# Neuberger Berman Strategic Income 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 US$ | % of Net Assets |
| --- | --- | --- | --- | --- | --- |
|  | Government Bonds 10.66% (31 December 2020: 8.51%) |  |  |  |  |
|  | Colombian Peso |  |  |  |  |
| 614,000,000 | Colombian TES* | 5.75% | 03/11/2027 | 157,547 | 0.01 |
| 5,865,800,000 | Colombian TES* | 6.00% | 28/04/2028 | 1,509,722 | 0.11 |
| 4,141,500,000 | Colombian TES* | 7.00% | 30/06/2032 | 1,082,534 | 0.08 |
| 3,618,000,000 | Colombian TES* | 7.25% | 18/10/2034 | 950,403 | 0.07 |
|  | Total Colombian Peso |  |  | 3,700,206 | 0.27 |
|  |  |  |  |  |  |
|  | Indonesian Rupiah |  |  |  |  |
| 33,706,000,000 | Indonesia Treasury Bond* | 6.13% | 15/05/2028 | 2,321,931 | 0.17 |
| 12,889,000,000 | Indonesia Treasury Bond* | 7.00% | 15/09/2030 | 920,808 | 0.07 |
| 29,901,000,000 | Indonesia Treasury Bond* | 8.25% | 15/05/2029 | 2,302,418 | 0.17 |
|  | Total Indonesian Rupiah |  |  | 5,545,157 | 0.41 |
|  |  |  |  |  |  |
|  | Mexican Peso |  |  |  |  |
| 13,160,000 | Mexican Bonos* | 7.75% | 29/05/2031 | 698,190 | 0.05 |
| 7,140,000 | Mexican Bonos* | 7.75% | 23/11/2034 | 378,722 | 0.03 |
| 12,960,000 | Mexican Bonos* | 7.75% | 13/11/2042 | 669,700 | 0.05 |
| 37,410,000 | Mexican Bonos* | 8.50% | 31/05/2029 | 2,069,422 | 0.15 |
|  | Total Mexican Peso |  |  | 3,816,034 | 0.28 |
|  |  |  |  |  |  |
|  | Peruvian Sol |  |  |  |  |
| 73,000 | Peruvian Government International Bond* | 6.95% | 12/08/2031 | 21,426 | 0.00 |
|  | Total Peruvian Sol |  |  | 21,426 | 0.00 |
|  |  |  |  |  |  |
|  | Russian Ruble |  |  |  |  |
| 156,061,000 | Russian Federal Bond - OFZ* | 7.05% | 19/01/2028 | 2,151,972 | 0.16 |
| 32,881,000 | Russian Federal Bond - OFZ* | 7.25% | 10/05/2034 | 456,512 | 0.03 |
| 22,998,000 | Russian Federal Bond - OFZ* | 7.70% | 23/03/2033 | 330,266 | 0.02 |
| 68,516,000 | Russian Federal Bond - OFZ* | 8.50% | 17/09/2031 | 1,035,003 | 0.08 |
|  | Total Russian Ruble |  |  | 3,973,753 | 0.29 |
|  |  |  |  |  |  |
|  | South African Rand |  |  |  |  |
| 15,963,990 | Republic of South Africa Government Bond* | 8.00% | 31/01/2030 | 1,059,209 | 0.08 |
| 26,084,538 | Republic of South Africa Government Bond* | 8.25% | 31/03/2032 | 1,666,703 | 0.12 |
| 7,770,492 | Republic of South Africa Government Bond* | 8.50% | 31/01/2037 | 467,167 | 0.04 |
| 9,812,463 | Republic of South Africa Government Bond* | 9.00% | 31/01/2040 | 602,422 | 0.04 |
|  | Total South African Rand |  |  | 3,795,501 | 0.28 |

INTERIM REPORT 2021  217
FINANCIAL STATEMENTS SCHEDULE OF INVESTMENTS

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