Thornburg Limited Term Income Fund

THORNBURG INVESTMENT TRUST · 8 share classes

Actively managed U.S. bond fund
One fund, 8 share classes:THIFXTHICXTHIIXTHIRXTHRRXTHRIXTHRLXTHIQX
$6.19B NAV
818 positions · as of 2026-06-30 · filed 2026-08-24

Fund classification

Classified from what the fund holds · as of 2026 Q2

Thornburg Limited Term Income Fund is an actively managed U.S. bond fund.

Asset class
Bonds
Region
United States
Management
Actively managed
Fund type
Open-end fund
Credit quality
Investment grade
Rate sensitivity
Intermediate duration

Fund profile

As filed in the prospectus · 2026 Q1

The primary goal of Limited Term Income Fund is to provide as high a level of current income as is consistent, in the view of the Funds investment advisor, with safety of capital.

Strategy · summarised

The fund actively selects debt obligations rated in the three highest categories by S&P or Moody's, or U.S. government securities, maintaining a dollar-weighted average maturity and effective duration normally under five years to limit interest rate sensitivity. The fund may sell securities before maturity to enhance income, reduce losses, or adjust portfolio positioning in response to market conditions. Because returns depend on the manager's individual security analysis and credit judgments, performance will diverge from any benchmark based on those selections.

Expenses
0.42% 1.24%across 8 share classes
Share classGrossNetAs of
THIFX0.76%0.76%2025 Q1
THICX1.01%1.01%2025 Q1
THIIX0.52%0.49%2025 Q1
THIRX1.08%0.99%2025 Q1
THRRX0.66%0.49%2025 Q1
THRIX1.21%0.99%2025 Q1
THRLX0.47%0.42%2025 Q1
THIQX1.42%1.24%2025 Q1

Net is what a holder pays after the adviser's contractual waiver; gross is before it. A waiver can expire.

Portfolio turnover 3296.00% · as of 2026 Q1

Allocation

Asset groups · long / short shown separately, never netted · 2026 Q2

100.24%
of net assets
Securitized49.37%
Bonds44.15%
Cash & short-term6.13%
Stocks0.60%

Look-through blends 1 underlying fund; 0.0% of NAV was not looked through and stays direct-classified.

Sector allocation

The same holdings as Allocation above, grouped by market sector instead of asset type · as of 2026 Q2

100%
of net assets
Securitized49.3%
Other16.1%
Government9.2%
International7.9%
12 smaller17.5%

Government, Securitized and Cash are non-corporate buckets; International is foreign holdings we don’t sector-classify, and Other is the residual (held funds, unresolved names).

Latest quarter

What changed since the fund's previous filing

2026Q2 vs 2026Q1: 98 new64 exited

Largest new: United States Treasury ×2, Fannie Mae, Freddie Mac ×3, eBay Inc, Jabil Inc

Largest exited: United States Treasury ×2, Fannie Mae, SALESFORCE INC, NEW YORK LIFE GLOBAL FDG, HIGHMARK INC, NBN CO LTD, Government National Mortgage Association

Return profile

Chart:

Total return as filed — price change plus distributions reinvested · trailing figures to Apr 2026

Share class1-year3-year5-yearVolWorst fall
+4.49%+15.39%+10.16%2.06%-1.84%
+4.19%+14.52%+8.85%2.06%-1.96%
+4.79%+16.27%+11.70%1.94%-1.77%
+4.27%+14.62%+8.97%2.05%-1.94%
+4.78%+16.36%+11.70%2.07%-1.69%
+4.41%+14.72%+9.10%1.94%-2.01%
+4.95%+16.63%+12.16%1.93%-1.72%
+4.05%+13.85%+7.68%2.05%-2.08%

These classes hold the same portfolio, so the 4.49pp spread over 5 years is the cost difference between them — roughly 0.90pp a year — not a difference in what they own.

Cumulative return· Jul 2023 – Apr 2026

May 2026 and Jun 2026 have been filed since the trailing figures were struck, so they are not in the table above or the curve — every figure here shares one cut-off, which is what makes them comparable with other funds.

