0001752724-22-172678.txt : 20220801 0001752724-22-172678.hdr.sgml : 20220801 20220801152844 ACCESSION NUMBER: 0001752724-22-172678 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20220531 FILED AS OF DATE: 20220801 DATE AS OF CHANGE: 20220801 PERIOD START: 20230228 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Invesco Dynamic Credit Opportunity Fund CENTRAL INDEX KEY: 0001860151 IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 0228 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-23665 FILM NUMBER: 221124494 BUSINESS ADDRESS: STREET 1: 11 GREENWAY PLAZA STREET 2: SUITE 1000 CITY: HOUSTON STATE: TX ZIP: 77046 BUSINESS PHONE: 800-959-4246 MAIL ADDRESS: STREET 1: 11 GREENWAY PLAZA STREET 2: SUITE 1000 CITY: HOUSTON STATE: TX ZIP: 77046 NPORT-P 1 primary_doc.xml NPORT-P false 0001860151 XXXXXXXX Invesco Dynamic Credit Opportunity Fund 811-23665 0001860151 UJGJ6DJQ6L11ZHIVZG65 1555 Peachtree St. N.E. Atlanta 30309 800-959-4246 Invesco Dynamic Credit Opportunity Fund UJGJ6DJQ6L11ZHIVZG65 2023-02-28 2022-05-31 N 911324616.31 375749948.92 535574667.39 0.00000000 0.00000000 207000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 29619678.67000000 0.00000000 0.00000000 16182495.02000000 EUR GBP USD N Tribune Resources, Inc. 549300IFWJYQ79PVEU45 Tribune Resources, Inc. N/A 376237.00000000 NS USD 620791.05000000 0.115911204879 Long EC CORP US N 2 N N N Invesco Treasury Portfolio 5493004B3TM8ZIDDDC39 Invesco Treasury Portfolio, Institutional Class 825252406 12808444.48000000 NS USD 12808444.48000000 2.391532919661 Long STIV RF US N 1 N N N Diamond Sports Holdings, LLC 5493002K6DHWNZH8YA34 Diamond Sports Holdings, LLC, Term Loan 25277BAE8 1616018.42000000 PA USD 1631370.59000000 0.304601895745 Long LON CORP US N 2 2026-05-25 Floating 9.00000000 N N N N N N American Commercial Barge Line Holding Corp. N/A American Commercial Barge Line Holding Corp., Series A, Wts., expiring 08/18/2030 00085Q142 280240.00000000 NS USD 89034.49000000 0.016624104055 Long EC CORP US N 2 N N N Commercial Barge Line Co. N/A Commercial Barge Line Co., Series B, Pfd. 00085Q605 42058.00000000 NS USD 1324827.00000000 0.247365508614 Long EP CORP US Y 2 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 9574.39000000 0.001787685374 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 511361.30000000 USD 484564.86000000 EUR 2022-06-30 9574.39000000 N N N BCA Marketplace 213800XQDK86MM9NB619 BCA Marketplace, Second Lien Term Loan B N/A 4668239.05000000 PA 5514793.71000000 1.029696519604 Long LON CORP GB N 2 2029-07-30 Floating 8.18960000 N N N N N N Vivarte S.A.S. N/A Vivarte S.A.S. 931QTQ900 1181133.00000000 NS 563552.28000000 0.105223849131 Long EC CORP FR N 3 N N N Biscuit Intl. N/A Biscuit Intl., Term Loan B N/A 1403098.91000000 PA 1223866.15000000 0.228514570333 Long LON CORP FR N 3 2027-02-14 Floating 4.00000000 N N N N N N QuarterNorth Energy, Inc. 549300BC3OH5VUTNXB92 QuarterNorth Energy, Inc., Second Lien Term Loan 74771KAB3 5551641.59000000 PA USD 5581148.57000000 1.042085989092 Long LON CORP US Y 2 2026-08-27 Floating 9.05957000 N N N N N N Solera 254900LEPDAG7EDOA064 Solera, Term Loan B 73108RAD0 1389876.76000000 PA 1674760.27000000 0.312703414103 Long LON CORP US N 2 2028-06-05 Floating 6.18930000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 819128.39000000 0.152943826486 N/A DFE N/A N 2 The Toronto-Dominion Bank PT3QB789TSUIDF371261 44858712.97000000 USD 42488693.64000000 EUR 2022-06-30 819128.39000000 N N N Quest Software US Holdings Inc. 549300LMV4JEXTGLE324 Quest Software US Holdings Inc., Second Lien Term Loan BL3833367 218497.76000000 PA USD 206480.38000000 0.038553051996 Long LON CORP US N 2 2030-01-20 Floating 8.72403000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 169759.13000000 0.031696631737 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 9558574.20000000 USD 9000000.00000000 EUR 2022-09-30 169759.13000000 N N N Hoffmaster Group, Inc. 5493007J8Q5BFWUO1B64 Hoffmaster Group, Inc., First Lien Term Loan B-1 43455JAT5 3606645.83000000 PA USD 3386658.47000000 0.632341049008 Long LON CORP US N 2 2023-11-21 Floating 5.00600000 N N N N N N Serta Simmons Bedding LLC 549300M4F4V4WFPNI116 Serta Simmons Bedding LLC, Second Lien Term Loan 81753HAG6 3192236.18000000 PA USD 2367697.54000000 0.442085424155 Long LON CORP US N 2 2023-08-10 Floating 0.08500000 N N N N N N Altice Finco S.A. 549300IGQP5SEZB5Z419 Altice Finco S.A. AP4431460 2932000.00000000 PA 2634270.22000000 0.491858629691 Long DBT CORP LU Y 2 2028-01-15 Fixed 4.75000000 N N N N N N Aruba Investments, Inc. 254900GMIYFF4FZ0A357 Aruba Investments, Inc., Second Lien Term Loan 04317JAF5 1458812.24000000 PA USD 1429636.00000000 0.266934955487 Long LON CORP US N 2 2028-11-24 Floating 8.72357000 N N N N N N Ethypharm 969500TP61Y08TU11N50 Ethypharm, Term Loan B N/A 2270249.72000000 PA 2644755.05000000 0.493816308170 Long LON CORP FR N 2 2028-04-17 Floating 5.19070000 N N N N N N Optiv, Inc. 549300VZRXJMEDMZX746 Optiv, Inc., Term Loan 68404XAB2 6437513.89000000 PA USD 6257263.50000000 1.168327010404 Long LON CORP US N 2 2024-02-01 Floating 4.07871000 N N N N N N Mavenir Systems, Inc. 549300Q70CXM8TJLTD42 Mavenir Systems, Inc., Term Loan B 57767EAE2 2223708.27000000 PA USD 2184793.38000000 0.407934413822 Long LON CORP US N 3 2028-08-13 Floating 6.20500000 N N N N N N AMC Entertainment Holdings, Inc. 549300ZO77UNR6NRBR11 AMC Entertainment Holdings, Inc. 00165CBA1 705000.00000000 PA USD 646837.50000000 0.120774476349 Long DBT CORP US N 2 2029-02-15 Fixed 7.50000000 N N N N N N Babson Euro CLO B.V. 549300D83T2O13OUPP03 Babson Euro CLO B.V., Series 2021-1A, Class E BCC2R9ZM1 1023000.00000000 PA 979504.14000000 0.182888437344 Long ABS-CBDO CORP IE N 2 2034-04-24 Floating 7.05000000 N N N N N N Hilding Anders AB 54930054I2B3F0CNE428 Hilding Anders AB, PIK Term Loan B N/A 9047006.63000000 PA 4556141.89000000 0.850701530041 Long LON CORP SE Y 2 2024-11-29 Floating 5.00000000 N N Y N N N N/A N/A QuarterNorth Energy, Inc., Wts. N/A 26541.00000000 NS USD 278680.50000000 0.052033921125 N/A DE N/A Y 2 Quarternorth Energy Holding Inc 549300BC3OH5VUTNXB92 Call Purchased QuarterNorth Energy, Inc. QuarterNorth Energy, Inc. 100 9.00000000 USD 2099-12-31 XXXX 39811.50000000 N N N McDermott International Ltd. N/A McDermott International Ltd. N5200EAB7 931434.23000000 PA USD 475031.46000000 0.088695655138 Long LON CORP NL N 2 2025-06-30 Floating 2.05957000 N N N N N N Bausch and Lomb, Inc. 549300NY6OZM39SO6475 Bausch and Lomb, Inc., Term Loan C0787FAB8 606601.35000000 PA USD 585373.34000000 0.109298175519 Long LON CORP US N 2 2027-05-05 Floating 4.04000000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 728361.21000000 0.135996202648 N/A DFE N/A N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 16976852.61000000 GBP 22123297.20000000 USD 2022-06-30 728361.21000000 N N N Cordatus CLO PLC 549300UZHWKVESFC2U21 Cordatus CLO PLC, Series 23A, Class E BCC353671 2127000.00000000 PA 2026211.21000000 0.378324691844 Long ABS-CBDO CORP IE N 2 2036-04-25 Floating 7.26000000 N N N N N N Hornblower Holdings, LLC N/A Hornblower Holdings, LLC, Term Loan 44055EAF8 439703.38000000 PA USD 455093.00000000 0.084972839028 Long LON CORP US N 2 2025-11-25 Floating 10.05700000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 9574.53000000 0.001787711514 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 511368.96000000 USD 484572.12000000 EUR 2022-06-30 9574.53000000 N N N Haya Real Estate S.A. 959800DZPPAB9N57RN35 Haya Real Estate S.A. AP9520101 4086000.00000000 PA 3085964.36000000 0.576196849458 Long DBT CORP ES N 2 2022-11-15 Floating 5.12500000 N N N N N N MedAssets Software Intermediate Holdings, Inc. N/A MedAssets Software Intermediate Holdings, Inc., Second Lien Term Loan 58404KAK1 637884.14000000 PA USD 607386.90000000 0.113408444607 Long LON CORP US N 2 2029-12-17 Floating 7.25000000 N N N N N N Weber-Stephen Products LLC 549300XU8TJBBGLK8V26 Weber-Stephen Products LLC, Incremental Term Loan 94767KAP6 73674.95000000 PA USD 68886.08000000 0.012862087061 Long LON CORP US N 3 2027-10-30 Floating 5.38409000 N N N N N N Arctic Glacier U.S.A., Inc. 549300U4GC326QGP7Z68 Arctic Glacier U.S.A., Inc., Term Loan 03970JAD0 651254.12000000 PA USD 569440.32000000 0.106323236454 Long LON CORP US N 2 2024-03-20 Floating 4.50600000 N N N N N N New VAC US LLC 549300UJYMVEWJOVTC36 New VAC US LLC, Term Loan B 64911CAB3 1261873.23000000 PA USD 1206666.28000000 0.225303090954 Long LON CORP DE N 2 2025-03-08 Floating 5.00600000 N N N N N N Royal Caribbean Cruises K2NEH8QNVW44JIWK7Z55 Royal Caribbean Cruises, Revolver Loan N/A 1213046.77000000 PA USD 1073546.39000000 0.200447566953 Long LON CORP LR N 3 2024-04-12 Floating 2.15200000 N N N N N N VC GB Holdings, Inc. 549300K4B21TSY42LF51 VC GB Holdings, Inc., Second Lien Term Loan 91823JAE2 565517.75000000 PA USD 526403.71000000 0.098287641677 Long LON CORP US N 2 2029-07-01 Floating 7.75600000 N N N N N N U.S. TelePacific Corp. N/A U.S. TelePacific Corp., Term Loan 90343TAW3 1847415.79000000 PA USD 1078890.82000000 0.201445453956 Long LON CORP US N 2 2026-05-01 Floating 6.50000000 N N N N N N Kantar 984500NRF59D5DB9B654 Kantar, Revolver Loan N/A 2500000.00000000 PA USD 2300000.00000000 0.429445255730 Long LON CORP LU N 3 2026-06-04 Floating 3.93760000 N N N N N N Edelman Financial Center LLC (The) 549300Z31KZXNP05U733 Edelman Financial Center LLC (The), Second Lien Term Loan 27943TAB5 207312.21000000 PA USD 198145.90000000 0.036996876824 Long LON CORP US N 2 2026-07-20 Floating 7.80957000 N N N N N N Mesa Airlines, Inc. N/A Mesa Airlines, Inc., Class B 59048*AA8 968429.13000000 PA USD 1011001.27000000 0.188769434321 Long DBT CORP US N 3 2025-07-15 Fixed 5.75000000 N N N N N N Ascend Learning, LLC 549300T466HKRLVCD610 Ascend Learning, LLC, First Lien Term Loan 04349HAK0 189097.37000000 PA USD 180469.80000000 0.033696478005 Long LON CORP US N 2 2028-12-11 Floating 4.56157000 N N N N N N AMC Entertainment, Inc. 549300ZO77UNR6NRBR11 AMC Entertainment, Inc., Term Loan B-1 00164DAQ6 4680822.39000000 PA USD 4137402.31000000 0.772516431772 Long LON CORP US N 2 2026-04-22 Floating 3.84443000 N N N N N N McGraw-Hill Education, Inc. N/A McGraw-Hill Education, Inc. 57767XAA8 1536000.00000000 PA USD 1403443.20000000 0.262044358229 Long DBT CORP US N 2 2028-08-01 Fixed 5.75000000 N N N N N N Hyland Software, Inc. N/A Hyland Software, Inc., Second Lien Term Loan 44908XAV0 372419.52000000 PA USD 369628.24000000 0.069015258283 Long LON CORP US N 2 2025-07-07 Floating 7.30957000 N N N N N N Kane Bidco Ltd. 213800IT8MD1MLYZWC24 Kane Bidco Ltd. BT7271328 989000.00000000 PA 1144197.83000000 0.213639273787 Long DBT CORP JE N 2 2027-02-15 Fixed 6.50000000 N N N N N N USF S&H Holdco LLC N/A USF S&H Holdco LLC, Term Loan A N/A 1667130.60000000 PA USD 1667130.60000000 0.311278837762 Long LON CORP US N 3 2025-06-30 Floating 15.13013000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -468341.54000000 -0.08744654452 N/A DFE N/A N 2 The Toronto-Dominion Bank PT3QB789TSUIDF371261 16795477.54000000 GBP 20703197.32000000 USD 2022-07-29 -468341.54000000 N N N Brook & Whittle Holding Corp. N/A Brook & Whittle Holding Corp., Term Loan B 58985XAB0 342967.60000000 PA USD 330963.73000000 0.061796001594 Long LON CORP US N 2 2028-12-14 Floating 5.17546000 N N N N N N USF S&H Holdco LLC N/A USF S&H Holdco LLC, Term Loan B N/A 10770969.30000000 PA USD 10770969.30000000 2.011105071957 Long LON CORP US N 3 2025-06-30 Floating 4.01000000 N N N N N N Peraton Corp. 549300EQPCK07ZW63836 Peraton Corp., First Lien Term Loan B 71360HAB3 11053.42000000 PA USD 10746.69000000 0.002006571754 Long LON CORP US N 2 2028-02-01 Floating 4.80957000 N N N N N N Icebox Holdco III, Inc. 254900DLB65AKI8CQ466 Icebox Holdco III, Inc., Second Lien Term Loan 45114NAF4 489095.86000000 PA USD 465863.81000000 0.086983914356 Long LON CORP US N 2 2029-12-21 Floating 7.75600000 N N N N N N INDIGOCYAN Midco Ltd. 213800FQZTI1W79G8Q70 INDIGOCYAN Midco Ltd., Term Loan B G4763LAB1 6169481.42000000 PA 7346582.79000000 1.371719619563 Long LON CORP JE N 2 2024-06-23 Floating 6.03540000 N N N N N N Cincinnati Bell Inc. 549300JYVZOCUJOHL272 Cincinnati Bell Inc., Term Loan B-2 17187MAS9 28838.86000000 PA USD 28090.78000000 0.005244979217 Long LON CORP US N 2 2028-11-17 Floating 4.21400000 N N N N N N TVL Finance PLC 549300DUQXE7VXG8YA50 TVL Finance PLC AZ3223478 4783000.00000000 PA 5641325.22000000 1.053321892070 Long DBT CORP JE N 2 2025-07-15 Floating 6.25102400 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 323608.56000000 0.060422678611 N/A DFE N/A N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 10444368.00000000 USD 10000000.00000000 EUR 2022-07-29 323608.56000000 N N N BCA Marketplace 213800XQDK86MM9NB619 BCA Marketplace, Term Loan B N/A 1054323.25000000 PA 1228910.98000000 0.229456517424 Long LON CORP GB N 2 2028-06-30 Floating 4.94570000 N N N N N N Modulaire 549300C6IE8LNURFZG55 Modulaire, Term Loan B BL3728898 1294525.81000000 PA 1312962.07000000 0.245150144311 Long LON CORP GB N 2 2028-10-08 Floating 4.50000000 N N N N N N GEO Group, Inc. (The) 54930024XOXET7NQVZ63 GEO Group, Inc. (The), Term Loan 37252KAP7 107751.75000000 PA USD 102272.03000000 0.019095755685 Long LON CORP US N 2 2024-03-22 Floating 3.06000000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -171017.60000000 -0.03193160737 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 9000000.00000000 EUR 9520161.30000000 USD 2022-07-29 -171017.60000000 N N N Madison Park Euro Funding XV DAC 635400THE8DBQ1GDIN16 Madison Park Euro Funding XV DAC, Series 15A, Class ER BCC36BYG1 3215000.00000000 PA 3055866.84000000 0.570577181122 Long ABS-CBDO CORP IE N 2 2036-07-15 Floating 7.29000000 N N N N N N Invesco Government & Agency Portfolio 5493007T1J7WZ5QI1A47 Invesco Government & Agency Portfolio, Institutional Class 825252885 19212666.75000000 NS USD 19212666.75000000 3.587299385093 Long STIV RF US N 1 N N N B&B Hotels S.A.S. 969500OUD0VB2606MD53 B&B Hotels S.A.S., Term Loan B-3-A N/A 2821444.91000000 PA 2846285.43000000 0.531445119290 Long LON CORP FR N 2 2026-07-31 Floating 3.87500000 N N N N N N Nidda Healthcare Holding AG 549300Q89C4WAO6L0L19 Nidda Healthcare Holding AG, Term Loan F D6001BAJ6 2087690.25000000 PA 2455427.61000000 0.458465973001 Long LON CORP DE N 2 2026-08-21 Floating 5.43980000 N N N N N N Proampac PG Borrower LLC 549300ZI6LTXYFEY1578 Proampac PG Borrower LLC, First Lien Term Loan 74274NAG8 1050.09000000 PA USD 1005.46000000 0.000187734794 Long LON CORP US N 2 2025-11-03 Floating 5.00000000 N N N N N N Hurtigruten 213800EVBYLGF87O9I05 Hurtigruten, Term Loan B R7809EAB4 2369737.72000000 PA 2152250.98000000 0.401858248913 Long LON CORP NO N 2 2025-02-24 Floating 4.00000000 N N N N N N Barracuda Networks, Inc. 549300CXGRZWNMPU8080 Barracuda Networks, Inc., Second Lien Term Loan 06832EAG5 164101.26000000 PA USD 164819.20000000 0.030774271084 Long LON CORP US N 2 2028-10-30 Floating 7.98886000 N N N N N N Constant Contact N/A Constant Contact, Second Lien Term Loan 21031HAE1 1513453.08000000 PA USD 1478454.48000000 0.276050114021 Long LON CORP US N 2 2029-02-15 Floating 8.51071000 N N N N N N Circor International, Inc. 5493007701O01N3FQM69 Circor International, Inc., Term Loan 17273LAM9 1171506.04000000 PA USD 1118788.27000000 0.208894919442 Long LON CORP US N 2 2028-12-20 Floating 6.46071000 N N N N N N Peraton Corp. 549300EQPCK07ZW63836 Peraton Corp., Second Lien Term Loan 71360HAG2 2003942.81000000 PA USD 1932141.54000000 0.360760442501 Long LON CORP US N 2 2029-02-01 Floating 8.59443000 N N N N N N Lightning Finco Ltd. N/A Lightning Finco Ltd., Term Loan B-1 N/A 18375145.70000000 PA USD 18141781.35000000 3.387348665763 Long LON CORP GB N 3 2028-09-01 Floating 6.50000000 N N N N N N Sinclair Television Group, Inc. 549300CQGEN0CH65UD62 Sinclair Television Group, Inc., Term Loan B-4 82925BAG0 548583.14000000 PA USD 523381.23000000 0.097723298331 Long LON CORP US N 2 2029-04-20 Floating 4.88409000 N N N N N N NAS, LLC N/A NAS, LLC, Revolver Loan N/A 919515.79000000 PA USD 921354.82000000 0.172031067953 Long LON CORP US N 3 2024-06-01 Floating 1.90000000 N N N N N N Women's Care Holdings, Inc. LLC N/A Women's Care Holdings, Inc. LLC, Second Lien Term Loan 97815UAE4 431237.05000000 PA USD 416143.75000000 0.077700417017 Long LON CORP US N 2 2029-01-15 Floating 9.48886000 N N N N N N Dun & Bradford Corp. (The) RI37BMPWE56BCJ747E14 Dun & Bradford Corp. (The), Revolver Loan 26483NAQ3 3813675.69000000 PA USD 3588611.62000000 0.670048797768 Long LON CORP US N 3 2025-09-11 Floating 3.70200000 N N N N N N Kirk Beauty One GmbH N/A Kirk Beauty One GmbH, Term Loan B-2 N/A 933276.30000000 PA 899086.83000000 0.167873292883 Long LON CORP NL N 2 2026-04-08 Floating 5.50000000 N N N N N N Maverick Bidco, Inc. N/A Maverick Bidco, Inc., Second Lien Term Loan 57767KAF5 91957.27000000 PA USD 90348.02000000 0.016869360240 Long LON CORP US N 3 2029-05-18 Floating 7.98886000 N N N N N N Herens Midco S.a.r.l. 222100BJH5XPZD1JHF79 Herens Midco S.a.r.l. BP2693748 3345000.00000000 PA 2751658.58000000 0.513776835900 Long DBT CORP LU N 2 2029-05-15 Fixed 5.25000000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 19180.99000000 0.003581384850 N/A DFE N/A N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 3000000.00000000 EUR 3244357.20000000 USD 2022-06-30 19180.99000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 542771.58000000 0.101343773902 N/A DFE N/A N 2 The Toronto-Dominion Bank PT3QB789TSUIDF371261 48129730.97000000 EUR 52285059.42000000 USD 2022-06-30 542771.58000000 N N N IAP Worldwide Services, Inc. N/A IAP Worldwide Services, Inc., Revolver Loan 44928PAB7 1444403.17000000 PA USD 1444403.17000000 0.269692212486 Long LON CORP US N 3 2023-07-18 Floating 0.75000000 N N N N N N Crown Finance US, Inc. N/A Crown Finance