0001752724-20-254900.txt : 20201208
0001752724-20-254900.hdr.sgml : 20201208
20201207182538
ACCESSION NUMBER: 0001752724-20-254900
CONFORMED SUBMISSION TYPE: N-CEN
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20200930
FILED AS OF DATE: 20201208
DATE AS OF CHANGE: 20201207
EFFECTIVENESS DATE: 20201208
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: 201373835
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
0000816153
S000000540
Thornburg Limited Term Municipal Fund
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Thornburg Limited Term Municipal Fund - Class A
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Thornburg Limited Term Municipal Fund - Class C
LTMCX
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Thornburg Limited Term Municipal Fund - Class I
LTMIX
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Thornburg California Limited Term Municipal Fund
C000032344
Thornburg California Limited Term Municipal Fund - Class A
LTCAX
C000032345
Thornburg California Limited Term Municipal Fund - Class C
LTCCX
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Thornburg California Limited Term Municipal Fund - Class I
LTCIX
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Thornburg Limited Term U.S. Government Fund
C000032347
Thornburg Limited Term U.S. Government Fund - Class A
LTUSX
C000032349
Thornburg Limited Term U.S. Government Fund - Class C
LTUCX
C000032350
Thornburg Limited Term U.S. Government Fund - Class I
LTUIX
C000042666
Thornburg Limited Term U.S. Government Fund - Class R3
LTURX
C000113847
Thornburg Limited Term U.S. Government Fund - Class R5
LTGRX
C000136848
Thornburg Limited Term U.S. Government Fund - Class R4
LTUGX
0000816153
S000011843
Thornburg New Mexico Intermediate Municipal Fund
C000032352
Thornburg New Mexico Intermediate Municipal Fund - Class A
THNMX
C000032353
Thornburg New Mexico Intermediate Municipal Fund - Class D
THNDX
C000042667
Thornburg New Mexico Intermediate Municipal Fund - Class I
THNIX
0000816153
S000011844
Thornburg Intermediate Municipal Fund
C000032354
Thornburg Intermediate Municipal Fund - Class A
THIMX
C000032355
Thornburg Intermediate Municipal Fund - Class C
THMCX
C000032356
Thornburg Intermediate Municipal Fund - Class I
THMIX
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S000011845
Thornburg Limited Term Income Fund
C000032357
Thornburg Limited Term Income Fund - Class A
THIFX
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Thornburg Limited Term Income Fund - Class C
THICX
C000032359
Thornburg Limited Term Income Fund - Class I
THIIX
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Thornburg Limited Term Income Fund - Class R3
THIRX
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Thornburg Limited Term Income Fund - Class R5
THRRX
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Thornburg Limited Term Income Fund - Class R4
THRIX
C000177478
Thornburg Limited Term Income Fund - Class R6
THRLX
0000816153
S000011846
Thornburg Value Fund
C000032361
Thornburg Value Fund - Class A
TVAFX
C000032363
Thornburg Value Fund - Class C
TVCFX
C000032364
Thornburg Value Fund - Class I
TVIFX
C000032366
Thornburg Value Fund - Class R5
TVRRX
C000042669
Thornburg Value Fund - Class R4
TVIRX
C000042670
Thornburg Value Fund - Class R3
TVRFX
0000816153
S000011848
Thornburg New York Intermediate Municipal Fund
C000032368
Thornburg New York Intermediate Municipal Fund - Class A
THNYX
C000083544
Thornburg New York Intermediate Municipal Fund - Class I
TNYIX
0000816153
S000011849
Thornburg International Value Fund
C000032369
Thornburg International Value Fund - Class A
TGVAX
C000032371
Thornburg International Value Fund - Class C
THGCX
C000032372
Thornburg International Value Fund - Class I
TGVIX
C000032374
Thornburg International Value Fund - Class R5
TIVRX
C000042671
Thornburg International Value Fund - Class R4
THVRX
C000042672
Thornburg International Value Fund - Class R3
TGVRX
C000113849
Thornburg International Value Fund - Class R6
TGIRX
0000816153
S000011850
Thornburg Core Growth Fund
C000032375
Thornburg Core Growth Fund - Class A
THCGX
C000032376
Thornburg Core Growth Fund - Class C
TCGCX
C000032377
Thornburg Core Growth Fund - Class I
THIGX
C000032379
Thornburg Core Growth Fund - Class R5
THGRX
C000042673
Thornburg Core Growth Fund - Class R4
TCGRX
C000042674
Thornburg Core Growth Fund - Class R3
THCRX
0000816153
S000011851
Thornburg Investment Income Builder Fund
C000032380
Thornburg Investment Income Builder Fund - Class A
TIBAX
C000032381
Thornburg Investment Income Builder Fund - Class C
TIBCX
C000032382
Thornburg Investment Income Builder Fund - Class I
TIBIX
C000042675
Thornburg Investment Income Builder Fund - Class R3
TIBRX
C000047041
Thornburg Investment Income Builder Fund - Class R5
TIBMX
C000058461
Thornburg Investment Income Builder Fund - Class R4
TIBGX
C000177479
Thornburg Investment Income Builder Fund - Class R6
TIBOX
0000816153
S000012859
Thornburg Global Opportunities Fund
C000034775
Thornburg Global Opportunities Fund - Class A
THOAX
C000034776
Thornburg Global Opportunities Fund - Class C
THOCX
C000034777
Thornburg Global Opportunities Fund - Class I
THOIX
C000058462
Thornburg Global Opportunities Fund - Class R3
THORX
C000058463
Thornburg Global Opportunities Fund - Class R4
THOVX
C000058464
Thornburg Global Opportunities Fund - Class R5
THOFX
C000177480
Thornburg Global Opportunities Fund - Class R6
THOGX
0000816153
S000015648
Thornburg International Growth Fund
C000042663
Thornburg International Growth Fund - Class I
TINGX
C000042664
Thornburg International Growth Fund - Class A
TIGAX
C000042665
Thornburg International Growth Fund - Class C
TIGCX
C000058465
Thornburg International Growth Fund - Class R3
TIGVX
C000058466
Thornburg International Growth Fund - Class R4
TINVX
C000058467
Thornburg International Growth Fund - Class R5
TINFX
C000123223
Thornburg International Growth Fund - Class R6
THGIX
0000816153
S000020097
Thornburg Strategic Income Fund
C000056389
Thornburg Strategic Income Fund - Class A
TSIAX
C000056390
Thornburg Strategic Income Fund - Class C
TSICX
C000056391
Thornburg Strategic Income Fund - Class I
TSIIX
C000113850
Thornburg Strategic Income Fund - Class R3
TSIRX
C000113851
Thornburg Strategic Income Fund - Class R5
TSRRX
C000136850
Thornburg Strategic Income Fund - Class R4
TSRIX
C000177481
Thornburg Strategic Income Fund - Class R6
TSRSX
0000816153
S000025152
Thornburg Strategic Municipal Income Fund
C000075018
Thornburg Strategic Municipal Income Fund Class A
TSSAX
C000075019
Thornburg Strategic Municipal Income Fund Class C
TSSCX
C000075020
Thornburg Strategic Municipal Income Fund Class I
TSSIX
0000816153
S000027135
Thornburg Developing World Fund
C000081859
Thornburg Developing World Fund Class A
THDAX
C000081860
Thornburg Developing World Fund Class C
THDCX
C000081861
Thornburg Developing World Fund Class I
THDIX
C000123224
Thornburg Developing World Fund Class R5
THDRX
C000123225
Thornburg Developing World Fund Class R6
TDWRX
0000816153
S000043669
Thornburg Short Duration Municipal Fund
C000135383
Thornburg Short Duration Municipal Fund Class A
TLMAX
C000135384
Thornburg Short Duration Municipal Fund Class I
TLMIX
0000816153
S000043670
Thornburg Ultra Short Income Fund
C000135385
Thornburg Ultra Short Income Fund Class A
TLDAX
C000135386
Thornburg Ultra Short Income Fund Class I
TLDIX
0000816153
S000050704
Thornburg Better World International Fund
C000160136
Thornburg Better World International Fund - Class A
TBWAX
C000160137
Thornburg Better World International Fund - Class C
TBWCX
C000160138
Thornburg Better World International Fund - Class I
TBWIX
0000816153
S000051223
Thornburg Capital Management Fund
C000161463
Thornburg Capital Management Fund
0000816153
S000056004
Thornburg Long/Short Equity Fund
C000176362
Thornburg Long/Short Equity Fund- Class I
THLSX
0000816153
S000064930
Thornburg Summit Fund
C000210187
Thornburg Summit Fund - Class A
C000210188
Thornburg Summit Fund - Class I
TSUMX
N-CEN
1
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C000032368
S000025152
C000075020
C000075018
C000075019
S000011843
C000032352
C000032353
C000042667
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C000161463
S000000540
C000001427
C000001449
C000001438
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C000136849
C000032357
C000113848
C000177478
C000032358
C000032359
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C000032350
C000042666
C000032347
C000032349
C000136848
C000113847
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C000135384
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C000032377
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C000135385
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C000177480
C000058463
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C000032355
C000032356
C000032354
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C000176362
S000027135
C000081859
C000123224
C000081861
C000123225
C000081860
S000015648
C000042663
C000058465
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C000032345
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C000032346
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C000032364
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C000032363
C000032361
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C000032374
C000032371
S000011851
C000042675
C000032382
C000032381
C000032380
C000177479
C000047041
C000058461
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.
