0001752724-23-169511.txt : 20230731 0001752724-23-169511.hdr.sgml : 20230731 20230731171856 ACCESSION NUMBER: 0001752724-23-169511 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20230531 FILED AS OF DATE: 20230731 DATE AS OF CHANGE: 20230731 PERIOD START: 20240229 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: 231128461 BUSINESS ADDRESS: STREET 1: 1331 SPRING STREET N.W. STREET 2: SUITE 2500 CITY: ATLANTA STATE: GA ZIP: 30309 BUSINESS PHONE: 404-439-3217 MAIL ADDRESS: STREET 1: 1331 SPRING STREET N.W. STREET 2: SUITE 2500 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. 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G7997W102 113390.51200000 NS USD 4019693.65000000 0.651728683687 Long EC CORP BM N 1 N N N iHeartMedia, Inc. N/A iHeartMedia, Inc., Class A 45174J509 166688.00000000 NS USD 395050.56000000 0.064051095400 Long EC CORP US N 1 N N N Duran Group 529900OS9JBJ7YK5OX04 Duran Group, First Lien Term Loan N/A 3302368.67000000 PA USD 3304432.65000000 0.535760614821 Long LON CORP DE N 3 2026-05-31 Floating 10.33000000 N N N N N N SDB Holdco, LLC (Specialty Dental Brands) N/A SDB Holdco, LLC (Specialty Dental Brands) 943RVCII3 3800651.76 PA USD 3724638.72 0.603890271637 Long LON CORP US N 3 2027-03-17 Floating 12.09321 N N N N N N Douglas (Kirk Beauty GmbH) N/A Douglas (Kirk Beauty GmbH), First Lien Term Loan N/A 631872.61000000 PA 654207.70000000 0.106069258083 Long LON CORP FR N 2 2026-04-08 Floating 8.26500000 N N N N N N Cyanco Intermediate 2 Corp. 5493006OSO3M1UC12172 Cyanco Intermediate 2 Corp., First Lien Term Loan 23243FAB1 143808.09000000 PA USD 142139.20000000 0.023045585505 Long LON CORP US N 2 2025-03-16 Floating 8.40371000 N N N N N N Safe Fleet Holdings LLC 549300ZCMGQ2DH2RZB13 Safe Fleet Holdings LLC, First Lien Term Loan 78638JAM6 327975.06000000 PA USD 326335.18000000 0.052910001562 Long LON CORP US N 3 2029-02-23 Floating 10.19373000 N N N N N N H-Food Holdings, LLC 549300JY2LK0EQ95YT44 H-Food Holdings, LLC, First Lien Term Loan 40422KAE1 1431035.09000000 PA USD 1183466.02000000 0.191879983541 Long LON CORP US N 2 2025-05-23 Floating 10.58100000 N N N N N N Sherwood Financing PLC 259400SSZWSSPNYW7K08 Sherwood Financing PLC BS1022174 371000.00000000 PA 336135.86000000 0.054499024217 Long DBT CORP GB N 2 2026-11-15 Fixed 4.50000000 N N N N N N LABL Inc. 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SICAV-RAIF N/A 2617000.00000000 PA 1941096.71000000 0.314717616283 Long DBT CORP LU N 2 2024-08-01 Floating 8.25000000 N N N N N N Nobian Finance B.V. 254900ZGJ6MMZN9IQQ31 Nobian Finance B.V., Term Loan BL3644228 1590038.20000000 PA 1609309.88000000 0.260923717342 Long LON CORP US N 2 2026-07-01 Floating 6.77200000 N N N N N N Creation Technologies Inc. N/A Creation Technologies Inc., First Lien Term Loan 22526YAB0 1357591.48000000 PA USD 1238802.23000000 0.200851860117 Long LON CORP CA N 2 2028-10-05 Floating 10.72257000 N N N N N N Acrisure, LLC 549300R0Z1Q47XRTGO22 Acrisure, LLC, First Lien Term Loan 00488PAQ8 1764052.27000000 PA USD 1739796.55000000 0.282080032495 Long LON CORP US N 2 2027-02-15 Floating 10.82270000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 708317.99000000 0.114842371446 N/A DFE N/A N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 20502807.10000000 EUR 22659312.85000000 USD 2023-06-30 708317.99000000 N N N Riverbed Technology, Inc. XWT9B0BASIY6FJ5R7M02 Riverbed Technology, Inc. B10930B99 60232.00000000 NS USD 3011.60000000 0.000488282509 Long EC CORP US N 3 N N N Sigma Holdco B.V. 254900RAPCKVT00GAO59 Sigma Holdco B.V. 82660CAA0 72000.00000000 PA USD 61246.44000000 0.009930125327 Long DBT CORP NL N 2 2026-05-15 Fixed 7.87500000 N N N N N N Hunter Douglas Holding B.V. 529900811T142NS3H544 Hunter Douglas Holding B.V., First Lien Term Loan N8137FAB6 5157309.63000000 PA USD 4759552.12000000 0.771684836755 Long LON CORP US N 2 2029-02-26 Floating 8.66617000 N N N N N N Aimbridge Acquisition Co., Inc. 549300SPGKLVE9WYCQ20 Aimbridge Acquisition Co., Inc., First Lien Term Loan 00900YAE6 1954335.85000000 PA USD 1844893.04000000 0.299119738267 Long LON CORP US N 2 2026-02-02 Floating 9.87686000 N N N N N N Covia Holdings Corp. 213800IE4YGTGVTQ1806 Covia Holdings Corp., First Lien Term Loan 22305CAB5 786250.54000000 PA USD 768626.73000000 0.124620463798 Long LON CORP US N 2 2026-07-31 Floating 9.22257000 N N N N N N Potters Industries N/A Potters Industries, First Lien Term Loan 73813HAB2 710103.41000000 PA USD 706552.89000000 0.114556188866 Long LON CORP US N 2 2027-12-14 Floating 9.15914000 N N N N N N McAfee Enterprise N/A McAfee Enterprise, First Lien Term Loan 55910RAB9 1056304.40000000 PA USD 753055.25000000 0.122095798724 Long LON CORP US N 2 2028-07-27 Floating 10.03000000 N N N N N N Deuce FinCo PLC 9845007DA2BC863E8437 Deuce FinCo PLC BP8782644 372000.00000000 PA 373431.07000000 0.060545842765 Long DBT CORP GB N 2 2027-06-15 Floating 7.70700000 N N N N N N Natel Engineering Co., Inc. N/A Natel Engineering Co., Inc., First Lien Term Loan 63229BAD0 3744442.60000000 PA USD 3332553.91000000 0.540320024905 Long LON CORP US Y 2 2026-04-29 Floating 11.41000000 N N N N N N American Trailer World Corp. 254900WNYWX3HF6TKT69 American Trailer World Corp., First Lien Term Loan 03028BAB3 614423.68000000 PA USD 534241.39000000 0.086618650124 Long LON CORP US N 2 2028-03-03 Floating 9.00344000 N N N N N N Crown Finance US, Inc. N/A Crown Finance US, Inc., First Lien Term Loan 22834KAB7 3026735.23000000 PA USD 681545.11000000 0.110501579495 Long LON CORP US Y 2 2025-02-28 Floating 8.01670000 Y Y N N N N Robertshaw US Holding Corp. N/A Robertshaw US Holding Corp., Term Loan N/A 1649090.25000000 PA USD 1682072.06000000 0.272720934723 Long LON CORP US N 3 2027-02-28 Floating 8.15495000 N N N N N N Mattress Holding Corp. 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Nationwide Marketing Group), Term Loan N/A 3361599.71000000 PA USD 3327983.71000000 0.539579040470 Long LON CORP US N 3 2024-06-03 Floating 11.54833000 N N N N N N Aimbridge Acquisition Co., Inc. 549300SPGKLVE9WYCQ20 Aimbridge Acquisition Co., Inc., First Lien Term Loan 00900YAD8 2241920.97000000 PA USD 2115812.92000000 0.343045040081 Long LON CORP US N 2 2026-02-02 Floating 8.90371000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 22013.19000000 0.003569084759 N/A DFE N/A N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 4195876.38000000 USD 3388690.34000000 GBP 2023-06-30 22013.19000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -21288.72000000 -0.00345162359 N/A DFE N/A N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 3440034.13000000 GBP 4262821.49000000 USD 2023-07-31 -21288.72000000 N N N B&B Hotels SAS (Casper BidCo) 969500OUD0VB2606MD53 B&B Hotels SAS (Casper BidCo), First Lien Term Loan BL3567908 697036.02000000 PA 744875.70000000 0.120769616229 Long LON CORP FR N 2 2026-07-31 Floating 8.25000000 N N N N N N MLN US HoldCo LLC (dba Mitel) 549300QKU7NPW6O86862 MLN US HoldCo LLC (dba Mitel), First Lien Term Loan 55292HAJ2 6799963.54000000 PA USD 3909979.04000000 0.633940224022 Long LON CORP US N 2 2027-11-01 Floating 11.78188000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 146379.40000000 0.023733065747 N/A DFE N/A N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 20209565.29000000 EUR 21820651.63000000 USD 2023-07-31 146379.40000000 N N N McAfee Enterprise N/A McAfee Enterprise, Second Lien Term Loan 55910RAE3 1065718.15000000 PA USD 668738.14000000 0.108425135262 Long LON CORP US N 2 2029-07-27 Floating 13.53000000 N N N N N N Bally's Corp. 549300NS4D5IK406VT62 Bally's Corp. 05875B106 120357.00000000 NS USD 1635651.63000000 0.265194608497 Long EC CORP US N 1 N N N Orbcomm Inc. 529900PSC8WVCY267I23 Orbcomm Inc., First Lien Term Loan 68558RAB9 77931.50000000 PA USD 62930.08000000 0.010203100478 Long LON CORP US N 2 2028-09-01 Floating 9.44300000 N N N N N N Petroleum GEO-Services ASA 213800T66DRTE6O6BV87 Petroleum GEO-Services ASA, Term Loan N/A 808200.00000000 PA USD 816282.00000000 0.132346999472 Long LON CORP NO N 2 2024-03-18 Floating 11.64833000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 24556.44000000 0.003981431847 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 17080330.41000000 SEK 1603492.14000000 USD 2023-07-31 24556.44000000 N N N Windstream Escrow LLC / Windstream Escrow Finance Corp. 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BM0610816 1523000.00000000 PA 1195034.57000000 0.193755637887 Long DBT CORP LU N 2 2025-11-01 Fixed 6.75000000 N N N N N N McGraw-Hill Education, Inc. 254900U6YJ9QZ4IQOR26 McGraw-Hill Education, Inc., First Lien Term Loan 58063DAC7 3193017.41000000 PA USD 3008429.07000000 0.487768394429 Long LON CORP US N 2 2028-07-30 Floating 9.93824900 N N N N N N Acacium (Impala Bidco Ltd. / ICS US Inc) N/A Acacium (Impala Bidco Ltd. / ICS US Inc), First Lien Term Loan N/A 1160728.10000000 PA USD 1111397.16000000 0.180195176849 Long LON CORP US N 2 2028-06-08 Floating 9.65000000 N N N N N N Harbor Purchaser, Inc. (Houghton Mifflin Harcourt) N/A Harbor Purchaser, Inc. (Houghton Mifflin Harcourt), First Lien Term Loan 44157YAE4 3219398.39000000 PA USD 2850777.27000000 0.462207690295 Long LON CORP US N 2 2029-04-09 Floating 10.50344000 N N N N N N North American Lifting Holdings, Inc. 5493008KV4SRQC7D1587 North American Lifting Holdings, Inc. 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BS0094638 1286000.00000000 PA 1362406.08000000 0.220892236692 Long DBT CORP IT N 2 2028-10-30 Floating 7.51500000 N N N N N N BrightPet (AMCP Pet Holdings, Inc.) 549300JOBX1WB2IOF508 BrightPet (AMCP Pet Holdings, Inc.), Term Loan N/A 3854781.96000000 PA USD 3581092.44000000 0.580616550737 Long LON CORP US N 3 2026-10-05 Floating 11.40914000 N N N N N N Numericable-SFR S.A. 5493001ZMCICV4N02J21 Numericable-SFR S.A., Term Loan F6628DAL8 1330942.98000000 PA USD 1207830.75000000 0.195830332695 Long LON CORP FR N 2 2026-01-31 Floating 8.94779000 N N N N N N Virgin Media 02 - LG N/A Virgin Media 02 - LG, First Lien Term Loan G9368PBH6 2327030.37000000 PA USD 2244374.25000000 0.363889192315 Long LON CORP US N 2 2031-03-06 Floating 8.31063000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 714887.39000000 0.115907494012 N/A DFE N/A N 2 The Toronto-Dominion Bank PT3QB789TSUIDF371261 20813455.70000000 EUR 22998473.09000000 USD 2023-06-30 714887.39000000 N N N Keg Logistics, LLC 549300WB8UJH5ITJ7O62 Keg Logistics, LLC 941VSHII9 25791445.04 PA USD 24527664.23 3.976766319627 Long LON CORP US N 3 2027-11-23 Floating 10.3897 N N N N N N FDH Group Acquisition, Inc. 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ZAKWBIG8QLOPMZ888610 McDermott International Inc. 58004K109 1066050.00000000 NS USD 354461.63000000 0.057470253121 Long EC CORP US N 3 N N N CenturyLink, Inc. 8M3THTGWLTYZVE6BBY25 CenturyLink, Inc., First Lien Term Loan 15669GAH7 2998926.92000000 PA USD 2078211.37000000 0.336948553428 Long LON CORP US N 2 2027-03-15 Floating 7.44300000 N N N N N N American Commercial Barge Line Holding Corp. 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ZD2NBKV6GCC3UMGBM518 Spirit Aerosystems, Inc., First Lien Term Loan 84857HAY6 1668696.46000000 PA USD 1670089.82000000 0.270778207197 Long LON CORP US N 2 2027-01-14 Floating 9.54542000 N N N N N N Serta Simmons Bedding, LLC 549300M4F4V4WFPNI116 Serta Simmons Bedding, LLC, First Lien Term Loan 81753HAF8 2009784.37000000 PA USD 2009161.34000000 0.325753201474 Long LON CORP US N 2 2023-08-10 Floating 12.62690000 Y Y N N N N Southern Energy Partners N/A Southern Energy Partners N/A 64960.00000000 NS USD 1786.40000000 0.000289636032 Long EC CORP US Y 3 N N N MKS Instruments, Inc. 549300KEQATBHAGVF505 MKS Instruments, Inc., First Lien Term Loan 55314NAS3 69966.96000000 PA USD 69354.75000000 0.011244757402 Long LON CORP US N 2 2029-08-17 Floating 7.94791000 N N N N N N Altice Financing S.A. 549300DIYGW8HVDF7Q17 Altice Financing S.A. ZP3544795 423000.00000000 PA 348915.62000000 0.056571056787 Long DBT CORP LU N 2 2028-01-15 Fixed 3.00000000 N N N N N N McDermott International, Ltd. N/A McDermott International, Ltd., First Lien Term Loan N5200EAC5 159462.85000000 PA USD 129563.57000000 0.021006649332 Long LON CORP NL N 2 2024-06-30 Floating 8.15371000 N N N N N N Transtar Industries, Inc. N/A Transtar Industries, Inc. 937HMGII4 8012664.26 PA USD 7988626.27 1.295227282660 Long LON CORP US N 3 2027-01-22 Floating 12.29047 N N N N N N Teasdale Foods, Inc. 549300BJJFP7Z6DGKC24 Teasdale Foods, Inc. 942CQVII1 2077090.8 PA USD 1117474.85 0.181180576545 Long DBT CORP US Y 3 2026-06-18 None 0 N N N N N N MB2 Dental Solutions, LLC 254900HDV9GEHEZLSQ19 MB2 Dental Solutions, LLC 937HVUII3 8063085.69 PA USD 7917950.15 1.283768286362 Long LON CORP US N 3 2027-01-29 Floating 11.08221 N N N N N N CV Intermediate Holdco Corp. (Class Valuation) 549300I41LO6E1F0QK80 CV Intermediate Holdco Corp. (Class Valuation) 937LBAII0 1177317.07 PA USD 1116096.58 0.180957112229 Long LON CORP US N 3 2026-03-31 Floating 11.42975 N N N N N N Lamark Media Group N/A Lamark Media Group 941XXJII5 1086639.67 PA USD 1055127.12 0.171071894755 Long LON CORP US N 3 2027-10-14 Floating 8.212595 N N N N N N CV Intermediate Holdco Corp. (Class Valuation) 549300I41LO6E1F0QK80 CV Intermediate Holdco Corp. (Class Valuation) 937LAXII1 7787952.39 PA USD 7382978.87 1.197031296311 Long LON CORP US N 3 2026-03-31 Floating 11.44542 N N N N N N 2023-06-30 Invesco Senior Income Trust Sheri Morris Sheri Morris President XXXX NPORT-EX 2 edgar.htm HTML

