# EDGAR Filing Document

**Accession Number:** 0001317474
**File Stem:** 0001752724-23-007609
**Filing Date:** 2023-1
**Character Count:** 14512
**Document Hash:** 25b6a81212435a65fd571db21133d96b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-007609.hdr.sgml**: 20230120

**ACCESSION NUMBER**: 0001752724-23-007609

**CONFORMED SUBMISSION TYPE**: NPORT-P/A

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221031

**FILED AS OF DATE**: 20230120

**DATE AS OF CHANGE**: 20230120

**PERIOD START**: 20221031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** NEUBERGER BERMAN ALTERNATIVE FUNDS
- **CENTRAL INDEX KEY:** 0001317474
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P/A
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21715
- **FILM NUMBER:** 23540415

**BUSINESS ADDRESS:**
- **STREET 1:** 1290 AVENUE OF THE AMERICAS
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10104
- **BUSINESS PHONE:** (212) 476-8800

**MAIL ADDRESS:**
- **STREET 1:** 1290 AVENUE OF THE AMERICAS
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10104

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NEUBERGER BERMAN INSTITUTIONAL LIQUIDITY FUNDS
- **DATE OF NAME CHANGE:** 20090601

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LEHMAN BROTHERS INSTITUTIONAL LIQUIDITY FUNDS
- **DATE OF NAME CHANGE:** 20061023

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LEHMAN BROTHERS INVESTOR LIQUIDITY SERIES
- **DATE OF NAME CHANGE:** 20050211

## Series and Classes Contracts Data

### Neuberger Berman U.S. Equity Index PutWrite Strategy Fund (Series ID: S000055088)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000173312 | Class A             | NUPAX           |
| C000173313 | Class C             | NUPCX           |
| C000173314 | Institutional Class | NUPIX           |
| C000173315 | Class R6            | NUPRX           |

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** NEUBERGER BERMAN ALTERNATIVE FUNDS

- **b. Investment Company Act file number:** 811-21715

- **c. CIK number of Registrant:** 0001317474

- **d. LEI of Registrant:** 549300O1DN1L4W2HMC23

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 1290 AVENUE OF THE AMERICAS

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10104

  - **Telephone number:** 212-476-8800

**Item A.2. Information about the Series.**

- **a. Name of Series:** Neuberger Berman U.S. Equity Index PutWrite Strategy Fund

- **b. EDGAR series identifier (if any):** S000055088

- **c. LEI of Series:** 549300EXZFKOKING8C30

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2022-10-31

- **b. Date as of which information is reported:** 2022-10-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $478373690.16

**Total Liabilities:** $5693682.02

**Net Assets:** $472680008.14

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** -407.80000000 | **1-Year:** -7530.67000000 | **5-Year:** -546.29000000 | **10-Year:** 0.02000000 | **30-Year:** 0.02000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000173313 | -3.21%               | -6.27%               | 4.54%                |
| Class ID C000173314 | -3.11%               | -6.09%               | 4.61%                |
| Class ID C000173315 | -3.10%               | -6.15%               | 4.71%                |
| Class ID C000173312 | -3.13%               | -6.12%               | 4.63%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $0.00                    | $-7053770.51                               |
| Month 2  | $-0.20                   | $-2283767.98                               |
| Month 3  | $0.00                    | $-1134660.72                               |

**Designated Index Information**

- **Index Name:** 60% S&P 500, 40% ICE BofAML 1-3 Year US TreasuryIdx

- **Index Identifier:** SPXTR60% ML76T40%

### Schedule of Portfolio Investments

| Name                         | Title                                                      | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                          | S+P 500 INDEX                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |      -226 | NC      | $-1943600.00  | -0.41%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                          | S+P 500 INDEX                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |      -242 | NC      | $-750200.00   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| State Street Global Advisors | State Street Institutional US Government Money Market Fund | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |  22905417 | NS      | $22905417.36  | 4.85%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                          | S+P 500 INDEX                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |      -126 | NC      | $-573930.00   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                          | S+P 500 INDEX                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |       -36 | NC      | $-294660.00   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                          | S+P 500 INDEX                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |       -35 | NC      | $-50575.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                          | S+P 500 INDEX                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |       -12 | NC      | $-33480.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury       | United States Treasury Note/Bond                           | CUSIP: 912828ZD5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  77600000 | PA      | $76511781.06  | 16.19%            | 2023-03-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                          | S+P 500 INDEX                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |       -62 | NC      | $-166780.00   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                          | S+P 500 INDEX                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |       -37 | NC      | $-29230.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                          | S+P 500 INDEX                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |        -6 | NC      | $-15030.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| State Street Global Advisors | State Street Institutional US Government Money Market Fund | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |   5370213 | NS      | $5370212.70   | 1.14%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury       | United States Treasury Note/Bond                           | CUSIP: 91282CAK7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  78400000 | PA      | $75386500.00  | 15.95%            | 2023-09-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury       | United States Treasury Note/Bond                           | CUSIP: 91282CBA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  60700000 | PA      | $57738504.06  | 12.22%            | 2023-12-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| N/A                          | S+P 500 INDEX                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |        -8 | NC      | $-26560.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                          | S+P 500 INDEX                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |       -42 | NC      | $-427560.00   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                          | S+P 500 INDEX                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |       -19 | NC      | $-29355.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                          | S+P 500 INDEX                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |       -17 | NC      | $-28305.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| GS FINANCE CORP              | GS Finance Corp                                            | CUSIP: 36255HA99<br>LEI: 549300FR80KBVO6DRL61 | Long             | DBT              | CORP              | US        |  92226000 | PA      | $75081186.60  | 15.88%            | 2024-02-16      | Fixed         | 25.00%                | No            |                  2 | On Loan: No      |
| United States Treasury       | United States Treasury Note/Bond                           | CUSIP: 912828YW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  76000000 | PA      | $75816208.44  | 16.04%            | 2022-12-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| N/A                          | S+P 500 INDEX                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |      -111 | NC      | $-789210.00   | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury       | United States Treasury Note/Bond                           | CUSIP: 912828ZU7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  89700000 | PA      | $87362894.31  | 18.48%            | 2023-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| N/A                          | S+P 500 INDEX                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |      -126 | NC      | $-24570.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                          | S+P 500 INDEX                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |       -73 | NC      | $-81030.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                          | S+P 500 INDEX                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |        -4 | NC      | $-11160.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                          | S+P 500 INDEX                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |        -7 | NC      | $-2205.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                          | S+P 500 INDEX                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |       -82 | NC      | $-68060.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| State Street Global Advisors | State Street Institutional US Government Money Market Fund | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |   1341402 | NS      | $1341401.65   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-19

**Name of Applicant:** NEUBERGER BERMAN ALTERNATIVE FUNDS

**Signature:** John McGovern

**Name of Signer:** John McGovern

**Title:** Treasurer