N
N
N-1A
22
Y
Brian J. McMahon
001355122
Y
Patrick J. Talamantes
000000000
N
Susan H. Dubin
000000000
N
Sally Corning
000000000
N
James W. Weyhrauch
000000000
N
Owen D. Van Essen
000000000
N
Garrett Thornburg
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Y
David L. Gardner
000000000
N
David A. Ater
000000000
N
Stephen Velie
000106357
2300 North Ridgetop Road
Santa Fe
87506
XXXXXX
N
N
N
N
N
N
N
Thornburg Securities Corporation
8-31249
000014857
00000000000000000000
Y
N
PricewaterhouseCoopers LLP
238
5493002GVO7EO8RNNS37
N
N
N
N
N
N
Thornburg International Value Fund
S000011849
549300AUICZZ58UN2L97
N
7
0
0
N/A
N
N
N
N
N/A
N/A
N/A
N/A
Y
Y
Y
N
Thornburg Investment Management, Inc.
801-17853
000106357
8HJ584LSUOXRY4R82794
N
DST Asset Manager Solutions, Inc.
84-00896
00000000000000000000
N
N
N
Standard & Poor's Financial Services LLC
549300U4VWNITEKO2881
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
N
HSBC Bank Middle East Limited
549300F99IL9YJDWH369
AE
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 Saudi Arabia
558600MV09XWUB38H245
SA
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)
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 A/S
F3JS33DEI6XQ4ZBPTN86
DK
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 Anonim Sirketi
789000N5SE3LWDK7OI11
TR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Cairo, Cairo, EG, Branch)
E57ODZWZ7FF32TWEFA76
EG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Credit Suisse (Schweiz) AG
549300CWR0W0BCS9Q144
CH
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)
7LTWFZYICNSX8D621K86
ID
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)
Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch)
F3JS33DEI6XQ4ZBPTN86
NO
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))
Ceskoslovenska obchodni banka, a. s.
Q5BP2UEQ48R75BOTCB92
CZ
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)
Clearstream Banking S.A.
549300OL514RA0SXJJ44
LU
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
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 (Colombo, Western, LK, Branch)
2HI3YI5320L3RW6NJ957
LK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas Securities Services (Limassol, Limassol, CY, Branch)
549300WCGB70D06XZS54
CY
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Vienna, Vienna, AT, Branch)
7LTWFZYICNSX8D621K86
AT
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, National Association (Sao Paulo, Sao Paulo, BR, Branch)
E57ODZWZ7FF32TWEFA76
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Banco de Chile
8B4EZFY8IHJC44TT2K84
CL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Bank Handlowy w Warszawie Spolka Akcyjna
XLEZHWWOI4HFQDGL4793
PL
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 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)
Citibank Europe Public Limited Company (Budapest, HU, Branch)
N1FBEDJ5J41VKZLO2475
HU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank, Sociedad Anonima Espanola
529900SICIK5OVMVY186
ES
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)
State Street Bank and Trust Company (Edinburgh, GB, Branch)
571474TGEMMWANRLN572
GB
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)
Deutsche Bank Aktiengesellschaft (Makati City, Metro Manila, PH, Branch)
7LTWFZYICNSX8D621K86
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)
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 (Sydney, NSW, AU, Branch)
2HI3YI5320L3RW6NJ957
AU
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)
Joint Stock Company Commercial Bank Citibank
CHSQDSVI1UI96Y2SW097
RU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Jongno-gu, Seoul, KR, Branch)
7LTWFZYICNSX8D621K86
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)
Standard Chartered Bank (Hong Kong) Limited
X5AV1MBDXGRPX5UGMX13
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank Middle East Limited (Manama, Capital, BH, Branch)
549300F99IL9YJDWH369
BH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
AS SEB banka
549300YW95G1VBBGGV07
LV
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Ebene, Plaines Wilhems, MU, Branch)
2HI3YI5320L3RW6NJ957
MU
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)
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
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)
AB SEB bankas
549300SBPFE9JX7N8J82
LT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank Middle East Limited (Doha, Ad Dawhah, QA, Branch)
549300F99IL9YJDWH369
QA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Mumbai, Maharashtra, IN, Branch)
E57ODZWZ7FF32TWEFA76
IN
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)
HSBC Bank (China) Company Limited
2CZOJRADNJXBLT55G526
CN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Y
DST Asset Manager Solutions, Inc.
84-00896
SEC File Number
N
N
N
Thornburg Investment Management, Inc.
8HJ584LSUOXRY4R82794
Y
N
N
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
265838.41000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
461259.95000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
258632.77000000
Sanford C. Bernstein & Co., LLC
8-52942
000104474
549300I7JYZHT7D5CO04
198183.26000000
China International Capital Corporation Limited
N/A
000000000
529900OS3SVVTT56QN67
CN
435402.57000000
Pershing LLC
8-17574
000007560
ZI8Q1A8EI8LQFJNM0D94
342589.95000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
453439.60000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
239865.79000000
HSBC Securities (USA) Inc.
8-41562
000019585
CYYGQCGNHMHPSMRL3R97
520945.57000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
469799.66000000
5316695.25000000
State Street Bank and Trust Company
N/A
000000000
571474TGEMMWANRLN572
2452462789.79000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
9630435.00000000
Truist Securities, Inc.
8-17212
000006271
CSVTK36R0PNGXEM7NS14
332000000.00000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
5201419.75000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
3954505.00000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
38882346.97000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
14820940.00000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
464200.00000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
8333064.00000000
2865749700.51000000
Y
3001083284.21000000
N
N
N
N
Thornburg Developing World Fund
S000027135
549300SSXKZ1YEWI0209
N
5
0
0
N/A
N
N
N
N
N/A
N/A
N/A
N/A
Y
Y
Y
N
Thornburg Investment Management, Inc.
801-17853
000106357
8HJ584LSUOXRY4R82794
N
DST Asset Manager Solutions, Inc.
84-00896
00000000000000000000
N
N
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
Standard & Poor's Financial Services LLC
549300U4VWNITEKO2881
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
N
Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch)
F3JS33DEI6XQ4ZBPTN86
FI
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)
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Makati City, Metro Manila, PH, Branch)
7LTWFZYICNSX8D621K86
PH
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)
Bank Handlowy w Warszawie Spolka Akcyjna
XLEZHWWOI4HFQDGL4793
PL
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)
Citibank, National Association (Cairo, Cairo, EG, Branch)
E57ODZWZ7FF32TWEFA76
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)
Deutsche Bank, Sociedad Anonima Espanola
529900SICIK5OVMVY186
ES
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)
Stanbic IBTC Bank PLC
549300NIVXF92ZIOVW61
NG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Ebene, Plaines Wilhems, MU, Branch)
2HI3YI5320L3RW6NJ957
MU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Karachi, Sindh, PK, Branch)
7LTWFZYICNSX8D621K86
PK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Mumbai, Maharashtra, IN, Branch)
E57ODZWZ7FF32TWEFA76
IN
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)
Standard Bank Namibia Limited
254900K6TJFDYKSQWV49
NA
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, National Association (Sao Paulo, Sao Paulo, BR, Branch)
E57ODZWZ7FF32TWEFA76
BR
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)
HSBC Bank Middle East Limited (Doha, Ad Dawhah, QA, Branch)
549300F99IL9YJDWH369
QA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank Middle East Limited (Kuwait City, Al Asimah, KW, Branch)
549300F99IL9YJDWH369
KW
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 (China) Company Limited
2CZOJRADNJXBLT55G526
CN
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)
Standard Chartered Bank (Thai) Public Company Limited
549300O1LQYCQ7G1IM57
TH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken A/S
F3JS33DEI6XQ4ZBPTN86
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Banco de Chile
8B4EZFY8IHJC44TT2K84
CL
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 and Trust Company (Edinburgh, GB, Branch)
571474TGEMMWANRLN572
GB
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)
Citibank, National Association (Ciudad Autonoma de Buenos Aires, Ciudad Autonoma de Buenos Aires, AR, Branch)
579100KKDGKCFFKKF005
AR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Jongno-gu, Seoul, KR, Branch)
7LTWFZYICNSX8D621K86
KR
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 (Auckland, Auckland, NZ, Branch)
2HI3YI5320L3RW6NJ957
NZ
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)
Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch)
F3JS33DEI6XQ4ZBPTN86
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)
Ceskoslovenska obchodni banka, a. s.
Q5BP2UEQ48R75BOTCB92
CZ
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)
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)
FirstRand Bank Limited
ZAYQDKTCATIXF9OQY690
ZA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
AS SEB banka
549300YW95G1VBBGGV07
LV
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Jakarta, Jakarta, ID, Branch)
7LTWFZYICNSX8D621K86
ID
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)
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Credit Suisse (Schweiz) AG
549300CWR0W0BCS9Q144
CH
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)
BNP Paribas Securities Services (Athens, Attica, GR, Branch)
549300WCGB70D06XZS54
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Saudi Arabia
558600MV09XWUB38H245
SA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Vienna, Vienna, AT, Branch)
7LTWFZYICNSX8D621K86
AT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Clearstream Banking S.A.
549300OL514RA0SXJJ44
LU
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Anonim Sirketi
789000N5SE3LWDK7OI11
TR
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)
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)
Y
DST Asset Manager Solutions, Inc.
84-00896
SEC File Number
N
N
N
Thornburg Investment Management, Inc.
8HJ584LSUOXRY4R82794
Y
N
N
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
102353.70000000
Sanford C. Bernstein & Co., LLC
8-52942
000104474
549300I7JYZHT7D5CO04
48869.28000000
HSBC Securities (USA) Inc.
8-41562
000019585
CYYGQCGNHMHPSMRL3R97
110788.83000000
BNP Paribas Securities Corp.
8-32682
000015794
RCNB6OTYUAMMP879YW96
43345.30000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
105750.69000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
55042.86000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
146338.48000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
58245.91000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
95116.20000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
175246.24000000
1193057.85000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
1105414.50000000
Banco BTG Pactual S.A.
N/A
000000000
ZXLTQRYIK6IJH3R0IK66
BR
3139256.39000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
1925330.25000000
Truist Securities, Inc.
