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

### Financial Liabilities at Fair Value through Profit or Loss (continued)
Forward Currency Contracts (2.87%) (31 December 2020: (0.31%)) (continued)
| Amount Receivable | Amount Payable | Maturity Date | Counterparty | Contracts | Unrealised Loss US$ | % of Net Assets |
| --- | --- | --- | --- | --- | --- | --- |
| £ 10,000 | US$ 13,923 | 15/09/2021 | Deutsche Bank AG | 1 | (106) | (0.00) |
| £ 30,000 | US$ 42,322 | 15/09/2021 | JPMorgan Chase Bank | 2 | (872) | (0.00) |
| £ 40,000 | US$ 56,176 | 15/09/2021 | Société Générale | 2 | (909) | (0.00) |
| £ 50,000 | US$ 70,509 | 15/09/2021 | State Street Bank and Trust and Co | 3 | (1,425) | (0.00) |
| HUF 3,380,000 | US$ 11,488 | 15/09/2021 | BNP Paribas | 1 | (84) | (0.00) |
| HUF 206,730,000 | US$ 723,228 | 15/09/2021 | Citibank NA | 1 | (25,726) | (0.05) |
| HUF 13,460,000 | US$ 46,872 | 15/09/2021 | State Street Bank and Trust and Co | 2 | (1,458) | (0.00) |
| HUF 6,050,000 | US$ 20,679 | 15/09/2021 | UBS AG | 1 | (267) | (0.00) |
| ILS 200,000 | US$ 61,545 | 17/09/2021 | Barclays Bank Plc | 2 | (111) | (0.00) |
| ILS 540,000 | US$ 166,777 | 17/09/2021 | BNP Paribas | 3 | (904) | (0.00) |
| ILS 280,000 | US$ 86,228 | 17/09/2021 | Citibank NA | 2 | (219) | (0.00) |
| ILS 2,610,000 | US$ 804,627 | 17/09/2021 | Deutsche Bank AG | 2 | (2,907) | (0.01) |
| ILS 120,000 | US$ 37,040 | 17/09/2021 | State Street Bank and Trust and Co | 1 | (179) | (0.00) |
| ILS 50,000 | US$ 15,415 | 17/09/2021 | UBS AG | 1 | (56) | (0.00) |
| INR 123,880,000 | US$ 1,682,545 | 15/09/2021 | Citibank NA | 3 | (31,505) | (0.06) |
| INR 330,000 | US$ 4,460 | 15/09/2021 | Société Générale | 1 | (62) | (0.00) |
| INR 4,170,000 | US$ 56,265 | 15/09/2021 | State Street Bank and Trust and Co | 1 | (688) | (0.00) |
| ¥ 2,220,000 | US$ 20,105 | 15/09/2021 | Barclays Bank Plc | 1 | (90) | (0.00) |
| ¥ 4,560,000 | US$ 41,269 | 15/09/2021 | Citibank NA | 2 | (158) | (0.00) |
| ¥ 14,909,729 | AUD 180,000 | 15/09/2021 | Citibank NA | 7 | (756) | (0.00) |
| ¥ 1,690,000 | US$ 15,295 | 15/09/2021 | Deutsche Bank AG | 1 | (58) | (0.00) |
| ¥ 22,630,000 | US$ 206,290 | 15/09/2021 | JPMorgan Chase Bank | 13 | (2,264) | (0.01) |
| ¥ 17,361,129 | AUD 210,000 | 15/09/2021 | JPMorgan Chase Bank | 3 | (1,185) | (0.00) |
| ¥ 6,660,000 | US$ 60,593 | 15/09/2021 | State Street Bank and Trust and Co | 9 | (548) | (0.00) |
| ¥ 11,603,706 | AUD 140,000 | 15/09/2021 | State Street Bank and Trust and Co | 6 | (523) | (0.00) |
| ¥ 1,410,000 | US$ 12,839 | 15/09/2021 | UBS AG | 2 | (127) | (0.00) |
| ¥ 30,725,644 | AUD 370,000 | 15/09/2021 | UBS AG | 4 | (852) | (0.00) |
| KRW 15,880,000 | US$ 14,212 | 15/09/2021 | Barclays Bank Plc | 1 | (162) | (0.00) |
| KRW 654,260,000 | US$ 586,574 | 15/09/2021 | Citibank NA | 5 | (7,715) | (0.02) |
| KRW 99,590,000 | US$ 89,111 | 15/09/2021 | UBS AG | 4 | (999) | (0.00) |
| MXN 1,720,000 | US$ 86,218 | 17/09/2021 | Barclays Bank Plc | 1 | (684) | (0.00) |
| MXN 22,470,000 | US$ 1,122,032 | 17/09/2021 | Citibank NA | 2 | (4,628) | (0.01) |
| MXN 1,550,000 | US$ 77,454 | 17/09/2021 | Deutsche Bank AG | 1 | (375) | (0.00) |
| MXN 3,850,000 | US$ 193,066 | 17/09/2021 | State Street Bank and Trust and Co | 3 | (1,611) | (0.00) |
| MXN 780,000 | US$ 38,849 | 17/09/2021 | UBS AG | 1 | (60) | (0.00) |

INTERIM REPORT 2021  277
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