Debt profile

What this fund holds — value-weighted across its bond and securitized long positions · as of 2026-06-30

Avg coupon
3.96%
Avg maturity
14.36 yr
Coupon type

Share of the fund's debt by how its coupon behaves — the fact that decides whether a rate move reaches this portfolio at all.

21%
floating
Fixed rate78.7%
Floating rate21.3%
Maturity ladder

Share of the fund's debt value in each maturity band, shortest first.

<1y10y+
<1y9.0%
1-3y15.9%
3-5y15.5%
5-10y17.3%
10y+42.2%
Flagged holdings
Defaulted: none reported
In arrears: none reported
Paid in kind: none reported

Based on what filers reported; a filer that never reported a flag also reads as none.

Risk profile

Interest-rate and credit-spread sensitivity, both in years · as of 2026Q2

Most of this fund’s sensitivity is to interest rates, with credit spreads carrying about half as much.

Interest-rate duration
3.13 yr
approx. move per 100bp
Credit-spread duration
1.96 yr
approx. move per 100bp
If rates and spreads both rise 100bp

Where the loss would come from. The two shocks are the same size, so this is the balance of the fund's two sensitivities rather than a bet on one moving more.

≈ -5.0%
of value
Interest rates61%
Credit spreads39%

Filers report the impact of a 0.01% move only, so the total is our own scaling of that one number and overstates the loss on most bonds — read it as approximate, never as precise. The two sensitivities overlap rather than add up: they measure the same positions against different shocks, which is why the durations above are shown side by side and never summed.

Credit risk by quality

Share of the fund's spread duration carried by each credit tier.

+1.96
yrs total
Investment grade+1.71 yr
High yield+0.25 yr
Where the risk sits on the curve

Share of duration at each point, shortest first. A positive figure loses value when spreads widen; a negative one offsets — a credit hedge.

Interest rate3.13 yr total
3 mo30 yr
3 mo0.06 yr2%
1 yr0.56 yr18%
5 yr1.16 yr37%
10 yr1.16 yr37%
30 yr0.19 yr6%
Credit spread1.96 yr total
3 mo30 yr
3 mo0.04 yr2%
1 yr0.43 yr22%
5 yr0.82 yr42%
10 yr0.54 yr28%
30 yr0.12 yr6%

The two bands measure the same positions against different shocks and do not add — a Treasury carries rate duration and no spread duration, a floating-rate credit the reverse. Rate tenors are also summed across every currency the fund discloses.

Show the numbers
TenorRate yrsIG yrsHY yrsIG $/bpHY $/bp
3 mo+0.06+0.03+0.01$19.7k$4.3k
1 yr+0.56+0.37+0.06$228.4k$37.3k
5 yr+1.16+0.73+0.10$450.8k$58.9k
10 yr+1.16+0.47+0.07$291.1k$46.0k
30 yr+0.19+0.11+0.02$66.7k$10.7k

Dollar change per 1bp of spread movement, as filed and sign-anchored. A blank cell was not filed; a zero was.

Holdings

By % of NAV · equity positions carry filed share counts · every resolvable issuer links to its company page

Issuer%NAVValue
Thornburg Capital Management Fund3.19%$197.61M
United States Treasury1.88% · due 2036-01-152.09%$129.61M
United States Treasury4.38% · due 2036-05-151.61%$99.79M
United States Treasury3.75% · due 2032-11-301.23%$75.91M
Government National Mortgage Association3.00% · due 2051-11-200.82%$50.88M
Government National Mortgage Association3.00% · due 2052-06-200.65%$40.16M
United States Treasury3.50% · due 2030-11-300.62%$38.44M
Diamond Infrastructure Funding LLC1.76% · due 2049-04-150.57%$35.43M
Rate Mortgage Trust2.50% floating · due 2052-01-250.56%$34.68M
Freddie Mac2.50% · due 2052-06-010.56%$34.53M
Showing 10 of 818Sign in to see more

Reported price is the fund's own reported value divided by its own reported shares at 2026-06-30 — not a live quote, and not what the fund paid.

Top 10 positions are 11.91% of net assets, top 25 18.16%, across 400 issuers.

See more of this fund's book

More positions with filed share counts, and the quarter-over-quarter change list rather than the largest few — free with an account, no card required.

Sign in free