0001752724-22-098368.txt : 20220429 0001752724-22-098368.hdr.sgml : 20220429 20220429161214 ACCESSION NUMBER: 0001752724-22-098368 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20220228 FILED AS OF DATE: 20220429 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: 22875491 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 2022-02-28 2022-02-28 N 110462923.12 27294911.20 83168011.92 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 1670481.63000000 USD N Invesco Treasury Portfolio 5493004B3TM8ZIDDDC39 825252406 3055702.83000000 NS USD 3055702.83000000 3.674132349032 Long STIV RF US N 1 N N N Commercial Mortgage Trust N/A 12630BAE8 3250000.00000000 PA USD 3195151.38000000 3.841803244104 Long ABS-MBS CORP US N 2 2046-11-10 Variable 4.88008100 N N N N N N CSAIL Commercial Mortgage Trust N/A 12595JBC7 4000000.00000000 PA USD 2533668.80000000 3.046446273643 Long ABS-MBS CORP US N 2 2050-11-15 Variable 3.35100000 N N N N N N Reverse Repurchase Agreement BFTESTLEI12345678910 N/A -27000000.00000000 PA USD -27000000.00000000 -32.4644047352 Short RA CORP US N 2 Reverse repurchase N 2.48000000 2022-08-16 231384316.1 USD 50660541.17 USD N N N Commercial Mortgage Trust N/A 12592GAG8 4000000.00000000 PA USD 3834526.40000000 4.610578408064 Long ABS-MBS CORP US N 2 2047-08-10 Variable 4.70262500 N N N N N N Citigroup Commercial Mortgage Trust N/A 17322AAM4 500000.00000000 PA USD 507113.85000000 0.609746269380 Long ABS-MBS CORP US N 2 2047-03-10 Variable 5.09054400 N N N N N N Invesco Government & Agency Portfolio 5493007T1J7WZ5QI1A47 825252885 2673739.81000000 NS USD 2673739.81000000 3.214865605506 Long STIV RF US N 1 N N N Morgan Stanley Bank of America Merrill Lynch Trust N/A 61765LAC4 1300000.00000000 PA USD 1200958.33000000 1.444014714641 Long ABS-MBS CORP US N 2 2048-05-15 Fixed 3.25700000 N N N N N N WFRBS Commercial Mortgage Trust 549300QGM7D5K3CV2643 96221TAQ0 3500000.00000000 PA USD 3435398.75000000 4.130673164707 Long ABS-MBS CORP US N 2 2047-03-15 Variable 4.58600000 N N N N N N Commercial Mortgage Trust N/A 12592PBL6 1287000.00000000 PA USD 1280906.44000000 1.540143151710 Long ABS-MBS CORP US N 2 2047-12-10 Variable 4.44066500 N N N N N N Commercial Mortgage Trust N/A 12592PAJ2 5000000.00000000 PA USD 4646215.00000000 5.586540898042 Long ABS-MBS CORP US N 2 2047-12-10 Variable 3.94066500 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust N/A 61690FAB9 4379676.00000000 PA USD 3681667.77000000 4.426783429116 Long ABS-MBS CORP US N 2 2048-04-15 Variable 4.21017700 N N N N N N Commercial Mortgage Trust N/A 12591TAF3 35283756.49000000 PA USD 613750.36000000 0.737964447906 Long ABS-MBS CORP US N 2 2047-04-10 Variable 1.06015000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17322AAJ1 37802747.56000000 PA USD 671509.11000000 0.807412723350 Long ABS-MBS CORP US N 2 2047-03-10 Variable 1.11816300 N N N N N N JPMBB Commercial Mortgage Securities Trust N/A 46641WBA4 2500000.00000000 PA USD 2553481.50000000 3.070268774076 Long ABS-MBS CORP US N 2 2047-04-15 Variable 4.39410000 N N N N N N Commercial Mortgage Trust N/A 12592GBJ1 3000000.00000000 PA USD 3019420.80000000 3.630507367308 Long ABS-MBS CORP US N 2 2047-08-10 Variable 4.70262500 N N N N N N FREMF Mortgage Trust N/A 35708WAU4 3000000.00000000 PA USD 3021771.60000000 3.633333934814 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 38741LAB3 3000000.00000000 PA USD 3009375.00000000 3.618428444453 Long DBT CORP US N 2 2022-12-01 Fixed 5.62500000 N N N Y N Granite Point Mortgage Trust Inc USD XXXX N N N FREMF Mortgage Trust N/A 30306KAC7 981251.92000000 PA USD 976530.82000000 1.174166362109 Long ABS-APCP USGSE US N 2 2024-11-25 Floating 2.60686000 N N N N N N Two Harbors Investment Corp. 549300ZUIBT6KH4HU823 90187B507 96000.00000000 NS USD 2232960.00000000 2.684878414729 Long EP CORP US N 1 N N N FREMF Mortgage Trust N/A 30295DAJ1 3000000.00000000 PA USD 3062939.40000000 3.682833494861 Long ABS-APCP USGSE US N 2 2049-08-25 Variable 3.91732100 N N N N N N Morgan Stanley Capital I Trust N/A 61766CAV1 3532000.00000000 PA USD 3204247.00000000 3.852739684438 Long ABS-MBS CORP US N 2 2049-03-15 Fixed 3.00000000 N N N N N N Two Harbors Investment Corp. 549300ZUIBT6KH4HU823 90187B309 98000.00000000 NS USD 2320640.00000000 2.790303563144 Long EP CORP US N 1 N N N JPMBB Commercial