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

### Financial Assets at Fair Value through Profit or Loss (continued)
| Number of Shares | Security Description | Fair Value US$ | % of Net Assets |
| --- | --- | --- | --- |
|  | Investment Funds 2.76% (31 December 2020: 2.86%) |  |  |
|  | United States Dollar |  |  |
| 945,691 | Neuberger Berman Euro Bond Absolute Return Fund | 10,326,950 | 0.76 |
| 486,855 | Neuberger Berman European High Yield Bond Fund | 5,822,785 | 0.43 |
| 459,982 | Neuberger Berman Global Flexible Credit Fund | 5,427,782 | 0.40 |
| 1,094,321 | Neuberger Berman Global High Yield Bond Fund | 14,992,197 | 1.10 |
| 861,209 | Neuberger Berman Global Monthly Income Fund Ltd | 1,046,951 | 0.07 |
|  | Total Investment Funds μ | 37,616,665 | 2.76 |
|  | Total Investments | 1,270,339,920 | 93.21 |

Forward Currency Contracts 0.11% (31 December 2020: 0.89%)
| Amount Receivable | Amount Payable | Maturity Date | Counterparty | Contracts | Unrealised Gain US$ | % of Net Assets |
| --- | --- | --- | --- | --- | --- | --- |
| BRL 5,243,354 | US$ 960,145 | 02/07/2021 | Citibank NA | 1 | 84,795 | 0.01 |
| BRL 476,687 | US$ 89,100 | 02/09/2021 | Citibank NA | 1 | 5,187 | 0.00 |
| BRL 2,180,110 | US$ 423,462 | 02/09/2021 | Goldman Sachs International | 2 | 7,753 | 0.00 |
| BRL 14,134,442 | US$ 2,639,096 | 02/09/2021 | JPMorgan Chase Bank | 1 | 156,624 | 0.01 |
| BRL 725,600 | US$ 142,742 | 02/07/2021 | JPMorgan Chase Bank | 1 | 1,861 | 0.00 |
| CLP 2,759,480,000 | US$ 3,759,663 | 05/08/2021 | Citibank NA | 1 | 26,617 | 0.00 |
| CLP 2,759,480,000 | US$ 3,756,183 | 09/07/2021 | Citibank NA | 1 | 33,036 | 0.00 |
| CNY 889,089 | US$ 137,428 | 02/07/2021 | JPMorgan Chase Bank | 1 | 184 | 0.00 |
| COP 10,492,265,000 | US$ 2,788,924 | 09/07/2021 | Citibank NA | 1 | 19,987 | 0.00 |
| EGP 19,175,964 | US$ 1,111,650 | 25/05/2022 | Goldman Sachs International | 1 | 5,451 | 0.00 |
| € 1,165 | £ 1,000 | 19/07/2021 | Citibank NA | 1 | 1 | 0.00 |
| € 257,942 | HUF 90,456,052 | 15/09/2021 | Goldman Sachs International | 1 | 1,181 | 0.00 |
| € 352,514 | PLN 1,591,366 | 07/07/2021 | Goldman Sachs International | 1 | 65 | 0.00 |
| € 566,982 | PLN 2,553,652 | 07/07/2021 | HSBC Bank Plc | 1 | 1,654 | 0.00 |
| € 353,199 | HUF 123,349,305 | 15/09/2021 | HSBC Bank Plc | 1 | 3,343 | 0.00 |
| £ 224,343 | € 259,569 | 19/07/2021 | Citibank NA | 1 | 2,001 | 0.00 |
| £ 752,863 | US$ 1,039,537 | 19/07/2021 | Citibank NA | 1 | 556 | 0.00 |
| £ 349,728 | € 405,550 | 19/07/2021 | JPMorgan Chase Bank | 1 | 2,042 | 0.00 |
| HUF 92,094,271 | € 258,804 | 15/09/2021 | HSBC Bank Plc | 1 | 3,323 | 0.00 |
| HUF 115,486,796 | € 323,846 | 15/09/2021 | JPMorgan Chase Bank | 1 | 4,994 | 0.00 |
| KRW 1,033,050,000 | US$ 914,050 | 05/08/2021 | Citibank NA | 1 | 66 | 0.00 |
| KZT 206,784,713 | US$ 479,501 | 14/07/2021 | Goldman Sachs International | 1 | 3,626 | 0.00 |
| KZT 77,707,343 | US$ 178,576 | 24/09/2021 | Goldman Sachs International | 1 | 247 | 0.00 |
| KZT 32,441,565 | US$ 75,349 | 14/07/2021 | JPMorgan Chase Bank | 1 | 447 | 0.00 |
| MXN 25,204,670 | US$ 1,250,539 | 15/09/2021 | Citibank NA | 2 | 3,206 | 0.00 |
| MXN 87,770,701 | US$ 4,396,976 | 09/07/2021 | Citibank NA | 1 | 7,415 | 0.00 |
| PEN 1,347,096 | US$ 347,297 | 16/07/2021 | Citibank NA | 1 | 4,609 | 0.00 |

INTERIM REPORT 2021  225
FINANCIAL STATEMENTS SCHEDULE OF INVESTMENTS

Translation (ENIT, 2021-06-30):
# Neuberger Berman Strategic Income Fund (continua)
## Prospetto delle variazioni del patrimonio netto attribuibile ai detentori di azioni di partecipazione riscattabili
|  | Semestre chiuso al | Semestre chiuso al |
| --- | --- | --- |
| 30 giugno 2021 | 30 giugno 2020 |
| USD | USD |
| Patrimonio netto attribuibile ai detentori di azioni di partecipazione riscattabili all’inizio del periodo | 1.234.787.335 | 1.442.746.695 |
| Profitti/(perdite) attribuibili ai detentori di azioni di partecipazione riscattabili da operazioni | (471.224) | (36.094.820) |
| Sottoscrizioni | 259.431.951 | 237.342.285 |
| Rimborsi | (130.784.369) | (501.356.964) |
| Patrimonio netto attribuibile ai detentori di azioni di partecipazione riscattabili alla fine del periodo | 1.362.963.693 | 1.142.637.196 |

Le note integrative costituiscono parte integrante del bilancio.
RELAZIONE SEMESTRALE 2021 199
BILANCIO PROSPETTO DEGLI INVESTIMENTI