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

### Financial Assets at Fair Value through Profit or Loss
| Principal Amount | Security Description | Coupon | Maturity Date | Fair Value US$ | % of Net Assets |
| --- | --- | --- | --- | --- | --- |
|  | Treasury Bills 0.59% (31 December 2020: 0.88%) |  |  |  |  |
|  | United States Dollar |  |  |  |  |
| 8,100,000 | United States Treasury Bill | 0.01% | 02/12/2021 | 8,098,383 | 0.59 |
|  | Total Treasury Bills ** |  |  | 8,098,383 | 0.59 |
|  |  |  |  |  |  |
|  | Agency Bonds 0.08% (31 December 2020: 0.09%) |  |  |  |  |
|  | United States Dollar |  |  |  |  |
| 690,000 | Federal National Mortgage Association | 5.63% | 15/07/2037 | 1,050,383 | 0.08 |
|  | Total Agency Bonds ** |  |  | 1,050,383 | 0.08 |
|  |  |  |  |  |  |
|  | Asset Backed Securities 6.47% (31 December 2020: 10.05%) |  |  |  |  |
|  | United States Dollar |  |  |  |  |
| 459,585 | Bear Stearns Asset Backed Securities Trust 2005-SD2 Class 2M2 | 1.59% | 25/12/2044 | 459,013 | 0.03 |
| 21,664,215 | Citigroup Commercial Mortgage Trust 2014-GC25 Class XA | 1.11% | 10/10/2047 | 580,516 | 0.04 |
| 16,833,505 | Citigroup Commercial Mortgage Trust 2015-GC27 Class XA | 1.48% | 10/02/2048 | 675,192 | 0.05 |
| 6,170,457 | COMM 2014-CCRE16 Mortgage Trust Class XA | 1.13% | 10/04/2047 | 148,195 | 0.01 |
| 8,824,445 | COMM 2014-CCRE17 Mortgage Trust Class XA | 1.12% | 10/05/2047 | 196,418 | 0.01 |
| 24,624,024 | COMM 2014-LC15 Mortgage Trust Class XA | 1.23% | 10/04/2047 | 571,268 | 0.04 |
| 1,837,763 | COMM 2014-UBS3 Mortgage Trust Class XA | 1.23% | 10/06/2047 | 47,797 | 0.00 |
| 15,524,485 | COMM 2014-UBS6 Mortgage Trust Class XA | 1.03% | 10/12/2047 | 372,901 | 0.03 |
| 1,753,302 | Fannie Mae Connecticut Avenue Securities Class 1M2 | 2.29% | 25/01/2030 | 1,783,092 | 0.13 |
| 6,977,332 | Fannie Mae Connecticut Avenue Securities Class 1M2 | 2.34% | 25/07/2030 | 7,081,316 | 0.52 |
| 7,593,756 | Fannie Mae Connecticut Avenue Securities Class 1M2 | 2.44% | 25/01/2031 | 7,693,229 | 0.56 |
| 7,077,378 | Fannie Mae Connecticut Avenue Securities Class 1M2 | 3.09% | 25/10/2029 | 7,304,746 | 0.54 |
| 1,725,925 | Fannie Mae Connecticut Avenue Securities Class 2M2 | 2.29% | 25/08/2030 | 1,746,519 | 0.13 |
| 2,961,515 | Fannie Mae Connecticut Avenue Securities Class 2M2 | 2.64% | 25/12/2030 | 3,017,728 | 0.22 |
| 6,078,959 | Fannie Mae Connecticut Avenue Securities Class 2M2 | 2.89% | 25/02/2030 | 6,222,101 | 0.46 |
| 5,327,091 | Fannie Mae Interest Strip Class C24 | 4.00% | 25/08/2043 | 866,267 | 0.06 |
| 4,297,553 | Fannie Mae Interest Strip Class C26 | 4.00% | 25/10/2041 | 633,910 | 0.05 |
| 4,300,137 | Fannie Mae REMICS Class DS | 6.06% | 25/06/2043 | 887,342 | 0.07 |
| 3,000,086 | Fannie Mae REMICS Class HS | 5.91% | 25/06/2046 | 581,196 | 0.04 |
| 4,622,730 | Fannie Mae REMICS Class SA | 5.91% | 25/09/2046 | 1,065,521 | 0.08 |
| 2,923,583 | Fannie Mae REMICS Class SB | 6.01% | 25/03/2046 | 597,055 | 0.04 |
| 4,554,383 | Fannie Mae REMICS Class SN | 6.01% | 25/07/2049 | 887,670 | 0.07 |
| 5,184,586 | Fannie Mae REMICS Class ST | 6.01% | 25/12/2044 | 1,149,068 | 0.08 |
| 4,879,844 | Fannie Mae REMICS Class SY | 6.06% | 25/07/2043 | 862,515 | 0.06 |
| 3,293,340 | Freddie Mac REMICS Class BI | 4.50% | 25/02/2050 | 613,557 | 0.04 |
| 2,589,511 | Freddie Mac REMICS Class LI | 4.00% | 25/12/2048 | 482,919 | 0.04 |

200  NEUBERGER BERMAN INVESTMENT FUNDS PLC
SCHEDULE OF INVESTMENTS FINANCIAL STATEMENTS

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