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UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM N-Q
QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED MANAGEMENT
INVESTMENT COMPANY
Investment Company Act file number 811-08743
Invesco Van Kampen Senior Income Trust
(Exact name of registrant as specified in charter)
1555 Peachtree Street, N.E., Atlanta, Georgia 30309
(Address of principal executive offices) (Zip code)
Colin D. Meadows 1555 Peachtree Street, N.E., Atlanta, Georgia 30309
(Name and address of agent for service)
Registrant’s telephone number, including area code: (713) 626-1919
Date of fiscal year end: 7/31
Date of reporting period: 10/31/10
 
 

 

TABLE OF CONTENTS

Item 1. Schedule of Investments
Item 2. Controls and Procedures
Item 3. Exhibits
EXHIBIT INDEX

Table of Contents

Item 1. Schedule of Investments.

 

Table of Contents

Invesco Van Kampen Senior Income Trust
Quarterly Schedule of Portfolio Holdings
October 31, 2010
           
 
  (INVESCO LOGO)        
 
  invesco.com/us   VK-CE-SINC-QTR-1 10/10   Invesco Advisers, Inc.

 

Table of Contents

Invesco Van Kampen Senior Income Trust
Schedule of Investments § October 31, 2010 (Unaudited)
                                 
Principal                          
Amount                 Stated        
(000)     Borrower   Coupon     Maturity*     Value  
 
       
Variable Rate** Senior Loan Interests 143.7%
                        
       
Aerospace & Defense 4.7%
                        
$ 1,949    
Apptis, Inc. Term Loan
     3.520 %     12/20/12     $ 1,929,120  
  980    
Booz Allen Hamilton, Inc. Term Loan B
     7.500       07/31/15       986,997  
  3,156    
Booz Allen Hamilton, Inc. Term Loan C
     6.000       07/31/15       3,168,994  
  2,566    
DynCorp International, LLC Term Loan B
     6.250       07/05/16       2,584,526  
  1,785    
IAP Worldwide Services, Inc. Second Lien Term Loan (a)
     12.500       06/28/13       1,750,164  
  6,033    
IAP Worldwide Services, Inc. Term Loan (a)
     8.250       12/30/12       5,939,524  
  4,359    
ILC Industries, Inc. First Lien Term Loan
     2.255       02/24/12       4,282,959  
  2,302    
Primus International, Inc. Incremental Term Loan
     2.760       06/07/12       2,267,789  
  5,274    
Sequa Corp. Term Loan
     8.080       12/03/14       2,540,569  
  389    
TASC, Inc. Term Loan A
     5.500       12/18/14       390,551  
  4,196    
TASC, Inc. Term Loan B
     5.750       12/18/15       4,236,591  
  3,090    
Triumph Group, Inc. Term Loan B
     4.500       06/16/16       3,112,738  
  4,535    
Vangent, Inc. Term Loan B
     2.320       02/14/13       4,353,178  
  567    
Wesco Aircraft Hardware Corp. Second Lien Term Loan
     6.010       03/28/14       563,833  
  2,394    
Wyle Services Corp. Incremental Term Loan
     7.750       03/25/16       2,398,660  
       
 
                      
       
 
                     40,506,193  
       
 
                      
       
Air Transport 0.4%
                        
  3,305    
Delta Air Lines, Inc. Secured Term Loan
     8.750       09/27/13       3,359,160  
       
 
                      
See accompanying notes which are an integral part of this schedule.

 

Table of Contents

Invesco Van Kampen Senior Income Trust
Schedule of Investments § October 31, 2010 (Unaudited) continued
                                 
Principal                          
Amount                 Stated        
(000)     Borrower   Coupon     Maturity*     Value  
 
       
Automotive 5.5%
                        
$ 1,541    
Autotrader.com, Inc. Term Loan B
     6.000 %     06/14/16     $ 1,550,708  
  3,365    
Dana Holding Corp. Term Loan B
     4.590       01/30/15       3,365,200  
  15,688    
Federal-Mogul Corp. Term Loan B
     2.198       12/29/14       13,943,926  
  13,921    
Ford Motor Co. Term Loan
     3.040       12/16/13       13,786,962  
  104    
Hertz Corp. Synthetic Letter of Credit
     2.010       12/21/12       103,354  
  561    
Hertz Corp. Term Loan B
     7.410       12/21/12       557,452  
  5,036    
KAR Holdings, Inc. Term Loan B
     3.010       10/18/13       4,948,667  
  749    
Key Safety Systems, Inc. First Lien Term Loan
     2.506       03/08/14       698,323  
  611    
Performance Transportation Services, Inc. Letter of Credit (b)(c)(d)
     3.250       01/26/12       149,447  
  420    
Performance Transportation Services, Inc. Term Loan (b)(c)(d)
     7.500       01/26/12       102,625  
  5,856    
Pinafore, LLC Term Loan B
     6.750       09/29/16       5,928,982  
  1,085    
TRW Automotive, Inc. Term Loan A2
     4.080       05/30/15       1,097,778  
  835    
United Components, Inc. Term Loan B
     6.250       03/23/17       841,436  
       
 
                      
       
 
                     47,074,860  
       
 
                      
       
Beverage & Tobacco 1.7%
                        
  10,041    
DS Waters of America, Inc. Term Loan B
     2.506       10/27/12       9,931,926  
  4,950    
DSW Holdings, Inc. Term Loan
     4.256       03/02/12       4,851,000  
       
 
                      
       
 
                     14,782,926  
       
 
                      
See accompanying notes which are an integral part of this schedule.

 

Table of Contents

Invesco Van Kampen Senior Income Trust
Schedule of Investments § October 31, 2010 (Unaudited) continued
                                 
Principal                          
Amount                 Stated        
(000)     Borrower   Coupon     Maturity*     Value  
 
       
Building & Development 4.1%
                        
$ 1,009    
Axia Acquisition Corp. Second Lien Term Loan A (a)(j)
     9.390 %     03/11/16     $ 953,516  
  1,918    
Axia Acquisition Corp. Second Lien Term Loan B (j)
     3.390       03/12/16       1,668,497  
  1,720    
Building Materials Holding Corp. Second Lien Term Loan (a)
     8.000       01/05/15       1,380,079  
  496    
Capital Automotive, LP Term Loan B
     2.010       12/16/10       494,640  
  4,440    
Capital Automotive, LP Term Loan C
     2.010       12/14/12       4,400,954  
  996    
CB Richard Ellis Services, Inc. Term Loan B
     5.750       12/20/13       996,758  
  993    
CB Richard Ellis Services, Inc. Term Loan B1
     6.250       12/21/15       995,106  
  2,288    
CB Richard Ellis Services, Inc. Term Loan B-1A
     6.250       12/21/15       2,293,267  
  2,825    
Contech Construction Products, Inc. Term Loan
     6.250       01/31/13       2,467,554  
  3,835    
Custom Building Products, Inc. Term Loan B
     5.750       03/19/15       3,834,584  
  2,500    
El Ad IDB Las Vegas, LLC Term Loan A1
     3.006       08/09/12       1,309,375  
  4,714    
Ginn LA CS Borrower First Lien Term A Credit Linked (c)
     7.750       06/08/11       271,071  
  10,106    
Ginn LA CS Borrower First Lien Term Loan (c)
     6.196       06/08/11       581,079  
  6,000    
Ginn LA CS Borrower Second Lien Term Loan (c)
     10.196       06/08/12       30,000  
  2,200    
Kyle Acquisition Group, LLC Term Loan B (c)(e)
     5.750       07/20/09       216,337  
  3,000    
Kyle Acquisition Group, LLC Term Loan C (c)
     4.000       07/20/11       295,005  
See accompanying notes which are an integral part of this schedule.

 

Table of Contents

Invesco Van Kampen Senior Income Trust
Schedule of Investments § October 31, 2010 (Unaudited) continued
                                 
Principal                          
Amount                 Stated        
(000)     Borrower   Coupon     Maturity*     Value  
 
       
Building & Development (continued)
                        
$ 51    
Lake At Las Vegas Joint Venture, LLC Exit Revolving Credit Agreement (a)(f)
     6.180 %     12/31/12     $ 50,224  
  1,207    
NLV Holdings, LLC First Lien Term Loan (a)(c)(d)
     5.750       03/31/11       243,734  
  2,477    
NLV Holdings, LLC Second Lien Term Loan (a)(c)(d)
     5.250       05/09/12       21,675  
  2,314    
Realogy Corp. Delayed Draw Term Loan
     3.260       10/10/13       2,125,676  
  804    
Realogy Corp. Letter of Credit
     3.256       10/10/13       738,235  
  5,895    
Realogy Corp. Term Loan
     3.257       10/10/13       5,415,888  
  1,908    
South Edge, LLC Term Loan A (c)(e)
     5.250       10/31/08       906,304  
  2,000    
South Edge, LLC Term Loan C (c)(e)
     5.500       10/31/09       950,000  
  540    
Standard Pacific Corp. Term Loan
     2.119       05/05/13       495,450  
  2,400    
Tamarack Resorts, LLC Credit Lined Note A (c)
     8.051       05/19/11       33,000  
  497    
Tamarack Resorts, LLC Term Loan (c)(e)
     20.250       07/02/09       396,900  
  3,546    
Tamarack Resorts, LLC Term Loan B (c)
     7.500       05/19/11       48,758  
  299    
WCI Communities, Inc. First Lien Term Loan
     11.000       09/03/14       298,682  
  1,251    
WCI Communities, Inc. PIK Term Loan (a)
     10.000       09/02/16       1,210,793  
       
 
                      
       
 
                     35,123,141  
       
 
                      
       
Business Equipment & Services 12.9%
                        
  6,766    
Affinion Group, Inc. Term Loan B
     5.000       10/10/16       6,715,255  
  3,283    
Asurion Corp. First Lien Term Loan
     3.280       07/03/14       3,065,028  
See accompanying notes which are an integral part of this schedule.

