# Neuberger Berman Strategic Income Fund (Continued)
## Schedule of Investments (Continued)

### Financial Liabilities at Fair Value through Profit or Loss (continued)
Forward Currency Contracts (0.53%) (31 December 2020: (0.11%)) (continued)
| Amount Receivable | Amount Payable | Maturity Date | Counterparty	Contracts	Unrealised Loss US$ | % of Net Assets |
| --- | --- | --- | --- | --- |
| HKD Hedged Classes (continued) |
| HKD 7,876,473 | US$ 1,014,410 | 19/07/2021 | UBS AG | 1 | (127) | (0.00) |
| HKD 8,893,141 | US$ 1,145,377 | 19/07/2021 | Westpac Banking Corp | 9 | (175) | (0.00) |
| US$ 37,772 | HKD 293,726 | 19/07/2021 | Westpac Banking Corp | 2 | (52) | (0.00) |
| JPY Hedged Classes |  |  |  |  |  |  |
| ¥ 9,660,936,939 | US$ 88,763,846 | 19/07/2021 | Goldman Sachs International | 2 | (1,708,408) | (0.12) |
| ¥ 9,669,511,502 | US$ 88,752,213 | 19/07/2021 | UBS AG | 2 | (1,619,508) | (0.12) |
| ¥ 12,133,681,673 | US$ 111,482,847 | 19/07/2021 | Westpac Banking Corp | 9 | (2,145,319) | (0.16) |
| SGD Hedged Classes |  |  |  |  |  |  |
| SGD 13,311,602 | US$ 9,956,972 | 19/07/2021 | Goldman Sachs International | 4 | (54,385) | (0.00) |
| SGD 12,849,446 | US$ 9,609,894 | 19/07/2021 | UBS AG | 2 | (51,107) | (0.00) |
| SGD 15,468,064 | US$ 11,576,460 | 19/07/2021 | Westpac Banking Corp | 51 | (69,667) | (0.00) |
| US$ 9 | SGD 13 | 19/07/2021 | Westpac Banking Corp | 1 | (0) | (0.00) |

Total Unrealised Loss on Forward Currency Contracts ∞	(7,177,358)	(0.53)
Futures Contracts (0.35%) (31 December 2020: (0.02%))
| Number of Contracts | Description | Unrealised Loss US$ | % of Net Assets |
| --- | --- | --- | --- |
| (108) | Euro-BOBL Future September 2021 | (11,527) | (0.00) |
| (70) | Euro-Bund Future September 2021 | (77,202) | (0.00) |
| (13) | United Kingdom Long Gilt Future September 2021 | (14,726) | (0.00) |
| (1,183) | US Treasury 10-Year Note (CBT) Future September 2021 | (650,425) | (0.05) |
| (1,057) | US Treasury 10-Year Ultra Future September 2021 | (2,315,003) | (0.17) |
| 119 | US Treasury 5-Year Note (CBT) Future September 2021 | (44,431) | (0.00) |
| (210) | US Treasury Ultra Bond (CBT) Future September 2021 | (1,737,876) | (0.13) |

Total Unrealised Loss on Futures Contracts ±	(4,851,190)	(0.35)
Interest Rate Swap Contracts (0.01%) (31 December 2020: (0.00%))
| Notio | nal Amount | Expiration Date | Counterparty | Receive /(Pay)# | Fixed Rate | Variable Rate | Unrealised Loss US$ | % of Net Assets |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |
| BRL | 7,748,256 | 02/01/2025 | Chicago Mercantile Exchange1 | (Pay) | 6.28% | 1D BROIS | (6,220) | (0.00) |
| BRL | 6,266,079 | 02/01/2025 | Chicago Mercantile Exchange1 | (Pay) | 6.17% | 1D BROIS | (56,832) | (0.00) |
| BRL | 3,860,376 | 04/01/2027 | Chicago Mercantile Exchange1 | (Pay) | 6.17% | 1D BROIS | (57,887) | (0.01) |

