0001752724-18-002225.txt : 20181206
0001752724-18-002225.hdr.sgml : 20181206
20181206153020
ACCESSION NUMBER: 0001752724-18-002225
CONFORMED SUBMISSION TYPE: N-CEN
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20180930
FILED AS OF DATE: 20181206
DATE AS OF CHANGE: 20181206
EFFECTIVENESS DATE: 20181206
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: THORNBURG INVESTMENT TRUST
CENTRAL INDEX KEY: 0000816153
IRS NUMBER: 061158764
STATE OF INCORPORATION: MA
FISCAL YEAR END: 0930
FILING VALUES:
FORM TYPE: N-CEN
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-05201
FILM NUMBER: 181220506
BUSINESS ADDRESS:
STREET 1: 2300 NORTH RIDGETOP ROAD
CITY: SANTA FE
STATE: NM
ZIP: 87506-8361
BUSINESS PHONE: 5059840200
MAIL ADDRESS:
STREET 1: 2300 NORTH RIDGETOP ROAD
CITY: SANTA FE
STATE: NM
ZIP: 87506-8361
FORMER COMPANY:
FORMER CONFORMED NAME: THORNBURG INCOME TRUST
DATE OF NAME CHANGE: 19920703
FORMER COMPANY:
FORMER CONFORMED NAME: LIMITED TERM TRUST
DATE OF NAME CHANGE: 19870816
N-CEN
1
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THORNBURG INVESTMENT TRUST
811-05201
0000816153
5493001XM52H8S4WYY82
2300 NORTH RIDGETOP ROAD
SANTA FE
87506-8361
US-NM
US
505-984-0200
State Street Bank and Trust Company
1 Lincoln Street
Boston
02111
617-786-3000
Custody and Accounting Records.
Y
N
N-1A
21
N
Sally Corning
000000000
N
Brian J. McMahon
001355122
Y
David L. Gardner
000000000
N
Owen D. Van Essen
000000000
N
James W. Weyhrauch
000000000
N
Garrett Thornburg
000702672
Y
David A. Ater
000000000
N
Susan H. Dubin
000000000
N
Stephen Velie
000106357
2300 North Ridgetop Road
Santa Fe
87506
XXXXXX
N
N
N
N
N
N
N
N
Thornburg Securities Corp
8-31249
000014857
00000000000000000000
Y
N
PricewaterhouseCoopers LLP
238
5493002GVO7EO8RNNS37
N
N
N
N
N
N
N
Thornburg New York Intermediate Municipal Fund
S000011848
5493007B7S16IHPDJN33
Y
2
0
0
N/A
Y
N
N
N
N/A
N/A
N/A
N/A
N
N
N
N
Thornburg Investment Management, Inc.
801-17853
000106357
8HJ584LSUOXRY4R82794
N
DST Asset Manager Solutions, Inc.
84-00896
0000000000
N
N
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
Ice Data Services, Inc.
5493000NQ9LYLDBCTL34
N
Standard & Poor's Financial Services LLC
549300U4VWNITEKO2881
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
N
DST Asset Manager Solutions, Inc.
0000000000
N
N
N
Thornburg Investment Management, Inc.
8HJ584LSUOXRY4R82794
Y
N
N
0.00000000
STIFEL NICOLAUS & CO INC.
8-1447
000000793
5WUVMA08EYG4KEUPW589
1537126.40000000
JPMorgan Chase & Co.
8-35008
000000079
8I5DZWZKVSZI1NUHU748
33635825.30000000
National Financial Services Corporation
8-26740
000013041
00000000000000000000
1142510.00000000
Merrill Lynch, Pierce, Fenner & Smith Incorporated
8-7221
000007691
8NAV47T0Y26Q87Y0QP81
2198460.00000000
U.S. Bancorp
8-35359
000017868
N1GZ7BBF3NP8GI976H15
23000000.00000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
22717380.00000000
Weeden & Co. L.P.
8-37267
000016835
549300OYBLKSN8M8EW67
3678721.60000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
26490000.00000000
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
21760966.25000000
Pershing LLC
8-17574
000007560
ZI8Q1A8EI8LQFJNM0D94
2115500.00000000
139293969.55000000
N
62683063.15000000
N
Thornburg Low Duration Income Fund
S000043670
5493008QZFA48DAOHN91
Y
2
0
0
N/A
N
N
N
N
N/A
N/A
N/A
N/A
N
N
N
N
Thornburg Investment Management, Inc.
801-17853
000106357
8HJ584LSUOXRY4R82794
N
DST Asset Manager Solutions, Inc.
84-00896
0000000000
N
N
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
Standard & Poor's Financial Services LLC
549300U4VWNITEKO2881
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
Ice Data Services, Inc.
5493000NQ9LYLDBCTL34
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
N
Euroclear PLC
54930045L3MXWBD27H71
CH
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Clearstream Banking S.A.
549300OL514RA0SXJJ44
LU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
DST Asset Manager Solutions, Inc.
0000000000
N
N
N
Thornburg Investment Management, Inc.
8HJ584LSUOXRY4R82794
Y
N
N
0.00000000
Weeden & Co. L.P.
8-37267
000016835
549300OYBLKSN8M8EW67
22050000.00000000
JPMorgan Chase & Co.
8-35008
000000079
8I5DZWZKVSZI1NUHU748
720351600.70000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
10154905.75000000
Merrill Lynch, Pierce, Fenner & Smith Incorporated
8-7221
000007691
8NAV47T0Y26Q87Y0QP81
11785174.49000000
Janney Montgomery Scott LLC
8-462
000000463
549300QQRY1JCFQHYS08
9711284.14000000
Deutsche Bank Capital Corporation
8-15774
000005323
0000000000
22671733.70000000
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
26779549.50000000
Nomura Securities International, Inc.
8-15255
000004297
OXTKY6Q8X53C9ILVV871
13753835.00000000
William Blair & Company, L.L.C.
8-02698
000001252
549300J0P7XYE8BMZ775
9161033.65000000
The Toronto-Dominion Bank
8-36747
000018476
PT3QB789TSUIDF371261
CA
10356356.25000000
928784981.63000000
N
23592379.95000000
N
Thornburg Long/Short Equity Fund
S000056004
549300DXL154IGUCC355
Y
1
0
0
N/A
Y
N
N
N
N/A
N/A
N/A
N/A
N
N
N
N
Thornburg Investment Management, Inc.
801-17853
000106357
8HJ584LSUOXRY4R82794
N
DST Asset Manager Solutions, Inc.
84-00896
0000000000
N
N
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
Standard & Poor's Financial Services LLC
549300U4VWNITEKO2881
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
Ice Data Services, Inc.
5493000NQ9LYLDBCTL34
N
N
Deutsche Bank Aktiengesellschaft (Makati City, Metro Manila, PH, Branch)
0000000000
PH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch)
7LTWFZYICNSX8D621K86
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch)
2HI3YI5320L3RW6NJ957
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Ceskoslovenska obchodni banka, a. s.
Q5BP2UEQ48R75BOTCB92
CZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Clearstream Banking S.A.
549300OL514RA0SXJJ44
LU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Mumbai, Maharashtra, IN, Branch)
2HI3YI5320L3RW6NJ957
IN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Itau CorpBanca
549300DDPTTIZ06NIV06
CL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank (Malaysia) Berhad
529900DLWFR8HK7DR278
MY
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch)
F3JS33DEI6XQ4ZBPTN86
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Bank Namibia Limited
254900K6TJFDYKSQWV49
NA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
FirstRand Bank Limited
ZAYQDKTCATIXF9OQY690
ZA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank (China) Company Limited
2CZOJRADNJXBLT55G526
CN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Bank Hapoalim B.M.
B6ARUI4946ST4S7WOU88
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Singapore, SG, Branch)
E57ODZWZ7FF32TWEFA76
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Maghreb S.A
5493003FVWLMBFTISI11
MA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Chartered Bank (Hong Kong) Limited
X5AV1MBDXGRPX5UGMX13
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited
2HI3YI5320L3RW6NJ957
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UniCredit Bank Austria AG
D1HEB8VEU6D9M8ZUXG17
AT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UBS Switzerland AG
549300WOIFUSNYH0FL22
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Brussels, Brussels-Capital, BE, Branch)
00000000000000000000
BE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company (London, GB, Branch)
0000000000
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Jung-gu, Seoul, KR, Branch)
2HI3YI5320L3RW6NJ957
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Bank Polska Kasa Opieki - Spolka Akcyjna
5493000LKS7B3UTF7H35
PL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch)
F3JS33DEI6XQ4ZBPTN86
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe Public Limited Company (Budapest, HU, Branch)
N1FBEDJ5J41VKZLO2475
HU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex
2SFFM4FUIE05S37WFU55
MX
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Jakarta, Jakarta, ID, Branch)
0000000000
ID
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
AB SEB bankas
549300SBPFE9JX7N8J82
LT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Lisbon, Lisboa, PT, Branch)
00000000000000000000
PT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Societa per Azioni
529900SS7ZWCX82U3W60
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch)
579100KKDGKCFFKKF005
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Chartered Bank (Thai) Public Company Limited
549300O1LQYCQ7G1IM57
TH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank Egypt S.A.E
2138001Q77JDLESS4Y50
EG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Euroclear PLC
54930045L3MXWBD27H71
CH
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
State Street Trust Company Canada
549300L71XG2CTQ2V827
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch)
2HI3YI5320L3RW6NJ957
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas Securities Services (Athens, Attica, GR, Branch)
549300WCGB70D06XZS54
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank del Peru S.A.
MYTK5NHHP1G8TVFGT193
PE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank Middle East Limited
549300F99IL9YJDWH369
AE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch)
RB0PEZSDGCO3JS6CEU02
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Taipei City, TW, Branch)
25490016G0WR60ANOK04
TW
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
AS SEB Pank
549300ND1MQ8SNNYMJ22
EE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Madrid, Madrid, ES, Branch)
529900SICIK5OVMVY186
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Sisli, Istanbul, TR, Branch)
0000000000
TR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Cititrust Colombia S A Sociedad Fiduciaria
549300242J3IJCOSGI49
CO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Stanbic IBTC Bank PLC
549300NIVXF92ZIOVW61
NG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Paris, Paris, FR, Branch)
7LTWFZYICNSX8D621K86
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Joint Stock Company Commercial Bank Citibank
CHSQDSVI1UI96Y2SW097
RU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Ebene, Plaines Wilhems, MU, Branch)
0000000000
MU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
DST Asset Manager Solutions, Inc.
0000000000
N
N
N
Thornburg Investment Management, Inc.
