term Loan (Term SOFR+ 3.75%)

      4.78%        04/09/2027        995      959,060

Second Lien Term Loan (1 mo. USD LIBOR + 6.75%)

      7.81%        04/07/2028        120      118,249

 

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)

            

Dun & Bradstreet Corp. (The)

            

Revolver Loan(d)(e)

     0.00%        09/11/2025            $           3,577      $     3,365,557

Term Loan (1 mo. USD LIBOR + 3.25%)

      4.27%        02/06/2026        480      466,531

Garda World Security Corp. (Canada)

            

Incremental Term Loan(f)

     -        02/11/2029        1,839      1,732,578

Term Loan (1 mo. USD LIBOR + 4.25%)

      5.26%        10/30/2026        3,005      2,831,603

GI Revelation Acquisition LLC, First Lien Term Loan (1 mo. USD LIBOR + 4.00%)

      5.06%        05/12/2028        5,139      4,889,473

Grandir (France)

            

Delayed Draw Term Loan (3 mo. EURIBOR + 4.25%)

      4.25%        10/21/2028      EUR 65      67,725

Term Loan B-1(f)

     -        10/21/2028      EUR 388      406,348

Holding Socotec (France), Term Loan B (1 mo. USD LIBOR + 4.25%)(d)

     5.26%        06/30/2028        928      900,610

I-Logic Tech Bidco Ltd. (United Kingdom), First Lien Term Loan B (3 mo. EURIBOR + 4.00%)

      4.00%        02/16/2028      EUR 258      266,913

INDIGOCYAN Midco Ltd. (Jersey), Term Loan B (SONIA + 4.75%)

      5.81%        06/23/2024      GBP 3,566      4,246,660

ION Trading Technologies S.a.r.l. (Luxembourg), Term Loan B (3 mo. EURIBOR + 4.25%)

      4.25%        04/01/2028      EUR 410      424,085

Karman Buyer Corp., Term Loan (1 mo. USD LIBOR + 4.50%)

      5.56%        10/28/2027        3,976      3,717,013

Lamark Media Group LLC

            

Delayed Draw Term Loan(d)(e)

     0.00%        10/14/2027        1,630      1,595,078

Revolver Loan (3 mo. EURIBOR + 5.75%)(d)

     7.15%        10/14/2027        489      478,524

Revolver Loan(d)(e)

     0.00%        10/14/2027        598      584,862

Term Loan B (3 mo. EURIBOR + 5.75%)(d)

     6.75%        10/14/2027        7,587      7,425,090

Monitronics International, Inc.

            

Term Loan (1 mo. USD LIBOR + 7.50%)

      8.75%        03/29/2024        8,592      5,649,026

Term Loan (1 mo. USD LIBOR + 6.00%)

      7.50%        07/03/2024        5,446      5,459,298

NAS LLC

            

Incremental Term Loan (3 mo. EURIBOR + 6.50%)(d)

     7.50%        06/03/2024        3,413      3,420,173

Revolver Loan (3 mo. EURIBOR + 6.50%)(d)

     0.50%        06/03/2024        172      172,739

Revolver Loan(d)(e)

     0.00%        06/01/2024        689      690,955

Term Loan (3 mo. EURIBOR + 6.50%)(d)

     7.50%        06/03/2024        8,404      8,420,722

OCM System One Buyer CTB LLC, Term Loan (1 mo. USD LIBOR + 4.00%)(d)

     4.75%        03/02/2028        1,315      1,259,157

Orchid Merger Sub II LLC, Term Loan B(d)(f)

     -        07/27/2027        3,205      3,140,548

Protect America

            

Revolver Loan(d)(f)

     -        09/01/2024        2,275      2,173,153

Revolver Loan(d)(e)

     0.00%        09/01/2024        103      98,267

Skillsoft Corp., Term Loan B (Term SOFR + 4.75%)

      6.19%        07/14/2028        2,556      2,460,990

Solera, Term Loan B (SONIA + 5.25%)

      6.19%        06/05/2028      GBP 415      499,930

Spin Holdco, Inc., Term Loan B (1 mo. USD LIBOR + 4.00%)

      4.75%        03/04/2028        6,450      6,169,316

Sportradar Capital (Switzerland), Term Loan (3 mo. EURIBOR + 3.50%)

      3.50%        11/22/2027      EUR 391      408,397

Thermostat Purchaser III, Inc.

            

First Lien Delayed Draw Term Loan (1 mo. USD LIBOR + 4.50%)(d)

     5.25%        08/31/2028        8      7,891

First Lien Delayed Draw Term Loan(d)(e)

     0.00%        08/31/2028        31      29,590

Term Loan B (1 mo. USD LIBOR + 4.50%)(d)

     6.07%        08/30/2028        791      761,322

Thevelia (US) LLC, First Lien Term Loan B(f)

     -        02/10/2029        1,473      1,420,637

UnitedLex Corp., Term Loan (1 mo. USD LIBOR + 5.75%)(d)

     6.68%        03/20/2027        883      874,240

Virtusa Corp.

            

Incremental Term Loan B(f)

     -        02/08/2029        391      372,763

Term Loan (1 mo. USD LIBOR + 3.75%)

      4.81%        02/11/2028        1,095      1,042,894

WebHelp (France), Term Loan B (1 mo. USD LIBOR + 4.00%)

      4.25%        08/04/2028        1,049      1,033,526
                                104,829,129

Cable & Satellite Television–3.82%

            

Altice Financing S.A. (Luxembourg), Term Loan (3 mo. USD LIBOR + 2.75%)

      3.79%        07/15/2025        468      447,803

CSC Holdings LLC

            

Incremental Term Loan (3 mo. USD LIBOR + 2.25%)

      3.12%        01/15/2026        1      1,231

Term Loan (3 mo. USD LIBOR + 2.25%)

      3.12%        07/17/2025        10      9,431

Lightning Finco Ltd. (United Kingdom)

            

Term Loan B-1(d)(f)

     -        09/01/2028        17,301      17,080,813

Term Loan B-2(d)(f)

     -        09/01/2028        2,097      2,058,658

 

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)

            

Numericable-SFR S.A. (France)

            

Incremental Term Loan B-13 (3 mo. USD LIBOR + 4.00%)

      5.41%        08/14/2026            $           1,845      $     1,743,707

Term Loan B-12 (3 mo. USD LIBOR + 3.69%)

      4.73%        01/31/2026        3,480      3,270,369

ORBCOMM, Inc., Term Loan B (1 mo. USD LIBOR + 4.25%)

      5.31%        09/01/2028        681      658,772

Telenet - LG, Term Loan AR (6 mo. USD LIBOR + 2.00%)

      2.87%        04/30/2028        206      199,375
                                25,470,159

Chemicals & Plastics–3.22%

            

Altadia (Spain), Term Loan B (f)

     -        02/17/2029      EUR 328      327,599

Aruba Investments, Inc.

            

First Lien Term Loan(f)

     -        11/24/2027        625      598,163

Second Lien Term Loan (1 mo. USD LIBOR + 7.75%)

      8.72%        11/24/2028        1,365      1,337,817

Arxada (Switzerland), Term Loan B (3 mo. EURIBOR + 4.00%)

      4.00%        07/03/2028      EUR 350      351,855

Ascend Performance Materials Operations LLC, Term Loan (1 mo. USD LIBOR + 4.75%)

      5.50%        08/27/2026        4,489      4,448,221

BASF Construction Chemicals (Germany), Term Loan B-3 (1 mo. USD LIBOR + 3.50%)(d)

     4.51%        09/29/2027        1,490      1,445,129

BCPE Max Dutch Bidco B.V. (Netherlands), Term Loan B (3 mo. EURIBOR + 4.25%)

      4.25%        10/31/2025      EUR 215      211,819

Charter NEX US, Inc., Term Loan B (1 mo. USD LIBOR + 3.75%)

      4.81%        12/01/2027        875      846,459

Colouroz Investment LLC (Germany)

            

PIK First Lien Term Loan B-2, 0.75% PIK Rate, 5.25% Cash Rate(h)

     0.75%        09/21/2023        1,146      1,055,566

PIK First Lien Term Loan C, 0.75% PIK Rate, 5.25% Cash Rate(h)

     0.75%        09/21/2023        170      157,120

PIK First Lien Term Loan, 0.75% PIK Rate, 5.00% Cash Rate(h)

     0.75%        09/21/2023      EUR 398      392,500

PIK Second Lien Term Loan B-2, 5.75% PIK Rate, 5.25% Cash Rate(h)

     5.75%        09/21/2024        41      38,622

Eastman Tire Additives, Term Loan B (1 mo. USD LIBOR + 5.25%)(d)

     6.31%        11/01/2028        1,213      1,154,985

Fusion, Term Loan B(d)(f)

     -        02/01/2029        955      902,292

ICP Group Holdings LLC

            

First Lien Term Loan (1 mo. USD LIBOR + 3.75%)

      4.76%        12/29/2027        1,565      1,449,951

Second Lien Term Loan (1 mo. USD LIBOR + 7.75%)

      8.76%        12/29/2028        284      261,383

Kpex Holdings, Inc., Term Loan(f)

     -        01/31/2025        2      1,502

Lonza Solutions (Switzerland), Term Loan B (1 mo. USD LIBOR + 4.00%)

      5.01%        07/03/2028        232      216,335

Lummus Technology, Term Loan B (1 mo. USD LIBOR + 3.50%)

      4.56%        06/30/2027        609      578,137

Perstorp Holding AB (Sweden), Term Loan B (3 mo. USD LIBOR + 4.75%)

      6.25%        02/27/2026        2,070      2,044,256

Potters Industries LLC, Term Loan B (1 mo. USD LIBOR + 4.00%)

      5.01%        12/14/2027        717      702,106

Proampac PG Borrower LLC, First Lien Term Loan (1 mo. USD LIBOR + 3.75%)

      5.16%        11/03/2025        1,943      1,860,796

W.R. Grace & Co., Term Loan B (1 mo. USD LIBOR + 3.75%)

      4.81%        09/22/2028        1,081      1,056,418
                                21,439,031

Clothing & Textiles–0.88%

            

ABG Intermediate Holdings 2 LLC

            

Second Lien Term Loan (Term SOFR + 6.00%)

      6.80%        12/20/2029        796      764,189

Term Loan B-2(f)

     -        01/31/2029        3,375      3,244,553

BK LC Lux SPV S.a.r.l., Term Loan B (1 mo. USD LIBOR + 3.25%)

      5.10%        04/28/2028        235      222,754

Gloves Buyer, Inc., Term Loan (1 mo. USD LIBOR + 4.00%)

      5.06%        12/29/2027        205      196,922

International Textile Group, Inc., First Lien Term Loan (3 mo. USD LIBOR + 5.00%)

      5.97%        05/01/2024        166      147,939

Mascot Bidco OYJ (Finland), Term Loan B (3 mo. EURIBOR + 4.25%)

      4.25%        03/30/2026      EUR 1,247      1,288,290
                                5,864,647

Conglomerates–0.11%

            

CeramTec (Germany), Term Loan B (f)

     -        01/19/2029      EUR 446      453,155

Safe Fleet Holdings LLC, Second Lien Term Loan (3 mo. USD LIBOR + 6.75%)

      7.75%        02/02/2026        264      255,311
                                708,466

Containers & Glass Products–8.01%

            

Berlin Packaging LLC, Term Loan B-5 (1 mo. USD LIBOR + 3.75%)

      4.55%        03/11/2028        2,390      2,281,679

Brook & Whittle Holding Corp.

