# Neuberger Berman Euro Opportunistic Bond Fund (Continued)
## Schedule of Investments (Continued)

### Financial Assets at Fair Value through Profit or Loss (continued)
| Principal Amount | Security Description | Coupon | Maturity Date | Fair Value EUR | % of Net Assets |
| --- | --- | --- | --- | --- | --- |
|  | Government Bonds 51.60% (31 December 2020: 47.12%) (continued) |  |  |  |  |
|  | Euro (continued) |  |  |  |  |
| 71,000 | Spain Government Bond* | 4.20% | 31/01/2037 | 106,081 | 0.95 |
|  | Total Government Bonds |  |  | 5,785,452 | 51.60 |
|  | Total Investments |  |  | 11,367,770 | 101.39 |
| Futures Contracts 0.03% (31 December 2020: 0.01%) |
| Number of	Description	Unrealised Contracts	Gain EUR | % of Net Assets |

- Euro-BOBL Future September 2021	400	0.00
- Euro-Buxl 30-Year Bond Future September 2021	3,020	0.03Total Unrealised Gain on Futures Contracts ±	3,420	0.03Inflation Swap Contracts 0.15% (31 December 2020: 0.03%)

| Notion | al Amount | Expiration Date | Counterparty | Receive /(Pay)# | Fixed Rate | Variable Rate | Unrealised Gain EUR | % of Net Assets |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |
| EUR | 720,000 | 29/03/2024 | LCH Clearnet Ltd1 | Receive | 0.98% | FRCPXTOB | 7,557 | 0.07 |
| EUR | 100,000 | 12/02/2031 | LCH Clearnet Ltd1 | Receive | 1.26% | CPTFEMU | 4,349 | 0.04 |
| EUR | 100,000 | 11/02/2031 | LCH Clearnet Ltd1 | Receive | 1.26% | CPTFEMU | 4,259 | 0.04 |
| EUR | 100,000 | 21/06/2031 | LCH Clearnet Ltd1 | Receive | 1.52% | CPTFEMU | 293 | 0.00 |
| EUR | 200,000 | 15/02/2022 | LCH Clearnet Ltd1 | Receive | 0.99% | CPTFEMU | 561 | 0.00 |

Total Unrealised Gain on Inflation Swap Contracts∞	17,019	0.15
#Receive - Funds receives variable rate and pays fixed rate. (Pay) - Fund pays variable rate and receives fixed rate.
1Centrally cleared swap.
Interest Rate Swap Contracts 0.01% (31 December 2020: 0.00%)
| Notional Amount	Expiration Counterparty	Receive /(Pay)#	Fixed Rate	Variable Rate	Unrealised Date					Gain EUR | % of Net Assets |
| --- | --- |
| EUR	96,164 23/02/2031 LCH Clearnet Ltd1	Receive	0.00%	6M EURIBOR	735 | 0.01 |
| Total Unrealised Gain on Interest Rate Swap Contracts∞ | 735 | 0.01 |
| #Receive - Funds receives variable rate and pays fixed rate. (Pay) - Fund pays variable rate and receives fixed rate. 1Centrally cleared swap. |  |  |
|  | Fair Value | % of Net |
|  | EUR | Assets |
| Total Financial Assets at Fair Value through Profit or Loss | 11,388,944 | 101.58 |

INTERIM REPORT 2021  757
FINANCIAL STATEMENTS SCHEDULE OF INVESTMENTS

Translation (ENIT, 2021-06-30):
# Neuberger Berman Euro Opportunistic Bond Fund (continua)
## Stato patrimoniale
|  | Nota | Al 30 giugno 2021 EUR | Al 31 dicembre 2020 EUR |
| --- | --- | --- | --- |
| Attività correnti |  |  |  |
| Attività finanziarie al valore equo rilevato a conto economico |  | 11.388.944 | 10.721.982 |
| Disponibilità liquide e mezzi equivalenti | 2 | 195.267 | 325.215 |
| Crediti per investimenti venduti |  | 255.984 | 4.975 |
| Crediti verso intermediari |  | 201.384 | 149.148 |
| Crediti e altre attività |  | 67.533 | 111.408 |
| Totale Attività |  | 12.109.112 | 11.312.728 |
|  |  |  |  |
| Passività correnti |  |  |  |
| Passività finanziarie al valore equo rilevato a conto economico |  | 62.298 | 9.313 |
| Scoperti bancari | 3 | 175 | 123 |
| Ratei passivi |  | 16.847 | 24.260 |
| Debiti per investimenti acquistati |  | 789.419 | 2.373 |
| Altre passività |  | 29.038 | 14.159 |
| Passività (ad eccezione del patrimonio netto attribuibile ai detentori di azioni di partecipazione	897.777	50.228 |
| riscattabili) |  |  |
|  |  |  |
| Patrimonio netto attribuibile ai detentori di azioni di partecipazione riscattabili | 11.211.335 | 11.262.500 |

Le note integrative costituiscono parte integrante del bilancio.
RELAZIONE SEMESTRALE 2021 751
BILANCIO CONTO ECONOMICO