US, Inc., Term Loan 22834KAH4 4194145.40000000 PA USD 4791223.94000000 0.894594952249 Long LON CORP GB N 2 2024-05-23 Fixed 7.00000000 N N N N N N ThermaSys Corp. N/A ThermaSys Corp., Series A, Pfd. N/A 208860.00000000 NS USD 6265.80000000 0.001169920905 Long EP CORP US N 3 N N N Telesat LLC N/A Telesat LLC, Term Loan B-5 87951YAU5 2338447.60000000 PA USD 1701220.63000000 0.317643968914 Long LON CORP US N 2 2026-12-07 Floating 3.81000000 N N N N N N UnitedLex Corp. 254900IJ4XQXC5YWDN28 UnitedLex Corp., Term Loan 88830YAC0 946763.51000000 PA USD 937295.87000000 0.175007506342 Long LON CORP US N 3 2027-03-20 Floating 6.68400000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -473532.64000000 -0.08841580247 N/A DFE N/A N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 16795225.61000000 GBP 20697688.65000000 USD 2022-07-29 -473532.64000000 N N N Learning Pool N/A Learning Pool, Term Loan 2 N/A 633298.08000000 PA USD 624305.25000000 0.116567359886 Long LON CORP GB Y 3 2028-08-17 Floating 6.75000000 N N N N N N N/A N/A Tribune Resources, Inc., Wts., expiring 04/03/2023 933WMF906 97410.00000000 NS USD 2435.25000000 0.000454698503 N/A DE N/A N 3 Tribune Resources LLC 549300IFWJYQ79PVEU45 Call Purchased Tribune Resources LLC Tribune Resources, Inc. 1.00000000 0.01000000 USD 2023-04-03 XXXX -5628.35000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 468381.11000000 0.087453932853 N/A DFE N/A N 2 The Toronto-Dominion Bank PT3QB789TSUIDF371261 20696634.91000000 USD 16794411.43000000 GBP 2022-06-30 468381.11000000 N N N Kirk Beauty SUN GmbH 9845005056B369360745 Kirk Beauty SUN GmbH N/A 4769915.00000000 PA 3565854.41000000 0.665799677825 Long DBT CORP DE N 2 2026-10-01 Fixed 8.25000000 N N N N N N Novae LLC 549300IO3D43N4TFUV08 Novae LLC, Term Loan B 66988QAB5 1001162.52000000 PA USD 973630.55000000 0.181791748057 Long LON CORP US N 2 2028-12-22 Floating 5.75000000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 415434.76000000 0.077568037716 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 21085740.00000000 USD 20000000.00000000 EUR 2022-06-30 415434.76000000 N N N Petroleum GEO-Services ASA 213800T66DRTE6O6BV87 Petroleum GEO-Services ASA, Term Loan 71659MAH9 5642601.01000000 PA USD 5237744.39000000 0.977967164788 Long LON CORP NO N 2 2024-03-19 Floating 8.50600000 N N N N N N CNT Holdings I Corp. (1-800 Contacts) N/A CNT Holdings I Corp. (1-800 Contacts), Second Lien Term Loan 12656AAE9 711746.97000000 PA USD 692173.93000000 0.129239482773 Long LON CORP US N 2 2028-11-06 Floating 7.59486000 N N N N N N Emerald Technologies AcquisitionCo, Inc. N/A Emerald Technologies AcquisitionCo, Inc., Term Loan B 29102UAB5 312731.37000000 PA USD 307063.11000000 0.057333389477 Long LON CORP US N 2 2027-12-29 Floating 7.25000000 N N N N N N Spin Holdco, Inc. 549300QAS44U2GUXGK45 Spin Holdco, Inc., Term Loan B 84850XAK8 19883.65000000 PA USD 19017.32000000 0.003550825152 Long LON CORP US N 2 2028-03-04 Floating 4.75000000 N N N N N N Transocean Ltd. 529900QO4W5DQGBGEF32 Transocean Ltd. H8817H100 232965.00000000 NS USD 959815.80000000 0.179212322471 Long EC CORP CH N 1 N N N Crown Finance US, Inc. N/A Crown Finance US, Inc., Incremental Term Loan 22834KAJ0 497908.99000000 PA USD 526538.76000000 0.098312857582 Long LON CORP GB N 2 2024-05-23 Floating 9.25000000 N N N N N N Aquadrill LLC N/A Aquadrill LLC Y0271K100 94427.00000000 NS USD 3879391.65000000 0.724341886614 Long EC CORP US N 2 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 1075.75000000 0.000200859014 N/A DFE N/A N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 1235260.30000000 USD 1143775.00000000 EUR 2022-09-30 1075.75000000 N N N Monitronics International, Inc. SCAKOG18M6QWWML8YF46 Monitronics International, Inc., Term Loan N/A 6013118.77000000 PA USD 6028151.57000000 1.125548301113 Long LON CORP US N 2 2024-07-03 Floating 7.50000000 N N N N N N H-Food Holdings LLC 549300JY2LK0EQ95YT44 H-Food Holdings LLC, Term Loan 40422KAB7 19093.39000000 PA USD 17530.12000000 0.003273142115 Long LON CORP US N 2 2025-05-23 Floating 4.74707000 N N N N N N Corialis Group Ltd. 9845004UA0038RFF8C33 Corialis Group Ltd., Term Loan B N/A 677494.13000000 PA 789225.15000000 0.147360433204 Long LON CORP GB N 2 2028-05-24 Floating 5.08830000 N N N N N N Imperva, Inc. 549300204GJIBLPF1S81 Imperva, Inc., Second Lien Term Loan 45321NAB2 1767488.45000000 PA USD 1763069.73000000 0.329192143943 Long LON CORP US N 2 2027-01-11 Floating 9.20500000 N N N N N N Infinite Electronics N/A Infinite Electronics, Second Lien Term Loan 45674KAF2 552278.66000000 PA USD 541694.24000000 0.101142618010 Long LON CORP US N 2 2029-03-02 Floating 8.05957000 N N N N N N Florida Food Products LLC 254900J6FNIX7DTKUV52 Florida Food Products LLC, Term Loan B 34068GAD4 5129476.59000000 PA USD 4994827.83000000 0.932610919471 Long LON CORP US Y 2 2028-10-18 Floating 5.92730000 N N N N N N Ascend Learning, LLC 549300T466HKRLVCD610 Ascend Learning, LLC, Second Lien Term Loan 04349HAM6 645950.53000000 PA USD 619573.14000000 0.115683802413 Long LON CORP US N 2 2029-12-10 Floating 6.80957000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 916016.35000000 0.171034293773 N/A DFE N/A N 2 Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 44762510.19000000 USD 42489330.98000000 EUR 2022-06-30 916016.35000000 N N N Kirk Beauty One GmbH N/A Kirk Beauty One GmbH, Term Loan B-3 N/A 1807955.50000000 PA 1741723.19000000 0.325206417713 Long LON CORP DE N 2 2026-04-08 Floating 5.50000000 N N N N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 Vistra Operations Co. LLC, Rts., expiring 12/31/2046 92840M110 422054.00000000 NS USD 559221.55000000 0.104415235456 Long EC CORP US N 2 N N N LABL, Inc. 5493004FUZN8R6Y3VB98 LABL, Inc., Term Loan B 50168EAP7 2614862.56000000 PA 2697242.23000000 0.503616469230 Long LON CORP US N 2 2028-10-29 Floating 5.00000000 N N N N N N Invictus Media S.L.U. 549300UHNTWQ62CHRT96 Invictus Media S.L.U., Second Lien Term Loan N/A 3369366.20000000 PA 3309722.47000000 0.617975918489 Long LON CORP CN N 2 2025-12-26 Floating 7.02300000 N N N N N N Mayfair Mall LLC 549300HU605JTRKFFI65 Mayfair Mall LLC, Term Loan N/A 1037797.65000000 PA USD 952179.34000000 0.177786478333 Long LON CORP US N 3 2023-04-20 Floating 3.25000000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 477178.02000000 0.089096450794 N/A DFE N/A N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 20687837.99000000 USD 16794411.42000000 GBP 2022-06-30 477178.02000000 N N N MKS Instruments, Inc. 549300KEQATBHAGVF505 MKS Instruments, Inc., Term Loan B N/A 58526.89000000 PA USD 57868.46000000 0.010804928523 Long LON CORP US N 2 2029-04-11 Floating 3.83080000 N N N N N N Lake at Las Vegas Joint Venture LLC N/A Lake at Las Vegas Joint Venture LLC, Class B N/A 27.78000000 NS USD 0.00000000 0.000000 Long EC CORP US N 3 N N N Arizona (State of) Industrial Development Authority N/A Arizona (State of) Industrial Development Authority, Series 2022, RB 04052AEC6 3372000.00000000 PA USD 2903233.33000000 0.542078165150 Long DBT MUN US Y 2 2028-01-01 Fixed 9.00000000 N N N N N N Novae LLC N/A Novae LLC, Delayed Draw Term Loan 66988QAC3 286046.43000000 PA USD 278180.15000000 0.051940498111 Long LON CORP US N 2 2028-12-22 Floating 5.91931000 N N N N N N Checkout Holding Corp. 5493000F1R60SFVQY311 Checkout Holding Corp. N/A 8573.00000000 NS USD 3000.55000000 0.000560248679 Long EC CORP US Y 2 N N N Sandvine Corp. N/A Sandvine Corp., Second Lien Term Loan N/A 321685.40000000 PA USD 318066.44000000 0.059387879854 Long LON CORP CA N 2 2026-11-02 Floating 9.05957000 N N N N N N iHeartMedia, Inc. N/A iHeartMedia, Inc., Class B 45174J608 42.00000000 NS USD 630.00000000 0.000117630657 Long EC CORP US N 2 N N N NexTier Oilfield Solutions, Inc. 529900L27H2D4QT0IT24 NexTier Oilfield Solutions, Inc. 65290C105 46442.00000000 NS USD 506217.80000000 0.094518622859 Long EC CORP US N 1 N N N RJO Holdings Corp. 549300YNQA38HHOO8322 RJO Holdings Corp., Class B N/A 3333.33000000 NS USD 33.33000000 0.000006223221 Long EC CORP US N 3 N N N Safe Fleet Holdings LLC 549300ZCMGQ2DH2RZB13 Safe Fleet Holdings LLC, Second Lien Term Loan 78638JAG9 297396.82000000 PA USD 287484.58000000 0.053677777815 Long LON CORP US N 2 2026-02-02 Floating 7.75000000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 51330.49000000 0.009584189306 N/A DFE N/A N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 15109875.00000000 SEK 1599909.34000000 USD 2022-06-30 51330.49000000 N N N Invictus Media S.L.U. 549300UHNTWQ62CHRT96 Invictus Media S.L.U., Term Loan B-2 N/A 1651182.38000000 PA 1706596.47000000 0.318647720646 Long LON CORP CN N 2 2025-06-26 Floating 4.50000000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 8398.33000000 0.001568096945 N/A DFE N/A N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 354691.58000000 USD 288111.35000000 GBP 2022-06-30 8398.33000000 N N N RJO Holdings Corp. 549300YNQA38HHOO8322 RJO Holdings Corp. N/A 2144.06000000 NS USD 2144.06000000 0.000400328867 Long EC CORP US N 3 N N N Renaissance Holding Corp. 549300UKKEC0Y6TXNF09 Renaissance Holding Corp., Second Lien Term Loan 75972JAE4 632365.39000000 PA USD 616666.92000000 0.115141166591 Long LON CORP US N 2 2026-05-29 Floating 8.61070000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 670497.83000000 0.125192222639 N/A DFE N/A N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 48129009.02000000 EUR 52412009.53000000 USD 2022-06-30 670497.83000000 N N N Karman Buyer Corp. 549300T4O24KQDED1182 Karman Buyer Corp., Term Loan 00769EAZ3 1815128.32000000 PA USD 1696918.09000000 0.316840618745 Long LON CORP US N 2 2027-10-28 Floating 5.55957000 N N N N N N Riverbed Technology, Inc. XWT9B0BASIY6FJ5R7M02 Riverbed Technology, Inc. N/A 32799.00000000 NS USD 92935.97000000 0.017352570175 Long EP CORP US N 2 N N N Anastasia Parent LLC N/A Anastasia Parent LLC, Term Loan 03275UAB1 552764.12000000 PA USD 463183.17000000 0.086483397778 Long LON CORP US N 2 2025-08-11 Floating 4.75600000 N N N N N N Parques Reunidos N/A Parques Reunidos, Revolver Loan E9000BAC5 4917620.92000000 PA 4751380.67000000 0.887155603000 Long LON CORP ES N 3 2026-03-16 Floating 3.50000000 N N N N N N USIC Holding, Inc. 5493009ZYUWB7X699U62 USIC Holding, Inc., Second Lien Term Loan 90290HAR3 324781.65000000 PA USD 311790.38000000 0.058216043249 Long LON CORP US N 2 2029-05-07 Floating 7.55957000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -913121.72000000 -0.17049382198 N/A DFE N/A N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 42584358.01000000 EUR 44941615.15000000 USD 2022-07-29 -913121.72000000 N N N My Alarm Center LLC N/A My Alarm Center LLC, Class A N/A 47742.62000000 NS USD 7614947.89000000 1.421827497388 Long EC CORP US Y 3 N N N Riverbed Technology, Inc. XWT9B0BASIY6FJ5R7M02 Riverbed Technology, Inc., PIK Term Loan N/A 5750877.56000000 PA USD 4127462.33000000 0.770660485140 Long LON CORP US N 2 2026-12-08 Floating 7.00000000 N N N N N N Lightstone Holdco LLC 549300VXK6UGDG7H3G98 Lightstone Holdco LLC, Term Loan B 53226GAG6 4048327.76000000 PA USD 3733954.87000000 0.697186610449 Long LON CORP US N 2 2024-01-30 Floating 5.15190000 N N N N N N Ideal Standard International S.A. 5299004EW24BCHXOHD09 Ideal Standard International S.A. BQ6338256 1828000.00000000 PA 1374695.78000000 0.256676774258 Long DBT CORP LU N 2 2026-07-30 Fixed 6.37500000 N N N N N N Windstream Services LLC 549300KT9GVEBYCD2N29 Windstream Services LLC, Term Loan B 97381JAE3 2643721.46000000 PA USD 2504926.08000000 0.467708096091 Long LON CORP US N 2 2027-09-21 Floating 7.30957000 N N N N N N RJO Holdings Corp. 549300YNQA38HHOO8322 RJO Holdings Corp., Class A N/A 1142.28000000 NS USD 1142.28000000 0.000213281185 Long EC CORP US N 3 N N N iHeartMedia, Inc. N/A iHeartMedia, Inc., Class A 45174J509 175479.00000000 NS USD 2070652.20000000 0.386622505894 Long EC CORP US N 1 N N N Colouroz Investment LLC 549300Q6D2JN1G0T8E41 Colouroz Investment LLC, First Lien Term Loan B-2 BL2361295 1191207.20000000 PA USD 1097399.63000000 0.204901332497 Long LON CORP US N 2 2023-09-21 Floating 5.25000000 N N N N N N Adagio V CLO DAC 6354009XYAVGD2ZFCM19 Adagio V CLO DAC, Series V-X, Class E-R BCC2HUUY4 263000.00000000 PA 247135.39000000 0.046143965547 Long ABS-CBDO CORP IE N 2 2031-10-15 Floating 5.15000000 N N N N N N Aernnova Aerospace S.A.U. 95980020140005473208 Aernnova Aerospace S.A.U., Delayed Draw Term Loan E6000AAC3 183298.86000000 PA 182759.88000000 0.034124071045 Long LON CORP ES N 2 2027-02-26 Floating 3.00000000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -157886.33000000 -0.02947979798 N/A DFE N/A N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 9000000.00000000 EUR 9570447.00000000 USD 2022-09-30 -157886.33000000 N N N AqGen Island Intermediate Holdings Inc. N/A AqGen Island Intermediate Holdings Inc., Second Lien Term Loan B 03836BAE9 32301.49000000 PA USD 30847.92000000 0.005759779518 Long LON CORP US N 2 2029-08-05 Floating 7.50000000 N N N N N N Kirk Beauty One GmbH N/A Kirk Beauty One GmbH, Term Loan B-4 N/A 2863382.05000000 PA 2758485.42000000 0.515051511574 Long LON CORP FR N 2 2026-04-08 Floating 5.50000000 N N N N N N MLN US HoldCo LLC 549300QKU7NPW6O86862 MLN US HoldCo LLC, Second Lien Term Loan B 55292HAE3 2205299.63000000 PA USD 1852451.69000000 0.345881125973 Long LON CORP US N 2 2026-11-30 Floating 9.55329000 N N N N N N F-Brasile S.p.A./F-Brasile US LLC N/A F-Brasile S.p.A./F-Brasile US LLC, Series XR 30191BAB7 3835000.00000000 PA USD 3094403.98000000 0.577772655880 Long DBT CORP IT N 2 2026-08-15 Fixed 7.37500000 N N N N N N H-Food Holdings LLC 549300JY2LK0EQ95YT44 H-Food Holdings LLC, Incremental Term Loan B-3 40422KAE1 163290.58000000 PA USD 153629.49000000 0.028684980704 Long LON CORP US N 2 2025-05-23 Floating 6.05957000 N N N N N N Brush N/A Brush, Term Loan A N/A 3620998.31000000 PA 4503045.95000000 0.840787704157 Long LON CORP GB N 3 2028-06-09 Floating 7.44450000 N N N N N N Learning Pool Ltd. N/A Learning Pool Ltd., Term Loan N/A 479335.52000000 PA 597789.23000000 0.111616412500 Long LON CORP GB Y 3 2028-08-17 Floating 3.00000000 N N N N N N ABG Intermediate Holdings 2 LLC 54930020NXD0RJB64985 ABG Intermediate Holdings 2 LLC, Second Lien Term Loan 00076VAY6 653712.93000000 PA USD 627564.41000000 0.117175895017 Long LON CORP US Y 2 2029-12-20 Floating 6.80112000 N N N N N N LogMeIn 549300D12V5KRBV00592 LogMeIn, Term Loan B 54142KAD3 2627113.45000000 PA USD 2277930.67000000 0.425324573527 Long LON CORP US N 2 2027-08-28 Floating 5.67843000 N N N N N N Caesars Resort Collection LLC 549300V3UCT773B1KR38 Caesars Resort Collection LLC, Incremental Term Loan 12769LAD1 26403.99000000 PA USD 26105.36000000 0.004874270870 Long LON CORP US N 2 2025-07-21 Floating 4.55957000 N N N N N N Shearer's Foods LLC 549300AQWIJSYS2CIH04 Shearer's Foods LLC, Second Lien Term Loan N/A 223208.34000000 PA USD 222650.32000000 0.041572227656 Long LON CORP US N 2 2028-09-22 Floating 8.81000000 N N N N N N Sigma Bidco B.V. 254900U4MHW4MZWGFU47 Sigma Bidco B.V., Term Loan B-2 N8003HAC1 157267.08000000 PA USD 138670.25000000 0.025891861292 Long LON CORP US N 2 2025-07-02 Floating 3.34513000 N N N N N N Invictus Media S.L.U. 549300UHNTWQ62CHRT96 Invictus Media S.L.U., Term Loan A-2 N/A 598069.49000000 PA 622795.77000000 0.116285516832 Long LON CORP CN N 2 2024-06-26 Floating 4.00000000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 22386.60000000 0.004179921374 N/A DFE N/A N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 1137311.51000000 USD 1078730.00000000 EUR 2022-06-30 22386.60000000 N N N Harbor Purchaser, Inc. N/A Harbor Purchaser, Inc., Second Lien Term Loan N/A 2075973.55000000 PA USD 2013694.34000000 0.375987600349 Long LON CORP US N 3 2030-03-31 Floating 9.53409000 N N N N N N AnaCap Financial Europe S.A. SICAV-RAIF 2221001M75L4SO9QJ626 AnaCap Financial Europe S.A. SICAV-RAIF N/A 8976000.00000000 PA 8901309.93000000 1.662011008358 Long DBT CORP LU N 2 2024-08-01 Floating 5.00000000 N N N N N N Lightstone Holdco LLC 549300VXK6UGDG7H3G98 Lightstone Holdco LLC, Term Loan C 53226GAH4 228332.08000000 PA USD 210600.95000000 0.039322425578 Long LON CORP US N 2 2024-01-30 Floating 5.15190000 N N N N N N Creation Technologies Inc. N/A Creation Technologies Inc., Term Loan B 22526YAB0 1392148.07000000 PA USD 1315579.93000000 0.245638938901 Long LON CORP CA N 3 2028-10-05 Floating 6.46200000 N N N N N N Riverbed Technology, Inc. XWT9B0BASIY6FJ5R7M02 Riverbed Technology, Inc. B10930B99 50381.00000000 NS USD 445871.85000000 0.083251108976 Long EC CORP US N 2 N N N McAfee Enterprise N/A McAfee Enterprise, Term Loan B 55910RAB9 1493148.99000000 PA USD 1375936.79000000 0.256908489847 Long LON CORP US N 2 2028-07-27 Floating 6.23000000 N N N N N N Natel Engineering Co., Inc. N/A Natel Engineering Co., Inc., Term Loan 63229BAD0 3747164.15000000 PA USD 3597277.58000000 0.671666865337 Long LON CORP US Y 2 2026-04-29 Floating 6.33490000 N N N N N N Hilding Anders AB N/A Hilding Anders AB, PIK Term Loan N/A 33835.65000000 PA 3.63000000 0.000000677776 Long LON CORP SE Y 3 2024-12-31 Floating 0 N N N N N N Crown Finance US, Inc. N/A Crown Finance US, Inc., Term Loan 22834KAB7 3194798.10000000 PA USD 2272907.16000000 0.424386607207 Long LON CORP GB N 2 2025-02-28 Floating 3.99971000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 13814.90000000 0.002579453592 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 6288935.00000000 USD 5000000.00000000 GBP 2022-07-29 13814.90000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -6.54000000 -0.00000122111 N/A DFE N/A N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 1710.72000000 NOK 176.08000000 USD 2022-07-29 -6.54000000 N N N Kirk Beauty One GmbH 969500ZRJL8WNVOD6T37 Kirk Beauty One GmbH, Term Loan B-5 N/A 636975.80000000 PA 613640.94000000 0.114576169741 