# Neuberger Berman Euro Opportunistic Bond Fund (Continued)
## Schedule of Investments (Continued)

### Financial Liabilities at Fair Value through Profit or Loss
Futures Contracts (0.09%) (31 December 2020: (0.04%))
| Number of Contracts | Description | Unrealised Loss EUR | % of Net Assets |
| --- | --- | --- | --- |
| (2) | Euro-BTP Future September 2021 | (1,740) | (0.02) |
| (5) | Euro-Bund Future September 2021 | (4,120) | (0.04) |
| (4) | Euro-OAT Future September 2021 | (1,980) | (0.02) |
| 20 | Euro-Bund Put Option on Future July 2021, Strike Price EUR 169 | (1,033) | (0.01) |
| 5 | Euro-Bund Put Option on Future July 2021, Strike Price EUR 171 | (638) | (0.00) |

Total Unrealised Loss on Futures Contracts ±	(9,511)	(0.09)
Inflation Swap Contracts (0.08%) (31 December 2020: (0.03%))
Notional Amount	Expiration
Date
Counterparty	Receive /(Pay)#	Fixed Rate	Variable Rate	Unrealised
Loss EUR
% of Net Assets
EUR	720,000 29/03/2024 LCH Clearnet Ltd1	(Pay)	1.40%	CPTFEMU	(9,383)	(0.08)
Total Unrealised Loss on Inflation Swap Contracts∞	(9,383)	(0.08)
#Receive - Funds receives variable rate and pays fixed rate. (Pay) - Fund pays variable rate and receives fixed rate.
1Centrally cleared swap.
Credit Default Swap Contracts (0.38%) (31 December 2020: (0.00%))
Notional Amount	Expiration Date Counterparty	Referenced Obligation	Fair Value
US$
% of Net Assets
EUR	350,000	20/06/2026	ICE Clear U.S.1	Buying default protection on iTraxx Europe Crossover
(43,404)	(0.38)
| Total Unrealised Loss on Credit Default Swap Contracts ∞ | (43,404) | (0.38) |
| --- | --- | --- |
|  | Fair Value | % of Net |
|  | EUR | Assets |
| Total Financial Liabilities at Fair Value through Profit or Loss | (62,298) | (0.55) |
| Net Financial Assets at Fair Value through Profit or Loss | 11,326,646 | 101.03 |
| Other Net Liabilities | (115,311) | (1.03) |
| Net Assets Attributable to Holders of Redeemable Participating Shares | 11,211,335 | 100.00 |
| Portfolio Analysis | EUR | % of Total Assets |
| *	Transferable securities and/or money market instruments admitted to an official stock exchange listing | 8,665,798 | 71.57 |
| ** Transferable securities and/or money market instruments dealt in on a regulated market | 2,701,972 | 22.31 |
| ±  Financial derivative instruments traded on a regulated market | (6,091) | (0.05) |
| ∞  Financial derivative instruments that are traded OTC | (35,033) | (0.29) |
| Total Investments | 11,326,646 | 93.54 |

758  NEUBERGER BERMAN INVESTMENT FUNDS PLC
STATEMENT OF SIGNIFICANT PURCHASES AND SALES FINANCIAL STATEMENTS

Translation (ENDE, 2021-06-30):
# Neuberger Berman Euro Opportunistic Bond Fund (Fortsetzung)
## Bilanz
|  |  | Zum | Zum |
| --- | --- | --- | --- |
| Anm. | 30. Juni 2021 | 31. Dezember 2020 |
|  | EUR | EUR |
| Umlaufvermögen |  |  |  |
| Finanzielle Vermögenswerte, erfolgswirksam zum beizulegenden Zeitwert bewertet |  | 11.388.944 | 10.721.982 |
| Barmittel und Barmitteläquivalente | 2 | 195.267 | 325.215 |
| Forderungen aus Wertpapierverkäufen |  | 255.984 | 4.975 |
| Forderungen gegenüber Brokern |  | 201.384 | 149.148 |
| Ertragsforderungen und sonstiges Vermögen |  | 67.533 | 111.408 |
| Vermögenswerte insgesamt |  | 12.109.112 | 11.312.728 |
|  |  |  |  |
| Kurzfristige Verbindlichkeiten |  |  |  |
| Finanzielle Verbindlichkeiten, erfolgswirksam zum beizulegenden Zeitwert bewertet |  | 62.298 | 9.313 |
| Kontenüberziehung | 3 | 175 | 123 |
| Antizipative Passiva |  | 16.847 | 24.260 |
| Verbindlichkeiten aus Wertpapierkäufen |  | 789.419 | 2.373 |
| Sonstige Verbindlichkeiten |  | 29.038 | 14.159 |
| Verbindlichkeiten (ohne das auf Inhaber rückzahlbarer, gewinnberechtigter Anteile entfallende	897.777	50.228 |
| Nettovermögen) |  |  |
|  |  |  |
| Auf Inhaber rückzahlbarer, gewinnberechtigter Anteile entfallendes Nettovermögen | 11.211.335 | 11.262.500 |

Die Anmerkungen im Anhang sind wesentlicher Bestandteil des Halbjahresabschlusses.
HALBJAHRESBERICHT 2021 751
HALBJAHRESABSCHLUSS GEWINN- UND VERLUSTRECHNUNG