Consolidated Schedule of Investments

May 31, 2023

(Unaudited)

 

      Interest
Rate
     Maturity
Date
    

Principal

Amount

(000)(a)

     Value

Variable Rate Senior Loan Interests–112.87%(b)(c)

           

Aerospace & Defense–6.12%

           

ADB Safegate (ADBAS/CEP IV) (Luxembourg), Term Loan B (3 mo. EURIBOR + 4.75%)

     7.53%        10/03/2026      EUR 1,414      $     1,355,720

Brown Group Holding LLC (Signature Aviation US Holdings, Inc.), Incremental Term Loan B-2 (1 mo. Term SOFR + 3.75%)

     8.80%        07/02/2029              $     1,593      1,573,117

Castlelake Aviation Ltd., Incremental Term Loan

     7.78%        10/22/2027        4,697      4,607,573

Dynasty Acquisition Co., Inc.

           

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

     8.75%        04/08/2026        207      202,201

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

     8.75%        04/08/2026        110      107,269

FDH Group Acquisition, Inc., Term Loan A(d)(e)

     12.05%        10/01/2025        21,940      21,589,325

Gogo Intermediate Holdings LLC, Term Loan B (3 mo. USD LIBOR + 3.75%)

     9.02%        04/30/2028        989      980,735

Greenrock Finance, Inc.

           

Delayed Draw Term Loan (3 mo. Term SOFR + 4.35%)

     9.25%        06/21/2029        36      34,511

Term Loan (3 mo. Term SOFR + 4.25%)

     9.25%        06/21/2029        78      74,773

IAP Worldwide Services, Inc., Second Lien Term Loan (3 mo. USD LIBOR + 6.50%) (Acquired 07/18/2014-02/08/2019; Cost $1,745,738)(e)(f)

     11.66%        07/18/2023        1,738      1,738,143

KKR Apple Bidco LLC

           

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

     9.15%        09/22/2028        392      389,298

First Lien Term Loan (1 mo. Term SOFR + 2.75%)

     9.27%        09/22/2028        655      637,682

NAC Aviation 8 Limited (Nordic Aviation) (Ireland), Revolver Loan(g)

     0.00%        12/31/2026        1,826      1,826,168

NAC Aviation 8 Ltd. (Ireland)

           

Term Loan(e)

     8.81%        12/31/2026        2,003      0

Term Loan(e)(h)

            12/31/2026        1,974      0

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

     12.98%        02/01/2029        2,400      2,287,835

Propulsion (BC) Finco S.a.r.l. (Spain), Term Loan B (3 mo. Term SOFR + 4.00%)

     8.90%        09/13/2029        671      666,089

Rand Parent LLC (Atlas Air), Term Loan B

     9.13%        02/09/2030        2,457      2,121,106

Spirit AeroSystems, Inc., Term Loan B (1 mo. Term SOFR + 4.50%)

     9.55%        01/14/2027        1,669      1,670,090

Titan Acquisition Holdings L.P., Term Loan B(e)

     1.00%        04/27/2030        1,004      989,458

TransDigm, Inc.

           

Term Loan H (1 mo. Term SOFR + 3.25%)

     8.15%        02/28/2027        134      133,273

Term Loan I (1 mo. Term SOFR + 3.25%)

     8.15%        08/10/2028        905      901,224
                                43,885,590

Air Transport–3.05%

           

AAdvantage Loyalty IP Ltd. (American Airlines, Inc.), Term Loan (3 mo. USD LIBOR + 4.75%)

     10.00%        04/20/2028        6,859      6,900,874

Air Canada (Canada), Term Loan (3 mo. USD LIBOR + 3.50%)

     8.84%        08/11/2028        1,437      1,435,078

American Airlines, Inc., Term Loan

     8.15%        02/09/2028        1,696      1,636,179

eTraveli Group (Sweden), Term Loan B-1 (3 mo. EURIBOR + 4.00%)

     7.02%        08/02/2024      EUR 667      709,452

United Airlines, Inc., Term Loan B (3 mo. USD LIBOR + 3.75%)

     8.89%        04/21/2028        8,373      8,343,851

WestJet Airlines Ltd. (Canada), Term Loan (1 mo. USD LIBOR + 3.00%)

     8.25%        12/11/2026        3,084      2,856,201
                                21,881,635

Automotive–6.96%

           

Adient PLC, Term Loan B-1 (1 mo. Term SOFR + 3.25%)

     8.52%        04/10/2028        506      505,868

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

     9.75%        04/06/2028        4,022      3,941,590

Belron Group S.A., First Lien Term Loan B (1 mo. Term SOFR + 2.75%)

     7.83%        04/06/2029        1,136      1,132,809

Constellation Auto (CONSTE/BCA) (United Kingdom)

           

First Lien Term Loan B-2 (6 mo. SONIA + 4.75%)

     8.18%        07/28/2028      GBP 305      327,910

Second Lien Term Loan B-1 (6 mo. SONIA + 7.50%)

     11.43%        07/27/2029      GBP 800      545,018

DexKo Global, Inc., First Lien Term Loan (1 mo. Term SOFR + 6.50%)

     11.40%        10/04/2028        360      346,568

First Brands Group Intermediate LLC

           

Term Loan B (6 mo. Term SOFR + 5.00%)

     10.03%        03/30/2027        346      333,979

Term Loan B (1 mo. Term SOFR + 5.00%)

     10.25%        03/30/2027        2,693      2,592,085

Garrett Borrowing LLC, Term Loan (3 mo. USD LIBOR + 3.25%)

     8.66%        04/30/2028        557      524,218

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

     9.75%        11/09/2027        2,529      2,431,231

 

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)

           

M&D Distributors

           

Delayed Draw Term Loan(d)(e)

     10.91%        08/31/2028              $ 246      $        242,951

Delayed Draw Term Loan(g)

     0.00%        08/31/2028        2,119      2,093,119

Revolver Loan(d)(e)(g)

     0.00%        08/31/2028        1,182      1,168,035

Term Loan A(d)(e)(h)

            08/31/2028        6,728      6,647,755

Mavis Tire Express Services TopCo L.P., First Lien Term Loan (1 mo. Term SOFR + 4.00%)

     9.27%        05/04/2028        1,111      1,073,877

Muth Mirror Systems LLC

           

Revolver Loan(d)(e)

     11.89%        04/23/2025        1,523      1,402,499

Term Loan(d)(e)

     11.86%        04/23/2025        17,079      15,729,904

PowerStop LLC, Term Loan B (3 mo. USD LIBOR + 4.75%)

     9.90%        01/24/2029        1,197      860,491

Transtar Industries, Inc., Term Loan A(d)(e)

     12.66%        01/22/2027            8,013      7,988,626
                                49,888,533

Beverage & Tobacco–1.41%

           

AI Aqua Merger Sub, Inc., Term Loan B

     0.00%        07/31/2028        2,829      2,730,447

Al Aqua Merger Sub, Inc., Term Loan B (1 mo. USD LIBOR + 3.75%)

     8.80%        07/31/2028        2,788      2,691,083

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

     8.76%        03/31/2028        7,120      3,524,452

Naked Juice LLC (Tropicana), Second Lien Term Loan (3 mo. Term SOFR + 6.00%)

     11.00%        01/20/2030        1,520      1,170,892
                                10,116,874

Brokers, Dealers & Investment Houses–0.15%

           

AqGen Island Intermediate Holdings, Inc., Second Lien Term Loan B (3 mo. USD LIBOR + 6.50%)

     11.63%        08/05/2029        39      34,585

Zebra Buyer LLC, Term Loan (3 mo. Term SOFR + 4.00%)

     8.65%        11/01/2028        1,049      1,039,625
                                1,074,210

Building & Development–1.86%

           

Altadia (Timber Servicios Empresariales S.A.) (Spain), Term Loan B (3 mo. EURIBOR + 4.75%)

     8.04%        02/17/2029      EUR 328      320,855

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

     7.75%        08/27/2025        240      227,684

Corialis (United Kingdom), Term Loan B (1 mo. SONIA + 4.40%)

     8.86%        07/06/2028      GBP 193      218,778

Empire Today LLC, Term Loan B (1 mo. USD LIBOR + 5.00%)

     10.11%        04/01/2028        3,298      2,528,409

Icebox Holdco III, Inc.