8HJ584LSUOXRY4R82794
Y
N
N
Pershing LLC
8-17574
000007560
ZI8Q1A8EI8LQFJNM0D94
11349.48000000
Bloomberg Tradebook LLC
N/A
000000000
549300P0PVQNO43T7K36
26495.56000000
Societe Generale
8-49963
000042731
O2RNE8IBXP4R0TD8PU41
FR
8860.58000000
Jefferies LLC
8-15074
000002347
58PU97L1C0WSRCWADL48
90525.52000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
27758.85000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
12565.82000000
Merrill Lynch, Pierce, Fenner & Smith Incorporated
8-7221
000007691
8NAV47T0Y26Q87Y0QP81
29625.57000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
17530.44000000
Sanford C. Bernstein & Co., LLC
8-52942
000104474
549300I7JYZHT7D5CO04
22257.93000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
31283.86000000
333411.71000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
11363987.50000000
Merrill Lynch, Pierce, Fenner & Smith Incorporated
8-7221
000007691
8NAV47T0Y26Q87Y0QP81
858143.84000000
State Street Bank and Trust Company
N/A
000000000
571474TGEMMWANRLN572
269004472.70000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
278040.00000000
Pershing LLC
8-17574
000007560
ZI8Q1A8EI8LQFJNM0D94
13920.00000000
JPMorgan Chase & Co.
8-35008
000000079
8I5DZWZKVSZI1NUHU748
228600.45000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
1468369.00000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
1774288.00000000
284989821.49000000
N
149121214.91000000
N
Thornburg Global Opportunities Fund
S000012859
54930073SXOZ30XCR422
Y
7
0
0
N/A
N
N
N
N
N/A
N/A
N/A
N/A
N
N
N
N
Thornburg Investment Management, Inc.
801-17853
000106357
8HJ584LSUOXRY4R82794
N
DST Asset Manager Solutions, Inc.
84-00896
0000000000
N
N
N
Standard & Poor's Financial Services LLC
549300U4VWNITEKO2881
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
Ice Data Services, Inc.
5493000NQ9LYLDBCTL34
N
N
Deutsche Bank Aktiengesellschaft (Sisli, Istanbul, TR, Branch)
0000000000
TR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Clearstream Banking S.A.
549300OL514RA0SXJJ44
LU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Nordea Bank AB (Stockholm, Stockholm, SE, Branch)
6SCPQ280AIY8EP3XFW53
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Taipei City, TW, Branch)
25490016G0WR60ANOK04
TW
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Bank Hapoalim B.M.
B6ARUI4946ST4S7WOU88
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Nordea Bank AB (Oslo, Oslo, NO, Branch)
0000000000
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Lisbon, Lisboa, PT, Branch)
00000000000000000000
PT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch)
2HI3YI5320L3RW6NJ957
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank Middle East Limited (Doha, Ad Dawhah, QA, Branch)
0000000000
QA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Madrid, Madrid, ES, Branch)
529900SICIK5OVMVY186
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank (China) Company Limited
2CZOJRADNJXBLT55G526
CN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
AB SEB bankas
549300SBPFE9JX7N8J82
LT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch)
7LTWFZYICNSX8D621K86
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Maghreb S.A
5493003FVWLMBFTISI11
MA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Trust Company Canada
549300L71XG2CTQ2V827
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe Public Limited Company (Budapest, HU, Branch)
N1FBEDJ5J41VKZLO2475
HU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Mumbai, Maharashtra, IN, Branch)
2HI3YI5320L3RW6NJ957
IN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex
2SFFM4FUIE05S37WFU55
MX
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Credit Suisse Funds AG
549300UY5YPGQ600JV78
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Ebene, Plaines Wilhems, MU, Branch)
0000000000
MU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas Securities Services (Athens, Attica, GR, Branch)
549300WCGB70D06XZS54
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Brussels, Brussels-Capital, BE, Branch)
00000000000000000000
BE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Itau CorpBanca
549300DDPTTIZ06NIV06
CL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank Middle East Limited (Manama, Capital, BH, Branch)
0000000000
BH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Bank Polska Kasa Opieki - Spolka Akcyjna
5493000LKS7B3UTF7H35
PL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Bank Namibia Limited
254900K6TJFDYKSQWV49
NA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Jongno-gu, Seoul, KR, Branch)
0000000000
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank Egypt S.A.E
2138001Q77JDLESS4Y50
EG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited
2HI3YI5320L3RW6NJ957
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank Middle East Limited
549300F99IL9YJDWH369
AE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank del Peru S.A.
MYTK5NHHP1G8TVFGT193
PE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Standard Chartered Bank (Hong Kong) Limited
X5AV1MBDXGRPX5UGMX13
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Makati City, Metro Manila, PH, Branch)
0000000000
PH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch)
579100KKDGKCFFKKF005
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Vienna, Vienna, AT, Branch)
0000000000
AT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank (Malaysia) Berhad
529900DLWFR8HK7DR278
MY
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Colombo, Western, LK, Branch)
0000000000
LK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Nordea Bank AB (publ) (Helsinki, Uusimaa, FI, Branch)
6SCPQ280AIY8EP3XFW53
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Jung-gu, Seoul, KR, Branch)
2HI3YI5320L3RW6NJ957
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Joint Stock Company Commercial Bank Citibank
CHSQDSVI1UI96Y2SW097
RU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
AS SEB Pank
549300ND1MQ8SNNYMJ22
EE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Ceskoslovenska obchodni banka, a. s.
Q5BP2UEQ48R75BOTCB92
CZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch)
2HI3YI5320L3RW6NJ957
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Societa per Azioni
529900SS7ZWCX82U3W60
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Chuo ku, Tokyo, JP, Branch)
2HI3YI5320L3RW6NJ957
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company (London, GB, Branch)
0000000000
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Jakarta, Jakarta, ID, Branch)
0000000000
ID
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Singapore, SG, Branch)
E57ODZWZ7FF32TWEFA76
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Cititrust Colombia S A Sociedad Fiduciaria
549300242J3IJCOSGI49
CO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Nordea Bank Danmark A/S
549300LX0YIEPRTY0Z32
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Chartered Bank (Thai) Public Company Limited
549300O1LQYCQ7G1IM57
TH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
FirstRand Bank Limited
ZAYQDKTCATIXF9OQY690
ZA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Paris, Paris, FR, Branch)
7LTWFZYICNSX8D621K86
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
DST Asset Manager Solutions, Inc.
0000000000
N
N
N
Thornburg Investment Management, Inc.
8HJ584LSUOXRY4R82794
Y
N
N
JPMorgan Chase & Co.
8-35008
000000079
8I5DZWZKVSZI1NUHU748
67602.71000000
Bloomberg Tradebook LLC
N/A
000000000
549300P0PVQNO43T7K36
104756.07000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
76123.09000000
Societe Generale
8-49963
000042731
O2RNE8IBXP4R0TD8PU41
FR
195659.76000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
89476.78000000
Sanford C. Bernstein & Co., LLC
8-52942
000104474
549300I7JYZHT7D5CO04
90506.55000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
86210.50000000
Merrill Lynch, Pierce, Fenner & Smith Incorporated
8-7221
000007691
8NAV47T0Y26Q87Y0QP81
84556.85000000
Credit Agricole SA
8-13753
000000190
969500TJ5KRTCJQWXH05
FR
62050.05000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
107588.74000000
1460311.66000000
State Street Bank and Trust Company
N/A
000000000
571474TGEMMWANRLN572
1833517439.00000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
15211620.00000000
1848729059.00000000
N
2375073401.80000000
N
Thornburg Capital Management Fund
S000051223
549300GLR0WG6ALV5277
Y
1
0
0
N/A
Y
N
N
N
N/A
N/A
N/A
N/A
N
N
N
N
Thornburg Investment Management, Inc.
801-17853
000106357
8HJ584LSUOXRY4R82794
N
DST Asset Manager Solutions, Inc.
84-00896
0000000000
N
N
N
Ice Data Services, Inc.
5493000NQ9LYLDBCTL34
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
Standard & Poor's Financial Services LLC
549300U4VWNITEKO2881
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
N
DST Asset Manager Solutions, Inc.
0000000000
N
N
N
Thornburg Investment Management, Inc.
8HJ584LSUOXRY4R82794
Y
N
N
0.00000000
Mizuho Securities USA LLC
8-37710
000019647
7TK5RJIZDFROZCA6XF66
10953640046.00000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
6819153658.00000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
8415966978.00000000
SunTrust Robinson Humphrey, Inc.
008-17212
000006271
CSVTK36R0PNGXEM7NS14
7005643522.00000000
MITSUBISHI UFJ SECURITIES (USA) INC.
8-43026
000019685
K5HU16E3LMSVCCJJJ255
4655624712.00000000
Weeden & Co. L.P.
8-37267
000016835
549300OYBLKSN8M8EW67
4664833753.00000000
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
8257698482.00000000
JPMorgan Chase & Co.
8-35008
000000079
8I5DZWZKVSZI1NUHU748
6609763264.00000000
Merrill Lynch, Pierce, Fenner & Smith Incorporated
8-7221
000007691
8NAV47T0Y26Q87Y0QP81
14829274019.00000000
SunTrust Bank
N/A
000000000
IYDOJBGJWY9T8XKCSX06
10319800000.00000000
88266159468.86000000
N
1078233107.47000000
N
Thornburg New Mexico Intermediate Municipal Fund
S000011843
549300M2E5T355DE3R41
Y
3
0
0
N/A
Y
N
N
N
N/A
N/A
N/A
N/A
N
N
N
N
Thornburg Investment Management, Inc.
801-17853
000106357
8HJ584LSUOXRY4R82794
N
DST Asset Manager Solutions, Inc.
84-00896
0000000000
N
N
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
Standard & Poor's Financial Services LLC
549300U4VWNITEKO2881
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
Ice Data Services, Inc.
5493000NQ9LYLDBCTL34
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
N
DST Asset Manager Solutions, Inc.
0000000000
N
N
N
Thornburg Investment Management, Inc.
8HJ584LSUOXRY4R82794
Y
N
N
0.00000000
U.S. Bancorp
8-35359
000017868
N1GZ7BBF3NP8GI976H15
14800000.00000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
2069380.00000000
JPMorgan Chase & Co.
8-35008
000000079
8I5DZWZKVSZI1NUHU748
24155000.00000000
State Street Bank and Trust Company
N/A
000000000
571474TGEMMWANRLN572
17281181.90000000
Pershing LLC
8-17574
000007560
ZI8Q1A8EI8LQFJNM0D94
3707166.25000000
STIFEL NICOLAUS & CO INC.
8-1447
000000793
5WUVMA08EYG4KEUPW589
1143466.50000000
Merrill Lynch, Pierce, Fenner & Smith Incorporated
8-7221
000007691
8NAV47T0Y26Q87Y0QP81
1075120.00000000
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
2037101.50000000
Weeden & Co. L.P.
8-37267
000016835
549300OYBLKSN8M8EW67
2293961.40000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
2469064.00000000
72993043.55000000
N
180745696.83000000
N
Thornburg Strategic Municipal Income Fund
S000025152
549300ZJJU8WI1A6T503
Y
3
0
0
N/A
N
N
N
N
N/A
N/A
N/A
N/A
N
N
N
N
Thornburg Investment Management, Inc.
801-17853
000106357
8HJ584LSUOXRY4R82794
N
DST Asset Manager Solutions, Inc.
84-00896
0000000000
N
N
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
Ice Data Services, Inc.
5493000NQ9LYLDBCTL34
N
Standard & Poor's Financial Services LLC
549300U4VWNITEKO2881
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
N
DST Asset Manager Solutions, Inc.