 

Table of Contents

Invesco Van Kampen Senior Income Trust
Schedule of Investments § October 31, 2010 (Unaudited) continued
                                 
Principal                          
Amount                 Stated        
(000)     Borrower   Coupon     Maturity*     Value  
 
       
Business Equipment & Services (continued)
                        
$ 10,866    
Asurion Corp. Incremental Term Loan B2
     3.256 %     03/31/15     $ 10,689,001  
  921    
Asurion Corp. Second Lien Term Loan
     6.756       07/03/15       861,730  
  1,000    
Bright Horizons Family Solutions, Inc. Revolving Credit Agreement (f)
     1.381       05/28/14       997,045  
  2,427    
Bright Horizons Family Solutions, Inc. Term Loan B
     7.500       05/28/15       2,442,476  
  4,222    
Dealer Computer Services, Inc. Term Loan B
     5.250       04/21/17       4,247,946  
  823    
Education Management, LLC Term Loan C
     2.063       06/03/13       770,670  
  11,658    
First Data Corp. Term Loan B1
     3.010       09/24/14       10,514,469  
  12,974    
First Data Corp. Term Loan B2
     3.010       09/24/14       11,697,195  
  8,051    
First Data Corp. Term Loan B3
     3.010       09/24/14       7,253,994  
  2,124    
GSI Holdings, LLC Term Loan
     3.300       08/01/14       1,890,666  
  2,463    
Interactive Data Corp. Term Loan B
     6.750       01/27/17       2,511,172  
  5,229    
iPayment, Inc. Term Loan
     2.280       05/10/13       5,006,462  
  4,395    
Kronos, Inc. Initial Term Loan
     2.039       06/11/14       4,307,129  
  1,540    
Kronos, Inc. Second Lien Term Loan
     6.039       06/11/15       1,467,592  
  3,897    
Mitchell International, Inc. Second Lien Term Loan
     5.563       03/30/15       3,416,904  
  5,101    
NCO Financial Systems Term Loan B
     7.434       05/15/13       4,956,444  
  3,889    
Nielsen Finance, LLC Class A Term Loan
     2.256       08/09/13       3,836,718  
  6,603    
Nielsen Finance, LLC Term Loan C
     4.006       05/02/16       6,501,980  
  1,928    
SMG Holdings, Inc. Term Loan B
     3.290       07/27/14       1,831,637  
See accompanying notes which are an integral part of this schedule.

 

Table of Contents

Invesco Van Kampen Senior Income Trust
Schedule of Investments § October 31, 2010 (Unaudited) continued
                                 
Principal                          
Amount                 Stated        
(000)     Borrower   Coupon     Maturity*     Value  
 
       
Business Equipment & Services (continued)
                        
$ 4,069    
Sorenson Communications, Inc. Term Loan C
     6.000 %     08/16/13     $ 3,791,247  
  1,266    
Sungard Data Systems, Inc. Incremental Term Loan
     6.750       02/28/14       1,282,952  
  1,258    
Sungard Data Systems, Inc. Term Loan A
     2.006       02/28/14       1,226,620  
  7,272    
Sungard Data Systems, Inc. Term Loan B
     4.030       02/26/16       7,227,624  
  2,133    
Verint Systems, Inc. Term Loan B
     5.250       05/25/14       2,113,134  
  354    
Vertafore, Inc. Term Loan B
     6.750       07/29/16       356,803  
       
 
                      
       
 
                     110,979,893  
       
 
                      
       
Cable & Satellite Television 6.2%
                        
  1,990    
Cequel Communications, LLC New Term Loan
     2.257       11/05/13       1,967,711  
  18,395    
Charter Communications Operating, LLC Extended Term Loan (d)
     3.540       09/06/16       18,091,751  
  2,143    
Charter Communications Operating, LLC Replacement Term Loan (d)
     2.260       03/06/14       2,106,202  
  4,000    
Charter Communications Operating, LLC Third Lien Term Loan (d)
     2.755       09/06/14       3,792,000  
  1,842    
CSC Holdings, Inc. Extended Term Loan B-3
     2.006       03/29/16       1,822,711  
  2,123    
CSC Holdings, Inc. Incremental B-2 Term Loan
     2.006       03/29/16       2,115,492  
  2,333    
Knology, Inc. New Term Loan B
     5.500       10/17/16       2,344,553  
See accompanying notes which are an integral part of this schedule.

 

Table of Contents

Invesco Van Kampen Senior Income Trust
Schedule of Investments § October 31, 2010 (Unaudited) continued
                                 
Principal                          
Amount                 Stated        
(000)     Borrower   Coupon     Maturity*     Value  
 
       
Cable & Satellite Television (continued)
                        
$ 2,310    
Mediacom Illinois, LLC Term Loan C
     2.000 %     01/31/15     $ 2,193,056  
  2,108    
Mediacom Illinois, LLC Term Loan D
     5.500       03/31/17       2,098,880  
  1,579    
Mediacom Illinois, LLC Term Loan E
     4.500       10/23/17       1,560,034  
  3,840    
MCC Iowa, LLC Term Loan D-2
     2.000       01/31/15       3,677,042  
  1,493    
MCC Iowa, LLC Term Loan F
     4.500       10/23/17       1,484,283  
  3,040    
Midcontinent Communications Term Loan B
     6.250       12/31/16       3,054,735  
  7,645    
UPC Broadband Holdings, B.V. Term Loan T (Netherlands)
     4.251       12/30/16       7,470,590  
       
 
                      
       
 
                     53,779,040  
       
 
                      
       
Chemicals & Plastics 6.5%
                        
  2,400    
Brenntag Holdings GmbH & Co. Second Lien Term Loan (Germany)
     6.453       07/17/15       2,411,568  
  2,868    
Cristal Inorganic Chemicals US, Inc. First Lien Term Loan
     2.539       05/15/14       2,770,127  
  3,702    
Hexion Specialty Chemicals, Inc. Extended Term Loan C1
     4.063       05/05/15       3,628,096  
  1,648    
Hexion Specialty Chemicals, Inc. Extended Term Loan C2
     4.063       05/05/15       1,614,978  
  2,482    
Hexion Specialty Chemicals, Inc. Extended Term Loan C5
     4.063       05/05/15       2,413,843  
  1,694    
Huntsman International, LLC New Term Loan
     1.780       04/21/14       1,660,485  
  4,087    
Huntsman International, LLC Term Loan C
     2.520       06/30/16       4,025,239  
  6,616    
Kraton Polymers, LLC Term Loan
     2.313       05/13/13       6,522,777  
  2,993    
Lyondell Chemical Co. Exit Term Loan
     5.500       04/08/16       3,022,156  
  6,548    
MetoKote Corp. Term Loan Refinance
     9.000       11/27/11       6,200,351  
See accompanying notes which are an integral part of this schedule.

 

Table of Contents

Invesco Van Kampen Senior Income Trust
Schedule of Investments § October 31, 2010 (Unaudited) continued
                                 
Principal                          
Amount                 Stated        
(000)     Borrower   Coupon     Maturity*     Value  
 
       
Chemicals & Plastics (continued)
                        
$ 249    
Nalco Co. Add on Term Loan
     2.508 %     05/13/16     $ 247,613  
  5,491    
Nalco Co. Term Loan B1
     4.500       09/30/17       5,561,931  
  2,227    
Nusil Technology, LLC New Term Loan B
     6.000       02/18/15       2,295,694  
  4,026    
PQ Corp. Term Loan B
     3.530       07/30/14       3,864,826  
  1,323    
Rockwood Specialties Group, Inc. Term Loan E
     4.500       07/30/12       1,333,258  
  1,699    
Rockwood Specialties Group, Inc. Term Loan H
     6.000       05/15/14       1,711,540  
  4,165    
Solutia, Inc. Term Loan B
     4.750       03/17/17       4,204,686  
  2,605    
Univar, Inc. Term Loan
     3.255       10/10/14       2,599,197  
       
 
                      
       
 
                     56,088,365  
       
 
                      
       
Clothing/Textiles 2.1%
                        
  3,022    
Gold Toe Investment Corp. First Lien Term Loan B
     8.500       10/30/13       2,915,829  
  2,750    
Gold Toe Investment Corp. Second Lien Term Loan
     11.750       04/30/14       2,002,358  
  3,906    
HanesBrands, Inc. New Term Loan
     5.250       12/10/15       3,954,940  
  4,850    
Levi Strauss & Co. Term Loan
     2.506       03/27/14       4,569,112  
  2,074    
Phillips-van Heusen Corp. Term Loan B
     4.750       05/06/16       2,093,860  
  2,501    
Varsity Brands, Inc. Term Loan B
     2.813       02/22/14       2,238,734  
       
 
                      
       
 
                     17,774,833  
       
 
                      
       
Conglomerates 0.4%
                        
  175    
RGIS Holdings, LLC Delayed Draw Term Loan
     2.789       04/30/14       162,687  
  3,499    
RGIS Holdings, LLC Term Loan B
     2.780       04/30/14       3,253,740  
       
 
                      
       
 
                     3,416,427  
       
 
                      
See accompanying notes which are an integral part of this schedule.

 

Table of Contents

Invesco Van Kampen Senior Income Trust
Schedule of Investments § October 31, 2010 (Unaudited) continued
                                 
Principal                          
Amount                 Stated        
(000)     Borrower   Coupon     Maturity*     Value  
 
       
Containers & Glass Products 5.6%
                        
$ 3,756    
Anchor Glass Container Corp. First Lien Term Loan
     6.000 %     03/02/16     $ 3,765,159  
  1,425    
Anchor Glass Container Corp. Second Lien Term Loan
     10.000       09/02/16       1,418,766  
  3,400    
Berlin Packaging, LLC Term Loan
     3.280       08/17/14       3,178,748  
  3,797    
Berry Plastics Corp. Term Loan C
     2.376       04/03/15       3,591,433  
  1,561    
BWAY Corp. New Term Loan B
     5.520       06/16/17       1,568,124  
  146    
BWAY Corp. New Term Loan C
     5.560       06/16/17       147,012  
  5,554    
Graham Packaging Co., L.P. Term Loan C
     6.750       04/05/14       5,610,446  
  2,172    
Graham Packaging Co., L.P. Term Loan D
     6.000       09/23/16       2,195,946  
  6,018    
Kranson Industries, Inc. Term Loan B
     2.510       07/31/13       5,654,098  
  5,489    
Packaging Dynamics Operating Co. Term Loan
     2.289       06/09/13       5,049,984  
  2,022    
Pertus Sechzehnte GmbH Term Loan B2 (Germany)
     2.632       06/13/15       1,741,503  
  2,022    
Pertus Sechzehnte GmbH Term Loan C2 (Germany)
     2.882       06/13/16       1,751,616  
  4,740    
Reynolds Group Holdings Inc. Dollar Term Loan
     6.750       05/05/16       4,790,125  
  2,205    
Reynolds Group Holdings Inc. Incremental Term Loan
     6.250       05/05/16       2,222,411  
  5,158    
Smurfit-Stone Container Corp. Exit Term Loan B
     6.750       02/22/16       5,214,184  
  825    
Tegrant Corp. Second Lien Term Loan
     5.790       03/08/15       660,000  
       
 
                      
       
 
                     48,559,555  
       
 
                      
See accompanying notes which are an integral part of this schedule.

