0001752724-21-232238.txt : 20211101 0001752724-21-232238.hdr.sgml : 20211101 20211101134710 ACCESSION NUMBER: 0001752724-21-232238 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20210831 FILED AS OF DATE: 20211101 PERIOD START: 20220228 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: 211366438 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. 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USD XXXX N N N FREMF Mortgage Trust N/A FREMF Mortgage Trust, Series 2017-KF41, Class B 30306KAC7 981251.92000000 PA USD 975669.58000000 1.128516131564 Long ABS-APCP USGSE US N 2 2024-11-25 Floating 2.59050000 N N N N N N Two Harbors Investment Corp. 549300ZUIBT6KH4HU823 Two Harbors Investment Corp., Series C, Pfd. 90187B507 96000.00000000 NS USD 2442240.00000000 2.824836700506 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 3240256.20000000 3.747868609475 Long ABS-APCP USGSE US N 2 2049-08-25 Variable 4.05007900 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 3400760.42000000 3.933517117092 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 2532320.00000000 2.929028462979 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 479265.80000000 0.554346674011 Long ABS-MBS CORP US N 2 2045-07-15 Variable 4.23532600 N N N N N N N/A N/A 3 Month USD LIBOR Interest Rate Swap N/A 1.00000000 NC USD -218448.12000000 -0.25266978942 N/A DIR N/A N 2 CME Group Inc LCZ7XYGSLJUHFXXNXD88 Y 2024-11-29 0.00000000 USD 0.00000000 USD 3000000.00000000 USD -218448.12000000 N N N Commercial Mortgage Trust N/A Commercial Mortgage Trust, Series 2014-UBS5, Class D 12592KAG9 4500000.00000000 PA USD 3741158.25000000 4.327241027501 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 580539.26000000 0.671485442762 Long ABS-MBS CORP US N 2 2047-08-10 Variable 1.11886800 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 3281223.40000000 3.795253653564 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 2601000.00000000 3.008467741916 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 2416896.87000000 2.795523363680 Long ABS-MBS CORP US N 2 2034-08-15 Floating 4.34600000 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 3984413.20000000 4.608603838011 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 3112006.80000000 3.599527900970 Long ABS-MBS CORP US N 2 2047-08-10 Variable 4.80636800 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 3034734.60000000 3.510150384228 Long ABS-MBS CORP US N 2 2047-07-10 Variable 4.63323200 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 3542098.00000000 4.096996375127 Long ABS-MBS CORP US N 2 2047-09-15 Variable 4.13281200 N N N N N N GS Mortgage Securities Corp. 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II, Series 2015-GC30, Class C 36250GAW5 3398000.00000000 PA USD 3615051.33000000 4.181378435862 Long ABS-MBS CORP US N 2 2050-05-10 Variable 4.20865800 N N N N N N Hilton USA Trust N/A Hilton USA Trust, Series 2016-SFP, Class F 43289VAS2 3000000.00000000 PA USD 3042754.50000000 3.519426666598 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 2701262.55000000 3.124437233418 Long ABS-MBS CORP US N 2 2047-09-15 Variable 4.70470100 N N N N N N Invesco Liquid Assets Portfolio 549300DC1W0JSX3QRC47 Invesco Liquid Assets Portfolio, Institutional Class 825252729 897025.55900000 NS USD 897384.37000000 1.037966908590 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 2627730.00000000 3.039385213174 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 4063655.20000000 4.700259739896 Long ABS-MBS CORP US N 2 2048-03-10 Variable 4.24365900 N N N N N N Freddie Mac Multifamily Structured Trust S6XOOCT0IEG5ABCC6L87 Freddie Mac Multifamily Structured Trust, Series 2017-K041, Class X1 3137BFEA5 92125869.00000000 PA USD 1376259.14000000 1.591861294582 Long ABS-APCP USGSE US N 2 2024-10-25 Variable 2.75613000 N N N N N N N/A N/A CDS: (CMBX.NA.8.BBB-) N/A 1.00000000 NC USD -1110352.74000000 -1.28429850074 N/A DCR N/A N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 MARKIT CMBX BBB- CDSI S8 CBX3B-8 Y The Fund makes or receives a payment if a defined credit event occurs with respect to the reference instrument 2057-10-17 0.0 USD 593044.09000000 USD 8400000.00000000 USD -517308.65000000 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 947511.40000000 1.095946744328 Long ABS-MBS CORP US N 2 2058-07-15 Variable 4.43516300 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 4892469.34000000 5.658914335911 Long ABS-MBS CORP US N 2 2048-01-15 Variable 4.01990400 N N N N N N DBJPM Mortgage Trust N/A DBJPM Mortgage Trust, Series 2017-C6, Class D 23312JAQ6 3500000.00000000 PA USD 3312743.00000000 3.831711054502 Long ABS-MBS CORP US N 2 2050-06-10 Variable 3.35984200 N N N N N N N/A N/A 3 Month USD LIBOR Interest Rate Swap N/A 1.00000000 NC USD -930006.50000000 -1.07569955979 N/A DIR N/A N 2 CME Group Inc LCZ7XYGSLJUHFXXNXD88 Y 2024-11-29 0.00000000 USD 0.00000000 USD 12600000.00000000 USD -930006.50000000 N N N COMM Mortgage Trust N/A COMM Mortgage Trust, Series 2015-CR23, Class C 12593ABE4 3060000.00000000 PA USD 3283137.04000000 3.797467080788 Long ABS-MBS CORP US N 2 2048-05-10 Variable 4.43300100 N N N N N N Commercial Mortgage Trust N/A Commercial Mortgage Trust, Series 2014-CR14, Class C 12630DBD5 1000000.00000000 PA USD 1050108.30000000 1.214616280687 Long ABS-MBS CORP US N 2 2047-02-10 Variable 4.75709700 N N N N N N 2021-09-30 Invesco High Income 2024 Target Term Fund Sheri Morris Sheri Morris President