            

Delayed Draw Term Loan (1 mo. USD LIBOR + 4.00%)

      5.18%        12/14/2028        245      236,012

Term Loan B (1 mo. USD LIBOR + 4.00%)

      5.18%        12/14/2028        982      947,540

Duran Group (Germany), Term Loan B-2 (3 mo. USD LIBOR + 3.75%)

      5.25%        03/29/2024        4,128      3,962,842

Hoffmaster Group, Inc., First Lien Term Loan B-1 (1 mo. USD LIBOR + 4.00%)

      5.01%        11/21/2023        3,808      3,575,550

 

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–(continued)

            

Keg Logistics LLC

            

Revolver Loan (1 mo. EURIBOR + 6.25%)(d)

     7.25%        11/23/2027            $              333      $        327,246

Revolver Loan(d)(e)

     0.00%        11/23/2027        1,933      1,902,661

Term Loan A(d)(f)

     -        11/23/2027        26,053      25,638,387

Keter Group B.V. (Netherlands), Term Loan B-5(f)

     -        10/31/2023      EUR 613      614,486

LABL, Inc.

            

Term Loan B (3 mo. EURIBOR + 5.00%)

      5.00%        10/29/2028      EUR 906      934,966

Term Loan B (1 mo. USD LIBOR + 5.00%)

      6.06%        10/29/2028        4,046      3,823,116

Libbey Glass, Inc., Term Loan (1 mo. USD LIBOR + 4.00%)
(Acquired 11/13/2020-01/13/2022; Cost $1,099,869)(g)

     9.02%        11/13/2025        1,220      1,238,456

Logoplaste (Portugal), Term Loan B (1 mo. USD LIBOR + 4.25%)

      5.26%        07/07/2028        737      717,875

Mold-Rite Plastics LLC

            

First Lien Term Loan (1 mo. USD LIBOR + 3.75%)(d)

     5.22%        10/04/2028        628      603,167

Second Lien Term Loan (1 mo. USD LIBOR + 7.00%)(d)

     8.47%        10/04/2029        409      364,181

Pretium Packaging

            

First Lien Term Loan (1 mo. USD LIBOR + 4.00%)

      4.80%        10/02/2028        1,265      1,182,404

Second Lien Term Loan B (1 mo. USD LIBOR + 6.75%)

      7.55%        10/01/2029        325      288,825

Refresco Group N.V. (Netherlands)

            

Term Loan B(f)

     -        05/05/2029        4,668      4,523,597

Term Loan B(f)

     -        05/05/2029      GBP 195      239,880
                                53,402,870

Cosmetics & Toiletries–1.26%

            

Anastasia Parent LLC, Term Loan (3 mo. USD LIBOR + 3.75%)

      4.76%        08/11/2025        677      567,477

Bausch and Lomb, Inc., Term Loan(f)

     -        05/05/2027        4,922      4,749,648

Coty, Inc., Term Loan B (3 mo. USD LIBOR + 2.25%)

      3.09%        04/05/2025        1,345      1,286,417

KDC/One (Canada), Term Loan (3 mo. EURIBOR + 5.00%)

      5.00%        12/22/2025      EUR 179      189,284

Rodenstock (Germany), Term Loan B (3 mo. EURIBOR + 5.00%)

      5.00%        06/29/2028      EUR 1,137      1,187,422

Wella, Term Loan B(f)

     -        01/27/2029      EUR 423      424,665
                                8,404,913

Drugs–0.12%

            

Endo LLC, Term Loan (1 mo. USD LIBOR + 5.00%)

      6.06%        03/27/2028        988      771,490

Grifols Worldwide Operations USA, Inc., Term Loan B (3 mo. USD LIBOR + 2.00%)

      3.06%        11/15/2027        19      18,162
                                789,652

Ecological Services & Equipment–4.08%

            

Anticimex (Sweden)

            

Incremental Term Loan B (1 mo. USD LIBOR + 4.00%)(d)

     5.60%        11/16/2028        814      792,077

Term Loan B (1 mo. USD LIBOR + 3.50%)

      5.10%        11/16/2028        1,313      1,258,054

EnergySolutions LLC, Term Loan (3 mo. USD LIBOR + 3.75%)

      4.76%        05/11/2025        805      774,601

Groundworks LLC

            

First Lien Delayed Draw Term Loan (3 mo. USD LIBOR + 5.00%)(d)

     6.00%        01/17/2026        5,344      5,333,250

First Lien Incremental Revover Loan(d)(e)

     0.00%        01/17/2026        480      479,352

First Lien Incremental Term Loan (3 mo. USD LIBOR + 5.00%)(d)

     6.01%        01/17/2026        12,132      12,107,748

Second Lien Delayed Draw Term Loan (3 mo. USD LIBOR + 5.00%)(d)

     6.00%        01/17/2026        4,061      4,052,462

OGF (France), Term Loan B-2 (3 mo. EURIBOR + 4.75%)

      4.75%        12/31/2025      EUR 325      318,626

Patriot Container Corp., First Lien Term Loan (1 mo. USD LIBOR + 3.75%)

      4.75%        03/20/2025        803      729,585

TruGreen L.P., Second Lien Term Loan (1 mo. USD LIBOR + 8.50%)(d)

     9.56%        11/02/2028        1,401      1,365,668
                                27,211,423

Electronics & Electrical–11.31%

            

Altar BidCo, Inc., Second Lien Term Loan (Term SOFR + 5.60%)

      6.34%        02/01/2030        393      372,377

AppLovin Corp., Term Loan B (1 mo. USD LIBOR + 3.00%)

      4.06%        10/25/2028        62      60,213

Barracuda Networks, Inc.

            

First Lien Incremental Term Loan (1 mo. USD LIBOR + 3.75%)

      4.73%        02/12/2025        61      61,398

Second Lien Term Loan (1 mo. USD LIBOR + 6.75%)

      7.99%        10/30/2028        153      154,056

Boxer Parent Co., Inc., Term Loan B (3 mo. EURIBOR + 4.00%)

      4.00%        10/02/2025      EUR 36      36,521

Brave Parent Holdings, Inc., First Lien Term Loan (3 mo. USD LIBOR + 4.00%)

      5.06%        04/18/2025        923      900,734

CommerceHub, Inc., Term Loan B (1 mo. USD LIBOR + 4.00%)

      5.01%        01/01/2028        1,652      1,527,682

 

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)

            

Delta Topco, Inc.

            

First Lien Term Loan (1 mo. USD LIBOR + 3.75%)

      4.50%        12/01/2027            $           1,827      $     1,724,349

Second Lien Term Loan (1 mo. USD LIBOR + 7.25%)

      8.00%        12/01/2028        594      566,042

Devoteam (Castillon S.A.S. - Bidco) (France), Term Loan B (3 mo. EURIBOR + 4.50%)

      4.50%        12/09/2027      EUR 542      573,939

Digi International, Inc., Term Loan B (1 mo. USD LIBOR + 5.00%)

      5.50%        11/01/2028        1,806      1,771,053

E2Open LLC, Term Loan (1 mo. USD LIBOR + 3.50%)

      4.83%        02/04/2028        1,213      1,179,025

Emerald Technologies AcquisitionCo, Inc., Term Loan B(f)

     -        12/29/2027        381      374,445

ETA Australia Holdings III Pty. Ltd. (Australia), First Lien Term Loan (3 mo. USD LIBOR + 4.00%)

      5.06%        05/06/2026        1,661      1,597,121

Finastra USA, Inc. (United Kingdom), First Lien Term Loan (3 mo. USD LIBOR + 3.50%)

      4.74%        06/13/2024        1,067      1,009,112

Forcepoint, Term Loan (1 mo. USD LIBOR + 4.50%)

      5.74%        01/07/2028        1,614      1,557,742

Hyland Software, Inc.

            

First Lien Term Loan (1 mo. USD LIBOR + 3.50%)

      4.56%        07/01/2024        690      675,726

Second Lien Term Loan (1 mo. USD LIBOR + 6.25%)

      7.31%        07/07/2025        334      331,412

Imperva, Inc., Second Lien Term Loan (3 mo. USD LIBOR + 7.75%)

      9.21%        01/11/2027        1,649      1,644,448

Infinite Electronics, Second Lien Term Loan (1 mo. USD LIBOR + 7.00%)

      8.06%        03/02/2029        514      504,097

Learning Pool (United Kingdom)

            

Term Loan (SONIA + 6.00%)
(Acquired 01/07/2022; Cost $781,919)(d)(g)

     6.80%        08/17/2028      GBP 584      727,713

Term Loan 2 (SONIA + 6.00%)
(Acquired 01/07/2022; Cost $759,900)(d)(g)

     6.75%        08/17/2028        771      759,992

LogMeIn, Term Loan B (1 mo. USD LIBOR + 4.75%)

      5.68%        08/28/2027        5,359      4,646,730

Marcel Bidco LLC, Incremental Term Loan B (1 mo. USD LIBOR + 4.00%)

      4.89%        12/31/2027        154      151,396

Mavenir Systems, Inc., Term Loan B (1 mo. USD LIBOR + 4.75%)(d)

     6.21%        08/13/2028        3,163      3,107,705

Maverick Bidco, Inc.

            

First Lien Term Loan (1 mo. USD LIBOR + 3.75%)

      4.99%        05/18/2028        787      761,322

Second Lien Term Loan (1 mo. USD LIBOR + 6.75%)(d)

     7.99%        05/18/2029        85      83,805

McAfee Enterprise

            

Second Lien Term Loan (1 mo. USD LIBOR + 8.25%)

      9.48%        07/27/2029        1,066      992,002

Term Loan B (1 mo. USD LIBOR + 5.00%)

      6.23%        07/27/2028        3,501      3,226,527

McAfee LLC

            

First Lien Term Loan B (Term SOFR + 4.50%)

      4.84%        03/01/2029        5,772      5,497,470

Term Loan B (3 mo. EURIBOR + 4.50%)

      4.25%        03/01/2029      EUR 925      957,133
Natel Engineering Co., Inc., Term Loan (3 mo. USD LIBOR + 6.25%)
(Acquired 04/25/2019-02/01/2022; Cost $3,718,357)(g) 		     7.31%        04/29/2026        3,787      3,635,673

Native Instruments (Germany), Term Loan (3 mo. EURIBOR + 6.00%)(d)

     6.25%        03/03/2028      EUR 1,541      1,628,920

Oberthur Tech (France), Term Loan B-4 (3 mo. EURIBOR + 4.50%)

      4.50%        01/10/2026      EUR 265      278,460

Oberthur Technologies of America Corp., Term Loan B (1 mo. USD LIBOR + 4.50%)

      5.51%        01/09/2026        2,260      2,177,971

Optiv, Inc.