 

Table of Contents

Invesco Van Kampen Senior Income Trust
Schedule of Investments § October 31, 2010 (Unaudited) continued
                                 
Principal                          
Amount                 Stated        
(000)     Borrower   Coupon     Maturity*     Value  
 
       
Cosmetics/Toiletries 2.0%
                        
$ 1,849    
American Safety Razor Co. First Lien Term Loan (a)
     8.750 %     07/31/13     $ 1,824,552  
  2,845    
American Safety Razor Co. Second Lien Term Loan (c)
     12.500       01/30/14       572,589  
  4,219    
Huish Detergents, Inc. Term Loan B
     2.010       04/26/14       4,067,021  
  395    
KIK Custom Products, Inc. Canadian Term Loan
     2.540       06/02/14       336,533  
  2,302    
KIK Custom Products, Inc. First Lien Term Loan
     2.540       06/02/14       1,963,109  
  4,000    
KIK Custom Products, Inc. Second Lien Term Loan
     5.289       11/30/14       2,740,000  
  1,622    
Marietta Intermediate Holding Corp. Term Loan B (a)
     8.000       02/19/15       1,475,881  
  4,094    
Philosophy, Inc. Term Loan B
     2.010       03/16/14       3,950,288  
       
 
                      
       
 
                     16,929,973  
       
 
                      
       
Drugs 1.9%
                        
  2,124    
Nyco Holdings 2 ApS Term Loan B2 (Denmark)
     4.005       12/29/14       1,972,255  
  2,123    
Nyco Holdings 2 ApS Term Loan C2 (Denmark)
     4.755       12/29/15       1,982,272  
  102    
Nyco Holdings 3 ApS Facility A1 (Denmark)
     3.256       12/29/13       95,904  
  523    
Nyco Holdings 3 ApS Facility A2 (Denmark)
     3.255       12/29/13       492,892  
  16    
Nyco Holdings 3 ApS Facility A3 (Denmark)
     3.255       12/29/13       15,443  
  10    
Nyco Holdings 3 ApS Facility A4 (Denmark)
     3.255       12/29/13       9,838  
  74    
Nyco Holdings 3 ApS Facility A5 (Denmark)
     3.255       12/29/13       69,559  
  1,538    
Warner Chilcott Co., LLC Incremental Term Loan
     6.250       04/30/15       1,548,465  
See accompanying notes which are an integral part of this schedule.

 

Table of Contents

Invesco Van Kampen Senior Income Trust
Schedule of Investments § October 31, 2010 (Unaudited) continued
                                 
Principal                          
Amount                 Stated        
(000)     Borrower   Coupon     Maturity*     Value  
 
       
Drugs (continued)
                        
$ 2,812    
Warner Chilcott Co., LLC Term Loan A
     6.000 %     10/30/14     $ 2,809,869  
  1,509    
Warner Chilcott Co., LLC Term Loan B1
     6.250       04/30/15       1,520,061  
  2,514    
Warner Chilcott Co., LLC Term Loan B2
     6.250       04/30/15       2,531,177  
  2,718    
Warner Chilcott Co., LLC Term Loan B3
     6.500       02/22/16       2,746,099  
  883    
Warner Chilcott Co., LLC Term Loan B4
     6.500       02/22/16       891,591  
       
 
                      
       
 
                     16,685,425  
       
 
                      
       
Ecological Services & Equipment 1.3%
                        
  2,056    
Environmental Systems Products Hldgs, Inc. Second Lien Term Loan
     13.500       09/12/14       2,065,084  
  739    
Servicemaster Co. Delayed Draw Term Loan
     2.760       07/24/14       703,531  
  7,417    
Servicemaster Co. Term Loan
     2.770       07/24/14       7,064,620  
  1,100    
Synagro Technologies, Inc. Second Lien Term Loan
     5.010       10/02/14       891,005  
  1,018    
Synagro Technologies, Inc. Term Loan B
     2.260       04/02/14       885,579  
       
 
                      
       
 
                     11,609,819  
       
 
                      
       
Electronics Electrical 4.1%
                        
  872    
AX Acquisition Corp. Term Loan B-1
     3.625       08/15/14       864,284  
  701    
Matinvest 2 SAS Term Loan (France)
     3.911       06/23/14       624,011  
  701    
Matinvest 2 SAS Term Loan (France)
     4.161       06/22/15       627,314  
  8,114    
CDW Corp. Term Loan
     4.256       10/10/14       7,721,235  
See accompanying notes which are an integral part of this schedule.

 

Table of Contents

Invesco Van Kampen Senior Income Trust
Schedule of Investments § October 31, 2010 (Unaudited) continued
                                 
Principal                          
Amount                 Stated        
(000)     Borrower   Coupon     Maturity*     Value  
 
       
Electronics/Electrical (continued)
                        
$ 2,067    
Edwards Ltd. Second Lien Term Loan (Cayman Islands) (a)
     6.005 %     11/30/14     $ 1,874,251  
  5,927    
Freescale Semiconductor, Inc. Extended Term Loan B
     4.506       12/01/16       5,600,411  
  2,155    
Infor Enterprise Solutions Holdings, Inc. Extended Delayed Draw Term Loan
     6.010       07/28/15       2,003,871  
  4,130    
Infor Enterprise Solutions Holdings, Inc. Extended Initial Term Loan
     6.010       07/28/15       3,840,753  
  6,208    
Open Solutions, Inc. Term Loan B
     2.415       01/23/14       5,263,752  
  260    
Proquest CSA, LLC Term Loan
     3.790       02/09/14       255,208  
  1,048    
Savvis Communications Corp. Term Loan
     6.750       08/04/16       1,062,390  
  2,060    
Sensata Technologies, Inc. Term Loan
     2.040       04/26/13       2,005,085  
  3,293    
Spectrum Brands, Inc. New Term Loan
     8.000       06/16/16       3,364,479  
       
 
                      
       
 
                     35,107,044  
       
 
                      
       
Farming/Agriculture 0.6%
                        
  3,659    
Wm. Bolthouse Farms, Inc. New First Lien Term Loan
     5.500       02/11/16       3,679,614  
  1,773    
Wm. Bolthouse Farms, Inc. New Second Lien Term Loan
     9.500       08/11/16       1,793,779  
       
 
                      
       
 
                     5,473,393  
       
 
                      
       
Financial Intermediaries 6.1%
                        
  6,181    
Fidelity National Information Solutions, Inc. Term Loan B
     5.250       07/18/16       6,273,754  
See accompanying notes which are an integral part of this schedule.

 

Table of Contents

Invesco Van Kampen Senior Income Trust
Schedule of Investments § October 31, 2010 (Unaudited) continued
                                 
Principal                          
Amount                 Stated        
(000)     Borrower   Coupon     Maturity*     Value  
 
       
Financial Intermediaries (continued)
                        
$ 3,157    
First American Payment Systems, LP Term Loan
     5.250 %     10/06/13     $ 2,983,129  
  4,317    
Grosvenor Capital Management Holdings, LLP Term Loan B
     2.313       12/05/13       4,123,011  
  4,146    
Harland Clarke Holdings Corp. Term Loan B
     2.780       06/30/14       3,748,020  
  5,173    
LPL Holdings, Inc. 2015 Extended Term Loan
     4.250       06/25/15       5,169,726  
  1,643    
LPL Holdings, Inc. Term Loan D
     2.039       06/28/13       1,635,193  
  2,575    
National Processing Co. Group, Inc. Second Lien Term Loan
     11.000       09/29/14       2,351,838  
  5,592    
National Processing Co. Group, Inc. Term Loan B
     7.250       09/29/13       5,553,224  
  5,740    
Nuveen Investments, Inc. Term Loan
     3.289       11/13/14       5,388,956  
  4,178    
Oxford Acquisition III, Ltd. U.S. Term Loan (United Kingdom)
     2.038       05/12/14       3,759,806  
  2,549    
RJO Holdings Corp. Second Lien Term Loan (a)
     9.010       07/13/15       178,403  
  4,834    
RJO Holdings Corp. Term Loan B (a)
     5.260       07/12/14       3,222,706  
  2,804    
Trans Union, LLC Term Loan B
     6.750       06/15/17       2,857,278  
  3,347    
Transfirst Holdings, Inc. Second Lien Term Loan (a)
     6.290       06/15/15       3,146,646  
  2,902    
Transfirst Holdings, Inc. Term Loan B
     3.040       06/15/14       2,655,788  
       
 
                      
       
 
                     53,047,478  
       
 
                      
       
Food Products 5.5%
                        
  301    
Advantage Sales & Marketing, Inc. Second Lien Term Loan
     8.500       05/05/17       305,022  
  2,397    
Advantage Sales & Marketing, Inc. Term Loan
     5.000       05/05/16       2,394,476  
See accompanying notes which are an integral part of this schedule.

 

Table of Contents

Invesco Van Kampen Senior Income Trust
Schedule of Investments § October 31, 2010 (Unaudited) continued
                                 
Principal                          
Amount                 Stated        
(000)     Borrower   Coupon     Maturity*     Value  
 
       
Food Products (continued)
                        
$ 6,945    
Coleman Natural Foods, LLC First Lien Term Loan
     7.250 %     08/22/12     $ 6,597,773  
  3,937    
DCI Cheese Co. Term Loan
     8.000       04/15/12       3,336,702  
  207    
Dean Foods Co. Extended Term Loan B2
     3.540       04/02/17       207,337  
  1,903    
Dole Food Co. Inc. Term Loan B
     5.060       03/02/17       1,917,958  
  4,727    
Dole Food Co. Inc. Term Loan C
     5.040       03/02/17       4,763,728  
  7,992    
Farley’s & Sathers Candy Co., Inc. First Lien Term Loan
     7.000       06/15/11       7,951,774  
  1,200    
Farley’s & Sathers Candy Co., Inc. Second Lien Term Loan
     11.250       01/02/12       1,194,000  
  1,549    
Michael Foods Group, Inc. Term Loan B
     6.250       06/29/16       1,580,322  
  3,589    
NBTY, Inc. Term Loan B
     6.250       10/02/17       3,641,570  
  5,982    
Pierre Foods, Inc. First Lien Term Loan
     7.000       09/29/16       5,928,969  
  587    
Pierre Foods, Inc. Second Lien Term Loan
     11.250       09/29/17       575,957  
  5,694    
Pinnacle Foods Holdings Corp. Term Loan B
     2.756       04/02/14       5,548,227  
  1,508    
Pinnacle Foods Holdings Corp. Term Loan D
     6.000       04/02/14       1,526,753  
       
 
                      
       
 
                     47,470,568  
       
 
                      
       
Food Service 2.3%
                        
  193    
Aramark Corp. Synthetic Letter of Credit
     2.281       01/27/14       188,132  
  2,367    
Aramark Corp. Term Loan
     2.164       01/27/14       2,305,300  
  5,140    
Burger King Corp. New Term Loan B
     6.250       10/19/16       5,191,358  
  2,463    
Center Cut Hospitality, Inc. Term Loan
     9.250       07/06/14       2,352,331  
  2,280    
DineEquity, Inc. Term Loan B
     6.000       10/19/17       2,302,780  
See accompanying notes which are an integral part of this schedule.