0000000000
N
N
N
Thornburg Investment Management, Inc.
8HJ584LSUOXRY4R82794
Y
N
N
0.00000000
JPMorgan Chase & Co.
8-35008
000000079
8I5DZWZKVSZI1NUHU748
235414424.00000000
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
72110810.00000000
Pershing LLC
8-17574
000007560
ZI8Q1A8EI8LQFJNM0D94
8352970.00000000
U.S. Bancorp
8-35359
000017868
N1GZ7BBF3NP8GI976H15
22050000.00000000
Weeden & Co. L.P.
8-37267
000016835
549300OYBLKSN8M8EW67
26779549.50000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
45130692.00000000
Merrill Lynch, Pierce, Fenner & Smith Incorporated
8-7221
000007691
8NAV47T0Y26Q87Y0QP81
22671733.70000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
51140440.00000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
4867512.00000000
STIFEL NICOLAUS & CO INC.
8-1447
000000793
5WUVMA08EYG4KEUPW589
10154905.75000000
509094142.05000000
N
266158070.56000000
N
Thornburg Limited Term Municipal Fund
S000000540
54930020DO8TQEMPJO87
Y
3
0
0
N/A
N
N
N
N
N/A
N/A
N/A
N/A
N
N
N
N
Thornburg Investment Management, Inc.
801-17853
000106357
8HJ584LSUOXRY4R82794
N
DST Asset Manager Solutions, Inc.
84-00896
0000000000
N
N
N
Standard & Poor's Financial Services LLC
549300U4VWNITEKO2881
N
Ice Data Services, Inc.
5493000NQ9LYLDBCTL34
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
N
DST Asset Manager Solutions, Inc.
0000000000
N
N
N
Thornburg Investment Management, Inc.
8HJ584LSUOXRY4R82794
Y
N
N
0.00000000
Merrill Lynch, Pierce, Fenner & Smith Incorporated
8-7221
000007691
8NAV47T0Y26Q87Y0QP81
231086515.70000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
136418880.90000000
Pershing LLC
8-17574
000007560
ZI8Q1A8EI8LQFJNM0D94
98639388.65000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
733003237.40000000
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
792639020.00000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
824602285.30000000
U.S. Bancorp
8-35359
000017868
N1GZ7BBF3NP8GI976H15
779675000.00000000
State Street Bank and Trust Company
N/A
000000000
571474TGEMMWANRLN572
105423769.20000000
JPMorgan Chase & Co.
8-35008
000000079
8I5DZWZKVSZI1NUHU748
4091088719.00000000
STIFEL NICOLAUS & CO INC.
8-1447
000000793
5WUVMA08EYG4KEUPW589
85190283.45000000
8053766547.10000000
N
6899969099.57000000
N
Thornburg Developing World Fund
S000027135
549300SSXKZ1YEWI0209
Y
5
0
0
N/A
N
N
N
N
N/A
N/A
N/A
N/A
N
N
N
N
Thornburg Investment Management, Inc.
801-17853
000106357
8HJ584LSUOXRY4R82794
N
DST Asset Manager Solutions, Inc.
84-00896
0000000000
N
N
N
Standard & Poor's Financial Services LLC
549300U4VWNITEKO2881
N
Ice Data Services, Inc.
5493000NQ9LYLDBCTL34
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
N
Bank Polska Kasa Opieki - Spolka Akcyjna
5493000LKS7B3UTF7H35
PL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank Middle East Limited
549300F99IL9YJDWH369
AE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Ceskoslovenska obchodni banka, a. s.
Q5BP2UEQ48R75BOTCB92
CZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank Middle East Limited (Doha, Ad Dawhah, QA, Branch)
0000000000
QA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe Public Limited Company (Budapest, HU, Branch)
N1FBEDJ5J41VKZLO2475
HU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Credit Suisse Funds AG
549300UY5YPGQ600JV78
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Joint Stock Company Commercial Bank Citibank
CHSQDSVI1UI96Y2SW097
RU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Nordea Bank AB (Stockholm, Stockholm, SE, Branch)
6SCPQ280AIY8EP3XFW53
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
FirstRand Bank Limited
ZAYQDKTCATIXF9OQY690
ZA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited
2HI3YI5320L3RW6NJ957
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Sisli, Istanbul, TR, Branch)
0000000000
TR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Mumbai, Maharashtra, IN, Branch)
2HI3YI5320L3RW6NJ957
IN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Bank Namibia Limited
254900K6TJFDYKSQWV49
NA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Ciudad Autonoma de Buenos Aires, Cuidad Autonoma de Buenos Aires, AR, Branch)
579100KKDGKCFFKKF005
AR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank (Malaysia) Berhad
529900DLWFR8HK7DR278
MY
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Chartered Bank (Thai) Public Company Limited
549300O1LQYCQ7G1IM57
TH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Brussels, Brussels-Capital, BE, Branch)
00000000000000000000
BE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Madrid, Madrid, ES, Branch)
529900SICIK5OVMVY186
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Chartered Bank (Hong Kong) Limited
X5AV1MBDXGRPX5UGMX13
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Singapore, SG, Branch)
E57ODZWZ7FF32TWEFA76
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Nordea Bank AB (Oslo, Oslo, NO, Branch)
0000000000
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas Securities Services (Athens, Attica, GR, Branch)
549300WCGB70D06XZS54
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Societa per Azioni
529900SS7ZWCX82U3W60
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch)
7LTWFZYICNSX8D621K86
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Jung-gu, Seoul, KR, Branch)
2HI3YI5320L3RW6NJ957
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Taipei City, TW, Branch)
25490016G0WR60ANOK04
TW
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Makati City, Metro Manila, PH, Branch)
0000000000
PH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank del Peru S.A.
MYTK5NHHP1G8TVFGT193
PE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Paris, Paris, FR, Branch)
7LTWFZYICNSX8D621K86
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
State Street Trust Company Canada
549300L71XG2CTQ2V827
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Maghreb S.A
5493003FVWLMBFTISI11
MA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Vienna, Vienna, AT, Branch)
0000000000
AT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Stanbic IBTC Bank PLC
549300NIVXF92ZIOVW61
NG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank Egypt S.A.E
2138001Q77JDLESS4Y50
EG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex
2SFFM4FUIE05S37WFU55
MX
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Nordea Bank AB (publ) (Helsinki, Uusimaa, FI, Branch)
6SCPQ280AIY8EP3XFW53
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company (London, GB, Branch)
0000000000
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Chartered Bank Kenya Limited
549300RBHWW5EJIRG629
KE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Ebene, Plaines Wilhems, MU, Branch)
0000000000
MU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Jakarta, Jakarta, ID, Branch)
0000000000
ID
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Ngan Hang Trach Nhiem Huu Han Mot Thanh Vien HSBC (Viet Nam)
213800H95OG9OHRT4Y78
VN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Lisbon, Lisboa, PT, Branch)
00000000000000000000
PT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Nordea Bank Danmark A/S
549300LX0YIEPRTY0Z32
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Karachi, Sindh, PK, Branch)
0000000000
PK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank (China) Company Limited
2CZOJRADNJXBLT55G526
CN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Clearstream Banking S.A.
549300OL514RA0SXJJ44
LU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
AS SEB Pank
549300ND1MQ8SNNYMJ22
EE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch)
2HI3YI5320L3RW6NJ957
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Bank Hapoalim B.M.
B6ARUI4946ST4S7WOU88
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Chuo ku, Tokyo, JP, Branch)
2HI3YI5320L3RW6NJ957
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
AB SEB bankas
549300SBPFE9JX7N8J82
LT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Itau CorpBanca
549300DDPTTIZ06NIV06
CL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank Middle East Limited (Kuwait City, Al Asimah, KW, Branch)
0000000000
KW
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch)
579100KKDGKCFFKKF005
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch)
2HI3YI5320L3RW6NJ957
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Jongno-gu, Seoul, KR, Branch)
0000000000
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Cititrust Colombia S A Sociedad Fiduciaria
549300242J3IJCOSGI49
CO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
DST Asset Manager Solutions, Inc.
0000000000
N
N
N
Thornburg Investment Management, Inc.
8HJ584LSUOXRY4R82794
Y
N
N
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
122015.43000000
Merrill Lynch, Pierce, Fenner & Smith Incorporated
8-7221
000007691
8NAV47T0Y26Q87Y0QP81
128150.38000000
Pershing LLC
8-17574
000007560
ZI8Q1A8EI8LQFJNM0D94
86313.76000000
Deutsche Bank Capital Corporation
8-15774
000005323
0000000000
70502.77000000
JPMorgan Chase & Co.
8-35008
000000079
8I5DZWZKVSZI1NUHU748
136089.01000000
HSBC Securities (USA) Inc.
8-41562
000019585
CYYGQCGNHMHPSMRL3R97
204886.33000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
155429.03000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
79504.65000000
Credit Agricole SA
8-13753
000000190
969500TJ5KRTCJQWXH05
FR
80844.36000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
240613.60000000
1746101.66000000
State Street Bank and Trust Company
N/A
000000000
571474TGEMMWANRLN572
720351600.70000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
4878640.00000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
5477760.00000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
11785174.49000000
742493175.19000000
N
1038110445.87000000
N
Thornburg Value Fund
S000011846
54930089U7S9VLN5QP70
Y
6
0
0
N/A
N
N
N
N
N/A
N/A
N/A
N/A
N
N
N
N
Thornburg Investment Management, Inc.
801-17853
000106357
8HJ584LSUOXRY4R82794
N
DST Asset Manager Solutions, Inc.
84-00896
0000000000
N
N
N
Standard & Poor's Financial Services LLC
549300U4VWNITEKO2881
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
Ice Data Services, Inc.
5493000NQ9LYLDBCTL34
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
N
The Hongkong and Shanghai Banking Corporation Limited (Chuo ku, Tokyo, JP, Branch)
2HI3YI5320L3RW6NJ957
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Jung-gu, Seoul, KR, Branch)
2HI3YI5320L3RW6NJ957
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
AS SEB Pank
549300ND1MQ8SNNYMJ22
EE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Nordea Bank AB (Stockholm, Stockholm, SE, Branch)
6SCPQ280AIY8EP3XFW53
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Joint Stock Company Commercial Bank Citibank
CHSQDSVI1UI96Y2SW097
RU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch)
7LTWFZYICNSX8D621K86
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch)
2HI3YI5320L3RW6NJ957
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
The Hongkong and Shanghai Banking Corporation Limited (Mumbai, Maharashtra, IN, Branch)
2HI3YI5320L3RW6NJ957
IN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank (Malaysia) Berhad
529900DLWFR8HK7DR278
MY
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank Middle East Limited (Kuwait City, Al Asimah, KW, Branch)
0000000000
KW
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Clearstream Banking S.A.
549300OL514RA0SXJJ44
LU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
FirstRand Bank Limited
ZAYQDKTCATIXF9OQY690
ZA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Colombo, Western, LK, Branch)
0000000000
LK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank Middle East Limited
549300F99IL9YJDWH369
AE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
AB SEB bankas
549300SBPFE9JX7N8J82
LT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank del Peru S.A.
