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

### Financial Assets at Fair Value through Profit or Loss (continued)
Forward Currency Contracts 0.11% (31 December 2020: 0.89%) (continued)
| Amount Receivable | Amount Payable | Maturity Date | Counterparty | Contracts | Unrealised Gain US$ | % of Net Assets |
| --- | --- | --- | --- | --- | --- | --- |
| US$ 192,885 | ZAR 2,735,703 | 06/07/2021 | Morgan Stanley | 1 | 1,388 | 0.00 |
| US$ 338,459 | € 283,491 | 19/07/2021 | Royal Bank Of Canada | 2 | 2,146 | 0.00 |
| US$ 10,026,407 | € 8,262,660 | 19/07/2021 | UBS AG | 1 | 224,192 | 0.02 |
| ZAR 6,741,973 | US$ 466,772 | 06/07/2021 | Goldman Sachs International | 2 | 5,159 | 0.00 |
| ZAR 3,736,140 | US$ 255,897 | 06/07/2021 | Morgan Stanley | 1 | 5,629 | 0.00 |
| AUD Hedged Classes |  |  |  |  |  |  |
| US$ 33,309 | AUD 43,324 | 19/07/2021 | Goldman Sachs International | 1 | 780 | 0.00 |
| US$ 83,577 | AUD 107,977 | 19/07/2021 | UBS AG | 2 | 2,506 | 0.00 |
| US$ 32,814 | AUD 42,678 | 19/07/2021 | Westpac Banking Corp | 1 | 771 | 0.00 |
| EUR Hedged Classes |  |  |  |  |  |  |
| € 109 | US$ 129 | 19/07/2021 | Westpac Banking Corp | 2 | 0 | 0.00 |
| US$ 955,943 | € 788,609 | 19/07/2021 | Westpac Banking Corp | 28 | 20,394 | 0.00 |
| GBP Hedged Classes |  |  |  |  |  |  |
| £ 1,158,795 | US$ 1,595,089 | 19/07/2021 | Goldman Sachs International | 2 | 5,808 | 0.00 |
| £ 1,182,543 | US$ 1,627,863 | 19/07/2021 | UBS AG | 3 | 5,842 | 0.00 |
| £ 1,141,500 | US$ 1,570,750 | 19/07/2021 | Westpac Banking Corp | 2 | 6,254 | 0.00 |
| US$ 641,549 | £ 453,390 | 19/07/2021 | Westpac Banking Corp | 7 | 15,183 | 0.00 |
| HKD Hedged Classes |  |  |  |  |  |  |
| HKD 88,022 | US$ 11,310 | 19/07/2021 | Goldman Sachs International | 1 | 25 | 0.00 |
| HKD 87,609 | US$ 11,281 | 19/07/2021 | UBS AG | 1 | 1 | 0.00 |
| HKD 1,054,561 | US$ 135,759 | 19/07/2021 | Westpac Banking Corp | 4 | 41 | 0.00 |
| US$ 361,869 | HKD 2,809,457 | 19/07/2021 | Goldman Sachs International | 1 | 84 | 0.00 |
| US$ 361,829 | HKD 2,809,457 | 19/07/2021 | UBS AG | 1 | 45 | 0.00 |
| US$ 358,590 | HKD 2,784,203 | 19/07/2021 | Westpac Banking Corp | 3 | 58 | 0.00 |
| JPY Hedged Classes |  |  |  |  |  |  |
| ¥ 162,650,466 | US$ 1,465,151 | 19/07/2021 | Westpac Banking Corp | 1 | 505 | 0.00 |
| US$ 1,491,926 | ¥ 162,363,920 | 19/07/2021 | Goldman Sachs International | 1 | 28,852 | 0.00 |
| US$ 1,490,399 | ¥ 162,363,920 | 19/07/2021 | UBS AG | 1 | 27,325 | 0.00 |
| US$ 2,470,231 | ¥ 269,170,577 | 19/07/2021 | Westpac Banking Corp | 4 | 44,715 | 0.01 |
| SGD Hedged Classes |  |  |  |  |  |  |
| SGD 653,737 | US$ 485,982 | 19/07/2021 | Westpac Banking Corp | 9 | 336 | 0.00 |
| US$ 938,315 | SGD 1,250,230 | 19/07/2021 | Westpac Banking Corp | 45 | 8,260 | 0.00 |

Total Unrealised Gain on Forward Currency Contracts ∞	1,527,251	0.11
INTERIM REPORT 2021  227
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