# Neuberger Berman Multi-Asset Income Fund (Continued)
## Schedule of Investments (Continued)

### Financial Assets at Fair Value through Profit or Loss (continued)
Purchased Index Options Contracts 0.00% (31 December 2020: 0.03%) (continued)
Number of Contracts
Expiration Date
Type	Premium
Fair Value
US$
% of Net Assets
US$
Put Options (continued)
1	21/07/2021	CBOE S&P 500 Index, Strike Price $3,840	(581)	350	0.00
Total Fair Value on Purchased Index Options Contracts ±	804	0.00
Total Return Swap Contracts 0.02% (31 December 2020: 0.00%)
| Notional Amount	Termination	Variable Rate	Reference Entity	Unrealised Date				Gain US$ | % of Net Assets |
| --- | --- |
| USD | 44,807 | 20/08/2021 | 0.071 | Goldman Sachs Basket GSCBNBRO2 | 3,387 | 0.02 |
| Total Unrealised Gain on Total Return Swap Contracts ∞ | 3,387 | 0.02 |
| 1 The 1 month LIBOR is the benchmark for this total return swap contract. 2 The counterparty for this total return swap contract is Goldman Sachs International. |  |  |
|  | Fair Value US$ | % of Net Assets |
| Total Financial Assets at Fair Value through Profit or Loss | 17,348,090 | 89.69 |
| Financial Liabilities at Fair Value through Profit or Loss |  |  |
| Forward Currency Contracts (0.57%) (31 December 2020: (3.21%)) |  |  |

| Amount Receivable | Amount Payable | Maturity Date | Counterparty | Contracts | Unrealised Loss US$ | % of Net Assets |
| --- | --- | --- | --- | --- | --- | --- |
| AUD 107,685 | US$ 83,398 | 19/07/2021 | BNP Paribas | 2 | (2,546) | (0.01) |
| AUD 63,091 | US$ 48,870 | 19/07/2021 | Citibank NA | 1 | (1,500) | (0.01) |
| AUD 299,572 | US$ 230,849 | 19/07/2021 | Goldman Sachs International | 4 | (5,926) | (0.03) |
| AUD 124,839 | US$ 96,635 | 19/07/2021 | State Street Bank and Trust and Co | 2 | (2,905) | (0.02) |
| CHF 22,751 | US$ 24,880 | 19/07/2021 | BNP Paribas | 1 | (256) | (0.00) |
| CHF 8,232 | US$ 9,192 | 19/07/2021 | Citibank NA | 1 | (282) | (0.00) |
| CHF 9,949 | US$ 11,042 | 19/07/2021 | Goldman Sachs International | 1 | (274) | (0.00) |
| CHF 116,903 | US$ 127,026 | 19/07/2021 | Standard Chartered Bank | 2 | (497) | (0.00) |
| CHF 43,546 | US$ 47,685 | 19/07/2021 | State Street Bank and Trust and Co | 1 | (553) | (0.00) |
| € 125,655 | US$ 150,980 | 19/07/2021 | BNP Paribas | 3 | (1,912) | (0.01) |
| € 155,755 | US$ 189,518 | 19/07/2021 | Citibank NA | 4 | (4,741) | (0.02) |
| € 462,947 | US$ 564,037 | 19/07/2021 | Goldman Sachs International | 5 | (14,831) | (0.08) |
| € 160,000 | US$ 195,741 | 26/08/2021 | Goldman Sachs International | 1 | (5,781) | (0.03) |
| € 53,300 | US$ 63,906 | 19/07/2021 | Standard Chartered Bank | 1 | (675) | (0.00) |
| € 39,278 | US$ 47,694 | 19/07/2021 | State Street Bank and Trust and Co | 1 | (1,098) | (0.01) |
| £ 39,917 | US$ 55,620 | 19/07/2021 | BNP Paribas | 1 | (474) | (0.00) |
| £ 62,989 | US$ 88,425 | 19/07/2021 | Citibank NA | 2 | (1,405) | (0.01) |

INTERIM REPORT 2021  505
FINANCIAL STATEMENTS SCHEDULE OF INVESTMENTS

Translation (ENDE, 2021-06-30):
# Neuberger Berman Multi-Asset Income Fund (Fortsetzung)
## Bilanz
|  |  | Zum | Zum |
| --- | --- | --- | --- |
| Anm. | 30. Juni 2021 | 31. Dezember 2020 |
|  | US$ | US$ |
| Umlaufvermögen |  |  |  |
| Finanzielle Vermögenswerte, erfolgswirksam zum beizulegenden Zeitwert bewertet |  | 17.348.090 | 17.489.291 |
| Barmittel und Barmitteläquivalente | 2 | 1.517.919 | 729.565 |
| Forderungen aus Wertpapierverkäufen |  | 215.383 | 2.149 |
| Forderungen aus ausgegebenen Anteilen |  | 16.500 | 2.435 |
| Forderungen gegenüber Brokern |  | 547.214 | 556.261 |
| Ertragsforderungen und sonstiges Vermögen |  | 178.776 | 201.874 |
| Vermögenswerte insgesamt |  | 19.823.882 | 18.981.575 |
|  |  |  |  |
| Kurzfristige Verbindlichkeiten |  |  |  |
| Finanzielle Verbindlichkeiten, erfolgswirksam zum beizulegenden Zeitwert bewertet |  | 150.133 | 635.100 |
| Kontenüberziehung | 3 | 71 | 61 |
| Verbindlichkeiten aus zurückgenommenen Anteilen |  | 45.666 | 53.650 |
| Antizipative Passiva |  | 52.322 | 51.939 |
| Verbindlichkeiten aus Wertpapierkäufen |  | 191.159 | 13.116 |
| Sonstige Verbindlichkeiten |  | 43.082 | 22.652 |
| Verbindlichkeiten (ohne das auf Inhaber rückzahlbarer, gewinnberechtigter Anteile entfallende	482.433	776.518 |
| Nettovermögen) |  |  |
|  |  |  |
| Auf Inhaber rückzahlbarer, gewinnberechtigter Anteile entfallendes Nettovermögen | 19.341.449 | 18.205.057 |

Die Anmerkungen im Anhang sind wesentlicher Bestandteil des Halbjahresabschlusses.
HALBJAHRESBERICHT 2021 481
HALBJAHRESABSCHLUSS GEWINN- UND VERLUSTRECHNUNG