U.S. Treasury Notes

NPORT-P false 0001506001 XXXXXXXX S000082346 C000245650 Neuberger Berman ETF Trust 811-23761 0001506001 549300GPREY1N686GS02 1290 AVENUE OF THE AMERICAS NEW YORK 10104 877-628-2583 Neuberger Option Strategy ETF S000082346 549300EXZFKOKING8C30 2026-08-31 2026-02-28 N 447421930.75 4835763.51 442586167.24 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 USD N S&P 500 SPXTR United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CLL3 53400000.00000000 PA USD 53349937.50000000 12.05413577037 Long DBT UST US N 2 2027-09-15 Fixed 3.38000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CGR6 57200000.00000000 PA USD 57216725.28000000 12.92781598593 Long DBT UST US N 2 2026-03-15 Fixed 4.63000000 N N N N N N N/A N/A STATE STREET SPDR S+P 500 ETF 000000000 -29.00000000 NC USD -32045.00000000 -0.00724039799 N/A DE US N 1 Citigroup Global Markets Inc. MBNUM2BPBDO7JBLYG310 Put Written State Street SPDR S&P 500 ETF Trust State Street SPDR S&P 500 ETF Trust 100.00000000 683.00000000 USD 2026-03-27 XXXX -2107.65000000 N N N N/A N/A STATE STREET SPDR S+P 500 ETF 000000000 -2.00000000 NC USD -3.00000000 -0.00000067783 N/A DE US N 1 Citigroup Global Markets Inc. MBNUM2BPBDO7JBLYG310 Put Written State Street SPDR S&P 500 ETF Trust State Street SPDR S&P 500 ETF Trust 100.00000000 683.00000000 USD 2026-02-27 XXXX 2047.30000000 N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CJP7 60300000.00000000 PA USD 60677345.94000000 13.70972489230 Long DBT UST US N 2 2026-12-15 Fixed 4.38000000 N N N N N N N/A N/A STATE STREET SPDR S+P 500 ETF 000000000 -25.00000000 NC USD -26075.00000000 -0.00589150812 N/A DE US N 1 Citigroup Global Markets Inc. MBNUM2BPBDO7JBLYG310 Put Written State Street SPDR S&P 500 ETF Trust State Street SPDR S&P 500 ETF Trust 100.00000000 681.00000000 USD 2026-03-27 XXXX 6378.75000000 N N N N/A N/A STATE STREET SPDR S+P 500 ETF 000000000 -1236.00000000 NC USD -942450.00000000 -0.21294158511 N/A DE US N 1 Citigroup Global Markets Inc. MBNUM2BPBDO7JBLYG310 Put Written State Street SPDR S&P 500 ETF Trust State Street SPDR S&P 500 ETF Trust 100.00000000 684.00000000 USD 2026-03-13 XXXX 492630.40000000 N N N N/A N/A STATE STREET SPDR S+P 500 ETF 000000000 -691.00000000 NC USD -307149.50000000 -0.06939880247 N/A DE US N 1 Citigroup Global Markets Inc. MBNUM2BPBDO7JBLYG310 Put Written State Street SPDR S&P 500 ETF Trust State Street SPDR S&P 500 ETF Trust 100.00000000 691.00000000 USD 2026-02-27 XXXX 366851.90000000 N N N State Street Global Advisors 549300BZ5TGIFZUZDZ37 State Street Institutional US Government Money Market Fund 857492706 13479842.19000000 NS USD 13479842.19000000 3.045698936788 Long STIV RF US N 2 N N N N/A N/A STATE STREET SPDR S+P 500 ETF 000000000 -11.00000000 NC USD -10362.00000000 -0.00234123900 N/A DE US N 1 Citigroup Global Markets Inc. MBNUM2BPBDO7JBLYG310 Put Written State Street SPDR S&P 500 ETF Trust State Street SPDR S&P 500 ETF Trust 100.00000000 689.00000000 USD 2026-03-13 XXXX 2390.65000000 N N N N/A N/A STATE STREET SPDR S+P 500 ETF 000000000 -6.00000000 NC USD -9.00000000 -0.00000203350 N/A DE US N 1 Citigroup Global Markets Inc. MBNUM2BPBDO7JBLYG310 Put Written State Street SPDR S&P 500 ETF Trust State Street SPDR S&P 500 ETF Trust 100.00000000 678.00000000 USD 2026-02-27 XXXX 5967.52000000 N N N N/A N/A STATE STREET SPDR S+P 500 ETF 000000000 -1579.00000000 NC USD -1628738.50000000 -0.36800483624 N/A DE US N 1 Citigroup Global Markets Inc. MBNUM2BPBDO7JBLYG310 Put Written State Street SPDR S&P 500 ETF Trust State Street SPDR S&P 500 ETF Trust 100.00000000 685.00000000 USD 2026-03-20 XXXX -817.65000000 N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CKV2 51200000.00000000 PA USD 51936000.00000000 11.73466408222 Long DBT UST US N 2 2027-06-15 Fixed 4.63000000 N N N N N N State Street SPDR S&P 500 ETF Trust 549300NZAMSJ8FXPQQ63 State Street SPDR S&P 500 ETF Trust 78462F103 700.00000000 NS USD 480193.00000000 