0001752724-22-243739.txt : 20221031 0001752724-22-243739.hdr.sgml : 20221031 20221031164335 ACCESSION NUMBER: 0001752724-22-243739 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20220831 FILED AS OF DATE: 20221031 DATE AS OF CHANGE: 20221031 PERIOD START: 20230228 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: 221346633 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 2023-02-28 2022-08-31 N 104912171.12 27302527.78 77609643.34 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 1526353.01000000 USD N Bloomberg Barclays U.S. CMBS Index 100% BB-US CMBS Invesco Treasury Portfolio 5493004B3TM8ZIDDDC39 825252406 2150900.75000000 NS USD 2150900.75000000 2.771434911222 Long STIV RF US N 1 N N N Commercial Mortgage Trust N/A 12630BAE8 3250000.00000000 PA USD 3009488.95000000 3.877725525442 Long ABS-MBS CORP US N 2 2046-11-10 Variable 5.04040300 N N N N N N CSAIL Commercial Mortgage Trust N/A 12595JBC7 4000000.00000000 PA USD 2250982.00000000 2.900389569036 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 -34.7894911483 Short RA CORP US N 2 Reverse repurchase N 2.48000000 2023-12-31 227123701.208763 USD 47237024.3070488 USD N N N Commercial Mortgage Trust N/A 12592GAG8 4000000.00000000 PA USD 3696920.80000000 4.763481238799 Long ABS-MBS CORP US N 2 2047-08-10 Variable 4.85400000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17322AAM4 500000.00000000 PA USD 488514.00000000 0.629450128845 Long ABS-MBS CORP US N 2 2047-03-10 Variable 5.25772100 N N N N N N Invesco Government & Agency Portfolio 5493007T1J7WZ5QI1A47 825252885 1882038.07000000 NS USD 1882038.07000000 2.425005436186 Long STIV RF US N 1 N N N Morgan Stanley Bank of America Merrill Lynch Trust N/A 61765LAC4 1300000.00000000 PA USD 1117607.53000000 1.440036936007 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 3296671.35000000 4.247759953692 Long ABS-MBS CORP US N 2 2047-03-15 Variable 4.58600000 N N N N N N U.S. Treasury Bills 254900HROIFWPRGM1V77 912796U49 34000.00000000 PA USD 33988.02000000 0.043793552627 Long DBT UST US N 2 2022-09-15 None 0.00000000 N N N N N N Commercial Mortgage Trust N/A 12592PBL6 1287000.00000000 PA USD 1230573.16000000 1.585593113228 Long ABS-MBS CORP US N 2 2047-12-10 Variable 4.58765000 N N N N N N Commercial Mortgage Trust N/A 12592PAJ2 5000000.00000000 PA USD 4384734.50000000 5.649728965756 Long ABS-MBS CORP US N 2 2047-12-10 Variable 4.08765000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust N/A 61690FAB9 4379676.00000000 PA USD 3570373.63000000 4.600425251741 Long ABS-MBS CORP US N 2 2048-04-15 Variable 4.34723600 N N N N N N Commercial Mortgage Trust N/A 12591TAF3 34637486.31000000 PA USD 405005.74000000 0.521849763212 Long ABS-MBS CORP US N 2 2047-04-10 Variable 1.21964600 N N N N N N Citigroup Commercial Mortgage Trust N/A 17322AAJ1 36283795.84000000 PA USD 422020.46000000 0.543773224354 Long ABS-MBS CORP US N 2 2047-03-10 Variable 1.27189200 N N N N N N JPMBB Commercial Mortgage Securities Trust N/A 46641WBA4 2500000.00000000 PA USD 2441499.50000000 3.145871305327 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 2897977.80000000 3.734043445225 Long ABS-MBS CORP US N 2 2047-08-10 Variable 4.85400000 N N N N N N FREMF Mortgage Trust N/A 35708WAU4 3000000.00000000 PA USD 2780943.00000000 3.583244143794 Long ABS-MBS CORP 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 2990660.19000000 3.853464674355 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 972292.55000000 PA USD 966369.05000000 1.245166204110 Long ABS-MBS CORP US N 2 2024-11-25 Floating 4.86229000 N N N N N N Two Harbors Investment Corp. 549300ZUIBT6KH4HU823 90187B507 96000.00000000 NS USD 2030400.00000000 2.616169734352 Long EP CORP US N 1 N N N BX Commercial Mortgage Trust N/A 05609VAL9 2750000.00000000 PA USD 2634333.63000000 3.394338018613 Long ABS-MBS CORP US N 2 2036-09-15 Floating 4.04101000 N N N N N N FREMF Mortgage Trust N/A 30295DAJ1 3000000.00000000 PA USD 2847716.70000000 3.669282034352 Long ABS-MBS CORP US N 2 2049-08-25 Variable 4.05176100 N N N N N N Morgan Stanley Capital I Trust N/A 61766CAV1 3532000.00000000 PA USD 2932227.55000000 3.778174236871 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 2104060.00000000 2.711080620203 Long