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Share Name | Share Symbol | Market | Type |
---|---|---|---|
Invesco High Income 2024 Target Term Fund | NYSE:IHTA | NYSE | Common Stock |
Price Change | % Change | Share Price | High Price | Low Price | Open Price | Shares Traded | Last Trade | |
---|---|---|---|---|---|---|---|---|
0.02 | 0.26% | 7.62 | 7.66 | 7.60 | 7.63 | 25,865 | 01:00:00 |
Schedule of Investments
November 30, 2023
(Unaudited)
Principal | ||||||||
Amount | Value | |||||||
|
||||||||
Asset-Backed Securities118.53%(a) |
|
|||||||
BX Commercial Mortgage Trust, Series 2021-VOLT, Class D, 7.09% (1 mo. Term SOFR + 1.76%), 09/15/2024(b)(c) |
$ | 2,750,000 | $ | 2,635,464 | ||||
|
||||||||
Citigroup Commercial Mortgage Trust, |
||||||||
Series 2014-GC19, Class AS, 4.35%, 01/10/2024 |
5,000,000 | 4,961,369 | ||||||
|
||||||||
Series 2014-GC19, Class D, 5.23%, 02/10/2024(b)(d)(e) |
500,000 | 453,099 | ||||||
|
||||||||
Series 2014-GC19, Class XA, IO, 1.12%, 01/10/2024(d)(f) |
15,314,264 | 446 | ||||||
|
||||||||
Series 2014-GC23, Class D, 4.63%, 07/10/2024(b)(d)(e) |
3,000,000 | 2,580,676 | ||||||
|
||||||||
Commercial Mortgage Trust, |
||||||||
Series 2013-CR13, Class D, 5.16%, 12/10/2023(b)(d)(e) |
3,250,000 | 2,185,625 | ||||||
|
||||||||
Series 2014-CR14, Class C, 4.67%, 01/10/2024(d)(e) |
1,000,000 | 790,681 | ||||||
|
||||||||
Series 2014-CR19, Class C, 4.78%, 08/10/2024(d)(e) |
3,000,000 | 2,764,146 | ||||||
|
||||||||
Series 2014-CR19, Class D, 4.78%, 08/10/2024(b)(d)(e) |
4,000,000 | 3,435,906 | ||||||
|
||||||||
Series 2014-LC15, Class XA, IO, 1.19%, 01/10/2024(d)(f) |
24,711,750 | 771 | ||||||
|
||||||||
Series 2014-UBS4, Class C, IO, 4.80%, 07/10/2024(d)(f) |
3,000,000 | 1,991,950 | ||||||
|
||||||||
Series 2014-UBS4, Class XD, IO, 1.12%, 06/10/2024(b)(f) |
22,780,179 | 99,429 | ||||||
|
||||||||
Series 2014-UBS5, Class D, 3.50%, 09/10/2024(b)(d) |
4,500,000 | 3,012,822 | ||||||
|
||||||||
Series 2014-UBS6, Class C, 4.58%, 12/10/2024(d)(e) |
1,287,000 | 1,090,956 | ||||||
|
||||||||
Series 2014-UBS6, Class D, 4.08%, 12/10/2024(b)(d)(e) |
5,000,000 | 4,042,619 | ||||||
|
||||||||
Series 2015-CR22, Class D, 4.20%, 03/10/2025(b)(e) |
4,000,000 | 3,130,254 | ||||||
|
||||||||
Series 2015-CR23, Class C, 4.43%, 04/10/2025(e) |
3,060,000 | 2,711,800 | ||||||
|
||||||||
CSAIL Commercial Mortgage Trust, Series 2017-CX10, Class E, 3.35%, 11/15/2027(b)(e) |
4,000,000 | 1,658,710 | ||||||
|
||||||||
DBJPM Mortgage Trust, |
3,500,000 | 1,936,063 | ||||||
|
||||||||
FREMF Mortgage Trust, |
||||||||
Series 2016-K57, Class C, 4.05%, 08/25/2026(b)(e) |
3,000,000 | 2,833,422 | ||||||
|
||||||||
Series 2017-K71, Class C, 3.88%, 11/25/2027(b)(e) |
3,000,000 | 2,753,996 | ||||||
|
||||||||
Series 2017-KF41, Class B, 7.93% (30 Day Average SOFR + 2.61%), 11/25/2024(b)(c) |
912,120 | 897,490 | ||||||
|