MYTK5NHHP1G8TVFGT193
PE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex
2SFFM4FUIE05S37WFU55
MX
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Societa per Azioni
529900SS7ZWCX82U3W60
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas Securities Services (Athens, Attica, GR, Branch)
549300WCGB70D06XZS54
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Ceskoslovenska obchodni banka, a. s.
Q5BP2UEQ48R75BOTCB92
CZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Chartered Bank (Thai) Public Company Limited
549300O1LQYCQ7G1IM57
TH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company (London, GB, Branch)
0000000000
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank Egypt S.A.E
2138001Q77JDLESS4Y50
EG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank Middle East Limited (Manama, Capital, BH, Branch)
0000000000
BH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Credit Suisse Funds AG
549300UY5YPGQ600JV78
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Bank Polska Kasa Opieki - Spolka Akcyjna
5493000LKS7B3UTF7H35
PL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Bank Hapoalim B.M.
B6ARUI4946ST4S7WOU88
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Jongno-gu, Seoul, KR, Branch)
0000000000
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Maghreb S.A
5493003FVWLMBFTISI11
MA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Sisli, Istanbul, TR, Branch)
0000000000
TR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Brussels, Brussels-Capital, BE, Branch)
00000000000000000000
BE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Vienna, Vienna, AT, Branch)
0000000000
AT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Nordea Bank AB (Oslo, Oslo, NO, Branch)
0000000000
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch)
579100KKDGKCFFKKF005
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Cititrust Colombia S A Sociedad Fiduciaria
549300242J3IJCOSGI49
CO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Jakarta, Jakarta, ID, Branch)
0000000000
ID
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Bank Namibia Limited
254900K6TJFDYKSQWV49
NA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Ebene, Plaines Wilhems, MU, Branch)
0000000000
MU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Chartered Bank (Hong Kong) Limited
X5AV1MBDXGRPX5UGMX13
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited
2HI3YI5320L3RW6NJ957
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank (China) Company Limited
2CZOJRADNJXBLT55G526
CN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Stanbic IBTC Bank PLC
549300NIVXF92ZIOVW61
NG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Taipei City, TW, Branch)
25490016G0WR60ANOK04
TW
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch)
2HI3YI5320L3RW6NJ957
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe Public Limited Company (Budapest, HU, Branch)
N1FBEDJ5J41VKZLO2475
HU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Lisbon, Lisboa, PT, Branch)
00000000000000000000
PT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (London, GB, Branch)
7LTWFZYICNSX8D621K86
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Singapore, SG, Branch)
E57ODZWZ7FF32TWEFA76
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Nordea Bank Danmark A/S
549300LX0YIEPRTY0Z32
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Nordea Bank AB (publ) (Helsinki, Uusimaa, FI, Branch)
6SCPQ280AIY8EP3XFW53
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Itau CorpBanca
549300DDPTTIZ06NIV06
CL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank Middle East Limited (Doha, Ad Dawhah, QA, Branch)
0000000000
QA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Makati City, Metro Manila, PH, Branch)
0000000000
PH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Madrid, Madrid, ES, Branch)
529900SICIK5OVMVY186
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Trust Company Canada
549300L71XG2CTQ2V827
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Paris, Paris, FR, Branch)
7LTWFZYICNSX8D621K86
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
DST Asset Manager Solutions, Inc.
0000000000
N
N
N
Thornburg Investment Management, Inc.
8HJ584LSUOXRY4R82794
Y
N
N
Sanford C. Bernstein & Co., LLC
8-52942
000104474
549300I7JYZHT7D5CO04
75860.00000000
William Blair & Company, L.L.C.
8-02698
000001252
549300J0P7XYE8BMZ775
21031.24000000
Raymond James Financial, Inc.
8-17983
000006694
RGUZHJ05YTITL6D76949
45275.83000000
STIFEL NICOLAUS & CO INC.
8-1447
000000793
5WUVMA08EYG4KEUPW589
45639.16000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
71093.75000000
Commonwealth Bank of Australia
8-66998
000136321
MSFSBD3QN1GSN7Q6C537
AU
31713.97000000
National Financial Services Corporation
8-26740
000013041
00000000000000000000
29333.84000000
Bloomberg Tradebook LLC
N/A
000000000
549300P0PVQNO43T7K36
59049.93000000
Merrill Lynch, Pierce, Fenner & Smith Incorporated
8-7221
000007691
8NAV47T0Y26Q87Y0QP81
45503.45000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
37782.34000000
597015.84000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
14378828.00000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
29355200.00000000
State Street Bank and Trust Company
N/A
000000000
571474TGEMMWANRLN572
801755742.20000000
845489770.20000000
N
994569268.69000000
N
Thornburg Investment Income Builder Fund
S000011851
549300TMVK6SMZQZYS83
Y
7
0
0
N/A
N
N
N
N
N/A
N/A
N/A
N/A
N
N
N
N
Thornburg Investment Management, Inc.
801-17853
000106357
8HJ584LSUOXRY4R82794
N
DST Asset Manager Solutions, Inc.
84-00896
0000000000
N
N
N
Ice Data Services, Inc.
5493000NQ9LYLDBCTL34
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
Standard & Poor's Financial Services LLC
549300U4VWNITEKO2881
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
N
Deutsche Bank Aktiengesellschaft (Lisbon, Lisboa, PT, Branch)
00000000000000000000
PT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas Securities Services (Athens, Attica, GR, Branch)
549300WCGB70D06XZS54
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Chartered Bank (Hong Kong) Limited
X5AV1MBDXGRPX5UGMX13
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Credit Suisse Funds AG
549300UY5YPGQ600JV78
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Bank Polska Kasa Opieki - Spolka Akcyjna
5493000LKS7B3UTF7H35
PL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company (London, GB, Branch)
0000000000
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
FirstRand Bank Limited
ZAYQDKTCATIXF9OQY690
ZA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Ebene, Plaines Wilhems, MU, Branch)
0000000000
MU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Sisli, Istanbul, TR, Branch)
0000000000
TR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Chartered Bank (Thai) Public Company Limited
549300O1LQYCQ7G1IM57
TH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank (China) Company Limited
2CZOJRADNJXBLT55G526
CN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Itau CorpBanca
549300DDPTTIZ06NIV06
CL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank Middle East Limited (Doha, Ad Dawhah, QA, Branch)
0000000000
QA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Taipei City, TW, Branch)
25490016G0WR60ANOK04
TW
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Nordea Bank AB (Oslo, Oslo, NO, Branch)
0000000000
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank Egypt S.A.E
2138001Q77JDLESS4Y50
EG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
AB SEB bankas
549300SBPFE9JX7N8J82
LT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex
2SFFM4FUIE05S37WFU55
MX
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch)
579100KKDGKCFFKKF005
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch)
2HI3YI5320L3RW6NJ957
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Cititrust Colombia S A Sociedad Fiduciaria
549300242J3IJCOSGI49
CO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Jakarta, Jakarta, ID, Branch)
0000000000
ID
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Societa per Azioni
529900SS7ZWCX82U3W60
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Jung-gu, Seoul, KR, Branch)
2HI3YI5320L3RW6NJ957
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch)
2HI3YI5320L3RW6NJ957
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
AS SEB Pank
549300ND1MQ8SNNYMJ22
EE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Bank Namibia Limited
254900K6TJFDYKSQWV49
NA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Chuo ku, Tokyo, JP, Branch)
2HI3YI5320L3RW6NJ957
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank Middle East Limited
549300F99IL9YJDWH369
AE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Ceskoslovenska obchodni banka, a. s.
Q5BP2UEQ48R75BOTCB92
CZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Jongno-gu, Seoul, KR, Branch)
0000000000
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Mumbai, Maharashtra, IN, Branch)
2HI3YI5320L3RW6NJ957
IN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited
2HI3YI5320L3RW6NJ957
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe Public Limited Company (Budapest, HU, Branch)
N1FBEDJ5J41VKZLO2475
HU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Bank Hapoalim B.M.
B6ARUI4946ST4S7WOU88
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Maghreb S.A
5493003FVWLMBFTISI11
MA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Nordea Bank AB (Stockholm, Stockholm, SE, Branch)
6SCPQ280AIY8EP3XFW53
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Makati City, Metro Manila, PH, Branch)
0000000000
PH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Madrid, Madrid, ES, Branch)
529900SICIK5OVMVY186
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Brussels, Brussels-Capital, BE, Branch)
00000000000000000000
BE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Vienna, Vienna, AT, Branch)
0000000000
AT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank Middle East Limited (Manama, Capital, BH, Branch)
0000000000
BH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Paris, Paris, FR, Branch)
7LTWFZYICNSX8D621K86
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Joint Stock Company Commercial Bank Citibank
CHSQDSVI1UI96Y2SW097
RU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Clearstream Banking S.A.
549300OL514RA0SXJJ44
LU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Singapore, SG, Branch)
E57ODZWZ7FF32TWEFA76
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank (Malaysia) Berhad
529900DLWFR8HK7DR278
MY
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Colombo, Western, LK, Branch)
0000000000
LK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank del Peru S.A.
MYTK5NHHP1G8TVFGT193
PE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Nordea Bank AB (publ) (Helsinki, Uusimaa, FI, Branch)
6SCPQ280AIY8EP3XFW53
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch)
7LTWFZYICNSX8D621K86
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Nordea Bank Danmark A/S
549300LX0YIEPRTY0Z32
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Trust Company Canada
549300L71XG2CTQ2V827
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
DST Asset Manager Solutions, Inc.
0000000000
N
N
N
Thornburg Investment Management, Inc.
8HJ584LSUOXRY4R82794
Y
N
N
Merrill Lynch, Pierce, Fenner & Smith Incorporated
8-7221
000007691
8NAV47T0Y26Q87Y0QP81
1264646.98000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
869169.80000000
Deutsche Bank Capital Corporation
8-15774
000005323
0000000000
911772.15000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
1251646.39000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
1413110.36000000
HSBC Securities (USA) Inc.
8-41562
000019585
CYYGQCGNHMHPSMRL3R97
655922.04000000
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
535212.67000000
Societe Generale
8-49963
000042731
O2RNE8IBXP4R0TD8PU41
FR
1241782.13000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
1207288.44000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
2039159.96000000
15457316.35000000
Deutsche Bank Capital Corporation
8-15774
000005323
0000000000
19929200.00000000
Pershing LLC
8-17574
000007560
ZI8Q1A8EI8LQFJNM0D94
48162079.91000000
STIFEL NICOLAUS & CO INC.
8-1447
000000793
5WUVMA08EYG4KEUPW589
15110250.00000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
14420000.00000000
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
27360748.17000000
Jefferies LLC
8-15074
000002347
58PU97L1C0WSRCWADL48
29657347.50000000
State Street Bank and Trust Company
N/A
000000000
571474TGEMMWANRLN572
5873783270.00000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
157610550.00000000
JPMorgan Chase & Co.