Total Unrealised Loss on Interest Rate Swap Contracts∞	(120,939)	(0.01)
Receive - Funds receives variable rate and pays fixed rate. (Pay) - Fund pays variable rate and receives fixed rate.
1Centrally cleared swap.
INTERIM REPORT 2021  231
FINANCIAL STATEMENTS SCHEDULE OF INVESTMENTS
| Neuberger Berman Strategic Income Fund (Continued) |  |
| --- | --- |
| Schedule of Investments (Continued) |
| Financial Liabilities at Fair Value through Profit or Loss (continued) |
|  | Fair Value US$ | % of Net Assets |
| Total Financial Liabilities at Fair Value through Profit or Loss | (12,149,487) | (0.89) |
| Net Financial Assets at Fair Value through Profit or Loss | 1,263,428,793 | 92.70 |
| Other Net Assets | 99,534,900 | 7.30 |
| Net Assets Attributable to Holders of Redeemable Participating Shares | 1,362,963,693 | 100.00 |

^ Term loans showing a 0.00% coupon rate may not have settled as at 30 June 2021 and thus do not have an interest rate in effect. Interest rates do not take effect until settlement.
% of
Portfolio Analysis	US$	Total
Assets
| * | Transferable securities and/or money market instruments admitted to an official stock exchange listing | 360,536,849 | 22.46 |
| --- | --- | --- | --- |
| ** | Transferable securities and/or money market instruments dealt in on a regulated market | 751,223,155 | 46.80 |
| † | Other transferable securities and/or money market instruments | 120,963,251 | 7.53 |
| μ | Investment funds | 37,616,665 | 2.34 |
| ± | Financial derivative instruments traded on a regulated market | (4,409,126) | (0.27) |
| ∞ | Financial derivative instruments that are traded OTC | (2,502,001) | (0.16) |

Total Investments	1,263,428,793	78.70
232  NEUBERGER BERMAN INVESTMENT FUNDS PLC
STATEMENT OF SIGNIFICANT PURCHASES AND SALES FINANCIAL STATEMENTS

Translation (ENDE, 2021-06-30):
# Neuberger Berman Strategic Income Fund (Fortsetzung)
## Bilanz
|  |  | Zum | Zum |
| --- | --- | --- | --- |
| Anm. | 30. Juni 2021 | 31. Dezember 2020 |
|  | US$ | US$ |
| Umlaufvermögen |  |  |  |
| Finanzielle Vermögenswerte, erfolgswirksam zum beizulegenden Zeitwert bewertet |  | 1.275.578.280 | 1.339.893.125 |
| Barmittel und Barmitteläquivalente | 2 | 295.776.367 | 187.942.925 |
| Forderungen aus Wertpapierverkäufen |  | 10.613.560 | 5.095.274 |
| Forderungen aus ausgegebenen Anteilen |  | 2.967.198 | 4.905.111 |
| Forderungen gegenüber Brokern |  | 8.699.307 | – |
| Ertragsforderungen und sonstiges Vermögen |  | 11.781.287 | 10.153.962 |
| Vermögenswerte insgesamt |  | 1.605.415.999 | 1.547.990.397 |
|  |  |  |  |
| Kurzfristige Verbindlichkeiten |  |  |  |
| Finanzielle Verbindlichkeiten, erfolgswirksam zum beizulegenden Zeitwert bewertet |  | 12.149.487 | 1.548.993 |
| Kontenüberziehung | 3 | 193.800 | 520 |
| Verbindlichkeiten aus zurückgenommenen Anteilen |  | 6.068.159 | 2.769.975 |
| Verbindlichkeiten gegenüber dem Makler |  | 1.090.000 | 2.915.785 |
| Antizipative Passiva |  | 1.134.224 | 971.082 |
| Verbindlichkeiten aus Wertpapierkäufen |  | 221.646.716 | 304.479.533 |
| Sonstige Verbindlichkeiten |  | 169.920 | 517.174 |
| Verbindlichkeiten (ohne das auf Inhaber rückzahlbarer, gewinnberechtigter Anteile entfallende	242.452.306	313.203.062 |
| Nettovermögen) |  |  |
|  |  |  |
| Auf Inhaber rückzahlbarer, gewinnberechtigter Anteile entfallendes Nettovermögen | 1.362.963.693 | 1.234.787.335 |

Die Anmerkungen im Anhang sind wesentlicher Bestandteil des Halbjahresabschlusses.
HALBJAHRESBERICHT 2021 197
HALBJAHRESABSCHLUSS GEWINN- UND VERLUSTRECHNUNG