# 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%) (continued) |  |  |  |  |
|  | United States Dollar (continued) |  |  |  |  |
| 18,530,000 | United States Treasury Note/Bond* | 1.25% | 31/03/2028 | 18,606,002 | 1.37 |
| 4,835,000 | United States Treasury Note/Bond* | 1.88% | 15/02/2051 | 4,615,914 | 0.34 |
| 3,055,000 | United States Treasury Note/Bond* | 2.00% | 15/02/2050 | 3,002,254 | 0.22 |
| 3,136,300 | Venezuela Government International Bond* | 8.25% | 13/10/2024 | 330,880 | 0.02 |
|  | Total United States Dollar |  |  | 122,009,081 | 8.95 |
|  | Total Government Bonds |  |  | 145,312,448 | 10.66 |
|  |  |  |  |  |  |
|  | Mortgage Backed Securities 15.15% (31 December 2020: 24.35%) |  |  |  |  |
|  | United States Dollar |  |  |  |  |
| 18,895,000 | Fannie Mae Pool | 2.00% | 01/07/2050 | 19,079,522 | 1.40 |
| 98,460,000 | Fannie Mae Pool | 2.50% | 01/07/2051 | 101,844,563 | 7.47 |
| 32,815,000 | Fannie Mae Pool | 3.00% | 01/07/2051 | 34,207,715 | 2.51 |
| 49,630,000 | Ginnie Mae | 2.50% | 01/07/2051 | 51,363,173 | 3.77 |
|  | Total Mortgage Backed Securities ** |  |  | 206,494,973 | 15.15 |
|  |  |  |  |  |  |
|  | Municipal Bonds 1.40% (31 December 2020: 3.01%) |  |  |  |  |
|  | United States Dollar |  |  |  |  |
| 565,000 | Bay Area Toll Authority | 7.04% | 01/04/2050 | 982,151 | 0.07 |
| 845,000 | California State University | 2.98% | 01/11/2051 | 866,813 | 0.06 |
| 875,000 | Central Texas Turnpike System | 3.03% | 15/08/2041 | 883,946 | 0.07 |
| 265,000 | City of Atlantic City NJ | 4.29% | 01/09/2026 | 288,396 | 0.02 |
| 845,000 | City of New York NY | 2.41% | 01/08/2032 | 876,511 | 0.07 |
| 845,000 | Commonwealth Financing Authority | 3.53% | 01/06/2042 | 869,039 | 0.06 |
| 845,000 | County of Clark NV | 3.23% | 01/07/2044 | 881,175 | 0.07 |
| 705,000 | Dallas Area Rapid Transit | 2.82% | 01/12/2042 | 716,163 | 0.05 |
| 795,000 | Foothill-Eastern Transportation Corridor Agency | 3.92% | 15/01/2053 | 843,053 | 0.06 |
| 845,000 | Grand Parkway Transportation Corp | 3.24% | 01/10/2052 | 864,662 | 0.06 |
| 845,000 | Highland Local School District/Medina County | 3.19% | 01/12/2049 | 875,374 | 0.07 |
| 845,000 | JobsOhio Beverage System | 2.83% | 01/01/2038 | 897,652 | 0.07 |
| 460,000 | Los Angeles Community College District | 6.75% | 01/08/2049 | 782,162 | 0.06 |
| 400,000 | Massachusetts Educational Financing Authority | 4.08% | 01/07/2027 | 449,584 | 0.03 |
| 725,000 | Michigan Finance Authority | 3.38% | 01/12/2040 | 793,543 | 0.06 |
| 225,000 | New Jersey Housing & Mortgage Finance Agency | 3.80% | 01/10/2032 | 245,031 | 0.02 |
| 845,000 | New York City Transitional Finance Authority Future Tax Secured Revenue | 3.50% | 01/11/2032 | 940,006 | 0.07 |
| 1,125,000 | New York State Dormitory Authority | 2.69% | 01/07/2040 | 1,178,570 | 0.09 |
| 840,000 | Ohio Turnpike & Infrastructure Commission | 3.22% | 15/02/2048 | 863,864 | 0.06 |
| 845,000 | Ohio University | 2.91% | 01/12/2043 | 849,367 | 0.06 |
| 705,000 | Regents of the University of California Medical Center Pooled Revenue | 3.01% | 15/05/2050 | 726,929 | 0.05 |

INTERIM REPORT 2021  219
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