0001752724-21-088387.txt : 20210429
0001752724-21-088387.hdr.sgml : 20210429
20210429114252
ACCESSION NUMBER: 0001752724-21-088387
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210228
FILED AS OF DATE: 20210429
PERIOD START: 20210228
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Invesco High Income 2024 Target Term Fund
CENTRAL INDEX KEY: 0001698508
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 0228
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-23251
FILM NUMBER: 21868444
BUSINESS ADDRESS:
STREET 1: 1555 PEACHTREE STREET, N.E.
CITY: ATLANTA
STATE: GA
ZIP: 30309
BUSINESS PHONE: 800-959-4246
MAIL ADDRESS:
STREET 1: 1555 PEACHTREE STREET, N.E.
CITY: ATLANTA
STATE: GA
ZIP: 30309
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001698508
XXXXXXXX
Invesco High Income 2024 Target Term Fund
811-23251
0001698508
549300DCNLIZ4BBX9K95
1555 Peachtree St.
N.E.
Atlanta
30309
800-959-4246
Invesco High Income 2024 Target Term Fund
549300DCNLIZ4BBX9K95
2021-02-28
2021-02-28
N
112199393.44
27303025.57
84896367.87
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
2883482.82000000
USD
N
Invesco Treasury Portfolio
5493004B3TM8ZIDDDC39
Invesco Treasury Portfolio, Institutional Class
825252406
2461569.35000000
NS
USD
2461569.35000000
2.899499014809
Long
STIV
RF
US
N
1
N
N
N
Commercial Mortgage Trust
N/A
Commercial Mortgage Trust, Series 2013-CR13, Class D
12630BAE8
3250000.00000000
PA
USD
3398679.70000000
4.003327568977
Long
ABS-MBS
CORP
US
N
2
2046-11-10
Variable
4.88496300
N
N
N
N
N
N
CSAIL Commercial Mortgage Trust
N/A
CSAIL Commercial Mortgage Trust, Series 2017-CX10, Class E
12595JBC7
4000000.00000000
PA
USD
2578965.20000000
3.037780372358
Long
ABS-MBS
CORP
US
N
2
2050-11-15
Variable
3.35100000
N
N
N
N
N
N
Reverse Repurchase Agreement
BFTESTLEI12345678910
Reverse Repurchase Agreement
N/A
-27000000.00000000
PA
USD
-27000000.00000000
-31.8034807347
Short
RA
CORP
US
N
2
Reverse repurchase
N
2.48000000
2022-08-16
244517666.22
USD
52090249.80
USD
N
N
N
Commercial Mortgage Trust
N/A
Commercial Mortgage Trust, Series 2014-CR19, Class D
12592GAG8
4000000.00000000
PA
USD
3881596.40000000
4.572158382492
Long
ABS-MBS
CORP
US
N
2
2047-08-10
Variable
4.70822800
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust, Series 2014-GC19, Class D
17322AAM4
500000.00000000
PA
USD
531599.40000000
0.626174491721
Long
ABS-MBS
CORP
US
N
2
2047-03-10
Variable
5.09218300
N
N
N
N
N
N
Invesco Government & Agency Portfolio
5493007T1J7WZ5QI1A47
Invesco Government & Agency Portfolio, Institutional Class
825252885
2153873.08000000
NS
USD
2153873.08000000
2.537061518695
Long
STIV
RF
US
N
1
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C24, Class D
61765LAC4
1300000.00000000
PA
USD
1251054.74000000
1.473625752653
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Fixed
3.25700000
N
N
N
N
N
N
WFRBS Commercial Mortgage Trust
549300QGM7D5K3CV2643
WFRBS Commercial Mortgage Trust, Series 2014-LC14, Class D
96221TAQ0
3500000.00000000