8-17212
000006271
CSVTK36R0PNGXEM7NS14
105000000.00000000
State Street Bank and Trust Company
N/A
000000000
571474TGEMMWANRLN572
522670492.96000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
1319679.00000000
Auerbach Grayson and Company LLC
8-45136
000030761
254900THN5ANAH8X1V30
5604349.81000000
Itau Unibanco S.A.
N/A
000000000
BZO2P8KHO2O10H5QQ663
BR
9232165.56000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
128380.00000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
9653402.23000000
659778470.70000000
Y
839046225.62000000
N
N
N
N
Thornburg Limited Term Income Fund
S000011845
549300TTKQL3842TC885
N
7
0
0
N/A
N
N
N
N
N/A
N/A
N/A
Rule 17a-7 (17 CFR 270.17a-7)
Y
Y
Y
N
Thornburg Investment Management, Inc.
801-17853
000106357
8HJ584LSUOXRY4R82794
N
DST Asset Manager Solutions, Inc.
84-00896
00000000000000000000
N
N
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
Standard & Poor's Financial Services LLC
549300U4VWNITEKO2881
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
N
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)
Clearstream Banking S.A.
549300OL514RA0SXJJ44
LU
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
N
DST Asset Manager Solutions, Inc.
84-00896
SEC File Number
N
N
N
Thornburg Investment Management, Inc.
8HJ584LSUOXRY4R82794
Y
N
N
0.00000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
2982687928.13000000
State Street Bank and Trust Company
N/A
000000000
571474TGEMMWANRLN572
6026917629.10000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
897044102.56000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
1982506833.14000000
Mizuho Securities USA LLC
8-37710
000019647
7TK5RJIZDFROZCA6XF66
1735132646.98000000
Truist Securities, Inc.
8-17212
000006271
CSVTK36R0PNGXEM7NS14
10975636432.34000000
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
1281846605.74000000
Wells Fargo Securities, LLC
8-65876
000126292
VYVVCKR63DVZZN70PB21
1474405706.88000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
1442401532.95000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
2106185187.60000000
35612962127.04000000
N
6495207435.96000000
N
N
N
N
Thornburg Global Opportunities Fund
S000012859
54930073SXOZ30XCR422
N
7
0
0
N/A
N
N
N
N
N/A
N/A
N/A
N/A
Y
Y
Y
N
Thornburg Investment Management, Inc.
801-17853
000106357
8HJ584LSUOXRY4R82794
N
DST Asset Manager Solutions, Inc.
84-00896
00000000000000000000
N
N
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
Standard & Poor's Financial Services LLC
549300U4VWNITEKO2881
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
N
Skandinaviska Enskilda Banken A/S
F3JS33DEI6XQ4ZBPTN86
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Cairo, Cairo, EG, Branch)
E57ODZWZ7FF32TWEFA76
EG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
AS SEB banka
549300YW95G1VBBGGV07
LV
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 (Chuo ku, Tokyo, JP, Branch)
2HI3YI5320L3RW6NJ957
JP
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)
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)
7LTWFZYICNSX8D621K86
ID
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company (Edinburgh, GB, Branch)
571474TGEMMWANRLN572
GB
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 securities depository - rule 17f-7 (17 CFR 270.17f-7)
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Colombo, Western, LK, Branch)
2HI3YI5320L3RW6NJ957
LK
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)
Credit Suisse (Schweiz) AG
549300CWR0W0BCS9Q144
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Banco de Chile
8B4EZFY8IHJC44TT2K84
CL
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)
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
SE
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)
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
2HI3YI5320L3RW6NJ957
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)
Deutsche Bank, Sociedad Anonima Espanola
529900SICIK5OVMVY186
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch)
E57ODZWZ7FF32TWEFA76
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Anonim Sirketi
789000N5SE3LWDK7OI11
TR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas Securities Services (Limassol, Limassol, CY, Branch)
549300WCGB70D06XZS54
CY
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank Middle East Limited (Doha, Ad Dawhah, QA, Branch)
549300F99IL9YJDWH369
QA
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)
Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch)
F3JS33DEI6XQ4ZBPTN86
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Jongno-gu, Seoul, KR, Branch)
7LTWFZYICNSX8D621K86
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Makati City, Metro Manila, PH, Branch)
7LTWFZYICNSX8D621K86
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)
Joint Stock Company Commercial Bank Citibank
CHSQDSVI1UI96Y2SW097
RU
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)
Citibank del Peru S.A.
MYTK5NHHP1G8TVFGT193
PE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Bank Handlowy w Warszawie Spolka Akcyjna
XLEZHWWOI4HFQDGL4793
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)
HSBC Bank Middle East Limited (Manama, Capital, BH, Branch)
549300F99IL9YJDWH369
BH
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)
Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch)
F3JS33DEI6XQ4ZBPTN86
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)
Citibank, National Association (Mumbai, Maharashtra, IN, Branch)
E57ODZWZ7FF32TWEFA76
IN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Vienna, Vienna, AT, Branch)
7LTWFZYICNSX8D621K86
AT
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 (Amsterdam, Noord Holland, NL, Branch)
7LTWFZYICNSX8D621K86
NL
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 Europe Public Limited Company (Budapest, HU, Branch)
N1FBEDJ5J41VKZLO2475
HU
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)
The Hongkong and Shanghai Banking Corporation Limited (Ebene, Plaines Wilhems, MU, Branch)
2HI3YI5320L3RW6NJ957
MU
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 (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)
FirstRand Bank Limited
ZAYQDKTCATIXF9OQY690
ZA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Y
DST Asset Manager Solutions, Inc.
84-00896
SEC File Number
N
N
N
Thornburg Investment Management, Inc.
8HJ584LSUOXRY4R82794
Y
N
N
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
73170.09000000
BNP Paribas Securities Corp.
8-32682
000015794
RCNB6OTYUAMMP879YW96
49295.11000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
72627.27000000
Macquarie Capital (USA) Inc.
8-47198
000036368
549300670K07JRB5UQ40
56033.41000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
102752.50000000
Pershing LLC
8-17574
000007560
ZI8Q1A8EI8LQFJNM0D94
126496.07000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
77333.85000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
93534.39000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
37789.32000000
Sanford C. Bernstein & Co., LLC
8-52942
000104474
549300I7JYZHT7D5CO04
89680.50000000
987800.28000000
Truist Securities, Inc.
8-17212
000006271
CSVTK36R0PNGXEM7NS14
139000000.00000000
State Street Bank and Trust Company
N/A
000000000
571474TGEMMWANRLN572
853775509.17000000
992775509.17000000
Y
1069801288.82000000
N
N
N
N
Thornburg Ultra Short Income Fund
S000043670
5493008QZFA48DAOHN91
N
2
0
0
N/A
N
N
N
N
N/A
N/A
N/A
Rule 17a-7 (17 CFR 270.17a-7)
Y
Y
Y
N
Thornburg Investment Management, Inc.
801-17853
000106357
8HJ584LSUOXRY4R82794
N
DST Asset Manager Solutions, Inc.
84-00896
00000000000000000000
N
N
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
Standard & Poor's Financial Services LLC
549300U4VWNITEKO2881
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
N
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 securities depository - rule 17f-7 (17 CFR 270.17f-7)
Euroclear Bank
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
N
DST Asset Manager Solutions, Inc.
84-00896
SEC File Number
N
N
N
Thornburg Investment Management, Inc.
8HJ584LSUOXRY4R82794
Y
N
N
0.00000000
BNP Paribas Securities Corp.
8-32682
000015794
RCNB6OTYUAMMP879YW96
1439557.73000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
2799360.67000000
Deutsche Bank Securities Inc.
8-17822
000002525
9J6MBOOO7BECTDTUZW19
1711736.75000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
1999948.68000000
State Street Bank and Trust Company
N/A
000000000
571474TGEMMWANRLN572
60664128.40000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
2523221.35000000
Pershing LLC
8-17574
000007560
ZI8Q1A8EI8LQFJNM0D94
2602892.25000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
2731859.82000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
5127235.91000000
Wells Fargo Securities, LLC
8-65876
000126292
VYVVCKR63DVZZN70PB21
3045575.98000000
90659019.97000000
N
32029518.57000000
N
N
N
N
Thornburg Long/Short Equity Fund
S000056004
549300DXL154IGUCC355
N
1
0
0
N/A
N
N
N
N
N/A
N/A
N/A
N/A
Y
Y
Y
N
Thornburg Investment Management, Inc.
801-17853
000106357
8HJ584LSUOXRY4R82794
N
DST Asset Manager Solutions, Inc.
84-00896
00000000000000000000
N
N
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
Standard & Poor's Financial Services LLC
549300U4VWNITEKO2881
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
N
FirstRand Bank Limited
ZAYQDKTCATIXF9OQY690
ZA
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 Maghreb S.A
5493003FVWLMBFTISI11
MA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch)
E57ODZWZ7FF32TWEFA76
BR
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)
Stanbic IBTC Bank PLC
549300NIVXF92ZIOVW61
NG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
AS SEB banka
549300YW95G1VBBGGV07
LV
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas Securities Services (Limassol, Limassol, CY, Branch)
549300WCGB70D06XZS54
CY
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Bank Handlowy w Warszawie Spolka Akcyjna
XLEZHWWOI4HFQDGL4793
PL
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 (China) Company Limited
2CZOJRADNJXBLT55G526
CN
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, Sociedad Anonima Espanola
529900SICIK5OVMVY186
ES
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)
Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch)
F3JS33DEI6XQ4ZBPTN86
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Euroclear Bank
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
The Hongkong and Shanghai Banking Corporation Limited
2HI3YI5320L3RW6NJ957
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Clearstream Banking S.A.