           

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

     8.91%        12/22/2028        1,938      1,869,179

Second Lien Term Loan (3 mo. USD LIBOR + 6.75%)(e)

     11.91%        12/21/2029        593      521,492

LBM Holdings LLC, First Lien Term Loan(h)

            12/17/2027        115      105,616

LHS Borrow LLC (Leaf Home Solutions), Term Loan (1 mo. Term SOFR + 4.75%)

     10.00%        02/16/2029        4,023      3,136,743

Mayfair Mall LLC, Term Loan (1 mo. SOFR + 3.25%)(e)

     8.55%        04/20/2024        931      846,834

Oldcastle BuildingEnvelope, Inc., Term Loan B (3 mo. Term SOFR + 4.50%)

     9.50%        04/29/2029        2,442      2,330,087

Quikrete Holdings, Inc., First Lien Term Loan (3 mo. USD LIBOR + 2.63%)

     7.78%        02/01/2027        61      60,730

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

     9.16%        07/24/2024        1,179      1,173,525
                                13,339,932

Business Equipment & Services–15.10%

           

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

     9.90%        05/17/2028        497      488,571

Asurion LLC, Term Loan B-7 (1 mo. USD LIBOR + 3.00%)

     8.15%        11/03/2024        403      402,551

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

     8.27%        10/30/2026        52      51,069

Checkout Holding Corp., Term Loan(e)(h)

            06/30/2023        33      33,452

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

     8.65%        05/17/2028        1,286      1,235,299

Constant Contact

           

Second Lien Term Loan (3 mo. USD LIBOR + 7.50%)

     12.70%        02/15/2029        1,012      833,855

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

     9.20%        02/10/2028        672      626,362

Corp. Service Co., Term Loan B (1 mo. Term SOFR + 3.25%)

     8.50%        11/02/2029        1,469      1,469,248

CRCI Longhorn Holdings, Inc., Second Lien Term Loan (1 mo. USD LIBOR + 7.25%)

     12.50%        08/08/2026        106      99,050

Creation Technologies, Inc., Term Loan B (3 mo. USD LIBOR + 5.50%)

     10.72%        10/05/2028        1,358      1,238,802

CV Intermediate Holdco Corp. (Class Valuation)

           

Delayed Draw Term Loan(d)(e)

     11.57%        03/31/2026        11,524      10,924,462

Revolver Loan(d)(e)

     11.39%        03/31/2026        677      641,756

Revolver Loan(g)

     0.00%        03/31/2026        500      474,341

Term Loan B(d)(e)

     11.45%        03/31/2026        7,788      7,382,979

 

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)

           

Dakota Holding Corp., First Lien Term Loan (1 mo. Term SOFR + 3.75%)

     8.65%        04/09/2027              $        985      $        937,860

Dun & Bradstreet Corp. (The)

           

Revolver Loan(e)(h)

            09/11/2025        526      518,396

Revolver Loan(g)

     0.00%        09/11/2025        3,051      3,006,697

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

     8.41%        02/06/2026        462      459,743

Esquire Deposition Solutions LLC

           

Delayed Draw Term Loan(d)(e)

     1.00%        12/28/2027        2,558      2,519,911

Revolver Loan(d)(e)

     11.55%        12/28/2027        298      289,513

Revolver Loan(g)

     0.00%        12/28/2027        981      951,256

Term Loan B(d)(e)(h)

            12/28/2027        8,932      8,663,667

Garda World Security Corp. (Canada)

           

Incremental Term Loan (1 mo. Term SOFR + 4.25%)

     9.34%        02/01/2029        2,454      2,394,389

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

     9.44%        10/30/2026        1,831      1,805,450

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

     9.15%        05/12/2028        1,033      975,399

Grandir (The Education Group) (France)

           

Term Loan B-1 (3 mo. EURIBOR + 4.25%)

     7.73%        09/29/2028      EUR 388      406,206

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

     7.73%        09/29/2028      EUR 65      67,701

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

     7.27%        04/01/2028      EUR 406      414,085

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

     9.72%        10/28/2027        2,126      1,913,207

KronosNet CX Bidco (Comspa Konecta) (Spain)

           

Term Loan B

     8.96%        09/30/2029      EUR 333      331,733

Term Loan B

     0.00%        10/14/2029      EUR 200      198,997

Lamark Media Group, Incremental Term Loan(d)(e)

     11.32%        10/14/2027        2,526      2,450,526

Lamark Media Group LLC

           

Delayed Draw Term Loan(d)(e)

     10.71%        10/14/2027        1,626      1,578,734

Revolver Loan(d)(e)

     0.50%        10/14/2027        815      791,345

Revolver Loan(g)

     0.00%        10/14/2027        272      263,782

Term Loan B(d)(e)

     10.71%        10/14/2027        7,511      7,293,566

Monitronics International, Inc.

           

DIP Term Loan A(e)

     12.33%        06/27/2023        3,936      3,877,246

DIP Term Loan B(e)

     12.09%        11/17/2023        1,318      1,298,431

Term Loan (3 mo. USD LIBOR + 7.50%)

           

(Acquired 08/30/2019-01/28/2021; Cost $8,129,031)(f)(i)(j)

     0.00%        03/29/2024        10,390      5,384,316

NAS LLC (d.b.a. Nationwide Marketing Group)

           

Revolver Loan(e)

     11.55%        06/03/2024        172      170,670

Revolver Loan(g)

     0.00%        06/03/2024        690      682,680

Term Loan (3 mo. USD LIBOR + 6.50%)(e)

     11.55%        06/03/2024        8,277      8,194,097

Term Loan(e)

     11.55%        06/03/2024        3,362      3,327,984

Term Loan(e)

     11.55%        06/03/2024        1,572      1,556,652

Orchid Merger Sub II LLC, Term Loan (6 mo. Term SOFR + 4.75%)

     9.80%        07/27/2027        3,044      2,222,418

Protect America

           

Revolver Loan(e)(h)

            09/01/2024        1,211      1,126,097

Revolver Loan(g)

     0.00%        09/01/2024        81      75,351

QA Group (IndigoCyan) (Jersey), Term Loan B (3 mo. GBP LIBOR + 4.75%)

     9.30%        06/23/2024      GBP 3,566      4,299,457

Red Ventures LLC (New Imagitas, Inc.), Term Loan B (1 mo. Term SOFR + 3.00%)

     8.15%        02/24/2030        497      485,275

Skillsoft Corp., Term Loan (1 mo. Term SOFR + 4.75%)

     10.42%        07/14/2028        1,057      906,549

Solera (Polaris Newco LLC), Term Loan B (1 mo. SONIA + 5.25%)

     9.68%        06/05/2028      GBP 411      441,515

Spin Holdco, Inc., Term Loan (3 mo. USD LIBOR + 4.00%)

     8.99%        03/04/2028        8,734      7,051,526

Tempo Acquisition LLC, Term Loan B (1 mo. Term SOFR + 3.00%)

     8.15%        08/31/2028        53      52,954

UnitedLex Corp., Term Loan (1 mo. USD LIBOR + 4.75%)(e)

     11.05%        03/20/2027        874      764,802

Virtusa Corp.

           

Incremental Term Loan B (1 mo. Term SOFR + 3.75%)

     9.00%        02/08/2029        362      356,151

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

     9.33%        02/11/2028        769      758,012

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

     8.55%        08/04/2028        1,038      1,034,469
                                108,200,612

Cable & Satellite Television–3.40%

           

Altice Financing S.A. (Luxembourg), Term Loan

     9.99%        10/31/2027        407      380,065

CSC Holdings LLC, Term Loan B (1 mo. Term SOFR + 4.50%)

     9.56%        01/15/2028        6      5,145

 

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)

           

Lightning Finco Ltd. (LiveU) (United Kingdom)

           

Term Loan B-1 (3 mo. USD LIBOR + 5.75%)(e)

     11.23%        08/31/2028              $    17,300      $   16,608,509

Term Loan B-2 (6 mo. USD LIBOR + 5.75%)(e)

     11.23%        08/31/2028        2,097      2,034,123

Numericable-SFR S.A. (France)

           

Incremental Term Loan B-13 (1 mo. Term SOFR + 4.00%)

     9.32%        08/14/2026        1,826      1,657,933

Term Loan B-12 (1 mo. Term SOFR + 3.69%)

     8.95%        01/31/2026        1,331      1,207,831

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

     9.41%        09/01/2028        78      62,930

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

     7.11%        04/30/2028        206      199,219

Virgin Media 02 - LG (United Kingdom), Term Loan Y (1 mo. Term SOFR + 3.25%)

     8.11%        03/06/2031        2,327      2,244,374
                                24,400,129

Chemicals & Plastics–7.28%

           

AkzoNoble Chemicals, Incremental Term Loan (1 mo. Term SOFR + 4.00%)

     8.99%        03/03/2028        981      966,738

Aruba Investments, Inc., Second Lien Term Loan (1 mo. USD LIBOR + 7.75%)

     12.90%        11/24/2028        1,024      909,280

Arxada (Switzerland)

           

Term Loan B (3 mo. EURIBOR + 3.93%)

     7.02%        07/03/2028      EUR 350      323,695

Term Loan B (3 mo. USD LIBOR + 3.93%)

     9.08%        07/03/2028        230      198,572

Ascend Performance Materials Operations LLC, Term Loan (6 mo. Term SOFR + 4.75%)

     9.71%        08/27/2026        4,181      3,988,198

BES (Discovery Purchaser Corp.)

           

First Lien Term Loan (3 mo. Term SOFR + 4.38%)

     9.28%        10/03/2029        800      757,088

Second Lien Term Loan (1 mo. Term SOFR + 7.00%)

     11.91%        08/03/2030        663      615,837

Caldic (Pearls BidCo) (Netherlands), Term Loan B (1 mo. Term SOFR + 4.00%)

     8.80%        02/26/2029        113      111,514

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

     9.02%        12/01/2027        1,000      974,248

Colouroz Investment LLC (Germany)

           

First Lien Term Loan C

     0.00%        09/21/2023        1      404

PIK Second Lien Term Loan B-2, 5.75% PIK Rate, 9.52% Cash Rate(k)

     5.75%        09/21/2024        45      19,467

Cyanco Intermediate 2 Corp., First Lien Term Loan (3 mo. USD LIBOR + 3.25%)

     8.40%        03/16/2025        144      142,139

Eastman Tire Additives (River Buyer, Inc.), First Lien Term Loan (1 mo. USD LIBOR + 5.25%)

     10.52%        11/01/2028        3,057      2,756,148

Fusion (Fusion UK Holding Ltd. & US HoldCo VAD, Inc.), Term Loan B (3 mo. Term SOFR + 3.75%)

     9.05%        05/28/2029        396      374,897

HASA Acquisition LLC

           

Delayed Draw Term Loan(d)(g)

     0.00%        01/10/2029        1,505      1,460,038

Revolver Loan(d)(e)

     10.56%        01/10/2029        579      561,553

Revolver Loan(g)

     0.00%        01/10/2029        868      842,329

Term Loan(d)(e)

     10.69%        01/10/2029        13,634      13,224,570

ICP Group Holdings LLC, First Lien Term Loan (3 mo. USD LIBOR + 3.75%)

     8.91%        12/29/2027        917      711,249

Ineos Quattro Holdings Ltd. (United Kingdom), Term Loan B (1 mo. Term SOFR + 3.75%)

     9.00%        03/03/2030        741      738,478

Ineos US Finance LLC

           

Term Loan

     9.00%        11/08/2027        986      982,655

Term Loan

     8.75%        02/09/2030        1,496      1,485,799

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

     8.77%        06/30/2027        602      593,325

Momentive Performance Materials USA, Inc., Term loan B (1 mo. Term SOFR + 4.50%)

     9.65%        03/22/2028        1,644      1,617,792

Nobian Finance B.V., Term Loan (6 mo. EURIBOR + 3.15%)

     6.77%        07/01/2026      EUR 1,590      1,609,310

Potters Industries LLC, Term Loan B (3 mo. USD LIBOR + 4.00%)

     9.16%        12/14/2027        710      706,553

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

     9.02%        11/03/2025        513      503,265

Vertellus

           

Revolver Loan (1 mo. USD LIBOR + 5.75%)(e)

     11.07%        12/22/2025        472      443,245

Revolver Loan(g)

     0.00%        12/22/2025        1,120      1,050,987

Term Loan B (6 mo. SOFR + 5.75%)(e)

     10.84%        12/22/2027        12,955      12,436,353

W.R. Grace & Co., Term Loan B (3 mo. USD LIBOR + 3.75%)

