# Neuberger Berman US Equity Index Putwrite Fund (Continued)
## Schedule of Investments

### Financial Assets at Fair Value through Profit or Loss
| Principal Amount | Security Description | Coupon | Maturity Date | Fair Value US$ | % of Net Assets |
| --- | --- | --- | --- | --- | --- |
|  | Government Bonds 81.85% (31 December 2020: 85.29%) |  |  |  |  |
|  | United States Dollar |  |  |  |  |
| 39,600,000 | United States Treasury Note/Bond | 0.50% | 15/03/2023 | 39,806,508 | 10.47 |
| 44,700,000 | United States Treasury Note/Bond | 1.50% | 15/09/2022 | 45,443,836 | 11.96 |
| 44,700,000 | United States Treasury Note/Bond | 1.63% | 15/12/2022 | 45,655,986 | 12.01 |
| 44,800,000 | United States Treasury Note/Bond | 1.75% | 15/06/2022 | 45,507,416 | 11.97 |
| 47,400,000 | United States Treasury Note/Bond | 2.38% | 15/03/2022 | 48,171,949 | 12.68 |
| 48,300,000 | United States Treasury Note/Bond | 2.63% | 15/12/2021 | 48,865,245 | 12.86 |
| 37,400,000 | United States Treasury Note/Bond | 2.75% | 15/09/2021 | 37,608,493 | 9.90 |
|  | Total Government Bonds * |  |  | 311,059,433 | 81.85 |
|  | Total Investments |  |  | 311,059,433 | 81.85 |

Forward Currency Contracts 0.01% (31 December 2020: 5.44%)
| Amount Receivable | Amount Payable | Maturity Date | Counterparty | Contracts | Unrealised Gain US$ | % of Net Assets |
| --- | --- | --- | --- | --- | --- | --- |
| EUR Hedged Classes |  |  |  |  |  |  |
| US$ 1,267,984 | € 1,057,585 | 19/07/2021 | Citibank NA | 1 | 13,342 | 0.00 |
| US$ 1,313,264 | € 1,094,767 | 19/07/2021 | Goldman Sachs International | 3 | 14,512 | 0.01 |
| US$ 1,509,136 | € 1,260,015 | 19/07/2021 | Westpac Banking Corp | 9 | 14,347 | 0.00 |
| GBP Hedged Classes |  |  |  |  |  |  |
| £ 301,584 | US$ 415,258 | 19/07/2021 | Citibank NA | 1 | 1,386 | 0.00 |
| £ 306,864 | US$ 422,391 | 19/07/2021 | Goldman Sachs International | 2 | 1,548 | 0.00 |
| £ 297,083 | US$ 408,798 | 19/07/2021 | Westpac Banking Corp | 1 | 1,628 | 0.00 |
| US$ 4,568 | £ 3,228 | 19/07/2021 | Goldman Sachs International | 1 | 109 | 0.00 |
| US$ 64,950 | £ 46,420 | 19/07/2021 | Westpac Banking Corp | 5 | 820 | 0.00 |
| SGD Hedged Classes |  |  |  |  |  |  |
| SGD 1,657 | US$ 1,232 | 19/07/2021 | Goldman Sachs International | 1 | 1 | 0.00 |
| US$ 3,098 | SGD 4,139 | 19/07/2021 | Goldman Sachs International | 3 | 19 | 0.00 |
| US$ 47,752 | SGD 63,303 | 19/07/2021 | Westpac Banking Corp | 4 | 660 | 0.00 |
| Total Unrealised Gain on Forward Currency Contracts ∞ | 48,372 | 0.01 |
|  | Fair Value US$ | % of Net Assets |
| Total Financial Assets at Fair Value through Profit or Loss | 311,107,805 | 81.86 |

INTERIM REPORT 2021  515
FINANCIAL STATEMENTS SCHEDULE OF INVESTMENTS

Translation (ENDE, 2021-06-30):
# Neuberger Berman US Equity Index Putwrite Fund (Fortsetzung)
## Bilanz
|  |  | Zum | Zum |
| --- | --- | --- | --- |
| Anm. | 30. Juni 2021 | 31. Dezember 2020 |
|  | US$ | US$ |
| Umlaufvermögen |  |  |  |
| Finanzielle Vermögenswerte, erfolgswirksam zum beizulegenden Zeitwert bewertet |  | 311.107.805 | 185.559.079 |
| Barmittel und Barmitteläquivalente | 2 | 61.005.085 | 30.277.496 |
| Forderungen aus Wertpapierverkäufen |  | 468.268 | 516.175 |
| Forderungen aus ausgegebenen Anteilen |  | 9.815.066 | 180.010 |
| Ertragsforderungen und sonstiges Vermögen |  | 1.004.725 | 639.516 |
| Vermögenswerte insgesamt |  | 383.400.949 | 217.172.276 |
|  |  |  |  |
| Kurzfristige Verbindlichkeiten |  |  |  |
| Finanzielle Verbindlichkeiten, erfolgswirksam zum beizulegenden Zeitwert bewertet |  | 2.478.005 | 12.380.414 |
| Verbindlichkeiten aus zurückgenommenen Anteilen |  | 633.492 | 80.847 |
| Antizipative Passiva |  | 194.223 | 98.451 |
| Verbindlichkeiten aus Wertpapierkäufen |  | 9.778 | 73.495 |
| Sonstige Verbindlichkeiten |  | 44.395 | 14.900 |
| Verbindlichkeiten (ohne das auf Inhaber rückzahlbarer, gewinnberechtigter Anteile entfallende	3.359.893	12.648.107 |
| Nettovermögen) |  |  |
|  |  |  |
| Auf Inhaber rückzahlbarer, gewinnberechtigter Anteile entfallendes Nettovermögen | 380.041.056 | 204.524.169 |

Die Anmerkungen im Anhang sind wesentlicher Bestandteil des Halbjahresabschlusses.
512  NEUBERGER BERMAN INVESTMENT FUNDS PLC
GEWINN- UND VERLUSTRECHNUNG HALBJAHRESABSCHLUSS