0.108497064649 Long EC RF US N 1 N N N N/A N/A STATE STREET SPDR S+P 500 ETF 000000000 -41.00000000 NC USD -38294.00000000 -0.00865232644 N/A DE US N 1 Citigroup Global Markets Inc. MBNUM2BPBDO7JBLYG310 Put Written State Street SPDR S&P 500 ETF Trust State Street SPDR S&P 500 ETF Trust 100.00000000 682.00000000 USD 2026-03-20 XXXX 12277.15000000 N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CHY0 62000000.00000000 PA USD 62313511.68000000 14.07940787408 Long DBT UST US N 2 2026-09-15 Fixed 4.63000000 N N N N N N N/A N/A STATE STREET SPDR S+P 500 ETF 000000000 -854.00000000 NC USD -618723.00000000 -0.13979718432 N/A DE US N 1 Citigroup Global Markets Inc. MBNUM2BPBDO7JBLYG310 Put Written State Street SPDR S&P 500 ETF Trust State Street SPDR S&P 500 ETF Trust 100.00000000 689.00000000 USD 2026-03-06 XXXX 268754.10000000 N N N N/A N/A STATE STREET SPDR S+P 500 ETF 000000000 -857.00000000 NC USD -348370.50000000 -0.07871246907 N/A DE US N 1 Citigroup Global Markets Inc. MBNUM2BPBDO7JBLYG310 Put Written State Street SPDR S&P 500 ETF Trust State Street SPDR S&P 500 ETF Trust 100.00000000 690.00000000 USD 2026-02-27 XXXX 618105.30000000 N N N N/A N/A STATE STREET SPDR S+P 500 ETF 000000000 -19.00000000 NC USD -23151.50000000 -0.00523095878 N/A DE US N 1 Citigroup Global Markets Inc. MBNUM2BPBDO7JBLYG310 Put Written State Street SPDR S&P 500 ETF Trust State Street SPDR S&P 500 ETF Trust 100.00000000 695.00000000 USD 2026-03-13 XXXX -3863.65000000 N N N N/A N/A STATE STREET SPDR S+P 500 ETF 000000000 -11.00000000 NC USD -9949.50000000 -0.00224803682 N/A DE US N 1 Citigroup Global Markets Inc. MBNUM2BPBDO7JBLYG310 Put Written State Street SPDR S&P 500 ETF Trust State Street SPDR S&P 500 ETF Trust 100.00000000 681.00000000 USD 2026-03-20 XXXX 3774.90000000 N N N N/A N/A STATE STREET SPDR S+P 500 ETF 000000000 -772.00000000 NC USD -289500.00000000 -0.06541099144 N/A DE US N 1 Citigroup Global Markets Inc. MBNUM2BPBDO7JBLYG310 Put Written State Street SPDR S&P 500 ETF Trust State Street SPDR S&P 500 ETF Trust 100.00000000 678.00000000 USD 2026-03-06 XXXX 583757.80000000 N N N N/A N/A STATE STREET SPDR S+P 500 ETF 000000000 -10.00000000 NC USD -11100.00000000 -0.00250798620 N/A DE US N 1 Citigroup Global Markets Inc. MBNUM2BPBDO7JBLYG310 Put Written State Street SPDR S&P 500 ETF Trust State Street SPDR S&P 500 ETF Trust 100.00000000 693.00000000 USD 2026-03-13 XXXX -587.00000000 N N N N/A N/A STATE STREET SPDR S+P 500 ETF 000000000 -16.00000000 NC USD -18736.00000000 -0.00423329995 N/A DE US N 1 Citigroup Global Markets Inc. MBNUM2BPBDO7JBLYG310 Put Written State Street SPDR S&P 500 ETF Trust State Street SPDR S&P 500 ETF Trust 100.00000000 685.00000000 USD 2026-03-27 XXXX -141.60000000 N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CHH7 58500000.00000000 PA USD 58577809.68000000 13.23534579611 Long DBT UST US N 2 2026-06-15 Fixed 4.13000000 N N N N N N N/A N/A STATE STREET SPDR S+P 500 ETF 000000000 -1.00000000 NC USD -1.50000000 -0.00000033891 N/A DE US N 1 Citigroup Global Markets Inc. MBNUM2BPBDO7JBLYG310 Put Written State Street SPDR S&P 500 ETF Trust State Street SPDR S&P 500 ETF Trust 100.00000000 684.00000000 USD 2026-02-27 XXXX 928.65000000 N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CKE0 55200000.00000000 PA USD 55612208.21000000 12.56528385349 Long DBT UST US N 2 2027-03-15 Fixed 4.25000000 N N N N N N N/A N/A STATE STREET SPDR S+P 500 ETF 000000000 -352.00000000 NC USD -257488.00000000 -0.05817804962 N/A DE US N 1 Citigroup Global Markets Inc. MBNUM2BPBDO7JBLYG310 Put Written State Street SPDR S&P 500 ETF Trust State Street SPDR S&P 500 ETF Trust 100.00000000 683.00000000 USD 2026-03-13 XXXX 139070.80000000 N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CMB4 27200000.00000000 PA USD 27477312.43000000 6.208353189470 Long DBT UST US N 2 2027-12-15 Fixed 4.00000000 N N N N N N 2026-03-26 Neuberger Berman ETF Trust John McGovern John McGovern Treasuer