 

Table of Contents

Invesco Van Kampen Senior Income Trust
Schedule of Investments § October 31, 2010 (Unaudited) continued
                                 
Principal                          
Amount                 Stated        
(000)     Borrower   Coupon     Maturity*     Value  
 
       
Food Service (continued)
                        
$ 3,969    
NPC International, Inc. Term Loan B
     2.030 %     05/03/13     $ 3,889,741  
  213    
OSI Restaurant Partners, LLC Revolving Credit Agreement
     1.470       06/14/13       201,181  
  2,345    
OSI Restaurant Partners, LLC Term Loan B
     2.625       06/14/14       2,213,343  
  775    
Wendy’s/Arby’s Group, Inc. Term Loan B
     5.000       05/24/17       781,477  
       
 
                      
       
 
                     19,425,643  
       
 
                      
       
Food/Drug Retailers 3.5%
                        
  7,402    
General Nutrition Centers, Inc. Term Loan B
     2.530       09/16/13       7,291,172  
  926    
Pantry, Inc. (The) Delayed Draw Term Loan B
     2.010       05/15/14       888,728  
  3,215    
Pantry, Inc. (The) Term Loan B
     2.010       05/15/14       3,086,621  
  6,001    
Rite Aid Corp. Term Loan 3
     6.000       06/04/14       5,976,201  
  6,178    
Rite Aid Corp. Term Loan B
     2.010       06/04/14       5,578,966  
  7,122    
Roundy’s Supermarkets, Inc. Extended Term Loan
     7.000       11/03/13       7,109,799  
       
 
                      
       
 
                     29,931,487  
       
 
                      
       
Forest Products 0.6%
                        
  2,400    
Ainsworth Lumber Co., Ltd Term Loan
     5.313       06/26/14       2,283,000  
  990    
Georgia-Pacific Corp. New Term Loan B
     2.290       12/21/12       989,044  
  428    
Verso Paper Holding, LLC Term Loan (a)
     6.790       02/01/13       353,796  
  212    
White Birch Paper Co. DIP Delayed Draw Term Loan (Canada) (f)
     6.720       12/01/10       211,568  
See accompanying notes which are an integral part of this schedule.

 

Table of Contents

Invesco Van Kampen Senior Income Trust
Schedule of Investments § October 31, 2010 (Unaudited) continued
                                 
Principal                          
Amount                 Stated        
(000)     Borrower   Coupon     Maturity*     Value  
 
       
Forest Products (continued)
                        
$ 1,296    
White Birch Paper Co. DIP Term Loan B (Canada)
     12.000 %     12/01/10     $ 1,293,736  
       
 
                      
       
 
                     5,131,144  
       
 
                      
       
Healthcare 14.4%
                        
  8,893    
Alere, Inc. First Lien Term Loan
     2.270       06/26/14       8,581,263  
  229    
American Medical Systems, Inc. Term Loan
     2.563       07/20/12       222,881  
  6,646    
Biomet Inc. Term Loan B
     3.280       03/25/15       6,566,688  
  7,643    
Carestream Health, Inc. First Lien Term Loan
     2.255       04/30/13       7,495,880  
  2,084    
Catalent Pharma Solutions Dollar Term Loan
     2.505       04/10/14       1,969,226  
  870    
Community Health Systems, Inc. Delayed Draw Term Loan
     2.549       07/25/14       856,980  
  17,392    
Community Health Systems, Inc. Term Loan
     2.549       07/25/14       17,138,791  
  4,409    
DJO Finance, LLC New Term Loan B
     3.255       05/20/14       4,323,995  
  5,152    
DSI Renal, Inc. Term Loan (a)
     9.000       03/31/13       5,170,910  
  426    
Genoa Healthcare Group, LLC Term Loan B
     5.500       08/10/12       415,358  
  3,096    
Gentiva Health Services, Inc. New Term Loan B
     6.750       08/15/16       3,119,394  
  12,932    
HCA, Inc. Extended Term Loan B2
     3.539       03/31/17       12,722,827  
  1,098    
HCA, Inc. Term Loan A
     1.789       11/16/12       1,079,119  
  3,259    
HCA, Inc. Term Loan B
     2.539       11/18/13       3,198,978  
  1,792    
HCR Healthcare, LLC Term Loan B
     2.755       12/22/14       1,753,496  
  8,421    
Health Management Associates, Inc. Term Loan B
     2.039       02/28/14       8,262,013  
  4,076    
IMS Health Inc. Term Loan B
     5.250       02/26/16       4,123,175  
See accompanying notes which are an integral part of this schedule.

 

Table of Contents

Invesco Van Kampen Senior Income Trust
Schedule of Investments § October 31, 2010 (Unaudited) continued
                                 
Principal                          
Amount                 Stated        
(000)     Borrower   Coupon     Maturity*     Value  
 
       
Healthcare (continued)
                        
$ 4,694    
Rehabcare Group, Inc. Term Loan B
     6.000 %     11/24/15     $ 4,729,260  
  1,865    
Select Medical Corp. Term Loan B
     2.339       02/24/12       1,842,562  
  2,458    
Skilled Healthcare Group, Inc. Term Loan B
     5.250       04/08/16       2,388,412  
  2,343    
Sun Healthcare Group Inc. New Term Loan B
     7.500       10/15/16       2,322,832  
  10,133    
Surgical Care Affiliates, Inc. Term Loan
     2.289       12/29/14       9,626,256  
  818    
United Surgical Partners, International Inc. Delayed Draw Term Loan
     2.260       04/21/14       788,858  
  4,965    
United Surgical Partners, International Inc. Term Loan B
     2.270       04/19/14       4,788,403  
  11,038    
Universal Health Services, Inc. Term Loan B
     6.250       07/28/16       11,176,752  
       
 
                      
       
 
                     124,664,309  
       
 
                      
       
Healthcare — Providers & Services 0.3%
                        
  2,457    
DaVita, Inc. New Term Loan B
     4.500       10/20/16       2,485,667  
       
 
                      
       
 
                        
       
Home Furnishings 1.3%
                        
  1,360    
Brown Jordan International, Inc. Term Loan
     6.260       04/30/12       1,332,573  
  1,000    
Hunter Fan Co. Second Lien Term Loan
     7.010       10/16/14       667,500  
  953    
Hunter Fan Co. Term Loan
     2.760       04/16/14       842,679  
See accompanying notes which are an integral part of this schedule.

 

Table of Contents

Invesco Van Kampen Senior Income Trust
Schedule of Investments § October 31, 2010 (Unaudited) continued
                                 
Principal                          
Amount                 Stated        
(000)     Borrower   Coupon     Maturity*     Value  
 
       
Home Furnishings (continued)
                        
$ 2,547    
Mattress Holdings Corp. Term Loan B
     2.540 %     01/18/14     $ 2,222,490  
  3,423    
National Bedding Co. LLC Second Lien Term Loan
     5.375       02/28/14       3,260,779  
  3,236    
Yankee Candle Co., Inc. Term Loan B
     2.260       02/06/14       3,158,763  
       
 
                      
       
 
                     11,484,784  
       
 
                      
       
Industrial Equipment 2.0%
                        
  3,719    
Baldor Electric Co. Term Loan B
     5.250       01/31/14       3,748,755  
  2,735    
Bucyrus International, Inc. Term Loan
     4.500       02/19/16       2,768,079  
  906    
Manitowoc Co., Inc. Term Loan B
     8.000       11/06/14       913,152  
  583    
Matthew Warren Industries, Inc. Acquisition Term Loan
     7.250       11/01/13       472,260  
  4,552    
Matthew Warren Industries, Inc. Term Loan
     7.250       11/01/13       3,687,184  
  2,797    
Mold-Masters Luxembourg Holdings, SA Mold Masters Term Loan
     3.813       10/11/14       2,454,258  
  3,037    
Polypore, Inc. Incremental Term Loan
     2.260       07/03/14       3,006,136  
       
 
                      
       
 
                     17,049,824  
       
 
                      
       
Insurance 2.7%
                        
  3,809    
Alliant Holdings I, Inc. Term Loan B
     3.289       08/21/14       3,676,167  
  6,840    
AmWins Group, Inc. First Lien Term Loan
     2.800       06/08/13       6,373,609  
  591    
Applied Systems, Inc. Term Loan
     2.755       09/26/13       558,678  
See accompanying notes which are an integral part of this schedule.

 

Table of Contents

Invesco Van Kampen Senior Income Trust
Schedule of Investments § October 31, 2010 (Unaudited) continued
                                 
Principal                          
Amount                 Stated        
(000)     Borrower   Coupon     Maturity*     Value  
 
       
Insurance (continued)
                        
$ 2,323    
Audatex North America, Inc. Term Loan C
     2.063 %     05/16/14     $ 2,264,822  
  3,240    
Conseco, Inc. New Term Loan
     7.500       10/10/13       2,294,938  
  825    
HMSC Corp. Second Lien Term Loan
     5.755       10/03/14       567,188  
  577    
Sedgwick CMS Holdings, Inc. First Lien Term Loan
     5.500       05/27/16       578,142  
  2,800    
Sedgwick CMS Holdings, Inc. Second Lien Term Loan
     9.000       05/26/17       2,800,000  
  4,965    
USI Holdings Corp. Term Loan
     2.760       05/05/14       4,690,172  
       
 
                      
       
 
                     23,803,716  
       
 
                      
       
Leisure 0.1%
                        
  613    
24 Hour Fitness Worldwide, Inc. New Term Loan
     6.750       04/22/16       587,194  
       
 
                      
       
 
                        
       
Leisure Goods/Activities/Movies 6.4%
                        
  1,350    
Alpha Topco, Ltd. Second Lien Term Loan (United Kingdom)
     3.799       06/30/14       1,193,427  
  4,117    
Alpha Topco, Ltd. Term Loan B (United Kingdom)
     2.424       12/31/13       3,788,632  
  2,781    
Alpha Topco, Ltd. Term Loan B2 (United Kingdom)
     2.424       12/31/13       2,559,113  
  3,881    
Bombardier Recreational Products, Inc. Term Loan (Canada)
     3.390       06/28/13       3,475,505  
  5,715    
Cedar Fair, LP Term Loan B
     5.500       12/15/16       5,804,493  
  2,067    
Fender Musical Instruments Corp. Delayed Draw Term Loan
     2.550       06/09/14       1,777,344  
  4,091    
Fender Musical Instruments Corp. Term Loan B
     2.540       06/09/14       3,518,297  
  2,126    
Gibson Guitar Corp. Term Loan
     11.000       09/30/11       2,096,290  
See accompanying notes which are an integral part of this schedule.

