# Neuberger Berman US Equity Index Putwrite Fund (Continued)
## Schedule of Investments (Continued)

### Financial Liabilities at Fair Value through Profit or Loss (continued)
Written Index Options Contracts (0.63%) (31 December 2020: (1.26%)) (continued)
| Number of Contracts | Expiration Date | Type	Premium US$ | Fair Value US$ | % of Net Assets |
| --- | --- | --- | --- | --- |
| Put Options (continued) |
| (75) | 30/07/2021 | CBOE S&P 500 Index, Strike Price $4,295 | 421,667 | (399,000) | (0.10) |
| (13) | 02/07/2021 | Russell 2000 Index, Strike Price $2,270 | 72,061 | (3,153) | (0.00) |
| (40) | 02/07/2021 | Russell 2000 Index, Strike Price $2,280 | 203,613 | (13,600) | (0.00) |
| (8) | 09/07/2021 | Russell 2000 Index, Strike Price $2,280 | 45,252 | (9,640) | (0.00) |
| (2) | 02/07/2021 | Russell 2000 Index, Strike Price $2,285 | 11,078 | (820) | (0.00) |
| (5) | 02/07/2021 | Russell 2000 Index, Strike Price $2,295 | 28,545 | (3,025) | (0.00) |
| (25) | 23/07/2021 | Russell 2000 Index, Strike Price $2,310 | 121,257 | (100,375) | (0.03) |
| (11) | 09/07/2021 | Russell 2000 Index, Strike Price $2,315 | 57,163 | (26,125) | (0.01) |
| (7) | 30/07/2021 | Russell 2000 Index, Strike Price $2,315 | 35,063 | (35,245) | (0.01) |
| (9) | 09/07/2021 | Russell 2000 Index, Strike Price $2,320 | 46,368 | (23,445) | (0.01) |
| (19) | 23/07/2021 | Russell 2000 Index, Strike Price $2,320 | 84,322 | (84,645) | (0.02) |
| (14) | 09/07/2021 | Russell 2000 Index, Strike Price $2,325 | 64,246 | (39,970) | (0.01) |
| (17) | 09/07/2021 | Russell 2000 Index, Strike Price $2,335 | 88,719 | (58,225) | (0.02) |
| (16) | 23/07/2021 | Russell 2000 Index, Strike Price $2,340 | 71,170 | (87,360) | (0.02) |
| (5) | 30/07/2021 | Russell 2000 Index, Strike Price $2,340 | 25,945 | (31,200) | (0.01) |
| (95) | 16/07/2021 | S&P 500 Index, Strike Price $4,180 | 600,207 | (114,000) | (0.03) |
| (43) | 16/07/2021 | S&P 500 Index, Strike Price $4,220 | 251,939 | (68,585) | (0.02) |
| (22) | 16/07/2021 | S&P 500 Index, Strike Price $4,230 | 128,739 | (37,950) | (0.01) |
| (17) | 16/07/2021 | S&P 500 Index, Strike Price $4,240 | 95,169 | (31,875) | (0.01) |
| Total Fair Value on Written Index Options Contracts ± | (2,388,323) | (0.63) |
|  | Fair Value US$ | % of Net Assets |
| Total Financial Liabilities at Fair Value through Profit or Loss | (2,478,005) | (0.65) |
| Net Financial Assets at Fair Value through Profit or Loss | 308,629,800 | 81.21 |
| Other Net Assets | 71,411,256 | 18.79 |
| Net Assets Attributable to Holders of Redeemable Participating Shares | 380,041,056 | 100.00 |
|  |  | % of |
| Portfolio Analysis | US$		Total Assets |
| * | Transferable securities and/or money market instruments admitted to an official stock exchange listing | 311,059,433 | 81.13 |
| ± | Financial derivative instruments traded on a regulated market | (2,388,323) | (0.62) |
| ∞ | Financial derivative instruments that are traded OTC | (41,310) | (0.01) |
| Total Investments | 308,629,800 | 80.50 |

INTERIM REPORT 2021  517
FINANCIAL STATEMENTS STATEMENT OF SIGNIFICANT PURCHASES AND SALES

Translation (ENDE, 2021-06-30):
# Neuberger Berman US Equity Index Putwrite Fund (Fortsetzung)
## Bilanz
|  |  | Zum | Zum |
| --- | --- | --- | --- |
| Anm. | 30. Juni 2021 | 31. Dezember 2020 |
|  | US$ | US$ |
| Umlaufvermögen |  |  |  |
| Finanzielle Vermögenswerte, erfolgswirksam zum beizulegenden Zeitwert bewertet |  | 311.107.805 | 185.559.079 |
| Barmittel und Barmitteläquivalente | 2 | 61.005.085 | 30.277.496 |
| Forderungen aus Wertpapierverkäufen |  | 468.268 | 516.175 |
| Forderungen aus ausgegebenen Anteilen |  | 9.815.066 | 180.010 |
| Ertragsforderungen und sonstiges Vermögen |  | 1.004.725 | 639.516 |
| Vermögenswerte insgesamt |  | 383.400.949 | 217.172.276 |
|  |  |  |  |
| Kurzfristige Verbindlichkeiten |  |  |  |
| Finanzielle Verbindlichkeiten, erfolgswirksam zum beizulegenden Zeitwert bewertet |  | 2.478.005 | 12.380.414 |
| Verbindlichkeiten aus zurückgenommenen Anteilen |  | 633.492 | 80.847 |
| Antizipative Passiva |  | 194.223 | 98.451 |
| Verbindlichkeiten aus Wertpapierkäufen |  | 9.778 | 73.495 |
| Sonstige Verbindlichkeiten |  | 44.395 | 14.900 |
| Verbindlichkeiten (ohne das auf Inhaber rückzahlbarer, gewinnberechtigter Anteile entfallende	3.359.893	12.648.107 |
| Nettovermögen) |  |  |
|  |  |  |
| Auf Inhaber rückzahlbarer, gewinnberechtigter Anteile entfallendes Nettovermögen | 380.041.056 | 204.524.169 |

Die Anmerkungen im Anhang sind wesentlicher Bestandteil des Halbjahresabschlusses.
512  NEUBERGER BERMAN INVESTMENT FUNDS PLC
GEWINN- UND VERLUSTRECHNUNG HALBJAHRESABSCHLUSS