            

Second Lien Term Loan (3 mo. USD LIBOR + 7.25%)

      8.25%        01/31/2025        806      787,609

Term Loan (3 mo. USD LIBOR + 3.25%)

      5.33%        02/01/2024        6,198      6,024,129

Project Accelerate Parent LLC, First Lien Term Loan (3 mo. USD LIBOR + 4.25%)

      5.31%        01/02/2025        1,984      1,932,000

Project Leopard Holdings, Inc.

            

Incremental Term Loan (3 mo. USD LIBOR + 4.50%)

      5.75%        07/05/2024        2,637      2,622,502

Term Loan (3 mo. USD LIBOR + 4.75%)

      5.75%        07/05/2024        668      664,538

Quest Software US Holdings, Inc.

            

Second Lien Term Loan (Term SOFR + 7.50%)

      8.72%        01/20/2030        258      244,071

Term Loan B(f)

     -        01/19/2029        4,788      4,437,094

Renaissance Holding Corp., Second Lien Term Loan (3 mo. USD LIBOR + 7.00%)

      8.06%        05/29/2026        577      563,085

Riverbed Technology, Inc., PIK Term Loan, 2.00% PIK Rate, 7.00% Cash Rate(h)

     2.00%        12/08/2026        5,398      3,874,408

Sandvine Corp.

            

First Lien Term Loan (3 mo. USD LIBOR + 4.50%)

      5.56%        10/31/2025        2,375      2,347,395

Second Lien Term Loan (3 mo. USD LIBOR + 8.00%)

      9.06%        11/02/2026        289      286,170

SmartBear (AQA Acquisition Holdings, Inc), Term Loan B (1 mo. USD LIBOR + 4.25%)

      5.26%        03/03/2028        495      487,350

SonicWall U.S. Holdings, Inc., Term Loan (1 mo. USD LIBOR + 3.75%)

      5.26%        05/16/2025        143      138,262

Sophos (Surf Holdings LLC) (United Kingdom), Term Loan (1 mo. USD LIBOR + 3.50%)

      4.11%        03/05/2027        41      39,927

Ultimate Software Group, Inc.

            

First Lien Term Loan (3 mo. USD LIBOR + 3.75%)

      4.76%        05/04/2026        1,802      1,757,876

Second Lien Term Loan (1 mo. USD LIBOR + 5.25%)

      6.21%        05/03/2027        294      283,621

Veritas US, Inc., Term Loan B (1 mo. USD LIBOR + 5.00%)

      6.01%        09/01/2025        2,272      1,971,237

 

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)

            

WebPros, Term Loan (1 mo. USD LIBOR + 5.25%)

      5.75%        02/18/2027            $           1,684      $     1,671,460
                                75,387,045

Financial Intermediaries–0.32%

            

Edelman Financial Center LLC (The), Second Lien Term Loan (3 mo. USD LIBOR + 6.75%)

      7.81%        07/20/2026        192      183,984

LendingTree, Inc., First Lien Term Loan B (1 mo. USD LIBOR + 4.00%)

      5.06%        09/15/2028        1,803      1,744,261

Stiphout Finance LLC, Incremental Term Loan (1 mo. USD LIBOR + 3.75%)

      4.81%        10/26/2025        196      194,299
                                2,122,544

Food Products–5.08%

            

Arnott’s (Snacking Investments US LLC), Term Loan (1 mo. USD LIBOR + 4.00%)

      5.06%        12/18/2026        1,563      1,538,202

Biscuit Intl (Cookie Acq S.A.S., De Banketgroep Holding) (France)

                                

First Lien Term Loan (3 mo. EURIBOR + 4.00%)

      4.00%        02/15/2027      EUR 495      431,936

Term Loan B (3 mo. EURIBOR + 4.00%)(d)

     4.00%        02/14/2027      EUR 474      413,471

BrightPet

            

Incremental Term Loan B (3 mo. USD LIBOR + 6.25%)(d)

     7.25%        10/05/2026        3,958      3,884,619

Revolver Loan (3 mo. USD LIBOR + 6.25%)(d)

     6.39%        10/05/2026        1,177      1,155,438

Revolver Loan(d)(e)

     0.00%        10/05/2026        188      184,200

Term Loan B (3 mo. USD LIBOR + 6.25%)(d)

     7.26%        10/05/2026        3,894      3,821,785

Florida Food Products LLC

            

First Lien Term Loan (1 mo. USD LIBOR + 5.00%)
(Acquired 10/08/2021-05/10/2022; Cost $5,601,406)(g)

     6.06%        10/18/2028        5,708      5,557,893

Second Lien Term Loan (1 mo. USD LIBOR + 8.00%)
(Acquired 10/08/2021-11/30/2021; Cost $1,101,664)(g)

     9.06%        10/08/2029        1,133      1,101,599

H-Food Holdings LLC

            

Incremental Term Loan B-3 (1 mo. USD LIBOR + 5.00%)

      6.06%        05/23/2025        1,498      1,409,274

Term Loan (3 mo. USD LIBOR + 3.69%)

      4.75%        05/23/2025        21      19,368

Panzani/Pimente (France), Term Loan B (3 mo. EURIBOR + 4.25%)

      4.25%        12/02/2028      EUR 342      345,004

Shearer’s Foods LLC, Second Lien Term Loan (1 mo. USD LIBOR + 7.75%)

      8.81%        09/22/2028        198      197,253

Sigma Bidco B.V. (Netherlands), Term Loan B-2 (3 mo. USD LIBOR + 3.00%)

      3.35%        07/02/2025        190      167,914

Teasdale Foods, Inc., Term Loan B (3 mo. USD LIBOR + 7.00%)(d)

     8.00%        12/18/2025        14,683      12,652,418

United Natural Foods, Inc., Term Loan (3 mo. USD LIBOR + 3.25%)

      4.31%        10/22/2025        62      60,649

Valeo Foods (Jersey) Ltd. (United Kingdom), First Lien Term Loan B (SONIA + 5.00%)

      5.69%        06/28/2028      GBP 745      874,620
                                33,815,643

Food Service–0.68%

            

Euro Garages (Netherlands)

            

Term Loan (3 mo. USD LIBOR + 4.00%)

      5.00%        02/07/2025        952      916,433

Term Loan (1 mo. USD LIBOR + 4.25%)

      5.25%        03/31/2026        541      520,395

Term Loan B (3 mo. USD LIBOR + 4.00%)

      5.01%        02/07/2025        698      672,014

Financiere Pax S.A.S., Term Loan B (3 mo. EURIBOR + 4.75%)

      4.75%        07/01/2026      EUR 2,172      2,016,004

NPC International, Inc., Second Lien Term Loan(d)(i)(j)

     0.00%        04/18/2025        300      6,005

Weight Watchers International, Inc., Term Loan B (1 mo. USD LIBOR + 3.50%)

      4.56%        04/13/2028        454      382,412
                                4,513,263

Health Care–9.33%

            

Acacium (United Kingdom)

            

Term Loan (SONIA + 5.00%)(d)

     5.94%        05/19/2028      GBP 516      657,916

Term Loan(d)(f)

     -        06/08/2028        1,161      1,156,375

Ascend Learning LLC, Second Lien Term Loan (1 mo. USD LIBOR + 5.75%)

      6.81%        12/10/2029        786      754,018

athenahealth, Inc.

            

Delayed Draw Term Loan B(e)

     0.00%        02/15/2029        574      549,619

Term Loan B (Term SOFR + 3.50%)

      4.36%        01/26/2029        3,388      3,242,752

Cerba (Chrome Bidco) (France), Term Loan(f)

     -        02/14/2029      EUR 472      492,176

Cheplapharm Arzneimittel GmbH (Germany), Term Loan B(f)

     -        02/22/2029      EUR 593      617,155

Curium BidCo S.a.r.l. (Luxembourg)

            

Term Loan (1 mo. USD LIBOR + 4.25%)(d)

     5.26%        12/02/2027        321      308,118

Term Loan B (1 mo. USD LIBOR + 4.00%)(d)

     5.01%        07/09/2026        85      81,828

embecta, Term Loan (Term SOFR + 3.00%)

      3.65%        01/27/2029        5      5,298

Ethypharm (France), Term Loan B (SONIA + 4.50%)

      5.44%        04/17/2028      GBP 649      755,822

 

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)

            

Explorer Holdings, Inc., First Lien Term Loan (1 mo. USD LIBOR + 4.50%)

      5.56%        02/04/2027            $           1,762      $     1,702,675

Gainwell Holding Corp., Term Loan B (1 mo. USD LIBOR + 4.00%)

      5.01%        10/01/2027        1,539      1,508,649

Global Medical Response, Inc.

            

Term Loan (3 mo. USD LIBOR + 4.25%)

      5.31%        03/14/2025        597      570,775

Term Loan (1 mo. USD LIBOR + 4.25%)

      5.25%        10/02/2025        2,527      2,414,482

International SOS L.P., Term Loan B (1 mo. USD LIBOR + 3.75%)(d)

     4.25%        09/07/2028        1,027      996,342

MB2 Dental Solutions LLC

            

Delayed Draw Term Loan (3 mo. USD LIBOR + 6.00%)(d)

     7.00%        01/29/2027        5,395      5,394,616

Delayed Draw Term Loan (3 mo. USD LIBOR + 7.02%)(d)

     7.54%        01/29/2027        2,937      2,936,720

Delayed Draw Term Loan(d)(e)

     0.00%        01/29/2027        3,367      3,367,125

Term Loan B (3 mo. USD LIBOR + 6.00%)(d)

     7.24%        01/29/2027        8,145      8,145,362

MedAssets Software Intermediate Holdings, Inc.

            

First Lien Term Loan (1 mo. USD LIBOR + 4.00%)

      4.50%        12/18/2028        1,923      1,855,913

Second Lien Term Loan (1 mo. USD LIBOR + 6.75%)

      7.25%        12/17/2029        775      737,573

Nemera (Financiere N BidCo) (France), Incremental Term Loan B (3 mo. EURIBOR + 3.75%)

      3.75%        01/22/2026      EUR 132      137,052

Neuraxpharm (Cerebro BidCo/Blitz F20-80 GmbH) (Germany)

            

Term Loan B (3 mo. EURIBOR + 4.25%)

      4.25%        12/15/2027      EUR 232      242,312

Term Loan B-2 (3 mo. EURIBOR + 4.25%)

      4.25%        12/15/2027      EUR 134      139,970

Nidda Healthcare Holding AG (Germany), Term Loan F (SONIA + 4.50%)

      5.46%        08/21/2026      GBP 480      564,772

Ortho-Clinical Diagnostics, Inc., Term Loan(f)

     -        06/30/2025        57      56,333

Revint Intermediate II LLC, Term Loan (1 mo. USD LIBOR + 4.25%)

      5.31%        10/15/2027        2,856      2,844,299

SDB Holdco LLC

            

Delayed Draw Term Loan (Term SOFR + 8.00%)(d)

     8.00%        03/18/2027        554      548,452

Term Loan (Term SOFR + 8.00%)(d)

     8.84%        03/17/2027        9,567      9,409,897

Sharp Midco LLC, Term Loan B (1 mo. USD LIBOR + 4.00%)(d)

     5.01%        12/15/2028        411      400,053

Summit Behavioral Healthcare LLC, First Lien Term Loan (1 mo. USD LIBOR + 4.75%)(d)

     6.26%        11/24/2028        2,533      2,444,125

TTF Holdings LLC, Term Loan B (1 mo. USD LIBOR + 4.25%)(d)

     5.31%        03/31/2028        911      888,674

Unified Womens Healthcare L.P., Term Loan B (1 mo. USD LIBOR + 4.25%)

      5.31%        12/20/2027        3,207      3,086,451

Verscend Holding Corp., Term Loan B-1 (1 mo. USD LIBOR + 4.00%)

      5.06%        08/27/2025        1,175      1,154,057

Waystar, Term Loan B (1 mo. USD LIBOR + 4.00%)

      5.06%        10/23/2026        718      703,560

Women’s Care Holdings, Inc. LLC

            

First Lien Term Loan (1 mo. USD LIBOR + 4.50%)

      5.74%        01/15/2028        931      898,796

Second Lien Term Loan (1 mo. USD LIBOR + 8.25%)

      9.49%        01/15/2029        402      387,953
                                62,158,065

Home Furnishings–2.11%

            

Hilding Anders AB (Sweden), Term Loan B (3 mo. EURIBOR + 5.00%)
(Acquired 11/22/2017-04/29/2022; Cost $611,946)(g)

     0.75%        11/29/2024      EUR 519      261,474

Hunter Douglas, Inc.

