# 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 |
| --- | --- | --- | --- | --- | --- | --- |
| AUD 280,000 | ¥ 23,650,722 | 15/09/2021 | State Street Bank and Trust and Co | 5 | (2,951) | (0.01) |
| AUD 120,000 | US$ 92,770 | 15/09/2021 | State Street Bank and Trust and Co | 6 | (2,651) | (0.01) |
| AUD 20,000 | ¥ 1,678,774 | 15/09/2021 | UBS AG | 1 | (116) | (0.00) |
| AUD 70,000 | US$ 53,684 | 15/09/2021 | UBS AG | 5 | (1,115) | (0.00) |
| BRL 20,000 | US$ 4,015 | 15/09/2021 | Citibank NA | 1 | (66) | (0.00) |
| BRL 20,000 | US$ 4,016 | 15/09/2021 | UBS AG | 1 | (67) | (0.00) |
| CAD 2,020,000 | US$ 1,670,839 | 15/09/2021 | Barclays Bank Plc | 1 | (39,607) | (0.07) |
| CAD 20,000 | US$ 16,455 | 15/09/2021 | Citibank NA | 1 | (304) | (0.00) |
| CAD 25,250 | US$ 20,895 | 01/09/2021 | JPMorgan Chase Bank | 2 | (504) | (0.00) |
| CAD 12,300 | US$ 10,150 | 01/09/2021 | JPMorgan Chase Bank | 1 | (217) | (0.00) |
| CAD 170,000 | US$ 139,529 | 15/09/2021 | JPMorgan Chase Bank | 7 | (2,247) | (0.01) |
| CAD 80,000 | US$ 65,009 | 15/09/2021 | State Street Bank and Trust and Co | 5 | (406) | (0.00) |
| CAD 10,000 | US$ 8,121 | 15/09/2021 | UBS AG | 1 | (45) | (0.00) |
| CHF 30,000 | US$ 33,567 | 15/09/2021 | Citibank NA | 1 | (1,046) | (0.00) |
| CHF 50,000 | US$ 55,599 | 15/09/2021 | Deutsche Bank AG | 4 | (1,396) | (0.00) |
| CHF 40,000 | US$ 44,801 | 15/09/2021 | JPMorgan Chase Bank | 2 | (1,438) | (0.00) |
| CHF 60,000 | US$ 67,038 | 15/09/2021 | State Street Bank and Trust and Co | 3 | (1,995) | (0.00) |
| CHF 590,000 | US$ 658,440 | 15/09/2021 | UBS AG | 3 | (18,849) | (0.04) |
| CLP 94,150,000 | US$ 131,555 | 15/09/2021 | BNP Paribas | 1 | (2,512) | (0.01) |
| CLP 6,970,000 | US$ 9,687 | 15/09/2021 | Royal Bank of Scotland | 1 | (133) | (0.00) |
| CLP 26,820,000 | US$ 36,778 | 15/09/2021 | UBS AG | 1 | (18) | (0.00) |
| € 440,000 | TRY 4,851,018 | 15/09/2021 | Barclays Bank Plc | 1 | (14,537) | (0.03) |
| € 10,000 | TRY 108,358 | 15/09/2021 | BNP Paribas | 1 | (121) | (0.00) |
| € 105,581 | PLN 480,000 | 15/09/2021 | BNP Paribas | 2 | (706) | (0.00) |
| € 130,000 | TRY 1,415,944 | 15/09/2021 | Citibank NA | 3 | (2,378) | (0.01) |
| € 26,495 | PLN 120,000 | 15/09/2021 | Citibank NA | 1 | (58) | (0.00) |
| € 41,808 | PLN 190,000 | 15/09/2021 | Deutsche Bank AG | 1 | (261) | (0.00) |
| € 10,000 | TRY 109,210 | 15/09/2021 | JPMorgan Chase Bank | 1 | (215) | (0.00) |
| € 80,000 | US$ 97,823 | 15/09/2021 | JPMorgan Chase Bank | 2 | (2,802) | (0.01) |
| € 10,000 | TRY 110,373 | 15/09/2021 | Société Générale | 1 | (344) | (0.00) |
| € 80,000 | US$ 97,213 | 15/09/2021 | State Street Bank and Trust and Co | 3 | (2,190) | (0.01) |
| € 20,000 | TRY 216,314 | 15/09/2021 | UBS AG | 1 | (197) | (0.00) |
| € 220,187 | PLN 1,000,000 | 15/09/2021 | UBS AG | 10 | (1,202) | (0.00) |
| € 1,000,000 | US$ 1,219,497 | 15/09/2021 | UBS AG | 1 | (31,722) | (0.06) |
| £ 1,700,000 | US$ 2,402,484 | 15/09/2021 | BNP Paribas | 2 | (53,619) | (0.10) |
| £ 70,000 | US$ 99,002 | 15/09/2021 | Citibank NA | 3 | (2,284) | (0.01) |

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

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