Long LON CORP FR N 2 2026-04-08 Floating 5.50000000 N N N N N N Revint Intermediate II LLC N/A Revint Intermediate II LLC, Term Loan 76150KAB9 1919592.88000000 PA USD 1911799.33000000 0.356962240076 Long LON CORP US N 2 2027-10-15 Floating 5.30957000 N N N N N N McDermott International Ltd. N/A McDermott International Ltd., Pfd. N/A 1017283.00000000 NS USD 661233.95000000 0.123462514241 Long EC CORP US N 3 N N N N/A N/A HGIM Corp., Wts., expiring 07/02/2043 N/A 7505.00000000 NS USD 63792.50000000 0.011911037598 N/A DE N/A Y 2 HGIM Corp 549300W0Q0ZDXP0FKI37 Call Purchased HGIM Corp HGIM Corp. 1.00000000 0 USD 2022-01-06 XXXX -598666.70000000 N N N ICP Group Holdings LLC 254900UFA4AMH3PZZW32 ICP Group Holdings LLC, Second Lien Term Loan 44931VAH6 304372.32000000 PA USD 279896.22000000 0.052260914685 Long LON CORP US N 2 2028-12-29 Floating 8.75600000 N N N N N N Haya Real Estate S.A. 959800DZPPAB9N57RN35 Haya Real Estate S.A. AP9519988 1336000.00000000 PA 1004701.08000000 0.187593092275 Long DBT CORP ES N 2 2022-11-15 Fixed 5.25000000 N N N N N N QuarterNorth Energy, Inc. N/A QuarterNorth Energy, Inc., Wts. N/A 51116.00000000 NS USD 370591.00000000 0.069195020333 Long EC CORP US Y 2 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -44818.96000000 -0.00836838684 N/A DFE N/A N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 15155043.75000000 SEK 1509760.34000000 USD 2022-07-29 -44818.96000000 N N N Colouroz Investment LLC 529900HYSM9MD1C1LG96 Colouroz Investment LLC, PIK First Lien Term Loan N/A 464362.85000000 PA 458426.01000000 0.085595163086 Long LON CORP DE N 2 2023-09-21 Floating 5.00000000 N N N N N N Bicent Power, LLC 549300QFOPQA45T3MK52 Bicent Power, LLC, Series A, Wts. expiring 08/21/2022 N/A 2024.30800000 NS USD 0.00000000 0.000000 Long EC CORP US N 3 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 554033.94000000 0.103446629150 N/A DFE N/A N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 48129730.97000000 EUR 52296321.78000000 USD 2022-06-30 554033.94000000 N N N Gulf Finance, LLC 549300GL13V5C6ULWJ40 Gulf Finance, LLC, Term Loan 40227UAC0 2085312.93000000 PA USD 1550075.66000000 0.289422886178 Long LON CORP US N 2 2026-08-25 Floating 7.75000000 N N N N N N TK Elevator Holdco GmbH 2549008GCHWX9EEMIS56 TK Elevator Holdco GmbH 92537VAA8 622000.00000000 PA USD 585052.55000000 0.109238279108 Long DBT CORP DE N 2 2028-07-15 Fixed 7.62500000 N N N N N N NAS, LLC N/A NAS, LLC, Incremental Term Loan N/A 2807774.41000000 PA USD 2813389.96000000 0.525303030800 Long LON CORP US N 3 2024-06-03 Floating 7.42786000 N N N N N N Endo Luxembourg Finance Co I S.a.r.l. 222100B15VY0VVCTG251 Endo Luxembourg Finance Co I S.a.r.l., Term Loan L2968EAE2 256573.11000000 PA USD 200287.38000000 0.037396723966 Long LON CORP LU N 2 2028-03-27 Floating 6.06250000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 913891.89000000 0.170637624526 N/A DFE N/A N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 44764634.66000000 USD 42489330.99000000 EUR 2022-06-30 913891.89000000 N N N B&B Hotels S.A.S. N/A B&B Hotels S.A.S., Incremental Term Loan N/A 2618791.82000000 PA 2753770.14000000 0.514171096519 Long LON CORP FR N 2 2026-07-31 Floating 5.50000000 N N N N N N Libbey Glass, Inc. A7JTTZYG0P336HI4K290 Libbey Glass, Inc., PIK Term Loan 52989XAB9 1301176.03000000 PA USD 1320693.67000000 0.246593752545 Long LON CORP US Y 2 2025-11-12 Floating 9.02143000 N N N N N N McAfee Enterprise N/A McAfee Enterprise, Second Lien Term Loan 55910RAE3 1137531.28000000 PA USD 1058848.24000000 0.197703197046 Long LON CORP US N 2 2029-07-27 Floating 9.48000000 N N N N N N Bally's Corp. 549300NS4D5IK406VT62 Bally's Corp. 05875B106 134154.00000000 NS USD 3506785.56000000 0.654770618089 Long EC CORP US N 1 N N N Invictus Media S.L.U. 549300UHNTWQ62CHRT96 Invictus Media S.L.U., Revolver Loan N/A 1084742.48000000 PA 1113949.93000000 0.207991527199 Long LON CORP CN N 3 2024-06-26 Floating 4.03727400 N N N N N N Windstream Escrow LLC/Windstream Escrow Finance Corp. N/A Windstream Escrow LLC/Windstream Escrow Finance Corp. 97382WAA1 1758000.00000000 PA USD 1622185.71000000 0.302886937857 Long DBT CORP US N 2 2028-08-15 Fixed 7.75000000 N N N N N N Boxer Parent Co., Inc. 5493006T045HLTF7YX04 Boxer Parent Co., Inc., Term Loan B 05988HAF4 132107.03000000 PA 135743.52000000 0.025345395939 Long LON CORP US N 2 2025-10-02 Floating 4.00000000 N N N N N N Robertshaw US Holding Corp. 549300NMXRV2JIXFIY04 Robertshaw US Holding Corp., First Lien Term Loan 77051UAF6 453900.80000000 PA USD 374241.21000000 0.069876570492 Long LON CORP US N 2 2025-02-28 Floating 4.56250000 N N N N N N HGIM Corp. 549300W0Q0ZDXP0FKI37 HGIM Corp., Term Loan 40419BAM8 1462782.92000000 PA USD 1378972.77000000 0.257475353851 Long LON CORP US Y 2 2023-07-02 Floating 7.00000000 N N N N N N Nexstar Broadcasting, Inc. 5493006PK6I4I2OOT688 Nexstar Broadcasting, Inc., Term Loan B-4 65336RAW8 539.42000000 PA USD 531.06000000 0.000099157042 Long LON CORP US N 2 2026-09-18 Floating 3.30000000 N N N N N N BrightPet N/A BrightPet, Revolver Loan N/A 600969.24000000 PA USD 589791.21000000 0.110123059567 Long LON CORP US N 3 2026-10-05 Floating 6.38860400 N N N N N N Toys 'R' Us-Delaware, Inc. N/A Toys 'R' Us-Delaware, Inc. N/A 13.74900000 NS USD 34372.50000000 0.006417872631 Long EC CORP US N 3 N N N Native Instruments N/A Native Instruments, Term Loan N/A 1266638.46000000 PA 1339266.72000000 0.250061625678 Long LON CORP DE N 3 2028-03-03 Floating 6.25000000 N N N N N N Ultimate Software Group, Inc. 529900FKHWSTQ1GXK240 Ultimate Software Group, Inc., Second Lien Term Loan 90385KAJ0 241501.11000000 PA USD 233049.78000000 0.043513966247 Long LON CORP US N 2 2027-05-03 Floating 6.21157000 N N N N N N McGraw-Hill Education, Inc. N/A McGraw-Hill Education, Inc., Term Loan B 58063DAC7 3603247.49000000 PA USD 3435083.93000000 0.641382824684 Long LON CORP US N 2 2028-07-30 Floating 5.80957000 N N N N N N Acacium N/A Acacium, Term Loan N/A 955212.55000000 PA USD 951630.50000000 0.177684001492 Long LON CORP US N 3 2028-06-08 Floating 5.40000000 N N N N N N Harbor Purchaser, Inc. N/A Harbor Purchaser, Inc., Term Loan B 44157YAE4 3885889.16000000 PA USD 3601733.52000000 0.672498857638 Long LON CORP US N 2 2029-03-31 Floating 6.38409000 N N N N N N Crown Finance US, Inc. N/A Crown Finance US, Inc., Term Loan N/A 1164996.76000000 PA USD 1124221.87000000 0.209909455852 Long LON CORP US N 2 2024-05-23 Floating 5.00000000 N N N N N N North American Lifting Holdings, Inc. 5493008KV4SRQC7D1587 North American Lifting Holdings, Inc. N/A 62889.00000000 NS USD 922361.52000000 0.172219034274 Long EC CORP US N 2 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 473526.53000000 0.088414661639 N/A DFE N/A N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 20691172.01000000 USD 16794159.51000000 GBP 2022-06-30 473526.53000000 N N N Boeing Co. RVHJWBXLJ1RFUBSY1F30 Boeing Co., Revolver Loan N/A 17325568.39000000 PA USD 17195626.63000000 3.210687076332 Long LON CORP US N 3 2022-10-30 Floating 1.92490000 N N N N N N Kantar 984500NRF59D5DB9B654 Kantar, Term Loan B N/A 1569361.87000000 PA USD 1523591.43000000 0.284477874471 Long LON CORP LU N 2 2026-12-04 Floating 5.52214000 N N N N N N Garfunkelux Holdco 3 S.A. 2221007QVSNJV7EWBX69 Garfunkelux Holdco 3 S.A. BM0610865 4278000.00000000 PA 4499218.62000000 0.840073082979 Long DBT CORP LU N 2 2026-05-01 Floating 6.25000000 N N N N N N Colouroz Investment LLC 549300Q6D2JN1G0T8E41 Colouroz Investment LLC, PIK Second Lien Term Loan B-2 N/A 30366.40000000 PA USD 28544.42000000 0.005329680759 Long LON CORP US N 2 2024-09-21 Floating 5.25000000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 4333.24000000 0.000809082330 N/A DFE N/A N 2 The Toronto-Dominion Bank PT3QB789TSUIDF371261 99416.87000000 GBP 129622.52000000 USD 2022-06-30 4333.24000000 N N N STG - XPOI Opportunity N/A STG - XPOI Opportunity, Term Loan B 75620FAB4 1316782.82000000 PA USD 1293739.12000000 0.241560924885 Long LON CORP US N 2 2028-04-30 Floating 6.75000000 N N N N N N HGIM Corp. 549300W0Q0ZDXP0FKI37 HGIM Corp. N/A 11834.00000000 NS USD 100589.00000000 0.018781508186 Long EC CORP US Y 2 N N N Perstorp Holding AB 549300ES84TRW7EWGU35 Perstorp Holding AB, Term Loan B W7277YAC5 1771070.35000000 PA USD 1749215.34000000 0.326605316962 Long LON CORP SE N 2 2026-02-27 Floating 6.24971000 N N N N N N Robertshaw US Holding Corp. 549300NMXRV2JIXFIY04 Robertshaw US Holding Corp., Second Lien Term Loan 77051UAH2 613026.98000000 PA USD 444444.56000000 0.082984612055 Long LON CORP US N 2 2026-02-28 Floating 9.06250000 N N N N N N BrightPet N/A BrightPet, Term Loan B N/A 4154199.90000000 PA USD 4076931.78000000 0.761225656894 Long LON CORP US N 3 2026-10-05 Floating 7.25600000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 15.61000000 0.000002914626 N/A DFE N/A N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 4253.46000000 SEK 451.54000000 USD 2022-06-30 15.61000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 13.03000000 0.000002432900 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 1710.72000000 NOK 195.60000000 USD 2022-06-30 13.03000000 N N N Vistra Corp. 549300KP43CPCUJOOG15 Vistra Corp. 92840M102 262754.00000000 NS USD 6928822.98000000 1.293717459372 Long EC CORP US N 1 N N N Commercial Barge Line Co. N/A Commercial Barge Line Co. N/A 8956.00000000 NS USD 192554.00000000 0.035952783379 Long EC CORP US Y 2 N N N Tank Holding Corp. N/A Tank Holding Corp., Revolver Loan 87583FAM0 352688.04000000 PA USD 332842.28000000 0.062146755674 Long LON CORP US N 3 2028-03-31 Floating 4.76533300 N N N N N N Dakota Holding Corp. 549300FDREJLOIGXY104 Dakota Holding Corp., First Lien Term Loan 24440EAB3 130495.98000000 PA USD 125792.90000000 0.023487462656 Long LON CORP US N 2 2027-04-09 Floating 4.83080000 N N N N N N Crown Finance US, Inc. N/A Crown Finance US, Inc. N/A 173934.00000000 NS 35067.87000000 0.006547708869 Long EC CORP US Y 2 N N N McDermott International Ltd. 54930004RAXI4B3L4752 McDermott International Ltd. G5924V106 392579.00000000 NS USD 247324.77000000 0.046179325696 Long EC CORP BM N 1 N N N ThermaSys Corp. N/A ThermaSys Corp. N/A 980474.00000000 NS USD 29414.22000000 0.005492085752 Long EC CORP US N 3 N N N Blackhawk Network Holdings, Inc. 549300LFU3K8UIR03132 Blackhawk Network Holdings, Inc., Second Lien Term Loan 05549YAB8 384457.99000000 PA USD 380613.41000000 0.071066357909 Long LON CORP US N 2 2026-06-15 Floating 7.87500000 N N N N N N Engineered Machinery Holdings, Inc. 5493008AR0NPSLW8EW07 Engineered Machinery Holdings, Inc., Second Lien Incremental Term Loan 26658NAQ2 207367.30000000 PA USD 204256.79000000 0.038137873659 Long LON CORP US N 2 2029-05-21 Floating 7.00600000 N N N N N N IAP Worldwide Services, Inc. N/A IAP Worldwide Services, Inc. 979UVH901 220.62600000 NS USD 2989166.80000000 0.558123261237 Long EC CORP US N 3 N N N TMF Group Holdco B.V. 213800H27OKZZZ2CB779 TMF Group Holdco B.V., Incremental Second Lien Term Loan N/A 2517840.80000000 PA 2668118.35000000 0.498178594406 Long LON CORP NL N 2 2026-05-04 Floating 6.87500000 N N N N N N Colouroz Investment LLC 529900HYSM9MD1C1LG96 Colouroz Investment LLC, PIK First Lien Term Loan C N/A 180323.39000000 PA USD 166122.92000000 0.031017695592 Long LON CORP DE N 2 2023-09-21 Floating 5.25000000 N N N N N N Gloves Buyer, Inc. 54930015O0Y94T5H8Z18 Gloves Buyer, Inc., Term Loan 37987UAC6 184152.43000000 PA USD 177131.62000000 0.033073188629 Long LON CORP US N 2 2027-12-29 Floating 5.05957000 N N N N N N Project Leopard Holdings, Inc. N/A Project Leopard Holdings, Inc., Term Loan 74338UAD3 816952.76000000 PA USD 812868.00000000 0.151774915710 Long LON CORP US N 2 2024-07-05 Floating 5.75000000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 5415.22000000 0.001011104581 N/A DFE N/A N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 532078.25000000 USD 426396.00000000 GBP 2022-07-29 5415.22000000 N N N Orchid Merger Sub II, LLC N/A Orchid Merger Sub II, LLC, Term Loan 68572CAC2 2742071.58000000 PA USD 2687230.15000000 0.501747060423 Long LON CORP US N 3 2027-07-27 Floating 5.79510000 N N N N N N Mold-Rite Plastics LLC N/A Mold-Rite Plastics LLC, Second Lien Term Loan 91889CAD0 404807.62000000 PA USD 360278.78000000 0.067269570787 Long LON CORP US N 3 2029-10-04 Floating 8.46986000 N N N N N N RJO Holdings Corp. 549300YNQA38HHOO8322 RJO Holdings Corp., Series A-2, Pfd. N/A 648.90000000 NS USD 3244.50000000 0.000605797883 Long EC CORP US N 3 N N N Allied Universal Holdco LLC 549300ONXPZT3KQZDR65 Allied Universal Holdco LLC, Term Loan B 01957TAK3 95927.03000000 PA 94596.08000000 0.017662538159 Long LON CORP LU N 2 2028-05-12 Floating 3.75000000 N N N N N N MLN US HoldCo LLC 549300QKU7NPW6O86862 MLN US HoldCo LLC, First Lien Term Loan B 55292HAB9 3586190.37000000 PA USD 3008204.07000000 0.561677811360 Long LON CORP US N 2 2025-11-30 Floating 5.30329000 N N N N N N Jubilee CLO 635400VJFOACD7V4YS84 Jubilee CLO, Series 2018-21, Class E BCC2R2NT4 2041000.00000000 PA 1885735.37000000 0.352095699221 Long ABS-CBDO CORP NL N 2 2035-04-15 Floating 6.07000000 N N N N N N Lake at Las Vegas Joint Venture LLC N/A Lake at Las Vegas Joint Venture LLC, Class A N/A 2338.58000000 NS USD 0.00000000 0.000000 Long EC CORP US N 3 N N N NPC International, Inc. 549300VENVGR7A6TZR37 NPC International, Inc., Second Lien Term Loan 62936DAS9 343919.53000000 PA USD 6878.39000000 0.001284300848 Long LON CORP US N 3 2025-04-18 Floating 8.63630000 Y Y N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -30950.48000000 -0.00577892904 N/A DFE N/A N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 2000000.00000000 EUR 2119167.00000000 USD 2022-06-30 -30950.48000000 N N N WebPros 549300TH5VH623DTW562 WebPros, Term Loan BL3364090 1578137.52000000 PA USD 1566301.49000000 0.292452497358 Long LON CORP LU N 2 2027-02-18 Floating 6.25600000 N N N N N N USF S&H Holdco LLC N/A USF S&H Holdco LLC N/A 11114.19900000 NS USD 11091970.60000000 2.071040935161 Long EC CORP US N 3 N N N Commercial Barge Line Co. N/A Commercial Barge Line Co., Series A, Pfd. N/A 33324.00000000 NS USD 833100.00000000 0.155552540238 Long EP CORP US Y 2 N N N Imperva, Inc. 549300204GJIBLPF1S81 Imperva, Inc., Term Loan 45321NAD8 105845.66000000 PA USD 100129.99000000 0.018695803983 Long LON CORP US N 2 2026-01-10 Floating 5.39857000 N N N N N N IAP Worldwide Services, Inc. N/A IAP Worldwide Services, Inc., Second Lien Term Loan 44920JAM5 1571587.59000000 PA USD 1571587.59000000 0.293439493256 Long LON CORP US N 3 2023-07-18 Floating 7.50600000 N N N N N N B&B Hotels S.A.S. 969500OUD0VB2606MD53 B&B Hotels S.A.S., Second Lien Term Loan A-1 N/A 2217187.18000000 PA 2302902.77000000 0.429987247384 Long LON CORP FR N 2 2027-07-31 Floating 8.50000000 N N N N N N Delta Topco, Inc. N/A Delta Topco, Inc., Second Lien Term Loan 24780DAE7 637366.86000000 PA USD 607620.95000000 0.113452145330 Long LON CORP US N 2 2028-12-01 Floating 8.00000000 N N N N N N Hilding Anders AB N/A Hilding Anders AB, Term Loan N/A 5480022.36000000 PA 588.31000000 0.000109846494 Long LON CORP SE Y 3 2024-12-31 Floating 0 N N N N N N Optiv, Inc. 549300VZRXJMEDMZX746 Optiv, Inc., Second Lien Term Loan 68404XAD8 772731.88000000 PA USD 755588.82000000 0.141080014796 Long LON CORP US N 2 2025-01-31 Floating 8.25000000 N N N N N N TruGreen L.P. 549300QNRP2MNHR3QM19 TruGreen L.P., Second Lien Term Loan 89787RAK8 1509219.52000000 PA USD 1471489.03000000 0.274749557735 Long LON CORP US N 3 2028-11-02 Floating 9.55957000 N N N N N N Oldcastle BuildingEnvelope, Inc. 254900RDCZK0Q19MEL65 Oldcastle BuildingEnvelope, Inc., Term Loan B 68778DAB4 1903158.65000000 PA USD 1747347.05000000 0.326256478581 Long LON CORP US N 2 2029-04-29 Floating 6.10849000 N N N N N N LHS Borrow, LLC 2549000R2CJY3YBDDU14 LHS Borrow, LLC, Term Loan B 50204EAB4 2119519.49000000 PA USD 1843981.96000000 0.344299697554 Long LON CORP US N 3 2029-02-17 Floating 5.62160000 N N N N N N Brook & Whittle Holding Corp. N/A Brook & Whittle Holding Corp., Delayed Draw Term Loan 58985XAC8 71875.60000000 PA USD 69359.95000000 0.012950565854 Long LON CORP US N 2 2028-12-14 Floating 4.88670000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 6.53000000 0.000001219251 N/A DFE N/A N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 176.04000000 USD 1710.72000000 NOK 2022-06-30 6.53000000 N N N Sherwood Financing PLC 259400SSZWSSPNYW7K08 Sherwood Financing PLC BS1080362 1082000.00000000 PA 1194169.22000000 0.222969698290 Long DBT CORP GB N 2 2026-11-15 Fixed 6.00000000 N N N N N N Cengage Learning, Inc. 549300BYGM0FWUSVXJ88 Cengage Learning, Inc., Term Loan B 15134NAF3 2384267.61000000 PA USD 2281660.65000000 0.426021017969 Long LON CORP US N 2 2026-06-29 Floating 5.75000000 N N N N N N Caesars Entertainment, Inc. 549300FA4CTCW903Y781 Caesars Entertainment, Inc. 12769G100 7897.00000000 NS USD 396192.49000000 0.073975210950 Long EC CORP US N 1 N N N Claire's Stores, Inc. 549300N5HNYXI6JY7625 Claire's Stores, Inc., Term Loan B 17958DAL1 730830.58000000 PA USD 709636.49000000 0.132500010401 Long LON CORP US N 2 2026-12-18 Floating 7.55957000 N N N N N N Victory Buyer LLC 549300G9TEUHGC81N056 Victory Buyer LLC, Second Lien Term Loan B N/A 258451.56000000 PA USD 255867.04000000 0.047774298445 Long LON CORP US N 3 2029-11-19 Floating 8.50486000 N N N N N N QuarterNorth Energy, Inc. N/A QuarterNorth Energy, Inc. N/A 163623.00000000 NS USD 21270990.00000000 3.971619887038 Long EC CORP US Y 2 N N N HotelBeds 213800OWSFFQ8A3HSD42 HotelBeds, Term Loan D N/A 7773683.39000000 PA 7544526.02000000 1.408678654792 Long LON CORP GB N 2 2027-09-30 Floating 5.50000000 N N N N N N Glass Mountain Pipeline Holdings, LLC N/A Glass Mountain Pipeline Holdings, LLC, Term Loan 36262VAB4 283549.67000000 PA USD 257084.56000000 0.048001628092 Long LON CORP US N 2 2027-10-28 Floating 