# 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 |
| --- | --- | --- | --- | --- | --- |
|  | Asset Backed Securities 6.47% (31 December 2020: 10.05%) (continued) |  |  |  |  |
|  | United States Dollar (continued) |  |  |  |  |
| 1,797,748 | Freddie Mac REMICS Class SA | 5.93% | 15/10/2046 | 385,911 | 0.03 |
| 2,506,781 | Freddie Mac REMICS Class SA | 6.08% | 15/03/2045 | 561,378 | 0.04 |
| 3,775,955 | Freddie Mac REMICS Class SP | 6.08% | 15/01/2043 | 859,652 | 0.06 |
| 670,000 | Freddie Mac STACR Trust Class M2 | 2.24% | 25/12/2030 | 678,260 | 0.05 |
| 1,974,226 | Freddie Mac Structured Agency Credit Risk Debt Notes Class M2 | 1.89% | 25/07/2030 | 1,988,180 | 0.15 |
| 4,177,366 | Freddie Mac Structured Agency Credit Risk Debt Notes Class M2 | 2.39% | 25/09/2030 | 4,242,214 | 0.31 |
| 4,809,128 | Freddie Mac Structured Agency Credit Risk Debt Notes Class M2 | 2.44% | 25/04/2030 | 4,922,467 | 0.36 |
| 10,605,000 | Freddie Mac Structured Agency Credit Risk Debt Notes Class M2 | 2.59% | 25/03/2030 | 10,853,123 | 0.80 |
| 3,423,499 | Freddie Mac Structured Agency Credit Risk Debt Notes Class M2 | 3.34% | 25/07/2029 | 3,550,219 | 0.26 |
| 8,650,000 | Freddie Mac Structured Agency Credit Risk Debt Notes Class M2 | 3.54% | 25/10/2029 | 9,046,708 | 0.66 |
| 4,830,142 | Government National Mortgage Association Class HS | 6.11% | 20/10/2045 | 957,180 | 0.07 |
| 4,323,256 | Government National Mortgage Association Class KS | 6.11% | 20/07/2047 | 890,211 | 0.07 |
| 2,517,654 | Government National Mortgage Association Class SA | 6.03% | 16/12/2043 | 461,934 | 0.03 |
| 23,034,526 | GS Mortgage Securities Trust 2014-GC18 Class XA | 1.17% | 10/01/2047 | 482,663 | 0.04 |
| 12,911,268 | GS Mortgage Securities Trust 2014-GC26 Class XA | 1.11% | 10/11/2047 | 344,323 | 0.03 |
| 10,467,384 | GS Mortgage Securities Trust 2015-GC30 Class XA | 0.88% | 10/05/2050 | 258,325 | 0.02 |
| 295,497 | Securitized Asset Backed Receivables LLC Trust 2004-DO1 Class M1 | 1.07% | 25/07/2034 | 294,484 | 0.02 |
| 10,248,964 | WFRBS Commercial Mortgage Trust 2014-C21 Class XA | 1.18% | 15/08/2047 | 260,894 | 0.02 |
| 16,952,306 | WFRBS Commercial Mortgage Trust 2014-C22 Class XA | 0.95% | 15/09/2057 | 350,019 | 0.03 |
| 7,637,250 | WFRBS Commercial Mortgage Trust 2014-LC14 Class XA | 1.43% | 15/03/2047 | 205,692 | 0.02 |
|  | Total Asset Backed Securities ** |  |  | 88,120,888 | 6.47 |
|  |  |  |  |  |  |
|  | Corporate Bonds 48.62% (31 December 2020: 50.01%) |  |  |  |  |
|  | Euro |  |  |  |  |
| 1,000,000 | Accor SA* | 2.63% | 29/12/2049 | 1,159,383 | 0.08 |
| 100,000 | Aedas Homes Opco SLU* | 4.00% | 15/08/2026 | 121,248 | 0.01 |
| 100,000 | Afflelou SAS* | 4.25% | 19/05/2026 | 122,055 | 0.01 |
| 324,000 | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl* | 3.63% | 01/06/2028 | 380,923 | 0.03 |
| 435,000 | Altice Finco SA* | 4.75% | 15/01/2028 | 505,196 | 0.04 |
| 660,000 | Altice France Holding SA* | 4.00% | 15/02/2028 | 751,321 | 0.05 |
| 210,000 | Ashland Services BV** | 2.00% | 30/01/2028 | 252,258 | 0.02 |
| 215,000 | Avis Budget Finance Plc** | 4.75% | 30/01/2026 | 260,405 | 0.02 |
| 420,000 | Banijay Group SAS** | 6.50% | 01/03/2026 | 514,026 | 0.04 |
| 288,000 | BK LC Lux Finco1 Sarl* | 5.25% | 30/04/2029 | 349,284 | 0.03 |
| 145,000 | Brunello Bidco SpA* | 3.50% | 15/02/2028 | 171,869 | 0.01 |
| 265,000 | Carnival Corp* | 7.63% | 01/03/2026 | 347,803 | 0.03 |
| 245,000 | Carnival Corp** | 10.13% | 01/02/2026 | 338,644 | 0.02 |
| 700,000 | Casino Guichard Perrachon SA* | 4.50% | 07/03/2024 | 843,652 | 0.06 |

INTERIM REPORT 2021  201
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