# 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
| US$ 45,090 | TRY 410,000 | 15/09/2021 | BNP Paribas | 3 | (309) | (0.00) |
| --- | --- | --- | --- | --- | --- | --- |
| US$ 50,544 | CLP 38,210,000 | 15/09/2021 | BNP Paribas | 1 | (1,827) | (0.00) |
| US$ 79,654 | ILS 260,000 | 17/09/2021 | BNP Paribas | 1 | (211) | (0.00) |
| US$ 24,312 | NOK 210,000 | 15/09/2021 | BNP Paribas | 1 | (100) | (0.00) |
| US$ 22,511 | AUD 30,000 | 15/09/2021 | Citibank NA | 2 | (19) | (0.00) |
| US$ 32,252 | CAD 40,000 | 15/09/2021 | Citibank NA | 1 | (50) | (0.00) |
| US$ 62,764 | NZD 90,000 | 15/09/2021 | Citibank NA | 5 | (108) | (0.00) |
| US$ 42,917 | TRY 390,000 | 15/09/2021 | Citibank NA | 2 | (268) | (0.00) |
| US$ 267,562 | SGD 360,000 | 15/09/2021 | Citibank NA | 3 | (204) | (0.00) |
| US$ 89,199 | INR 6,700,000 | 15/09/2021 | Citibank NA | 2 | (97) | (0.00) |
| US$ 238,500 | KRW 269,800,000 | 15/09/2021 | Citibank NA | 3 | (207) | (0.00) |
| US$ 39,265 | PLN 150,000 | 15/09/2021 | Citibank NA | 1 | (145) | (0.00) |
| US$ 36,860 | ILS 120,000 | 17/09/2021 | Citibank NA | 1 | (1) | (0.00) |
| US$ 167,292 | MXN 3,400,000 | 17/09/2021 | Citibank NA | 1 | (1,786) | (0.00) |
| US$ 27,633 | £ 20,000 | 15/09/2021 | Citibank NA | 1 | (1) | (0.00) |
| US$ 314,131 | HUF 93,400,000 | 15/09/2021 | Citibank NA | 2 | (998) | (0.00) |
| US$ 75,678 | SEK 650,000 | 15/09/2021 | Citibank NA | 1 | (380) | (0.00) |
| US$ 54,378 | CLP 40,060,000 | 15/09/2021 | Citibank NA | 2 | (528) | (0.00) |
| US$ 15,011 | AUD 20,000 | 15/09/2021 | Deutsche Bank AG | 1 | (8) | (0.00) |
| US$ 186,219 | NOK 1,610,000 | 15/09/2021 | Deutsche Bank AG | 4 | (934) | (0.00) |
| US$ 192,800 | CAD 240,000 | 15/09/2021 | Deutsche Bank AG | 2 | (1,009) | (0.00) |
| US$ 103,743 | SEK 890,000 | 15/09/2021 | Deutsche Bank AG | 1 | (399) | (0.00) |
| US$ 16,581 | ¥ 1,840,000 | 15/09/2021 | JPMorgan Chase Bank | 1 | (8) | (0.00) |
| US$ 57,953 | TRY 530,000 | 15/09/2021 | JPMorgan Chase Bank | 2 | (735) | (0.00) |
| US$ 49,788 | PLN 190,000 | 15/09/2021 | JPMorgan Chase Bank | 2 | (132) | (0.00) |
| US$ 12,434 | ZAR 180,000 | 15/09/2021 | JPMorgan Chase Bank | 2 | (49) | (0.00) |
| US$ 206,970 | £ 150,000 | 15/09/2021 | JPMorgan Chase Bank | 1 | (283) | (0.00) |
| US$ 24,265 | NOK 210,000 | 15/09/2021 | JPMorgan Chase Bank | 1 | (147) | (0.00) |
| US$ 56,402 | CAD 70,000 | 15/09/2021 | JPMorgan Chase Bank | 4 | (126) | (0.00) |
| US$ 43,720 | MXN 910,000 | 17/09/2021 | JPMorgan Chase Bank | 1 | (1,533) | (0.00) |
| US$ 43,246 | SEK 370,000 | 15/09/2021 | JPMorgan Chase Bank | 1 | (49) | (0.00) |
| US$ 37,157 | SGD 50,000 | 15/09/2021 | JPMorgan Chase Bank | 1 | (33) | (0.00) |
| US$ 37,483 | AUD 50,000 | 15/09/2021 | JPMorgan Chase Bank | 1 | (67) | (0.00) |
| US$ 155,967 | SGD 210,000 | 15/09/2021 | Royal Bank of Scotland | 1 | (231) | (0.00) |
| US$ 49,961 | CLP 37,490,000 | 15/09/2021 | Royal Bank of Scotland | 1 | (1,424) | (0.00) |
| US$ 349,751 | ILS 1,140,000 | 17/09/2021 | Royal Bank of Scotland | 2 | (426) | (0.00) |
| US$ 472,537 | MXN 9,780,000 | 17/09/2021 | Royal Bank of Scotland | 2 | (13,810) | (0.03) |
| US$ 8,304 | ZAR 120,000 | 15/09/2021 | State Street Bank and Trust and Co | 2 | (18) | (0.00) |

INTERIM REPORT 2021  279
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