5.73814000 N N N N N N Kane Bidco Ltd. 213800IT8MD1MLYZWC24 Kane Bidco Ltd. BT7271153 791000.00000000 PA 789247.30000000 0.147364568949 Long DBT CORP JE N 2 2027-02-15 Fixed 5.00000000 N N N N N N Commercial Barge Line Co. N/A Commercial Barge Line Co., Series B, Pfd., Wts., expiring 04/27/2045 00085Q167 29536.00000000 NS USD 930384.00000000 0.173716954264 Long EC CORP US Y 2 N N N Vectra Co. JUC8K6CTM7PVMRAKXF33 Vectra Co., First Lien Term Loan 92243BAC3 195207.94000000 PA USD 153238.23000000 0.028611926465 Long LON CORP US N 2 2025-03-08 Floating 4.30957000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 12966.81000000 0.002421102189 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 1009145.94000000 USD 945590.00000000 EUR 2022-09-30 12966.81000000 N N N Aegion Corp. 549300AG3DVJURRIT691 Aegion Corp., Term Loan B 00771PAJ0 169610.20000000 PA USD 163461.83000000 0.030520829298 Long LON CORP US N 3 2028-05-17 Floating 5.63671000 N N N N N N Veritas US, Inc. 549300RFUWCPWS8FQ104 Veritas US, Inc., Term Loan B G9341JAN0 704869.67000000 PA USD 611474.44000000 0.114171650981 Long LON CORP US N 2 2025-09-01 Floating 6.00000000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -476799.74000000 -0.08902582012 N/A DFE N/A N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 16795477.53000000 GBP 20694739.11000000 USD 2022-07-29 -476799.74000000 N N N Bicent Power, LLC 549300QFOPQA45T3MK52 Bicent Power, LLC, Series B, Wts. expiring 08/21/2022 N/A 3282.65400000 NS USD 0.00000000 0.000000 Long EC CORP US N 3 N N N Royal Caribbean Cruises K2NEH8QNVW44JIWK7Z55 Royal Caribbean Cruises, Revolver Loan N/A 1885472.71000000 PA USD 1843049.57000000 0.344125606048 Long LON CORP LR N 2 2022-10-12 Floating 2.26160000 N N N N N N HotelBeds 213800OWSFFQ8A3HSD42 HotelBeds, Term Loan C N/A 936812.01000000 PA 888327.52000000 0.165864364782 Long LON CORP GB N 2 2027-09-30 Floating 4.50000000 N N N N N N City Brewing Co. LLC N/A City Brewing Co. LLC, Term Loan B 17776EAB1 1831836.12000000 PA USD 1712766.77000000 0.319799810238 Long LON CORP US N 2 2028-03-31 Floating 4.46900000 N N N N N N Crown Finance US, Inc. N/A Crown Finance US, Inc., Term Loan 22834KAD3 2726213.26000000 PA USD 1867033.52000000 0.348603777153 Long LON CORP GB N 2 2026-09-30 Floating 4.24971000 N N N N N N International Textile Group, Inc. M4ZRS7E9USM0DKM0N876 International Textile Group, Inc., First Lien Term Loan 46049BAB7 189747.03000000 PA USD 169633.84000000 0.031673238173 Long LON CORP US N 2 2024-05-01 Floating 5.96686000 N N N N N N Brush N/A Brush, Term Loan N/A 4208404.70000000 PA 4453326.35000000 0.831504292707 Long LON CORP GB N 3 2028-06-09 Floating 7.00000000 N N N N N N Noble Corp. N/A Noble Corp. G6610J209 1528.00000000 NS USD 55435.84000000 0.010350721080 Long EC CORP KY N 1 N N N I-Logic Technologies Bidco Ltd. N/A I-Logic Technologies Bidco Ltd., First Lien Term Loan B 00510DAC8 717085.79000000 PA 741682.54000000 0.138483499156 Long LON CORP GB N 2 2028-02-16 Floating 4.00000000 N N N N N N Heritage Power LLC 9845009CA1DFDE381P22 Heritage Power LLC, Term Loan 42727CAC1 2852171.26000000 PA USD 1274107.68000000 0.237895434115 Long LON CORP US N 2 2026-07-30 Floating 7.00000000 N N N N N N Monitronics International, Inc. SCAKOG18M6QWWML8YF46 Monitronics International, Inc., First Lien Term Loan 60945HAB0 7920773.43000000 PA USD 5207908.53000000 0.972396352385 Long LON CORP US N 2 2024-03-29 Floating 8.75000000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 44699.00000000 0.008345988472 N/A DFE N/A N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 1504315.78000000 USD 15114128.43000000 SEK 2022-06-30 44699.00000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -818061.17000000 -0.15274456015 N/A DFE N/A N 2 The Toronto-Dominion Bank PT3QB789TSUIDF371261 42583719.25000000 EUR 45035987.89000000 USD 2022-07-29 -818061.17000000 N N N Florida Food Products LLC 254900J6FNIX7DTKUV52 Florida Food Products LLC, Second Lien Term Loan 34068GAG7 1027710.38000000 PA USD 999448.34000000 0.186612325200 Long LON CORP US Y 2 2029-10-08 Floating 9.05957000 N N N N N N Cabonline Group Holding AB 549300PB67LZ38PTO750 Cabonline Group Holding AB BV5219233 15000000.00000000 PA 1551308.37000000 0.289653052030 Long DBT CORP SE N 2 2026-04-19 Floating 9.57200000 N N N N N N American Rock Salt Co. LLC 549300FBKBNV4GSVVR46 American Rock Salt Co. LLC, Second Lien Term Loan 02932JAS6 96308.14000000 PA USD 94381.98000000 0.017622562407 Long LON CORP US N 3 2029-06-11 Floating 8.31000000 N N N N N N Diamond Sports Group LLC / Diamond Sports Finance Co. N/A Diamond Sports Group LLC / Diamond Sports Finance Co. 25277LAF3 1631000.00000000 PA USD 541027.17000000 0.101018065816 Long DBT CORP US N 2 2026-08-15 Fixed 5.37500000 N N N N N N Inotiv, Inc. 549300FH5Z13X0Q5SK81 Inotiv, Inc. 45783Q100 4854.00000000 NS USD 70552.89000000 0.013173306038 Long EC CORP US N 3 N N N Protect America 549300EML9KQOOMLDD16 Protect America, Revolver Loan 74364NAE4 2442265.78000000 PA USD 2332363.82000000 0.435488077015 Long LON CORP US N 3 2024-09-01 Floating 4.11990000 N N N N N N CRCI Longhorn Holdings, Inc. 549300ITUZCPGZ2X6C28 CRCI Longhorn Holdings, Inc., Second Lien Term Loan 12688EAE3 86350.74000000 PA USD 84299.91000000 0.015740085394 Long LON CORP US N 2 2026-08-08 Floating 8.25571000 N N N N N N Babson Euro CLO B.V. 549300EGZCEL8MUE5F06 Babson Euro CLO B.V., Series 2019-1A, Class ER BCC3553N4 1750000.00000000 PA 1669155.24000000 0.311656869084 Long ABS-CBDO CORP IE N 2 2036-04-15 Floating 7.21000000 N N N N N N Apex Tool Group, LLC 549300LWC59TPOM4ZR02 Apex Tool Group, LLC, Term Loan B 03759DAK4 1279640.36000000 PA USD 1157274.75000000 0.216080935201 Long LON CORP US N 2 2029-02-08 Floating 6.15766000 N N N N N N Biscuit Intl (Cookie Acq S.A.S, De Banketgroep Holding) N/A Biscuit Intl (Cookie Acq S.A.S, De Banketgroep Holding), First Lien Term Loan N/A 2609553.74000000 PA 2278196.74000000 0.425374252875 Long LON CORP FR N 2 2027-02-15 Floating 4.00000000 N N N N N N KDC/One N/A KDC/One, Term Loan C4953EAF2 690269.70000000 PA 732394.80000000 0.136749335731 Long LON CORP CA N 2 2025-12-22 Floating 5.00000000 N N N N N N Southcross Energy Partners L.P. N/A Southcross Energy Partners L.P., Series A, Pfd. N/A 288392.60000000 NS USD 21629.45000000 0.004038549863 Long EC CORP US Y 3 N N N N/A N/A Commercial Barge Line Co., Series A, Pfd., Wts., expiring 04/27/2045 00085Q134 35030.00000000 NS USD 875750.00000000 0.163515949002 N/A DE N/A Y 2 Commercial Barge Line Co N/A Call Purchased Commercial Barge Line Co Commercial Barge Line Co. 1.00000000 0 USD 2099-12-31 XXXX -868350.59000000 N N N Project Leopard Holdings, Inc. N/A Project Leopard Holdings, Inc., Incremental Term Loan 74338UAE1 2841783.65000000 PA USD 2826153.84000000 0.527686242848 Long LON CORP US N 2 2024-07-05 Floating 5.50000000 N N N N N N Acacium Group 259400LN2RY29XJ6PM24 Acacium Group, Term Loan N/A 3083485.53000000 PA 3934067.93000000 0.734550786199 Long LON CORP GB N 3 2028-05-19 Floating 6.18840000 N N N N N N Checkout Holding Corp. 5493000F1R60SFVQY311 Checkout Holding Corp., First Lien Term Loan 14886MAM3 274377.95000000 PA USD 240080.71000000 0.044826748652 Long LON CORP US Y 2 2023-02-15 Floating 8.55957000 N N N N N N Lightning Finco Ltd. N/A Lightning Finco Ltd., Term Loan B-2 N/A 2227290.39000000 PA USD 2186530.98000000 0.408258850377 Long LON CORP GB N 3 2028-09-01 Floating 6.50000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 CSC Holdings LLC, Incremental Term Loan 64072UAH5 352.79000000 PA USD 335.15000000 0.000062577642 Long LON CORP US N 2 2026-01-15 Floating 3.12471000 N N N N N N N/A N/A Commercial Barge Line Co., Wts., expiring 04/27/2045 N/A 9414.00000000 NS USD 202401.00000000 0.037791369219 N/A DE N/A Y 2 Commercial Barge Line Co N/A Call Purchased Commercial Barge Line Co Commercial Barge Line Co. 1.00000000 0 USD 2099-12-31 XXXX -578782.23000000 N N N McDermott International Ltd. N/A McDermott International Ltd. 58004K109 1185624.00000000 NS USD 709595.96000000 0.132492442829 Long EC CORP US N 3 N N N CRH Europe Distribution 549300Y5PCNMQXYRRY06 CRH Europe Distribution, Term Loan A N/A 772651.85000000 PA 803903.35000000 0.150101078140 Long LON CORP NL N 2 2025-11-29 Floating 4.25000000 N N N N N N Libbey Glass, Inc. A7JTTZYG0P336HI4K290 Libbey Glass, Inc. N/A 5908.76000000 NS USD 726777.48000000 0.135700495981 Long EC CORP US Y 3 N N N Eastern Power LLC 5493000R3E1L1VM1V279 Eastern Power LLC, Term Loan 87264NAB3 3956310.15000000 PA USD 2840393.31000000 0.530344970168 Long LON CORP US N 2 2025-10-02 Floating 4.75600000 N N N N N N Pretium Packaging N/A Pretium Packaging, Second Lien Term Loan B 74142KAH2 345275.25000000 PA USD 306718.36000000 0.057269019368 Long LON CORP US N 2 2029-10-01 Floating 7.63343000 N N N N N N American Commercial Barge Line Holding Corp. N/A American Commercial Barge Line Holding Corp., Series B, Wts., expiring 04/30/2045 00085Q183 236288.00000000 NS USD 100094.20000000 0.018689121441 Long EC CORP US N 2 N N N Columbus Capital B.V. 549300RTLEY50LVEW969 Columbus Capital B.V., Term Loan B N2109JAF6 1200164.00000000 PA 1166034.62000000 0.217716537207 Long LON CORP NL Y 2 2027-02-27 Floating 3.75000000 N N N N N N Fitness International LLC N/A Fitness International LLC, Term Loan B 33818XAH3 1106238.58000000 PA USD 989995.03000000 0.184847247317 Long LON CORP US N 2 2025-04-18 Floating 4.25600000 N N N N N N Financiere Pax S.A.S. N/A Financiere Pax S.A.S., Term Loan B N/A 2011560.95000000 PA 1866962.24000000 0.348590468085 Long LON CORP ES N 2 2026-07-01 Floating 4.75000000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 9574.53000000 0.001787711514 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 511368.96000000 USD 484572.12000000 EUR 2022-06-30 9574.53000000 N N N Riverbed Technology, Inc. XWT9B0BASIY6FJ5R7M02 Riverbed Technology, Inc. B10930B99 14219.00000000 NS USD 125838.15000000 0.023495911524 Long EC CORP US Y 2 N N N DXP Enterprises, Inc. 8HH9SCFWHN29ZIEWIE93 DXP Enterprises, Inc., Term Loan 23338DAP1 614559.56000000 PA USD 603546.65000000 0.112691411067 Long LON CORP US N 2 2027-12-16 Floating 5.80957000 N N N N N N Very Group Funding PLC (The) 9845005CC91D50AF8202 Very Group Funding PLC (The) BQ7202352 5493000.00000000 PA 5848167.69000000 1.091942551820 Long DBT CORP GB N 2 2026-08-01 Fixed 6.50000000 N N N N N N Kirk Beauty One GmbH N/A Kirk Beauty One GmbH, Term Loan B-1 N/A 1620973.73000000 PA 1561591.27000000 0.291573027083 Long LON CORP DE N 2 2026-04-08 Floating 5.50000000 N N N N N N Invictus Media S.L.U. 549300UHNTWQ62CHRT96 Invictus Media S.L.U., Term Loan A-1 N/A 2452078.52000000 PA 2553455.98000000 0.476769372316 Long LON CORP CN N 2 2024-06-26 Floating 4.00000000 N N N N N N HotelBeds 213800OWSFFQ8A3HSD42 HotelBeds, Term Loan B BL2554998 6321150.10000000 PA 6020330.37000000 1.124087963185 Long LON CORP GB N 2 2025-09-12 Floating 4.25000000 N N N N N N Invictus Media S.L.U. 549300UHNTWQ62CHRT96 Invictus Media S.L.U., Term Loan B-1 BL2710749 2756802.92000000 PA 2849321.90000000 0.532012074784 Long LON CORP CN N 2 2025-06-26 Floating 4.75000000 N N N N N N Keter Group B.V. N/A Keter Group B.V., Term Loan B-5 N/A 1762663.76000000 PA 1765759.57000000 0.329694378303 Long LON CORP NL N 2 2023-10-31 Floating 5.25000000 N N N N N N Form Technologies LLC X7KHAIMGSSPZ1XIJIL51 Form Technologies LLC, Term Loan 34634FAC3 1133778.69000000 PA USD 1077089.76000000 0.201109168446 Long LON CORP US N 3 2025-10-22 Floating 10.50643000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 7256.32000000 0.001354866173 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 511323.75000000 EUR 556959.39000000 USD 2022-06-30 7256.32000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 724950.56000000 0.135359382013 N/A DFE N/A N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 16976852.62000000 GBP 22119886.56000000 USD 2022-06-30 724950.56000000 N N N Royal Caribbean Cruises K2NEH8QNVW44JIWK7Z55 Royal Caribbean Cruises, Revolver Loan 78015EAD0 3562279.01000000 PA USD 3152616.92000000 0.588641904099 Long LON CORP LR N 3 2024-04-05 Floating 2.26160000 N N N N N N Sherwood Financing PLC 259400SSZWSSPNYW7K08 Sherwood Financing PLC BS1022166 3000000.00000000 PA 3115978.83000000 0.581801011086 Long DBT CORP GB N 2 2027-11-15 Floating 4.62500000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 3612.36000000 0.000674482984 N/A DFE N/A N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 448664.41000000 USD 358881.00000000 GBP 2022-06-30 3612.36000000 N N N Diamond Sports Holdings, LLC 5493002K6DHWNZH8YA34 Diamond Sports Holdings, LLC, Second Lien Term Loan 25277BAG3 2601817.90000000 PA USD 804612.19000000 0.150233429434 Long LON CORP US N 2 2026-08-24 Floating 4.09163000 N N N N N N McDermott International Ltd. 54930004RAXI4B3L4752 McDermott International Ltd., LOC N/A 4083292.08000000 PA USD 3399340.66000000 0.634709008281 Long LON CORP US N 2 2024-06-30 Floating 4.75000000 N N N N N N Libbey Glass, Inc. A7JTTZYG0P336HI4K290 Libbey Glass, Inc. N/A 13797.00000000 NS USD 237998.25000000 0.044437921449 Long EC CORP US Y 2 N N N Valeo Foods (Jersey) Ltd. 259400O9OX5WFOBC8C47 Valeo Foods (Jersey) Ltd., Term Loan B N/A 2804719.08000000 PA 3292714.36000000 0.614800243642 Long LON CORP GB N 2 2028-06-28 Floating 5.69060000 N N N N N N Nautilus Power LLC UU3WE4QD17GA2LF0I609 Nautilus Power LLC, Term Loan 63909UAB9 2383386.93000000 PA USD 1963720.16000000 0.366656654910 Long LON CORP US N 2 2024-05-16 Floating 5.30957000 N N N N N N Crown Finance US, Inc. N/A Crown Finance US, Inc., Term Loan 22834KAC5 455831.56000000 PA 339736.77000000 0.063434062640 Long LON CORP GB N 2 2025-02-28 Floating 2.62500000 N N N N N N Zayo Group, LLC 529900Z6OTS7RT0V0I47 Zayo Group, LLC, Incremental Term Loan 98919XAE1 3227508.23000000 PA USD 3103458.95000000 0.579463357578 Long LON CORP US N 2 2027-03-09 Floating 5.28410000 N N N N N N NAS, LLC N/A NAS, LLC, Term Loan N/A 8965354.29000000 PA USD 8983285.00000000 1.677317010488 Long LON CORP US N 3 2024-06-03 Floating 7.50000000 N N N N N N Tank Holding Corp. N/A Tank Holding Corp., Term Loan 87583FAN8 5296866.57000000 PA USD 5164444.91000000 0.964281028295 Long LON CORP US N 3 2028-03-31 Floating 7.13409000 N N N N N N McDermott International Ltd. N/A McDermott International Ltd., LOC N/A 1801284.94000000 PA USD 1504072.92000000 0.280833469463 Long LON CORP US N 3 2024-06-30 Floating 4.21438000 N N N N N N Aernnova Aerospace S.A.U. 95980020140005473208 Aernnova Aerospace S.A.U., Term Loan B-1 E6000AAB5 725999.50000000 PA 723864.74000000 0.135156642775 Long LON CORP ES N 2 2027-02-26 Floating 3.00000000 N N N N N N KKR Apple Bidco LLC 2549001SCJD3WEYJFM53 KKR Apple Bidco LLC, Second Lien Term Loan 48254EAE1 348086.07000000 PA USD 340254.13000000 0.063530661683 Long LON CORP US N 2 2029-09-21 Floating 6.80957000 N N N N N N Samson Investment Co. EE5W18H3TVA53PMLNG63 Samson Investment Co., Class A 931GSK906 163748.00000000 NS USD 102342.50000000 0.019108913515 Long EC CORP US N 3 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -631.80000000 -0.00011796674 N/A DFE N/A N 2 The Toronto-Dominion Bank PT3QB789TSUIDF371261 100000.00000000 EUR 106874.07000000 USD 2022-06-30 -631.80000000 N N N Intelsat Jackson Holdings S.A. 8XJ8KF85PBKK1TLMFN29 Intelsat Jackson Holdings S.A., Term Loan B L5137LAQ8 7185802.35000000 PA USD 6798272.03000000 1.269341595846 Long LON CORP LU N 2 2029-01-27 Floating 4.91953000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -915336.11000000 -0.17090728253 N/A DFE N/A N 2 Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 42584358.01000000 EUR 44939400.76000000 USD 2022-07-29 -915336.11000000 N N N Leather 2 S.p.A. 815600BEB19DD60A6116 Leather 2 S.p.A. BR4162748 1346000.00000000 PA 1259742.27000000 0.235213191867 Long DBT CORP IT N 2 2028-09-30 Floating 4.50000000 N N N N N N Summit Behavioral Healthcare, LLC 254900QVBD0VL3INID05 Summit Behavioral Healthcare, LLC, First Lien Term Loan 86602KAB2 2111874.83000000 PA USD 2037959.21000000 0.380518223524 Long LON CORP US N 3 2028-11-24 Floating 6.25643000 N N N N N N Vue International Bidco PLC 2138002KEV3Y56IJTC64 Vue International Bidco PLC, Term Loan B-1 G9420PAC4 2790993.58000000 PA 2375728.38000000 0.443584905084 Long LON CORP GB N 2 2026-07-03 Floating 4.75000000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 728534.37000000 0.136028534275 N/A DFE N/A N 2 The Toronto-Dominion Bank PT3QB789TSUIDF371261 16976852.61000000 GBP 22123470.36000000 USD 2022-06-30 728534.37000000 N N N Serta Simmons Bedding LLC 549300M4F4V4WFPNI116 Serta Simmons Bedding LLC, First Lien Term Loan 81753HAF8 1278246.87000000 PA USD 1265847.88000000 0.236353202844 Long LON CORP US N 2 2023-08-10 Floating 8.50000000 N N N N N N Southcross Energy Partners L.P. N/A Southcross Energy Partners L.P. N/A 72413.01000000 NS USD 2172.39000000 0.000405618512 Long EC CORP US Y 2 N N N Paragon Offshore Finance Co. N/A Paragon Offshore Finance Co., Term Loan G6903KAB9 9308.82000000 PA USD 0.00000000 0.000000 Long LON CORP KY N 3 2021-07-16 Floating 3.75000000 Y Y N N N N Dakota Holding Corp. 549300FDREJLOIGXY104 Dakota Holding Corp., Second Lien Term Loan 24440EAG2 1249213.00000000 PA USD 1225790.26000000 0.228873831164 Long LON CORP US N 2 2028-04-07 Floating 7.80957000 N N N N N N Colorado Buyer, Inc. N/A Colorado Buyer, Inc., Term Loan 19633FAD3 7364.54000000 PA USD 7111.38000000 0.001327803653 Long LON CORP US N 2 2024-05-01 Floating 4.00000000 N N N N N N McDermott International Ltd. N/A McDermott International Ltd., Term Loan N5200EAC5 180157.87000000 PA USD 114850.64000000 0.021444374985 Long LON CORP NL N 2 2024-06-30 Floating 4.05957000 N N N N N N 2022-06-30 Invesco Dynamic Credit Opportunity Fund Sheri Morris Sheri Morris President XXXX NPORT-EX 2 edgar.htm HTML

