how to make list thread safe inside an object

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C#

C#4.0

threads

I understand that in general a List is not thread safe. In my case I have a list on which I am traversing a specific object which contains a list inside it. How can I make that list thread safe.

lstToReturn = new list<item2>();

Parallel.ForEach(lstFromDb, variable=>
{
Item2 t = new Item2();
//Do some operation
lstOfItem2 = Get list from database related to variable
t.anotherList = lstOfItem2.Select(c => c.Id);

lock(lstToReturn)
{
    lstToReturn.add(t)
}
}

Here I am not getting "anotherList" right all time.
It is some time skipping values.

How can I solve this problem?
Please note data is large so I have to go for parallel behavior.<