     8.94%        09/22/2028        1,070      1,060,207
                                52,165,933

Clothing & Textiles–0.61%

           

ABG Intermediate Holdings 2 LLC

           

Delayed Draw Term Loan(g)

     0.00%        12/21/2028        854      836,601

Second Lien Term Loan (1 mo. Term SOFR + 6.00%)

     11.25%        12/20/2029        796      744,288

Term Loan B-4 (1 mo. Term SOFR + 4.00%)

     9.41%        12/21/2028        2,603      2,551,633

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

     8.59%        04/28/2028        219      216,375
                                4,348,897

 

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

Conglomerates–0.15%

           

CeramTec (CTEC III GmbH) (Germany), Term Loan B (3 mo. EURIBOR + 3.75%)

     7.23%        03/16/2029      EUR 446      $        464,953

Safe Fleet Holdings LLC

           

First Lien Incremental Term Loan (1 mo. Term SOFR + 5.00%)(e)

     10.19%        02/23/2029              $        328      326,335

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

     11.91%        02/02/2026        264      243,777
                                1,035,065

Containers & Glass Products–6.24%

           

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

     8.79%        03/11/2028        1      317

Brook & Whittle Holding Corp., First Lien Term Loan (3 mo. Term SOFR + 4.00%)

     9.41%        12/14/2028        1,155      1,044,817

Duran Group (Germany), Term loan C-2 (1 mo. Term SOFR + 5.50%)(e)

     10.33%        05/31/2026        3,302      3,304,433

Keg Logistics LLC

           

Revolver Loan(d)(e)

     11.05%        11/23/2027        1,663      1,581,196

Revolver Loan(g)

     0.00%        11/23/2027        603      573,709

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

     11.32%        11/23/2027        25,792      24,527,664

Keter Group B.V. (Netherlands)

           

Term Loan B-1 (3 mo. EURIBOR + 4.25%)
(Acquired 04/29/2022-02/21/2023; Cost $1,166,129)(f)

     7.49%        10/31/2023      EUR 1,188      1,081,875

Term Loan B-3-A (3 mo. EURIBOR + 4.25%)
(Acquired 02/21/2023; Cost $389,280)(f)

     7.71%        10/31/2023      EUR 426      387,469

LABL, Inc. (Multi-Color), Term Loan (1 mo. USD LIBOR + 5.00%)

     10.25%        10/29/2028        3,801      3,708,857

Libbey Glass, Inc., First Lien Term Loan (3 mo. SOFR + 3.75%)(e)

     4.75%        11/22/2027        3,480      3,497,405

Logoplaste (Mar Bidco S.a.r.l.) (Portugal), Term Loan B (1 mo. USD LIBOR + 4.30%)(e)

     9.40%        07/07/2028        730      691,503

Mold-Rite Plastics LLC (Valcour Packaging LLC)

           

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

     8.84%        10/04/2028        1,712      1,462,679

Second Lien Term Loan (6 mo. USD LIBOR + 7.00%)

     12.09%        10/04/2029        409      251,653

Refresco Group N.V. (Netherlands), Term Loan B (3 mo. Term SOFR + 4.25%)

     9.34%        07/12/2029        2,661      2,632,510
                                44,746,087

Cosmetics & Toiletries–0.85%

           

Bausch and Lomb, Inc., Term Loan (1 mo. Term SOFR + 3.25%)

     8.46%        05/10/2027        4,494      4,354,431

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

     8.24%        06/29/2028      EUR 1,361      1,306,124

Wella (Rainbow FinCo S.a.r.l.), Term Loan B (6 mo. EURIBOR + 3.50%)

     6.70%        02/24/2029      EUR 423      437,692
                                6,098,247

Drugs–0.00%

           

Grifols Worldwide Operations USA, Inc., Term Loan B (1 mo. USD LIBOR + 2.00%)

     7.41%        11/15/2027        19      18,138

Ecological Services & Equipment–1.03%

           

Anticimex (Sweden), Term Loan B-2 (1 mo. Term SOFR + 4.75%)(e)

     10.11%        11/16/2028        480      475,316

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

     8.91%        05/11/2025        1,885      1,853,765

Groundworks LLC

           

Delayed Draw Term Loan(e)(g)

     0.00%        01/31/2030        456      448,828

Revolver Loan(d)(e)(g)

     0.00%        01/31/2030        146      141,438

Revolver Loan(e)(g)

     0.00%        01/31/2030        146      141,438

Term Loan B(e)

     11.56%        01/31/2030        2,497      2,422,124

OGF (France), Term Loan B-2 (6 mo. EURIBOR + 4.75%)

     7.91%        12/31/2025      EUR 325      323,480

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

     9.00%        03/20/2025        795      730,433

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

     13.77%        11/02/2028        1,401      847,414
                                7,384,236

Electronics & Electrical–6.09%

           

Altar BidCo, Inc. (Brooks Automation, Inc.), Second Lien Term Loan (6 mo. Term SOFR + 5.60%)

     10.49%        02/01/2030        393      348,183

AppLovin Corp., Term Loan (3 mo. Term SOFR + 3.00%)

     8.25%        10/25/2028        61      60,527

Boxer Parent Co., Inc., Term Loan B (EUR001M + 4.00%)

     7.20%        10/02/2025      EUR 35      37,422

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

     9.15%        04/18/2025        913      901,008

Digi International, Inc., Term Loan (6 mo. USD LIBOR + 5.00%)(e)

     10.15%        11/01/2028        1,505      1,506,605

E2Open LLC, Term Loan (3 mo. USD LIBOR + 3.50%)

     8.65%        02/04/2028        1,262      1,246,783

Entegris, Inc., Term Loan B (1 mo. Term SOFR + 2.75%)

     7.90%        07/06/2029        668      667,418

Go Daddy Operating Co. LLC, Term Loan (1 mo. Term SOFR + 3.25%)

     8.15%        11/09/2029        140      140,094

 

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)

           

GoTo Group, Inc. (LogMeIn), First Lien Term Loan (1 mo. USD LIBOR + 4.75%)

     9.90%        08/31/2027              $     7,144      $     4,391,912

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

     13.13%        01/11/2027        1,649      1,307,315

Inetum (Granite Fin Bidco SAS) (France), Term Loan B (3 mo. EURIBOR + 5.00%)

     7.75%        10/17/2028      EUR 868      910,538

Infinite Electronics, Second Lien Term Loan (3 mo. USD LIBOR + 7.00%)

     12.16%        03/02/2029        441      381,134

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

     7.94%        10/15/2028        483      480,297

Learning Pool (Brook Bidco Ltd.) (United Kingdom)

           

Term Loan(e)(h)

            08/17/2028      GBP 639      778,626

Term Loan(e)(h)

            08/17/2028        824      788,103

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

     8.91%        12/31/2027        154      152,643

Mavenir Systems, Inc., Term Loan B (3 mo. USD LIBOR + 4.75%)

     10.14%        08/13/2028        3,005      2,446,516

McAfee Enterprise

           

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

     13.53%        07/27/2029        1,066      668,738

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

     10.03%        07/27/2028        1,056      753,055

McAfee LLC, Term Loan B-1 (1 mo. Term SOFR + 4.50%)

     8.84%        03/01/2029        1,498      1,407,769

Natel Engineering Co., Inc., Term Loan (3 mo. USD LIBOR + 6.25%)
(Acquired 04/25/2019-02/01/2022; Cost $3,718,357)(f)

     11.41%        04/29/2026        3,744      3,332,554

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

     8.85%        03/03/2028      EUR 1,541      1,529,813

Open Text Corp. (Canada), Incremental Term Loan B (1 mo. SOFR + 3.60%)

     8.75%        08/27/2029        3,916      3,912,783

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

     9.40%        01/02/2025        966      949,940

Quest Software US Holdings, Inc.

           

Second Lien Term Loan (3 mo. Term SOFR + 7.50%)

     12.70%        01/20/2030        258      187,950

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

     9.45%        01/19/2029        4,752      4,040,526

Sandvine Corp.

           

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

     9.65%        10/31/2025        1,183      1,114,365

Second Lien Term Loan (1 mo. SOFR + 8.00%)

     13.15%        11/02/2026        289      253,609

SonicWall U.S. Holdings, Inc., First Lien Term Loan (3 mo. USD LIBOR + 3.75%)

     8.91%        05/16/2025        142      139,441

Ultimate Software Group, Inc.

           

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

     8.90%        05/04/2026        1,597      1,543,876

Second Lien Incremental Term Loan (3 mo. Term SOFR + 5.25%)

     10.27%        05/03/2027        294      277,888

Utimaco (Germany)

           

Term Loan B-1 (3 mo. EURIBOR + 6.25%)(e)

     9.71%        05/31/2029      EUR 3,539      3,669,518

Term Loan B-2 (3 mo. SOFR + 6.25%)(e)

     11.56%        05/31/2029        1,986      1,894,960

Veritas US, Inc., Term Loan B (3 mo. USD LIBOR + 5.00%)

     10.15%        09/01/2025        1,868      1,416,119
                                43,638,028

Financial Intermediaries–0.41%

           

Edelman Financial Center LLC (The), Second Lien Term Loan (1 mo. USD LIBOR + 6.75%)

     11.90%        07/20/2026        193      182,630

LendingTree, Inc., First Lien Delayed Draw Term Loan B (1 mo. USD LIBOR + 3.75%)

     0.00%        09/15/2028        2,937      2,269,138

Virtue (Vistra+Tricor/Thevelia LLC)

           

First Lien Term Loan B(h)

            06/22/2029        323      321,709

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

     8.90%        10/26/2025        194      193,853
                                2,967,330

Food Products–5.47%

           

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

     9.15%        12/18/2026        1,547      1,540,350

Biscuit Hld S.A.S.U. (BISPOU/Cookie Acq) (France), First Lien Term Loan (6 mo. EURIBOR + 4.00%)

     7.27%        02/15/2027      EUR 4,485      4,068,056

BrightPet (AMCP Pet Holdings, Inc.)

           

Incremental Term Loan B(d)(e)

     11.41%        10/05/2026        3,918      3,639,970

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

     10.66%        10/05/2026        802      744,751

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

     10.66%        10/05/2026        563      523,360

Term Loan(e)

     11.41%        10/05/2026        3,855      3,581,092

Florida Food Products LLC

           

First Lien Term Loan (1 mo. Term SOFR + 5.00%)(e)

     10.15%        10/18/2028        809      695,458

First Lien Term Loan (1 mo. Term SOFR + 5.00%)(e)

     10.15%        10/18/2028        5,651      4,859,553

Second Lien Term Loan (1 mo. USD LIBOR + 8.00%)(e)

     13.15%        10/08/2029        1,133      934,519

H-Food Holdings LLC

           

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

     10.58%        05/23/2025        1,431      1,183,466

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

     9.27%        05/23/2025        21      17,062

Nomad Foods US LLC (United Kingdom), Term Loan B (1 mo. Term SOFR + 3.75%)

     8.56%        11/10/2029        604      604,658

 

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

Food Products–(continued)

           

Panther BF Aggregator 2 L.P. (Canada), Term Loan B (1 mo. Term SOFR + 3.75%)

     8.90%        04/20/2030              $     1,260      $     1,250,147

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

     13.02%        09/22/2028        142      133,124

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

     7.46%        07/02/2025        1,870      1,813,808

Teasdale Foods, Inc., Term Loan(d)(e)

     1.00%        12/18/2025        14,833      12,815,792

Valeo Foods (Jersey) Ltd. (Ireland), Term Loan B (6 mo. EURIBOR + 4.00%)

     7.24%        09/29/2028      EUR 854      774,468
                                39,179,634

Food Service–0.58%

           

Euro Garages (Netherlands)

           

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

     9.16%        02/07/2025        786      769,557

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

     0.00%        03/31/2026        537      525,654

Financiere Pax S.A.S., Term Loan B (6 mo. EURIBOR + 4.75%)

     7.19%        07/01/2026      EUR 2,172      2,132,639

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

     8.66%        04/13/2028        1,121      742,815
                                4,170,665

Health Care–9.79%

           

Acacium (Impala Bidco Ltd./ICS US, Inc.) (United Kingdom)

           

Incremental Term Loan B (1 mo. Term SOFR + 5.25%)

     9.65%        06/08/2028        1,161      1,111,397

Term Loan B (1 mo. SONIA + 4.75%)

     9.18%        06/08/2028      GBP 516      624,893

Affinity Dental Management, Inc.

