# Neuberger Berman Emerging Market Debt - Local Currency Fund (Continued)
## Schedule of Investments (Continued)

### Financial Liabilities at Fair Value through Profit or Loss (continued)
Interest Rate Swap Contracts (0.89%) (31 December 2020: (0.73%)) (continued)
| Not | ional Amount | Expiration Date | Counterparty | Receive /(Pay)# | Fixed Rate | Variable Rate | Unrealised Loss US$ | % of Net Assets |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |
| COP | 25,311,850,539 | 03/04/2029 | Chicago Mercantile Exchange¹ | Receive | 5.81% | 1D COOVIBR | (82,253) | (0.00) |
| COP | 19,533,769,466 | 15/05/2029 | Chicago Mercantile Exchange¹ | Receive | 5.93% | 1D COOVIBR | (99,942) | (0.01) |
| BRL | 107,195,155 | 02/01/2024 | Chicago Mercantile Exchange¹ | (Pay) | 5.76% | 1D BROIS | (132,134) | (0.01) |
| CLP | 29,571,205,266 | 12/12/2021 | Chicago Mercantile Exchange¹ | Receive | 1.96% | 1D CLICP | (156,428) | (0.01) |
| COP | 33,466,230,534 | 15/05/2029 | Chicago Mercantile Exchange¹ | Receive | 5.92% | 1D COOVIBR | (162,488) | (0.01) |
| BRL | 49,384,188 | 02/01/2024 | Chicago Mercantile Exchange¹ | (Pay) | 5.97% | 1D BROIS | (196,848) | (0.01) |
| MXN | 689,362,045 | 13/04/2023 | Chicago Mercantile Exchange¹ | (Pay) | 5.55% | 28D MXIBTIIE | (262,237) | (0.01) |
| ZAR | 125,243,584 | 28/02/2030 | LCH Clearnet Ltd¹ | Receive | 7.54% | 3M JIBAR | (267,335) | (0.01) |
| BRL | 233,904,000 | 03/01/2022 | Chicago Mercantile Exchange¹ | (Pay) | 2.99% | 1D BROIS | (284,263) | (0.01) |
| BRL | 198,363,656 | 03/01/2022 | Chicago Mercantile Exchange¹ | (Pay) | 2.89% | 1D BROIS | (313,058) | (0.01) |
| PLN | 50,216,606 | 25/03/2024 | LCH Clearnet Ltd¹ | Receive | 1.99% | 6M WIBOR | (335,447) | (0.02) |
| MXN | 272,272,993 | 06/04/2026 | Chicago Mercantile Exchange¹ | (Pay) | 5.82% | 28D MXIBTIIE | (428,641) | (0.02) |
| CLP | 6,603,785,778 | 16/03/2026 | Chicago Mercantile Exchange¹ | (Pay) | 2.26% | 1D CLICP | (452,433) | (0.02) |
| BRL | 171,494,694 | 02/01/2024 | Chicago Mercantile Exchange¹ | (Pay) | 5.56% | 1D BROIS | (502,080) | (0.02) |
| CZK | 656,230,000 | 12/11/2030 | LCH Clearnet Ltd¹ | (Pay) | 1.40% | 6M PRIBOR | (527,003) | (0.02) |
| CLP | 9,321,845,831 | 12/04/2026 | Chicago Mercantile Exchange¹ | (Pay) | 2.48% | 1D CLICP | (531,850) | (0.02) |
| CZK | 656,513,065 | 13/11/2030 | LCH Clearnet Ltd¹ | (Pay) | 1.38% | 6M PRIBOR | (547,118) | (0.02) |
| RUB | 6,346,790,059 | 02/04/2023 | Goldman Sachs International | (Pay) | 7.07% | 3M MOSPRIME | (813,949) | (0.03) |
| BRL | 59,389,712 | 02/01/2024 | Chicago Mercantile Exchange¹ | (Pay) | 4.99% | 1D BROIS | (604,301) | (0.02) |
| MXN | 1,081,791,781 | 19/06/2024 | Chicago Mercantile Exchange¹ | (Pay) | 5.47% | 28D MXIBTIIE | (626,168) | (0.02) |
| MXN | 1,074,711,434 | 22/02/2024 | Chicago Mercantile Exchange¹ | (Pay) | 5.15% | 28D MXIBTIIE | (762,243) | (0.03) |
| CLP | 8,243,089,517 | 12/01/2026 | Chicago Mercantile Exchange¹ | (Pay) | 1.63% | 1D CLICP | (831,172) | (0.03) |
| BRL | 195,243,391 | 02/01/2024 | Chicago Mercantile Exchange¹ | (Pay) | 5.68% | 1D BROIS | (1,031,269) | (0.04) |
| BRL | 136,490,816 | 01/07/2024 | Chicago Mercantile Exchange¹ | (Pay) | 5.92% | 1D BROIS | (1,111,774) | (0.04) |
| BRL | 138,112,873 | 02/01/2025 | Chicago Mercantile Exchange¹ | (Pay) | 5.65% | 1D BROIS | (1,144,610) | (0.05) |
| MXN | 1,551,588,424 | 22/11/2023 | Chicago Mercantile Exchange¹ | (Pay) | 5.01% | 28D MXIBTIIE | (1,193,092) | (0.05) |
| MXN | 420,720,666 | 25/06/2025 | Chicago Mercantile Exchange¹ | (Pay) | 4.85% | 28D MXIBTIIE | (1,225,583) | (0.05) |
| RUB | 4,677,712,954 | 14/01/2023 | Goldman Sachs International | (Pay) | 5.50% | 3M MOSPRIME | (1,360,308) | (0.05) |
| CLP | 21,831,060,743 | 17/06/2025 | Chicago Mercantile Exchange¹ | (Pay) | 1.36% | 1D CLICP | (2,071,280) | (0.08) |
| BRL | 223,430,548 | 02/01/2024 | Chicago Mercantile Exchange¹ | (Pay) | 4.84% | 1D BROIS | (2,080,980) | (0.08) |
| CLP | 21,997,154,748 | 23/06/2025 | Chicago Mercantile Exchange¹ | (Pay) | 1.16% | 1D CLICP | (2,333,224) | (0.09) |