Mortgage Securities Trust N/A 46639NAX9 500000.00000000 PA USD 470435.45000000 0.565644698171 Long ABS-MBS CORP US N 2 2045-07-15 Variable 4.09173300 N N N N N N N/A N/A N/A 1.00000000 NC USD -88158.60000000 -0.10600061004 N/A DIR N/A N 2 CME Group Inc LCZ7XYGSLJUHFXXNXD88 Y 2024-11-29 0.00000000 USD 0.00000000 USD 3000000.00000000 USD -88158.60000000 N N N Commercial Mortgage Trust N/A 12592KAG9 4500000.00000000 PA USD 3900702.15000000 4.690147161088 Long ABS-MBS CORP US N 2 2047-09-10 Fixed 3.49500000 N N N N N N Commercial Mortgage Trust 5493004GWEVMOU8S3L34 12591QAC6 23411295.40000000 PA USD 480221.86000000 0.577411734287 Long ABS-MBS CORP US N 2 2047-08-10 Variable 0.96183700 N N N N N N Wells Fargo Commercial Mortgage Trust 5493007CD1Q2V06I4172 94989AAA3 3500000.00000000 PA USD 3278865.80000000 3.942460237181 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 649604881 100000.00000000 NS USD 2359000.00000000 2.836427065575 Long EP CORP US N 1 N N N Morgan Stanley Bank of America Merrill Lynch Trust N/A 61764PAN2 4000000.00000000 PA USD 3756206.00000000 4.516407105670 Long ABS-MBS CORP US N 2 2047-12-15 Fixed 3.25000000 N N N N N N Commercial Mortgage Trust 5493004GWEVMOU8S3L34 12591QAW2 3000000.00000000 PA USD 2981836.20000000 3.585316194486 Long ABS-MBS CORP US N 2 2047-08-10 Variable 4.64933700 N N N N N N Citigroup Commercial Mortgage Trust N/A 17322VAE6 3000000.00000000 PA USD 2925034.20000000 3.517018301235 Long ABS-MBS CORP US N 2 2047-07-10 Variable 4.48236100 N N N N N N JPMBB Commercial Mortgage Securities Trust N/A 46643AAG8 3500000.00000000 PA USD 3314740.10000000 3.985594970321 Long ABS-MBS CORP US N 2 2047-09-15 Variable 3.98560300 N N N N N N GS Mortgage Securities Trust 549300L45M7638EL0H21 36250GAW5 3398000.00000000 PA USD 3413164.93000000 4.103939545029 Long ABS-MBS CORP US N 2 2050-05-10 Variable 4.07249200 N N N N N N Hilton USA Trust N/A 43289VAS2 3000000.00000000 PA USD 2998119.30000000 3.604894755550 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 46642NAJ5 3500000.00000000 PA USD 2764729.10000000 3.324269795771 Long ABS-MBS CORP US N 2 2047-09-15 Variable 4.55098400 N N N N N N Invesco Liquid Assets Portfolio 549300DC1W0JSX3QRC47 825252729 1777870.89200000 NS USD 1777870.89000000 2.137685931112 Long STIV RF US N 1 N N N PennyMac Mortgage Investment Trust 549300BSSOQO1ZWDUJ97 70931T400 97000.00000000 NS USD 2485140.00000000 2.988095954957 Long EP CORP US N 1 N N N U.S. Treasury Bills 254900HROIFWPRGM1V77 912796Q36 235000.00000000 PA USD 234827.37000000 0.282352991948 Long DBT UST US N 2 2022-05-26 None 0.00000000 N N N N N N Commercial Mortgage Trust N/A 12592XAG1 4000000.00000000 PA USD 3853021.20000000 4.632816284831 Long ABS-MBS CORP US N 2 2048-03-10 Variable 4.10385300 N N N N N N Freddie Mac Multifamily Structured Pass-Through Ctfs. S6XOOCT0IEG5ABCC6L87 3137BFEA5 89197136.00000000 PA USD 1085868.09000000 1.305631894921 Long ABS-APCP USGSE US N 2 2024-10-25 Variable 2.75613000 N N N N N N N/A N/A N/A 1.00000000 NC USD -1203716.72000000 -1.44733136239 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 0.00000000 USD 496253.31000000 USD 8400000.00000000 USD -707463.41000000 N N N Wells Fargo Commercial Mortgage Trust N/A 94989MAM1 1000000.00000000 PA USD 904818.40000000 1.087940398130 Long ABS-MBS CORP US N 2 2058-07-15 Variable 4.28914400 N N N N N N JPMBB Commercial Mortgage Securities Trust N/A 46643TAL6 4954000.00000000 PA USD 4687765.10000000 5.636500130012 Long ABS-MBS CORP US N 2 2048-01-15 Variable 3.87692400 N N N N N N DBJPM Mortgage Trust N/A 23312JAQ6 3500000.00000000 PA USD 3088788.50000000 3.713914074285 Long ABS-MBS CORP US N 2 2050-06-10 Variable 3.21792300 N N N N N N N/A N/A N/A 1.00000000 NC USD -380690.23000000 -0.45773635946 N/A DIR N/A N 2 CME Group Inc LCZ7XYGSLJUHFXXNXD88 Y 2024-11-29 0.00000000 USD 0.00000000 USD 12600000.00000000 USD -380690.23000000 N N N Commercial Mortgage Trust N/A 12593ABE4 3060000.00000000 PA USD 3079287.18000000 3.702489826211 Long ABS-MBS CORP US N 2 2048-05-10 Variable 4.28593600 N N N N N N Commercial Mortgage Trust N/A 12630DBD5 1000000.00000000 PA USD 1008836.40000000 1.213010118566 Long ABS-MBS CORP US N 2 2047-02-10 Variable 4.60037300 N N N N N N 2022-03-30 Invesco High Income 2024 Target Term Fund Sheri Morris Sheri Morris President