           

Delayed Draw Term Loan(d)(e)(g)

     0.00%        08/03/2028        4,864      4,650,571

Revolver Term Loan(d)(e)

     0.50%        08/04/2027        162      155,019

Revolver Term Loan(g)

     0.00%        08/04/2027        1,459      1,395,171

Term Loan(d)(e)

     10.82%        08/03/2028        10,810      10,334,344

athenahealth Group, Inc.

           

Term Loan (1 mo. Term SOFR + 3.50%)

     8.60%        02/15/2029        755      713,317

Delayed Draw Term Loan(g)

     0.00%        02/15/2029        93      87,629

Bracket Intermediate Holding Corp (Signant), Term Loan (1 mo. Term SOFR + 5.00%)

     10.17%        05/03/2028        1,163      1,136,316

Cerba (Chrome Bidco) (France), Term Loan C (3 mo. EURIBOR + 3.50%)

     6.71%        02/14/2029      EUR 472      473,269

Cheplapharm Arzneimittel GmbH (Germany), Term Loan B (3 mo. EURIBOR + 4.00%)

     7.11%        02/22/2029      EUR 593      626,694

Ethypharm (Financiere Verdi, Orphea Ltf) (France), Term Loan B (3 mo. SONIA + 4.50%)

     8.68%        04/17/2028      GBP 649      710,220

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

     9.77%        02/04/2027        749      693,235

Global Medical Response, Inc.

           

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

     9.40%        03/14/2025        591      414,119

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

     9.24%        10/02/2025        1,737      1,221,306

International SOS L.P., Term Loan B (3 mo. USD LIBOR + 3.75%)(e)

     8.94%        09/07/2028        1,017      991,438

MB2 Dental Solutions LLC

           

Delayed Draw Term Loan(d)(e)

     1.00%        01/29/2027        2,900      2,847,636

Delayed Draw Term Loan(d)(e)

     1.00%        01/29/2027        8,671      8,514,884

Term Loan B(d)(e)

     11.25%        01/29/2027        8,063      7,917,950

MedAssets Software Intermediate Holdings, Inc. (nThrive TSG), Second Lien Term Loan (1 mo. USD LIBOR + 6.75%)(e)

     11.90%        12/17/2029        774      464,764

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

           

Term Loan B (3 mo. EURIBOR + 3.75%)

     6.99%        12/15/2027      EUR 232      244,587

Term Loan B-2 (3 mo. EURIBOR + 3.75%)

     6.99%        12/15/2027      EUR 134      141,284

Nidda Healthcare Holding AG (Germany), Term Loan B(h)

            04/28/2028      EUR 300      318,938

SDB Holdco LLC (Specialty Dental Brands)

           

Delayed Draw Term Loan(d)(e)

     12.09%        03/17/2027        3,801      3,724,639

Term Loan(d)(e)

     12.09%        03/17/2027        17,902      17,544,039

Summit Behavioral Healthcare LLC, First Lien Term Loan (3 mo. USD LIBOR + 4.75%)

     10.24%        11/24/2028        1,350      1,329,378

TTF Holdings LLC (Soliant), Term Loan B (1 mo. USD LIBOR + 4.00%)(e)

     9.19%        03/31/2028        893      888,463

Women’s Care Holdings, Inc. LLC

           

First Lien Term Loan (6 mo. USD LIBOR + 4.50%)

     9.65%        01/15/2028        583      534,095

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

     13.40%        01/15/2029        402      355,791
                                70,165,386

Home Furnishings–4.04%

           

A-1 Garage Door Services

           

Delayed Draw Term Loan(d)(e)

     1.00%        12/22/2028        1,568      1,521,093

Term Loan B(d)(e)

     11.50%        12/22/2028        6,861      6,655,438

 

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

Home Furnishings–(continued)

           

A1 Garage Merger Sub, LLC

           

Delayed Draw Term Loan(g)

     0.00%        12/22/2028        1,506      $     1,460,543

Revolver Loan(d)(g)

     0.00%        12/22/2028        1,119      1,084,897

Hilding Anders AB (Sweden)

           

Term Loan (6 mo. EURIBOR + 5.00%)(e)

     8.65%        02/28/2026      EUR 282      197,385

Term Loan (6 mo. EURIBOR + 10.00%)(e)

     13.62%        12/31/2026      EUR 21      20,730

Term Loan(e)(h)

     –          02/26/2027      EUR 270      0

Hunter Douglas Holding B.V.

           

Term Loan B-1 (3 mo. Term SOFR + 3.50%)

     8.67%        02/26/2029              $     5,157      4,759,552

Term Loan B-2 (3 mo. EURIBOR + 4.00%)

     7.42%        02/26/2029      EUR 620      630,617

Mattress Holding Corp., Term Loan (6 mo. USD LIBOR + 4.25%)

     9.39%        09/25/2028        4,181      3,973,961

Serta Simmons Bedding LLC

           

First Lien Term Loan (1 mo. USD LIBOR + 9.50%)(i)(j)

     0.00%        08/10/2023        2,010      2,009,161

Second Lien Term Loan(i)(j)

     0.00%        08/10/2023        3,009      1,680,224

SIWF Holdings, Inc., Term Loan B (3 mo. USD LIBOR + 4.00%)

     11.25%        10/06/2028        2,309      1,923,155

TGP Holdings III LLC, Term Loan B (1 mo. USD LIBOR + 3.25%)

     8.40%        06/29/2028        465      386,322

VC GB Holdings, Inc., Second Lien Term Loan (3 mo. USD LIBOR + 6.75%)

     12.23%        07/01/2029        530      450,438

Weber-Stephen Products LLC

           

Incremental Term Loan B (1 mo. Term SOFR + 4.25%)

     9.50%        10/30/2027        512      448,962

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

     8.52%        10/30/2027        1,996      1,749,708
                                28,952,186

Industrial Equipment–4.84%

           

Chart Industries, Inc., Term Loan B

     8.92%        03/14/2030        1,808      1,800,117

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

     10.65%        12/20/2028        1,341      1,334,586

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

     9.77%        04/16/2026        448      432,185

Deliver Buyer, Inc. (MHS Holdings), Term Loan B (3 mo. Term SOFR + 5.50%)

     10.40%        06/08/2029        2,237      1,963,352

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

     10.44%        12/23/2027        1,591      1,589,340

EMRLD Borrower L.P. (Copeland), Term Loan B(h)

     –          05/05/2030        2,998      2,966,138

Engineered Machinery Holdings, Inc., Second Lien Incremental Term Loan (3 mo. USD LIBOR + 6.00%)

     11.16%        05/21/2029        195      178,400

Kantar (Summer BC Bidco) (United Kingdom)

           

Revolver Loan (1 mo. USD LIBOR + 3.00%)(e)

     1.05%        06/04/2026        1,294      1,171,446

Revolver Loan(g)

     0.00%        06/04/2026        2,185      1,977,830

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

     9.99%        12/04/2026        1,883      1,735,024

Term Loan B-2 (3 mo. USD LIBOR + 4.50%)

     9.66%        12/04/2026        557      518,243

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

     7.05%        12/04/2026      EUR 335      335,996

MKS Instruments, Inc., Term Loan B (1 mo. Term SOFR + 2.75%)

     7.95%        08/17/2029        70      69,355

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

     7.77%        07/31/2025        178      177,644

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

     9.16%        03/08/2025        1,447      1,287,727

Robertshaw US Holding Corp.

           

First Lien Term Loan(e)

     8.17%        02/28/2027        1,649      1,682,072

First Lien Term Loan(e)

     10.75%        02/28/2027        1,386      1,164,517

First Lien Term Loan(e)

     12.25%        02/28/2027        6,062      5,637,973

Tank Holding Corp.

           

Revolver Loan (1 mo. Term SOFR + 6.00%)(e)

     0.38%        03/31/2028        40      37,674

Revolver Loan(g)

     0.00%        03/31/2028        384      360,771

Term Loan (1 mo. Term SOFR + 6.00%)

     12.75%        03/31/2028        6,316      6,110,330

Thyssenkrupp Elevators (Vertical Midco GmbH) (Germany), Term Loan B (6 mo. USD LIBOR + 3.50%)

     8.60%        07/31/2027        672      649,075

Victory Buyer LLC (Vantage Elevator)

           

Second Lien Term Loan (3 mo. SOFR + 7.00%)(e)

     12.13%        11/19/2029        315      253,879

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

     8.88%        11/15/2028        1,466      1,284,034
                                34,717,708

Insurance–0.84%

           

Acrisure LLC

           

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

     8.65%        02/15/2027        1,511      1,410,500

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

     9.40%        02/15/2027        1,425      1,355,989

Term Loan (1 mo. Term SOFR + 5.75%)

     10.82%        02/15/2027        1,764      1,739,797

 

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

Insurance–(continued)

           

Sedgwick Claims Management Services, Inc., Term Loan B (1 mo. SOFR + 3.75%)

     8.90%        02/21/2028              $        391      $        380,682

USI, Inc., Term Loan (1 mo. Term SOFR + 3.75%)

     8.65%        11/22/2029        1,177      1,160,859
                                6,047,827

Leisure Goods, Activities & Movies–5.82%

           

Alpha Topco Ltd. (United Kingdom), Term Loan B (1 mo. Term SOFR + 3.25%)

     8.15%        01/15/2030        1,523      1,524,574

Carnival Corp.

           

Incremental Term Loan (6 mo. USD LIBOR + 3.25%)

     8.40%        10/18/2028        6,939      6,751,205

Term Loan (6 mo. USD LIBOR + 3.00%)

     8.15%        06/30/2025        457      453,989

Crown Finance US, Inc.

           

DIP Term Loan(i)

     15.06%        09/07/2023        7,759      7,900,467

First Lien Term Loan
(Acquired 02/27/2020-02/24/2022; Cost $4,369,644)(f)(i)(j)

     0.00%        02/28/2025        3,027      681,545

First Lien Term Loan
(Acquired 08/28/2020-03/01/2022; Cost $560,922)(f)(i)(j)

     0.00%        02/28/2025      EUR 794      191,126

First Lien Term Loan
(Acquired 10/18/2019-09/13/2021; Cost $2,656,319)(f)(i)(j)

     0.00%        09/30/2026        3,970      893,836

Revolver Loan(i)

     0.00%        02/28/2024        793      178,675

Revolver Loan(g)

     0.00%        02/28/2024        14      3,144

Dorna Sports S.L. (Spain), Term Loan B (3 mo. EURIBOR + 3.50%)

     6.25%        03/30/2029      EUR 815      851,965

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

     8.45%        04/18/2025        1,655      1,588,889

Nord Anglia Education, Term Loan B

     9.76%        01/25/2028        674      670,633

OEG Borrower LLC (Opry Entertainment), Term Loan B (3 mo. Term SOFR + 5.00%)(e)

     9.84%        05/20/2029        1,632      1,623,910

Royal Caribbean Cruises

           

Revolver Loan(h)

     -        04/05/2024        4,056      3,913,784

Revolver Loan(h)

     -        04/12/2024        859      828,695

Revolver Loan(g)

     0.00%        04/05/2024        97      93,713

Revolver Loan(g)

     0.00%        04/12/2024        239      231,104

Scenic (Columbus Capital B.V.) (Australia), Term Loan (3 mo. EURIBOR + 3.75%)

     6.74%        02/27/2027      EUR 1,000      874,013

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

     7.00%        04/17/2026        111      109,692

USF S&H Holdco LLC

           

Term Loan A(e)

     18.67%        06/30/2025        732      731,637

Term Loan A(g)

     0.00%        06/30/2025        895      894,923

Term Loan B(e)

     0.00%        06/30/2025        9,339      9,338,747

Vue International Bidco PLC (United Kingdom)

           

Term Loan

     11.09%        06/30/2027      EUR 344      337,031

Term Loan

     4.86%        12/31/2027      EUR 1,773      1,014,120
                                41,681,417

Lodging & Casinos–3.98%

           

Aimbridge Acquisition Co., Inc.