 

Table of Contents

Invesco Van Kampen Senior Income Trust
Schedule of Investments § October 31, 2010 (Unaudited) continued
                                 
Principal                          
Amount                 Stated        
(000)     Borrower   Coupon     Maturity*     Value  
 
       
Leisure Goods/Activities/Movies (continued)
                        
$ 5,574    
Hicks Sports Group, LLC Term Loan (c)
     6.750 %     12/22/10     $ 5,002,917  
  5,428    
Live Nation Entertainment, Inc. Term Loan B
     4.500       11/07/16       5,414,413  
  4,796    
Metro-Goldwyn-Mayer Studios Inc. Revolving Credit Agreement (c)(e)
     20.500       04/08/10       2,166,058  
  14,269    
Metro-Goldwyn-Mayer Studios Inc. Term Loan B (c)
     20.500       04/09/12       6,663,909  
  1,852    
Playcore Wisconsin, Inc. Term Loan B
     2.820       02/21/14       1,722,134  
  5,258    
Sabre, Inc. Term Loan B
     2.270       09/30/14       5,010,817  
  728    
Six Flags Theme Parks, Inc. Exit Term Loan B
     6.000       06/30/16       732,874  
  878    
SRAM, LLC Term Loan B
     5.010       04/30/15       879,909  
  3,456    
True Temper Sports, Inc. Exit Facility Term Loan
     8.000       10/14/13       3,348,416  
  402    
Universal City Development Partners, Ltd. New Term Loan B
     5.500       11/06/14       405,651  
       
 
                      
       
 
                     55,560,199  
       
 
                      
       
Lodging & Casinos 7.0%
                        
  1,250    
BLB Worldwide Holdings, Inc. Second Lien Term Loan (c)
     6.500       07/18/12       21,875  
  6,381    
BLB Worldwide Holdings, Inc. Term Loan B (a)
     4.750       07/18/11       4,924,058  
  2,396    
Cannery Casino Resorts, LLC Delayed Draw Term Loan
     4.506       05/20/13       2,277,537  
  748    
Cannery Casino Resorts, LLC Revolving Credit Agreement (f)
     3.350       05/18/12       687,427  
  500    
Cannery Casino Resorts, LLC Second Lien Term Loan
     4.506       05/16/14       415,000  
  2,897    
Cannery Casino Resorts, LLC Term Loan B
     4.506       05/17/13       2,754,273  
See accompanying notes which are an integral part of this schedule.

 

Table of Contents

Invesco Van Kampen Senior Income Trust
Schedule of Investments § October 31, 2010 (Unaudited) continued
                                 
Principal                          
Amount                 Stated        
(000)     Borrower   Coupon     Maturity*     Value  
 
       
Lodging & Casinos (continued)
                        
$ 3,176    
CCM Merger, Inc. Term Loan B
     8.500 %     07/13/12     $ 3,181,105  
  325    
Chester Downs and Marina, LLC Incremental Term Loan
     12.375       07/29/16       330,805  
  1,981    
Golden Nugget, Inc. New Delayed Draw Term Loan (a)
     3.260       06/30/14       1,593,428  
  3,481    
Golden Nugget, Inc. Term Loan B (a)
     3.260       06/30/14       2,799,276  
  496    
Harrah’s Operating Co., Inc. Incremental Term Loan B4
     9.500       10/31/16       517,480  
  11,453    
Harrah’s Operating Co., Inc. Term Loan B1
     3.288       01/28/15       10,117,560  
  8,695    
Harrah’s Operating Co., Inc. Term Loan B3
     3.290       01/28/15       7,678,205  
  798    
Isle of Capri Casinos, Inc. New Delayed Draw Term Loan A
     5.000       11/25/13       781,818  
  907    
Isle of Capri Casinos, Inc. New Delayed Draw Term Loan B
     5.000       11/25/13       888,911  
  2,268    
Isle of Capri Casinos, Inc. New Term Loan B
     5.000       11/25/13       2,222,278  
  2,230    
Las Vegas Sands, LLC Delayed Draw Term Loan
     2.030       05/23/14       2,119,685  
  6,401    
Las Vegas Sands, LLC Term Loan B
     2.030       05/23/14       6,085,208  
  1,113    
Magnolia Hill, LLC Delayed Draw Term Loan
     3.510       10/30/13       1,001,606  
  3,167    
Magnolia Hill, LLC Term Loan
     3.510       10/30/13       2,850,726  
  1,116    
MGM Mirage Class D Term Loan
     6.000       10/03/11       1,115,245  
  175    
Venetian Macau, Ltd. Delayed Draw Term Loan B
     4.780       05/25/12       175,098  
  3,388    
Venetian Macau, Ltd. New Project Term Loan
     4.780       05/27/13       3,397,563  
  2,288    
Venetian Macau, Ltd. Term Loan B
     4.780       05/27/13       2,294,100  
       
 
                      
       
 
                     60,230,267  
       
 
                      
See accompanying notes which are an integral part of this schedule.

 

Table of Contents

Invesco Van Kampen Senior Income Trust
Schedule of Investments § October 31, 2010 (Unaudited) continued
                                 
Principal                          
Amount                 Stated        
(000)     Borrower   Coupon     Maturity*     Value  
 
       
Oil & Gas 2.4%
                        
$ 3,067    
CCS, Inc. Term Loan B
     3.290 %     11/14/14     $ 2,696,364  
  3,219    
Citgo Petroleum Corp. Term Loan B
     8.000       06/24/15       3,295,903  
  1,000    
Dresser, Inc. Second Lien Term Loan
     6.112       05/04/15       999,170  
  4,960    
Dresser, Inc. Term Loan
     2.612       05/04/14       4,948,990  
  1,279    
Ram Energy, Inc. Term Loan B
     10.000       11/29/12       1,279,001  
  2,333    
Venoco, Inc. Term Loan
     4.313       05/08/14       2,214,527  
  2,832    
Western Refining, Inc. Term Loan B
     10.750       05/30/14       2,862,796  
  2,787    
Willbros United States Holdings, Inc. Term Loan B
     9.500       06/30/14       2,773,143  
       
 
                      
       
 
                     21,069,894  
       
 
                      
       
Personal Products 0.2%
                        
  2,029    
Prestige Brands, Inc. Incremental Term Loan B
     4.750       03/24/16       2,042,659  
       
 
                      
       
 
                        
       
Publishing 6.0%
                        
  987    
Cengage Learning Holdings II, LP Incremental Term Loan
     7.500       07/03/14       989,842  
  11,733    
Cengage Learning Holdings II, LP Term Loan
     2.540       07/03/14       10,768,804  
  3,987    
Cygnus Business Media, Inc. Term Loan (a)(j)
     9.750       06/30/13       2,491,967  
  5,000    
Endurance Business Media, Inc. Second Lien Term Loan (c)
     11.250       01/26/14       275,000  
See accompanying notes which are an integral part of this schedule.

 

Table of Contents

Invesco Van Kampen Senior Income Trust
Schedule of Investments § October 31, 2010 (Unaudited) continued
                                 
Principal                          
Amount                 Stated        
(000)     Borrower   Coupon     Maturity*     Value  
 
       
Publishing (continued)
                        
$ 6,260    
Endurance Business Media, Inc. Term Loan (c)
     4.750 %     07/26/13     $ 1,283,295  
  4,609    
F&W Publications, Inc. Term Loan
     7.750       06/09/14       3,687,300  
  2,896    
Gatehouse Media Operating, Inc. Delayed Draw Term Loan
     2.260       08/28/14       1,066,385  
  4,514    
Gatehouse Media Operating, Inc. Term Loan B
     2.260       08/28/14       1,662,104  
  467    
Knowledgepoint360 Group, LLC First Lien Term Loan
     3.620       04/14/14       373,885  
  1,000    
Knowledgepoint360 Group, LLC Second Lien Term Loan
     7.362       04/13/15       610,000  
  1,719    
MC Communications, LLC Term Loan (a)
     6.750       12/31/12       343,784  
  629    
Medianews Group New Term Loan
     8.500       03/19/14       610,156  
  3,313    
Merrill Communications, LLC Second Lien Term Loan (a)
     14.756       11/15/13       3,097,562  
  11,820    
Nelson Education Ltd. Term Loan (Canada)
     2.789       07/05/14       11,051,670  
  5,308    
Network Communications, Inc. Term Loan
     4.250       11/30/12       3,688,765  
  8,662    
Tribune Co. Term Loan B (c)(d)
     5.250       06/04/14       5,762,628  
  1,669    
Yell Group PLC New Term Loan A3 (United Kingdom)
     3.755       04/30/14       964,001  
  6,231    
Yell Group PLC New Term Loan B1 (United Kingdom)
     4.005       07/31/14       3,415,448  
       
 
                      
       
 
                     52,142,596  
       
 
                      
       
Radio & Television 6.9%
                        
  934    
Barrington Broadcasting Group LLC Term Loan
     4.640       08/12/13       859,089  
See accompanying notes which are an integral part of this schedule.