            

First Lien Term Loan(f)

     -        02/09/2029      EUR 2,512      2,527,764

First Lien Term Loan(f)

     -        02/09/2029        2,472      2,244,694

Mattress Holding Corp., Term Loan B (1 mo. USD LIBOR + 4.25%)

      5.64%        09/25/2028        2,729      2,335,598

Serta Simmons Bedding LLC

            

First Lien Term Loan (1 mo. USD LIBOR + 7.50%)

      8.50%        08/10/2023        1,180      1,168,344

Second Lien Term Loan (1 mo. USD LIBOR + 7.50%)

      8.50%        08/10/2023        3,552      2,634,256

SIWF Holdings, Inc., Term Loan B (1 mo. USD LIBOR + 4.00%)

      4.93%        10/16/2028        2,563      2,230,753

VC GB Holdings, Inc., Second Lien Term Loan (1 mo. USD LIBOR + 6.75%)

      7.76%        07/01/2029        530      493,710

Weber-Stephen Products LLC, Incremental Term Loan B(d)(f)

     -        10/30/2027        90      84,000

Webster-Stephen Products LLC, Term Loan B (1 mo. USD LIBOR + 3.25%)

      4.31%        10/30/2027        64      59,444
                                14,040,037

Industrial Equipment–6.50%

            

Apex Tool Group LLC, Term Loan B (f)

     -        02/08/2029        1,558      1,409,405

Brush (United Kingdom)

            

Term Loan (3 mo. USD LIBOR + 7.00%)(d)

     7.00%        06/09/2028      EUR 5,918      6,262,005

Term Loan A (SONIA + 7.44%)(d)

     7.44%        06/09/2028      GBP 5,092      6,331,918

CIRCOR International, Inc., Term Loan (1 mo. USD LIBOR + 5.50%)

      6.46%        12/20/2028        1,419      1,355,561

Crosby US Acquisition Corp., Term Loan B (3 mo. USD LIBOR + 4.75%)

      5.71%        06/27/2026        483      471,256

Delachaux Group S.A. (France), Term Loan B-2 (3 mo. USD LIBOR + 4.50%)

      5.74%        04/16/2026        508      479,658

 

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)

            

DXP Enterprises, Inc., Term Loan (1 mo. USD LIBOR + 4.75%)

      5.81%        12/16/2027            $           1,122      $     1,101,869

Engineered Machinery Holdings, Inc.

            

Incremental Term Loan (1 mo. USD LIBOR + 3.75%)

      4.76%        05/19/2028        627      601,732

Second Lien Incremental Term Loan (1 mo. USD LIBOR + 6.00%)

      7.01%        05/21/2029        195      191,786

Kantar (United Kingdom)

            

Revolver Loan(d)(e)

     0.00%        06/04/2026        3,000      2,760,000

Term Loan B (1 mo. USD LIBOR + 5.00%)

      5.52%        12/04/2026        2,528      2,454,762

Term Loan B-2 (1 mo. USD LIBOR + 4.50%)

      5.51%        12/04/2026        1,199      1,134,130

Madison IAQ LLC, Term Loan (1 mo. USD LIBOR + 3.25%)

      4.52%        06/21/2028        2,782      2,647,923

MKS Instruments, Inc., Term Loan B (Term SOFR + 2.75%)

      3.89%        04/11/2029        70      69,527

MX Holdings US, Inc., Term Loan B-1-C (3 mo. USD LIBOR + 2.50%)

      3.52%        07/31/2025        179      174,549

New VAC US LLC, Term Loan B (3 mo. USD LIBOR + 4.00%)

      5.01%        03/08/2025        1,462      1,398,147

Platin2025 Holdings S.a r.l. (Germany), Term Loan B(f)

     -        12/29/2028      EUR 1,642      1,691,304

Robertshaw US Holding Corp.

            

First Lien Term Loan(f)

     -        02/28/2025        606      499,838

Second Lien Term Loan (3 mo. USD LIBOR + 8.00%)

      9.06%        02/28/2026        535      387,580

S2P Acquisiton Borrower, Inc., First Lien Term Loan (3 mo. USD LIBOR + 3.75%)

      4.81%        08/14/2026        969      938,495

Tank Holding Corp., Term Loan (Term SOFR + 6.00%)(d)

     7.13%        03/31/2028        6,363      6,204,229

Thyssenkrupp Elevators (Vertical Midco GmbH) (Germany), Term Loan B (1 mo. USD LIBOR + 3.50%)

      4.02%        07/31/2027        3,096      2,990,610

Victory Buyer LLC

            

Second Lien Term Loan B(d)(f)

     -        11/19/2029        315      312,223

Term Loan B (1 mo. USD LIBOR + 3.75%)(d)

     4.68%        11/15/2028        1,481      1,410,367
                                43,278,874

Insurance–0.51%

            

Acrisure LLC

            

Term Loan (1 mo. USD LIBOR + 3.50%)

      4.56%        02/15/2027        2,100      2,010,095

Term Loan B-2 (1 mo. USD LIBOR + 4.25%)

      5.31%        02/15/2027        1,439      1,406,904
                                3,416,999

Leisure Goods, Activities & Movies–9.76%

            

AMC Entertainment, Inc., Term Loan B-1 (3 mo. USD LIBOR + 3.00%)

      3.84%        04/22/2026        5,332      4,713,069

Carnival Corp.

            

Incremental Term Loan (1 mo. USD LIBOR + 3.25%)

      4.00%        10/18/2028        6,795      6,489,208

Term Loan (1 mo. USD LIBOR + 3.00%)

      3.75%        06/30/2025        677      654,353

Crown Finance US, Inc.

            

Incremental Term Loan (1 mo. USD LIBOR + 8.25%)

      10.08%        05/23/2024        1,503      1,589,016

Revolver Loan (3 mo. USD LIBOR + 3.00%)

      0.50%        03/02/2023        1,018      771,399

Revolver Loan (3 mo. USD LIBOR + 5.00%)

      6.51%        05/23/2024        1,393      1,344,210

Revolver Loan(e)

     0.00%        03/02/2023        19      14,096

Term Loan (3 mo. EURIBOR + 2.63%)

      2.63%        02/28/2025      EUR 643      478,914

Term Loan (1 mo. USD LIBOR + 2.50%)

      4.00%        02/28/2025        5,383      3,829,516

Term Loan (1 mo. USD LIBOR + 2.75%)

      4.25%        09/30/2026        2,774      1,899,928

Term Loan B-1 (3 mo. USD LIBOR + 7.00%)

      7.00%        05/23/2024        4,965      5,671,850

Dorna Sports S.L. (Spain), Term Loan B(f)

     -        02/03/2029      EUR 815      836,955

Eagle Midco Ltd. (United Kingdom), Term Loan (SONIA + 4.25%)

      5.47%        03/20/2028      GBP 404      499,439

Fender Musical Instruments Corp., Term Loan B (Term SOFR + 4.00%)

      4.89%        11/17/2028        653      621,284

Fitness International LLC, Term Loan B (3 mo. USD LIBOR + 3.25%)

      4.26%        04/18/2025        1,655      1,481,391

Hornblower Holdings LLC, Term Loan (6 mo. USD LIBOR + 8.13%)

      10.06%        11/25/2025        533      551,406

Invictus Media S.L.U. (Spain)

            

Second Lien Term Loan(j)

     7.50%        12/26/2025      EUR 3,046      2,992,036

Term Loan A-1(j)

     4.25%        06/26/2024      EUR 1,485      1,546,928

Term Loan A-2(j)

     5.25%        06/26/2024      EUR 932      970,704

Term Loan B-1(j)

     5.75%        06/26/2025      EUR 2,234      2,308,588

Term Loan B-2(j)

     4.75%        06/26/2025      EUR 1,349      1,394,023

Nord Anglia Education, First Lien Term Loan (3 mo. EURIBOR + 3.25%)

      3.25%        09/01/2024      EUR 450      462,881

OEG Borrower, LLC, Term Loan B(d)(f)

     -        05/20/2029        1,640      1,582,862

Parques Reunidos (Spain), Term Loan B (3 mo. EURIBOR + 3.75%)

      3.75%        09/16/2026      EUR 1,516      1,547,317

 

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)

            

Royal Caribbean Cruises

            

Revolver Loan (3 mo. USD LIBOR + 1.30%)

      0.50%        10/12/2022            $           1,958      $     1,913,482

Revolver Loan (3 mo. USD LIBOR + 1.30%)(d)

     2.70%        04/05/2024        2,890      2,557,386

Revolver Loan(d)(e)

     0.00%        04/12/2024        1,098      971,940

Revolver Loan(e)

     0.00%        10/12/2022        260      253,988

Revolver Loan(d)(e)

     0.00%        04/05/2024        1,263      1,117,883

Scenic (Columbus Capital B.V.) (Australia), Term Loan B
(Acquired 02/28/2022; Cost $1,043,459)(f)(g)

     -        02/27/2027      EUR 1,000      971,563

Six Flags Theme Parks, Inc., Term Loan B (3 mo. USD LIBOR + 1.75%)

      2.81%        04/17/2026        111      107,742

USF S&H Holdco LLC

            

Term Loan A (3 mo. USD LIBOR + 15.00%)(d)

     7.00%        06/30/2025        596      595,827

Term Loan A(d)(e)

     0.00%        06/30/2025        895      894,923

Term Loan B (3 mo. USD LIBOR + 3.00%)(d)

     4.00%        06/30/2025        9,433      9,433,317

Vue International Bidco PLC (United Kingdom), Term Loan B-1 (3 mo. EURIBOR + 4.75%)

      4.75%        07/03/2026      EUR 2,345      1,995,904
                                65,065,328

Lodging & Casinos–4.13%

            

Aimbridge Acquisition Co., Inc.