           

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

     8.90%        02/02/2026        2,242      2,115,813

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

     9.88%        02/02/2026        1,954      1,844,893

B&B Hotels S.A.S. (France), Term Loan B-4 (6 mo. EURIBOR + 5.50%)

     8.25%        07/31/2026      EUR 697      744,876

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

     8.36%        10/02/2028        1,919      1,839,969

Caesars Entertainment, Inc., Term Loan B

     8.50%        01/26/2030        3,601      3,575,804

Flutter Financing B.V. (Stars Group), Term Loan B (1 mo. Term SOFR + 3.25%)

     8.41%        07/04/2028        2,200      2,202,723

Four Seasons Holdings, Inc. (Canada), Term Loan (1 mo. Term SOFR + 3.25%)

     8.50%        11/30/2029        446      447,116

GVC Finance LLC, Incremental Term Loan (1 mo. Term SOFR + 3.50%)

     8.44%        10/31/2029        2,497      2,498,310

HotelBeds (United Kingdom)

           

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

     6.71%        09/12/2025      EUR 2,860      2,963,438

Term Loan C (6 mo. EURIBOR + 4.50%)

     6.96%        09/30/2027      EUR 1,879      1,915,852

Term Loan D (6 mo. EURIBOR + 5.50%)

     8.84%        09/12/2027      EUR 6,961      7,188,979

Scientific Games Lottery, Term Loan B (3 mo. EURIBOR + 4.00%)

     7.05%        01/31/2029      EUR 471      494,396

Travel + Leisure Co., Incremental Term Loan (1 mo. Term SOFR + 4.00%)

     9.16%        12/14/2029        683      683,043
                                28,515,212

 

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–1.04%

           

American Rock Salt Co. LLC

           

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

     9.15%        06/09/2028              $     921      $        858,863

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

     12.40%        06/11/2029        101      89,099

AZZ, Inc., Term Loan (1 mo. Term SOFR + 4.25%)

     9.50%        05/13/2029        2,184      2,185,583

Covia Holdings Corp., Term Loan (3 mo. USD LIBOR + 4.00%)

     9.22%        07/31/2026        786      768,627

Form Technologies LLC

           

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

     9.83%        07/19/2025        2,249      2,063,184

First Lien Term Loan (3 mo. USD LIBOR + 9.00%)

     14.33%        10/22/2025        1,061      793,512

SCIH Salt Holdings, Inc. (Kissner Group), First Lien Incremental Term Loan B-1 (1 mo. USD LIBOR + 4.00%)

     9.15%        03/16/2027        732      713,449
                                7,472,317

Oil & Gas–2.63%

           

Brazos Delaware II LLC, First Lien Term Loan

     8.80%        02/01/2030            2,005      1,961,631

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

     12.02%        08/25/2026        2,477      2,393,254

McDermott International Ltd.

           

LOC(g)

     0.00%        06/30/2024        3,645      2,970,270

LOC (3 mo. USD LIBOR + 4.00%)(e)

     8.75%        06/30/2024        1,620      1,133,733

PIK Second Lien Term Loan, 3.00% PIK Rate, 6.15% Cash Rate(k)

     3.00%        06/30/2025        863      587,877

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

     8.15%        06/30/2024        159      129,564

Par Petroleum LLC and Par Petroleum Finance Corp. (Par Pacific), Term Loan B

     9.61%        02/14/2030        2,315      2,259,309

Petroleum GEO-Services ASA (Norway)

           

Term Loan (3 mo. SOFR + 6.75%)

     11.65%        03/18/2024        808      816,282

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

     12.16%        03/19/2024        1,115      1,106,568

QuarterNorth Energy, Inc., Second Lien Term Loan (1 mo. USD LIBOR + 8.00%)

     13.15%        08/27/2026        4,912      4,902,067

WhiteWater Whistler Holdings LLC, Term Loan B

     8.15%        01/25/2030        620      619,740
                                18,880,295

Publishing–3.26%

           

Cengage Learning, Inc., Term Loan B (6 mo. USD LIBOR + 4.75%)

     9.88%        06/29/2026        4,415      4,179,340

Clear Channel Worldwide Holdings, Inc., Term Loan B (3 mo. Term SOFR + 3.50%)

     8.77%        08/21/2026        2,054      1,937,264

Dotdash Meredith, Inc., Term Loan B (1 mo. Term SOFR + 4.00%)(e)

     9.12%        12/01/2028        5,802      5,366,896

Harbor Purchaser, Inc. (Houghton Mifflin Harcourt)

           

First Lien Term Loan B (1 mo. Term SOFR + 5.25%)

     10.50%        04/09/2029        3,219      2,850,777

Second Lien Term Loan B (1 mo. SOFR + 8.50%)(e)

     13.65%        04/08/2030        2,496      2,108,728

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

     10.33%        07/30/2028        3,193      3,008,429

Micro Holding L.P., Term Loan B-3 (1 mo. Term SOFR + 4.25%)

     9.42%        04/20/2028        4,099      3,891,501
                                23,342,935

Radio & Television–0.20%

           

Diamond Sports Holdings LLC, Second Lien Term Loan (1 mo. Term SOFR + 3.25%)(i)(j)

     0.00%        08/24/2026        2,121      90,151

Gray Television, Inc.

           

Term Loan D (1 mo. Term SOFR + 3.00%)

     8.11%        12/01/2028        176      167,448

Term Loan E (1 mo. Term SOFR + 2.50%)

     7.61%        01/02/2026        22      21,194

Sinclair Television Group, Inc.

           

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

     7.77%        09/30/2026        201      178,200

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

     8.16%        04/01/2028        1,179      986,210
                                1,443,203

Retailers (except Food & Drug)–2.39%

           

Action Holding B.V. (Netherlands), Term Loan B-3-A (h)

            09/21/2028      EUR 293      310,167

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

     8.90%        03/06/2028        5,433      5,287,655

Douglas (Kirk Beauty GmbH) (Germany)

           

Term Loan B-1 (6 mo. EURIBOR + 5.25%)

     8.27%        04/08/2026      EUR 358      370,409

Term Loan B-2 (6 mo. EURIBOR + 5.25%)

     8.27%        04/08/2026      EUR 206      213,308

Term Loan B-3 (6 mo. EURIBOR + 5.50%)

     8.27%        04/08/2026      EUR 453      469,067

Term Loan B-4 (6 mo. EURIBOR + 5.25%)

     8.27%        04/08/2026      EUR 632      654,208

Term Loan B-5 (6 mo. EURIBOR + 5.25%)

     8.27%        04/08/2026      EUR 141      145,561

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

     9.00%        02/11/2028        7,771      7,678,019

 

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

Retailers (except Food & Drug)–(continued)

           

Savers, Inc., Term Loan (1 mo. Term SOFR + 5.50%)

     10.66%        04/26/2028              $     2,056      $     2,016,248
                                17,144,642

Surface Transport–1.59%

           

American Trailer World Corp., First Lien Term Loan (1 mo. Term SOFR + 3.75%)

     9.00%        03/03/2028        615      534,241

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

     9.40%        09/30/2028        729      716,814

First Student Bidco, Inc.

           

Delayed Draw Term Loan (3 mo. Term SOFR + 4.00%)

     9.00%        07/21/2028        221      212,450

Incremental Term Loan B (3 mo. Term SOFR + 4.00%)

     9.00%        07/21/2028            3,166      3,051,633

Hertz Corp. (The), Term Loan B (1 mo. USD LIBOR + 3.25%)

     8.41%        06/30/2028        87      86,499

Hurtigruten (Explorer II AS) (Norway), Term Loan B(h)

            02/26/2027      EUR 3,127      3,029,793

Novae LLC, Term Loan B (3 mo. Term SOFR + 5.00%)

     10.34%        12/22/2028        583      501,338

PODS LLC, Incremental Term Loan B (3 mo. USD LIBOR + 4.00%)(e)

     9.27%        04/01/2028        1,798      1,719,516

STG - XPOI Opportunity, Term Loan B (1 mo. Term SOFR + 6.00%)(e)

     11.25%        03/24/2028        1,593      1,533,594
                                11,385,878

Telecommunications–3.84%

           

Avaya, Inc.

           

DIP Term Loan(e)

     0.00%        08/15/2023        438      453,146

Term Loan B-1 (1 mo. USD LIBOR + 9.09%)

     9.09%        12/15/2027        1,025      250,412

Term Loan B-2 (1 mo. USD LIBOR + 8.84%)

     8.84%        12/15/2027        1,318      316,395

Cablevision Lightpath LLC, Term Loan (1 mo. USD LIBOR + 3.25%)

     8.36%        11/30/2027        1      150

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

     7.52%        03/15/2027        2,999      2,078,211

Cincinnati Bell, Inc., Term Loan B-2 (1 mo. Term SOFR + 3.25%)

     8.50%        11/22/2028        35      32,751

Crown Subsea Communications Holding, Inc.

           

Incremental Term Loan

     10.36%        04/27/2027        1,157      1,156,886

Term Loan (1 mo. Term SOFR + 4.75%)

     10.11%        04/27/2027        1,441      1,433,677

Intelsat Jackson Holdings S.A. (Luxembourg), Term Loan B (6 mo. Term SOFR + 4.25%)

     9.44%        02/01/2029        2,292      2,257,843

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

     7.75%        11/04/2026        38      37,712

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

     7.02%        03/01/2027        44      38,751

MLN US HoldCo LLC (dba Mitel)

           

First Lien Term Loan (6 mo. USD LIBOR + 4.50%)

     9.56%        11/30/2025        45      12,738

Second Lien Term Loan (3 mo. SOFR + 6.70%)

     11.78%        11/01/2027        6,800      3,909,979

Term Loan (3 mo. SOFR + 6.44%)

     11.52%        11/01/2027        2,796      2,469,496

Third Lien Term Loan (6 mo. SOFR + 9.25%)(e)

     14.33%        11/01/2027        2,583      1,356,055

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

     8.03%        12/07/2026        4,253      2,592,338

U.S. Telepacific Corp., Term Loan

     7.25%        05/01/2026        3,275      932,691

Voyage Digital (NC) Ltd., Term Loan B (3 mo. Term SOFR + 4.50%)(e)

     9.36%        05/10/2029        1,607      1,586,797

Windstream Services LLC, Term Loan (1 mo. Term SOFR + 6.25%)

     11.50%        09/21/2027        3,870      3,512,069

Zayo Group Holdings, Inc., Incremental Term Loan (1 mo. Term SOFR + 4.25%)

     9.40%        03/09/2027        3,905      3,092,844
                                27,520,941

Utilities–1.85%

           

Brookfield WEC Holdings, Inc., First Lien Term Loan (1 mo. USD LIBOR + 2.75%)

     7.90%        08/01/2025        662      656,626

Generation Bridge LLC

           

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

     10.15%        12/01/2028        1,178      1,177,484

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

     10.15%        12/01/2028        27      27,465

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

     8.90%        11/09/2026        2,123      2,022,152

KAMC Holdings, Inc. (Franklin Energy Group), First Lien Term Loan B (3 mo. USD LIBOR + 4.00%)

     9.73%        08/14/2026        1,250      1,070,394

Lightstone Holdco LLC

           

Term Loan B (1 mo. Term SOFR + 5.75%)

     10.90%        02/01/2027        4,091      3,666,382

Term Loan C (1 mo. Term SOFR + 5.75%)

     10.90%        02/01/2027        221      197,673

Nautilus Power LLC, Term Loan (3 mo. Term SOFR + 5.25%)

     10.24%        11/16/2026        2,000      1,499,916

Pike Corp., Term Loan (1 mo. Term SOFR + 3.50%)

     8.65%        01/21/2028        425      423,724

Talen Energy Supply LLC

           

Term Loan B

     9.59%        05/27/2030        1,246      1,218,771

Term Loan C

     9.59%        05/27/2030        1,009      987,625

 

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

 

  Invesco Senior Income Trust


      Interest
Rate
     Maturity
Date
    

Principal

Amount

(000)(a)

     Value

Utilities–(continued)

           

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

     11.65%        05/14/2029              $       301      $        279,837
                                13,228,049

Total Variable Rate Senior Loan Interests (Cost $866,178,981)

                              809,037,771
                   Shares       

Common Stocks & Other Equity Interests–7.87%(l)

           

Aerospace & Defense–0.30%

           

IAP Worldwide Services, Inc. (Acquired 07/18/2014-02/08/2019;
Cost $593,748)(e)(f)

                       320      2,170,889

NAC Aviation 8 Ltd.(e)

                       57,567      0
                                2,170,889

Automotive–0.00%

           

ThermaSys Corp. (Acquired 12/31/2018; Cost $618,347)(e)(f)

                         881,784      26,453

Building & Development–0.00%

           

Haya (Holdco2 PLC/Real Estate SAU)(e)

                       551      0

Lake at Las Vegas Joint Venture LLC, Class A (Acquired 07/15/2010;
Cost $7,937,680)(e)(f)

                       780      0

Lake at Las Vegas Joint Venture LLC, Class B (Acquired 07/15/2010;
Cost $93,970)(e)(f)

                       9      0
                                0

Business Equipment & Services–0.98%

           

Checkout Holding Corp.(e)

                       7,731      0

My Alarm Center LLC, Class A(e)

                       44,397      6,992,561
                                6,992,561

Containers & Glass Products–0.01%

           

Libbey Glass LLC (Acquired 11/13/2020-02/10/2022; Cost $52,821)(f)

                       12,972      91,453

Drugs–0.00%

           

Envigo RMS Holding Corp.

