# Neuberger Berman Macro Opportunities FX Fund (Continued)
## Schedule of Investments (Continued)

### Financial Assets at Fair Value through Profit or Loss (continued)
Forward Currency Contracts 6.42% (31 December 2020: 20.27%) (continued)
| Amount Receivable | Amount Payable | Maturity Date | Counterparty | Contracts | Unrealised Gain EUR | % of Net Assets |
| --- | --- | --- | --- | --- | --- | --- |
| GBP Hedged Classes |  |  |  |  |  |  |
| £ 1,790 | € 2,066 | 19/07/2021 | State Street Bank and Trust and Co | 2 | 19 | 0.00 |
| £ 166,393 | € 191,839 | 19/07/2021 | UBS AG | 1 | 1,931 | 0.01 |
| £ 1,101 | € 1,276 | 19/07/2021 | Westpac Banking Corp | 1 | 6 | 0.00 |
| SEK Hedged Classes |  |  |  |  |  |  |
| € 2,628,108 | SEK 26,652,817 | 19/07/2021 | Westpac Banking Corp | 10 | 653 | 0.00 |
| SEK 382,276 | € 37,359 | 19/07/2021 | State Street Bank and Trust and Co | 1 | 326 | 0.00 |
| SEK 41,398,156 | € 4,064,406 | 19/07/2021 | Westpac Banking Corp | 24 | 16,657 | 0.05 |
| USD Hedged Classes |  |  |  |  |  |  |
| € 249,978 | US$ 296,541 | 19/07/2021 | Westpac Banking Corp | 1 | 12 | 0.00 |
| US$ 187,644 | € 155,186 | 19/07/2021 | State Street Bank and Trust and Co | 1 | 2,986 | 0.01 |
| US$ 27,850,241 | € 23,332,371 | 19/07/2021 | UBS AG | 1 | 143,653 | 0.45 |
| US$ 323,188 | € 267,335 | 19/07/2021 | Westpac Banking Corp | 4 | 5,092 | 0.02 |
| Total Unrealised Gain on Forward Currency Contracts ∞ | 2,052,499 | 6.42 |
|  | Fair Value EUR | % of Net Assets |
| Total Financial Assets at Fair Value through Profit or Loss | 32,647,263 | 102.12 |
| Financial Liabilities at Fair Value through Profit or Loss |  |  |
| Forward Currency Contracts (5.68%) (31 December 2020: (23.95%)) |  |  |

| Amount Receivable | Amount Payable | Maturity Date | Counterparty | Contracts | Unrealised Loss EUR | % of Net Assets |
| --- | --- | --- | --- | --- | --- | --- |
| AUD 2,815,813 | US$ 2,180,876 | 19/07/2021 | BNP Paribas | 2 | (56,244) | (0.18) |
| AUD 1,764,683 | US$ 1,366,913 | 19/07/2021 | Citibank NA | 1 | (35,373) | (0.11) |
| AUD 6,910,099 | US$ 5,322,277 | 19/07/2021 | Goldman Sachs International | 4 | (113,018) | (0.35) |
| AUD 3,317,127 | US$ 2,567,798 | 19/07/2021 | State Street Bank and Trust and Co | 2 | (65,119) | (0.20) |
| CAD 513,219 | US$ 424,989 | 19/07/2021 | Standard Chartered Bank | 1 | (8,884) | (0.03) |
| CHF 1,002,818 | US$ 1,096,671 | 19/07/2021 | BNP Paribas | 1 | (9,508) | (0.03) |
| CHF 303,064 | US$ 338,414 | 19/07/2021 | Citibank NA | 1 | (8,762) | (0.03) |
| CHF 1,783,220 | US$ 1,988,166 | 19/07/2021 | Goldman Sachs International | 1 | (48,986) | (0.15) |
| CHF 2,980,316 | US$ 3,238,475 | 19/07/2021 | Standard Chartered Bank | 2 | (10,752) | (0.03) |
| CHF 1,038,150 | US$ 1,136,822 | 19/07/2021 | State Street Bank and Trust and Co | 1 | (11,118) | (0.04) |
| CZK 12,722,294 | US$ 593,088 | 19/07/2021 | State Street Bank and Trust and Co | 2 | (1,382) | (0.01) |
| € 3,159,117 | US$ 3,797,918 | 19/07/2021 | BNP Paribas | 3 | (42,292) | (0.13) |
| € 3,615,092 | US$ 4,399,899 | 19/07/2021 | Citibank NA | 4 | (93,750) | (0.29) |
| € 3,393,160 | US$ 4,119,027 | 19/07/2021 | Goldman Sachs International | 4 | (78,924) | (0.25) |

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

Translation (ENDE, 2021-06-30):
# Neuberger Berman Macro Opportunities FX Fund (Fortsetzung)
## Bilanz
|  |  | Zum | Zum |
| --- | --- | --- | --- |
| Anm. | 30. Juni 2021 | 31. Dezember 2020 |
|  | EUR | EUR |
| Umlaufvermögen |  |  |  |
| Finanzielle Vermögenswerte, erfolgswirksam zum beizulegenden Zeitwert bewertet |  | 32.647.263 | 32.177.254 |
| Barmittel und Barmitteläquivalente | 2 | 912.648 | 128.927 |
| Forderungen aus ausgegebenen Anteilen |  | 247.999 | – |
| Ertragsforderungen und sonstiges Vermögen |  | 227.224 | 327.954 |
| Vermögenswerte insgesamt |  | 34.035.134 | 32.634.135 |
|  |  |  |  |
| Kurzfristige Verbindlichkeiten |  |  |  |
| Finanzielle Verbindlichkeiten, erfolgswirksam zum beizulegenden Zeitwert bewertet |  | 1.816.619 | 6.303.252 |
| Kontenüberziehung | 3 | 384 | 237 |
| Verbindlichkeiten aus zurückgenommenen Anteilen |  | 11.484 | – |
| Verbindlichkeiten gegenüber dem Makler |  | 227.675 | – |
| Antizipative Passiva |  | 1.224 | 3.268 |
| Verbindlichkeiten aus Wertpapierkäufen |  | 196 | – |
| Sonstige Verbindlichkeiten |  | 6.674 | 5.862 |
| Verbindlichkeiten (ohne das auf Inhaber rückzahlbarer, gewinnberechtigter Anteile entfallende	2.064.256	6.312.619 |
| Nettovermögen) |  |  |
|  |  |  |
| Auf Inhaber rückzahlbarer, gewinnberechtigter Anteile entfallendes Nettovermögen | 31.970.878 | 26.321.516 |

Die Anmerkungen im Anhang sind wesentlicher Bestandteil des Halbjahresabschlusses. 784 NEUBERGER BERMAN INVESTMENT FUNDS PLC
GEWINN- UND VERLUSTRECHNUNG HALBJAHRESABSCHLUSS