8-35008
000000079
8I5DZWZKVSZI1NUHU748
18684750.00000000
Merrill Lynch, Pierce, Fenner & Smith Incorporated
8-7221
000007691
8NAV47T0Y26Q87Y0QP81
57231175.00000000
6322903445.24000000
N
15602722772.49000000
N
Thornburg Core Growth Fund
S000011850
5493007OHRENF8SZUU58
Y
6
0
0
N/A
N
N
N
N
N/A
N/A
N/A
N/A
N
N
N
N
Thornburg Investment Management, Inc.
801-17853
000106357
8HJ584LSUOXRY4R82794
N
DST Asset Manager Solutions, Inc.
84-00896
0000000000
N
N
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
Standard & Poor's Financial Services LLC
549300U4VWNITEKO2881
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
Ice Data Services, Inc.
5493000NQ9LYLDBCTL34
N
N
The Hongkong and Shanghai Banking Corporation Limited (Ebene, Plaines Wilhems, MU, Branch)
0000000000
MU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank Middle East Limited
549300F99IL9YJDWH369
AE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Sisli, Istanbul, TR, Branch)
0000000000
TR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Clearstream Banking S.A.
549300OL514RA0SXJJ44
LU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas Securities Services (Athens, Attica, GR, Branch)
549300WCGB70D06XZS54
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Mumbai, Maharashtra, IN, Branch)
2HI3YI5320L3RW6NJ957
IN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank del Peru S.A.
MYTK5NHHP1G8TVFGT193
PE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Taipei City, TW, Branch)
25490016G0WR60ANOK04
TW
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
FirstRand Bank Limited
ZAYQDKTCATIXF9OQY690
ZA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Brussels, Brussels-Capital, BE, Branch)
00000000000000000000
BE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Madrid, Madrid, ES, Branch)
529900SICIK5OVMVY186
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Chartered Bank (Hong Kong) Limited
X5AV1MBDXGRPX5UGMX13
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Joint Stock Company Commercial Bank Citibank
CHSQDSVI1UI96Y2SW097
RU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex
2SFFM4FUIE05S37WFU55
MX
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Lisbon, Lisboa, PT, Branch)
00000000000000000000
PT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Societa per Azioni
529900SS7ZWCX82U3W60
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank (Malaysia) Berhad
529900DLWFR8HK7DR278
MY
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Nordea Bank AB (publ) (Helsinki, Uusimaa, FI, Branch)
6SCPQ280AIY8EP3XFW53
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Colombo, Western, LK, Branch)
0000000000
LK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
AS SEB Pank
549300ND1MQ8SNNYMJ22
EE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Itau CorpBanca
549300DDPTTIZ06NIV06
CL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Bank Polska Kasa Opieki - Spolka Akcyjna
5493000LKS7B3UTF7H35
PL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch)
2HI3YI5320L3RW6NJ957
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Ceskoslovenska obchodni banka, a. s.
Q5BP2UEQ48R75BOTCB92
CZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Chartered Bank (Thai) Public Company Limited
549300O1LQYCQ7G1IM57
TH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Bank Namibia Limited
254900K6TJFDYKSQWV49
NA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Paris, Paris, FR, Branch)
7LTWFZYICNSX8D621K86
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Trust Company Canada
549300L71XG2CTQ2V827
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Deutsche Bank Aktiengesellschaft (Jakarta, Jakarta, ID, Branch)
0000000000
ID
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company (London, GB, Branch)
0000000000
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch)
7LTWFZYICNSX8D621K86
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Vienna, Vienna, AT, Branch)
0000000000
AT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Maghreb S.A
5493003FVWLMBFTISI11
MA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Credit Suisse Funds AG
549300UY5YPGQ600JV78
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited
2HI3YI5320L3RW6NJ957
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Makati City, Metro Manila, PH, Branch)
0000000000
PH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank (China) Company Limited
2CZOJRADNJXBLT55G526
CN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Jung-gu, Seoul, KR, Branch)
2HI3YI5320L3RW6NJ957
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Nordea Bank AB (Oslo, Oslo, NO, Branch)
0000000000
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
AB SEB bankas
549300SBPFE9JX7N8J82
LT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Nordea Bank Danmark A/S
549300LX0YIEPRTY0Z32
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe Public Limited Company (Budapest, HU, Branch)
N1FBEDJ5J41VKZLO2475
HU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Chuo ku, Tokyo, JP, Branch)
2HI3YI5320L3RW6NJ957
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Bank Hapoalim B.M.
B6ARUI4946ST4S7WOU88
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Nordea Bank AB (Stockholm, Stockholm, SE, Branch)
6SCPQ280AIY8EP3XFW53
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch)
579100KKDGKCFFKKF005
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch)
2HI3YI5320L3RW6NJ957
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Cititrust Colombia S A Sociedad Fiduciaria
549300242J3IJCOSGI49
CO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank Middle East Limited (Doha, Ad Dawhah, QA, Branch)
0000000000
QA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank Egypt S.A.E
2138001Q77JDLESS4Y50
EG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Singapore, SG, Branch)
E57ODZWZ7FF32TWEFA76
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank Middle East Limited (Manama, Capital, BH, Branch)
0000000000
BH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Jongno-gu, Seoul, KR, Branch)
0000000000
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
DST Asset Manager Solutions, Inc.
0000000000
N
N
N
Thornburg Investment Management, Inc.
8HJ584LSUOXRY4R82794
Y
N
N
Pershing LLC
8-17574
000007560
ZI8Q1A8EI8LQFJNM0D94
41314.84000000
Bloomberg Tradebook LLC
N/A
000000000
549300P0PVQNO43T7K36
14789.89000000
Merrill Lynch, Pierce, Fenner & Smith Incorporated
8-7221
000007691
8NAV47T0Y26Q87Y0QP81
24125.23000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
34260.72000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
11793.12000000
William Blair & Company, L.L.C.
8-02698
000001252
549300J0P7XYE8BMZ775
32188.24000000
Sanford C. Bernstein & Co., LLC
8-52942
000104474
549300I7JYZHT7D5CO04
11783.61000000
National Financial Services Corporation
8-26740
000013041
00000000000000000000
13132.50000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
25095.36000000
JPMorgan Chase & Co.
8-35008
000000079
8I5DZWZKVSZI1NUHU748
23878.20000000
284938.78000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
10739638.00000000
State Street Bank and Trust Company
N/A
000000000
571474TGEMMWANRLN572
621366639.00000000
Bloomberg Tradebook LLC
N/A
000000000
549300P0PVQNO43T7K36
3.44000000
632106280.44000000
N
669467883.66000000
N
Thornburg International Growth Fund
S000015648
5493001STPJ13DESVZ34
Y
7
0
0
N/A
N
N
N
N
N/A
N/A
N/A
N/A
N
N
N
N
Thornburg Investment Management, Inc.
801-17853
000106357
8HJ584LSUOXRY4R82794
N
DST Asset Manager Solutions, Inc.
84-00896
0000000000
N
N
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
Ice Data Services, Inc.
5493000NQ9LYLDBCTL34
N
Standard & Poor's Financial Services LLC
549300U4VWNITEKO2881
N
N
Deutsche Bank Aktiengesellschaft (Brussels, Brussels-Capital, BE, Branch)
00000000000000000000
BE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Makati City, Metro Manila, PH, Branch)
0000000000
PH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Paris, Paris, FR, Branch)
7LTWFZYICNSX8D621K86
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Ngan Hang Trach Nhiem Huu Han Mot Thanh Vien HSBC (Viet Nam)
213800H95OG9OHRT4Y78
VN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Bank Polska Kasa Opieki - Spolka Akcyjna
5493000LKS7B3UTF7H35
PL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Nordea Bank Danmark A/S
549300LX0YIEPRTY0Z32
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Citibank del Peru S.A.
MYTK5NHHP1G8TVFGT193
PE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Colombo, Western, LK, Branch)
0000000000
LK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Ebene, Plaines Wilhems, MU, Branch)
0000000000
MU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch)
7LTWFZYICNSX8D621K86
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Maghreb S.A
5493003FVWLMBFTISI11
MA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Chartered Bank (Hong Kong) Limited
X5AV1MBDXGRPX5UGMX13
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank (China) Company Limited
2CZOJRADNJXBLT55G526
CN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Chuo ku, Tokyo, JP, Branch)
2HI3YI5320L3RW6NJ957
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Itau CorpBanca
549300DDPTTIZ06NIV06
CL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Ceskoslovenska obchodni banka, a. s.
Q5BP2UEQ48R75BOTCB92
CZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch)
2HI3YI5320L3RW6NJ957
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Chartered Bank (Thai) Public Company Limited
549300O1LQYCQ7G1IM57
TH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Societa per Azioni
529900SS7ZWCX82U3W60
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Lisbon, Lisboa, PT, Branch)
00000000000000000000
PT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe Public Limited Company (Budapest, HU, Branch)
N1FBEDJ5J41VKZLO2475
HU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Cititrust Colombia S A Sociedad Fiduciaria
549300242J3IJCOSGI49
CO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Sisli, Istanbul, TR, Branch)
0000000000
TR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Vienna, Vienna, AT, Branch)
0000000000
AT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank (Malaysia) Berhad
529900DLWFR8HK7DR278
MY
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Mumbai, Maharashtra, IN, Branch)
2HI3YI5320L3RW6NJ957
IN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Nordea Bank AB (Oslo, Oslo, NO, Branch)
0000000000
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Nordea Bank AB (publ) (Helsinki, Uusimaa, FI, Branch)
6SCPQ280AIY8EP3XFW53
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company (London, GB, Branch)
0000000000
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Clearstream Banking S.A.
549300OL514RA0SXJJ44
LU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Stanbic IBTC Bank PLC
549300NIVXF92ZIOVW61
NG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Singapore, SG, Branch)
E57ODZWZ7FF32TWEFA76
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank Middle East Limited (Doha, Ad Dawhah, QA, Branch)
0000000000
QA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
FirstRand Bank Limited
ZAYQDKTCATIXF9OQY690
ZA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Bank Namibia Limited
254900K6TJFDYKSQWV49
NA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch)
2HI3YI5320L3RW6NJ957
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Jakarta, Jakarta, ID, Branch)
0000000000
ID
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank Middle East Limited (Manama, Capital, BH, Branch)
0000000000
BH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Nordea Bank AB (Stockholm, Stockholm, SE, Branch)
6SCPQ280AIY8EP3XFW53
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited
2HI3YI5320L3RW6NJ957
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas Securities Services (Athens, Attica, GR, Branch)
549300WCGB70D06XZS54
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch)
579100KKDGKCFFKKF005
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Trust Company Canada
549300L71XG2CTQ2V827
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Bank Hapoalim B.M.
B6ARUI4946ST4S7WOU88
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex
2SFFM4FUIE05S37WFU55
MX
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
AS SEB Pank
549300ND1MQ8SNNYMJ22
EE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank Egypt S.A.E
2138001Q77JDLESS4Y50
EG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Taipei City, TW, Branch)
25490016G0WR60ANOK04
TW
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Joint Stock Company Commercial Bank Citibank
CHSQDSVI1UI96Y2SW097
RU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Jung-gu, Seoul, KR, Branch)
2HI3YI5320L3RW6NJ957
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Madrid, Madrid, ES, Branch)
529900SICIK5OVMVY186
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Jongno-gu, Seoul, KR, Branch)
0000000000
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Credit Suisse Funds AG
549300UY5YPGQ600JV78
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank Middle East Limited
549300F99IL9YJDWH369
AE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
AB SEB bankas
549300SBPFE9JX7N8J82
LT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
DST Asset Manager Solutions, Inc.