Consolidated Schedule of Investments

May 31, 2022

(Unaudited)

 

      Interest
Rate		      Maturity
Date		     

Principal

Amount

(000)(a)

     Value

Variable Rate Senior Loan Interests–110.23%(b)(c)(d)

              

Aerospace & Defense–8.54%

               

Aernnova Aerospace S.A.U. (Spain)

               

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

      3.00%        02/26/2027        EUR        726      $         723,865

Term Loan B-2 (3 mo. EURIBOR + 3.00%)

      3.00%        02/26/2027        EUR        183      182,760

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

     0.00%        10/30/2022               $      17,326      17,195,627

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

     8.40%        04/01/2024                 22,660      22,202,139

IAP Worldwide Services, Inc.

               

Revolver Loan(e)(f)

     0.00%        07/18/2023                 1,444      1,444,403

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

     8.00%        07/18/2023                 1,572      1,571,588

KKR Apple Bidco LLC, Second Lien Term Loan (1 mo. USD LIBOR + 5.75%)

      6.81%        09/21/2029                 348      340,254

Peraton Corp.

               

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

      4.81%        02/01/2028                 11      10,747

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

      8.59%        02/01/2029                 2,004      1,932,141

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

      4.31%        03/08/2025                 195      153,238
                                         45,756,762

Air Transport–4.14%

               

PrimeFlight Aviation Services, Inc.

               

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

     7.25%        05/09/2024                 3,186      3,186,338

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

     7.25%        05/09/2024                 9,420      9,420,091

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

     7.25%        05/09/2024                 9,560      9,559,623
                                         22,166,052

Automotive–6.85%

               

BCA Marketplace (United Kingdom)

               

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

      8.09%        07/30/2029        GBP        4,668      5,514,794

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

      5.44%        06/30/2028        GBP        1,054      1,228,911

Muth Mirror Systems LLC

               

Revolver Loan(e)(f)

     0.00%        04/23/2025                 1,677      1,605,080

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

     7.75%        04/23/2025                 19,218      18,391,208

Transtar Industries, Inc.

