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LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 29.84000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 4.45000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 64.99000000 745.12000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 1566383.38000000 Jane Street Capital, LLC 8-52275 000103782 549300ZM16HMPEPNV857 448603.02000000 2014986.40000000 N 4808559.22153846 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 N Equity-common N Thornburg International Equity ETF S000089221 254900L4IZ4WRQ8DOL80 N 0 0 0 Exchange-Traded Fund Y N Y N N/A N/A N/A Rule 22d-1 (17 CFR 270.22d-1) Rule 6c-11 (17 CFR 270.6c-11) Rule 18f-4 (17 CFR 270.18f-4) Rule 12d1-4 (17 CFR 270.12d1-4) Rule 32a-4 (17 CFR 270.32a-4) Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4)) N N N N Thornburg Investment Management, Inc. 801-17853 000106357 8HJ584LSUOXRY4R82794 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 N N N Bloomberg L.P. 549300B56MD0ZC402L06 N London Stock Exchange Group PLC 213800QAUUUP6I445N30 GB N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N S&P Global Inc. 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INSTITUCION DE BANCA MULTIPLE, GRUPO FINANCIERO CITI MEXICO 529900H31AYI6WA1J534 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) Citibank Europe Public Limited Company N1FBEDJ5J41VKZLO2475 IE 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) Intesa Sanpaolo S.p.A. 2W8N8UU78PMDQKZENC08 IT 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) Citibank Europe Public Limited Company (Budapest, HU, Branch) N1FBEDJ5J41VKZLO2475 HU 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) Standard Bank Namibia Limited 254900K6TJFDYKSQWV49 NA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Stanbic IBTC Bank Ltd 549300NIVXF92ZIOVW61 NG 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 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) 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) Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch) F3JS33DEI6XQ4ZBPTN86 FI N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) AB SEB bankas 549300SBPFE9JX7N8J82 LT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear Bank 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) Bank Hapoalim B.M. 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KR6LSKV3BTSJRD41IF75 CZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Banka Slovenija d.d. 549300O2UN9JLME31F08 SI 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) UBS Switzerland AG 549300WOIFUSNYH0FL22 CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Hong Kong) Limited X5AV1MBDXGRPX5UGMX13 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank International GmbH ZMHGNT7ZPKZ3UFZ8EO46 DE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch) E57ODZWZ7FF32TWEFA76 BR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch) 2HI3YI5320L3RW6NJ957 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Y State Street Bank and Trust Company 571474TGEMMWANRLN572 N N N Thornburg Investment Management, Inc. 8HJ584LSUOXRY4R82794 Y N N Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 6109.80000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 2090.20000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 19665.50000000 Santander Securities LLC 8-49571 000041791 254900HRJWI7G0YUS842 360.14000000 BTIG, LLC 8-65473 000122225 549300GTG9PL6WO3EC51 4931.28000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 23889.31000000 Citadel Securities LLC 8-53574 000116797 12UUJYTN7D3SW8KCSG25 278.95000000 Oddo BHF SCA N/A N/A 9695002I9DJHZ3449O66 FR 874.82000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 170.84000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 271.36000000 59035.30000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 239382282.19000000 Jane Street Capital, LLC 8-52275 000103782 549300ZM16HMPEPNV857 30605076.15000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 1976987.35000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 56708654.32000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 13939453.56000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 35853214.87000000 378465668.44000000 N 385213059.20692308 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 N Equity-common N Thornburg Multi Sector Bond ETF S000089220 254900SERZKX0FH34T15 N 0 0 0 Exchange-Traded Fund Y N Y N N/A N/A N/A Rule 32a-4 (17 CFR 270.32a-4) Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4)) Rule 12d1-4 (17 CFR 270.12d1-4) Rule 18f-4 (17 CFR 270.18f-4) Rule 6c-11 (17 CFR 270.6c-11) Rule 22d-1 (17 CFR 270.22d-1) N N N N Thornburg Investment Management, Inc. 801-17853 000106357 8HJ584LSUOXRY4R82794 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 N N N S&P Global Inc. Y6X4K52KMJMZE7I7MY94 N London Stock Exchange Group PLC 213800QAUUUP6I445N30 GB N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Bloomberg L.P. 549300B56MD0ZC402L06 N ICE Data Services, Inc. 13-3668779 Tax ID N N Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch) RB0PEZSDGCO3JS6CEU02 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Banka Slovenija d.d. 549300O2UN9JLME31F08 SI 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) 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 2HI3YI5320L3RW6NJ957 HK 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) UniCredit