||||||||
GS Mortgage Securities Trust, Series 2015-GC30, Class C, 4.20%, 05/10/2025(d)(e) |
3,398,000 | 2,690,991 | ||||||
|
||||||||
Hilton USA Trust, Series 2016-SFP, Class F, 6.16%, 01/05/2024(b) |
3,000,000 | 94,710 | ||||||
|
Principal | ||||||||
Amount | Value | |||||||
|
||||||||
JPMBB Commercial Mortgage Securities Trust, |
||||||||
Series 2013-C12, Class D, 4.09%, 12/15/2023(d)(e) |
$ | 500,000 | $ | 388,612 | ||||
|
||||||||
Series 2014-C19, Class B, 4.39%, 04/15/2024(e) |
2,500,000 | 2,425,182 | ||||||
|
||||||||
Series 2014-C22, Class D, 4.71%, 08/15/2024(b)(d)(e) |
3,500,000 | 2,297,996 | ||||||
|
||||||||
Series 2014-C23, Class D, 4.13%, 10/15/2024(b)(d)(e) |
3,500,000 | 2,982,051 | ||||||
|
||||||||
Series 2014-C26, Class D, 4.01%, 12/15/2024(b)(d)(e) |
4,954,000 | 3,950,212 | ||||||
|
||||||||
Morgan Stanley Bank of America Merrill Lynch Trust, |
||||||||
Series 2014-C19, Class D, 3.25%, 12/15/2024(b)(d) |
4,000,000 | 3,255,977 | ||||||
|
||||||||
Series 2015-C22, Class D, 4.34%, 04/15/2025(b)(d)(e) |
4,379,676 | 2,766,600 | ||||||
|
||||||||
Series 2015-C24, Class D, 3.26%, 07/15/2025(b)(d) |
1,300,000 | 1,070,644 | ||||||
|
||||||||
Morgan Stanley Capital I Trust, |
3,532,000 | 2,572,488 | ||||||
|
||||||||
Wells Fargo Commercial Mortgage Trust, |
||||||||
Series 2014-LC18, Class D, 3.96%, 12/15/2024(b)(d)(e) |
3,500,000 | 2,950,452 | ||||||
|
||||||||
Series 2015-NXS2, Class D, 4.42%, 07/15/2025(d)(e) |
1,000,000 | 792,993 | ||||||
|
||||||||
WFRBS Commercial Mortgage Trust, Series 2014-LC14, Class D, 4.59%, 02/15/2024(b)(d)(e) |
3,500,000 | 2,827,321 | ||||||
|
||||||||
Total Asset-Backed Securities (Cost $98,616,873) |
|
77,033,923 | ||||||
|
||||||||
Shares | ||||||||
Preferred Stocks12.51% |
||||||||
Mortgage REITs12.51% |
||||||||
New York Mortgage Trust, Inc., 8.00%, Series D, Pfd.(g) |
100,000 | 1,982,000 | ||||||
|
||||||||
PennyMac Mortgage Investment Trust, 8.00%, Series B, Pfd. |
97,000 | 2,157,280 | ||||||
|
||||||||
Two Harbors Investment Corp., 7.63%, Series B, Pfd.(g) |
98,000 | 2,020,760 | ||||||
|
||||||||
Two Harbors Investment Corp., 7.25%, Series C, Pfd.(g) |
96,000 | 1,973,760 | ||||||
|
||||||||
Total Preferred Stocks (Cost $9,648,493) |
|
8,133,800 | ||||||
|
||||||||
Principal | ||||||||
Amount | ||||||||
U.S. Government Sponsored Agency Mortgage-Backed Securities0.44% |
| |||||||
Freddie Mac Multifamily Structured Pass-Through Ctfs., Series 2017- K041,Class X1, IO, 2.76%, 08/25/2024 (Cost $254,337)(d)(f) |
$ | 83,815,818 | 284,924 | |||||
|
||||||||
Shares | ||||||||
Money Market Funds8.64% |
||||||||
Invesco Government & Agency Portfolio, Institutional |
1,964,614 | 1,964,614 | ||||||
|
||||||||
Invesco Liquid Assets Portfolio, Institutional Class, 5.46%(h)(i) |
1,403,114 | 1,403,816 | ||||||
|
See accompanying notes which are an integral part of this schedule.