               

Delayed Draw Term Loan

(Acquired 01/22/2021; Cost $1,197,808)(e)(f)(g)

     0.00%        01/22/2027                 1,218      1,223,616

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

     8.24%        01/22/2027                 8,677      8,720,415
                                         36,684,024

Beverage & Tobacco–0.43%

               

Arctic Glacier U.S.A., Inc., Term Loan (1 mo. USD LIBOR + 3.50%)

      4.51%        03/20/2024                 651      569,440

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

      4.47%        03/31/2028                 1,832      1,712,767
                                         2,282,207

Brokers, Dealers & Investment Houses–0.01%

               

AqGen Island Intermediate Holdings, Inc., Second Lien Term Loan B (1 mo. USD LIBOR + 6.50%)

      7.50%        08/05/2029                 32      30,848

Building & Development–1.33%

               

CRH Europe Distribution (Netherlands), Term Loan A (3 mo. EURIBOR + 4.25%)

      4.25%        11/29/2025        EUR        773      803,904

Icebox Holdco III, Inc., Second Lien Term Loan (1 mo. USD LIBOR + 6.75%)

      7.76%        12/21/2029                 489      465,864

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

     5.88%        02/16/2029                 2,119      1,843,982

Mayfair Mall LLC, Term Loan (3 mo. USD LIBOR + 3.25%)(e)

     4.54%        04/20/2023                 1,038      952,179

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

      4.50%        10/08/2028        EUR        1,295      1,312,962

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

     -        04/29/2029                 1,903      1,747,347
                                         7,126,238

Business Equipment & Services–14.45%

               

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

     5.64%        05/17/2028                 170      163,462

Allied Universal Holdco LLC, Term Loan B (3 mo. EURIBOR + 3.75%)

      3.75%        05/12/2028        EUR        96      94,596

 

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

Invesco Dynamic Credit Opportunity Fund

      Interest
Rate		      Maturity
Date		    

Principal

Amount

(000)(a)

     Value

Business Equipment & Services–(continued)

             

Blackhawk Network Holdings, Inc., Second Lien Term Loan (1 mo. USD LIBOR + 7.00%)

      7.88%        06/15/2026             $          385      $         380,613

Checkout Holding Corp., Term Loan
(Acquired 02/15/2019; Cost $273,903)(g)(i)

     9.50%        02/15/2023               274      240,081

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

      8.51%        02/15/2029               1,513      1,478,454

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

      8.26%        08/08/2026               86      84,300

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

     6.46%        10/05/2028               1,392      1,315,580

CV Intermediate Holdco Corp.

             

Delayed Draw Term Loan (1 mo. USD LIBOR + 5.75%)(e)

     6.75%        03/31/2026               8,187      8,178,360

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

     6.75%        03/31/2026               189      189,047

Revolver Loan(e)(f)

     0.00%        03/31/2026               1,072      1,071,272

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

     6.81%        03/31/2026               8,431      8,422,085

Dakota Holding Corp.

             

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

      4.78%        04/09/2027               131      125,793

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

      7.81%        04/07/2028               1,249      1,225,790

Dun & Bradstreet Corp. (The), Revolver Loan(e)(f)

     0.00%        09/11/2025               3,814      3,588,612

I-Logic Tech Bidco Ltd. (United Kingdom), First Lien Term Loan B(h)

     -        02/16/2028       EUR       717      741,683

INDIGOCYAN Midco Ltd. (Jersey), Term Loan B (3 mo. SONIA + 4.75%)

      5.81%        06/23/2024       GBP       6,170      7,346,583

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

      5.56%        10/28/2027               1,815      1,696,918

Lamark Media Group LLC

             

Delayed Draw Term Loan(e)(f)

     0.00%        10/14/2027               1,528      1,495,237

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

     7.15%        10/14/2027               458      448,571

Revolver Loan(e)(f)

     0.00%        10/14/2027               560      548,254

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

     6.75%        10/14/2027               7,113      6,960,330

Monitronics International, Inc.

             

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

      8.75%        03/29/2024               7,921      5,207,908

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

      7.50%        07/03/2024               6,013      6,028,152

NAS LLC

             

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

     7.43%        06/03/2024               2,808      2,813,390

Revolver Loan (2 mo. USD LIBOR + 6.50%)(e)

     7.50%        06/03/2024               184      184,271

Revolver Loan(e)(f)

     0.00%        06/01/2024               736      737,084

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

     8.07%        06/03/2024               8,965      8,983,285

Orchid Merger Sub II LLC, Term Loan B (1 mo. Term SOFR + 4.75%)(e)

     6.12%        07/27/2027               2,742      2,687,230

Protect America, Revolver Loan(e)(h)

     -        09/01/2024               2,442      2,332,364

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

      6.19%        06/05/2028       GBP       1,390      1,674,760

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

      4.75%        03/04/2028               20      19,017

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

     6.68%        03/20/2027               947      937,296
                                       77,400,378

Cable & Satellite Television–3.80%

             

CSC Holdings LLC, Incremental Term Loan (3 mo. USD LIBOR + 2.25%)

      3.12%        01/15/2026               1      335

Lightning Finco Ltd. (United Kingdom)

             

Term Loan B-1(e)(h)

     -        09/01/2028               18,375      18,141,781

Term Loan B-2(e)(h)

     -        09/01/2028               2,227      2,186,531
                                       20,328,647

Chemicals & Plastics–0.97%

             

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

      8.72%        11/24/2028               1,459      1,429,636

Colouroz Investment LLC (Germany)

             

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

     0.75%        09/21/2023               1,191      1,097,400

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

     0.75%        09/21/2023               180      166,123

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

     0.75%        09/21/2023       EUR       464      458,426

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

     5.75%        09/21/2024               31      28,544

ICP Group Holdings LLC, Second Lien Term Loan (1 mo. USD LIBOR + 7.75%)

      8.76%        12/29/2028               305      279,896

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

      6.25%        02/27/2026               1,771      1,749,215

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

      6.75%        11/03/2025               1      1,006
                                       5,210,246

Clothing & Textiles–0.18%

             

ABG Intermediate Holdings 2 LLC, Second Lien Term Loan (1 mo. Term SOFR + 6.00%)

      6.80%        12/20/2029               654      627,564

 

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

Invesco Dynamic Credit Opportunity Fund

      Interest
Rate		      Maturity
Date		    

Principal

Amount

(000)(a)

     Value

Clothing & Textiles–(continued)

             

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

      5.06%        12/29/2027             $          184      $         177,132

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

      6.01%        05/01/2024               190      169,634
                                       974,330

Conglomerates–0.05%

             

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

      7.75%        02/02/2026               297      287,485

Containers & Glass Products–6.19%

             

Brook & Whittle Holding Corp.

             

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

      4.00%        12/14/2028               7      6,589

Delayed Draw Term Loan(f)

     0.00%        06/17/2022               65      62,771

Term Loan B(h)

     -        12/14/2028               343      330,964

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

      5.01%        11/21/2023               3,606      3,386,658

Keg Logistics LLC

             

Revolver Loan (1 mo. USD LIBOR + 6.25%)(e)

     7.25%        11/23/2027               273      268,906

Revolver Loan(e)(f)

     0.00%        11/23/2027               1,589      1,563,460

Term Loan A(e)(h)

     -        11/23/2027               21,408      21,067,648

Keter Group B.V. (Netherlands), Term Loan B-5 (3 mo. EURIBOR + 4.25%)

      5.25%        10/31/2023       EUR       1,763      1,765,760

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

      5.00%        10/29/2028       EUR       2,615      2,697,242

Libbey Glass, Inc., Term Loan (1 mo. USD LIBOR + 4.00%) (Acquired 11/13/2020-08/12/2021; Cost $1,176,968)(g)

     9.02%        11/13/2025               1,301      1,320,694

Mold-Rite Plastics LLC, Second Lien Term Loan (1 mo. USD LIBOR +
7.00%)(e)

     8.47%        10/04/2029               405      360,279

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

      7.55%        10/01/2029               345      306,718
                                       33,137,689

Cosmetics & Toiletries–0.33%

             

Anastasia Parent LLC, Term Loan (1 mo. USD LIBOR + 3.75%)

      4.76%        08/11/2025               553      463,183

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

     -        05/05/2027               607      585,373

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

      5.00%        12/22/2025       EUR       690      732,395
                                       1,780,951

Drugs–0.04%

             

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

      6.06%        03/27/2028               257      200,287

Ecological Services & Equipment–4.71%

             

Groundworks LLC

             

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

     1.00%        01/17/2026               5,782      5,770,452

First Lien Incremental Revover Loan(e)(f)

     0.00%        01/17/2026               520      518,648

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

     6.01%        01/17/2026               13,127      13,100,298

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

     6.00%        01/17/2026               4,393      4,384,668

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

     9.56%        11/02/2028               1,509      1,471,489
                                       25,245,555

Electronics & Electrical–6.62%

             

Barracuda Networks, Inc., Second Lien Term Loan (1 mo. USD LIBOR + 6.75%)

      7.99%        10/30/2028               164      164,819

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

      4.00%        10/02/2025       EUR       132      135,744

Delta Topco, Inc., Second Lien Term Loan (1 mo. USD LIBOR + 7.25%)

      8.00%        12/01/2028               637      607,621

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

     -        12/29/2027               313      307,063

Hyland Software, Inc., Second Lien Term Loan (1 mo. USD LIBOR + 6.25%)

      7.31%        07/07/2025               372      369,628

Imperva, Inc.

             

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

      9.21%        01/11/2027               1,767      1,763,070

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

      5.40%        01/10/2026               106      100,130

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

      8.06%        03/02/2029               552      541,694

Learning Pool (United Kingdom)

             

Term Loan (1 mo. SONIA + 2.31%)

(Acquired 01/07/2022; Cost $642,317)(e)(g)

     6.80%        08/17/2028       GBP       479      597,789

Term Loan 2

(Acquired 01/07/2022; Cost $1,248,459)(e)(g)(h)

     -        08/17/2028               633      624,305

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

      5.68%        08/28/2027               2,627      2,277,931

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

     6.21%        08/13/2028               2,224      2,184,793

Maverick Bidco, Inc., Second Lien Term Loan (1 mo. USD LIBOR + 6.75%)(e)

     7.99%        05/18/2029               92      90,348

 

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

Invesco Dynamic Credit Opportunity Fund

      Interest
Rate		      Maturity
Date		    

Principal

Amount

(000)(a)

     Value

Electronics & Electrical–(continued)

             

McAfee Enterprise

             

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

      9.48%        07/27/2029             $        1,138      $       1,058,848

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

      6.23%        07/27/2028               1,493      1,375,937

Natel Engineering Co., Inc., Term Loan (3 mo. USD LIBOR + 6.25%)
(Acquired 04/25/2019-03/24/2021; Cost $3,677,484)(g)

     7.31%        04/29/2026               3,747      3,597,278

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

     6.25%        03/03/2028       EUR       1,267      1,339,267

Optiv, Inc.

             

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

      8.25%        01/31/2025               773      755,589

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

      5.33%        02/01/2024               6,438      6,257,264

Project Leopard Holdings, Inc.

             

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

      5.75%        07/05/2024               2,842      2,826,154

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

      5.75%        07/05/2024               817      812,868

Quest Software US Holdings, Inc., Second Lien Term Loan (1 mo. Term SOFR + 7.50%)

      8.72%        01/20/2030               218      206,480

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

      8.06%        05/29/2026               632      616,667

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

     2.00%        12/08/2026               5,751      4,127,462

Sandvine Corp., Second Lien Term Loan (1 mo. USD LIBOR + 8.00%)

      9.06%        11/02/2026               322      318,066

Ultimate Software Group, Inc., Second Lien Term Loan (1 mo. USD LIBOR + 5.25%)

      6.21%        05/03/2027               242      233,050

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

      6.01%        09/01/2025               705      611,474

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

      5.75%        02/18/2027               1,578      1,566,302
                                       35,467,641

Financial Intermediaries–0.55%

             

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

      7.81%        07/20/2026               207      198,146

GEO Group, Inc. (The), Term Loan (3 mo. USD LIBOR + 2.00%)

      3.06%        03/22/2024               108      102,272

TMF Group Holdco B.V. (Netherlands), Incremental Second Lien Term Loan (3 mo. EURIBOR + 6.88%)

      6.88%        05/04/2026       EUR       2,518      2,668,118
                                       2,968,536

Food Products–6.85%

             

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

             

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

      4.00%        02/15/2027       EUR       2,610      2,278,197

Term Loan B(e)(h)

     -        02/14/2027       EUR       1,403      1,223,866

BrightPet

             

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

     7.25%        10/05/2026               4,271      4,191,485

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

     7.25%        10/05/2026               1,169      1,147,063

Revolver Loan(e)(f)

     0.00%        10/05/2026               270      291,637

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

     7.26%        10/05/2026               4,154      4,076,932

Florida Food Products LLC

             

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

(Acquired 10/08/2021; Cost $4,367,724)(g)

     6.06%        10/18/2028               5,130      4,994,828

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

(Acquired 10/08/2021-11/30/2021; Cost $1,998,780)(g)

     9.06%        10/08/2029               1,028      999,448

H-Food Holdings LLC

             

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

      6.06%        05/23/2025               163      153,629

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

      4.75%        05/23/2025               19      17,530

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

      8.81%        09/22/2028               223      222,650

Sigma Bidco B.V. (Netherlands), Term Loan B-2(h)

     -        07/02/2025               157      138,670

Teasdale Foods, Inc., Term Loan B (3 mo. USD LIBOR + 6.00%)(e)

     8.00%        12/18/2025               15,836      13,645,791

Valeo Foods (Jersey) Ltd. (United Kingdom), First Lien Term Loan B (1 mo. SONIA + 5.00%)

      5.69%        06/28/2028       GBP       2,805      3,292,714
                                       36,674,440

Food Service–0.35%

             

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

      4.75%        07/01/2026       EUR       2,011      1,866,962

NPC International, Inc., Second Lien Term Loan(e)(j)(k)

     0.00%        04/18/2025               344      6,879
                                       1,873,841

Health Care–8.32%

             

Acacium (United Kingdom)

             

Term Loan (1 mo. SONIA + 5.00%)(e)

     6.19%        05/19/2028       GBP       3,083      3,934,068

Term Loan (1 mo. Term SOFR + 5.25%)(e)

     6.18%        06/08/2028               955      951,630

 

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

Invesco Dynamic Credit Opportunity Fund

      Interest
Rate		      Maturity
Date		    

Principal

Amount

(000)(a)

     Value

Health Care–(continued)

             

Ascend Learning LLC

             

First Lien Term Loan(h)

     -        12/11/2028             $          189      $         180,470

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

      6.81%        12/10/2029               646      619,573

Ethypharm (France), Term Loan B (1 mo. SONIA + 4.50%)

      5.44%        04/17/2028       GBP       2,270      2,644,755

MB2 Dental Solutions LLC

             

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

     1.00%        01/29/2027               5,372      5,371,785

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

     7.00%        01/29/2027               3,151      3,150,844

Delayed Draw Term Loan(e)(f)

     0.00%        01/29/2027               3,353      3,352,875

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

     7.24%        01/29/2027               8,739      8,739,262

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

      7.25%        12/17/2029               638      607,387

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

      5.46%        08/21/2026       GBP       2,088      2,455,428

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

      5.31%        10/15/2027               1,920      1,911,799

SDB Holdco LLC

             

Delayed Draw Term Loan(e)(h)

     -        03/18/2027               457      452,263

Term Loan (3 mo. Term SOFR + 8.00%)(e)

     8.84%        03/17/2027               7,889      7,759,565

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

     6.26%        11/24/2028               2,112      2,037,959

Women’s Care Holdings, Inc. LLC, Second Lien Term Loan (1 mo. USD LIBOR + 8.25%)

      9.49%        01/15/2029               431      416,144
                                       44,585,807

Home Furnishings–1.64%

             

Hilding Anders AB (Sweden)

             

PIK Term Loan; 12.00% PIK Rate, 0.00% Cash Rate

(Acquired 01/01/2020-11/23/2021; Cost $7,947)(e)(g)(i)

     12.00%        12/31/2024       EUR       34      4

Term Loan

(Acquired 01/01/2020; Cost $61,527)(e)(g)(h)

     -        12/31/2024       EUR       5,480      588

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

(Acquired 11/20/2017-04/29/2022; Cost $10,582,759)(g)

     5.00%        11/29/2024       EUR       9,047      4,556,142

Serta Simmons Bedding LLC

             

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

      8.50%        08/10/2023               1,278      1,265,848

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

      8.50%        08/10/2023               3,192      2,367,697

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

      7.76%        07/01/2029               565      526,404

Weber-Stephen Products LLC, Incremental Term Loan B(e)(h)

     -        10/30/2027               74      68,886
                                       8,785,569

Industrial Equipment–4.42%

             
Apex Tool Group LLC, Term Loan B (1 mo. Term SOFR + 5.25%)      6.15%        02/08/2029               1,280      1,157,275

Brush (United Kingdom)

             

Term Loan (3 mo. EURIBOR + 7.00%)(e)

     7.00%        06/09/2028       EUR       4,208      4,453,326

Term Loan A(e)(h)

     -        06/09/2028       GBP       3,621      4,503,046

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

      6.46%        12/20/2028               1,171      1,118,788

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

      5.81%        12/16/2027               615      603,547

Engineered Machinery Holdings, Inc., Second Lien Incremental Term Loan (1 mo. USD LIBOR + 6.00%)

      7.01%        05/21/2029               207      204,257

Kantar (United Kingdom)

             

Revolver Loan(e)(f)

     0.00%        06/04/2026               2,500      2,300,000

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

      5.52%        12/04/2026               1,569      1,523,591

MKS Instruments, Inc., Term Loan B(h)

     -        04/11/2029               59      57,869

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

      5.01%        03/08/2025               1,262      1,206,666

Robertshaw US Holding Corp.

             

First Lien Term Loan(h)

     -        02/28/2025               454      374,241

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

      9.06%        02/28/2026               613      444,445

Tank Holding Corp.

             

Revolver Loan(e)(h)

     -        03/31/2028               235      221,895

Revolver Loan(e)(f)

     0.00%        03/31/2028               118      110,947

Term Loan(e)(h)

     -        03/31/2028               5,297      5,164,445

Victory Buyer LLC, Second Lien Term Loan B (3 mo. USD LIBOR + 7.00%)(e)

     7.93%        11/19/2029               258      255,867
                                       23,700,205

 

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

Invesco Dynamic Credit Opportunity Fund

      Interest
Rate		      Maturity
Date		    

Principal

Amount

(000)(a)

     Value

Leisure Goods, Activities & Movies–10.36%

             

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

      3.84%        04/22/2026             $        4,681      $       4,137,402

Crown Finance US, Inc.