549300OL514RA0SXJJ44
LU
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Standard Bank Namibia Limited
254900K6TJFDYKSQWV49
NA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Anonim Sirketi
789000N5SE3LWDK7OI11
TR
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)
UBS Switzerland AG
549300WOIFUSNYH0FL22
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Banco de Chile
8B4EZFY8IHJC44TT2K84
CL
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 (Amsterdam, Noord Holland, NL, Branch)
7LTWFZYICNSX8D621K86
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Jakarta, Jakarta, ID, Branch)
7LTWFZYICNSX8D621K86
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)
Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch)
F3JS33DEI6XQ4ZBPTN86
FI
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 (Cairo, Cairo, EG, Branch)
E57ODZWZ7FF32TWEFA76
EG
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)
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Makati City, Metro Manila, PH, Branch)
7LTWFZYICNSX8D621K86
PH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Mumbai, Maharashtra, IN, Branch)
E57ODZWZ7FF32TWEFA76
IN
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)
Skandinaviska Enskilda Banken A/S
F3JS33DEI6XQ4ZBPTN86
DK
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)
The Hongkong and Shanghai Banking Corporation Limited (Ebene, Plaines Wilhems, MU, Branch)
2HI3YI5320L3RW6NJ957
MU
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)
State Street Bank and Trust Company (Edinburgh, GB, Branch)
571474TGEMMWANRLN572
GB
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)
Ceskoslovenska obchodni banka, a. s.
Q5BP2UEQ48R75BOTCB92
CZ
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 (Sydney, NSW, AU, Branch)
2HI3YI5320L3RW6NJ957
AU
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)
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
CA
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)
State Street Trust Company Canada
549300L71XG2CTQ2V827
CA
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)
Standard Chartered Bank (Thai) Public Company Limited
549300O1LQYCQ7G1IM57
TH
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)
Y
DST Asset Manager Solutions, Inc.
84-00896
SEC File Number
N
N
N
Thornburg Investment Management, Inc.
8HJ584LSUOXRY4R82794
Y
N
N
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
10875.19000000
Sanford C. Bernstein & Co., LLC
8-52942
000104474
549300I7JYZHT7D5CO04
29431.23000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
8991.05000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
76528.90000000
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
8372.93000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
12120.25000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
8094.32000000
Pershing LLC
8-17574
000007560
ZI8Q1A8EI8LQFJNM0D94
12260.55000000
Jefferies LLC
8-15074
000002347
58PU97L1C0WSRCWADL48
50437.36000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
43147.45000000
308573.80000000
Auerbach Grayson and Company LLC
8-45136
000030761
254900THN5ANAH8X1V30
1416933.13000000
State Street Bank and Trust Company
N/A
000000000
571474TGEMMWANRLN572
515966278.41000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
650000.00000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
1040832.30000000
519074043.84000000
Y
146266647.41000000
N
N
N
N
Thornburg Intermediate Municipal Fund
S000011844
549300PH2XN84HM3Z895
N
3
0
0
N/A
N
N
N
N
N/A
N/A
N/A
Rule 17a-7 (17 CFR 270.17a-7)
Y
Y
Y
N
Thornburg Investment Management, Inc.
801-17853
000106357
8HJ584LSUOXRY4R82794
N
DST Asset Manager Solutions, Inc.
84-00896
00000000000000000000
N
N
N
Standard & Poor's Financial Services LLC
549300U4VWNITEKO2881
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
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.
84-00896
SEC File Number
N
N
N
Thornburg Investment Management, Inc.
8HJ584LSUOXRY4R82794
Y
N
N
0.00000000
Wells Fargo Securities, LLC
8-65876
000126292
VYVVCKR63DVZZN70PB21
119527656.60000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
291658934.25000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
98418508.70000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
69574729.00000000
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
177578675.35000000
Pershing LLC
8-17574
000007560
ZI8Q1A8EI8LQFJNM0D94
22748670.65000000
State Street Bank and Trust Company
N/A
000000000
571474TGEMMWANRLN572
47060505.85000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
55679657.10000000
U.S. Bancorp Investments, Inc.
8-35359
000017868
H85Z6XZP8B10ES0M2G89
170195000.00000000
Stifel, Nicolaus & Company, Incorporated
8-1447
000000793
5WUVMA08EYG4KEUPW589
21017026.10000000
1147998335.75000000
N
1065786992.63000000
N
N
N
N
Thornburg New Mexico Intermediate Municipal Fund
S000011843
549300M2E5T355DE3R41
N
3
0
0
N/A
N
N
N
N
N/A
N/A
N/A
Rule 17a-7 (17 CFR 270.17a-7)
Y
Y
Y
N
Thornburg Investment Management, Inc.
801-17853
000106357
8HJ584LSUOXRY4R82794
N
DST Asset Manager Solutions, Inc.
84-00896
00000000000000000000
N
N
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
Standard & Poor's Financial Services LLC
549300U4VWNITEKO2881
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
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.
84-00896
SEC File Number
N
N
N
Thornburg Investment Management, Inc.
8HJ584LSUOXRY4R82794
Y
N
N
0.00000000
Stifel, Nicolaus & Company, Incorporated
8-1447
000000793
5WUVMA08EYG4KEUPW589
6415878.00000000
U.S. Bancorp Investments, Inc.
8-35359
000017868
H85Z6XZP8B10ES0M2G89
24255000.00000000
RBC Capital Markets, LLC
8-45411
000031194
549300LCO2FLSSVFFR64
8757290.45000000
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
4849393.50000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
28586699.20000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
4607728.55000000
Pershing LLC
8-17574
000007560
ZI8Q1A8EI8LQFJNM0D94
11394002.00000000
State Street Bank and Trust Company
N/A
000000000
571474TGEMMWANRLN572
3590153.20000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
1561170.00000000
Robert W. Baird & Co. Incorporated
8-497
000008158
549300772UJAHRD6LO53
2865543.60000000
99014444.40000000
N
160210103.25000000
N
N
N
N
Thornburg Investment Income Builder Fund
S000011851
549300TMVK6SMZQZYS83
N
7
0
0
N/A
N
N
N
N
N/A
N/A
N/A
N/A
Y
Y
Y
N
Thornburg Investment Management, Inc.
801-17853
000106357
8HJ584LSUOXRY4R82794
N
DST Asset Manager Solutions, Inc.
84-00896
00000000000000000000
N
N
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
Standard & Poor's Financial Services LLC
549300U4VWNITEKO2881
N
N
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
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)
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 (Colombo, Western, LK, Branch)
2HI3YI5320L3RW6NJ957
LK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Clearstream Banking S.A.
549300OL514RA0SXJJ44
LU
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
AS SEB banka
549300YW95G1VBBGGV07
LV
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken A/S
F3JS33DEI6XQ4ZBPTN86
DK
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)
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 Trust Company Canada
549300L71XG2CTQ2V827
CA
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 Maghreb S.A
5493003FVWLMBFTISI11
MA
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)
Bank Handlowy w Warszawie Spolka Akcyjna
XLEZHWWOI4HFQDGL4793
PL
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 Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch)
7LTWFZYICNSX8D621K86
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Mumbai, Maharashtra, IN, Branch)
E57ODZWZ7FF32TWEFA76
IN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas Securities Services (Limassol, Limassol, CY, Branch)
549300WCGB70D06XZS54
CY
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Makati City, Metro Manila, PH, Branch)
7LTWFZYICNSX8D621K86
PH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank Middle East Limited (Doha, Ad Dawhah, QA, Branch)
549300F99IL9YJDWH369
QA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
IT
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, Sociedad Anonima Espanola
529900SICIK5OVMVY186
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch)
E57ODZWZ7FF32TWEFA76
BR
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)
State Street Bank and Trust Company (Edinburgh, GB, Branch)
571474TGEMMWANRLN572
GB
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)
Credit Suisse (Schweiz) AG
549300CWR0W0BCS9Q144
CH
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)
Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch)
F3JS33DEI6XQ4ZBPTN86
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank Middle East Limited (Manama, Capital, BH, Branch)
549300F99IL9YJDWH369
BH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Banco de Chile
8B4EZFY8IHJC44TT2K84
CL
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)
Itau CorpBanca
549300DDPTTIZ06NIV06
CL
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)
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Citibank, National Association (Cairo, Cairo, EG, Branch)
E57ODZWZ7FF32TWEFA76
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)
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 (Jakarta, Jakarta, ID, Branch)
7LTWFZYICNSX8D621K86
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)
Standard Chartered Bank (Hong Kong) Limited
X5AV1MBDXGRPX5UGMX13
HK
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 Bank Namibia Limited
254900K6TJFDYKSQWV49
NA
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)
Cititrust Colombia S A Sociedad Fiduciaria
549300242J3IJCOSGI49
CO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Anonim Sirketi
789000N5SE3LWDK7OI11
TR
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)
Deutsche Bank Aktiengesellschaft (Vienna, Vienna, AT, Branch)
7LTWFZYICNSX8D621K86
AT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Jongno-gu, Seoul, KR, Branch)
7LTWFZYICNSX8D621K86
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Ebene, Plaines Wilhems, MU, Branch)
2HI3YI5320L3RW6NJ957
MU
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)
Y
DST Asset Manager Solutions, Inc.
84-00896
SEC File Number
N
N
N
Thornburg Investment Management, Inc.
8HJ584LSUOXRY4R82794
Y
N
N
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
666799.85000000
HSBC Securities (USA) Inc.
8-41562
000019585
CYYGQCGNHMHPSMRL3R97
1010985.01000000
Pershing LLC
8-17574
000007560
ZI8Q1A8EI8LQFJNM0D94
1627826.03000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
1109089.58000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
1366714.17000000
Sanford C. Bernstein & Co., LLC
8-52942
000104474
549300I7JYZHT7D5CO04
716053.29000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
873789.17000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
673251.65000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
1143238.53000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
884808.97000000
13581770.58000000
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
46732685.03000000
Nomura Securities International, Inc.
