# Neuberger Berman Short Duration High Yield Bond Fund (Continued)
## Schedule of Investments (Continued)

### Financial Assets at Fair Value through Profit or Loss (continued)
Forward Currency Contracts 0.15% (31 December 2020: 2.24%) (continued)
| Amount Receivable JPY Hedged Classes | Amount Payable | Maturity Date | Counterparty | Contracts | Unrealised Gain US$ | % of Net Assets |
| --- | --- | --- | --- | --- | --- | --- |
| US$ 16,770 | ¥ 1,825,081 | 19/07/2021 | Goldman Sachs International | 1 | 324 | 0.00 |
| US$ 16,753 | ¥ 1,825,080 | 19/07/2021 | UBS AG | 1 | 307 | 0.00 |
| US$ 23,115,226 | ¥ 2,552,797,839 | 19/07/2021 | Westpac Banking Corp | 3 | 111,770 | 0.02 |
| SGD Hedged Classes |  |  |  |  |  |  |
| SGD 6,496 | US$ 4,828 | 19/07/2021 | Westpac Banking Corp | 2 | 5 | 0.00 |
| US$ 122,376 | SGD 163,616 | 19/07/2021 | Goldman Sachs International | 1 | 660 | 0.00 |
| US$ 122,366 | SGD 163,616 | 19/07/2021 | UBS AG | 1 | 651 | 0.00 |
| US$ 139,519 | SGD 186,502 | 19/07/2021 | Westpac Banking Corp | 7 | 780 | 0.00 |
| Total Unrealised Gain on Forward Currency Contracts ∞ | 988,775 | 0.15 |
|  | Fair Value US$ | % of Net Assets |
| Total Financial Assets at Fair Value through Profit or Loss | 646,355,725 | 98.06 |
| Financial Liabilities at Fair Value through Profit or Loss |  |  |
| Forward Currency Contracts (0.85%) (31 December 2020: (0.35%)) |  |  |

| Amount Receivable | Amount Payable | Maturity Date | Counterparty | Contracts | Unrealised Loss US$ | % of Net Assets |
| --- | --- | --- | --- | --- | --- | --- |
| US$ 2,711,355 | £ 1,966,317 | 19/07/2021 | UBS AG | 1 | (5,150) | (0.00) |
| AUD Hedged Classes |  |  |  |  |  |  |
| AUD 163,710 | US$ 125,865 | 19/07/2021 | Goldman Sachs International | 1 | (2,948) | (0.00) |
| AUD 163,710 | US$ 125,857 | 19/07/2021 | UBS AG | 1 | (2,941) | (0.00) |
| AUD 212,431 | US$ 163,559 | 19/07/2021 | Westpac Banking Corp | 6 | (4,063) | (0.00) |
| CHF Hedged Classes |  |  |  |  |  |  |
| CHF 987,261 | US$ 1,073,498 | 19/07/2021 | Goldman Sachs International | 4 | (4,945) | (0.00) |
| CHF 961,533 | US$ 1,045,183 | 19/07/2021 | UBS AG | 1 | (4,476) | (0.00) |
| CHF 959,091 | US$ 1,042,506 | 19/07/2021 | Westpac Banking Corp | 4 | (4,442) | (0.00) |
| CNY Hedged Classes |  |  |  |  |  |  |
| US$ 27,037 | CNY 177,854 | 19/07/2021 | Goldman Sachs International | 1 | (456) | (0.00) |
| US$ 27,037 | CNY 177,854 | 19/07/2021 | UBS AG | 1 | (456) | (0.00) |
| US$ 26,622 | CNY 175,200 | 19/07/2021 | Westpac Banking Corp | 1 | (460) | (0.00) |
| EUR Hedged Classes |  |  |  |  |  |  |
| € 39,822,794 | US$ 47,752,403 | 19/07/2021 | Goldman Sachs International | 2 | (509,553) | (0.08) |
| € 39,778,097 | US$ 47,666,797 | 19/07/2021 | UBS AG | 2 | (476,972) | (0.07) |
| € 48,069,437 | US$ 57,695,523 | 19/07/2021 | Westpac Banking Corp | 46 | (669,461) | (0.10) |

INTERIM REPORT 2021  101
FINANCIAL STATEMENTS SCHEDULE OF INVESTMENTS

Translation (ENDE, 2021-06-30):
# Neuberger Berman Short Duration High Yield Bond Fund (Fortsetzung)
## Bilanz
|  |  | Zum | Zum |
| --- | --- | --- | --- |
| Anm. | 30. Juni 2021 | 31. Dezember 2020 |
|  | US$ | US$ |
| Umlaufvermögen |  |  |  |
| Finanzielle Vermögenswerte, erfolgswirksam zum beizulegenden Zeitwert bewertet |  | 646.355.725 | 892.700.016 |
| Barmittel und Barmitteläquivalente | 2 | 22.696.364 | 33.377.166 |
| Forderungen aus Wertpapierverkäufen |  | 16.267.272 | 9.335.519 |
| Forderungen aus ausgegebenen Anteilen |  | 983.791 | 330.978 |
| Ertragsforderungen und sonstiges Vermögen |  | 9.047.853 | 11.540.237 |
| Vermögenswerte insgesamt |  | 695.351.005 | 947.283.916 |
|  |  |  |  |
| Kurzfristige Verbindlichkeiten |  |  |  |
| Finanzielle Verbindlichkeiten, erfolgswirksam zum beizulegenden Zeitwert bewertet |  | 5.619.042 | 3.224.432 |
| Verbindlichkeiten aus zurückgenommenen Anteilen |  | 23.361.378 | 127.119 |
| Antizipative Passiva |  | 502.023 | 590.192 |
| Verbindlichkeiten aus Wertpapierkäufen |  | 6.625.042 | 15.523.047 |
| Sonstige Verbindlichkeiten |  | 117.671 | 90.837 |
| Verbindlichkeiten (ohne das auf Inhaber rückzahlbarer, gewinnberechtigter Anteile entfallende	36.225.156	19.555.627 |
| Nettovermögen) |  |  |
|  |  |  |
| Auf Inhaber rückzahlbarer, gewinnberechtigter Anteile entfallendes Nettovermögen | 659.125.849 | 927.728.289 |

Die Anmerkungen im Anhang sind wesentlicher Bestandteil des Halbjahresabschlusses.
HALBJAHRESBERICHT 2021 91
HALBJAHRESABSCHLUSS GEWINN- UND VERLUSTRECHNUNG