            

First Lien Term Loan (1 mo. USD LIBOR + 4.75%)

      5.62%        02/02/2026        1,974      1,879,041

Term Loan (1 mo. USD LIBOR + 3.75%)

      4.81%        02/02/2026        2,394      2,226,465

B&B Hotels S.A.S. (France)

            

Second Lien Term Loan A-1 (3 mo. EURIBOR + 8.50%)

      8.50%        07/31/2027      EUR 659      684,590

Term Loan B-3-A (3 mo. EURIBOR + 3.88%)

      3.88%        07/31/2026      EUR 3,014      3,040,909

Term Loan B-4 (3 mo. EURIBOR + 5.50%)

      5.50%        07/31/2026      EUR 697      732,963

Bally’s Corp., Term Loan B (1 mo. USD LIBOR + 3.25%)

      4.05%        10/02/2028        1,939      1,863,894

Caesars Resort Collection LLC, Incremental Term Loan (1 mo. USD LIBOR + 3.50%)

      4.56%        07/21/2025        562      556,065

Fertitta Entertainment LLC, Term Loan (Term SOFR + 4.00%)

      5.03%        01/31/2029        270      259,197

HotelBeds (United Kingdom)

            

Term Loan B (3 mo. EURIBOR + 4.25%)

      4.25%        09/12/2025      EUR 4,860      4,628,974

Term Loan C (3 mo. EURIBOR + 4.50%)

      4.50%        09/30/2027      EUR 1,879      1,782,013

Term Loan D (3 mo. EURIBOR + 5.50%)

      5.50%        09/30/2027      EUR 6,961      6,755,315

Scientific Games Lottery

            

Term Loan B(f)

     -        01/31/2029      EUR 471      489,023

Term Loan B(f)

     -        04/04/2029        2,722      2,619,100
                                27,517,549

Nonferrous Metals & Minerals–1.72%

            

American Rock Salt Co. LLC

            

Second Lien Term Loan (1 mo. USD LIBOR + 7.25%)(d)

     8.31%        06/11/2029        101      98,663

Term Loan B (1 mo. USD LIBOR + 4.00%)

      5.06%        06/09/2028        1,731      1,627,777

AZZ, Inc., First Lien Term Loan(f)

     -        05/06/2029        2,904      2,813,403

Corialis Group Ltd. (United Kingdom), Term Loan B (SONIA + 4.15%)

      5.12%        05/24/2028      GBP 193      225,038

Covia Holdings Corp., Term Loan (1 mo. USD LIBOR + 4.00%)

      5.00%        07/31/2026        786      755,170

Form Technologies LLC

            

Term Loan (1 mo. USD LIBOR + 4.50%)

      6.01%        07/19/2025        2,272      2,141,028

Term Loan (1 mo. USD LIBOR + 9.00%)(d)

     10.51%        10/22/2025        1,141      1,083,954

Kissner Group, Incremental Term Loan (1 mo. USD LIBOR + 4.00%)

      4.75%        03/16/2027        2,866      2,700,063
                                11,445,096

Oil & Gas–3.38%

            

Brazos Delaware II LLC, Term Loan (3 mo. USD LIBOR + 4.00%)

      4.97%        05/21/2025        3,106      3,037,381

Glass Mountain Pipeline Holdings LLC, Term Loan (1 mo. USD LIBOR + 4.50%)

      5.74%        10/28/2027        246      222,852

Gulf Finance LLC, Term Loan (1 mo. USD LIBOR + 6.75%)

      7.81%        08/25/2026        2,502      1,859,759

HGIM Corp., Term Loan (3 mo. USD LIBOR + 6.00%)
(Acquired 07/02/2018-10/02/2018; Cost $3,285,789)(g)

     7.00%        07/02/2023        1,600      1,508,034

McDermott International Ltd.

            

LOC(e)

     0.00%        06/30/2024        3,645      3,034,049

LOC (1 mo. USD LIBOR + 4.00%)(d)

     4.25%        06/30/2024        1,620      1,352,382

PIK Term Loan, 3.00% PIK Rate, 2.06% Cash Rate(h)

     3.00%        06/30/2025        833      424,995

Term Loan (1 mo. USD LIBOR + 3.00%)

      4.06%        06/30/2024        159      101,657

 

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)

            

Petroleum GEO-Services ASA (Norway), Term Loan (1 mo. USD LIBOR + 7.50%)

      8.51%        03/19/2024            $           7,059      $     6,552,316

QuarterNorth Energy, Inc., Second Lien Term Loan (1 mo. USD LIBOR + 8.00%) (Acquired 08/03/2021; Cost $4,273,759)(g)

     9.06%        08/27/2026        4,350      4,373,076

Southcross Energy Partners L.P., Revolver Loan(d)(e)

     0.00%        01/31/2025        70      70,174

TransMontaigne Partners LLC, Term Loan (1 mo. USD LIBOR + 3.50%)

      4.00%        11/17/2028        5      5,291
                                22,541,966

Publishing–4.05%

            

Adtalem Global Education, Inc., Term Loan B (1 mo. USD LIBOR + 4.00%)

      4.93%        08/12/2028        952             931,390

Cengage Learning, Inc., Term Loan B (1 mo. USD LIBOR + 4.75%)

      5.75%        06/29/2026        4,509      4,315,152

Clear Channel Worldwide Holdings, Inc., Term Loan B (1 mo. USD LIBOR + 3.50%)

      4.74%        08/21/2026        5,535      5,077,417

Dotdash Meredith, Inc., Term Loan B (Term SOFR + 4.00%)

      4.87%        12/01/2028        4,229      4,059,188

Harbor Purchaser, Inc., Term Loan B (Term SOFR + 5.25%)

      6.38%        03/31/2029        5,370      4,976,938

McGraw-Hill Education, Inc., Term Loan B (1 mo. USD LIBOR + 4.75%)

      5.55%        07/30/2028        5,426      5,173,017

Micro Holding L.P., Term Loan (1 mo. USD LIBOR + 3.75%)

      4.81%        09/13/2024        2,547      2,468,198
                                27,001,300

Radio & Television–1.18%

            

Diamond Sports Holdings LLC

            

First Lien Term Loan (Term SOFR + 8.00%)

      9.00%        05/25/2026        1,903      1,920,781

Second Lien Term Loan (Term SOFR + 3.25%)

      4.09%        08/24/2026        2,137      660,953

Gray Television, Inc.

            

Term Loan C (3 mo. USD LIBOR + 2.50%)

      3.30%        01/02/2026        22      21,401

Term Loan D (1 mo. USD LIBOR + 3.00%)

      3.80%        12/01/2028        177      172,912

Sinclair Television Group, Inc.

            

Term Loan B-2-B (1 mo. USD LIBOR + 2.50%)

      3.56%        09/30/2026        555      526,939

Term Loan B-3 (1 mo. USD LIBOR + 3.00%)

      4.06%        04/01/2028        1,427      1,355,947

Term Loan B-4 (Term SOFR + 3.75%)

      4.88%        04/20/2029        2,973      2,836,486

Univision Communications, Inc., Term Loan B (1 mo. USD LIBOR + 3.25%)

      4.31%        05/05/2028        358      343,408
                                7,838,827

Retailers (except Food & Drug)–2.79%

            

Bass Pro Group LLC, Term Loan B-2 (1 mo. USD LIBOR + 3.75%)

      4.81%        03/06/2028        5,488      5,228,144

Claire’s Stores, Inc., Term Loan (1 mo. USD LIBOR + 6.50%)

      7.56%        12/18/2026        796      772,523

CNT Holdings I Corp. (1-800 Contacts), Second Lien Term Loan (1 mo. USD LIBOR + 6.75%)

      7.59%        11/06/2028        665      646,680

Kirk Beauty One GmbH (Germany)

            

Term Loan B-1 (3 mo. EURIBOR + 5.50%)

      5.50%        04/08/2026      EUR 358      344,657

Term Loan B-2 (3 mo. EURIBOR + 5.50%)

      5.50%        04/08/2026      EUR 206      198,478

Term Loan B-3 (3 mo. EURIBOR + 5.50%)

      5.50%        04/08/2026      EUR 453      436,455

Term Loan B-4 (3 mo. EURIBOR + 5.50%)

      5.50%        04/08/2026      EUR 632      608,725

Term Loan B-5 (3 mo. EURIBOR + 5.50%)

      5.50%        04/08/2026      EUR 140      135,441

PetSmart, Inc., Term Loan (1 mo. USD LIBOR + 3.75%)

      4.50%        02/11/2028        7,850      7,400,937

Savers, Inc., Term Loan B (1 mo. USD LIBOR + 5.50%)

      6.51%        04/21/2028        2,914      2,826,457
                                18,598,497

Surface Transport–1.97%

            

American Trailer World Corp., First Lien Term Loan (Term SOFR + 3.75%)

      4.63%        03/03/2028        3,779      3,409,551

ASP LS Acquisition Corp., Incremental Term Loan B (1 mo. USD LIBOR + 4.50%)

      5.25%        05/07/2028        470      448,410

Carriage Purchaser, Inc., Term Loan B (1 mo. USD LIBOR + 4.25%)

      5.31%        09/30/2028        1,658      1,572,987

First Student Bidco, Inc., Term Loan B (1 mo. USD LIBOR + 3.00%)

      3.98%        07/21/2028        385      363,273

Hurtigruten (Explorer II AS) (Norway)

            

Term Loan B (3 mo. EURIBOR + 3.50%)

      4.00%        02/24/2025      EUR 3,127      2,839,696

Term Loan C(f)

     -        06/16/2023      EUR  1,000      1,039,234

Novae LLC

            

Delayed Draw Term Loan (Term SOFR + 5.00%)

      5.92%        12/22/2028        345      335,398

Delayed Draw Term Loan(e)

     0.00%        12/22/2028        3      3,388

Term Loan B (Term SOFR + 5.00%)

      5.80%        12/22/2028        1,219      1,185,751

Odyssey Logistics & Technology Corp., First Lien Term Loan (3 mo. USD LIBOR + 4.00%)

      5.24%        10/12/2024        333      323,821

STG - XPOI Opportunity, Term Loan B (Term SOFR + 6.00%)

      6.75%        04/30/2028        1,609      1,581,274
                                13,102,783

 

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

Telecommunications–6.18%

            

Avaya, Inc.

            

First Lien Term Loan (1 mo. USD LIBOR + 4.25%)

      5.12%        12/15/2027            $           1,025      $         778,405

Term Loan B-2 (1 mo. USD LIBOR + 4.00%)

      4.87%        12/15/2027        1,318      1,002,472

CCI Buyer, Inc., Term Loan (Term SOFR + 3.75%)

      4.75%        12/13/2027        6,198      5,963,349

CenturyLink, Inc., Term Loan B (1 mo. USD LIBOR + 2.25%)

      3.31%        03/15/2027        3      3,286

Cincinnati Bell, Inc., Term Loan B-2 (Term SOFR + 3.25%)

      3.80%        11/17/2028        35      34,178

Colorado Buyer, Inc.