8-15255
000004297
OXTKY6Q8X53C9ILVV871
53002956.86000000
Jefferies LLC
8-15074
000002347
58PU97L1C0WSRCWADL48
102380755.79000000
State Street Bank and Trust Company
N/A
000000000
571474TGEMMWANRLN572
6064510320.85000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
116345719.98000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
29521414.80000000
Truist Securities, Inc.
8-17212
000006271
CSVTK36R0PNGXEM7NS14
1561000000.00000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
129835803.53000000
Pershing LLC
8-17574
000007560
ZI8Q1A8EI8LQFJNM0D94
36197986.69000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
74004228.99000000
8370045359.54000000
Y
12124135498.40000000
N
N
N
N
Thornburg Short Duration Municipal Fund
S000043669
549300420UUQ3HF48O75
N
2
0
0
N/A
N
N
N
N
N/A
N/A
N/A
Rule 17a-7 (17 CFR 270.17a-7)
Y
Y
Y
N
Thornburg Investment Management, Inc.
801-17853
000106357
8HJ584LSUOXRY4R82794
N
DST Asset Manager Solutions, Inc.
84-00896
00000000000000000000
N
N
N
Standard & Poor's Financial Services LLC
549300U4VWNITEKO2881
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
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.
84-00896
SEC File Number
N
N
N
Thornburg Investment Management, Inc.
8HJ584LSUOXRY4R82794
Y
N
N
0.00000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
84403119.40000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
17360077.50000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
8095931.90000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
92980000.00000000
Wells Fargo Securities, LLC
8-65876
000126292
VYVVCKR63DVZZN70PB21
96756740.35000000
Pershing LLC
8-17574
000007560
ZI8Q1A8EI8LQFJNM0D94
9253971.85000000
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
103952365.10000000
U.S. Bancorp Investments, Inc.
8-35359
000017868
H85Z6XZP8B10ES0M2G89
134705000.00000000
State Street Bank and Trust Company
N/A
000000000
571474TGEMMWANRLN572
46530195.45000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
229758881.30000000
858723962.50000000
N
177573387.90000000
N
N
N
N
Thornburg Capital Management Fund
S000051223
549300GLR0WG6ALV5277
N
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
00000000000000000000
N
N
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
Standard & Poor's Financial Services LLC
549300U4VWNITEKO2881
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
ICE Data Services, Inc.
13-3668779
Tax ID
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.
84-00896
SEC File Number
N
N
N
Thornburg Investment Management, Inc.
8HJ584LSUOXRY4R82794
Y
N
N
0.00000000
Wells Fargo Securities, LLC
8-65876
000126292
VYVVCKR63DVZZN70PB21
5154179767.33000000
MUFG Securities Americas Inc.
8-43026
000019685
K5HU16E3LMSVCCJJJ255
9450091001.52000000
Truist Securities, Inc.
8-17212
000006271
CSVTK36R0PNGXEM7NS14
8582334409.49000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
9838807110.27000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
6241780597.17000000
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
8284610115.73000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
5540853707.56000000
State Street Bank and Trust Company
N/A
000000000
571474TGEMMWANRLN572
8319358608.91000000
Mizuho Securities USA LLC
8-37710
000019647
7TK5RJIZDFROZCA6XF66
14198238093.99000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
9466590270.19000000
91486237330.49000000
N
1335566133.48000000
N
N
N
N
Thornburg Limited Term Municipal Fund
S000000540
54930020DO8TQEMPJO87
N
3
0
0
N/A
N
N
N
N
N/A
N/A
N/A
Rule 17a-7 (17 CFR 270.17a-7)
N
N
N
N
Thornburg Investment Management, Inc.
801-17853
000106357
8HJ584LSUOXRY4R82794
N
DST Asset Manager Solutions, Inc.
84-00896
00000000000000000000
N
N
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
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.
84-00896
SEC File Number
N
N
N
Thornburg Investment Management, Inc.
8HJ584LSUOXRY4R82794
Y
N
N
0.00000000
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
1020789545.30000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
337626246.00000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
2993775795.25000000
U.S. Bancorp Investments, Inc.
8-35359
000017868
H85Z6XZP8B10ES0M2G89
761565563.08000000
RBC Capital Markets, LLC
8-45411
000031194
549300LCO2FLSSVFFR64
90368670.85000000
Stifel, Nicolaus & Company, Incorporated
8-1447
000000793
5WUVMA08EYG4KEUPW589
111308061.85000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
154588085.45000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
1137214602.15000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
799125753.05000000
Wells Fargo Securities, LLC
8-65876
000126292
VYVVCKR63DVZZN70PB21
1181811410.10000000
8855796261.33000000
N
5729452920.66000000
N
N
N
N
Thornburg California Limited Term Municipal Fund
S000011841
549300AEWS0TMJJM0P77
N
3
0
0
N/A
N
N
N
N
N/A
N/A
N/A
Rule 17a-7 (17 CFR 270.17a-7)
Y
Y
Y
N
Thornburg Investment Management, Inc.
801-17853
000106357
8HJ584LSUOXRY4R82794
N
DST Asset Manager Solutions, Inc.
84-00896
00000000000000000000
N
N
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
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.
84-00896
SEC File Number
N
N
N
Thornburg Investment Management, Inc.
8HJ584LSUOXRY4R82794
Y
N
N
0.00000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
264074342.00000000
Stifel, Nicolaus & Company, Incorporated
8-1447
000000793
5WUVMA08EYG4KEUPW589
11874202.35000000
Pershing LLC
8-17574
000007560
ZI8Q1A8EI8LQFJNM0D94
22445111.35000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
276842294.20000000
U.S. Bancorp Investments, Inc.
8-35359
000017868
H85Z6XZP8B10ES0M2G89
250560000.00000000
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
322777767.91000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
55835720.75000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
26346948.35000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
535738463.85000000
Wells Fargo Securities, LLC
8-65876
000126292
VYVVCKR63DVZZN70PB21
141448760.80000000
1936130648.51000000
N
528612795.93000000
N
N
N
N
Thornburg Better World International Fund
S000050704
549300DPHS22D7IBEI91
N
3
0
0
N/A
N
N
N
N
N/A
N/A
N/A
N/A
Y
Y
Y
N
Thornburg Investment Management, Inc.
801-17853
000106357
8HJ584LSUOXRY4R82794
N
DST Asset Manager Solutions, Inc.
84-00896
00000000000000000000
N
N
N
Standard & Poor's Financial Services LLC
549300U4VWNITEKO2881
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
N
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
2HI3YI5320L3RW6NJ957
HK
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)
Clearstream Banking S.A.
549300OL514RA0SXJJ44
LU
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
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)
Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch)
F3JS33DEI6XQ4ZBPTN86
NO
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)
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
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)
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, Sociedad Anonima Espanola
529900SICIK5OVMVY186
ES
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)
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
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)
Deutsche Bank Aktiengesellschaft (Vienna, Vienna, AT, Branch)
7LTWFZYICNSX8D621K86
AT
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)
AB SEB bankas
549300SBPFE9JX7N8J82
LT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Jongno-gu, Seoul, KR, Branch)
7LTWFZYICNSX8D621K86
KR
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)
Standard Bank Namibia Limited
254900K6TJFDYKSQWV49
NA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
AS SEB banka
549300YW95G1VBBGGV07
LV
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Ebene, Plaines Wilhems, MU, Branch)
2HI3YI5320L3RW6NJ957
MU
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 (Chuo ku, Tokyo, JP, Branch)
2HI3YI5320L3RW6NJ957
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Banco de Chile
8B4EZFY8IHJC44TT2K84
CL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Bank Handlowy w Warszawie Spolka Akcyjna
XLEZHWWOI4HFQDGL4793
PL
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 Middle East Limited
549300F99IL9YJDWH369
AE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken A/S
F3JS33DEI6XQ4ZBPTN86
DK
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)
Credit Suisse (Schweiz) AG
549300CWR0W0BCS9Q144
CH
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)
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch)
E57ODZWZ7FF32TWEFA76
BR
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 (China) Company Limited
2CZOJRADNJXBLT55G526
CN
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)
7LTWFZYICNSX8D621K86
ID
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 (Makati City, Metro Manila, PH, Branch)
7LTWFZYICNSX8D621K86
PH
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)
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 (Cairo, Cairo, EG, Branch)
E57ODZWZ7FF32TWEFA76
EG
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, National Association (Mumbai, Maharashtra, IN, Branch)
E57ODZWZ7FF32TWEFA76
IN
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 Europe Public Limited Company (Budapest, HU, Branch)
N1FBEDJ5J41VKZLO2475
HU
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 Anonim Sirketi
789000N5SE3LWDK7OI11
TR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company (Edinburgh, GB, Branch)
571474TGEMMWANRLN572
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)
Citibank del Peru S.A.
MYTK5NHHP1G8TVFGT193
PE
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)
Citibank, National Association (Ciudad Autonoma de Buenos Aires, Ciudad Autonoma de Buenos Aires, AR, Branch)
579100KKDGKCFFKKF005
AR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank Middle East Limited (Doha, Ad Dawhah, QA, Branch)
549300F99IL9YJDWH369
QA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Y
DST Asset Manager Solutions, Inc.
84-00896
SEC File Number
N
N
N
Thornburg Investment Management, Inc.
8HJ584LSUOXRY4R82794
Y
N
N
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
2525.66000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
3824.75000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
3970.67000000
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
3478.52000000
Sanford C. Bernstein & Co., LLC
8-52942
000104474
549300I7JYZHT7D5CO04
13876.80000000
Societe Generale
N/A
000000000
O2RNE8IBXP4R0TD8PU41
FR
2485.39000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
4158.60000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
5220.30000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
2525.05000000
BNP Paribas Securities Corp.
8-32682
000015794
RCNB6OTYUAMMP879YW96
4329.51000000
55974.57000000
Banco BTG Pactual S.A.