             

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

      10.08%        05/23/2024               498      526,539

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

      6.51%        05/23/2024               1,165      1,124,222

Term Loan (3 mo. EURIBOR + 2.63%)

      2.63%        02/28/2025       EUR       456      339,737

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

      4.00%        02/28/2025               3,195      2,272,907

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

      4.25%        09/30/2026               2,726      1,867,033

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

      7.00%        05/23/2024               4,194      4,791,224

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

      4.26%        04/18/2025               1,106      989,995

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

      10.06%        11/25/2025               440      455,093

Invictus Media S.L.U. (Spain)

             

Revolver Loan(e)(k)

     0.00%        06/26/2024       EUR       1,085      1,113,950

Second Lien Term Loan(k)

     0.00%        12/26/2025       EUR       3,369      3,309,722

Term Loan A-1(k)

     0.00%        06/26/2024       EUR       2,452      2,553,456

Term Loan A-2(k)

     0.00%        06/26/2024       EUR       598      622,796

Term Loan B-1(k)

     0.00%        06/26/2025       EUR       2,757      2,849,322

Term Loan B-2(k)

     0.00%        06/26/2025       EUR       1,651      1,706,596

Parques Reunidos (Spain)

             

Revolver Loan (1 mo. EURIBOR + 3.50%)(e)

     3.50%        03/16/2026       EUR       609      588,385

Revolver Loan(e)(f)

     0.00%        03/16/2026               4,309      4,162,996

Royal Caribbean Cruises

             

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

      2.17%        10/12/2022               1,665      1,627,078

Revolver Loan(e)(h)

     -        04/05/2024               2,313      2,046,843

Revolver Loan(e)(f)

     0.00%        04/12/2024               1,213      1,073,546

Revolver Loan(f)

     0.00%        10/12/2022               221      215,972

Revolver Loan(e)(f)

     0.00%        04/05/2024               1,249      1,105,774

Scenic (Columbus Capital B.V.) (Australia), Term Loan B
(3 mo. EURIBOR + 3.75%)
(Acquired 12/01/2021; Cost $1,225,461)(g)

     3.75%        02/27/2027       EUR       1,200      1,166,035

USF S&H Holdco LLC

             

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

     15.13%        06/30/2025               667      666,853

Term Loan A(e)(f)

     0.00%        06/30/2025               1,000      1,000,278

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

     4.00%        06/30/2025               10,771      10,770,969

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

      4.75%        07/03/2026       EUR       2,791      2,375,728
                                       55,460,451

Lodging & Casinos–4.18%

             

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

             

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

      8.50%        07/31/2027       EUR       2,217      2,302,903

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

      3.88%        07/31/2026       EUR       2,821      2,846,286

Term Loan B-4 (6 mo. EURIBOR + 5.50%)

      5.50%        07/31/2026       EUR       2,619      2,753,770

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

      4.56%        07/21/2025               26      26,105

HotelBeds (United Kingdom)

             

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

      4.25%        09/12/2025       EUR       6,321      6,020,330

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

      4.50%        09/30/2027       EUR       937      888,328

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

      5.50%        09/30/2027       EUR       7,774      7,544,526
                                       22,382,248

Nonferrous Metals & Minerals–0.37%

             

American Rock Salt Co. LLC, Second Lien Term Loan (1 mo. USD LIBOR + 7.25%)(e)

     8.31%        06/11/2029               96      94,382

Corialis Group Ltd. (United Kingdom), Term Loan B (1 mo. SONIA + 4.15%)

      5.12%        05/24/2028       GBP       678      789,225

Form Technologies LLC, Term Loan (1 mo. USD LIBOR + 9.00%)(e)

     10.51%        10/22/2025               1,134      1,077,090
                                       1,960,697

Oil & Gas–3.64%

             

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

      5.74%        10/28/2027               284      257,084

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

      7.81%        08/25/2026               2,085      1,550,076

HGIM Corp., Term Loan (3 mo. USD LIBOR + 6.00%)
(Acquired 07/02/2018; Cost $3,220,088)(g)

     7.00%        07/02/2023               1,463      1,378,973

 

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

Invesco Dynamic Credit Opportunity Fund

      Interest
Rate		      Maturity
Date		    

Principal

Amount

(000)(a)

     Value

Oil & Gas–(continued)

             

McDermott International Ltd.

             

LOC(f)

     0.00%        06/30/2024             $        4,083      $       3,399,341

LOC(e)(h)

     -        06/30/2024               1,801      1,504,073

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

     3.00%        06/30/2025               931      475,031

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

      4.06%        06/30/2024               180      114,851

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

      8.51%        03/19/2024               5,643      5,237,744

QuarterNorth Energy, Inc., Second Lien Term Loan (1 mo. USD LIBOR + 8.00%) (Acquired 08/03/2021; Cost $5,454,395)(g)

     9.06%        08/27/2026               5,552      5,581,149
                                       19,498,322

Publishing–2.12%

             

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

      5.75%        06/29/2026               2,384      2,281,661

Harbor Purchaser, Inc.

             

Second Lien Term Loan(e)(h)

     -        03/31/2030               2,076      2,013,694

Term Loan B(h)

     -        03/31/2029               3,886      3,601,733

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

      5.55%        07/30/2028               3,603      3,435,084
                                       11,332,172

Radio & Television–0.55%

             

Diamond Sports Holdings LLC

             

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

      9.00%        05/25/2026               1,616      1,631,371

Second Lien Term Loan (1 mo. Term SOFR + 3.25%)

      4.09%        08/24/2026               2,602      804,612

Nexstar Broadcasting, Inc., Term Loan B-4 (1 mo. USD LIBOR + 2.50%)

      3.30%        09/18/2026               1      531

Sinclair Television Group, Inc., Term Loan B-4(h)

     -        04/20/2029               548      523,381
                                       2,959,895

Retailers (except Food & Drug)–1.68%

             

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

      7.56%        12/18/2026               731      709,637

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

      7.59%        11/06/2028               712      692,174

Kirk Beauty One GmbH (Germany)

             

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

      5.50%        04/08/2026       EUR       1,621      1,561,591

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

      5.50%        04/08/2026       EUR       933      899,087

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

      5.50%        04/08/2026       EUR       1,808      1,741,723

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

      5.50%        04/08/2026       EUR       2,863      2,758,485

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

      5.50%        04/08/2026       EUR       637      613,641
                                       8,976,338

Surface Transport–0.88%

             

Hurtigruten (Explorer II AS) (Norway), Term Loan B (3 mo. EURIBOR + 3.50%)

      4.00%        02/24/2025       EUR       2,370      2,152,251

Novae LLC

             

Delayed Draw Term Loan (1 mo. Term SOFR + 5.00%)

      2.50%        12/22/2028               283      275,398

Delayed Draw Term Loan(f)

     0.00%        12/22/2028               3      2,782

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

      5.80%        12/22/2028               1,001      973,631

STG - XPOI Opportunity, Term Loan B(h)

     -        04/30/2028               1,317      1,293,739
                                       4,697,801

Telecommunications–3.75%

             

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

      4.05%        11/17/2028               29      28,091

Colorado Buyer, Inc., Term Loan (3 mo. USD LIBOR + 3.00%)

      4.00%        05/01/2024               7      7,111

Intelsat Jackson Holdings S.A. (Luxembourg), Term Loan B (1 mo. Term SOFR + 4.25%)

      4.92%        01/27/2029               7,186      6,798,272

MLN US HoldCo LLC

             

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

      5.30%        11/30/2025               3,586      3,008,204

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

      9.55%        11/30/2026               2,205      1,852,452

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

      3.81%        12/07/2026               2,339      1,701,221

U.S. Telepacific Corp., Term Loan (3 mo. Term SOFR + 6.50%)

      2.00%        05/01/2026               1,847      1,078,891

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

      7.31%        09/21/2027               2,644      2,504,926

Zayo Group LLC, Incremental Term Loan(h)

     -        03/09/2027               3,228      3,103,459
                                       20,082,627

 

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

Invesco Dynamic Credit Opportunity Fund

      Interest
Rate		      Maturity
Date		    

Principal

Amount

(000)(a)

     Value

Utilities–1.93%

             

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

      4.76%        10/02/2025                  $        3,956      $       2,840,393

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

      7.00%        07/30/2026               2,852      1,274,108

Lightstone Holdco LLC

             

Term Loan B(h)

     -        01/30/2024               4,048      3,733,955

Term Loan C(h)

     -        01/30/2024               228      210,601

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

      5.31%        05/16/2024               2,384      1,963,720

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

      7.56%        05/07/2029               325      311,790
                                       10,334,567

Total Variable Rate Senior Loan Interests (Cost $631,110,460)

                                      590,352,856
                        Shares       

Common Stocks & Other Equity Interests–12.52%(l)

            

Aerospace & Defense–0.56%

             

IAP Worldwide Services, Inc.(e)

                              221      2,989,167

Automotive–0.00%

             

ThermaSys Corp.(e)

                              980,474      29,414

Building & Development–0.00%

             

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

                              2,338      0

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

                              28      0
                                       0

Business Equipment & Services–1.42%

             

Checkout Holding Corp. (Acquired 02/15/2019;
Cost $2,863,607)(g)

                              8,573      3,000

My Alarm Center LLC, Class A (Acquired 03/09/2021-12/03/2021; Cost $12,607,678)(e)(g)

                              47,742      7,614,948
                                       7,617,948

Containers & Glass Products–0.04%

             

Libbey Glass, Inc. (Acquired 11/13/2020-02/10/2022; Cost $56,094)(g)

                              13,797      237,998

Electronics & Electrical–0.02%

             

Riverbed Technology, Inc. (Acquired 12/06/2021; Cost $1,098,767)(g)

                              32,799      92,936

Financial Intermediaries–0.00%

             

RJO Holdings Corp.(e)

                              2,144      2,144

RJO Holdings Corp., Class A(e)

                              1,142      1,142

RJO Holdings Corp., Class B(e)

                              3,334      34
                                       3,320

Health Care–0.01%

             

Envigo RMS Holding Corp.(e)

                              4,854      70,553

Industrial Equipment–0.17%

             

North American Lifting Holdings, Inc.

                               62,889      922,362

Leisure Goods, Activities & Movies–2.08%

             

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

                              173,934      35,068

USF S&H Holdco LLC(e)(m)

                              11,114      11,091,970
                                       11,127,038

Lodging & Casinos–0.73%

             

Bally’s Corp.(n)

                              134,154      3,506,786

Caesars Entertainment, Inc.(n)

                              7,897      396,192
                                       3,902,978

Oil & Gas–5.45%

             

Aquadrill LLC

                               94,427      3,879,392

HGIM Corp. (Acquired 07/02/2018-08/31/2021; Cost $2,089,451)(g)

                              11,834      100,589

HGIM Corp., Wts., expiring 07/02/2043 (Acquired 07/02/2018;
Cost $662,459)(g)

                              7,505      63,793

McDermott International Ltd.(n)

                              392,579      247,325

 

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

Invesco Dynamic Credit Opportunity Fund

                            Shares      Value

Oil & Gas–(continued)

             

McDermott International Ltd.(e)

                                1,185,624      $       709,596

NexTier Oilfield Solutions, Inc.(n)

                              46,442      506,218

Noble Corp.(n)

                              1,528      55,436

QuarterNorth Energy, Inc. (Acquired 06/02/2021-10/29/2021; Cost $13,572,678)(g)

                              163,623      21,270,990

QuarterNorth Energy, Inc., Wts., expiring 08/27/2029 (Acquired 08/27/2021; Cost $477,738)(g)

                              26,541      278,680

QuarterNorth Energy, Inc., Wts., expiring 08/27/2029 (Acquired 08/27/2021; Cost $306,696)(g)

                              51,116      370,591

Samson Investment Co., Class A(e)

                              163,748      102,342

Southcross Energy Partners L.P. (Acquired 07/29/2014-10/29/2020; Cost $749,269)(g)

                              72,413      2,172

Transocean Ltd.(n)

                              232,965      959,816

Tribune Resources, Inc.

                               376,237      620,791

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

                              97,410      2,435
                                       29,170,166

Radio & Television–0.39%

             

iHeartMedia, Inc., Class A(n)

                              175,479      2,070,652

iHeartMedia, Inc., Class B

                               42      630
                                       2,071,282

Retailers (except Food & Drug)–0.14%

             

Claire’s Stores, Inc.

                               420      137,550

Toys ’R’ Us-Delaware, Inc.(e)

                              14      34,373

Vivarte S.A.S.(e)

                              1,181,133      563,552
                                       735,475

Surface Transport–0.11%

             

Commercial Barge Line Co. (Acquired 02/15/2018-02/06/2020; Cost $1,486,266)(g)

                              8,956      192,554

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

                               280,240      89,035

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

                               236,288      100,094

Commercial Barge Line Co., Wts., expiring 04/27/2045
(Acquired 02/15/2018-02/06/2020; Cost $1,562,366)(g)

                              9,414      202,401
                                       584,084

Utilities–1.40%

             

Bicent Power LLC, Series A, Wts., expiring 08/22/2022(e)

                              2,024      0

Bicent Power LLC, Series B, Wts., expiring 08/22/2022(e)

                              3,283      0

Vistra Corp.

                               262,754      6,928,823

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

                               422,054      559,222
                                       7,488,045

Total Common Stocks & Other Equity Interests (Cost $88,002,395)

                                      67,042,766
     Interest
Rate		      Maturity
Date		    

Principal

Amount

(000)(a)

      

Non-U.S. Dollar Denominated Bonds & Notes–9.03%(a)(o)

            

Automotive–0.53%

             

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

     9.57%        04/19/2026       SEK       15,000      1,551,309

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

     4.50%        09/30/2028       EUR       1,346      1,259,742
                                       2,811,051

Building & Development–0.76%

             

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

     5.25%        11/15/2022       EUR       1,336      1,004,701

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

     5.13%        11/15/2022       EUR       4,086      3,085,964
                                       4,090,665

Cable & Satellite Television–0.49%

             

Altice Finco S.A. (Luxembourg) (Acquired 09/11/2020-09/18/2020;
Cost $3,262,665)(g)(p)

     4.75%        01/15/2028       EUR       2,932      2,634,270

Chemicals & Plastics–0.51%

             

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

     5.25%        05/15/2029       EUR       3,345      2,751,659

 

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

Invesco Dynamic Credit Opportunity Fund

      Interest
Rate		      Maturity
Date		           

Principal

Amount

(000)(a)

     Value

Financial Intermediaries–3.67%

             

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

     5.00%        08/01/2024       EUR       8,976      $      8,901,310

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

     6.25%        05/01/2026       EUR       4,278      4,499,219

Kane Bidco Ltd. (United Kingdom)(p)

     5.00%        02/15/2027       EUR       791      789,247

Kane Bidco Ltd. (United Kingdom)(p)

     6.50%        02/15/2027       GBP       989      1,144,198

Sherwood Financing PLC (United Kingdom)(p)

     6.00%        11/15/2026       GBP       1,082      1,194,169

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

     4.63%        11/15/2027       EUR       3,000      3,115,979
                                       19,644,122

Home Furnishings–1.35%

             

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

     6.38%        07/30/2026       EUR       1,828      1,374,696

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

     6.50%        08/01/2026       GBP       5,493      5,848,168
                                       7,222,864

Lodging & Casinos–1.05%

             

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

     6.25%        07/15/2025       GBP       4,783      5,641,325

Retailers (except Food & Drug)–0.67%

             

Kirk Beauty SUN GmbH (Germany)(p)

     8.25%        10/01/2026       EUR       4,770      3,565,854

Total Non-U.S. Dollar Denominated Bonds & Notes (Cost $60,720,914)

                                      48,361,810

U.S. Dollar Denominated Bonds & Notes–1.89%

             

Air Transport–0.19%

             

Mesa Airlines, Inc., Class B (e)

     5.75%        07/15/2025             $          969      1,011,001

Food Products–0.23%

             

Teasdale Foods, Inc. (e)

     16.25%        06/18/2026               1,911      1,237,678

Industrial Equipment–0.69%

             

F-Brasile S.p.A./F-Brasile US LLC, Series XR (Italy) (p)

     7.38%        08/15/2026               3,835      3,094,404

TK Elevator Holdco GmbH (Germany)(p)

     7.63%        07/15/2028               622      585,053
                                       3,679,457

Leisure Goods, Activities & Movies–0.12%

             

AMC Entertainment Holdings, Inc. (p)

     7.50%        02/15/2029               705      646,838

Publishing–0.26%

             

McGraw-Hill Education, Inc. (p)

     5.75%        08/01/2028               1,536      1,403,443

Radio & Television–0.10%

             

Diamond Sports Group LLC/Diamond Sports Finance Co. (p)

     5.38%        08/15/2026               1,631      541,027

Telecommunications–0.30%

             

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

     7.75%        08/15/2028               1,758      1,622,186

Total U.S. Dollar Denominated Bonds & Notes (Cost $12,543,159)

                                      10,141,630

Asset-Backed Securities–1.84%

             

Structured Products–1.84%

             

Adagio V CLO DAC, Series V-X, Class E-R (Ireland) (3 mo. EURIBOR + 5.15%) (p)(r)

     5.15%        10/15/2031       EUR       263      247,136

Babson Euro CLO B.V., Series 2019-1A, Class ER (Ireland) (3 mo. EURIBOR + 7.21%)(p)(r)

     7.21%        04/15/2036       EUR       1,750      1,669,155

Babson Euro CLO B.V., Series 2021-1A, Class E (Ireland) (3 mo. EURIBOR + 7.05%)(p)(r)

     7.05%        04/24/2034       EUR       1,023      979,504

Cordatus CLO PLC, Series 23A, Class E (Ireland) (3 mo. EURIBOR + 7.26%)(p)(r)

     7.26%        04/25/2036       EUR       2,127      2,026,211

Jubilee CLO, Series 2018-21A, Class E-R (Ireland) (3 mo. EURIBOR + 6.07%)(p)(r)

     6.07%        04/15/2035       EUR       2,041      1,885,735

Madison Park Euro Funding XV DAC, Series 15A, Class ER (Cayman Islands) (3 mo. EURIBOR + 7.29%)(p)(r)

     7.29%        07/15/2036       EUR       3,215      3,055,867

Total Asset-Backed Securities (Cost $11,299,952)

                                      9,863,608
                        Shares       

Preferred Stocks–1.11%(l)

            

Automotive–0.00%

             

ThermaSys Corp., Series A, Pfd.(e)

                              208,860      6,266

 

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

Invesco Dynamic Credit Opportunity Fund

                        Shares      Value  

 

  

Containers & Glass Products–0.13%

             

Libbey Glass, Inc., Pfd. (Acquired 11/13/2020-03/15/2022;
Cost $531,863)(e)(g)

                       5,909      $          726,777  

 

  

Electronics & Electrical–0.11%

             

Riverbed Technology, Inc., Pfd. (Acquired 12/06/2021; Cost $0)(g)

            50,381        445,872  

 

  

Riverbed Technology, Inc., Pfd.