Total Unrealised Loss on Interest Rate Swap Contracts∞	(23,149,062)	(0.89)
#Receive - Funds receives variable rate and pays fixed rate. (Pay) - Fund pays variable rate and receives fixed rate.
1Centrally cleared swap.
INTERIM REPORT 2021  151
FINANCIAL STATEMENTS SCHEDULE OF INVESTMENTS

Translation (ENDE, 2021-06-30):
# Neuberger Berman Emerging Market Debt - Local Currency Fund (Fortsetzung)
## Bilanz
j
|  |  |  |
| --- | --- | --- |
| Zum | Zum |
|  | Anm. | 30. Juni 2021 | 31. Dezember 2020 |
|  |  | US$ | US$ |
| Umlaufvermögen |  |  |  |
| Finanzielle Vermögenswerte, erfolgswirksam zum beizulegenden Zeitwert bewertet |  | 2.469.490.059 | 2.829.499.402 |
| Barmittel und Barmitteläquivalente | 2 | 213.101.177 | 116.856.444 |
| Forderungen aus Wertpapierverkäufen |  | 73.707.892 | 1.100 |
| Forderungen aus ausgegebenen Anteilen |  | 3.380.689 | 4.222.773 |
| Forderungen gegenüber Brokern |  | 28.770.209 | 3.900.386 |
| Ertragsforderungen und sonstiges Vermögen |  | 42.533.716 | 47.494.551 |
| Vermögenswerte insgesamt |  | 2.830.983.742 | 3.001.974.656 |
|  |  |  |  |
| Kurzfristige Verbindlichkeiten |  |  |  |
| Finanzielle Verbindlichkeiten, erfolgswirksam zum beizulegenden Zeitwert bewertet |  | 61.019.164 | 45.292.445 |
| Kontenüberziehung | 3 | 46.816 | – |
| Verbindlichkeiten aus zurückgenommenen Anteilen |  | 2.637.100 | 3.029.558 |
| Verbindlichkeiten gegenüber dem Makler |  | 30.712.404 | 43.368.000 |
| Antizipative Passiva |  | 2.721.478 | 2.625.917 |
| Verbindlichkeiten aus Wertpapierkäufen |  | 132.656.617 | 26.893.167 |
| Sonstige Verbindlichkeiten |  | 5.571.441 | 9.448.552 |
| Verbindlichkeiten (ohne das auf Inhaber rückzahlbarer, gewinnberechtigter Anteile entfallende	235.365.020	130.657.639 |
| Nettovermögen) |  |  |
|  |  |  |
| Auf Inhaber rückzahlbarer, gewinnberechtigter Anteile entfallendes Nettovermögen | 2.595.618.722 | 2.871.317.017 |

Die Anmerkungen im Anhang sind wesentlicher Bestandteil des Halbjahresabschlusses.
HALBJAHRESBERICHT 2021 131
HALBJAHRESABSCHLUSS GEWINN- UND VERLUSTRECHNUNG