Invesco High Income 2024 Target Term Fund |
Shares | Value | |||||||
|
||||||||
Money Market Funds(continued) |
|
|||||||
Invesco Treasury Portfolio, Institutional Class, 5.28%(h)(i) |
2,245,274 | $ | 2,245,274 | |||||
|
||||||||
Total Money Market Funds (Cost $5,613,150) |
|
5,613,704 | ||||||
|
||||||||
TOTAL INVESTMENTS IN SECURITIES140.12% |
|
91,066,351 | ||||||
|
||||||||
REVERSE REPURCHASE AGREEMENTS(41.54)% |
|
(27,000,000 | ) | |||||
|
||||||||
OTHER ASSETS LESS LIABILITIES1.42% |
|
925,904 | ||||||
|
||||||||
NET ASSETS APPLICABLE TO COMMON SHARES100.00% |
|
$ | 64,992,255 | |||||
|
Investment Abbreviations:
Ctfs. | Certificates | |
IO | Interest Only | |
Pfd. | Preferred | |
SOFR | Secured Overnight Financing Rate |
Notes to Schedule of Investments:
(a) | Maturity date reflects the anticipated repayment date. |
(b) | Security purchased or received in a transaction exempt from registration under the Securities Act of 1933, as amended (the 1933 Act). The security may be resold pursuant to an exemption from registration under the 1933 Act, typically to qualified institutional buyers. The aggregate value of these securities at November 30, 2023 was $56,424,026, which represented 86.82% of the Funds Net Assets. |
(c) | Interest or dividend rate is redetermined periodically. Rate shown is the rate in effect on November 30, 2023. |
(d) | All or a portion of the security is pledged as collateral for open reverse repurchase agreements. |
Counterparty | Reverse Agreements |
Value of Collateral Pledged* |
Net Amount | |||||||
| ||||||||||
Wells Fargo Bank, N.A. |
$27,000,000 | $(27,000,000) | $ | |||||||
|
* | Amount does not include excess collateral pledged. |
(e) | Interest rate is redetermined periodically based on the cash flows generated by the pool of assets backing the security, less any applicable fees. The rate shown is the rate in effect on November 30, 2023. |
(f) | Interest only security. Principal amount shown is the notional principal and does not reflect the maturity value of the security. Interest rate is redetermined periodically based on the cash flows generated by the pool of assets backing the security, less any applicable fees. The rate shown is the rate in effect on November 30, 2023. |
(g) | Security issued at a fixed rate for a specific period of time, after which it will convert to a variable rate. |
(h) | Affiliated holding. Affiliated holdings are investments in entities which are under common ownership or control of Invesco Ltd. or are investments in entities in which the Fund owns 5% or more of the outstanding voting securities. The table below shows the Funds transactions in, and earnings from, its investments in affiliates for the nine months ended November 30, 2023. |
Value February 28, 2023 |
Purchases at Cost |
Proceeds from Sales |
Change in Unrealized Appreciation |
Realized Gain |
Value November 30, 2023 |
Dividend Income | |||||||||||||||||||||||||||||
Investments in Affiliated Money Market Funds: |
|||||||||||||||||||||||||||||||||||
Invesco Government & Agency Portfolio, Institutional Class |
$ | 1,793,296 | $ | 1,592,579 | $ | (1,421,261 | ) | $ | - | $ | - | $ | 1,964,614 | $ | 77,206 | ||||||||||||||||||||
Invesco Liquid Assets Portfolio, Institutional Class |
1,280,994 | 1,137,557 | (1,015,187 | ) | 450 | 2 | 1,403,816 | 52,022 | |||||||||||||||||||||||||||
Invesco Treasury Portfolio, Institutional Class |
2,049,481 | 1,820,091 | (1,624,298 | ) | - | - | 2,245,274 | 81,178 | |||||||||||||||||||||||||||
Total |
$ | 5,123,771 | $ | 4,550,227 | $ | (4,060,746 | ) | $ | 450 | $ | 2 | $ | 5,613,704 | $ | 210,406 |
(i) | The rate shown is the 7-day SEC standardized yield as of November 30, 2023. |
Open Over-The-Counter Credit Default Swap Agreements(a) | ||||||||||||||||||||||||||||||||||||||
|
||||||||||||||||||||||||||||||||||||||
Counterparty | Reference Entity | Buy/Sell Protection |
(Pay)/ Receive Fixed Rate |
Payment Frequency |
Maturity Date |
Implied Credit Spread(b) |
Notional Value | Upfront (Received) |
Value | Unrealized Appreciation (Depreciation) |
||||||||||||||||||||||||||||
|
||||||||||||||||||||||||||||||||||||||
Credit Risk |
||||||||||||||||||||||||||||||||||||||
|
||||||||||||||||||||||||||||||||||||||
J.P. Morgan Chase Bank, N.A. | Markit CMBX North America BBB - Index Series 8, Version 1 | Sell | 3.00% | Monthly | 10/15/2057 | 25.453% | USD 8,400,000 | $(154,010) | $ | (1,371,563 | ) | $ | (1,217,553 | ) | ||||||||||||||||||||||||
|
See accompanying notes which are an integral part of this schedule.