 

Table of Contents

Invesco Van Kampen Senior Income Trust
Schedule of Investments § October 31, 2010 (Unaudited) continued
                                 
Principal                          
Amount                 Stated        
(000)     Borrower   Coupon     Maturity*     Value  
 
       
Radio & Television (continued)
                        
$ 6,799    
CMP KC, LLC Term Loan
     6.250 %     05/03/11     $ 577,894  
  3,969    
CMP KC, LLC Term Loan B (c)
     4.006       06/11/14       3,718,418  
  12,242    
CMP Susquehanna Corp. Term Loan
     2.313       05/05/13       10,990,263  
  2,597    
FoxCo Acquisition Sub, LLC Term Loan
     7.500       07/14/15       2,579,118  
  949    
High Plains Broadcasting Operating Co., LLC Term Loan
     9.000       09/14/16       947,210  
  1,811    
Intelsat Corp. Term Loan B-2-A
     2.790       01/03/14       1,770,996  
  1,810    
Intelsat Corp. Term Loan B-2-B
     2.790       01/03/14       1,770,449  
  1,810    
Intelsat Corp. Term Loan B-2-C
     2.790       01/03/14       1,770,449  
  1,719    
LBI Media, Inc. Term Loan
     1.755       03/31/12       1,628,752  
  2,475    
Multicultural Radio Broadcasting, Inc. Second Lien Term Loan
     6.006       06/18/13       1,961,437  
  1,897    
Multicultural Radio Broadcasting, Inc. Term Loan
     3.010       12/18/12       1,555,669  
  3,461    
Newport Television, LLC Term Loan B
     9.000       09/14/16       3,454,426  
  22,613    
Univision Communications Inc. Initial Term Loan
     2.505       09/29/14       21,461,952  
  4,320    
Weather Channel Replacement Term Loan
     5.000       09/14/15       4,342,435  
       
 
                      
       
 
                     59,388,557  
       
 
                      
       
Retailers (except food & drug) 2.2%
                        
  3,732    
Amscan Holdings, Inc. New Term Loan
     2.539       05/25/13       3,633,559  
See accompanying notes which are an integral part of this schedule.

 

Table of Contents

Invesco Van Kampen Senior Income Trust
Schedule of Investments § October 31, 2010 (Unaudited) continued
                                 
Principal                          
Amount                 Stated        
(000)     Borrower   Coupon     Maturity*     Value  
 
       
Retailers (except food & drug) (continued)
                        
$ 2,436    
Dollar General Corp. Term Loan B-1
     3.020 %     07/07/14     $ 2,416,378  
  249    
Educate, Inc. Second Lien Term Loan
     8.510       06/16/14       242,538  
  1,000    
FTD, Inc. Term Loan B
     6.750       08/26/14       1,003,750  
  3,699    
Guitar Center, Inc. Term Loan B
     3.760       10/09/14       3,344,806  
  1,447    
Michaels Stores, Inc. Term Loan B2
     4.880       07/31/16       1,437,805  
  2,192    
Pilot Travel Centers LLC Term Loan B
     5.250       06/30/16       2,234,198  
  1,456    
Sally Holdings, LLC Term Loan B
     2.510       11/15/13       1,451,449  
  3,113    
Savers, Inc. Term Loan B
     5.750       03/11/16       3,125,128  
       
 
                      
       
 
                     18,889,611  
       
 
                      
       
Surface Transport 0.9%
                        
  1,970    
Avis Budget Car Rental, LLC New Term Loan
     5.750       04/19/14       1,986,376  
  941    
Cardinal Logistics First Lien Term Loan (a)
     12.500       09/23/13       658,922  
  903    
JHCI Acquisition, Inc. First Lien Term Loan
     2.760       06/19/14       829,066  
  4,290    
Swift Transportation Co. Inc. Term Loan
     8.250       05/09/14       4,246,520  
       
 
                      
       
 
                     7,720,884  
       
 
                      
       
Telecommunications 3.6%
                        
  4,862    
Avaya, Inc. Term Loan
     3.058       10/24/14       4,423,661  
  1,231    
Cincinnati Bell, Inc. Term Loan
     6.500       06/09/17       1,243,531  
  3,732    
Global Tel*Link Corp. Term Loan B
     6.000       03/02/16       3,739,397  
  1,417    
Level 3 Financing Inc. Add on Term Loan
     11.500       03/13/14       1,537,083  
See accompanying notes which are an integral part of this schedule.

 

Table of Contents

Invesco Van Kampen Senior Income Trust
Schedule of Investments § October 31, 2010 (Unaudited) continued
                                 
Principal                          
Amount                 Stated        
(000)     Borrower   Coupon     Maturity*     Value  
 
       
Telecommunications (continued)
                        
$ 6,100    
Level 3 Financing Inc. Term Loan A
     2.539 %     03/13/14     $ 5,700,786  
  670    
MetroPCS Wireless, Inc. Extended Term Loan
     3.813       11/03/16       671,768  
  62    
MetroPCS Wireless, Inc. Term Loan B
     2.563       11/04/13       61,120  
  819    
Orius Corp., LLC Term Loan A (b)(c)(d)(e)
     6.750       01/23/09       27  
  607    
Orius Corp., LLC Term Loan B1 (b)(c)(d)(e)
     7.250       01/23/10       20  
  8,924    
NTELOS Inc. Term Loan B
     5.750       08/07/15       9,000,160  
  482    
West Corp. Term Loan B2
     2.630       10/24/13       472,938  
  1,183    
West Corp. Term Loan B5
     4.506       07/15/16       1,179,880  
  3,000    
Yankee Cable Acquisition, LLC Term Loan B1
     6.500       08/26/16       2,984,070  
       
 
                      
       
 
                     31,014,441  
       
 
                      
       
Utilities 9.3%
                        
  1,565    
Bicent Power LLC First Lien Term Loan B
     2.540       06/30/14       1,364,595  
  4,817    
BRSP, LLC Term Loan B
     7.500       06/04/14       4,847,108  
  5,004    
Calpine Corp. First Priority Term Loan
     3.165       03/29/14       4,986,594  
  5,500    
FirstLight Power Resources, Inc. Second Lien Term Loan
     4.813       05/01/14       5,087,500  
  87    
FirstLight Power Resources, Inc. Synthetic Letter of Credit
     2.813       11/01/13       81,844  
  4,719    
FirstLight Power Resources, Inc. Term Loan B
     2.813       11/01/13       4,453,095  
  1,421    
Great Point Power Delayed Draw Term Loan
     5.500       03/10/17       1,422,616  
  2,567    
Longview Power, LLC Delayed Draw Term Loan
     2.563       02/28/14       2,228,508  
See accompanying notes which are an integral part of this schedule.

 

Table of Contents

Invesco Van Kampen Senior Income Trust
Schedule of Investments § October 31, 2010 (Unaudited) continued
                                 
Principal                          
Amount                 Stated        
(000)     Borrower   Coupon     Maturity*     Value  
 
       
Utilities (continued)
                        
$ 733    
Longview Power, LLC Synthetic Letter of Credit
     2.563 %     02/28/14     $ 636,717  
  2,200    
Longview Power, LLC Term Loan B
     2.563       02/28/14       1,910,150  
  187    
Mach Gen, LLC Letter of Credit
     2.289       02/22/13       174,554  
  11,813    
New Development Holdings, Inc. Term Loan
     7.000       07/03/17       12,060,267  
  8,494    
NRG Energy, Inc. Extended Letter of Credit
     3.539       08/31/15       8,490,925  
  343    
NRG Energy, Inc. Extended Term Loan B
     3.539       08/31/15       342,596  
  2    
NRG Energy, Inc. Synthetic Letter of Credit
     1.789       02/01/13       1,953  
  1,649    
NRG Energy, Inc. Term Loan
     1.780       02/01/13       1,617,684  
  3,784    
Primary Energy Operations, LLC New Term Loan
     6.500       10/23/14       3,714,500  
  7,050    
Texas Competitive Electric Holdings Co., LLC Delayed Draw Term Loan
     3.760       10/10/14       5,485,061  
  2,614    
Texas Competitive Electric Holdings Co., LLC Term Loan B1
     3.760       10/10/14       2,041,178  
  7,559    
Texas Competitive Electric Holdings Co., LLC Term Loan B2
     3.920       10/10/14       5,903,290  
  7,368    
Texas Competitive Electric Holdings Co., LLC Term Loan B3
     3.760       10/10/14       5,744,428  
  4,700    
TPF Generation Holdings, LLC Second Lien Term Loan C
     4.539       12/15/14       4,329,875  
  1,028    
TPF Generation Holdings, LLC Synthetic Letter of Credit
     2.289       12/13/13       988,849  
See accompanying notes which are an integral part of this schedule.

 

Table of Contents

Invesco Van Kampen Senior Income Trust
Schedule of Investments § October 31, 2010 (Unaudited) continued
                                 
Principal                          
Amount                 Stated        
(000)     Borrower   Coupon     Maturity*     Value  
 
       
Utilities (continued)
                        
$ 322    
TPF Generation Holdings, LLC Synthetic Revolving Credit Agreement
     2.289 %     12/15/11     $ 309,984  
  2,503    
TPF Generation Holdings, LLC Term Loan B
     2.289       12/15/13       2,408,665  
       
 
                      
       
 
                     80,632,536  
       
 
                      
       
Total Variable Rate **Senior Loan Interests 143.7%
                     1,241,023,505  
       
 
                      
                                 
Par                        
Amount                        
(000)     Borrower   Coupon     Maturity     Value  
 
       
Notes 4.3%
                        
       
Air Transport 0.1%
                        
$ 1,110    
Continental Airlines, Inc. (g)
     6.750 %     09/15/15     $ 1,162,725  
       
 
                      
       
 
                        
       
Building & Development 0.3%
                        
  5,400    
Compression Polymers Corp. (h)
     7.501       07/01/12       2,686,500  
       
 
                      
       
 
                        
       
Chemicals & Plastics 0.5%
                        
  3,149    
Lyondell Chemical Co.
     11.000       05/01/18       3,531,248  
  1,131    
Wellman, Inc. (a)
     5.000       01/29/19       1,131,022  
       
 
                      
       
 
                     4,662,270  
       
 
                      
       
Containers & Glass Products 0.2%
                        
  1,900    
Berry Plastics Corp. (h)
     5.039       02/15/15       1,838,250  
       
 
                      
       
 
                        
       
Ecological Services & Equipment 0.1%
                        
  560    
Environmental Systems Products Holdings, Inc.
     18.000       03/31/15       560,083  
       
 
                      
       
 
                        
       
Forest Products 0.6%
                        
  5,063    
Builders FirstSource, Inc. (h)
     14.626       02/15/16       5,063,000  
       
 
                      
       
 
                        
       
Healthcare 0.8%
                        
  6,167    
Apria Healthcare Group, Inc. (g)
     11.250       11/01/14       6,860,417  
       
 
                      
See accompanying notes which are an integral part of this schedule.

