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

### Financial Assets at Fair Value through Profit or Loss (continued)
Futures Contracts 0.54% (31 December 2020: 0.12%)
| Number of Contracts | Description | Unrealised Gain US$ | % of Net Assets |
| --- | --- | --- | --- |
| (44) | Australian Dollar Currency Future September 2021 | 109,414 | 0.21 |
| (8) | Bankers Acceptance Future June 2022 | 293 | 0.00 |
| (1) | British Pound Currency Future September 2021 | 2,362 | 0.01 |
| (6) | Canadian Dollar Currency Future September 2021 | 12,589 | 0.02 |
| 1 | E-mini Russell 2000 Index Future September 2021 | 3,130 | 0.01 |
| (30) | Euro FX Currency Future September 2021 | 125,047 | 0.23 |
| (1) | Japanese Yen Currency Future September 2021 | 1,680 | 0.00 |
| (4) | Mexican Peso Currency Future September 2021 | 1,300 | 0.00 |
| 2 | Nasdaq 100 E-mini Future September 2021 | 18,082 | 0.03 |
| (3) | South African Rand Currency (CME) Future September 2021 | 5,325 | 0.01 |
| 1 | Swedish Krona Currency Future September 2021 | 3,659 | 0.01 |
| 3 | US Treasury 10-Year Note (CBT) Future September 2021 | 484 | 0.00 |
| 3 | US Treasury Long Bond (CBT) Future September 2021 | 5,219 | 0.01 |

Total Unrealised Gain on Futures Contracts ±	288,584	0.54
Contracts for Differences 2.37% (31 December 2020: 2.72%)
| Units | Security Description | Counterparty | Unrealised Gain US$ | % of Net Assets |
| --- | --- | --- | --- | --- |
| 31 | Amazon.com Inc | JPMorgan Chase Bank | 41,473 | 0.08 |
| 5,515 | American International Group Inc | JPMorgan Chase Bank | 29,746 | 0.05 |
| 2,170 | Amundi SA | Morgan Stanley | 67,274 | 0.13 |
| 3,294 | Arrow Global Group Plc | JPMorgan Chase Bank | 55 | 0.00 |
| 2,243 | Ashland Global Holdings Inc | JPMorgan Chase Bank | 3,304 | 0.01 |
| 729 | Aspen Pharmacare Holding | Morgan Stanley | 1,834 | 0.00 |
| (5,559) | AT&T Inc | JPMorgan Chase Bank | 2,885 | 0.01 |
| 10,811 | Atrium European Real Estate Inc | JPMorgan Chase Bank | 6,748 | 0.01 |
| 7,044 | Avantor Inc | JPMorgan Chase Bank | 64,475 | 0.12 |
| 5 | Booking Holdings Inc | JPMorgan Chase Bank | 199 | 0.00 |
| 123 | Croda International Plc | Morgan Stanley | 5,645 | 0.01 |
| 676 | Crown Resorts Ltd | JPMorgan Chase Bank | 2 | 0.00 |
| 669 | Danaher Corp | JPMorgan Chase Bank | 62,412 | 0.12 |
| 4,585 | Dialog Semiconductor Plc | JPMorgan Chase Bank | 3,065 | 0.01 |
| (523) | Digital Realty Trust Inc | JPMorgan Chase Bank | 954 | 0.00 |
| (1,266) | Discovery Communications Inc | JPMorgan Chase Bank | 34,426 | 0.06 |
| 1,829 | Elis SA | Morgan Stanley | 3,112 | 0.01 |
| (3,925) | Engie SA | Morgan Stanley | 526 | 0.00 |
| 80 | Enphase Energy Inc | JPMorgan Chase Bank | 2,926 | 0.01 |
| 334 | Enphase Energy Plc | Morgan Stanley | 3,551 | 0.01 |
| 226 | Eurofins Scientific | Morgan Stanley | 14,550 | 0.03 |

INTERIM REPORT 2021  273
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