            

First Lien Incremental Term Loan (1 mo. USD LIBOR + 4.00%)

      5.00%        05/01/2024        2,257      2,189,230

Term Loan (3 mo. USD LIBOR + 3.00%)

      4.00%        05/01/2024        1      592

Crown Subsea Communications Holding, Inc., Term Loan B (1 mo. USD LIBOR + 4.75%)

      5.55%        04/27/2027        1,441      1,404,860

Frontier Communications Corp., Term Loan B (1 mo. USD LIBOR + 3.75%)

      4.81%        05/01/2028        2,240      2,147,245

Intelsat Jackson Holdings S.A. (Luxembourg), Term Loan B(f)

     -        01/27/2029        8,658      8,190,950

Iridium Satellite LLC, Term Loan B (1 mo. USD LIBOR + 2.50%)

      3.56%        11/04/2026        41      39,640

Level 3 Financing, Inc., Term Loan B (1 mo. USD LIBOR + 1.75%)

      2.81%        03/01/2027        57      54,920

MLN US HoldCo LLC

            

First Lien Term Loan B (3 mo. USD LIBOR + 4.50%)

      5.30%        11/30/2025        3,832      3,214,429

Second Lien Term Loan B (3 mo. USD LIBOR + 8.75%)

      9.55%        11/30/2026        3,039      2,552,574

Telesat LLC, Term Loan B-5 (1 mo. USD LIBOR + 2.75%)

      3.81%        12/07/2026        3,676      2,674,485

U.S. Telepacific Corp., Term Loan (3 mo. USD LIBOR + 7.25%)

      7.25%        05/01/2026        3,100      1,810,637

Voyage Digital (NC) Ltd., Term Loan B(d)(f)

     -        03/03/2029        1,619      1,598,788

Windstream Services LLC, Term Loan B (1 mo. USD LIBOR + 6.25%)

      7.31%        09/21/2027        3,910      3,705,217

Zayo Group LLC, Incremental Term Loan(f)

     -        03/09/2027        3,945      3,793,207
                                41,158,464

Utilities–2.66%

            

AI Alpine US Bidco, Inc., Term Loan B (3 mo. EURIBOR + 4.25%)

      4.25%        10/31/2025      EUR 575      595,813

Brookfield WEC Holdings, Inc., Incremental Term Loan(f)

     -        08/01/2025        2,054      1,996,510

Eastern Power LLC, Term Loan (1 mo. USD LIBOR + 3.75%)

      4.76%        10/02/2025        4,412      3,167,701

Generation Bridge LLC

            

Term Loan B (1 mo. USD LIBOR + 5.00%)

      6.01%        12/01/2028        1,315      1,305,142

Term Loan C (1 mo. USD LIBOR + 5.00%)

      6.01%        12/01/2028        27      27,258

Granite Generation LLC, Term Loan (1 mo. USD LIBOR + 3.75%)

      4.75%        11/09/2026        3,272      3,029,755

Heritage Power LLC, Term Loan (1 mo. USD LIBOR + 6.00%)

      7.24%        07/30/2026        2,543      1,136,034

Lightstone Holdco LLC

            

Term Loan B (SOFR + 5.75%)

      4.99%        01/30/2024        3,334      3,075,280

Term Loan C (SOFR + 5.75%)

      5.20%        01/30/2024        188      173,451

Nautilus Power LLC, Term Loan (3 mo. USD LIBOR + 4.25%)

      5.31%        05/16/2024        2,081      1,714,243

Urbaser (Spain), Term Loan B (3 mo. EURIBOR + 4.75%)

      4.75%        10/23/2028      EUR 1,175      1,231,047

USIC Holding, Inc., Second Lien Term Loan (1 mo. USD LIBOR + 6.50%)

      7.56%        05/07/2029        301      289,253
                                17,741,487

Total Variable Rate Senior Loan Interests (Cost $945,753,087)

                               900,262,521
                   Shares       

Common Stocks & Other Equity Interests–8.56%(k)

           

Aerospace & Defense–0.65%

            

IAP Worldwide Services, Inc.(d)

                       320      4,337,670

Automotive–0.00%

            

ThermaSys Corp.(d)

                       881,784      26,454

Building & Development–0.00%

            

Lake at Las Vegas Joint Venture LLC, Class A(d)

                       780      0

Lake at Las Vegas Joint Venture LLC, Class B(d)

                       9      0
                                0

Business Equipment & Services–1.06%

            

Checkout Holding Corp. (Acquired 02/15/2019; Cost $2,582,374)(g)

                       7,731      2,706

My Alarm Center LLC, Class A (Acquired 03/09/2021-12/03/2021;
Cost $5,861,907)(d)(g)

                       44,397      7,081,355
                                7,084,061

 

See accompanying notes which are an integral part of this consolidated schedule.

Invesco Senior Income Trust

              Shares      Value

Containers & Glass Products–0.03%

            

Libbey Glass, Inc. (Acquired 11/13/2020-02/10/2022; Cost $52,821)(g)

                          12,972      $       223,767

Electronics & Electrical–0.01%

            

Riverbed Technology, Inc. (Acquired 12/06/2021; Cost $511,327)(g)

                       30,527      86,498

Financial Intermediaries–0.00%

            

RJO Holdings Corp.(d)

                       1,481      1,481

RJO Holdings Corp., Class A(d)

                       1,142      1,142

RJO Holdings Corp., Class B(d)

                       1,667      17
                                2,640

Health Care–0.01%

            

Envigo RMS Holding Corp.(d)

                       5,797      84,259

Industrial Equipment–0.10%

            

North American Lifting Holdings, Inc.

                        44,777      656,722

Leisure Goods, Activities & Movies–1.48%

            

Crown Finance US, Inc., Wts., expiring 11/23/2025 (Acquired 12/09/2020; Cost $0)(g)

                       240,479      48,484

USF S&H Holdco LLC(d)(l)

                       9,844      9,824,019
                                9,872,503

Lodging & Casinos–0.53%

            

Bally’s Corp.(m)

                       120,357      3,146,132

Caesars Entertainment, Inc.(m)

                       7,110      356,709
                                3,502,841

Oil & Gas–3.54%

            

Aquadrill LLC

                        80,251      3,296,992

HGIM Corp. (Acquired 07/02/2018-08/31/2021; Cost $965,010)(g)

                       10,815      91,927

HGIM Corp., Wts., expiring 07/02/2043 (Acquired 07/02/2018; Cost $611,987)(g)

                       6,859      58,301

McDermott International Ltd.(m)

                       352,986      222,381

McDermott International Ltd.(d)

                       1,066,050      638,031

NexTier Oilfield Solutions, Inc.(m)

                       42,011      457,920

Noble Corp.(m)

                       1,375      49,885

QuarterNorth Energy, Inc. (Acquired 06/02/2021-10/29/2021; Cost $5,330,221)(g)

                       128,436      16,696,680

QuarterNorth Energy, Inc., Wts., expiring 08/27/2029 (Acquired 08/27/2021;
Cost $203,130)(g)

                       22,570      236,985

QuarterNorth Energy, Inc., Wts., expiring 08/27/2029 (Acquired 08/27/2021;
Cost $260,808)(g)

                       43,468      315,143

Samson Investment Co., Class A(d)

                       132,022      82,514

Southcross Energy Partners L.P. (Acquired 07/29/2014-10/29/2020; Cost $672,435)(g)

                       64,960      1,949

Transocean Ltd.(m)

                       208,610      859,473

Tribune Resources, Inc.

                        337,847      557,448

Tribune Resources, Inc., Wts., expiring 04/03/2023(d)

                       87,471      2,187
                                23,567,816

Radio & Television–0.30%

            

iHeartMedia, Inc., Class A(m)

                       166,688      1,966,918

iHeartMedia, Inc., Class B

                        42      630
                                1,967,548

Retailers (except Food & Drug)–0.04%

            

Claire’s Stores, Inc.

                        390      127,725

Toys ’R’ Us-Delaware, Inc.(d)

                       15      36,297

Vivarte S.A.S.(d)

                       233,415      111,369
                                275,391

Surface Transport–0.08%

            

Commercial Barge Line Co. (Acquired 02/15/2018-02/06/2020; Cost $670,459)(g)

                       8,057      173,225

Commercial Barge Line Co., Series A, Wts., expiring 08/18/2030

                        252,120      80,101

Commercial Barge Line Co., Series B, Wts., expiring 04/30/2045

                        221,672      93,903

 

See accompanying notes which are an integral part of this consolidated schedule.

Invesco Senior Income Trust

                      Shares      Value

Surface Transport–(continued)

            

Commercial Barge Line Co., Wts., expiring 04/27/2045 (Acquired 02/15/2018-02/06/2020; Cost $704,842)(g)

                       8,470      $       182,105
                                529,334

Utilities–0.73%

            

Vistra Corp.

                        164,114      4,327,686

Vistra Operations Co. LLC, Rts., expiring 12/31/2046

                        383,614      508,289
                                4,835,975

Total Common Stocks & Other Equity Interests (Cost $59,127,773)

                               57,053,479
     Interest
Rate		      Maturity
Date		      Principal
Amount
(000)(a) 		      

Non-U.S. Dollar Denominated Bonds & Notes–4.10%(n)

           

Automotive–0.34%

            

Cabonline Group Holding AB (Sweden) (3 mo. STIBOR + 9.50%)(o)(p)

     9.57%        04/19/2026      SEK         18,750          1,939,136

Leather 2 S.p.A. (Italy) (3 mo. EURIBOR + 4.50%)(o)(p)

     4.50%        09/30/2028      EUR 362      338,801
                                2,277,937

Building & Development–0.13%

            

APCOA Parking Holdings GmbH (Germany) (3 mo. EURIBOR + 5.00%)(o)(p)

     5.00%        01/15/2027      EUR 450      468,931

Haya Real Estate S.A. (Spain) (3 mo. EURIBOR + 5.13%)(o)(p)

     5.13%        11/15/2022      EUR 230      173,708

Haya Real Estate S.A. (Spain)(o)

     5.25%        11/15/2022      EUR 321      241,399
                                884,038

Business Equipment & Services–0.29%

            

Bach Bidco S.p.A. (Italy) (3 mo. EURIBOR + 4.25%)(o)(p)

     4.25%        10/15/2028      EUR 557      580,776

Paganini Bidco S.p.A. (Italy) (3 mo. EURIBOR + 4.25%)(o)(p)

     4.25%        10/30/2028      EUR 1,286      1,322,773
                                1,903,549

Cable & Satellite Television–0.23%

            

Altice Financing S.A. (Luxembourg) (Acquired 01/08/2020;
Cost $470,038)(g)(o)

     3.00%        01/15/2028      EUR 423      385,889

Altice Finco S.A. (Luxembourg) (Acquired 10/05/2017-09/14/2020;
Cost $1,450,958)(g)(o)

     4.75%        01/15/2028      EUR 1,292      1,160,804
                                1,546,693

Chemicals & Plastics–0.11%

            

Herens Midco S.a.r.l. (Luxembourg)(o)

     5.25%        05/15/2029      EUR 887      729,663

Electronics & Electrical–0.20%

            

Castor S.p.A. (Italy) (3 mo. EURIBOR + 5.25%)(o)(p)

     5.25%        02/15/2029      EUR 1,258      1,313,920

Financial Intermediaries–1.28%

            

AnaCap Financial Europe S.A. SICAV-RAIF (Italy) (3 mo. EURIBOR +
5.00%)(o)(p)

     5.00%        08/01/2024      EUR 2,617      2,595,224

Garfunkelux Holdco 3 S.A. (Luxembourg) (3 mo. EURIBOR + 6.25%)(o)(p)