Invesco High Income 2024 Target Term Fund |
(a) | Open Over-The-Counter Swap Agreements collateralized by $1,670,000 cash held with J.P. Morgan Chase Bank, N.A., the Counterparty. |
(b) | Implied credit spreads represent the current level, as of November 30, 2023, at which protection could be bought or sold given the terms of the existing credit default swap agreement and serve as an indicator of the current status of the payment/performance risk of the credit default swap agreement. An implied credit spread that has widened or increased since entry into the initial agreement 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. |
Open Over-The-Counter Interest Rate Swap Agreements | ||||||||||||||||||||||||||||||||||||||||||||||||||
Counterparty | Pay/ Receive Floating Rate |
Floating Rate Index |
Payment Frequency |
(Pay)/ Received Fixed Rate |
Payment Frequency |
Maturity Date |
Notional Value |
Upfront Payments Paid (Received) |
Value | Unrealized Appreciation | ||||||||||||||||||||||||||||||||||||||||
Interest Rate Risk |
||||||||||||||||||||||||||||||||||||||||||||||||||
Morgan Stanley & Co International PLC |
Receive | 1 Month Term SOFR | Monthly | (2.85 | )% | Monthly | 11/29/2024 | USD 15,600,000 | $ | 216,238 | $ | 341,085 | $ | 124,847 |
Abbreviations:
SOFR | Secured Overnight Financing Rate |
USD | U.S. Dollar |
The valuation policy and a listing of other significant accounting policies are available in the most recent shareholder report.
See accompanying notes which are an integral part of this schedule.
Invesco High Income 2024 Target Term Fund |
Notes to Quarterly Schedule of Portfolio Holdings
November 30, 2023
(Unaudited)
NOTE 1Additional Valuation Information
Generally Accepted Accounting Principles (GAAP) defines fair value as the price that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date, under current market conditions. GAAP establishes a hierarchy that prioritizes the inputs to valuation methods, giving the highest priority to readily available unadjusted quoted prices in an active market for identical assets (Level 1) and the lowest priority to significant unobservable inputs (Level 3), generally when market prices are not readily available. Based on the valuation inputs, the securities or other investments are tiered into one of three levels. Changes in valuation methods may result in transfers in or out of an investments assigned level:
Level 1 | Prices are determined using quoted prices in an active market for identical assets. |
Level 2 | Prices are determined using other significant observable inputs. Observable inputs are inputs that other market participants may use in pricing a security. These may include quoted prices for similar securities, interest rates, prepayment speeds, credit risk, yield curves, loss severities, default rates, discount rates, volatilities and others. |
Level 3 | Prices are determined using significant unobservable inputs. In situations where quoted prices or observable inputs are unavailable (for example, when there is little or no market activity for an investment at the end of the period), unobservable inputs may be used. Unobservable inputs reflect Invesco Advisers, Inc.s assumptions about the factors market participants would use in determining fair value of the securities or instruments and would be based on the best available information. |
The following is a summary of the tiered valuation input levels, as of November 30, 2023. The level assigned to the securities valuations may not be an indication of the risk or liquidity associated with investing in those securities. 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.
Level 1 | Level 2 | Level 3 | Total | |||||||||||||||||||||
|
||||||||||||||||||||||||
Investments in Securities |
||||||||||||||||||||||||
|
||||||||||||||||||||||||
Asset-Backed Securities |
$ | | $ | 77,033,923 | $ | $ | 77,033,923 | |||||||||||||||||
|
||||||||||||||||||||||||
Preferred Stocks |
8,133,800 | | | 8,133,800 | ||||||||||||||||||||
|
||||||||||||||||||||||||
U.S. Government Sponsored Agency Mortgage-Backed Securities |
| 284,924 | | 284,924 | ||||||||||||||||||||
|
||||||||||||||||||||||||
Money Market Funds |
5,613,704 | | | 5,613,704 | ||||||||||||||||||||
|
||||||||||||||||||||||||
Total Investments in Securities |
13,747,504 | 77,318,847 | | 91,066,351 | ||||||||||||||||||||
|
||||||||||||||||||||||||
Other Investments - Assets* |
||||||||||||||||||||||||
|
||||||||||||||||||||||||
Swap Agreements |
| 124,847 | | 124,847 | ||||||||||||||||||||
|
||||||||||||||||||||||||
Other Investments - Liabilities* |
||||||||||||||||||||||||
|
||||||||||||||||||||||||
Swap Agreements |
| (1,217,553 | ) | | (1,217,553 | ) | ||||||||||||||||||
|
||||||||||||||||||||||||
Total Other Investments |
| (1,092,706 | ) | | (1,092,706 | ) | ||||||||||||||||||
|
||||||||||||||||||||||||
Reverse Repurchase Agreements |
| (27,000,000 | ) | | (27,000,000 | ) | ||||||||||||||||||
|
||||||||||||||||||||||||
Total Investments |
$ | 13,747,504 | $ | 49,226,141 | $ | $ | 62,973,645 | |||||||||||||||||
|
* | Unrealized appreciation (depreciation). |
Invesco High Income 2024 Target Term Fund |
1 Year Invesco High Income 2024... Chart |
1 Month Invesco High Income 2024... Chart |
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