How to pass and run a callback method in Python

I have a Manager (main thread), that creates other Threads to handle various operations. I would like my Manager to be notified when a Thread it created ends (when run() method execution is finished).

I know I could do it by checking the status of all my threads with the Thread.isActive() method, but polling sucks, so I wanted to have notifications.

I was thinking of giving a callback method to the Threads, and call this function at the end of the run() method:

class Manager():
    ...
    MyThread(self.on_thread_finished).start() # How do I pass the callback

    def on_thread_finished(self, data):
        pass
    ...

class MyThread(Thread):
    ...
    def run(self):
        ....
        self.callback(data) # How do I call the callback?
    ...

Thanks!