PA
USD
3614020.90000000
4.256979409924
Long
ABS-MBS
CORP
US
N
2
2047-03-15
Variable
4.58600000
N
N
N
N
N
N
Commercial Mortgage Trust
N/A
Commercial Mortgage Trust, Series 2014-UBS6, Class C
12592PBL6
1287000.00000000
PA
USD
1374620.50000000
1.619174688491
Long
ABS-MBS
CORP
US
N
2
2047-12-10
Variable
4.44558900
N
N
N
N
N
N
Commercial Mortgage Trust
N/A
Commercial Mortgage Trust, Series 2014-UBS6, Class D
12592PAJ2
5000000.00000000
PA
USD
4157697.00000000
4.897379127416
Long
ABS-MBS
CORP
US
N
2
2047-12-10
Variable
3.94558900
N
N
N
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C22, Class D
61690FAB9
4379676.00000000
PA
USD
3321364.52000000
3.912257500916
Long
ABS-MBS
CORP
US
N
2
2048-04-15
Variable
4.21475500
N
N
N
N
N
N
Commercial Mortgage Trust
N/A
Commercial Mortgage Trust, Series 2014-LC15, Class XA
12591TAF3
42541299.41000000
PA
USD
1121146.17000000
1.320605578458
Long
ABS-MBS
CORP
US
N
2
2047-04-10
Variable
1.08564100
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust, Series 2014-GC19, Class XA, IO
17322AAJ1
39666771.81000000
PA
USD
1132188.83000000
1.333612801590
Long
ABS-MBS
CORP
US
N
2
2047-03-10
Variable
1.13704800
N
N
N
N
N
N
U.S. Treasury Bills
254900HROIFWPRGM1V77
U.S. Treasury Bills
9127963S6
325000.00000000
PA
USD
324957.03000000
0.382769060859
Long
DBT
UST
US
N
2
2021-07-15
None
0.00000000
N
N
N
N
N
N
Commercial Mortgage Trust
N/A
Commercial Mortgage Trust, Series 2014-CR19, Class C
12592GBJ1
3000000.00000000
PA
USD
3187575.00000000
3.754665929738
Long
ABS-MBS
CORP
US
N
2
2047-08-10
Variable
4.70822800
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2017-K71, Class C
35708WAU4
3000000.00000000
PA
USD
3200876.40000000
3.770333737836
Long
ABS-APCP
USGSE
US
N
2
2050-11-25
Variable
3.88178000
N
N
N
N
N
N
Granite Point Mortgage Trust, Inc.
529900VX2HQZ76AYIE02
Granite Point Mortgage Trust, Inc., Conv.
38741LAB3
3000000.00000000
PA
USD
2891810.04000000
3.406282403539
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
5.62500000
N
N
N
Y
N
Granite Point Mortgage Trust Inc
Granite Point Mortgage Trust, Inc.
USD
XXXX
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2017-KF41, Class B
30306KAC7
1188442.17000000
PA
USD
1181642.02000000
1.391864045125
Long
ABS-APCP
USGSE
US
N
2
2024-11-25
Floating
2.61950000
N
N
N
N
N
N
Two Harbors Investment Corp.
549300ZUIBT6KH4HU823
Two Harbors Investment Corp., Series C, Pfd.
90187B507
96000.00000000
NS
USD
2275200.00000000
2.679973309911
Long
EP
CORP
US
N
1
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2016-K57, Class C
30295DAJ1
3000000.00000000
PA
USD
3221560.80000000
3.794698031054
Long
ABS-APCP
USGSE
US
N
2
2049-08-25
Variable
3.91866200
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust, Series 2016-UBS9, Class D
61766CAV1
3532000.00000000
PA
USD
3333529.86000000
3.926587136336
Long
ABS-MBS
CORP
US
N
2
2049-03-15
Fixed
3.00000000
N
N
N
N
N
N
Two Harbors Investment Corp.
549300ZUIBT6KH4HU823
Two Harbors Investment Corp., Series B, Pfd.
