# Neuberger Berman Absolute Return Multi Strategy Fund (Continued)
## Schedule of Investments (Continued)

### Financial Assets at Fair Value through Profit or Loss (continued)
Forward Currency Contracts 0.57% (31 December 2020: 2.80%) (continued)
| Amount Receivable | Amount Payable | Maturity Date | Counterparty | Contracts | Unrealised Gain US$ | % of Net Assets |
| --- | --- | --- | --- | --- | --- | --- |
| US$ 309,262 | CHF 280,000 | 15/09/2021 | JPMorgan Chase Bank | 8 | 5,726 | 0.01 |
| US$ 15,026 | AUD 20,000 | 15/09/2021 | JPMorgan Chase Bank | 1 | 6 | 0.00 |
| US$ 141,690 | ZAR 2,010,000 | 15/09/2021 | JPMorgan Chase Bank | 6 | 2,293 | 0.01 |
| US$ 31,138 | TRY 280,000 | 15/09/2021 | JPMorgan Chase Bank | 1 | 134 | 0.00 |
| US$ 58,617 | SEK 490,000 | 15/09/2021 | JPMorgan Chase Bank | 3 | 1,282 | 0.00 |
| US$ 201,017 | ¥ 22,160,000 | 15/09/2021 | JPMorgan Chase Bank | 14 | 1,228 | 0.00 |
| US$ 97,863 | CAD 120,000 | 15/09/2021 | JPMorgan Chase Bank | 5 | 959 | 0.00 |
| US$ 179,190 | MXN 3,600,000 | 17/09/2021 | JPMorgan Chase Bank | 1 | 167 | 0.00 |
| US$ 538,296 | SGD 720,000 | 15/09/2021 | JPMorgan Chase Bank | 3 | 2,763 | 0.01 |
| US$ 1,091,968 | € 910,000 | 15/09/2021 | JPMorgan Chase Bank | 25 | 11,091 | 0.02 |
| US$ 1,004,455 | £ 720,000 | 15/09/2021 | JPMorgan Chase Bank | 14 | 9,641 | 0.02 |
| US$ 291,519 | SGD 390,000 | 15/09/2021 | Royal Bank of Scotland | 2 | 1,438 | 0.00 |
| US$ 136,719 | PHP 6,660,000 | 15/09/2021 | Royal Bank of Scotland | 1 | 1,146 | 0.00 |
| US$ 92,775 | AUD 120,000 | 15/09/2021 | Royal Bank of Scotland | 1 | 2,656 | 0.01 |
| US$ 92,903 | THB 2,950,000 | 15/09/2021 | Royal Bank of Scotland | 3 | 888 | 0.00 |
| US$ 195,254 | £ 140,000 | 15/09/2021 | Royal Bank of Scotland | 1 | 1,818 | 0.00 |
| US$ 29,435 | INR 2,190,000 | 15/09/2021 | Royal Bank of Scotland | 2 | 247 | 0.00 |
| US$ 130,208 | NOK 1,110,000 | 15/09/2021 | Royal Bank of Scotland | 1 | 1,176 | 0.00 |
| US$ 8,078 | CAD 10,000 | 15/09/2021 | Société Générale | 1 | 2 | 0.00 |
| US$ 59,594 | SGD 80,000 | 15/09/2021 | State Street Bank and Trust and Co | 1 | 90 | 0.00 |
| US$ 26,346 | PLN 100,000 | 15/09/2021 | State Street Bank and Trust and Co | 2 | 73 | 0.00 |
| US$ 159,114 | AUD 210,000 | 15/09/2021 | State Street Bank and Trust and Co | 6 | 1,406 | 0.00 |
| US$ 175,187 | CHF 160,000 | 15/09/2021 | State Street Bank and Trust and Co | 4 | 1,738 | 0.00 |
| US$ 149,988 | ¥ 16,520,000 | 15/09/2021 | State Street Bank and Trust and Co | 9 | 1,049 | 0.00 |
| US$ 55,385 | NOK 470,000 | 15/09/2021 | State Street Bank and Trust and Co | 9 | 750 | 0.00 |
| US$ 516,605 | € 430,000 | 15/09/2021 | State Street Bank and Trust and Co | 11 | 5,860 | 0.01 |
| US$ 14,199 | ZAR 200,000 | 15/09/2021 | State Street Bank and Trust and Co | 3 | 328 | 0.00 |
| US$ 21,672 | HUF 6,240,000 | 15/09/2021 | State Street Bank and Trust and Co | 3 | 618 | 0.00 |
| US$ 73,662 | KRW 82,270,000 | 15/09/2021 | State Street Bank and Trust and Co | 2 | 874 | 0.00 |
| US$ 46,969 | PHP 2,300,000 | 15/09/2021 | State Street Bank and Trust and Co | 1 | 149 | 0.00 |
| US$ 105,775 | NZD 150,000 | 15/09/2021 | State Street Bank and Trust and Co | 9 | 987 | 0.00 |
| US$ 32,627 | SEK 270,000 | 15/09/2021 | State Street Bank and Trust and Co | 1 | 1,033 | 0.00 |
| US$ 106,973 | CAD 130,000 | 15/09/2021 | State Street Bank and Trust and Co | 7 | 1,993 | 0.00 |
| US$ 278,867 | £ 200,000 | 15/09/2021 | State Street Bank and Trust and Co | 11 | 2,528 | 0.01 |
| US$ 215,150 | INR 16,060,000 | 15/09/2021 | State Street Bank and Trust and Co | 4 | 1,107 | 0.00 |
| US$ 15,825 | BRL 80,000 | 15/09/2021 | UBS AG | 1 | 28 | 0.00 |
| US$ 30,966 | CLP 22,490,000 | 15/09/2021 | UBS AG | 2 | 141 | 0.00 |
| US$ 274,217 | CHF 250,000 | 15/09/2021 | UBS AG | 14 | 3,204 | 0.01 |

INTERIM REPORT 2021  271
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