# Neuberger Berman Absolute Return Multi Strategy Fund (Continued)
## Schedule of Investments (Continued)

### Financial Assets at Fair Value through Profit or Loss (continued)
| Units | Security Description | Counterparty | Unrealised Gain US$ | % of Net Assets |
| --- | --- | --- | --- | --- |
| (1,763) | Realty Income Corp | JPMorgan Chase Bank | 5,511 | 0.01 |
| 228 | Restoration Hardware Holdings Inc | JPMorgan Chase Bank | 56,213 | 0.10 |
| (437) | Robert Half International Inc | JPMorgan Chase Bank | 747 | 0.00 |
| 2,065 | Ryanair Holdings Plc | Morgan Stanley | 19,427 | 0.04 |
| 21 | SGS SA | Morgan Stanley | 12,929 | 0.02 |
| 630 | Siltronic AG | JPMorgan Chase Bank | 2,276 | 0.00 |
| 12,296 | Smith & Nephew Plc | Morgan Stanley | 31,369 | 0.06 |
| (260) | SolarEdge Technologies Inc | JPMorgan Chase Bank | 3,916 | 0.01 |
| 3,551 | State Street Corp | JPMorgan Chase Bank | 178 | 0.00 |
| (2,017) | Strategic Education Inc | JPMorgan Chase Bank | 17,466 | 0.03 |
| (1,647) | Strategic Education Inc | Morgan Stanley | 19,772 | 0.04 |
| 653 | Stroeer Media AG | Morgan Stanley | 7,261 | 0.01 |
| 15,132 | Suez SA | JPMorgan Chase Bank | 34,467 | 0.06 |
| (5,435) | Telefonica SA | Morgan Stanley | 3,630 | 0.01 |
| 189 | Toshiba Corp | JPMorgan Chase Bank | 893 | 0.00 |
| 4,059 | UDG Healthcare Plc | JPMorgan Chase Bank | 1,306 | 0.00 |
| (308) | VMware Inc - Class A | JPMorgan Chase Bank | 368 | 0.00 |
| (847) | Volvo AB - B Shares | JPMorgan Chase Bank | 2,362 | 0.00 |
| (742) | Western Union Co | JPMorgan Chase Bank | 1,515 | 0.00 |
| (1,673) | Western Union Co | Morgan Stanley | 3,584 | 0.01 |
| Total Unrealised Gain on Contracts for Differences ∞ | 1,272,863 | 2.37 |
|  | Fair Value | % of Net |
|  | US$ | Assets |
| Total Financial Assets at Fair Value through Profit or Loss | 26,958,767 | 50.23 |
| Financial Liabilities at Fair Value through Profit or Loss |  |  |
| Forward Currency Contracts (2.87%) (31 December 2020: (0.31%)) |  |  |
| Amount | Amount	Maturity |  | ontracts	Unrealised	% of Net |
| Receivable | Payable | Date |  |  | Loss US$ | Assets |
| AUD 210,000 | ¥ 17,730,271 | 15/09/2021 | BNP Paribas | 4 | (2,143) | (0.01) |
| AUD 720,000 | US$ 557,754 | 15/09/2021 | BNP Paribas | 3 | (17,039) | (0.03) |
| AUD 230,000 | ¥ 19,383,147 | 15/09/2021 | Citibank NA | 7 | (2,025) | (0.00) |
| AUD 10,000 | US$ 7,709 | 15/09/2021 | Citibank NA | 1 | (199) | (0.00) |
| AUD 130,000 | US$ 100,407 | 15/09/2021 | Deutsche Bank AG | 5 | (2,778) | (0.01) |
| AUD 1,990,000 | ¥ 168,651,816 | 15/09/2021 | Deutsche Bank AG | 4 | (26,048) | (0.05) |
| AUD 290,000 | ¥ 24,582,426 | 15/09/2021 | JPMorgan Chase Bank | 2 | (3,841) | (0.01) |
| AUD 10,000 | ¥ 846,388 | 15/09/2021 | Royal Bank of Scotland | 1 | (121) | (0.00) |

Contracts for Differences 2.37% (31 December 2020: 2.72%) (continued)
Counterparty	C
INTERIM REPORT 2021  275
FINANCIAL STATEMENTS SCHEDULE OF INVESTMENTS

Translation (ENDE, 2021-06-30):
# Neuberger Berman Absolute Return Multi Strategy Fund (Fortsetzung)
## Bilanz
|  |  | Zum | Zum |
| --- | --- | --- | --- |
| Anm. | 30. Juni 2021 | 31. Dezember 2020 |
|  | US$ | US$ |
| Umlaufvermögen |  |  |  |
| Finanzielle Vermögenswerte, erfolgswirksam zum beizulegenden Zeitwert bewertet |  | 26.958.767 | 32.773.005 |
| Barmittel und Barmitteläquivalente | 2 | 25.118.517 | 23.745.113 |
| Forderungen aus Wertpapierverkäufen |  | 520.897 | 497.202 |
| Forderungen aus ausgegebenen Anteilen |  | 1.764 | 134.571 |
| Forderungen gegenüber Brokern |  | 4.802.538 | 3.069.160 |
| Ertragsforderungen und sonstiges Vermögen |  | 55.374 | 117.350 |
| Vermögenswerte insgesamt |  | 57.457.857 | 60.336.401 |
|  |  |  |  |
| Kurzfristige Verbindlichkeiten |  |  |  |
| Finanzielle Verbindlichkeiten, erfolgswirksam zum beizulegenden Zeitwert bewertet |  | 3.231.249 | 1.822.508 |
| Kontenüberziehung | 3 | – | 37 |
| Verbindlichkeiten aus zurückgenommenen Anteilen |  | 3.321 | – |
| Verbindlichkeiten gegenüber dem Makler |  | – | 350.000 |
| Antizipative Passiva |  | 185.765 | 192.941 |
| Verbindlichkeiten aus Wertpapierkäufen |  | 219.929 | 236.509 |
| Sonstige Verbindlichkeiten |  | 148.535 | 95.161 |
| Verbindlichkeiten (ohne das auf Inhaber rückzahlbarer, gewinnberechtigter Anteile entfallende	3.788.799	2.697.156 |
| Nettovermögen) |  |  |
|  |  |  |
| Auf Inhaber rückzahlbarer, gewinnberechtigter Anteile entfallendes Nettovermögen | 53.669.058 | 57.639.245 |

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