# Neuberger Berman Multi-Asset Income Fund (Continued)
## Schedule of Investments (Continued)

### Financial Liabilities at Fair Value through Profit or Loss (continued)
Forward Currency Contracts (0.57%) (31 December 2020: (3.21%)) (continued)
| Amount Receivable | Amount Payable | Maturity Date | Counterparty | Contracts | Unrealised Loss US$ | % of Net Assets |
| --- | --- | --- | --- | --- | --- | --- |
| GBP Hedged Classes |  |  |  |  |  |  |
| £ 128 | US$ 182 | 19/07/2021 | Citibank NA | 1 | (5) | (0.00) |
| £ 117 | US$ 165 | 19/07/2021 | UBS AG | 1 | (4) | (0.00) |
| £ 782 | US$ 1,100 | 19/07/2021 | Westpac Banking Corp | 5 | (20) | (0.00) |

Total Unrealised Loss on Forward Currency Contracts ∞	(110,088)	(0.57)
Futures Contracts (0.16%) (31 December 2020: (0.07%))
| Number of Contracts | Description | Unrealised Loss US$ | % of Net Assets |
| --- | --- | --- | --- |
| (1) | Euro-Bund Future September 2021 | (795) | (0.00) |
| (1) | Euro-Buxl 30-Year Bond Future September 2021 | (2,894) | (0.02) |
| (1) | US Treasury Long Bond (CBT) Future September 2021 | (3,631) | (0.02) |
| (3) | US Treasury Ultra Bond (CBT) Future September 2021 | (23,443) | (0.12) |

Total Unrealised Loss on Futures Contracts ±	(30,763)	(0.16)
Written Index Options Contracts (0.03%) (31 December 2020: (0.21%))
| Number of Contracts | Expiration Date | Type | Premium US$ | Fair Value US$ | % of Net Assets |
| --- | --- | --- | --- | --- | --- |
| Call Options |  |  |  |  |  |
| 1 | 07/07/2021 | CBOE S&P 500 Index, Strike Price $4,380 | 159 | (40) | (0.00) |
| 1 | 14/07/2021 | CBOE S&P 500 Index, Strike Price $4,390 | 274 | (220) | (0.00) |
| 1 | 07/07/2021 | CBOE S&P 500 Index, Strike Price $4,400 | 502 | (25) | (0.00) |
| 1 | 07/07/2021 | CBOE S&P 500 Index, Strike Price $4,415 | 54 | (15) | (0.00) |
| 1 | 14/07/2021 | CBOE S&P 500 Index, Strike Price $4,425 | 136 | (83) | (0.00) |
| 1 | 21/07/2021 | CBOE S&P 500 Index, Strike Price $4,440 | 214 | (175) | (0.00) |
| Put Options |  |  |  |  |  |
| 1 | 14/07/2021 | CBOE S&P 500 Index, Strike Price $4,135 | 3,159 | (670) | (0.00) |
| 1 | 07/07/2021 | CBOE S&P 500 Index, Strike Price $4,145 | 2,498 | (122) | (0.00) |
| 1 | 07/07/2021 | CBOE S&P 500 Index, Strike Price $4,150 | 3,080 | (130) | (0.00) |
| 1 | 21/07/2021 | CBOE S&P 500 Index, Strike Price $4,175 | 2,797 | (1,670) | (0.01) |
| 1 | 14/07/2021 | CBOE S&P 500 Index, Strike Price $4,190 | 2,169 | (1,010) | (0.01) |
| 2 | 07/07/2021 | CBOE S&P 500 Index, Strike Price $4,200 | 2,742 | (485) | (0.00) |
| 1 | 20/08/2021 | MSCI Emerging Markets Index, Strike Price $1,330 | 2,589 | (1,785) | (0.01) |
| 1 | 16/07/2021 | MSCI Emerging Markets Index, Strike Price $1,340 | 1,432 | (560) | (0.00) |

Total Fair Value on Written Index Options Contracts ±	(6,990)	(0.03)
INTERIM REPORT 2021  507
FINANCIAL STATEMENTS SCHEDULE OF INVESTMENTS

Translation (ENDE, 2021-06-30):
# Neuberger Berman Multi-Asset Income Fund (Fortsetzung)
## Bilanz
|  |  | Zum | Zum |
| --- | --- | --- | --- |
| Anm. | 30. Juni 2021 | 31. Dezember 2020 |
|  | US$ | US$ |
| Umlaufvermögen |  |  |  |
| Finanzielle Vermögenswerte, erfolgswirksam zum beizulegenden Zeitwert bewertet |  | 17.348.090 | 17.489.291 |
| Barmittel und Barmitteläquivalente | 2 | 1.517.919 | 729.565 |
| Forderungen aus Wertpapierverkäufen |  | 215.383 | 2.149 |
| Forderungen aus ausgegebenen Anteilen |  | 16.500 | 2.435 |
| Forderungen gegenüber Brokern |  | 547.214 | 556.261 |
| Ertragsforderungen und sonstiges Vermögen |  | 178.776 | 201.874 |
| Vermögenswerte insgesamt |  | 19.823.882 | 18.981.575 |
|  |  |  |  |
| Kurzfristige Verbindlichkeiten |  |  |  |
| Finanzielle Verbindlichkeiten, erfolgswirksam zum beizulegenden Zeitwert bewertet |  | 150.133 | 635.100 |
| Kontenüberziehung | 3 | 71 | 61 |
| Verbindlichkeiten aus zurückgenommenen Anteilen |  | 45.666 | 53.650 |
| Antizipative Passiva |  | 52.322 | 51.939 |
| Verbindlichkeiten aus Wertpapierkäufen |  | 191.159 | 13.116 |
| Sonstige Verbindlichkeiten |  | 43.082 | 22.652 |
| Verbindlichkeiten (ohne das auf Inhaber rückzahlbarer, gewinnberechtigter Anteile entfallende	482.433	776.518 |
| Nettovermögen) |  |  |
|  |  |  |
| Auf Inhaber rückzahlbarer, gewinnberechtigter Anteile entfallendes Nettovermögen | 19.341.449 | 18.205.057 |

Die Anmerkungen im Anhang sind wesentlicher Bestandteil des Halbjahresabschlusses.
HALBJAHRESBERICHT 2021 481
HALBJAHRESABSCHLUSS GEWINN- UND VERLUSTRECHNUNG