Bank Austria AG D1HEB8VEU6D9M8ZUXG17 AT 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) 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 (Hong Kong) Limited X5AV1MBDXGRPX5UGMX13 HK 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) First Abu Dhabi Bank MISR S.A.E. 549300FRMQH3ELEXQI94 EG 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) Intesa Sanpaolo S.p.A. 2W8N8UU78PMDQKZENC08 IT 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) Skandinaviska Enskilda Banken AB (Copenhagen, Hovedstaden, DK, Branch) F3JS33DEI6XQ4ZBPTN86 DK 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 Maghreb S.A. 5493003FVWLMBFTISI11 MA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BANCO CITI MEXICO S.A. INSTITUCION DE BANCA MULTIPLE, GRUPO FINANCIERO CITI MEXICO 529900H31AYI6WA1J534 MX N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Bank Hapoalim B.M. 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KR6LSKV3BTSJRD41IF75 CZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Stanbic IBTC Bank Ltd 549300NIVXF92ZIOVW61 NG 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) Skandinaviska Enskilda Banken AB F3JS33DEI6XQ4ZBPTN86 SE 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 Bank Namibia Limited 254900K6TJFDYKSQWV49 NA 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) Y State Street Bank and Trust Company 571474TGEMMWANRLN572 N N N Thornburg Investment Management, Inc. 8HJ584LSUOXRY4R82794 Y N N 0.00000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 38676236.53000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 91795253.07000000 BMO Capital Markets Corp. 8-34344 000016686 RUC0QBLBRPRCU4W1NE59 18753540.03000000 Citadel Securities LLC 8-53574 000116797 12UUJYTN7D3SW8KCSG25 47521662.14000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 18723013.91000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 172670653.64000000 SG Americas Securities, LLC 8-66125 000128351 549300F35UE0BOM1WJ55 24104345.74000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 18097858.17000000 Wells Fargo Securities, LLC 8-65876 000126292 VYVVCKR63DVZZN70PB21 30855464.60000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 42373401.56000000 636906262.18000000 N 139297743.95846154 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 N Loan Debt Equity-preferred Equity-common Derivative-foreign exchange ABS-mortgage backed security ABS-other Derivative-credit N Thornburg Core Plus Bond ETF S000089219 2549007200VZNRTQ7D45 N 0 0 0 Exchange-Traded Fund Y N Y N N/A N/A N/A Rule 18f-4 (17 CFR 270.18f-4) Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4)) Rule 6c-11 (17 CFR 270.6c-11) Rule 32a-4 (17 CFR 270.32a-4) Rule 22d-1 (17 CFR 270.22d-1) Rule 12d1-4 (17 CFR 270.12d1-4) N N N N Thornburg Investment Management, Inc. 801-17853 000106357 8HJ584LSUOXRY4R82794 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 N N N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N ICE Data Services, Inc. 13-3668779 Tax ID N London Stock Exchange Group PLC 213800QAUUUP6I445N30 GB N S&P Global Inc. Y6X4K52KMJMZE7I7MY94 N Bloomberg L.P. 549300B56MD0ZC402L06 N N UniCredit Bank Austria AG D1HEB8VEU6D9M8ZUXG17 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) The Hongkong and Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Stanbic IBTC Bank Ltd 549300NIVXF92ZIOVW61 NG 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 (Helsinki, Uusimaa, FI, Branch) F3JS33DEI6XQ4ZBPTN86 FI N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe Public Limited Company N1FBEDJ5J41VKZLO2475 IE 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) Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch) RB0PEZSDGCO3JS6CEU02 JP 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) Intesa Sanpaolo S.p.A. 2W8N8UU78PMDQKZENC08 IT 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) UBS Switzerland AG 549300WOIFUSNYH0FL22 CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BANCO CITI MEXICO S.A. INSTITUCION DE BANCA MULTIPLE, GRUPO FINANCIERO CITI MEXICO 529900H31AYI6WA1J534 MX 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)) Skandinaviska Enskilda Banken AB (Copenhagen, Hovedstaden, DK, Branch) F3JS33DEI6XQ4ZBPTN86 DK 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) State Street Bank and Trust Company (Edinburgh, GB, Branch) 571474TGEMMWANRLN572 GB 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 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 Ghana PLC 549300WFGKTC3MGDCX95 GH 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 Trust Company Canada 549300L71XG2CTQ2V827 CA 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) Clearstream Banking S.A. 549300OL514RA0SXJJ44 LU N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) Deutsche Bank Aktiengesellschaft (Makati City, Metro Manila, PH, Branch) 7LTWFZYICNSX8D621K86 PH 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) First Abu Dhabi Bank MISR S.A.E. 549300FRMQH3ELEXQI94 EG 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) UniCredit Banka Slovenija d.d. 549300O2UN9JLME31F08 SI N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch) 7LTWFZYICNSX8D621K86 NL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch) 2HI3YI5320L3RW6NJ957 NZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Czech Republic and Slovakia, a.s. 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