0000000000
N
N
N
Thornburg Investment Management, Inc.
8HJ584LSUOXRY4R82794
Y
N
N
Deutsche Bank Capital Corporation
8-15774
000005323
0000000000
56472.92000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
54332.26000000
JPMorgan Chase & Co.
8-35008
000000079
8I5DZWZKVSZI1NUHU748
64405.18000000
Societe Generale
8-49963
000042731
O2RNE8IBXP4R0TD8PU41
FR
163055.71000000
Bloomberg Tradebook LLC
N/A
000000000
549300P0PVQNO43T7K36
52484.48000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
93999.41000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
106182.06000000
Daiwa Capital Markets America Inc.
8-12242
000001576
M67H5PRC0NQKM73ZAS82
56256.80000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
75169.69000000
Pershing LLC
8-17574
000007560
ZI8Q1A8EI8LQFJNM0D94
58391.36000000
1149552.30000000
State Street Bank and Trust Company
N/A
000000000
571474TGEMMWANRLN572
269004472.70000000
Daiwa Capital Markets America Inc.
8-12242
000001576
M67H5PRC0NQKM73ZAS82
1468369.00000000
JPMorgan Chase & Co.
8-35008
000000079
8I5DZWZKVSZI1NUHU748
278040.00000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
858143.84000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
1774288.00000000
Bloomberg Tradebook LLC
N/A
000000000
549300P0PVQNO43T7K36
13920.00000000
273397233.54000000
N
1669474159.50000000
N
Thornburg Limited Term Income Fund
S000011845
549300TTKQL3842TC885
Y
7
0
0
N/A
N
N
N
N
N/A
N/A
N/A
N/A
N
N
N
N
Thornburg Investment Management, Inc.
801-17853
000106357
8HJ584LSUOXRY4R82794
N
DST Asset Manager Solutions, Inc.
84-00896
0000000000
N
N
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
Standard & Poor's Financial Services LLC
549300U4VWNITEKO2881
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
Ice Data Services, Inc.
5493000NQ9LYLDBCTL34
N
N
State Street Trust Company Canada
549300L71XG2CTQ2V827
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Clearstream Banking S.A.
549300OL514RA0SXJJ44
LU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
N
DST Asset Manager Solutions, Inc.
0000000000
N
N
N
Thornburg Investment Management, Inc.
8HJ584LSUOXRY4R82794
Y
N
N
0.00000000
SunTrust Bank
N/A
000000000
IYDOJBGJWY9T8XKCSX06
30239500000.00000000
JPMorgan Chase & Co.
8-35008
000000079
8I5DZWZKVSZI1NUHU748
3631961743.00000000
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
1704188459.00000000
Weeden & Co. L.P.
8-37267
000016835
549300OYBLKSN8M8EW67
2283894247.00000000
SunTrust Robinson Humphrey, Inc.
008-17212
000006271
CSVTK36R0PNGXEM7NS14
1363872866.00000000
Mizuho Securities USA LLC
8-37710
000019647
7TK5RJIZDFROZCA6XF66
6077148649.00000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
1612167371.00000000
Merrill Lynch, Pierce, Fenner & Smith Incorporated
8-7221
000007691
8NAV47T0Y26Q87Y0QP81
5975112833.00000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
4817639052.00000000
MITSUBISHI UFJ SECURITIES (USA) INC.
8-43026
000019685
K5HU16E3LMSVCCJJJ255
1542598808.00000000
63517797879.29000000
N
5024200378.84000000
N
Thornburg Limited Term U.S. Government Fund
S000011842
5493006JWY6PYF1WBP22
Y
6
0
0
N/A
N
N
N
N
N/A
N/A
N/A
N/A
N
N
N
N
Thornburg Investment Management, Inc.
801-17853
000106357
8HJ584LSUOXRY4R82794
N
DST Asset Manager Solutions, Inc.
84-00896
0000000000
N
N
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
Ice Data Services, Inc.
5493000NQ9LYLDBCTL34
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
Standard & Poor's Financial Services LLC
549300U4VWNITEKO2881
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
N
DST Asset Manager Solutions, Inc.
0000000000
N
N
N
Thornburg Investment Management, Inc.
8HJ584LSUOXRY4R82794
Y
N
N
0.00000000
Nomura Securities International, Inc.
8-15255
000004297
OXTKY6Q8X53C9ILVV871
35567437.67000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
83657271.23000000
The Toronto-Dominion Bank
8-36747
000018476
PT3QB789TSUIDF371261
CA
29688034.22000000
JPMorgan Chase & Co.
8-35008
000000079
8I5DZWZKVSZI1NUHU748
62168869.04000000
Weeden & Co. L.P.
8-37267
000016835
549300OYBLKSN8M8EW67
28863330.41000000
Pershing LLC
8-17574
000007560
ZI8Q1A8EI8LQFJNM0D94
62092205.05000000
SunTrust Bank
N/A
000000000
IYDOJBGJWY9T8XKCSX06
2858500000.00000000
FTN Financial Securities Corp.
N/A
000000000
PHDL2C07HIPM5DUL8S59
45208139.91000000
Mizuho Securities USA LLC
8-37710
000019647
7TK5RJIZDFROZCA6XF66
151157965.60000000
Merrill Lynch, Pierce, Fenner & Smith Incorporated
8-7221
000007691
8NAV47T0Y26Q87Y0QP81
164407092.70000000
3656083730.76000000
N
259520955.00000000
N
Thornburg International Value Fund
S000011849
549300AUICZZ58UN2L97
Y
7
0
0
N/A
N
N
N
N
N/A
N/A
N/A
N/A
N
N
N
N
Thornburg Investment Management, Inc.
801-17853
000106357
8HJ584LSUOXRY4R82794
N
DST Asset Manager Solutions, Inc.
84-00896
0000000000
N
N
N
Standard & Poor's Financial Services LLC
549300U4VWNITEKO2881
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
Ice Data Services, Inc.
5493000NQ9LYLDBCTL34
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
N
HSBC Bank Middle East Limited
549300F99IL9YJDWH369
AE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Trust Company Canada
549300L71XG2CTQ2V827
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Clearstream Banking S.A.
549300OL514RA0SXJJ44
LU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (London, GB, Branch)
7LTWFZYICNSX8D621K86
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Nordea Bank Danmark A/S
549300LX0YIEPRTY0Z32
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited
2HI3YI5320L3RW6NJ957
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank Middle East Limited (Doha, Ad Dawhah, QA, Branch)
0000000000
QA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Societa per Azioni
529900SS7ZWCX82U3W60
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe Public Limited Company (Budapest, HU, Branch)
N1FBEDJ5J41VKZLO2475
HU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Brussels, Brussels-Capital, BE, Branch)
00000000000000000000
BE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Maghreb S.A
5493003FVWLMBFTISI11
MA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank Egypt S.A.E
2138001Q77JDLESS4Y50
EG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas Securities Services (Athens, Attica, GR, Branch)
549300WCGB70D06XZS54
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Singapore, SG, Branch)
E57ODZWZ7FF32TWEFA76
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
FirstRand Bank Limited
ZAYQDKTCATIXF9OQY690
ZA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank (China) Company Limited
2CZOJRADNJXBLT55G526
CN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
AS SEB Pank
549300ND1MQ8SNNYMJ22
EE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Ceskoslovenska obchodni banka, a. s.
Q5BP2UEQ48R75BOTCB92
CZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Lisbon, Lisboa, PT, Branch)
00000000000000000000
PT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch)
2HI3YI5320L3RW6NJ957
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Vienna, Vienna, AT, Branch)
0000000000
AT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Nordea Bank AB (Oslo, Oslo, NO, Branch)
0000000000
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Nordea Bank AB (publ) (Helsinki, Uusimaa, FI, Branch)
6SCPQ280AIY8EP3XFW53
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Jakarta, Jakarta, ID, Branch)
0000000000
ID
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Joint Stock Company Commercial Bank Citibank
CHSQDSVI1UI96Y2SW097
RU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Credit Suisse Funds AG
549300UY5YPGQ600JV78
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Bank Polska Kasa Opieki - Spolka Akcyjna
5493000LKS7B3UTF7H35
PL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Deutsche Bank (Malaysia) Berhad
529900DLWFR8HK7DR278
MY
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Chuo ku, Tokyo, JP, Branch)
2HI3YI5320L3RW6NJ957
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex
2SFFM4FUIE05S37WFU55
MX
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Makati City, Metro Manila, PH, Branch)
0000000000
PH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Mumbai, Maharashtra, IN, Branch)
2HI3YI5320L3RW6NJ957
IN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Jung-gu, Seoul, KR, Branch)
2HI3YI5320L3RW6NJ957
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Jongno-gu, Seoul, KR, Branch)
0000000000
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Colombo, Western, LK, Branch)
0000000000
LK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Chartered Bank (Thai) Public Company Limited
549300O1LQYCQ7G1IM57
TH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Madrid, Madrid, ES, Branch)
529900SICIK5OVMVY186
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch)
7LTWFZYICNSX8D621K86
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank del Peru S.A.
MYTK5NHHP1G8TVFGT193
PE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Taipei City, TW, Branch)
25490016G0WR60ANOK04
TW
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Bank Hapoalim B.M.
B6ARUI4946ST4S7WOU88
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Itau CorpBanca
549300DDPTTIZ06NIV06
CL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Paris, Paris, FR, Branch)
7LTWFZYICNSX8D621K86
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch)
2HI3YI5320L3RW6NJ957
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Nordea Bank AB (Stockholm, Stockholm, SE, Branch)
6SCPQ280AIY8EP3XFW53
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Cititrust Colombia S A Sociedad Fiduciaria
549300242J3IJCOSGI49
CO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Ebene, Plaines Wilhems, MU, Branch)
0000000000
MU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Sisli, Istanbul, TR, Branch)
0000000000
TR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank Middle East Limited (Manama, Capital, BH, Branch)
0000000000
BH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
AB SEB bankas
549300SBPFE9JX7N8J82
LT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Chartered Bank (Hong Kong) Limited
X5AV1MBDXGRPX5UGMX13
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Bank Namibia Limited
254900K6TJFDYKSQWV49
NA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch)
579100KKDGKCFFKKF005
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company (London, GB, Branch)
0000000000
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
DST Asset Manager Solutions, Inc.
0000000000
N
N
N
Thornburg Investment Management, Inc.
8HJ584LSUOXRY4R82794
Y
N
N
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
431921.16000000
Merrill Lynch, Pierce, Fenner & Smith Incorporated
8-7221
000007691
8NAV47T0Y26Q87Y0QP81
489766.49000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
437257.40000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
380404.25000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
464823.48000000
HSBC Securities (USA) Inc.
