0001752724-21-272862.txt : 20211216
0001752724-21-272862.hdr.sgml : 20211216
20211216125036
ACCESSION NUMBER: 0001752724-21-272862
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20211031
FILED AS OF DATE: 20211216
PERIOD START: 20211031
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
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-21715
FILM NUMBER: 211497048
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
0001317474
S000055088
Neuberger Berman U.S. Equity Index PutWrite Strategy Fund
C000173312
Class A
NUPAX
C000173313
Class C
NUPCX
C000173314
Institutional Class
NUPIX
C000173315
Class R6
NUPRX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001317474
XXXXXXXX
S000055088
C000173313
C000173314
C000173315
C000173312
NEUBERGER BERMAN ALTERNATIVE FUNDS
811-21715
0001317474
549300O1DN1L4W2HMC23
1290 AVENUE OF THE AMERICAS
NEW YORK
10104
212-476-8800
Neuberger Berman U.S. Equity Index PutWrite Strategy Fund
S000055088
549300EXZFKOKING8C30
2021-10-31
2021-10-31
N
499063691.39
3252213.75
495811477.64
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
USD
N
N/A
N/A
RUSSELL 2000 INDEX
000000000
-11.00000000
NC
USD
-77.00000000
-0.00001553009
N/A
DE
US
N
1
Citibank Global Markets Inc.
549300EXZFKOKING8C30
Put
Written
Russell 2000 Index
RTY Index
100.00000000
2280.00000000
USD
2021-10-29
XXXX
59427.50000000
N
N
N
N/A
N/A
RUSSELL 2000 INDEX
000000000
-5.00000000
NC
USD
-25.00000000
-0.00000504223
N/A
DE
US
N
1
Citibank Global Markets Inc.
549300EXZFKOKING8C30
Put
Written
Russell 2000 Index
RTY Index
100.00000000
2250.00000000
USD
2021-10-29
XXXX
28622.50000000
N
N
N
N/A
N/A
S+P 500 INDEX
000000000
-48.00000000
NC
USD
-10680.00000000
-0.00215404452
N/A
DE
US
N
1
Citibank Global Markets Inc.
549300EXZFKOKING8C30
Put
Written
S&P 500 Index
SPX INDEX
100.00000000
4420.00000000
USD
2021-11-05
XXXX
356678.22000000
N
N
N
N/A
N/A
RUSSELL 2000 INDEX
000000000
-29.00000000
NC
USD
-104980.00000000
-0.02117337026
N/A
DE
US
N
1
Citibank Global Markets Inc.
549300EXZFKOKING8C30
Put
Written
Russell 2000 Index
RTY INDEX
100.00000000
2290.00000000
USD
2021-11-19
XXXX
24420.50000000
N
N
N
N/A
N/A
S+P 500 INDEX
000000000
-57.00000000
NC
USD
-312645.00000000
-0.06305723326
N/A
DE
US
N
1
Citibank Global Markets Inc.
549300EXZFKOKING8C30
Put
Written
S&P 500 Index
SPX INDEX
100.00000000
4585.00000000
USD
2021-11-26
XXXX
73159.50000000
N
N
N
N/A
N/A
S+P 500 INDEX
000000000
-1.00000000
NC
USD
-835.00000000
-0.00016841078
N/A
DE
US
N
1
Citibank Global Markets Inc.
549300EXZFKOKING8C30
Put
Written
S&P 500 Index
SPX INDEX
100.00000000
4390.00000000
USD
2021-11-12
XXXX
8081.69000000
N
N
N
N/A
N/A
S+P 500 INDEX
000000000
-61.00000000
NC
USD
-74115.00000000
-0.01494822192
N/A
DE
US
N
1
Citibank Global Markets Inc.
549300EXZFKOKING8C30
Put
Written
S&P 500 Index
SPX INDEX
100.00000000
4550.00000000
USD
2021-11-05
XXXX
101168.50000000
N
N
N
N/A
N/A
RUSSELL 2000 INDEX
000000000
-73.00000000
NC
USD
-46355.00000000
-0.00934931966
N/A
DE
US
N
1
Citibank Global Markets Inc.