             14,219        125,838  

 

  
               571,710  

 

  

Financial Intermediaries–0.00%

             

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

            649        3,245  

 

  

Oil & Gas–0.13%

             

McDermott International Ltd., Pfd.(e)

            1,017,283        661,234  

 

  

Southcross Energy Partners L.P., Series A, Pfd. (Acquired 05/07/2019-05/09/2019; Cost $285,287)(e)(g)

            288,392        21,629  

 

  
               682,863  

 

  

Surface Transport–0.74%

             

Commercial Barge Line Co., Series A, Pfd. (Acquired 02/15/2018-02/06/2020; Cost $3,318,464)(g)

            33,324        833,100  

 

  

Commercial Barge Line Co., Series A, Pfd., Wts., expiring 04/27/2045 (Acquired 02/15/2018-02/06/2020; Cost $3,488,201)(g)

            35,030        875,750  

 

  

Commercial Barge Line Co., Series B, Pfd. (Acquired 02/05/2020-10/27/2020; Cost $1,956,872)(g)

            42,058        1,324,827  

 

  

Commercial Barge Line Co., Series B, Pfd., Wts., expiring 04/27/2045 (Acquired 02/05/2020-10/27/2020; Cost $1,374,280)(g)

            29,536        930,384  

 

  
               3,964,061  

 

  

Total Preferred Stocks (Cost $6,590,416)

                5,954,922  

 

  
     Interest
Rate		      Maturity
Date		          

Principal

Amount

(000)(a)

        

Municipal Obligations–0.54%

             

Arizona–0.54%

             

Arizona (State of) Industrial Development Authority, Series 2022, RB
(Acquired 02/22/2022; Cost $6,092,157) (Cost $3,046,078)(g)(p)

     9.00%        01/01/2028       $ 3,372        2,903,233  

 

  
                        Shares         

Money Market Funds–5.98%

             

Invesco Government & Agency Portfolio, Institutional Class, 0.67%(m)(s)

            19,212,667        19,212,667  

 

  

Invesco Treasury Portfolio, Institutional Class, 0.54%(m)(s)

            12,808,444        12,808,444  

 

  

Total Money Market Funds (Cost $32,021,111)

                32,021,111  

 

  

TOTAL INVESTMENTS IN SECURITIES–143.14% (Cost $845,334,485)

                766,641,936  

 

  

BORROWINGS–(38.65)%

                (207,000,000 ) 

 

  

OTHER ASSETS LESS LIABILITIES–(4.49)%

                (24,067,269 ) 

 

  

NET ASSETS–100.00%

              $ 535,574,667  

 

  

Investment Abbreviations:

 

CLO   - Collateralized Loan Obligation
DAC   - Designated Activity Co.
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

 

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

Invesco Dynamic Credit Opportunity Fund

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 Fund’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) 

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

(e) 

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

(f) 

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

(g) 

Restricted security. The aggregate value of these securities at May 31, 2022 was $67,442,492, which represented 12.59% of the Fund’s Net Assets.

(h) 

This variable rate interest will settle after May 31, 2022, at which time the interest rate will be determined.

(i) 

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

(j) 

The borrower has filed for protection in federal bankruptcy court.

(k) 

Defaulted security. Currently, the issuer is in default with respect to principal and/or interest payments. The aggregate value of these securities at May 31, 2022 was $12,162,721, which represented 2.27% of the Fund’s Net Assets.

(l) 

Securities acquired through the restructuring of senior loans.

(m) 

Affiliated issuer. The issuer is affiliated by having an investment adviser that is under common control of Invesco Ltd. and/or the Investment Company Act of 1940, as amended (the “1940 Act”), defines “affiliated person” to include an issuer of which a fund holds 5% or more of the outstanding voting securities. The Fund has not owned enough of the outstanding voting securities of the issuer to have control (as defined in the 1940 Act) of that issuer. The table below shows the Fund’s transactions in, and earnings from, its investments in affiliates for the three months ended May 31, 2022.

 

     Value
February 28, 2022		  

Purchases

at Cost

  

Proceeds

from Sales

  

Change in

Unrealized

Appreciation

   Realized
Gain		  

Value

May 31, 2022

   Dividend Income

Investments in Affiliated Money Market Funds:

 

Invesco Government & Agency Portfolio, Institutional Class

       $12,170,719         $  87,570,302         $  (80,528,354)         $              -         $-         $19,212,667         $4,948  

Invesco Treasury Portfolio, Institutional Class

       8,113,813         58,380,201         (53,685,570)         -         -         12,808,444         2,633  

Investments in Other Affiliates:

 

USF S&H Holdco LLC

       10,075,244         -         -         1,016,726         -         11,091,970         -  

Total

       $30,359,776         $145,950,503         $(134,213,924)         $1,016,726         $-         $43,113,081         $7,581  

 

(n) 

Non-income producing security.

(o) 

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

(p) 

Security purchased or received in a transaction exempt from registration under the 1933 Act. The security may be resold pursuant to an exemption from registration under the 1933 Act, typically to qualified institutional buyers. The aggregate value of these securities at May 31, 2022 was $69,021,602, which represented 12.89% of the Fund’s Net Assets.

(q) 

Interest or dividend rate is redetermined periodically. Rate shown is the rate in effect on May 31, 2022.

(r) 

Interest rate is redetermined periodically based on the cash flows generated by the pool of assets backing the security, less any applicable fees. The rate shown is the rate in effect on May 31, 2022.

(s) 

The rate shown is the 7-day SEC standardized yield as of May 31, 2022.

 

Open Forward Foreign Currency Contracts  

Settlement

Date

         Contract to     

Unrealized

Appreciation
(Depreciation)

  
   Counterparty    Deliver      Receive  

Currency Risk

                           

06/30/2022

    BNP Paribas S.A.    NOK 1,711      USD 196      $ 13  

09/30/2022

    BNP Paribas S.A.    USD 9,558,574      EUR 9,000,000        169,759  

06/30/2022

    Canadian Imperial Bank of Commerce    USD 44,762,510      EUR 42,489,331        916,016  

06/30/2022

    Goldman Sachs International    EUR 511,324      USD 556,959        7,256  

06/30/2022

    Goldman Sachs International    USD 1,534,099      EUR 1,453,709        28,724  

07/29/2022

    J.P. Morgan Chase Bank, N.A.    EUR 2,000,000      USD 2,154,037        442  

06/30/2022

    Morgan Stanley & Co. International PLC    EUR 51,129,731      USD 55,540,679        573,215  

06/30/2022

    Morgan Stanley & Co. International PLC    GBP 16,976,853      USD 22,123,297        728,361  

06/30/2022

    Morgan Stanley & Co. International PLC    SEK 15,114,128      USD 1,600,361        51,346  

06/30/2022

    Morgan Stanley & Co. International PLC    USD 20,691,172      GBP 16,794,160        473,526  

06/30/2022

    Royal Bank of Canada    EUR 48,129,009      USD 52,412,010        670,498  

06/30/2022

    Royal Bank of Canada    USD 1,137,312      EUR 1,078,730        22,387  

06/30/2022

    Royal Bank of Canada    USD 803,357      GBP 646,992        12,010  

06/30/2022

    Royal Bank of Canada    USD 176      NOK 1,711        7  

 

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

Invesco Dynamic Credit Opportunity Fund

Open Forward Foreign Currency Contracts–(continued)  

Settlement

Date

         Contract to     

Unrealized

Appreciation
(Depreciation)

  
   Counterparty    Deliver      Receive  

06/30/2022

    Royal Bank of Canada    USD 1,504,316      SEK 15,114,128      $ 44,699  

07/29/2022

    Royal Bank of Canada    USD 532,078      GBP 426,396        5,415  

06/30/2022

    State Street Bank & Trust Co.    GBP 16,976,853      USD 22,119,887        724,951  

06/30/2022

    State Street Bank & Trust Co.    USD 44,764,635      EUR 42,489,331        913,892  

06/30/2022

    State Street Bank & Trust Co.    USD 20,687,838      GBP 16,794,411        477,178  

07/29/2022

    State Street Bank & Trust Co.    USD 10,444,368      EUR 10,000,000        323,609  

09/30/2022

    State Street Bank & Trust Co.    USD 1,235,260      EUR 1,143,775        1,076  

06/30/2022

    Toronto Dominion Bank (The)    EUR 48,129,731      USD 52,285,059        542,772  

06/30/2022

    Toronto Dominion Bank (The)    GBP 17,076,270      USD 22,253,093        732,867  

06/30/2022

    Toronto Dominion Bank (The)    USD 44,858,713      EUR 42,488,694        819,128  

06/30/2022

    Toronto Dominion Bank (The)    USD 20,696,635      GBP 16,794,411        468,381  

06/30/2022

    UBS AG    USD 21,085,740      EUR 20,000,000        415,435  

07/29/2022

    UBS AG    USD 6,288,935      GBP 5,000,000        13,815  

09/30/2022

    UBS AG    USD 1,009,146      EUR 945,590        12,967  

 

  

Subtotal-Appreciation

            9,149,745  

 

  

Currency Risk

 

 

  

07/29/2022

    BNP Paribas S.A.    EUR 9,000,000      USD 9,520,161        (171,018 ) 

 

  

07/29/2022

    Canadian Imperial Bank of Commerce    EUR 42,584,358      USD 44,939,401        (915,336 ) 

 

  

07/29/2022

    Morgan Stanley & Co. International PLC    GBP 16,795,226      USD 20,697,689        (473,533 ) 

 

  

07/29/2022

    Royal Bank of Canada    NOK 1,711      USD 176        (7 ) 

 

  

07/29/2022

    Royal Bank of Canada    SEK 15,155,044      USD 1,509,761        (44,819 ) 

 

  

09/30/2022

    Royal Bank of Canada    EUR 9,000,000      USD 9,570,447        (157,886 ) 

 

  

06/30/2022

    State Street Bank & Trust Co.    EUR 2,000,000      USD 2,119,167        (30,950 ) 

 

  

07/29/2022

    State Street Bank & Trust Co.    EUR 42,584,358      USD 44,941,615        (913,122 ) 

 

  

07/29/2022

    State Street Bank & Trust Co.    GBP 16,795,477      USD 20,694,739        (476,800 ) 

 

  

06/30/2022

    Toronto Dominion Bank (The)    EUR 100,000      USD 106,874        (632 ) 

 

  

07/29/2022

    Toronto Dominion Bank (The)    EUR 42,583,719      USD 45,035,988        (818,061 ) 

 

  

07/29/2022

    Toronto Dominion Bank (The)    GBP 16,795,477      USD 20,703,197        (468,341 ) 

 

  

Subtotal-Depreciation

            (4,470,505 ) 

 

  

Total Forward Foreign Currency Contracts

          $ 4,679,240  

 

  

Abbreviations:

EUR – Euro

GBP – British Pound Sterling

NOK – Norwegian Krone

SEK – Swedish Krona

USD – U.S. Dollar

The aggregate value of securities considered illiquid at May 31, 2022 was $307,007,961, which represented 57.32% of the Fund’s Net Assets.

The valuation policy and a listing of other significant accounting policies are available in the most recent shareholder report.

 

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

Invesco Dynamic Credit Opportunity Fund

Notes to Quarterly Consolidated Schedule of Portfolio Holdings

May 31, 2022

(Unaudited)

NOTE 1–Additional Valuation Information

Generally Accepted Accounting Principles (“GAAP”) defines fair value as the price that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date, under current market conditions. GAAP establishes a hierarchy that prioritizes the inputs to valuation methods, giving the highest priority to readily available unadjusted quoted prices in an active market for identical assets (Level 1) and the lowest priority to significant unobservable inputs (Level 3), generally when market prices are not readily available or are unreliable. Based on the valuation inputs, the securities or other investments are tiered into one of three levels. Changes in valuation methods may result in transfers in or out of an investment’s assigned level:

Level 1 -   Prices are determined using quoted prices in an active market for identical assets.
Level 2 -   Prices are determined using other significant observable inputs. Observable inputs are inputs that other market participants may use in pricing a security.
  These may include quoted prices for similar securities, interest rates, prepayment speeds, credit risk, yield curves, loss severities, default rates, discount rates, volatilities and others.
Level 3 -   Prices are determined using significant unobservable inputs. In situations where quoted prices or observable inputs are unavailable (for example, when there is little or no market activity for an investment at the end of the period), unobservable inputs may be used. Unobservable inputs reflect the Fund’s own assumptions about the factors market participants would use in determining fair value of the securities or instruments and would be based on the best available information.

The following is a summary of the tiered valuation input levels, as of May 31, 2022. The level assigned to the securities valuations may not be an indication of the risk or liquidity associated with investing in those securities. Because of the inherent uncertainties of valuation, the values reflected in the consolidated financial statements    may materially differ from the value received upon actual sale of those investments.

 

     Level 1      Level 2     Level 3      Total  

 

  

Investments in Securities

           

 

  

Variable Rate Senior Loan Interests

    $ –              $263,678,434             $326,674,422              $590,352,856  

 

  

Common Stocks & Other Equity Interests

      14,671,248        29,159,848       23,211,670        67,042,766  

 

  

Non-U.S. Dollar Denominated Bonds & Notes

      –        48,361,810       –        48,361,810  

 

  

U.S. Dollar Denominated Bonds & Notes

      –        7,892,951       2,248,679        10,141,630  

 

  

Asset-Backed Securities

      –        9,863,608       –        9,863,608  

 

  

Preferred Stocks

      –        4,535,771       1,419,151        5,954,922  

 

  

Municipal Obligations

      –        2,903,233       –        2,903,233  

 

  

Money Market Funds

      32,021,111        –       –        32,021,111  

 

  

Total Investments in Securities

      46,692,359        366,395,655       353,553,922        766,641,936  

 

  

Other Investments - Assets*

           

 

  

Investments Matured

      –        1,030,608       2,658,636        3,689,244  

 

  

Forward Foreign Currency Contracts

      –        9,149,745       –        9,149,745  

 

  
       –        10,180,353       2,658,636        12,838,989  

Other Investments - Liabilities*

           

 

  

Forward Foreign Currency Contracts

      –        (4,470,505 )      –        (4,470,505 ) 

Total Other Investments

      –        5,709,848       2,658,636        8,368,484  

 

  

Total Investments

      $46,692,359        $372,105,503       $356,212,558        $775,010,420  

 

  

 

*

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 Fund had a significant amount of Level 3 investments at the beginning and/or end of the reporting period in relation to net assets.

The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) during the three months ended May 31, 2022:

 

                                                                                         
   

Value

02/28/22

    

Purchases

at Cost

     Proceeds
from Sales		     Accrued
Discounts/
Premiums		     Realized
Gain
(Loss)		     Change in
Unrealized
Appreciation
(Depreciation)		    

Transfers

into

Level 3*

    

Transfers

out of

Level 3*

    

Value

05/31/22

  

 

  
Variable Rate Senior Loan Interests   $ 317,103,912     $ 18,456,414     $ (13,244,393 )    $ 356,616     $ 371     $ (3,108,981 )    $ 13,051,279     $ (5,940,796 )    $ 326,674,422  

 

  
Common Stocks & Other Equity Interests     28,481,060       –       –       –       (136,218 )      (641,104 )      166,129       (4,658,197 )      23,211,670  

 

  
Investments Matured     2,658,636       –       –       (1,126 )      –       1,126       –       –       2,658,636  

 

  
U.S. Dollar Denominated Bonds & Notes     2,624,330       74,610       –       –       –       (450,261 )      –       –       2,248,679  

 

  
Preferred Stocks     1,488,910       268,675       (179,083 )      –       179,083       (338,434 )      –       –       1,419,151  

 

  

Total

   $ 352,356,848     $ 18,799,699     $ (13,423,476 )    $ 355,490     $ 43,236     $ (4,537,654 )    $ 13,217,408     $ (10,598,993 )    $ 356,212,558  

 

  

*Transfers into and out of level 3 are due to increases or decreases in market activity impacting the available market inputs to determine the price.

Securities determined to be Level 3 at the end of the reporting period were valued primarily by utilizing quotes from a third-party vendor pricing service. A significant change in third-party pricing information could result in a significantly lower or higher value in Level 3 investments.

 

Invesco Dynamic Credit Opportunity Fund

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 05/31/22

      Valuation
Technique		    Unobservable
Inputs		   

Range of

Unobservable
Inputs

    Unobservable
Input Used		      

 

  

FDH Group Acquisition, Inc., Term Loan A

    $ 22,202,139      Valuation Service    N/A    N/A    N/A     (a)   

 

  

Keg Logistics LLC, Term Loan A

      21,067,648      Valuation Service    N/A    N/A    N/A     (a)   

 

  

Muth Mirror Systems LLC, Term Loan

      18,391,208      Valuation Service    N/A    N/A    N/A     (a)   

 

  

Lightning Finco Ltd., Term Loan B-1

      18,141,781      Valuation Service    N/A    N/A    N/A     (a)   

 

  

Boeing Co., Revolver Loan

      17,195,627      Valuation Service    N/A    N/A    N/A     (b)   

 

  

Teasdale Foods, Inc., Term Loan B

      13,645,791      Valuation Service    N/A    N/A    N/A     (a)   

 

  

Groundworks LLC, First Lien Incremental Term Loan

      13,100,298      Valuation Service    N/A    N/A    N/A     (a)   

 

  

USF S&H Holdco LLC

      11,091,970      Valuation Service    N/A    N/A    N/A     (a)   

 

  

USF S&H Holdco LLC, Term Loan B

      10,770,969      Valuation Service    N/A    N/A    N/A     (a)   

 

  

PrimeFlight Aviation Services, Inc., Term Loan

      9,559,623      Valuation Service    N/A    N/A    N/A     (a)   

 

  

PrimeFlight Aviation Services, Inc., Incremental Delayed Draw Term Loan

      9,420,091      Valuation Service    N/A    N/A    N/A     (a)   

 

  

NAS LLC, Term Loan

      8,983,285      Valuation Service    N/A    N/A    N/A     (a)   

 

  

MB2 Dental Solutions LLC, Term Loan B

      8,739,262      Valuation Service    N/A    N/A    N/A     (a)   

 

  

MB2 Dental Solutions LLC, Delayed Draw Term Loan

      8,724,660      Valuation Service    N/A    N/A    N/A     (a)   

 

  

Transtar Industries, Inc., Delayed Draw Term Loan

      8,720,415      Valuation Service    N/A    N/A    N/A     (a)   

 

  

CV Intermediate Holdco Corp., Term Loan B

      8,422,085      Valuation Service    N/A    N/A    N/A     (a)   

 

  

CV Intermediate Holdco Corp., Delayed Draw Term Loan

      8,178,360      Valuation Service    N/A    N/A    N/A     (c)   

 

  

SDB Holdco LLC, Term Loan

      7,759,565      Valuation Service    N/A    N/A    N/A     (a)   

 

  

 

(a) 

Securities classified as Level 3 whose unadjusted values were provided by a pricing service and for which such inputs are unobservable. The valuations are based on certain methods used to determine market yields in order to establish a discount rate of return given market conditions and prevailing lending standards. Future expected cash flows are discounted back to the present value using these discount rates in the discounted cash flow analysis. The Adviser reviews the valuation reports provided by the valuation service on an on-going basis and monitors such investments for additional information or the occurrence of a market event which would warrant a re-evaluation of the security’s fair valuation.

(b) 

Securities classified as Level 3 whose unadjusted values were provided by a pricing service and for which such inputs are unobservable. The Adviser periodically reviews pricing vendor methodologies and inputs to confirm they are determined using unobservable inputs and have been appropriately classified. Such securities’ fair valuations could change significantly based on changes in unobservable inputs used by the pricing service.

(c) 

The Fund fair values certain investments in direct loan financings at the loan origination price. The Adviser periodically reviews the consolidated financial statements and monitors such investments for additional market information or the occurrence of a significant event which would warrant a re-evaluation of the security’s fair valuation.

 

Invesco Dynamic Credit Opportunity Fund