8-41562
000019585
CYYGQCGNHMHPSMRL3R97
674177.53000000
JPMorgan Chase & Co.
8-35008
000000079
8I5DZWZKVSZI1NUHU748
325141.01000000
Bloomberg Tradebook LLC
N/A
000000000
549300P0PVQNO43T7K36
266800.66000000
Societe Generale
8-49963
000042731
O2RNE8IBXP4R0TD8PU41
FR
361537.81000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
637460.12000000
6248656.42000000
State Street Bank and Trust Company
N/A
000000000
571474TGEMMWANRLN572
3840346292.00000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
34628580.00000000
3874974872.00000000
N
5362721586.11000000
N
Thornburg Strategic Income Fund
S000020097
549300DQDM30USQXD355
Y
7
0
0
N/A
N
N
N
N
N/A
N/A
N/A
N/A
N
N
N
N
Thornburg Investment Management, Inc.
801-17853
000106357
8HJ584LSUOXRY4R82794
N
DST Asset Manager Solutions, Inc.
84-00896
0000000000
N
N
N
Ice Data Services, Inc.
5493000NQ9LYLDBCTL34
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
Standard & Poor's Financial Services LLC
549300U4VWNITEKO2881
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
N
The Hongkong and Shanghai Banking Corporation Limited (Chuo ku, Tokyo, JP, Branch)
2HI3YI5320L3RW6NJ957
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Bank Namibia Limited
254900K6TJFDYKSQWV49
NA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Nordea Bank Danmark A/S
549300LX0YIEPRTY0Z32
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex
2SFFM4FUIE05S37WFU55
MX
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Societa per Azioni
529900SS7ZWCX82U3W60
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank Middle East Limited (Manama, Capital, BH, Branch)
0000000000
BH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
FirstRand Bank Limited
ZAYQDKTCATIXF9OQY690
ZA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
AS SEB Pank
549300ND1MQ8SNNYMJ22
EE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas Securities Services (Athens, Attica, GR, Branch)
549300WCGB70D06XZS54
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
AB SEB bankas
549300SBPFE9JX7N8J82
LT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank Egypt S.A.E
2138001Q77JDLESS4Y50
EG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Itau CorpBanca
549300DDPTTIZ06NIV06
CL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Clearstream Banking S.A.
549300OL514RA0SXJJ44
LU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Lisbon, Lisboa, PT, Branch)
00000000000000000000
PT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe Public Limited Company (Budapest, HU, Branch)
N1FBEDJ5J41VKZLO2475
HU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Ebene, Plaines Wilhems, MU, Branch)
0000000000
MU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Euroclear PLC
54930045L3MXWBD27H71
CH
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
State Street Bank and Trust Company (London, GB, Branch)
0000000000
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Singapore, SG, Branch)
E57ODZWZ7FF32TWEFA76
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Jongno-gu, Seoul, KR, Branch)
0000000000
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Mumbai, Maharashtra, IN, Branch)
2HI3YI5320L3RW6NJ957
IN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Trust Company Canada
549300L71XG2CTQ2V827
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited
2HI3YI5320L3RW6NJ957
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Bank Hapoalim B.M.
B6ARUI4946ST4S7WOU88
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank Middle East Limited (Doha, Ad Dawhah, QA, Branch)
0000000000
QA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe Public Limited Company (Bucharest, Bucharest, RO, Branch)
N1FBEDJ5J41VKZLO2475
RO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Vienna, Vienna, AT, Branch)
0000000000
AT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch)
2HI3YI5320L3RW6NJ957
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Ceskoslovenska obchodni banka, a. s.
Q5BP2UEQ48R75BOTCB92
CZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
HSBC Bank Middle East Limited
549300F99IL9YJDWH369
AE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank (China) Company Limited
2CZOJRADNJXBLT55G526
CN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Colombo, Western, LK, Branch)
0000000000
LK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Cititrust Colombia S A Sociedad Fiduciaria
549300242J3IJCOSGI49
CO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank del Peru S.A.
MYTK5NHHP1G8TVFGT193
PE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Nordea Bank AB (publ) (Helsinki, Uusimaa, FI, Branch)
6SCPQ280AIY8EP3XFW53
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Madrid, Madrid, ES, Branch)
529900SICIK5OVMVY186
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Brussels, Brussels-Capital, BE, Branch)
00000000000000000000
BE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Nordea Bank AB (Stockholm, Stockholm, SE, Branch)
6SCPQ280AIY8EP3XFW53
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Nordea Bank AB (Oslo, Oslo, NO, Branch)
0000000000
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Jakarta, Jakarta, ID, Branch)
0000000000
ID
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Chartered Bank (Hong Kong) Limited
X5AV1MBDXGRPX5UGMX13
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Makati City, Metro Manila, PH, Branch)
0000000000
PH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Paris, Paris, FR, Branch)
7LTWFZYICNSX8D621K86
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Joint Stock Company Commercial Bank Citibank
CHSQDSVI1UI96Y2SW097
RU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch)
7LTWFZYICNSX8D621K86
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch)
2HI3YI5320L3RW6NJ957
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Taipei City, TW, Branch)
25490016G0WR60ANOK04
TW
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Jung-gu, Seoul, KR, Branch)
2HI3YI5320L3RW6NJ957
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch)
579100KKDGKCFFKKF005
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Chartered Bank (Thai) Public Company Limited
549300O1LQYCQ7G1IM57
TH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Credit Suisse Funds AG
549300UY5YPGQ600JV78
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Sisli, Istanbul, TR, Branch)
0000000000
TR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank (Malaysia) Berhad
529900DLWFR8HK7DR278
MY
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Maghreb S.A
5493003FVWLMBFTISI11
MA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Bank Polska Kasa Opieki - Spolka Akcyjna
5493000LKS7B3UTF7H35
PL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
DST Asset Manager Solutions, Inc.
0000000000
N
N
N
Thornburg Investment Management, Inc.
8HJ584LSUOXRY4R82794
Y
N
N
Sanford C. Bernstein & Co., LLC
8-52942
000104474
549300I7JYZHT7D5CO04
375.00000000
Jefferies LLC
8-15074
000002347
58PU97L1C0WSRCWADL48
12187.07000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
1800.00000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
4808.35000000
19170.42000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
77621661.95000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
38297738.19000000
State Street Bank and Trust Company
N/A
000000000
571474TGEMMWANRLN572
662611286.00000000
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
49655905.47000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
57097781.13000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
43747647.50000000
Deutsche Bank Capital Corporation
8-15774
000005323
0000000000
43558847.47000000
Mizuho Securities USA LLC
8-37710
000019647
7TK5RJIZDFROZCA6XF66
45579408.19000000
JPMorgan Chase & Co.
8-35008
000000079
8I5DZWZKVSZI1NUHU748
86822854.51000000
Merrill Lynch, Pierce, Fenner & Smith Incorporated
8-7221
000007691
8NAV47T0Y26Q87Y0QP81
82765382.58000000
1391684948.13000000
N
1094932672.50000000
N
Thornburg Low Duration Municipal Fund
S000043669
549300420UUQ3HF48O75
Y
2
0
0
N/A
N
N
N
N
N/A
N/A
N/A
N/A
N
N
N
N
Thornburg Investment Management, Inc.
801-17853
000106357
8HJ584LSUOXRY4R82794
N
DST Asset Manager Solutions, Inc.
84-00896
0000000000
N
N
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
Standard & Poor's Financial Services LLC
549300U4VWNITEKO2881
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
Ice Data Services, Inc.
5493000NQ9LYLDBCTL34
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
N
DST Asset Manager Solutions, Inc.
0000000000
N
N
N
Thornburg Investment Management, Inc.
8HJ584LSUOXRY4R82794
Y
N
N
0.00000000
Oppenheimer & Co. Inc.
8-4077
000000249
254900VH02JQR2L8XD64
13753835.00000000
JPMorgan Chase & Co.
8-35008
000000079
8I5DZWZKVSZI1NUHU748
720351600.70000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
22671733.70000000
First Clearing, LLC
N/A
000000000
549300ZMKHE2W4ILX759
10356356.25000000
U.S. Bancorp
8-35359
000017868
N1GZ7BBF3NP8GI976H15
11785174.49000000
Merrill Lynch, Pierce, Fenner & Smith Incorporated
8-7221
000007691
8NAV47T0Y26Q87Y0QP81
22050000.00000000
Weeden & Co. L.P.
8-37267
000016835
549300OYBLKSN8M8EW67
5477760.00000000
STIFEL NICOLAUS & CO INC.
8-1447
000000793
5WUVMA08EYG4KEUPW589
8352970.00000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
10154905.75000000
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
26779549.50000000
871901142.49000000
N
114764511.25000000
N
Thornburg Intermediate Municipal Fund
S000011844
549300PH2XN84HM3Z895
Y
3
0
0
N/A
N
N
N
N
N/A
N/A
N/A
N/A
N
N
N
N
Thornburg Investment Management, Inc.
801-17853
000106357
8HJ584LSUOXRY4R82794
N
DST Asset Manager Solutions, Inc.
84-00896
0000000000
N
N
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
Standard & Poor's Financial Services LLC
549300U4VWNITEKO2881
N
Ice Data Services, Inc.
5493000NQ9LYLDBCTL34
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
N
DST Asset Manager Solutions, Inc.
0000000000
N
N
N
Thornburg Investment Management, Inc.
8HJ584LSUOXRY4R82794
Y
N
N
0.00000000
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
14800000.00000000
JPMorgan Chase & Co.
8-35008
000000079
8I5DZWZKVSZI1NUHU748
24155000.00000000
Weeden & Co. L.P.
8-37267
000016835
549300OYBLKSN8M8EW67
2293961.40000000
State Street Bank and Trust Company
N/A
000000000
571474TGEMMWANRLN572
2037101.50000000
Merrill Lynch, Pierce, Fenner & Smith Incorporated
8-7221
000007691
8NAV47T0Y26Q87Y0QP81
2069380.00000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
2469064.00000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
17281181.90000000
U.S. Bancorp
8-35359
000017868
N1GZ7BBF3NP8GI976H15
3707166.25000000
Mizuho Securities USA LLC
8-37710
000019647
7TK5RJIZDFROZCA6XF66
13079418.21000000
Pershing LLC
8-17574
000007560
ZI8Q1A8EI8LQFJNM0D94
1143466.50000000
85438499.26000000
N
1409877839.24000000
N
Thornburg California Limited Term Municipal Fund
S000011841
549300AEWS0TMJJM0P77
Y
3
0
0
N/A
N
N
N
N
N/A
N/A
N/A
N/A
N
N
N
N
Thornburg Investment Management, Inc.
801-17853
000106357
8HJ584LSUOXRY4R82794
N
DST Asset Manager Solutions, Inc.
84-00896
0000000000
N
N
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
Ice Data Services, Inc.
5493000NQ9LYLDBCTL34
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
Standard & Poor's Financial Services LLC
549300U4VWNITEKO2881
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
N
DST Asset Manager Solutions, Inc.
0000000000
N
N
N
Thornburg Investment Management, Inc.
