# 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 |
| --- | --- | --- | --- | --- | --- | --- |
| GBP Hedged Classes (continued) |  |  |  |  |  |  |
| US$ 93,345 | £ 67,813 | 19/07/2021 | Goldman Sachs International | 1 | (340) | (0.00) |
| US$ 93,355 | £ 67,813 | 19/07/2021 | UBS AG | 1 | (330) | (0.00) |
| US$ 91,921 | £ 66,801 | 19/07/2021 | Westpac Banking Corp | 1 | (366) | (0.00) |
| JPY Hedged Classes |  |  |  |  |  |  |
| ¥ 1,685,529,802 | US$ 15,487,959 | 19/07/2021 | Goldman Sachs International | 2 | (299,522) | (0.56) |
| ¥ 1,758,415,108 | US$ 16,141,121 | 19/07/2021 | UBS AG | 4 | (295,909) | (0.55) |
| ¥ 1,692,203,514 | US$ 15,552,438 | 19/07/2021 | Westpac Banking Corp | 4 | (303,863) | (0.56) |

| Number of Contracts | Description | Unrealised Loss US$ | % of Net Assets |
| --- | --- | --- | --- |
| (46) | 3-Month Euro Euribor Future December 2023 | (1,883) | (0.00) |
| (39) | 90-Day Eurodollar Future June 2023 | (125) | (0.00) |
| (29) | 90-Day Eurodollar Future December 2023 | (612) | (0.00) |
| (98) | 90-Day Sterling Future March 2023 | (7,045) | (0.01) |
| (3) | Canadian 10-Year Bond Future September 2021 | (3,230) | (0.01) |
| (3) | Euro-BOBL Future September 2021 | (747) | (0.00) |
| 6 | Euro-BTP Future September 2021 | (581) | (0.00) |
| (1) | Euro-Bund Future September 2021 | (1,138) | (0.00) |
| (1) | Euro-Buxl 30-Year Bond Future September 2021 | (4,008) | (0.01) |
| (1) | Euro-OAT Future September 2021 | (700) | (0.00) |
| 1 | Hang Seng China Enterprises Index Future July 2021 | (1,642) | (0.01) |
| 1 | Hang Seng Index Future July 2021 | (534) | (0.00) |
| 3 | Nikkei 225 Mini Future September 2021 | (176) | (0.00) |
| (2) | S&P 500 E-mini Future September 2021 | (4,300) | (0.01) |
| 7 | SGX Nifty 50 Future July 2021 | (1,305) | (0.00) |
| (1) | United Kingdom Long Gilt Future September 2021 | (1,299) | (0.00) |
| (3) | US Treasury 10-Year Note (CBT) Future September 2021 | (2,297) | (0.01) |
| (11) | US Treasury 5-Year Note (CBT) Future September 2021 | (1,117) | (0.00) |

Total Unrealised Loss on Forward Currency Contracts ∞	(1,540,822)	(2.87) Futures Contracts (0.06%) (31 December 2020: (0.26%))
Total Unrealised Loss on Futures Contracts ±	(32,739)	(0.06)
Written Equity Options Contracts (0.00%) (31 December 2020: (0.00%))
| Number of Contracts | Expiration Date | Type | Premium US$ | Fair Value US$ | % of Net Assets |
| --- | --- | --- | --- | --- | --- |
| Call Options |  |  |  |  |  |
| 2 | 16/07/2021 | At Home Group Inc, Strike Price $37 | 88 | (15) | (0.00) |

Total Fair Value on Written Equity Options Contracts ±	(15)	(0.00)
INTERIM REPORT 2021  281
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