                       5,797      35,246

Electronics & Electrical–0.00%

           

Riverbed Technology, Inc.(e)

                       30,527      1,526

Financial Intermediaries–0.02%

           

JVMC Holdings Corp.(e)

                       1,481      74,077

JVMC Holdings Corp., Class A(e)

                       1,142      57,114

JVMC Holdings Corp., Class B(e)

                       1,667      17
                                131,208

Industrial Equipment–0.05%

           

North American Lifting Holdings, Inc.

                       44,777      350,761

Leisure Goods, Activities & Movies–1.53%

           

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

                       240,479      0

USF S&H Holdco LLC (Acquired 12/02/2019; Cost $7,100,293)(e)(f)

                       9,844      10,964,904

Vue International Bidco PLC(e)

                       1,751,232      0
                                10,964,904

Lodging & Casinos–0.27%

           

Bally’s Corp.(m)

                       120,357      1,635,652

Caesars Entertainment, Inc.(m)

                       7,110      291,581
                                1,927,233

Oil & Gas–4.17%

           

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

                       17,672      653,865

McDermott International Ltd.(e)

                       1,066,050      354,462

McDermott International, Inc.(m)

                       352,986      123,545

NexTier Oilfield Solutions, Inc.(m)

                       42,011      316,763

QuarterNorth Energy Holding, Inc.(e)

                       128,436      23,268,750

QuarterNorth Energy Holding, Inc., Wts., expiring 08/27/2029(e)

                       22,570      340,356

QuarterNorth Energy Holding, Inc., Wts., expiring 08/27/2029(e)

                       43,468      2,173

 

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

 

  Invesco Senior Income Trust


                                                      Shares      Value

Oil & Gas–(continued)

           

Samson Investment Co., Class A (Acquired 03/01/2017; Cost $3,094,069)(e)(f)

                       132,022      $        118,820

Seadrill Ltd.(m)

                       113,391      4,019,694

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

                       64,960      1,786

Tribune Resources LLC (Acquired 04/03/2018; Cost $1,719,591)(f)

                       337,847      654,578

Tribune Resources LLC, Wts., expiring 04/03/2023 (Acquired 04/03/2018; Cost $7,239)(f)

                       87,471      2,187
                                29,856,979

Radio & Television–0.05%

           

iHeartMedia, Inc., Class A(m)

                       166,688      395,051

iHeartMedia, Inc., Class B(e)

                       42      136
                                395,187

Retailers (except Food & Drug)–0.04%

           

Claire’s Stores, Inc. (Acquired 10/12/2018; Cost $626,636)(f)

                       390      160,875

Toys R US, Inc.(e)

                       15      36,297

Vivarte S.A.S.(e)

                       233,415      110,877
                                308,049

Surface Transport–0.11%

           

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

                       8,057      265,881

Commercial Barge Line Co., Series A, Wts.

                       6,633      165,825

Commercial Barge Line Co., Series A, Wts., expiring 08/18/2030 (Acquired 02/15/2018-05/12/2022; Cost $0)(e)(f)

                       63,030      29,545

Commercial Barge Line Co., Series B, Wts., expiring 04/30/2045 (Acquired 02/05/2020-05/12/2022; Cost $0)(e)(f)

                       55,418      34,636

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

                       8,470      279,510
                                775,397

Utilities–0.34%

           

Vistra Corp.

                       82,057      1,966,906

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

                       383,614      441,156
                                2,408,062

Total Common Stocks & Other Equity Interests (Cost $56,212,107)

                              56,435,908
     Interest
Rate
     Maturity
Date
    

Principal
Amount

(000)(a)

                     

Non-U.S. Dollar Denominated Bonds & Notes–3.21%(n)

           

Automotive–0.27%

           

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

     13.01%        04/19/2026      SEK        18,750      1,563,681

Conceria Pasubio S.p.A. (Italy) (3 mo. EURIBOR + 4.50%)(o)(p)

     7.49%        09/30/2028      EUR 362      361,514
                                1,925,195

Building & Development–0.17%

           

APCOA Parking Holdings GmbH (Germany)(o)

     4.63%        01/15/2027      EUR 291      268,086

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

     8.18%        01/15/2027      EUR 450      466,866

Haya (Holdco2 PLC/Real Estate SAU) (Spain) (3 mo. EURIBOR + 9.00%)

     12.46%        11/30/2025      EUR 454      190,374

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

     6.38%        07/30/2026      EUR 529      302,515
                                1,227,841

Cable & Satellite Television–0.26%

           

Altice Financing S.A. (Luxembourg)(o)

     3.00%        01/15/2028      EUR 423      348,915

Altice Finco S.A. (Luxembourg)(o)

     4.75%        01/15/2028      EUR 1,292      925,874

Altice France Holding S.A. (Luxembourg)(o)

     8.00%        05/15/2027      EUR 962      589,360
                                1,864,149

Chemicals & Plastics–0.05%

           

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

     5.25%        05/15/2029      EUR 480      323,225

Electronics & Electrical–0.35%

           

Castor S.p.A. (Italy)(o)

     6.00%        02/15/2029      EUR 1,258      1,220,470

 

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)

           

Nobel Bidco B.V. (Netherlands)(o)

     3.13%        06/15/2028      EUR        1,564      $     1,320,052
                                2,540,522

Financial Intermediaries–1.40%

           

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

     8.25%        08/01/2024      EUR 2,617      1,941,097

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

     9.50%        05/01/2026      EUR 1,168      993,006

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

     6.75%        11/01/2025      EUR 1,523      1,195,035

Kane Bidco Ltd. (United Kingdom)(o)

     5.00%        02/15/2027      EUR 267      265,991

Kane Bidco Ltd. (United Kingdom)(o)

     6.50%        02/15/2027      GBP 334      368,945

Sherwood Financing PLC (United Kingdom)(o)

     4.50%        11/15/2026      EUR 371      336,136

Sherwood Financing PLC (United Kingdom)(o)

     6.00%        11/15/2026      GBP 375      382,522

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

     7.95%        11/15/2027      EUR 1,652      1,632,945

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

     6.50%        08/01/2026      GBP 1,844      1,772,659

Zenith Finco PLC (United Kingdom)(o)

     6.50%        06/30/2027      GBP 1,203      1,166,080
                                10,054,416

Industrial Equipment–0.24%

           

Multiversity S.r.l. (Italy) (3 mo. EURIBOR + 4.25%)(o)(p)

     7.52%        10/30/2028      EUR 1,286      1,362,406

Summer (BC) Holdco A S.a.r.l. (Luxembourg)(o)

     9.25%        10/31/2027      EUR 451      384,500
                                1,746,906

Leisure Goods, Activities & Movies–0.11%

           

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

     7.71%        06/15/2027      EUR 372      373,431

Deuce Finco PLC (United Kingdom)(o)

     5.50%        06/15/2027      GBP 372      390,221
                                763,652

Retailers (except Food & Drug)–0.36%

           

Douglas GmbH (Germany)(o)

     6.00%        04/08/2026      EUR 1,377      1,353,206

Kirk Beauty SUN GmbH, (Germany)(k)(o)

     9.00%        10/01/2026      EUR 1,513      1,208,848
                                2,562,054

Total Non-U.S. Dollar Denominated Bonds & Notes (Cost $30,188,711)

                              23,007,960

U.S. Dollar Denominated Bonds & Notes–2.84%

           

Aerospace & Defense–0.16%

           

Rand Parent LLC (o)

     8.50%        02/15/2030        $       1,372      1,185,929

Air Transport–0.05%

           

Mesa Airlines, Inc., Class B (Acquired 11/25/2015; Cost $871,796)(e)(f)

     5.75%        07/15/2025        374      364,339

Automotive–0.09%

           

Clarios Global L.P./Clarios US Finance Co.(o)

     6.75%        05/15/2028        665      665,652

Building & Development–0.37%

           

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

     5.75%        05/15/2026        1,287      1,144,523

Brookfield Property REIT, Inc./BPR Cumulus LLC/BPR Nimbus LLC/GGSI Sellco LLC(o)

     4.50%        04/01/2027        1,918      1,535,215
                                2,679,738

Cable & Satellite Television–0.45%

           

Altice Financing S.A. (Luxembourg)(o)

     5.75%        08/15/2029        29      22,140

Altice Financing S.A. (Luxembourg)(o)

     5.00%        01/15/2028        1,763      1,379,268

Altice France S.A. (France)(o)

     5.50%        01/15/2028        594      451,069

Altice France S.A. (France)(o)

     5.50%        10/15/2029        679      493,361

Virgin Media Secured Finance PLC (United Kingdom)(o)

     4.50%        08/15/2030        1,020      849,076
                                3,194,914

Chemicals & Plastics–0.37%

           

SK Invictus Intermediate II S.a.r.l.(o)

     5.00%        10/30/2029        3,305      2,627,359

Food Products–0.16%

           

Sigma Holdco B.V. (Netherlands)(o)

     7.88%        05/15/2026        72      61,246

 

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

 

  Invesco Senior Income Trust


      Interest
Rate
    Maturity
Date
    

Principal
Amount

(000)(a)

     Value

Food Products–(continued)

          

Teasdale Foods, Inc. (Acquired 12/18/2020-03/31/2022; Cost $1,771,245)(d)(e)(f)

     16.25     06/18/2026              $     2,077      $     1,117,475
                               1,178,721

Food Service–0.09%

          

eG Global Finance PLC (United Kingdom)(o)

     6.75     02/07/2025        671      645,747

Health Care–0.05%

          

Global Medical Response, Inc.(o)

     6.50     10/01/2025        495      334,910

Industrial Equipment–0.12%

          

Chart Industries, Inc.(o)

     7.50     01/01/2030        182      184,060

Emerald Debt Merger Sub LLC(o)

     6.63     12/15/2030        673      668,458
                               852,518

Lodging & Casinos–0.06%

          

Caesars Entertainment, Inc.(o)

     7.00     02/15/2030        432      434,370

Publishing–0.35%

          

McGraw-Hill Education, Inc.(o)

     5.75     08/01/2028        2,921      2,493,950

Radio & Television–0.07%

          

Diamond Sports Group LLC/Diamond Sports Finance Co. (i)(j)(o)

     0.00     08/15/2026        1,339      59,606

iHeartCommunications, Inc.(o)

     4.75     01/15/2028        322      223,721

Univision Communications, Inc.(o)

     7.38     06/30/2030        257      239,198
                               522,525

Retailers (except Food & Drug)–0.26%

          

Evergreen Acqco 1 L.P./TVI, Inc.(o)

     9.75     04/26/2028        1,829      1,831,844

Telecommunications–0.19%

          

Windstream Escrow LLC/Windstream Escrow Finance Corp.(o)

     7.75     08/15/2028        1,635      1,330,981

Total U.S. Dollar Denominated Bonds & Notes (Cost $24,789,698)

                             20,343,497
                  Shares       

Preferred Stocks–0.69%(l)

          

Automotive–0.00%

          

ThermaSys Corp., Series A, Pfd. (Acquired 12/31/2018; Cost $196,600)(e)(f)

                      188      2

Electronics & Electrical–0.00%

          

Riverbed Technology, Inc., Pfd.(e)

                      60,232      3,012

Financial Intermediaries–0.02%

          

JVMC Holdings Corp., Series A-2, Pfd.(e)

                      324      118,424

Oil & Gas–0.08%

          

McDermott International Ltd., Pfd.(e)

                      915      594,547

Southcross Energy Partners L.P., Series A, Pfd. (Acquired 05/07/2019-08/23/2019; Cost $258,485)(e)(f)

                      258,709      9,313
                               603,860

Surface Transport–0.59%

          

Commercial Barge Line Co., Series A, Pfd. (Acquired 02/15/2018-02/06/2020; Cost $1,496,920)(f)

                      23,669      579,890

Commercial Barge Line Co., Series A, Pfd., Wts., expiring 04/27/2045 (Acquired 02/15/2018-02/06/2020; Cost $1,573,543)(f)

                      24,882      609,609

Commercial Barge Line Co., Series B, Pfd. (Acquired 02/05/2020-10/27/2020; Cost $918,945)(f)

                      39,456      1,775,520

Commercial Barge Line Co., Series B, Pfd., Wts., expiring 04/27/2045 (Acquired 02/05/2020-10/27/2020; Cost $645,351)(f)

                      27,709      1,246,905
                               4,211,924

Total Preferred Stocks (Cost $5,126,424)

                             4,937,222

 

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  

Municipal Obligations–0.52%

          

Arizona–0.52%

          

Arizona (State of) Industrial Development Authority (NewLife Forest Restoration, LLC), Series 2022, RB
(Cost $3,979,132)(o)

     0.00     01/01/2028      $ 4,322      $ 3,683,657  

 

 

TOTAL INVESTMENTS IN SECURITIES(q)–128.00% (Cost $986,475,053)

             917,446,015  

 

 

BORROWINGS–(26.23)%

             (188,000,000

 

 

VARIABLE RATE TERM PREFERRED SHARES–(13.91)%

             (99,730,471

 

 

OTHER ASSETS LESS LIABILITIES–12.14%

             87,058,545  

 

 

NET ASSETS APPLICABLE TO COMMON SHARES–100.00%

           $  716,774,089  

 

 

 

Investment Abbreviations:
DIP   Debtor-in-Possession
EUR   – Euro
EURIBOR   – Euro Interbank Offered Rate
GBP   – British Pound Sterling
LIBOR   – London Interbank Offered Rate
LOC   – Letter of Credit
Pfd.   – Preferred
PIK   Pay-in-Kind
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) 

Acquired through direct lending. Direct loans may be subject to liquidity and interest rate risk and certain direct loans may be deemed illiquid.