 

Table of Contents

Invesco Van Kampen Senior Income Trust
Schedule of Investments § October 31, 2010 (Unaudited) continued
                                 
Par                        
Amount                        
(000)     Description   Coupon     Maturity     Value  
 
       
Home Furnishings 0.1%
                        
$ 677    
Targus Group International Inc. (a)
     10.000 %     12/15/15     $ 676,823  
       
 
                      
       
 
                        
       
Publishing 0.3%
                        
  1,928    
F&W Publications, Inc. (a)
     15.000       12/09/14       922,859  
  1,500    
Verso Paper Holding LLC (h)
     4.262       08/01/14       1,872,500  
       
 
                      
       
 
                     2,295,359  
       
 
                      
       
Telecommunications 0.5%
                        
  4,500    
Qwest Corp. (h)
     3.542       06/15/13       4,730,625  
       
 
                      
       
 
                        
       
Utility 0.8%
                        
  6,677    
Calpine Corp. (g)
     7.500       02/15/21       6,877,517  
       
 
                      
       
Total Notes 4.3%
                     37,413,569  
       
 
                      
         
Description   Value
 
Equities 2.3%
        
Affiliated Media, Inc. (46,746 common shares, Acquired dates 08/29/05 and 08/25/06, Cost $3,069,828) (k)
   $ 771,303  
Axia Acquisition Corp. (595 common Shares, Acquired date 04/21/10, Cost $2,673,763) (i)(j)(k)
     1,491,652  
Building Materials Holding Corp. (923,526 common shares, Acquired date 01/11/10, Cost $1,406,020) (i)(k)
     674,174  
Comdisco Holdings Co., Inc. (7 common shares, Acquired date 09/04/08, Cost $68) (i)(k)
     62  
Contech Construction Products, Inc. (373,586 common shares, Acquired date 10/29/10, Cost $0) (k)
     0  
CTM Media Holdings, Inc. (2,544 common shares, Acquired date 09/19/09, Cost $35,444) (k)
     6,358  
Cumulus Media, Inc. (Warrants for 7,614 common shares, Expiration date 06/29/19, Acquired date 01/14/10, Cost $0) (i)(k)
     14,390  
Cygnus Business Media, Inc. (5,882 common shares, Acquired date 09/29/09, Cost $1,251,821) (i)(j)(k)
     0  
Environmental Systems Products Holdings, Inc. (9,333 common shares, Acquired date 09/27/07, Cost $0) (i)(k)
     0  
See accompanying notes which are an integral part of this schedule.

 

Table of Contents

Invesco Van Kampen Senior Income Trust
Schedule of Investments § October 31, 2010 (Unaudited) continued
         
Description   Value  
 
Equities (continued)
        
Environmental Systems Products Holdings, Inc. (4,275 preferred shares, Acquired date 09/27/07,
Cost $106,875) (i)(k)
   $ 35,217  
Euramax International, Inc. (4,207 common shares, Acquired date 07/09/09, Cost $4,543,100) (i)(k)
     1,325,237  
F&W Publications, Inc. (15,519 common shares, Acquired dates 08/10/05 and 06/12/07, Cost $18,581) (k)
     9,699  
F&W Publications, Inc. (Warrants for 2,291 common shares, Acquired dates 08/10/05 and 06/12/07, Cost $1,783) (k)
     1,432  
Generation Brands, LLC (4,863 common shares, Acquired date 01/26/10, Cost $0) (i)(k)
     0  
IAP Worldwide Services, Inc. (Warrants for 17,576 common shares, Expiration date 06/11/15, Acquired 06/18/08, Cost $0) (i)(k)
     0  
IAP Worldwide Services, Inc. (Warrants for 39,841 common shares, Expiration date 06/12/15, Acquired 06/18/08, Cost $0) (i)(k)
     0  
IDT Corp. (7,632 common shares, Acquired date 01/30/04, Cost $0) (k)
     112,038  
Lake At Las Vegas Joint Venture, Class A (780 common shares, Acquired dates 07/06/07 and 01/02/08, Cost $7,937,680) (k)
     315,959  
Lake At Las Vegas Joint Venture, Class B (9 common shares, Acquired dates 07/06/07 and 01/02/08,
Cost $93,970) (k)
     3,749  
Lake At Las Vegas Joint Venture (Warrants for 39 common shares of Class C, 54 common shares of Class D, 60 common shares of Class E, 67 common shares of Class F, and 76 common shares of Class G, Expiration date 07/15/15, Acquired dates 07/06/07 and 01/02/08, Cost $0) (k)
     0  
Lyondell Chemical Co., Class A (405,043 common shares, Acquired date 06/02/10, Cost $10,731,813) (k)
     10,879,455  
Lyondell Chemical Co., Class B (18,849 common shares, Acquired date 06/02/10, Cost $310,397) (k)
     506,850  
Marietta Intermediate Holding Corp. (2,023,400 common shares, Acquired date 04/22/10, Cost $48,742) (i)(k)
     749,063  
Marietta Intermediate Holding Corp. (Warrants for 247,917 common shares, Acquired date 03/17/10, Cost $0) (i)(k)
     0  
MC Communications, LLC (333,084 common shares, Acquired date 07/02/09, Cost $0) (i)(k)
     0  
See accompanying notes which are an integral part of this schedule.

 

Table of Contents

Invesco Van Kampen Senior Income Trust
Schedule of Investments § October 31, 2010 (Unaudited) continued
         
Description   Value  
 
Equities (continued)
        
Mega Brands, Inc. (Canada) (553,671 common shares, Acquired date 03/31/10, Cost $1,627,958) (i)(k)
   $ 314,863  
Newhall Holding Co., LLC (343,321 common shares, Acquired date 08/24/09, Cost $3,096,884) (k)
     580,796  
SuperMedia, Inc. (2,333 common shares, Acquired date 01/07/10, Cost $179,917) (k)
     15,351  
Targus Group International, Inc. (27,462 common shares, Acquired date 12/16/09, Cost $0) (i)(k)
     71,401  
True Temper Sports, Inc. (121,429 common shares, Acquired date 12/17/09, Cost $4,287,500) (i)(k)
     425,062  
Vitruvian Exploration, LLC (40,110 common shares, Acquired date 10/19/09, Cost $1,717,401) (k)
     441,210  
WCI Communities, Inc. (6,756 common shares, Acquired date 09/23/09, Cost $759,755) (k)
     574,260  
Wellman, Inc. (1,048 common shares, Acquired dates 02/12/09 & 06/16/09, Cost $2,941,862) (k)
     161,570  
 
      
 
        
Total Equities 2.3%
     19,481,151  
 
      
 
        
Total Long-Term Investments 150.3%
 (Cost $1,441,442,257)
     1,297,918,225  
 
        
Time Deposit 1.7%
        
State Street Bank & Trust Co. ($14,407,267 par, 0.01% coupon, dated 10/29/10, to be sold on 11/01/10 at $14,407,279) (Cost $14,407,267)
     14,407,267  
 
      
 
        
Total Investments 152.0%
 (Cost $1,455,849,524)
     1,312,325,492  
 
        
Borrowings (25.9%)
     (224,000,000 )
 
        
Preferred Shares (23.2%)
     (200,000,000 )
 
        
Liabilities in Excess of Other Assets (2.9%)
     (24,775,773 )
 
      
 
        
Net Assets 100.0%
   $ 863,549,719  
 
      
Percentages are calculated as a percentage of net assets applicable to common shares.
See accompanying notes which are an integral part of this schedule.

 

Table of Contents

Invesco Van Kampen Senior Income Trust
Schedule of Investments § October 31, 2010 (Unaudited) continued
 
(a)   All or a portion of this security is payment-in-kind.
 
(b)   This borrower is currently in liquidation.
 
(c)   Defaulted security. Currently, the issuer is partially or fully in default with respect to interest payments. The aggregate value of these securities at October 31, 2010 was $29,712,671, which represented 3.44% of the Trust net assets applicable to common shares.
 
(d)   This borrower has filed for protection in federal bankruptcy court.
 
(e)   The borrower is in the process of restructuring or amending the terms of this loan.
 
(f)   All or a portion of this security is designated in connection with unfunded loan commitments.
 
(g)   144A-Private Placement security which is exempt from registration under Rule 144A of the Securities Act of 1933, as amended. This security may only be resold in transactions exempt from registration which are normally those transactions with qualified institutional buyers.
 
(h)   Interest or dividend rate is redetermined periodically. Rate shown is the rate in effect on October 31, 2010.
 
(i)   Restricted security. Securities were acquired through the restructuring of senior loans. These securities are restricted as they are not allowed to be deposited via the Depository Trust Company. If at a later point in time, the company wishes to register, the issuer will bear the costs associated with registration. The aggregate value of restricted securities represents 0.59% of the net assets of the Trust.
 
(j)   Affiliated company.
 
(k)   Non-income producing security.
 
*   Senior Loans in the Trust’s portfolio generally are subject to mandatory and/or optional payment. Because of these mandatory prepayment conditions and because there may be significant economic incentives for a Borrower to prepay, prepayments of Senior Loans in the Trust’s portfolio may occur. As a result, the actual remaining maturity of Senior Loans held in the Trust’s portfolio may be substantially less than the stated maturities shown.
 
**   Senior Loans in which the Trust invests generally pay interest at rates which are periodically redetermined by reference to a base the lending rate plus a premium. These base lending rates are generally (1) the lending rate offered by one or more major European banks, such as the London inter-Bank Offered Rate (“LIBOR”), (2) the prime rate offered by one or more major United States banks, or (3) the certificate of deposit rate. Senior Loans are generally considered to be restricted in that the Trust ordinarily is contractually obligated to receive approval from the Agent Bank and/or Borrower prior to the disposition of a Senior Loan. The stated coupon rates reflect the weighted average rate of the outstanding contracts for each loan as of October 31, 2010.
See accompanying notes which are an integral part of this schedule.

 

Table of Contents

Invesco Van Kampen Senior Income Trust
Schedule of Investments § October 31, 2010 (Unaudited)
Swap agreements outstanding as of October 31, 2010:
Credit Default Swaps
                                                                         
                    Pay/                                             Credit  
                    Receive             Implied     Notional                     Rating of  
    Reference     Buy/Sell     Fixed     Expiration     Credit     Amount     Upfront             Reference  
Counterparty   Entity     Protection     Rate     Date     Spread(a)     (000)     Payments     Value     Entity(b)  
Goldman Sachs International
   Calpine Corp.   Sell     5.000 %     03/20/11       2.14 %   $ 2,000     $ (65,000 )   $ 33,872       B  
 
                                                                        
Goldman Sachs International
   Texas Competitive                                                                
 
   Electric Holdings                                                                
 
   Co. LLC   Sell     5.000       03/20/12       6.39       5,000       (112,500 )     60,358 )     B-  
                                                     
Total Credit Default Swaps
                                           $ 7,000     $ (177,500 )   $ (26,486 )        
                                                     
 
(a)   Implied credit spreads represents the current level at which protection could be bought or sold given the terms of the existing credit default swap contract and serve as an indicator of the current status of the payment/performance risk of the credit default swap contract. An implied credit spread that has widened or increased since entry into the initial contract may indicate a deteriorating credit profile and increased risk of default for the reference entity. A declining or narrowing spread may indicate an improving credit profile or decreased risk of default for the reference entity. Alternatively, credit spreads may increase or decrease reflecting the general tolerance for risk in the credit markets generally.
 