90187B309
98000.00000000
NS
USD
2432360.00000000
2.865093125921
Long
EP
CORP
US
N
1
N
N
N
JPMBB Commercial Mortgage Securities Trust
N/A
JPMBB Commercial Mortgage Securities Trust, Series 2013-C12, Class D
46639NAX9
500000.00000000
PA
USD
469559.35000000
0.553097101537
Long
ABS-MBS
CORP
US
N
2
2045-07-15
Variable
4.09916700
N
N
N
N
N
N
N/A
N/A
3 Month USD LIBOR Interest Rate Swap
N/A
1.00000000
NC
USD
-249395.55000000
-0.29376468776
N/A
DIR
N/A
N
2
CME Group Inc
LCZ7XYGSLJUHFXXNXD88
Y
2024-11-29
0.00000000
USD
0.00000000
USD
3000000.00000000
USD
-249395.55000000
N
N
N
Commercial Mortgage Trust
N/A
Commercial Mortgage Trust, Series 2014-UBS5, Class D
12592KAG9
4500000.00000000
PA
USD
3706529.40000000
4.365945791315
Long
ABS-MBS
CORP
US
N
2
2047-09-10
Fixed
3.49500000
N
N
N
N
N
N
Commercial Mortgage Trust
5493004GWEVMOU8S3L34
Commercial Mortgage Trust, Series 2014-UBS4, Class XD
12591QAC6
23411295.40000000
PA
USD
679388.77000000
0.800256579928
Long
ABS-MBS
CORP
US
N
2
2047-08-10
Variable
0.95656400
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
5493007CD1Q2V06I4172
Wells Fargo Commercial Mortgage Trust, Series 2014-LC18, Class D
94989AAA3
3500000.00000000
PA
USD
3169241.60000000
3.733070895156
Long
ABS-MBS
CORP
US
N
2
2047-12-15
Variable
3.95700000
N
N
N
N
N
N
New York Mortgage Trust, Inc.
549300JFGR0M7ULHWG48
New York Mortgage Trust, Inc., Series D, Pfd.
649604881
100000.00000000
NS
USD
2433000.00000000
2.865846986205
Long
EP
CORP
US
N
1
N
N
N
Motel 6 Trust
N/A
Motel 6 Trust, Series 2017-MTL6, Class F
61975FAQ2
2407343.57000000
PA
USD
2422286.43000000
2.853227400386
Long
ABS-MBS
CORP
US
N
2
2034-08-15
Floating
4.36200000
N
N
N
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2014-C19, Class D
61764PAN2
4000000.00000000
PA
USD
3930536.80000000
4.629805607253
Long
ABS-MBS
CORP
US
N
2
2047-12-15
Fixed
3.25000000
N
N
N
N
N
N
Commercial Mortgage Trust
5493004GWEVMOU8S3L34
Commercial Mortgage Trust, Series 2014-UBS4, Class C
12591QAW2
3000000.00000000
PA
USD
3122894.40000000
3.678478218034
Long
ABS-MBS
CORP
US
N
2
2047-08-10
Variable
4.64406400
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust, Series 2014-GC23, Class D
17322VAE6
3000000.00000000
PA
USD
2794974.00000000
3.292218583814
Long
ABS-MBS
CORP
US
N
2
2047-07-10
Variable
4.48466000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust
N/A
JPMBB Commercial Mortgage Securities Trust, Series 2014-C23, Class D
46643AAG8
3500000.00000000
PA
USD
3524145.45000000
4.151114515754
Long
ABS-MBS
CORP
US
N
2
2047-09-15
Variable
3.97161000
N
N
N
N
N
N
GS Mortgage Securities Corp. II
549300L45M7638EL0H21
GS Mortgage Securities Corp. II, Series 2015-GC30, Class C
36250GAW5
3398000.00000000
PA
USD
3555131.68000000
4.187613403489
Long
ABS-MBS
CORP
US
N
2
2050-05-10
Variable
4.07329400
N
N
N
N
N
N
Hilton USA Trust
N/A
Hilton USA Trust, Series 2016-SFP, Class F
43289VAS2
3000000.00000000
PA
USD
3037587.00000000
3.577994060536
Long
ABS-MBS
CORP
US
N
2
2035-11-05
Fixed
6.15522300
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust
N/A
JPMBB Commercial Mortgage Securities Trust, Series 2014-C22, Class D
46642NAJ5
3500000.00000000
PA
USD
2566688.95000000
3.023320095307
Long
ABS-MBS
CORP
US
N
2
2047-09-15
Variable
4.55341700
N
N
N
N
N
N
Invesco Liquid Assets Portfolio
549300DC1W0JSX3QRC47
Invesco Liquid Assets Portfolio, Institutional Class
825252729
1423643.64900000
NS
USD
1424213.11000000
1.677590155777
Long
STIV
RF
US
N
1
N
N
N
PennyMac Mortgage Investment Trust
549300BSSOQO1ZWDUJ97
PennyMac Mortgage Investment Trust, Series B, Pfd.