N/A
000000000
ZXLTQRYIK6IJH3R0IK66
BR
321418.43000000
Eversheds Sutherland (International) LLP
N/A
000000000
213800RLRA3QAXIYSG40
GB
18018.87000000
State Street Bank and Trust Company
N/A
000000000
571474TGEMMWANRLN572
69229095.12000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
115857.00000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
486037.76000000
70170427.18000000
Y
77451189.76000000
N
N
N
N
Thornburg Limited Term U.S. Government Fund
S000011842
5493006JWY6PYF1WBP22
N
6
0
0
N/A
N
N
N
N
N/A
N/A
N/A
Rule 17a-7 (17 CFR 270.17a-7)
Y
Y
Y
N
Thornburg Investment Management, Inc.
801-17853
000106357
8HJ584LSUOXRY4R82794
N
DST Asset Manager Solutions, Inc.
84-00896
00000000000000000000
N
N
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
Standard & Poor's Financial Services LLC
549300U4VWNITEKO2881
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
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.
84-00896
SEC File Number
N
N
N
Thornburg Investment Management, Inc.
8HJ584LSUOXRY4R82794
Y
N
N
0.00000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
159941437.06000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
37399821.82000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
107657432.05000000
State Street Bank and Trust Company
N/A
000000000
571474TGEMMWANRLN572
390532813.67000000
Wells Fargo Securities, LLC
8-65876
000126292
VYVVCKR63DVZZN70PB21
83015974.54000000
Truist Securities, Inc.
8-17212
000006271
CSVTK36R0PNGXEM7NS14
1125000000.00000000
Mizuho Securities USA LLC
8-37710
000019647
7TK5RJIZDFROZCA6XF66
301302233.44000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
41274191.72000000
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
95438336.38000000
StoneX Group Inc.
8-51269
000045993
549300JUF07L8VF02M60
45503707.79000000
2652619992.33000000
N
290117737.92000000
N
N
N
N
Thornburg Value Fund
S000011846
54930089U7S9VLN5QP70
N
6
0
0
N/A
N
N
N
N
N/A
N/A
N/A
N/A
Y
Y
Y
N
Thornburg Investment Management, Inc.
801-17853
000106357
8HJ584LSUOXRY4R82794
N
DST Asset Manager Solutions, Inc.
84-00896
00000000000000000000
N
N
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
Standard & Poor's Financial Services LLC
549300U4VWNITEKO2881
N
N
Itau CorpBanca
549300DDPTTIZ06NIV06
CL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Ebene, Plaines Wilhems, MU, Branch)
2HI3YI5320L3RW6NJ957
MU
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)
Deutsche Bank Aktiengesellschaft (Vienna, Vienna, AT, Branch)
7LTWFZYICNSX8D621K86
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)
Citibank, National Association (Mumbai, Maharashtra, IN, Branch)
E57ODZWZ7FF32TWEFA76
IN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Credit Suisse (Schweiz) AG
549300CWR0W0BCS9Q144
CH
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)
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)
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
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)
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 Trust Company Canada
549300L71XG2CTQ2V827
CA
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)
Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch)
E57ODZWZ7FF32TWEFA76
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Anonim Sirketi
789000N5SE3LWDK7OI11
TR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank Middle East Limited (Manama, Capital, BH, Branch)
549300F99IL9YJDWH369
BH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
AS SEB banka
549300YW95G1VBBGGV07
LV
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
2HI3YI5320L3RW6NJ957
HK
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)
AS SEB Pank
549300ND1MQ8SNNYMJ22
EE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Colombo, Western, LK, Branch)
2HI3YI5320L3RW6NJ957
LK
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)
Standard Chartered Bank (Thai) Public Company Limited
549300O1LQYCQ7G1IM57
TH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank Middle East Limited (Kuwait City, Al Asimah, KW, Branch)
549300F99IL9YJDWH369
KW
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)
Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch)
F3JS33DEI6XQ4ZBPTN86
FI
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 and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Standard Bank Namibia Limited
254900K6TJFDYKSQWV49
NA
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)
Deutsche Bank Aktiengesellschaft (Jongno-gu, Seoul, KR, Branch)
7LTWFZYICNSX8D621K86
KR
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)
Skandinaviska Enskilda Banken A/S
F3JS33DEI6XQ4ZBPTN86
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank, Sociedad Anonima Espanola
529900SICIK5OVMVY186
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Clearstream Banking S.A.
549300OL514RA0SXJJ44
LU
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
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)
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
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)
State Street Bank and Trust Company (Edinburgh, GB, Branch)
571474TGEMMWANRLN572
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank Middle East Limited (Doha, Ad Dawhah, QA, Branch)
549300F99IL9YJDWH369
QA
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)
Banco de Chile
8B4EZFY8IHJC44TT2K84
CL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Jakarta, Jakarta, ID, Branch)
7LTWFZYICNSX8D621K86
ID
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)
BNP Paribas Securities Services (Limassol, Limassol, CY, Branch)
549300WCGB70D06XZS54
CY
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)
7LTWFZYICNSX8D621K86
PH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Cairo, Cairo, EG, Branch)
E57ODZWZ7FF32TWEFA76
EG
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)
Joint Stock Company Commercial Bank Citibank
CHSQDSVI1UI96Y2SW097
RU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Bank Handlowy w Warszawie Spolka Akcyjna
XLEZHWWOI4HFQDGL4793
PL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Y
DST Asset Manager Solutions, Inc.
84-00896
SEC File Number
N
N
N
Thornburg Investment Management, Inc.
8HJ584LSUOXRY4R82794
Y
N
N
Sanford C. Bernstein & Co., LLC
8-52942
000104474
549300I7JYZHT7D5CO04
60942.13000000
National Financial Services LLC
8-26740
000013041
549300JRHF1MHHWUAW04
20676.64000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
18012.52000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
22227.28000000
BNP Paribas Securities Corp.
8-32682
000015794
RCNB6OTYUAMMP879YW96
13793.42000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
17630.44000000
Jefferies LLC
8-15074
000002347
58PU97L1C0WSRCWADL48
13468.40000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
53390.52000000
Wells Fargo Securities, LLC
8-65876
000126292
VYVVCKR63DVZZN70PB21
12762.83000000
Pershing LLC
8-17574
000007560
ZI8Q1A8EI8LQFJNM0D94
25245.48000000
302979.58000000
Truist Securities, Inc.
8-17212
000006271
CSVTK36R0PNGXEM7NS14
101000000.00000000
State Street Bank and Trust Company
N/A
000000000
571474TGEMMWANRLN572
442714600.28000000
543714600.28000000
Y
796503959.30000000
N
N
N
N
Thornburg Core Growth Fund
S000011850
5493007OHRENF8SZUU58
N
6
0
0
N/A
N
N
N
N
N/A
N/A
N/A
Rule 17a-7 (17 CFR 270.17a-7)
Y
Y
Y
N
Thornburg Investment Management, Inc.
801-17853
000106357
8HJ584LSUOXRY4R82794
N
DST Asset Manager Solutions, Inc.
84-00896
00000000000000000000
N
N
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
Standard & Poor's Financial Services LLC
549300U4VWNITEKO2881
N
N
Citibank, National Association (Cairo, Cairo, EG, Branch)
E57ODZWZ7FF32TWEFA76
EG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas Securities Services (Limassol, Limassol, CY, Branch)
549300WCGB70D06XZS54
CY
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Anonim Sirketi
789000N5SE3LWDK7OI11
TR
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 (Jakarta, Jakarta, ID, Branch)
7LTWFZYICNSX8D621K86
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)
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 (Auckland, Auckland, NZ, Branch)
2HI3YI5320L3RW6NJ957
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Banco de Chile
8B4EZFY8IHJC44TT2K84
CL
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 (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)
The Hongkong and Shanghai Banking Corporation Limited (Ebene, Plaines Wilhems, MU, Branch)
2HI3YI5320L3RW6NJ957
MU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank Middle East Limited (Doha, Ad Dawhah, QA, Branch)
549300F99IL9YJDWH369
QA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Jongno-gu, Seoul, KR, Branch)
7LTWFZYICNSX8D621K86
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)
Deutsche Bank Aktiengesellschaft (Vienna, Vienna, AT, Branch)
7LTWFZYICNSX8D621K86
AT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company (Edinburgh, GB, Branch)
571474TGEMMWANRLN572
GB
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 (Malaysia) Berhad
529900DLWFR8HK7DR278
MY
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Credit Suisse (Schweiz) AG
549300CWR0W0BCS9Q144
CH
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)
Clearstream Banking S.A.
549300OL514RA0SXJJ44
LU
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
AB SEB bankas
549300SBPFE9JX7N8J82
LT
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 (Amsterdam, Noord Holland, NL, Branch)
7LTWFZYICNSX8D621K86
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
AS SEB banka
549300YW95G1VBBGGV07
LV
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)
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank Middle East Limited (Manama, Capital, BH, Branch)
549300F99IL9YJDWH369
BH
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)
Skandinaviska Enskilda Banken A/S
F3JS33DEI6XQ4ZBPTN86
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)
Citibank del Peru S.A.
MYTK5NHHP1G8TVFGT193
PE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Bank Handlowy w Warszawie Spolka Akcyjna
XLEZHWWOI4HFQDGL4793
PL
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)
Joint Stock Company Commercial Bank Citibank
CHSQDSVI1UI96Y2SW097
RU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank, Sociedad Anonima Espanola
529900SICIK5OVMVY186
ES
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)
Citibank, National Association (Mumbai, Maharashtra, IN, Branch)
E57ODZWZ7FF32TWEFA76
IN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch)
E57ODZWZ7FF32TWEFA76
BR
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)
Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch)
F3JS33DEI6XQ4ZBPTN86
NO
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)
7LTWFZYICNSX8D621K86
PH
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)
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Colombo, Western, LK, Branch)
2HI3YI5320L3RW6NJ957
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)
Ceskoslovenska obchodni banka, a. s.