(b)   Credit rating as issued by Standard and Poor’s (Unaudited).
Security Valuations — Senior secured floating rate loans and senior secured floating rate debt securities are fair valued using an evaluated quote provided by an independent pricing service. Evaluated quotes provided by the pricing service may reflect appropriate factors such as ratings, tranche type, industry, company performance, spread, individual trading characteristics, institution-size trading in similar groups of securities and other market data.
          Securities, including restricted securities, are valued according to the following policy. A security listed or traded on an exchange (except convertible bonds) is valued at its last sales price as of the close of the customary trading session on the exchange where the security is principally traded, or lacking any sales on a particular day, the security may be valued at the closing bid price on that day. Securities traded in the over-the-counter market (but not securities reported on the NASDAQ Stock Exchange) are valued based on the prices furnished by independent pricing services, in which case the securities may be considered fair valued, or by market makers. Each security reported on the NASDAQ Stock Exchange is valued at the NASDAQ Official Closing Price (“NOCP”) as of the close of the customary trading session on the valuation date or absent a NOCP, at the closing bid price.
          Futures contracts are valued at the final settlement price set by an exchange on which they are principally traded. Listed options are valued at the mean between the last bid and the ask prices from the exchange on which they are principally traded. Options not listed on an exchange are valued by an independent source at the mean between the last bid and ask prices. For purposes of determining net asset value per share, futures and option contracts generally are valued 15 minutes after the close of the customary trading session of the New York Stock Exchange (“NYSE”).
          Investments in open-end and closed-end registered investment companies that do not trade on an exchange are valued at the end of day net asset value per share. Investments in open-end and closed-end registered investment companies that trade on an exchange are valued at the last sales price or official closing price as of the close of the customary trading session on the exchange where the security is principally traded.
               Swap agreements are fair valued using an evaluated quote provided by an independent pricing service. Evaluated quotes provided by the pricing service are valued based on a model which may include end of day net present values, spreads, ratings, industry, and company performance.

 

Table of Contents

Invesco Van Kampen Senior Income Trust
Schedule of Investments § October 31, 2010 (Unaudited) continued
     Debt obligations (including convertible bonds) and unlisted equities are fair valued using an evaluated quote provided by an independent pricing service. Evaluated quotes provided by the pricing service may be determined without exclusive reliance on quoted prices, and may reflect appropriate factors such as institution-size trading in similar groups of securities, developments related to specific securities, dividend rate, yield, quality, type of issue, coupon rate, maturity, individual trading characteristics and other market data. Short-term obligations, including commercial paper, having 60 days or less to maturity are recorded at amortized cost which approximates value. Debt securities are subject to interest rate and credit risks. In addition, all debt securities involve some risk of default with respect to interest and/or principal payments.
          Foreign securities (including foreign exchange contracts) are converted into U.S. dollar amounts using the applicable exchange rates as of the close of the NYSE. If market quotations are available and reliable for foreign exchange traded equity securities, the securities will be valued at the market quotations. Because trading hours for certain foreign securities end before the close of the NYSE, closing market quotations may become unreliable. If between the time trading ends on a particular security and the close of the customary trading session on the NYSE, events occur that are significant and make the closing price unreliable, the Fund may fair value the security. If the event is likely to have affected the closing price of the security, the security will be valued at fair value in good faith using procedures approved by the Board of Trustees. Adjustments to closing prices to reflect fair value may also be based on a screening process of an independent pricing service to indicate the degree of certainty, based on historical data, that the closing price in the principal market where a foreign security trades is not the current value as of the close of the NYSE. Foreign securities meeting the approved degree of certainty that the price is not reflective of current value will be priced at the indication of fair value from the independent pricing service. Multiple factors may be considered by the independent pricing service in determining adjustments to reflect fair value and may include information relating to sector indices, American Depositary Receipts and domestic and foreign index futures. Foreign securities may have additional risks including exchange rate changes, potential for sharply devalued currencies and high inflation, political and economical upheaval, the relative lack of issuer information, relatively low market liquidity and the potential lack of strict financial and accounting controls and standards.
          Securities for which market prices are not provided by any of the above methods may be valued based upon quotes furnished by independent sources. The last bid price may be used to value equity securities. The mean between the last bid and asked prices is used to value debt obligations, including Corporate Loans.
     Securities for which market quotations are not readily available or are unreliable are valued at fair value as determined in good faith by or under the supervision of the Trust’s officers following procedures approved by the Board of Trustees. Issuer specific events, market trends, bid/ask quotes of brokers and information providers and other market data may be reviewed in the course of making a good faith determination of a security’s fair value.
          Valuations change in response to many factors including the historical and prospective earnings of the issuer, the value of the issuer’s assets, general economic conditions, interest rates, investor perceptions and market liquidity. Because of the inherent uncertainties of valuation, the values reflected in the financial statements may materially differ from the value received upon actual sale of those investments.
Fair Value Measurements — Generally Accepted Accounting Principles (GAAP) defines fair value as the price that the Trust would receive to sell an investment or pay to transfer a liability in an orderly transaction with an independent buyer in the principal market, or in the absence of a principal market the most advantageous market for the investment or liability. GAAP establishes a three-tier hierarchy to distinguish between (1) inputs that reflect the assumptions market participants would use in pricing an asset or liability developed based on market data obtained from sources independent of the reporting entity (observable inputs) and (2) inputs that reflect the reporting entity’s own assumptions about the assumptions market participants would use in pricing an asset or liability developed based on the best information available in the circumstances (unobservable inputs) and to establish classification of fair value measurements for disclosure purposes. Various inputs are used in determining the value of the Trust’s investments. The inputs are summarized in the three broad levels listed below.
Level 1 —   Prices are based on quoted prices in active markets for identical investments
Level 2 —   Prices are based on other significant observable inputs which may include quoted prices for similar investments, interest rates, prepayment speeds, credit risk, etc.
Level 3 —   Prices are based on significant unobservable inputs including the Trust’s own assumptions in determining the fair value of investments. Factors considered in making this determination may include, but are not limited to, information obtained by contacting the issuer, analysts, or the appropriate stock exchange (for exchange-traded securities), analysis of the issuer’s financial statements or other available documents and, if necessary, available information concerning other securities in similar circumstances.
          The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

 

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Invesco Van Kampen Senior Income Trust
Schedule of Investments § October 31, 2010 (Unaudited) continued
          The following is a summary of the inputs used as of October 31, 2010 in valuing the Trust’s investments carried at value.
                                 
    Level 1   Level 2   Level 3    
                    Significant    
            Other Significant   Unobservable    
Investments   Quoted Prices   Observable Inputs   Inputs   Total
Investments in an Asset Position
                                
Variable Rate Senior Loan Interests
   $ —     $ 1,240,771,386     $ 252,119     $ 1,241,023,505  
Notes
     —       35,605,724       1,807,845       37,413,569  
Equities
     17,739,958       —       1,741,193       19,481,151  
Time Deposits
     —       14,407,267       —       14,407,267  
Credit Default Swaps
     —       33,872       —       33,872  
Unfunded Commitments
     —       77,923       —       77,923  
     
Total Investments in an Asset Position
   $ 17,739,958     $ 1,290,896,172     $ 3,801,157     $ 1,312,437,287  
     
 
                                
Investments in a Liability Position
                                
Credit Default Swaps
   $ —     $ (60,358 )   $ —     $ (60,358 )
Unfunded Commitments
     —       (4,157,724 )     —       (4,157,724 )
     
Total Investments in a Liability Position
   $ —     $ (4,218,082 )   $ —     $ (4,218,082 )
     
Investment Securities — Cost of investments on a tax basis includes the adjustments for financial reporting purposes as of the most recently completed Federal income tax reporting period-end.
Unrealized Appreciation (Depreciation) of Investment Securities on a Tax Basis
         
Aggregate unrealized appreciation of investment securities
   $ 33,442,623  
 
Aggregate unrealized (depreciation) of investment securities
     (185,111,412 )
 
Net unrealized appreciation (depreciation) of investment securities
   $ (151,668,789 )
 
Cost of investments for tax purposes is $1,463,994,281.
        

 

Item 2. Controls and Procedures.
  (a)   As of December 14, 2010, an evaluation was performed under the supervision and with the participation of the officers of the Registrant, including the Principal Executive Officer (“PEO”) and Principal Financial Officer (“PFO”), to assess the effectiveness of the Registrant’s disclosure controls and procedures, as that term is defined in Rule 30a-3(c) under the Investment Company Act of 1940 (“Act”), as amended. Based on that evaluation, the Registrant’s officers, including the PEO and PFO, concluded that, as of December 14, 2010, the Registrant’s disclosure controls and procedures were reasonably designed so as to ensure: (1) that information required to be disclosed by the Registrant on Form N-Q is recorded, processed, summarized and reported within the time periods specified by the rules and forms of the Securities and Exchange Commission; and (2) that material information relating to the Registrant is made known to the PEO and PFO as appropriate to allow timely decisions regarding required disclosure.
 
  (b)   There have been no changes in the Registrant’s internal control over financial reporting (as defined in Rule 30a-3(d) under the Act) that occurred during the Registrant’s last fiscal quarter that have materially affected, or are reasonably likely to materially affect, the Registrant’s internal control over financial reporting.
Item 3. Exhibits.
     Certifications of PEO and PFO as required by Rule 30a-2(a) under the Investment Company Act of 1940.

 

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SIGNATURES
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the Registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
Registrant: Invesco Van Kampen Senior Income Trust
         
By:
  /s/ Colin Meadows    
 
       
 
  Colin Meadows    
 
  Principal Executive Officer    
 
        
Date:
  December 30, 2010    
Pursuant to the requirements of the Securities and Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the Registrant and in the capacities and on the dates indicated.
         
By:
  /s/ Colin Meadows    
 
       
 
  Colin Meadows    
 
  Principal Executive Officer    
 
        
Date:
  December 30, 2010    
 
        
By:
  /s/ Sheri Morris    
 
       
 
  Sheri Morris    
 
  Principal Financial Officer    
 
        
Date:
  December 30, 2010    

 

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EXHIBIT INDEX
Certifications of Principal Executive Officer (“PEO”) and Principal Financial Officer (“PFO”) as required by Rule 30a-2(a) under the Investment Company Act of 1940, as amended.