Thornburg Limited Term Municipal Fund

THORNBURG INVESTMENT TRUST · 4 share classes

Actively managed U.S. bond fund
One fund, 4 share classes:LTMFXLTMCXLTMIXLTMQX
$2.12B NAV
810 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 Municipal 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
Short duration

Fund profile

As filed in the prospectus · 2026 Q1

The primary investment goal of Limited Term Municipal Fund is to obtain as high a level of current income exempt from federal individual income tax as is consistent, in the view of the Funds investment advisor, with preservation of capital.

Strategy · summarised

The fund invests in a laddered portfolio of investment-grade municipal bonds issued by states, localities, and U.S. territories, with active management based on interest-rate outlook and credit analysis; it may hold up to 20 percent in below-investment-grade municipal debt. The fund targets a dollar-weighted average effective duration normally no more than five years and may sell securities before maturity to enhance income, reduce loss, or adjust duration. Because security selection depends on the manager's credit determinations and market judgments, portfolio composition will diverge from any benchmark.

Expenses
0.51% 1.24%across 4 share classes
Share classGrossNetAs of
LTMFX0.77%0.77%2025 Q1
LTMCX1.04%1.04%2025 Q1
LTMIX0.51%0.51%2025 Q1
LTMQX1.72%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 31.04% · as of 2026 Q1

Allocation

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

99.36%
of net assets
Bonds99.36%

Latest quarter

What changed since the fund's previous filing

2026Q2 vs 2026Q1: 63 new49 exited

Largest new: Black Belt Energy Gas District, New Mexico Hospital Equipment Loan Council, City of New York NY, Texas Municipal Gas Acquisition & Supply Corp V, Port of Port Arthur Navigation District, New York City Transitional Finance Authority Future Tax Secured Revenue, PEFA Inc, Chicago Midway International Airport

Largest exited: New York State Housing Finance Agency, City of New York NY, City of Burlington KS, Mississippi Business Finance Corp, The School Board of Miami-Dade County, Truckee Meadows Water Authority, State of Illinois Sales Tax Revenue, Pennsylvania Economic Development Financing Authority

Return profile

Chart:

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

Share class1-year3-year5-yearVolWorst fall
+4.67%+9.61%+5.13%2.27%-2.00%
+4.42%+8.72%+3.77%2.29%-2.13%
+4.93%+10.42%+6.40%2.27%-1.94%
+4.18%+8.13%+2.59%2.27%-2.19%

These classes hold the same portfolio, so the 3.80pp spread over 5 years is the cost difference between them — roughly 0.76pp 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
4.64%
Avg maturity
12.83 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.

40%
floating
Fixed rate60.4%
Floating rate39.6%
Maturity ladder

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

<1y10y+
<1y3.6%
1-3y8.7%
3-5y8.4%
5-10y40.1%
10y+39.1%
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

More of this fund’s sensitivity sits in credit spreads than in interest rates — a rate rally that comes with a credit selloff works against it.

Interest-rate duration
2.52 yr
approx. move per 100bp
Credit-spread duration
3.60 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.

≈ -6.0%
of value
Credit spreads59%
Interest rates41%

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.

+3.60
yrs total
Investment grade+3.53 yr
High yield+0.08 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 rate2.52 yr total
3 mo30 yr
3 mo0.10 yr4%
1 yr0.34 yr13%
5 yr1.15 yr46%
10 yr0.93 yr37%
30 yr0.01 yr0%
Credit spread3.60 yr total
3 mo30 yr
3 mo0.04 yr1%
1 yr0.57 yr16%
5 yr1.82 yr51%
10 yr1.14 yr32%
30 yr0.03 yr1%

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+0.10+0.04+0.00$8.0k$161
1 yr+0.34+0.56+0.01$119.1k$1.9k
5 yr+1.15+1.79+0.04$379.6k$7.5k
10 yr+0.93+1.11+0.03$236.3k$6.2k
30 yr+0.01+0.02+0.00$5.2k$394

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
Main Street Natural Gas Inc5.00% floating · due 2054-05-012.03%$43.01M
Texas Municipal Gas Acquisition & Supply Corp III5.00% · due 2031-12-151.94%$41.22M
New Jersey Transportation Trust Fund Authority5.00% · due 2027-06-151.42%$30.16M
Main Street Natural Gas Inc4.00% floating · due 2052-09-011.41%$29.84M
Main Street Natural Gas Inc5.00% floating · due 2053-12-011.27%$26.90M
State of Illinois5.00% · due 2028-11-011.25%$26.61M
Main Street Natural Gas Inc5.00% floating · due 2053-07-011.25%$26.55M
Tennessee Energy Acquisition Corp5.00% floating · due 2052-05-011.21%$25.70M
Texas Municipal Gas Acquisition & Supply Corp III5.00% · due 2030-12-151.12%$23.70M
Mississippi Business Finance Corp3.00% floating · due 2035-11-010.90%$19.08M
Showing 10 of 810Sign in to see more

Top 10 positions are 13.80% of net assets, top 25 23.51%, across 368 issuers.

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