Q5BP2UEQ48R75BOTCB92
CZ
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)
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Itau CorpBanca
549300DDPTTIZ06NIV06
CL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Y
DST Asset Manager Solutions, Inc.
84-00896
SEC File Number
N
N
N
Thornburg Investment Management, Inc.
8HJ584LSUOXRY4R82794
Y
N
N
Jefferies LLC
8-15074
000002347
58PU97L1C0WSRCWADL48
8132.72000000
Sanford C. Bernstein & Co., LLC
8-52942
000104474
549300I7JYZHT7D5CO04
26578.93000000
Stifel, Nicolaus & Company, Incorporated
8-1447
000000793
5WUVMA08EYG4KEUPW589
15822.72000000
William Blair & Company, L.L.C.
8-2698
000001252
549300J0P7XYE8BMZ775
39748.15000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
27756.74000000
Pershing LLC
8-17574
000007560
ZI8Q1A8EI8LQFJNM0D94
13707.64000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
11474.25000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
11731.60000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
8430.40000000
Raymond James & Associates, Inc.
8-10999
000000705
U4ONQX15J3RO8XCKE979
7631.88000000
202318.73000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
7516000.00000000
State Street Bank and Trust Company
N/A
000000000
571474TGEMMWANRLN572
489832254.70000000
Truist Securities, Inc.
8-17212
000006271
CSVTK36R0PNGXEM7NS14
66000000.00000000
563348254.70000000
Y
632200616.52000000
N
N
N
N
Thornburg Strategic Municipal Income Fund
S000025152
549300ZJJU8WI1A6T503
N
3
0
0
N/A
N
N
N
N
N/A
N/A
N/A
Rule 17a-7 (17 CFR 270.17a-7)
Y
Y
Y
N
Thornburg Investment Management, Inc.
801-17853
000106357
8HJ584LSUOXRY4R82794
N
DST Asset Manager Solutions, Inc.
84-00896
00000000000000000000
N
N
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
Standard & Poor's Financial Services LLC
549300U4VWNITEKO2881
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
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.
84-00896
SEC File Number
N
N
N
Thornburg Investment Management, Inc.
8HJ584LSUOXRY4R82794
Y
N
N
0.00000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
11867052.75000000
U.S. Bancorp Investments, Inc.
8-35359
000017868
H85Z6XZP8B10ES0M2G89
101885000.00000000
Wells Fargo Securities, LLC
8-65876
000126292
VYVVCKR63DVZZN70PB21
54289996.05000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
44649463.10000000
RBC Capital Markets, LLC
8-45411
000031194
549300LCO2FLSSVFFR64
9293072.50000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
175366381.25000000
Pershing LLC
8-17574
000007560
ZI8Q1A8EI8LQFJNM0D94
12096741.25000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
58305829.40000000
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
79130899.95000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
27908426.70000000
591890738.60000000
N
299352253.29000000
N
N
N
N
Thornburg International Growth Fund
S000015648
5493001STPJ13DESVZ34
N
7
0
0
N/A
N
N
N
N
N/A
N/A
N/A
Rule 17a-7 (17 CFR 270.17a-7)
Y
Y
Y
N
Thornburg Investment Management, Inc.
801-17853
000106357
8HJ584LSUOXRY4R82794
N
DST Asset Manager Solutions, Inc.
84-00896
00000000000000000000
N
N
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
Standard & Poor's Financial Services LLC
549300U4VWNITEKO2881
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
N
Citibank, National Association (Mumbai, Maharashtra, IN, Branch)
E57ODZWZ7FF32TWEFA76
IN
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)
Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch)
F3JS33DEI6XQ4ZBPTN86
FI
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 Trust Company Canada
549300L71XG2CTQ2V827
CA
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)
Itau CorpBanca
549300DDPTTIZ06NIV06
CL
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)
FirstRand Bank Limited
ZAYQDKTCATIXF9OQY690
ZA
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)
Citibank, National Association (Singapore, SG, Branch)
E57ODZWZ7FF32TWEFA76
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Credit Suisse (Schweiz) AG
549300CWR0W0BCS9Q144
CH
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 (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)
7LTWFZYICNSX8D621K86
PH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Jakarta, Jakarta, ID, Branch)
7LTWFZYICNSX8D621K86
ID
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 Middle East Limited (Doha, Ad Dawhah, QA, Branch)
549300F99IL9YJDWH369
QA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company (Edinburgh, GB, Branch)
571474TGEMMWANRLN572
GB
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 (Sao Paulo, Sao Paulo, BR, Branch)
E57ODZWZ7FF32TWEFA76
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas Securities Services (Limassol, Limassol, CY, Branch)
549300WCGB70D06XZS54
CY
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, Sociedad Anonima Espanola
529900SICIK5OVMVY186
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Ebene, Plaines Wilhems, MU, Branch)
2HI3YI5320L3RW6NJ957
MU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank Middle East Limited (Manama, Capital, BH, Branch)
549300F99IL9YJDWH369
BH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Banco de Chile
8B4EZFY8IHJC44TT2K84
CL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Anonim Sirketi
789000N5SE3LWDK7OI11
TR
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)
AS SEB Pank
549300ND1MQ8SNNYMJ22
EE
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 (Vienna, Vienna, AT, Branch)
7LTWFZYICNSX8D621K86
AT
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, National Association (Cairo, Cairo, EG, Branch)
E57ODZWZ7FF32TWEFA76
EG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
AS SEB banka
549300YW95G1VBBGGV07
LV
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 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 (Auckland, Auckland, NZ, Branch)
2HI3YI5320L3RW6NJ957
NZ
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)
2HI3YI5320L3RW6NJ957
LK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken A/S
F3JS33DEI6XQ4ZBPTN86
DK
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)
Bank Handlowy w Warszawie Spolka Akcyjna
XLEZHWWOI4HFQDGL4793
PL
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)
Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch)
F3JS33DEI6XQ4ZBPTN86
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Clearstream Banking S.A.
549300OL514RA0SXJJ44
LU
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
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 (Sydney, NSW, AU, Branch)
2HI3YI5320L3RW6NJ957
AU
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
2HI3YI5320L3RW6NJ957
HK
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)
AB SEB bankas
549300SBPFE9JX7N8J82
LT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Jongno-gu, Seoul, KR, Branch)
7LTWFZYICNSX8D621K86
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Y
DST Asset Manager Solutions, Inc.
84-00896
SEC File Number
N
N
N
Thornburg Investment Management, Inc.
8HJ584LSUOXRY4R82794
Y
N
N
Daiwa Capital Markets America Inc.
8-12242
000001576
M67H5PRC0NQKM73ZAS82
48358.29000000
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
58462.01000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
60981.79000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
55698.00000000
Sanford C. Bernstein & Co., LLC
8-52942
000104474
549300I7JYZHT7D5CO04
65158.14000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
53626.82000000
Macquarie Capital (USA) Inc.
8-47198
000036368
549300670K07JRB5UQ40
49037.13000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
55234.58000000
Pershing LLC
8-17574
000007560
ZI8Q1A8EI8LQFJNM0D94
98741.97000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
89875.68000000
933882.75000000
State Street Bank and Trust Company
N/A
000000000
571474TGEMMWANRLN572
859969945.68000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
52000.00000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
19927368.00000000
Truist Securities, Inc.
8-17212
000006271
CSVTK36R0PNGXEM7NS14
182000000.00000000
Berenberg Capital Markets LLC
8-68821
000156757
5493007EG0CYRKKG9L11
3864960.62000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
5309095.00000000
1071123369.30000000
Y
1515489169.60000000
N
N
N
N
Thornburg Strategic Income Fund
S000020097
549300DQDM30USQXD355
N
7
0
0
N/A
N
N
N
N
N/A
N/A
N/A
Rule 17a-7 (17 CFR 270.17a-7)
Y
Y
Y
N
Thornburg Investment Management, Inc.
801-17853
000106357
8HJ584LSUOXRY4R82794
N
DST Asset Manager Solutions, Inc.
84-00896
00000000000000000000
N
N
N
Standard & Poor's Financial Services LLC
549300U4VWNITEKO2881
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
N
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)
7LTWFZYICNSX8D621K86
ID
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)
Banco de Chile
8B4EZFY8IHJC44TT2K84
CL
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)
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Citibank Europe Public Limited Company (Budapest, HU, Branch)
N1FBEDJ5J41VKZLO2475
HU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch)
E57ODZWZ7FF32TWEFA76
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)
Citibank Maghreb S.A
5493003FVWLMBFTISI11
MA
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)
State Street Trust Company Canada
549300L71XG2CTQ2V827
CA
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)
Ceskoslovenska obchodni banka, a. s.
Q5BP2UEQ48R75BOTCB92
CZ
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
2HI3YI5320L3RW6NJ957
HK
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)
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 (Edinburgh, GB, Branch)
571474TGEMMWANRLN572
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Clearstream Banking S.A.