     6.25%        05/01/2026      EUR 1,168      1,228,398

Garfunkelux Holdco 3 S.A. (Luxembourg)(o)

     6.75%        11/01/2025      EUR 1,523      1,551,600

Kane Bidco Ltd. (United Kingdom)(o)

     5.00%        02/15/2027      EUR 267      266,408

Kane Bidco Ltd. (United Kingdom)(o)

     6.50%        02/15/2027      GBP 334      386,412

Sherwood Financing PLC (United Kingdom)(o)

     4.50%        11/15/2026      EUR 371      362,679

Sherwood Financing PLC (United Kingdom)(o)

     6.00%        11/15/2026      GBP 375      413,876

Sherwood Financing PLC (United Kingdom) (3 mo. EURIBOR + 4.63%)(o)(p)

     4.63%        11/15/2027      EUR 1,652      1,715,866
                                8,520,463

Health Care–0.14%

            

Kepler S.p.A. (United Kingdom) (3 mo. EURIBOR + 5.75%)(o)(p)

     5.38%        05/15/2029      EUR 900      941,074

Home Furnishings–0.35%

            

Ideal Standard International S.A. (Belgium)(o)

     6.38%        07/30/2026      EUR 529      397,819

Very Group Funding PLC (The) (United Kingdom)(o)

     6.50%        08/01/2026      GBP 1,844      1,963,230
                                2,361,049

Leisure Goods, Activities & Movies–0.11%

            

Deuce Finco PLC (United Kingdom) (3 mo. EURIBOR + 4.75%)(o)(p)

     4.75%        06/15/2027      EUR 372      353,662

 

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)

            

Deuce Finco PLC (United Kingdom)(o)

     5.50%        06/15/2027      GBP            372      $         402,517
                                756,179

Lodging & Casinos–0.32%

            

TVL Finance PLC (United Kingdom) (SONIA + 5.38%)(o)(p)

     6.25%        07/15/2025      GBP 1,801      2,124,195

Retailers (except Food & Drug)–0.41%

            

Douglas GmbH (Germany)(o)

     6.00%        04/08/2026      EUR 1,377      1,260,770

Kirk Beauty SUN GmbH 9.00% PIK Rate, 8.25% Cash Rate (Germany)(o)

     8.25%        10/01/2026      EUR 1,923      1,437,530
                                2,698,300

Surface Transport–0.19%

            

Zenith Finco PLC (United Kingdom)(o)

     6.50%        06/30/2027      GBP 1,203      1,280,935

Total Non-U.S. Dollar Denominated Bonds & Notes (Cost $32,102,171)

                               27,337,995

U.S. Dollar Denominated Bonds & Notes–3.77%

            

Air Transport–0.14%

            

Mesa Airlines, Inc., Class B (d)

     5.75%        07/15/2025            $ 872      910,121

Building & Development–0.46%

            

Brookfield Property REIT, Inc./BPR Cumulus LLC/BPR Nimbus LLC/GGSI Sellco LLC (Acquired 10/13/2020-11/19/2020; Cost $1,170,686)(g)(o)

     5.75%        05/15/2026        1,287      1,266,749

Brookfield Property REIT, Inc./BPR Cumulus LLC/BPR Nimbus LLC/GGSI Sellco LLC (Acquired 09/22/2021-12/17/2021; Cost $1,910,109)(g)(o)

     4.50%        04/01/2027        1,918      1,793,311
                                3,060,060

Business Equipment & Services–0.16%

            

Advantage Sales & Marketing, Inc. (o)

     6.50%        11/15/2028        1,213      1,082,499

Cable & Satellite Television–0.53%

            

Altice Financing S.A. (Luxembourg) (Acquired 03/02/2020-10/01/2021;
Cost $1,759,850)(g)(o)

     5.00%        01/15/2028        1,734      1,574,125

Altice France S.A. (France)(o)

     5.50%        01/15/2028        594      529,711

Altice France S.A. (France)(o)

     5.50%        10/15/2029        554      481,626

Virgin Media Secured Finance PLC (United Kingdom)(o)

     4.50%        08/15/2030        1,020      924,171
                                3,509,633

Chemicals & Plastics–0.04%

            

Herens Holdco S.a.r.l. (Luxembourg) (o)

     4.75%        05/15/2028        343      297,151

Containers & Glass Products–0.03%

            

LABL, Inc. (o)

     5.88%        11/01/2028        242      221,884

Electronics & Electrical–0.07%

            

CommScope, Inc. (o)

     4.75%        09/01/2029        543      481,695

Food Products–0.17%

            

Teasdale Foods, Inc. (d)

     16.25%        06/18/2026        1,771      1,147,058

Food Service–0.10%

            

eG Global Finance PLC (United Kingdom) (o)

     6.75%        02/07/2025        671      654,960

Health Care–0.07%

            

Global Medical Response, Inc. (o)

     6.50%        10/01/2025        495      476,131

Industrial Equipment–0.70%

            

F-Brasile S.p.A./F-Brasile US LLC, Series XR (Italy) (o)

     7.38%        08/15/2026        5,122      4,132,865

TK Elevator Holdco GmbH (Germany)(o)

     7.63%        07/15/2028        574      539,904
                                4,672,769

Leisure Goods, Activities & Movies–0.48%

            

AMC Entertainment Holdings, Inc. (o)

     7.50%        02/15/2029        3,476      3,189,230

 

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

Nonferrous Metals & Minerals–0.02%

            

SCIH Salt Holdings, Inc. (o)

     4.88%        05/01/2028            $          157      $         146,126

Publishing–0.46%

            

McGraw-Hill Education, Inc. (o)

     5.75%        08/01/2028        3,329      3,041,707

Radio & Television–0.11%

            

Diamond Sports Group LLC/Diamond Sports Finance Co. (o)

     5.38%        08/15/2026        1,339      444,166

iHeartCommunications, Inc.(o)

     4.75%        01/15/2028        322      290,787
                                734,953

Telecommunications–0.23%

            

Windstream Escrow LLC/Windstream Escrow Finance Corp. (o)

     7.75%        08/15/2028        1,635      1,508,688

Total U.S. Dollar Denominated Bonds & Notes (Cost $28,832,248)

                               25,134,665
                   Shares       

Preferred Stocks–0.83%(k)

           

Automotive–0.00%

            

ThermaSys Corp., Series A, Pfd.(d)

                       187,840      5,635

Containers & Glass Products–0.11%

            

Libbey Glass, Inc., Pfd. (Acquired 11/13/2020-03/15/2022; Cost $554,144)(d)(g)

                       5,541      681,483

Electronics & Electrical–0.08%

            

Riverbed Technology, Inc., Pfd. (Acquired 12/06/2021; Cost $0)(g)

                       46,998      415,932

Riverbed Technology, Inc., Pfd.

                        13,234      117,121
                                533,053

Financial Intermediaries–0.00%

            

RJO Holdings Corp., Series A-2, Pfd.(d)

                       324      1,622

Oil & Gas–0.09%

            

McDermott International Ltd., Pfd.(d)

                       914,686      594,546

Southcross Energy Partners L.P., Series A, Pfd.
(Acquired 05/07/2019-08/23/2019; Cost $258,485)(d)(g)

                       258,709      19,403
                                613,949

Surface Transport–0.55%

            

Commercial Barge Line Co., Series A, Pfd. (Acquired 02/15/2018-02/06/2020; Cost $1,496,920)(g)

                       29,979      749,475

Commercial Barge Line Co., Series A, Pfd., Wts., expiring 04/27/2045 (Acquired 02/15/2018-02/06/2020; Cost $1,573,543)(g)

                       31,515      787,875

Commercial Barge Line Co., Series B, Pfd. (Acquired 02/05/2020-10/27/2020;

            

Cost $918,945)(g)

                       39,456      1,242,864

Commercial Barge Line Co., Series B, Pfd., Wts., expiring 04/27/2045 (Acquired 02/05/2020-10/27/2020; Cost $645,351)(g)

                       27,709      872,834
                                3,653,048

Total Preferred Stocks (Cost $6,041,007)

                               5,488,790
     Interest
Rate		      Maturity
Date		      Principal
Amount
(000)		       

Municipal Obligations–0.53%

            

Arizona–0.53%

            

Arizona (State of) Industrial Development Authority, Series 2022, RB
(Acquired 02/22/2022; Cost $3,711,844) (Cost $3,711,844)(g)(o)

     9.00%        01/01/2028      $ 4,109      3,537,778
                   Shares       

Money Market Funds–7.27%

            

Invesco Government & Agency Portfolio, Institutional Class, 0.67%(l)(q)

                       16,962,838      16,962,838

Invesco Liquid Assets Portfolio, Institutional Class, 0.75%(l)(q)

                       12,117,751      12,116,539

 

See accompanying notes which are an integral part of this consolidated schedule.

Invesco Senior Income Trust

                      Shares      Value  

Invesco Treasury Portfolio, Institutional Class, 0.54%(l)(q)

           19,386,101      $     19,386,101  

 

  

Total Money Market Funds (Cost $48,465,478)

               48,465,478  

 

  

TOTAL INVESTMENTS IN SECURITIES(r)–160.17% (Cost $1,124,033,608)

               1,067,280,706  

 

  

BORROWINGS–(33.92)%

               (226,000,000 ) 

 

  

VARIABLE RATE TERM PREFERRED SHARES–(14.97)%

               (99,730,472 ) 

 

  

OTHER ASSETS LESS LIABILITIES–(11.28)%

               (75,205,593 ) 

 

  

NET ASSETS APPLICABLE TO COMMON SHARES–100.00%

             $ 666,344,641  

 

  

 

Investment Abbreviations:
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
RB   - Revenue Bonds
Rts.   - Rights
SEK   - Swedish Krona
SOFR   - Secured Overnight Financing Rate
SONIA   - Sterling Overnight Index Average
STIBOR   - Stockholm Interbank Offered Rate
USD   - U.S. Dollar
Wts.   - Warrants

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, 2022, at which time the interest rate will be determined.

(g) 

Restricted security. The aggregate value of these securities at May 31, 2022 was $61,184,222, which represented 9.18% of the Trust’s Net Assets.

(h) 

All or a portion of this security is Pay-in-Kind. Pay-in-Kind securities pay interest income in the form of securities.

(i) 

The borrower has filed for protection in federal bankruptcy court.

(j) 

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, 2022 was $9,218,284, which represented 1.38% of the Trust’s Net Assets.

(k) 

Securities acquired through the restructuring of senior loans.

(l) 

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, 2022.

 

                      Change in                  
    Value     Purchases     Proceeds     Unrealized   Realized     Value        
     February 28, 2022     at Cost     from Sales     Appreciation   Gain     May 31, 2022     Dividend Income  
Investments in Affiliated Money Market Funds:                                                    
Invesco Government & Agency Portfolio, Institutional Class     $11,834,620       $28,097,151       $(22,968,933)     $          -     $    -       $16,962,838       $  5,737      
Invesco Liquid Assets Portfolio, Institutional Class         8,453,573         20,069,394         (16,406,596)                42       126         12,116,539           4,559      
Invesco Treasury Portfolio, Institutional Class       13,525,280         32,111,029         (26,250,208)                 -           -         19,386,101           5,314      
Investments in Other Affiliates:                                                    
USF S&H Holdco LLC         8,923,516                        -                         -       900,503          -           9,824,019                 -      
Total     $42,736,989       $80,277,574       $(65,625,737)     $900,545     $126       $58,289,497       $15,610      

 

See accompanying notes which are an integral part of this consolidated schedule.