(e) 

Security valued using significant unobservable inputs (Level 3). See Note 1.

(f) 

Restricted security. The aggregate value of these securities at May 31, 2023 was $35,993,822, which represented 5.02% of the Trust’s Net Assets.

(g) 

All or a portion of this holding is subject to unfunded loan commitments. Interest rate will be determined at the time of funding.

(h) 

This variable rate interest will settle after May 31, 2023, at which time the interest rate will be determined.

(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, 2023 was $10,989,965, which represented 1.53% of the Trust’s Net Assets.

(k) 

All or a portion of this security is Pay-in-Kind. Pay-in-Kind securities pay interest income in the form of securities.

(l) 

Securities acquired through the restructuring of senior loans.

(m) 

Non-income producing security.

(n) 

Foreign denominated security. Principal amount is denominated in the currency indicated.

(o) 

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, 2023 was $45,362,926, which represented 6.33% of the Trust’s Net Assets.

(p) 

Interest or dividend rate is redetermined periodically. Rate shown is the rate in effect on May 31, 2023.

(q) 

Calculated as a percentage of net assets. Amounts in excess of 100% are due to the Trust’s use of leverage.

 

      Value
February 28, 2023
  

Purchases

at Cost

    

Proceeds

from Sales

     Change in
Unrealized
Appreciation
   Realized
Gain
     Value
May 31, 2023
     Dividend Income
Investments in Affiliated Money Market Funds:                                                           

Invesco Government & Agency Portfolio, Institutional Class

     $ 2,807,159        $  2,404,184        $  (5,211,343)        $              -        $    -        $                -      $ 850      

Invesco Liquid Assets Portfolio, Institutional Class

     2,005,036        1,717,274        (3,722,583)        49        224        -      621      

Invesco Treasury Portfolio, Institutional Class

     3,208,182        2,747,638        (5,955,820)        -        -        -      966      

 

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

 

  Invesco Senior Income Trust


     Value
February 28, 2023
   Purchases
at Cost
    

Proceeds

from Sales

     Change in
Unrealized
Appreciation
   Realized
Gain
     Value
May 31, 2023
     Dividend Income

 

Investments in Other Affiliates:                     

 

USF S&H Holdco LLC*

     $ 10,904,070        $               -        $                   -        $60,834        $     -        $ 10,964,904      $        -        

 

Total

     $ 18,924,447        $6,869,096        $(14,889,746)        $60,883        $224        $ 10,964,904      $2,437        

 

 

*

At May 31, 2023, this security was no longer an affiliate of the Fund.

The aggregate value of securities considered illiquid at May 31, 2023 was $379,042,549, which represented 52.88% of the Fund’s Net Assets.

 

Open Forward Foreign Currency Contracts  

 

 
                  Unrealized  
Settlement         

Contract to

     Appreciation  
Date          Counterparty  

Deliver

    

Receive

     (Depreciation)  

 

 

Currency Risk

            

 

 

06/30/2023

     Bank of New York Mellon (The)   EUR      20,813,456      USD     23,037,374      $ 753,788  

 

 

06/30/2023

     Barclays Bank PLC   GBP      3,467,971      USD     4,327,846        11,277  

 

 

06/30/2023

     Barclays Bank PLC   SEK      17,552,217      USD     1,715,723        95,793  

 

 

06/30/2023

     BNP Paribas S.A.   USD      4,259,496      GBP     3,440,034        22,301  

 

 

07/31/2023

     BNP Paribas S.A.   EUR      20,432,119      USD     22,076,238        163,283  

 

 

07/31/2023

     BNP Paribas S.A.   SEK      17,080,330      USD     1,603,492        24,556  

 

 

06/30/2023

     J.P. Morgan Chase Bank, N.A.   EUR      500,000      USD     553,207        17,890  

 

 

07/31/2023

     J.P. Morgan Chase Bank, N.A.   EUR      140,150      USD     151,312        1,004  

 

 

06/30/2023

     Morgan Stanley Bank, N.A.   EUR      20,502,807      USD     22,659,313        708,318  

 

 

06/30/2023

     Morgan Stanley Bank, N.A.   GBP      3,520,516      USD     4,393,209        11,237  

 

 

06/30/2023

     Morgan Stanley Bank, N.A.   USD      4,195,876      GBP     3,388,690        22,013  

 

 

06/30/2023

     Royal Bank of Canada   USD      4,260,610      GBP     3,440,034        21,187  

 

 

07/31/2023

     Royal Bank of Canada   EUR      20,280,525      USD     21,897,296        146,920  

 

 

07/31/2023

     State Street Bank & Trust Co.   EUR      20,209,565      USD     21,778,333        104,061  

 

 

06/30/2023

     Toronto Dominion Bank   EUR      20,813,456      USD     22,998,473        714,887  

 

 

06/30/2023

     Toronto Dominion Bank   GBP      3,520,516      USD     4,392,407        10,435  

 

 

06/30/2023

     UBS AG   EUR      650,929      USD     704,144        7,238  

 

 

Subtotal–Appreciation

               2,836,188  

 

 

Currency Risk

            

 

 

06/30/2023

     Barclays Bank PLC   USD      1,107,670      EUR     1,000,000        (37,037

 

 

06/30/2023

     Barclays Bank PLC   USD      301,642      GBP     240,244        (2,611

 

 

06/30/2023

     BNP Paribas S.A.   USD      21,960,902      EUR     20,361,517        (161,177

 

 

06/30/2023

     BNP Paribas S.A.   USD      1,590,851      SEK     16,972,513        (24,423

 

 

07/31/2023

     BNP Paribas S.A.   GBP      3,440,034      USD     4,261,690        (22,421

 

 

06/30/2023

     Deutsche Bank AG   USD      56,753      SEK     579,703        (3,251

 

 

07/31/2023

     Morgan Stanley Bank, N.A.   GBP      3,388,690      USD     4,198,047        (22,121

 

 

06/30/2023

     Royal Bank of Canada   USD      22,882,669      EUR     21,209,565        (174,995

 

 

07/31/2023

     Royal Bank of Canada   GBP      3,441,132      USD     4,264,182        (21,297

 

 

06/30/2023

     State Street Bank & Trust Co.   USD      22,279,035      EUR     20,709,565        (106,678

 

 

Subtotal-Depreciation

               (576,011

 

 

Total Forward Foreign Currency Contracts

             $ 2,260,177  

 

 

 

Abbreviations:

 

EUR   – Euro
GBP   – British Pound Sterling
SEK   – Swedish Krona
USD   – U.S. Dollar

The valuation policy and a listing of other significant accounting policies are available in the most recent shareholder report.

 

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

 

  Invesco Senior Income Trust


Notes to Quarterly Consolidated Schedule of Portfolio Holdings

May 31, 2023

(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. 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 Invesco Advisers, Inc.’s (the “Adviser”) 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, 2023. 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

   $      $ 441,003,824     $ 368,033,947      $ 809,037,771  

 

 

Common Stocks & Other Equity Interests

     8,784,438        2,800,210       44,851,260        56,435,908  

 

 

Non-U.S. Dollar Denominated Bonds & Notes

            23,007,960              23,007,960  

 

 

U.S. Dollar Denominated Bonds & Notes

            18,861,683       1,481,814        20,343,497  

 

 

Preferred Stocks

            4,211,924       725,298        4,937,222  

 

 

Municipal Obligations

            3,683,657              3,683,657  

 

 

Total Investments in Securities

     8,784,438        493,569,258       415,092,319        917,446,015  

 

 

Other Investments - Assets*

          

 

 

Investments Matured

            147,261       497,375        644,636  

 

 

Forward Foreign Currency Contracts

            2,836,188              2,836,188  

 

 
            2,983,449       497,375        3,480,824  

 

 

Other Investments - Liabilities*

          

 

 

Forward Foreign Currency Contracts

            (576,011            (576,011

 

 

Total Other Investments

            2,407,438       497,375        2,904,813  

 

 

Total Investments

   $ 8,784,438      $ 495,976,696     $ 415,589,694      $ 920,350,828  

 

 

 

*

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, 2023:

 

    

Value

02/28/23

   

Purchases

at Cost

    Proceeds
from Sales
    Accrued
Discounts/
Premiums
    Realized
Gain
    Change in
Unrealized
Appreciation
(Depreciation)
   

Transfers
into

Level 3*

   

Transfers

out of
Level 3*

   

Value

05/31/23

Variable Rate Senior Loan Interests   $ 409,533,144     $ 20,407,565     $ (51,342,135   $ 472,368     $ 256,858     $ (884,243   $ 11,772,964     $ (22,182,574   $368,033,947
Common Stocks & Other Equity Interests     49,049,800             (611,988                 (3,571,913     272,189       (286,828   44,851,260
U.S. Dollar Denominated Bonds & Notes     691,512       81,087                         709,215                 1,481,814
Preferred Stocks     745,598       397,020       (397,020                 (20,300               725,298
Investments Matured     497,375                                               497,375

Total

  $ 460,517,429     $ 20,885,672     $ (52,351,143   $ 472,368     $ 256,858     $ (3,767,241   $ 12,045,153     $ (22,469,402   $415,589,694

*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 evaluated prices from a third-party vendor pricing service. A significant change in third-party pricing information could result in a 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:

 

     Fair Value at
05/31/23
     Valuation
Technique
  

Unobservable

Inputs

   Range of
Unobservable
Inputs
   Unobservable
Input Used
      
Keg Logistics LLC, Term Loan A    $ 24,527,664      Valuation Service    N/A    N/A    N/A      (a)   
QuarterNorth Energy, Inc.      23,268,750      Enterprise Value    Barrel of Oil Equivalent Per Day    N/A    39,553      (b)   
FDH Group Acquisition, Inc., Term Loan A      21,589,325      Valuation Service    N/A    N/A    N/A      (a)   
SDB Holdco LLC, Term Loan      17,544,039      Valuation Service    N/A    N/A    N/A      (a)   
Lightning Finco Ltd. (LiveU), Term Loan B-1      16,608,509      Valuation Service    N/A    N/A    N/A      (a)   
Muth Mirror Systems LLC, Term Loan      15,729,904      Valuation Service    N/A    N/A    N/A      (a)   
HASA Acquisition LLC, Term Loan      13,224,570      Valuation Service    N/A    N/A    N/A      (a)   
Teasdale Foods, Inc., Term Loan      12,815,792      Valuation Service    N/A    N/A    N/A      (a)   
Vertellus, Term Loan B      12,436,353      Valuation Service    N/A    N/A    N/A      (a)   
USF S&H Holdco LLC      10,964,904      Valuation Service    N/A    N/A    N/A      (a)   
CV Intermediate Holdco Corp. (Class Valuation), Delayed Draw Term Loan      10,924,462      Valuation Service    N/A    N/A    N/A      (a)   
Affinity Dental Management, Inc., Term Loan      10,334,344      Valuation Service    N/A    N/A    N/A      (a)   
USF S&H Holdco LLC, Term Loan B      9,338,747      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) 

The Trust fair values certain common equity securities using an enterprise value approach, which utilizes market comps, recent mergers & acquisitions transactions, barrel of oil equivalent per day and projected production. The Adviser periodically reviews the financial statements and monitors such investments for additional market information of the occurrence of a significant event which would warrant a re-evaluation of the security’s fair valuation.

 

  Invesco Senior Income Trust