8HJ584LSUOXRY4R82794
Y
N
N
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
71.12000000
71.12000000
Pershing LLC
8-17574
000007560
ZI8Q1A8EI8LQFJNM0D94
25794981.60000000
Mizuho Securities USA LLC
8-37710
000019647
7TK5RJIZDFROZCA6XF66
47000000.00000000
JPMorgan Chase & Co.
8-35008
000000079
8I5DZWZKVSZI1NUHU748
141670000.00000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
27776721.20000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
379863586.70000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
650411475.00000000
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
285399093.50000000
U.S. Bancorp
8-35359
000017868
N1GZ7BBF3NP8GI976H15
485330000.00000000
STIFEL NICOLAUS & CO INC.
8-1447
000000793
5WUVMA08EYG4KEUPW589
26203875.80000000
Weeden & Co. L.P.
8-37267
000016835
549300OYBLKSN8M8EW67
110272451.40000000
2245553322.20000000
N
587830392.64000000
N
Thornburg Better World International Fund
S000050704
549300DPHS22D7IBEI91
Y
3
0
0
N/A
N
N
N
N
N/A
N/A
N/A
N/A
N
N
N
N
Thornburg Investment Management, Inc.
801-17853
000106357
8HJ584LSUOXRY4R82794
N
DST Asset Manager Solutions, Inc.
84-00896
0000000000
N
N
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
Standard & Poor's Financial Services LLC
549300U4VWNITEKO2881
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
Ice Data Services, Inc.
5493000NQ9LYLDBCTL34
N
N
Citibank, National Association (Ciudad Autonoma de Buenos Aires, Cuidad Autonoma de Buenos Aires, AR, Branch)
579100KKDGKCFFKKF005
AR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Ebene, Plaines Wilhems, MU, Branch)
0000000000
MU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Nordea Bank AB (publ) (Helsinki, Uusimaa, FI, Branch)
6SCPQ280AIY8EP3XFW53
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
AB SEB bankas
549300SBPFE9JX7N8J82
LT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas Securities Services (Athens, Attica, GR, Branch)
549300WCGB70D06XZS54
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Chartered Bank Kenya Limited
549300RBHWW5EJIRG629
KE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch)
2HI3YI5320L3RW6NJ957
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
FirstRand Bank Limited
ZAYQDKTCATIXF9OQY690
ZA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex
2SFFM4FUIE05S37WFU55
MX
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Jakarta, Jakarta, ID, Branch)
0000000000
ID
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Brussels, Brussels-Capital, BE, Branch)
00000000000000000000
BE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank (Malaysia) Berhad
529900DLWFR8HK7DR278
MY
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank Middle East Limited
549300F99IL9YJDWH369
AE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank del Peru S.A.
MYTK5NHHP1G8TVFGT193
PE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch)
7LTWFZYICNSX8D621K86
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Cititrust Colombia S A Sociedad Fiduciaria
549300242J3IJCOSGI49
CO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Bank Polska Kasa Opieki - Spolka Akcyjna
5493000LKS7B3UTF7H35
PL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Trust Company Canada
549300L71XG2CTQ2V827
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank (China) Company Limited
2CZOJRADNJXBLT55G526
CN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Nordea Bank AB (Oslo, Oslo, NO, Branch)
0000000000
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
AS SEB Pank
549300ND1MQ8SNNYMJ22
EE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Sisli, Istanbul, TR, Branch)
0000000000
TR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Lisbon, Lisboa, PT, Branch)
00000000000000000000
PT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Itau CorpBanca
549300DDPTTIZ06NIV06
CL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Bank Hapoalim B.M.
B6ARUI4946ST4S7WOU88
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Jung-gu, Seoul, KR, Branch)
2HI3YI5320L3RW6NJ957
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Vienna, Vienna, AT, Branch)
0000000000
AT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch)
579100KKDGKCFFKKF005
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Madrid, Madrid, ES, Branch)
529900SICIK5OVMVY186
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Jongno-gu, Seoul, KR, Branch)
0000000000
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited
2HI3YI5320L3RW6NJ957
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank Middle East Limited (Doha, Ad Dawhah, QA, Branch)
0000000000
QA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Makati City, Metro Manila, PH, Branch)
0000000000
PH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Joint Stock Company Commercial Bank Citibank
CHSQDSVI1UI96Y2SW097
RU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Clearstream Banking S.A.
549300OL514RA0SXJJ44
LU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Ngan Hang Trach Nhiem Huu Han Mot Thanh Vien HSBC (Viet Nam)
213800H95OG9OHRT4Y78
VN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (London, GB, Branch)
7LTWFZYICNSX8D621K86
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Credit Suisse Funds AG
549300UY5YPGQ600JV78
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank Egypt S.A.E
2138001Q77JDLESS4Y50
EG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch)
2HI3YI5320L3RW6NJ957
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Chartered Bank (Thai) Public Company Limited
549300O1LQYCQ7G1IM57
TH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Chuo ku, Tokyo, JP, Branch)
2HI3YI5320L3RW6NJ957
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe Public Limited Company (Bucharest, Bucharest, RO, Branch)
N1FBEDJ5J41VKZLO2475
RO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe Public Limited Company (Budapest, HU, Branch)
N1FBEDJ5J41VKZLO2475
HU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Nordea Bank AB (Stockholm, Stockholm, SE, Branch)
6SCPQ280AIY8EP3XFW53
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Societa per Azioni
529900SS7ZWCX82U3W60
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Taipei City, TW, Branch)
25490016G0WR60ANOK04
TW
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Chartered Bank (Hong Kong) Limited
X5AV1MBDXGRPX5UGMX13
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Singapore, SG, Branch)
E57ODZWZ7FF32TWEFA76
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Mumbai, Maharashtra, IN, Branch)
2HI3YI5320L3RW6NJ957
IN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Ceskoslovenska obchodni banka, a. s.
Q5BP2UEQ48R75BOTCB92
CZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Paris, Paris, FR, Branch)
7LTWFZYICNSX8D621K86
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Maghreb S.A
5493003FVWLMBFTISI11
MA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company (London, GB, Branch)
0000000000
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Nordea Bank Danmark A/S
549300LX0YIEPRTY0Z32
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Bank Namibia Limited
254900K6TJFDYKSQWV49
NA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
DST Asset Manager Solutions, Inc.
0000000000
N
N
N
Thornburg Investment Management, Inc.
8HJ584LSUOXRY4R82794
Y
N
N
Deutsche Bank Capital Corporation
8-15774
000005323
0000000000
7838.15000000
Bloomberg Tradebook LLC
N/A
000000000
549300P0PVQNO43T7K36
11762.71000000
Societe Generale
8-49963
000042731
O2RNE8IBXP4R0TD8PU41
FR
4417.25000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
5860.08000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
8902.15000000
Merrill Lynch, Pierce, Fenner & Smith Incorporated
8-7221
000007691
8NAV47T0Y26Q87Y0QP81
4173.41000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
6134.57000000
JPMorgan Chase & Co.
8-35008
000000079
8I5DZWZKVSZI1NUHU748
7284.18000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
8100.32000000
HSBC Securities (USA) Inc.
8-41562
000019585
CYYGQCGNHMHPSMRL3R97
12166.63000000
101854.08000000
Raymond James Financial, Inc.
8-17983
000006694
RGUZHJ05YTITL6D76949
160000.00000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
2000008.00000000
State Street Bank and Trust Company
N/A
000000000
571474TGEMMWANRLN572
90510933.31000000
Hauck & Aufhauser Investment Gesellschaft S.A.
N/A
000000000
529900BW2ONXKTV5HA30
LU
142403.99000000
JPMorgan Chase & Co.
8-35008
000000079
8I5DZWZKVSZI1NUHU748
1172242.07000000
Jefferies LLC
8-15074
000002347
58PU97L1C0WSRCWADL48
125762.00000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
201960.00000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
5868542.00000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
1219951.00000000
Pershing LLC
8-17574
000007560
ZI8Q1A8EI8LQFJNM0D94
10080.00000000
101411882.37000000
N
70784366.36000000
N
true
INTERNAL CONTROL RPT
2
thornauditorletter.txt
Report of Independent Registered Public Accounting
Firm
To the Board of Trustees and Shareholders of
Thornburg Investment Trust
In planning and performing our audits of the financial
statements of the funds listed in Appendix A (constituting
Thornburg Investment Trust, hereafter collectively
referred to as the "Funds") as of and for the year ended
September 30, 2018, in accordance with the standards
of the Public Company Accounting Oversight Board
(United States) ("PCAOB"), we considered the Funds'
internal control over financial reporting, including
controls over safeguarding securities, as a basis for
designing our auditing procedures for the purpose of
expressing our opinion on the financial statements and
to comply with the requirements of Form N-CEN, but not
for the purpose of expressing an opinion on the
effectiveness of the Funds' internal control over financial
reporting. Accordingly, we do not express an opinion on
the effectiveness of the Funds' internal control over
financial reporting.
The management of the Funds is responsible for
establishing and maintaining effective internal control
over financial reporting. In fulfilling this responsibility,
estimates and judgments by management are required
to assess the expected benefits and related costs of
controls. A company's internal control over financial
reporting is a process designed to provide reasonable
assurance regarding the reliability of financial reporting
and the preparation of financial statements for external
purposes in accordance with generally accepted
accounting principles. A company's internal control over
financial reporting includes those policies and
procedures that (1) pertain to the maintenance of
records that, in reasonable detail, accurately and fairly
reflect the transactions and dispositions of the assets of
the company; (2) provide reasonable assurance that
transactions are recorded as necessary to permit
preparation of financial statements in accordance with
generally accepted accounting principles, and that
receipts and expenditures of the company are being
made only in accordance with authorizations of
management and directors of the company; and (3)
provide reasonable assurance regarding prevention or
timely detection of unauthorized acquisition, use or
disposition of a company's assets that could have a
material effect on the financial statements.
Because of its inherent limitations, internal control over
financial reporting may not prevent or detect
misstatements. Also, projections of any evaluation of
effectiveness to future periods are subject to the risk that
controls may become inadequate because of changes in
conditions, or that the degree of compliance with the
policies or procedures may deteriorate.
A deficiency in internal control over financial reporting
exists when the design or operation of a control does not
allow management or employees, in the normal course
of performing their assigned functions, to prevent or
detect misstatements on a timely basis. A material
weakness is a deficiency, or a combination of
deficiencies, in internal control over financial reporting,
such that there is a reasonable possibility that a material
misstatement of the company's annual or interim
financial statements will not be prevented or detected on
a timely basis.
Our consideration of the Funds' internal control over
financial reporting was for the limited purpose described
in the first paragraph and would not necessarily disclose
all deficiencies in internal control over financial reporting
that might be material weaknesses under standards
established by the PCAOB. However, we noted no
deficiencies in the Funds' internal control over financial
reporting and its operation, including controls over
safeguarding securities, that we consider to be material
weaknesses as defined above as of September 30,
2018.
This report is intended solely for the information and use
of the Board of Trustees of Thornburg Investment Trust
and the Securities and Exchange Commission and is not
intended to be and should not be used by anyone other
than these specified parties.
/s/PricewaterhouseCoopers LLP
New York, New York
November 21, 2018