Invesco Senior Income Trust

(m) 

Non-income producing security.

(n) 

Foreign denominated security. Principal amount is denominated in the currency indicated.

(o) 

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, 2022 was $53,953,259, which represented 8.10% of the Trust’s Net Assets.

(p) 

Interest or dividend rate is redetermined periodically. Rate shown is the rate in effect on May 31, 2022.

(q) 

The rate shown is the 7-day SEC standardized yield as of May 31, 2022.

(r) 

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  

 

  
                                     Unrealized  
Settlement                                     Contract to                                    Appreciation  
Date    Counterparty   Deliver      Receive      (Depreciation)  

 

  

Currency Risk

              

 

  

06/30/2022

    Barclays Bank PLC     EUR        26,657,419        USD        29,029,662      $ 371,372  

 

  

06/30/2022

    Barclays Bank PLC     USD        138,497        GBP        112,499        3,279  

 

  

06/30/2022

    BNP Paribas S.A.     NOK        611        USD        70        5  

 

  

06/30/2022

    Canadian Imperial Bank of Commerce     USD        29,601,713        EUR        28,098,447        605,767  

 

  

06/30/2022

    Goldman Sachs International     EUR        283,209        USD        308,485        4,019  

 

  

06/30/2022

    Goldman Sachs International     USD        676,337        EUR        640,896        12,664  

 

  

06/30/2022

    Morgan Stanley Bank, N.A.     EUR        27,657,819        USD        30,047,038        313,259  

 

  

06/30/2022

    Morgan Stanley Bank, N.A.     GBP        6,641,974        USD        8,655,454        284,962  

 

  

06/30/2022

    Morgan Stanley Bank, N.A.     SEK        18,750,000        USD        1,990,467        68,819  

 

  

06/30/2022

    Morgan Stanley Bank, N.A.     USD        338,203        EUR        320,450        6,300  

 

  

06/30/2022

    Morgan Stanley Bank, N.A.     USD        8,300,011        GBP        6,736,878        190,083  

 

  

07/29/2022

    Morgan Stanley Bank, N.A.     EUR        1,000,000        USD        1,077,019        221  

 

  

06/30/2022

    Royal Bank of Canada     USD        63        NOK        611        2  

 

  

06/30/2022

    Royal Bank of Canada     USD        1,866,196        SEK        18,750,000        55,452  

 

  

07/29/2022

    Royal Bank of Canada     USD        183,377        GBP        146,954        1,866  

 

  

06/30/2022

    State Street Bank & Trust Co.     GBP        6,641,974        USD        8,654,120        283,628  

 

  

06/30/2022

    State Street Bank & Trust Co.     USD        29,603,118        EUR        28,098,447        604,362  

 

  

06/30/2022

    State Street Bank & Trust Co.     USD        8,077,988        GBP        6,557,720        186,324  

 

  

07/29/2022

    State Street Bank & Trust Co.     USD        650,054        EUR        604,210        558  

 

  

06/30/2022

    Toronto Dominion Bank     EUR        26,657,818        USD        28,959,348        300,627  

 

  

06/30/2022

    Toronto Dominion Bank     GBP        6,680,870        USD        8,706,235        286,725  

 

  

06/30/2022

    Toronto Dominion Bank     USD        29,665,333        EUR        28,098,025        541,694  

 

  

06/30/2022

    Toronto Dominion Bank     USD        8,081,423        GBP        6,557,721        182,889  

 

  

06/30/2022

    UBS AG     USD        3,162,861        EUR        3,000,000        62,315  

 

  

      Subtotal–Appreciation

                 4,367,192  

 

  

Currency Risk

 

 

  

07/29/2022

   

Canadian Imperial Bank of Commerce

     EUR        27,926,979        USD        29,471,424        (600,281 ) 

 

  

07/29/2022

   

Morgan Stanley & Co. International PLC

     GBP        6,584,855        USD        8,114,882        (185,657 ) 

 

  

07/29/2022

   

Royal Bank of Canada

     NOK        611        USD        63        (2 ) 

 

  

07/29/2022

   

Royal Bank of Canada

     SEK        18,943,804        USD        1,887,200        (56,024 ) 

 

  

06/30/2022

   

State Street Bank & Trust Co.

     EUR        6,000,000        USD        6,328,862        (121,490 ) 

 

  

07/29/2022

   

State Street Bank & Trust Co.

     EUR        27,926,979        USD        29,472,877        (598,829 ) 

 

  

07/29/2022

   

State Street Bank & Trust Co.

     GBP        6,584,953        USD        8,113,726        (186,937 ) 

 

  

06/30/2022

   

Toronto Dominion Bank

     EUR        1,000,000        USD        1,068,741        (6,318 ) 

 

  

07/29/2022

   

Toronto Dominion Bank

     EUR        27,926,560        USD        29,534,766        (536,487 ) 

 

  

 

See accompanying notes which are an integral part of this consolidated schedule.

Invesco Senior Income Trust

Open Forward Foreign Currency Contracts–(continued)  

 

  
                                      Unrealized  
Settlement                                   Contract to                                   Appreciation  
Date    Counterparty    Deliver      Receive      (Depreciation)  

 

  

07/29/2022

    Toronto Dominion Bank      GBP            6,584,953        USD        8,117,042        $    (183,621 ) 

 

  

      Subtotal–Depreciation

 

               (2,475,646 ) 

 

  

      Total Forward Foreign Currency Contracts

 

               $  1,891,546  

 

  

Abbreviations:

 

EUR   -   Euro
GBP   -   British Pound Sterling
NOK   -   Norwegian Krone
SEK   -   Swedish Krona
USD   -   U.S. Dollar

The aggregate value of securities considered illiquid at May 31, 2022 was $305,275,307, which represented 45.81% of the Fund’s Net Assets.

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, 2022

(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, 2022. 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 consolidated financial statements may materially differ from the value received upon actual sale of those investments.

 

     Level 1             Level 2            Level 3             Total  

 

  

Investments in Securities

                    

 

  

Variable Rate Senior Loan Interests

    $ –         $ 565,356,681        $ 334,905,840         $ 900,262,521  

 

  

Common Stocks & Other Equity Interests

      11,387,104           23,439,580          22,226,795           57,053,479  

 

  

Non-U.S. Dollar Denominated Bonds & Notes

      –           27,337,995          –           27,337,995  

 

  

U.S. Dollar Denominated Bonds & Notes

      –           23,077,486          2,057,179           25,134,665  

 

  

Preferred Stocks

      –           4,186,101          1,302,689           5,488,790  

 

  

Municipal Obligations

      –           3,537,778          –           3,537,778  

 

  

Money Market Funds

      48,465,478           –          –           48,465,478  

 

  

Total Investments in Securities

      59,852,582           646,935,621          360,492,503           1,067,280,706  

 

  

Other Investments - Assets*

                    

 

  

Investments Matured

      –           –          3,093,483           3,093,483  

 

  

Forward Foreign Currency Contracts

      –           4,367,192          –           4,367,192  

 

  
     –           4,367,192          3,093,483           7,460,675  

 

  

Other Investments - Liabilities*

                    

 

  

Forward Foreign Currency Contracts

      –           (2,475,646 )         –           (2,475,646 ) 

 

  

Total Other Investments

      –           1,891,546          3,093,483           4,985,029  

 

  

Total Investments

    $ 59,852,582         $ 648,827,167        $ 363,585,986         $ 1,072,265,735  

 

  

 

*

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.

The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) during the three months ended May 31, 2022:

 

    

Value

02/28/22

    

Purchases

at Cost

    

Proceeds

from Sales

    

Accrued

Discounts/

Premiums

    

Realized

Gain

(Loss)

    

Change in

Unrealized

Appreciation

(Depreciation)

    

Transfers

into

Level 3*

    

Transfers

out of

Level 3*

    

Value

05/31/22

  

Variable Rate Senior Loan Interests

   $ 325,992,555     $ 22,702,413     $ (8,850,789 )    $ 313,656     $ 39,501     $ (3,409,517 )    $ 13,213,397     $ (15,095,376 )    $ 334,905,840  

Common Stocks & Other Equity Interests

     27,534,402       –       –       –       (122,831 )      (1,333,195 )      145,264       (3,996,845 )      22,226,795  

Investments Matured

     3,059,457       34,026       –       –       –       –       –       –       3,093,483  

U.S. Dollar Denominated Bonds & Notes

     2,403,790       69,149       –       –       –       (415,760 )      –       –       2,057,179  

Preferred Stocks

     1,355,133       251,900       (160,648 )      –       160,648       (304,344 )      –       –       1,302,689  

Total

   $ 360,345,337     $ 23,057,488     $ (9,011,437 )    $ 313,656     $ 77,318     $ (5,462,816 )    $ 13,358,661     $ (19,092,221 )    $ 363,585,986  

*Transfers into and out of level 3 are due to increases or decreases in market activity impacting the available market inputs to determine the price.

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.

 

Invesco Senior Income Trust

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:

 

                  Range of        
    Fair Value     Valuation   Unobservable   Unobservable   Unobservable    
    at 05/31/22     Technique   Inputs   Inputs   Input Used    

 

Keg Logistics LLC, Term Loan A

   $ 25,638,387     Valuation Service   N/A   N/A   N/A   (a) 

 

FDH Group Acquisition, Inc., Term Loan A

     21,786,194     Valuation Service   N/A   N/A   N/A   (a) 

 

Lightning Finco Ltd., Term Loan B-1

     17,080,813     Valuation Service   N/A   N/A   N/A   (a) 

 

Muth Mirror Systems LLC, Term Loan

     16,698,154     Valuation Service   N/A   N/A   N/A   (a) 

 

Boeing Co., Revolver Loan

     15,964,768     Valuation Service   N/A   N/A   N/A   (b) 

 

Teasdale Foods, Inc., Term Loan B

     12,652,418     Valuation Service   N/A   N/A   N/A   (a) 

 

Groundworks LLC, First Lien Incremental Term Loan

     12,107,748     Valuation Service   N/A   N/A   N/A   (a) 

 

 

(a) 

Securities classified as Level 3 whose unadjusted values were provided by a pricing service and for which such inputs are unobservable. The valuations are based on certain methods used to determine market yields in order to establish a discount rate of return given market conditions and prevailing lending standards. Future expected cash flows are discounted back to the present value using these discount rates in the discounted cash flow analysis. The Adviser reviews the valuation reports provided by the valuation service on an on-going basis and monitors such investments for additional information or the occurrence of a market event which would warrant a re-evaluation of the security’s fair valuation.

(b) 

Securities classified as Level 3 whose unadjusted values were provided by a pricing service and for which such inputs are unobservable. The Adviser periodically reviews pricing vendor methodologies and inputs to confirm they are determined using unobservable inputs and have been appropriately classified. Such securities’ fair valuations could change significantly based on changes in unobservable inputs used by the pricing service.

 

Invesco Senior Income Trust