EP CORP US N 1 N N N JPMBB Commercial Mortgage Securities Trust N/A 46639NAX9 500000.00000000 PA USD 465945.70000000 0.600370881694 Long ABS-MBS CORP US N 2 2045-07-15 Variable 4.23149900 N N N N N N N/A N/A N/A 1.00000000 NC USD 59502.48000000 0.076668925972 N/A DIR N/A N 2 CME Group Inc LCZ7XYGSLJUHFXXNXD88 Y 2024-11-29 0.00000000 USD 0.00000000 USD 3000000.00000000 USD 59502.48000000 N N N U.S. Treasury Bills 254900HROIFWPRGM1V77 912796W62 253000.00000000 PA USD 251552.45000000 0.324125249355 Long DBT UST US N 2 2022-11-17 None 0.00000000 N N N N N N Commercial Mortgage Trust N/A 12592KAG9 4500000.00000000 PA USD 3693632.85000000 4.759244716302 Long ABS-MBS CORP US N 2 2047-09-10 Fixed 3.49500000 N N N N N N Commercial Mortgage Trust 5493004GWEVMOU8S3L34 12591QAC6 22741889.04000000 PA USD 351621.44000000 0.453064110164 Long ABS-MBS CORP US N 2 2047-08-10 Variable 1.11850200 N N N N N N Wells Fargo Commercial Mortgage Trust 5493007CD1Q2V06I4172 94989AAA3 3500000.00000000 PA USD 3099222.35000000 3.993346981924 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 2110000.00000000 2.718734308256 Long EP CORP US N 1 N N N Morgan Stanley Bank of America Merrill Lynch Trust N/A 61764PAN2 4000000.00000000 PA USD 3504332.00000000 4.515330633137 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 2837794.80000000 3.656497669455 Long ABS-MBS CORP US N 2 2047-08-10 Variable 4.80600200 N N N N N N Citigroup Commercial Mortgage Trust N/A 17322VAE6 3000000.00000000 PA USD 2777807.70000000 3.579204310771 Long ABS-MBS CORP US N 2 2047-07-10 Variable 4.63077600 N N N N N N JPMBB Commercial Mortgage Securities Trust N/A 46643AAG8 3500000.00000000 PA USD 3156631.10000000 4.067318137478 Long ABS-MBS CORP US N 2 2047-09-15 Variable 4.13223100 N N N N N N GS Mortgage Securities Trust 549300L45M7638EL0H21 36250GAW5 3398000.00000000 PA USD 3189442.65000000 4.109595808896 Long ABS-MBS CORP US N 2 2050-05-10 Variable 4.20481300 N N N N N N Hilton USA Trust N/A 43289VAS2 3000000.00000000 PA USD 2874205.20000000 3.703412457918 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 2591054.20000000 3.338572487247 Long ABS-MBS CORP US N 2 2047-09-15 Variable 4.70160700 N N N N N N Invesco Liquid Assets Portfolio 549300DC1W0JSX3QRC47 825252729 1344056.96000000 NS USD 1344325.77000000 1.732163313920 Long STIV RF US N 1 N N N Pennymac Mortgage Investment Trust 549300BSSOQO1ZWDUJ97 70931T400 97000.00000000 NS USD 2343520.00000000 3.019624751699 Long EP CORP US N 1 N N N Commercial Mortgage Trust N/A 12592XAG1 4000000.00000000 PA USD 3592818.00000000 4.629344815128 Long ABS-MBS CORP US N 2 2048-03-10 Variable 4.20736100 N N N N N N Freddie Mac Multifamily Structured Pass-Through Ctfs. S6XOOCT0IEG5ABCC6L87 3137BFEA5 87101743.00000000 PA USD 787887.53000000 1.015192824103 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 -1328028.83000000 -1.71116471207 N/A DCR N/A N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Markit CMBX North America BBB - Index Series 8 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 397858.26000000 USD 8400000.00000000 USD -930170.57000000 N N N Wells Fargo Commercial Mortgage Trust N/A 94989MAM1 1000000.00000000 PA USD 870329.30000000 1.121419017720 Long ABS-MBS CORP US N 2 2058-07-15 Variable 4.42496600 N N N N N N JPMBB Commercial Mortgage Securities Trust N/A 46643TAL6 4954000.00000000 PA USD 4402240.82000000 5.672285853336 Long ABS-MBS CORP US N 2 2048-01-15 Variable 4.02010200 N N N N N N DBJPM Mortgage Trust N/A 23312JAQ6 3500000.00000000 PA USD 2778533.45000000 3.580139439408 Long ABS-MBS CORP US N 2 2050-06-10 Variable 3.32449100 N N N N N N N/A N/A N/A 1.00000000 NC USD 241626.92000000 0.311336207204 N/A DIR N/A N 2 CME Group Inc LCZ7XYGSLJUHFXXNXD88 Y 2024-11-29 0.00000000 USD 0.00000000 USD 12600000.00000000 USD 241626.92000000 N N N Commercial Mortgage Trust N/A 12593ABE4 3060000.00000000 PA USD 2924009.01000000 3.767584650776 Long ABS-MBS CORP US N 2 2048-05-10 Variable 4.42791800 N N N N N N Commercial Mortgage Trust N/A 12630DBD5 1000000.00000000 PA USD 978531.70000000 1.260837774647 Long ABS-MBS CORP US N 2 2047-02-10 Variable 4.73684100 N N N N N N 2022-09-30 Invesco High Income 2024 Target Term Fund Sheri Morris Sheri Morris President