549300OL514RA0SXJJ44
LU
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
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)
HSBC Bank Middle East Limited (Doha, Ad Dawhah, QA, Branch)
549300F99IL9YJDWH369
QA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Colombo, Western, LK, Branch)
2HI3YI5320L3RW6NJ957
LK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas Securities Services (Limassol, Limassol, CY, Branch)
549300WCGB70D06XZS54
CY
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)
Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch)
F3JS33DEI6XQ4ZBPTN86
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Vienna, Vienna, AT, Branch)
7LTWFZYICNSX8D621K86
AT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Mumbai, Maharashtra, IN, Branch)
E57ODZWZ7FF32TWEFA76
IN
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)
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
SE
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)
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)
AS SEB banka
549300YW95G1VBBGGV07
LV
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Anonim Sirketi
789000N5SE3LWDK7OI11
TR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Jongno-gu, Seoul, KR, Branch)
7LTWFZYICNSX8D621K86
KR
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)
Standard Chartered Bank (Hong Kong) Limited
X5AV1MBDXGRPX5UGMX13
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Credit Suisse (Schweiz) AG
549300CWR0W0BCS9Q144
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)
Bank Handlowy w Warszawie Spolka Akcyjna
XLEZHWWOI4HFQDGL4793
PL
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 Middle East Limited (Manama, Capital, BH, Branch)
549300F99IL9YJDWH369
BH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Makati City, Metro Manila, PH, Branch)
7LTWFZYICNSX8D621K86
PH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken A/S
F3JS33DEI6XQ4ZBPTN86
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Ebene, Plaines Wilhems, MU, Branch)
2HI3YI5320L3RW6NJ957
MU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Cairo, Cairo, EG, Branch)
E57ODZWZ7FF32TWEFA76
EG
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 (Amsterdam, Noord Holland, NL, Branch)
7LTWFZYICNSX8D621K86
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Euroclear Bank
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank, Sociedad Anonima Espanola
529900SICIK5OVMVY186
ES
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 (Malaysia) Berhad
529900DLWFR8HK7DR278
MY
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)
Y
DST Asset Manager Solutions, Inc.
84-00896
SEC File Number
N
N
N
Thornburg Investment Management, Inc.
8HJ584LSUOXRY4R82794
Y
N
N
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
45167.25000000
45167.25000000
Wells Fargo Securities, LLC
8-65876
000126292
VYVVCKR63DVZZN70PB21
169274924.42000000
State Street Bank and Trust Company
N/A
000000000
571474TGEMMWANRLN572
1878522122.29000000
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
132879469.18000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
250354883.84000000
Truist Securities, Inc.
8-17212
000006271
CSVTK36R0PNGXEM7NS14
210362005.66000000
Pershing LLC
8-17574
000007560
ZI8Q1A8EI8LQFJNM0D94
141096801.49000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
315665180.37000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
146823432.51000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
243651227.76000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
217426404.33000000
4460521788.11000000
Y
1752795652.30000000
N
N
N
N
Thornburg Summit Fund
S000064930
549300HH8GRQINTDIM06
N
2
0
0
N/A
N
N
N
N
N/A
N/A
N/A
Rule 17a-7 (17 CFR 270.17a-7)
Y
Y
Y
N
Thornburg Investment Management, Inc.
801-17853
000106357
8HJ584LSUOXRY4R82794
N
DST Asset Manager Solutions, Inc.
84-00896
00000000000000000000
N
N
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
Standard & Poor's Financial Services LLC
549300U4VWNITEKO2881
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
N
Citibank, National Association (Singapore, SG, Branch)
E57ODZWZ7FF32TWEFA76
SG
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)
Skandinaviska Enskilda Banken A/S
F3JS33DEI6XQ4ZBPTN86
DK
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)
AS SEB banka
549300YW95G1VBBGGV07
LV
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 (Makati City, Metro Manila, PH, Branch)
7LTWFZYICNSX8D621K86
PH
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)
Clearstream Banking S.A.
549300OL514RA0SXJJ44
LU
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
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)
UniCredit Bank Austria AG
D1HEB8VEU6D9M8ZUXG17
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)
Itau CorpBanca
549300DDPTTIZ06NIV06
CL
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)
Citibank Maghreb S.A
5493003FVWLMBFTISI11
MA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank Middle East Limited (Manama, Capital, BH, Branch)
549300F99IL9YJDWH369
BH
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)
BNP Paribas Securities Services (Limassol, Limassol, CY, Branch)
549300WCGB70D06XZS54
CY
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)
Standard Bank Namibia Limited
254900K6TJFDYKSQWV49
NA
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)
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
CA
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)
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)
Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch)
RB0PEZSDGCO3JS6CEU02
JP
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 Aktiengesellschaft (Jongno-gu, Seoul, KR, Branch)
7LTWFZYICNSX8D621K86
KR
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)
Joint Stock Company Commercial Bank Citibank
CHSQDSVI1UI96Y2SW097
RU
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)
Bank Handlowy w Warszawie Spolka Akcyjna
XLEZHWWOI4HFQDGL4793
PL
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)
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Cairo, Cairo, EG, Branch)
E57ODZWZ7FF32TWEFA76
EG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Jakarta, Jakarta, ID, Branch)
7LTWFZYICNSX8D621K86
ID
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Anonim Sirketi
789000N5SE3LWDK7OI11
TR
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)
Cititrust Colombia S A Sociedad Fiduciaria
549300242J3IJCOSGI49
CO
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)
HSBC Bank Middle East Limited (Doha, Ad Dawhah, QA, Branch)
549300F99IL9YJDWH369
QA
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 del Peru S.A.
MYTK5NHHP1G8TVFGT193
PE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company (Edinburgh, GB, Branch)
571474TGEMMWANRLN572
GB
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)
Banco de Chile
8B4EZFY8IHJC44TT2K84
CL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Ebene, Plaines Wilhems, MU, Branch)
2HI3YI5320L3RW6NJ957
MU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank, Sociedad Anonima Espanola
529900SICIK5OVMVY186
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch)
E57ODZWZ7FF32TWEFA76
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Euroclear Bank
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Deutsche Bank Aktiengesellschaft (Mumbai, Maharashtra, IN, Branch)
7LTWFZYICNSX8D621K86
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)
Y
DST Asset Manager Solutions, Inc.
84-00896
SEC File Number
N
N
N
Thornburg Investment Management, Inc.
8HJ584LSUOXRY4R82794
Y
N
N
BNP Paribas Securities Corp.
8-32682
000015794
RCNB6OTYUAMMP879YW96
4677.06000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
652.10000000
Jefferies LLC
8-15074
000002347
58PU97L1C0WSRCWADL48
449.41000000
Sanford C. Bernstein & Co., LLC
8-52942
000104474
549300I7JYZHT7D5CO04
5908.30000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
407.42000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
829.19000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
1441.05000000
Pershing LLC
8-17574
000007560
ZI8Q1A8EI8LQFJNM0D94
632.67000000
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
464.57000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
679.22000000
17630.73000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
2257852.93000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
46829059.27000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
3631240.38000000
State Street Bank and Trust Company
N/A
000000000
571474TGEMMWANRLN572
72878979.31000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
7708777.23000000
Pershing LLC
8-17574
000007560
ZI8Q1A8EI8LQFJNM0D94
1054016.84000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
5177463.26000000
StoneX Group Inc.
8-51269
000045993
549300JUF07L8VF02M60
2133232.18000000
Deutsche Bank Securities Inc.
8-17822
000002525
9J6MBOOO7BECTDTUZW19
1828444.88000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
1550389.41000000
150843647.30000000
Y
38375254.55000000
N
N
N
N
Thornburg New York Intermediate Municipal Fund
S000011848
5493007B7S16IHPDJN33
N
2
0
0
N/A
N
N
N
N
N/A
N/A
N/A
Rule 17a-7 (17 CFR 270.17a-7)
Y
Y
Y
N
Thornburg Investment Management, Inc.
801-17853
000106357
8HJ584LSUOXRY4R82794
N
DST Asset Manager Solutions, Inc.
84-00896
00000000000000000000
N
N
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
Standard & Poor's Financial Services LLC
549300U4VWNITEKO2881
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
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.
84-00896
SEC File Number
N
N
N
Thornburg Investment Management, Inc.
8HJ584LSUOXRY4R82794
Y
N
N
0.00000000
Davidson DA & Company Inc
8-2399
000000199
00000000000000000000
2138552.40000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
1741995.00000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
17350605.00000000
National Financial Services LLC
8-26740
000013041
549300JRHF1MHHWUAW04
2050130.00000000
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
5379700.00000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
8300000.00000000
Pershing LLC
8-17574
000007560
ZI8Q1A8EI8LQFJNM0D94
895873.00000000
U.S. Bancorp Investments, Inc.
8-35359
000017868
H85Z6XZP8B10ES0M2G89
5150000.00000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
4746695.00000000
State Street Bank and Trust Company
N/A
000000000
571474TGEMMWANRLN572
4982005.60000000
54683047.25000000
N
48461841.44000000
N
N
N
N
true
INTERNAL CONTROL RPT
2
NCEN_338163993588304.txt
Report of Independent Registered Public
Accounting Firm
To the Board of Trustees of Thornburg Investment Trust
and Shareholders of the funds listed in
Appendix A
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, 2020, 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 are 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 their operations, including controls over
safeguarding securities, that we consider to be material
weaknesses as defined above as of September 30, 2020.
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/ PriceWaterhouse Coopers LLP
New York, New York
November 19, 2020
Appendix A
Thornburg California Limited Term Municipal Fund
Thornburg Limited Term Municipal Fund
Thornburg Limited Term U.S. Government Fund
Thornburg New Mexico Intermediate Municipal Fund
Thornburg Intermediate Municipal Fund
Thornburg Limited Term Income Fund
Thornburg Value Fund
Thornburg New York Intermediate Municipal Fund
Thornburg International Value Fund
Thornburg Core Growth Fund
Thornburg Investment Income Builder Fund
Thornburg Global Opportunities Fund
Thornburg International Growth Fund
Thornburg Strategic Income Fund
Thornburg Strategic Municipal Income Fund
Thornburg Developing World Fund
Thornburg Ultra Short Income Fund (formerly known as
Thornburg Low Duration Income Fund)
Thornburg Short Duration Municipal Fund (formerly
known as Thornburg Low Duration Municipal
Fund)
Thornburg Capital Management Fund
Thornburg Better World International Fund
Thornburg Long/Short Equity Fund
Thornburg Summit Fund