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

### Financial Liabilities at Fair Value through Profit or Loss
Forward Currency Contracts (0.02%) (31 December 2020: (4.80%))
| Amount Receivable | Amount Payable | Maturity Date | Counterparty | Contracts | Unrealised Loss US$ | % of Net Assets |
| --- | --- | --- | --- | --- | --- | --- |
| EUR Hedged Classes |  |  |  |  |  |  |
| € 2,129,089 | US$ 2,552,654 | 19/07/2021 | Citibank NA | 1 | (26,859) | (0.01) |
| € 2,353,353 | US$ 2,823,825 | 19/07/2021 | Goldman Sachs International | 10 | (31,979) | (0.01) |
| € 2,204,232 | US$ 2,641,506 | 19/07/2021 | Westpac Banking Corp | 7 | (26,567) | (0.00) |
| GBP Hedged Classes |  |  |  |  |  |  |
| £ 6,761 | US$ 9,436 | 19/07/2021 | Goldman Sachs International | 2 | (95) | (0.00) |
| £ 39,079 | US$ 54,984 | 19/07/2021 | Westpac Banking Corp | 9 | (994) | (0.00) |
| US$ 172,982 | £ 125,630 | 19/07/2021 | Citibank NA | 1 | (578) | (0.00) |
| US$ 172,930 | £ 125,630 | 19/07/2021 | Goldman Sachs International | 1 | (630) | (0.00) |
| US$ 170,291 | £ 123,754 | 19/07/2021 | Westpac Banking Corp | 1 | (678) | (0.00) |
| SGD Hedged Classes |  |  |  |  |  |  |
| SGD 48,798 | US$ 36,501 | 19/07/2021 | Citibank NA | 2 | (200) | (0.00) |
| SGD 52,673 | US$ 39,407 | 19/07/2021 | Goldman Sachs International | 6 | (225) | (0.00) |
| SGD 123,525 | US$ 92,768 | 19/07/2021 | Westpac Banking Corp | 16 | (877) | (0.00) |

Total Unrealised Loss on Forward Currency Contracts ∞	(89,682)	(0.02)
Written Index Options Contracts (0.63%) (31 December 2020: (1.26%))
| Number of Contracts | Expiration Date | Type | Premium US$ | Fair Value US$ | % of Net Assets |
| --- | --- | --- | --- | --- | --- |
| Put Options |  |  |  |  |  |
| (29) | 16/07/2021 | CBOE Russell 2000 Index, Strike Price $2,250 | 158,632 | (39,295) | (0.01) |
| (21) | 16/07/2021 | CBOE Russell 2000 Index, Strike Price $2,280 | 101,065 | (42,945) | (0.01) |
| (2) | 16/07/2021 | CBOE Russell 2000 Index, Strike Price $2,300 | 10,318 | (5,380) | (0.00) |
| (6) | 16/07/2021 | CBOE Russell 2000 Index, Strike Price $2,320 | 30,204 | (21,090) | (0.01) |
| (12) | 09/07/2021 | CBOE S&P 500 Index, Strike Price $4,210 | 74,509 | (7,260) | (0.00) |
| (75) | 02/07/2021 | CBOE S&P 500 Index, Strike Price $4,220 | 425,922 | (6,750) | (0.00) |
| (25) | 09/07/2021 | CBOE S&P 500 Index, Strike Price $4,220 | 164,159 | (16,875) | (0.00) |
| (1) | 09/07/2021 | CBOE S&P 500 Index, Strike Price $4,225 | 6,101 | (715) | (0.00) |
| (91) | 09/07/2021 | CBOE S&P 500 Index, Strike Price $4,230 | 459,663 | (69,615) | (0.02) |
| (53) | 09/07/2021 | CBOE S&P 500 Index, Strike Price $4,240 | 298,812 | (46,110) | (0.01) |
| (50) | 23/07/2021 | CBOE S&P 500 Index, Strike Price $4,245 | 275,948 | (146,500) | (0.04) |
| (77) | 23/07/2021 | CBOE S&P 500 Index, Strike Price $4,265 | 399,473 | (258,720) | (0.07) |
| (59) | 23/07/2021 | CBOE S&P 500 Index, Strike Price $4,275 | 291,540 | (213,285) | (0.06) |
| (20) | 30/07/2021 | CBOE S&P 500 Index, Strike Price $4,275 | 121,316 | (93,900) | (0.02) |
| (20) | 30/07/2021 | CBOE S&P 500 Index, Strike Price $4,280 | 116,846 | (96,800) | (0.03) |
| (31) | 30/07/2021 | CBOE S&P 500 Index, Strike Price $4,285 | 173,478 | (154,845) | (0.04) |

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

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