70931T400
97000.00000000
NS
USD
2425000.00000000
2.856423732654
Long
EP
CORP
US
N
1
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust, Series 2015-CR22, Class D
12592XAG1
4000000.00000000
PA
USD
4040575.20000000
4.759420575197
Long
ABS-MBS
CORP
US
N
2
2048-03-10
Variable
4.10589600
N
N
N
N
N
N
Freddie Mac Multifamily Structured Trust
N/A
Freddie Mac Multifamily Structured Trust, Series 2017-K041, Class X1
3137BFEA5
93208919.00000000
PA
USD
1675066.80000000
1.973072396412
Long
ABS-APCP
USGSE
US
N
2
2024-10-25
Variable
0.67889000
N
N
N
N
N
N
N/A
N/A
CDS: (CMBX.NA.8.BBB-)
N/A
1.00000000
NC
USD
-1315466.29000000
-1.54949654856
N/A
DCR
N/A
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
MARKIT CMBX BBB- CDSI S8
CBX3B-8
N/A
Y
The Fund makes or receives a payment if a defined credit event occurs with respect to the reference instrument
2057-10-17
-691439.14000000
USD
0.00000000
USD
8400000.00000000
USD
-624027.15000000
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust, Series 2015-NXS2, Class D
94989MAM1
1000000.00000000
PA
USD
934041.80000000
1.100214088581
Long
ABS-MBS
CORP
US
N
2
2058-07-15
Variable
4.29313400
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust
N/A
JPMBB Commercial Mortgage Securities Trust, Series 2014-C26, Class D
46643TAL6
4954000.00000000
PA
USD
4889925.46000000
5.759875931898
Long
ABS-MBS
CORP
US
N
2
2048-01-15
Variable
3.87959300
N
N
N
N
N
N
DBJPM Mortgage Trust
N/A
DBJPM Mortgage Trust, Series 2017-C6, Class D
23312JAQ6
3500000.00000000
PA
USD
3208406.60000000
3.779203610822
Long
ABS-MBS
CORP
US
N
2
2050-06-10
Variable
3.22710000
N
N
N
N
N
N
N/A
N/A
3 Month USD LIBOR Interest Rate Swap
N/A
1.00000000
NC
USD
-1061951.31000000
-1.25087955662
N/A
DIR
N/A
N
2
CME Group Inc
LCZ7XYGSLJUHFXXNXD88
Y
2024-11-29
0.00000000
USD
0.00000000
USD
12600000.00000000
USD
-1061951.31000000
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust, Series 2015-CR23, Class C
12593ABE4
3060000.00000000
PA
USD
3295436.40000000
3.881716594809
Long
ABS-MBS
CORP
US
N
2
2048-05-10
Variable
4.29098900
N
N
N
N
N
N
Commercial Mortgage Trust
N/A
Commercial Mortgage Trust, Series 2014-CR14, Class C
12630DBD5
1000000.00000000
PA
USD
1043261.60000000
1.228864822105
Long
ABS-MBS
CORP
US
N
2
2047-02-10
Variable
4.61887800
N
N
N
N
N
N
2021-03-30
Invesco High Income 2024 Target Term Fund
Sheri Morris
Sheri Morris
President