549300EXZFKOKING8C30
Put
Written
Russell 2000 Index
RTY INDEX
100.00000000
2240.00000000
USD
2021-11-05
XXXX
344065.31000000
N
N
N
N/A
N/A
S+P 500 INDEX
000000000
-46.00000000
NC
USD
-69230.00000000
-0.01396296841
N/A
DE
US
N
1
Citibank Global Markets Inc.
549300EXZFKOKING8C30
Put
Written
S&P 500 Index
SPX INDEX
100.00000000
4565.00000000
USD
2021-11-05
XXXX
55361.00000000
N
N
N
N/A
N/A
S+P 500 INDEX
000000000
-19.00000000
NC
USD
-65645.00000000
-0.01323991132
N/A
DE
US
N
1
Citibank Global Markets Inc.
549300EXZFKOKING8C30
Put
Written
S&P 500 Index
SPX INDEX
100.00000000
4540.00000000
USD
2021-11-19
XXXX
48451.93000000
N
N
N
N/A
N/A
S+P 500 INDEX
000000000
-104.00000000
NC
USD
-70200.00000000
-0.01415860728
N/A
DE
US
N
1
Citibank Global Markets Inc.
549300EXZFKOKING8C30
Put
Written
S&P 500 Index
SPX INDEX
100.00000000
4355.00000000
USD
2021-11-12
XXXX
826590.53000000
N
N
N
N/A
N/A
S+P 500 INDEX
000000000
-15.00000000
NC
USD
-17025.00000000
-0.00343376480
N/A
DE
US
N
1
Citibank Global Markets Inc.
549300EXZFKOKING8C30
Put
Written
S&P 500 Index
SPX Index
100.00000000
4545.00000000
USD
2021-11-05
XXXX
27147.92000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128286H8
58500000.00000000
PA
USD
58991308.74000000
11.89793125015
Long
DBT
UST
US
N
2
2022-03-15
Fixed
2.38000000
N
N
N
N
N
N
N/A
N/A
S+P 500 INDEX
000000000
-95.00000000
NC
USD
-465975.00000000
-0.09398229387
N/A
DE
US
N
1
Citibank Global Markets Inc.
549300EXZFKOKING8C30
Put
Written
S&P 500 Index
SPX INDEX
100.00000000
4565.00000000
USD
2021-11-26
XXXX
168221.21000000
N
N
N
N/A
N/A
S+P 500 INDEX
000000000
-6.00000000
NC
USD
-4770.00000000
-0.00096205921
N/A
DE
US
N
1
Citibank Global Markets Inc.
549300EXZFKOKING8C30
Put
Written
S&P 500 Index
SPX INDEX
100.00000000
4520.00000000
USD
2021-11-05
XXXX
14285.71000000
N
N
N
N/A
N/A
S+P 500 INDEX
000000000
-19.00000000
NC
USD
-95.00000000
-0.00001916050
N/A
DE
US
N
1
Citibank Global Markets Inc.
549300EXZFKOKING8C30
Put
Written
S&P 500 Index
SPX INDEX
100.00000000
4515.00000000
USD
2021-10-29
XXXX
35057.73000000
N
N
N
N/A
N/A
S+P 500 INDEX
000000000
-26.00000000
NC
USD
-134810.00000000
-0.02718976991
N/A
DE
US
N
1
Citibank Global Markets Inc.
549300EXZFKOKING8C30
Put
Written
S&P 500 Index
SPX INDEX
100.00000000
4575.00000000
USD
2021-11-26
XXXX
42711.82000000
N
N
N
N/A
N/A
S+P 500 INDEX
000000000
-27.00000000
NC
USD
-78570.00000000
-0.01584674892
N/A
DE
US
N
1
Citibank Global Markets Inc.
549300EXZFKOKING8C30
Put
Written
S&P 500 Index
SPX INDEX
100.00000000
4565.00000000
USD
2021-11-12
XXXX
31009.50000000
N
N
N
N/A
N/A
S+P 500 INDEX
000000000
-27.00000000
NC
USD
-135.00000000
-0.00002722809
N/A
DE
US
N
1
Citibank Global Markets Inc.
549300EXZFKOKING8C30
Put
Written
S&P 500 Index
SPX INDEX
100.00000000
4505.00000000
USD
2021-10-29
XXXX
57334.50000000
N
N
N
N/A
N/A
S+P 500 INDEX
000000000
-57.00000000
NC
USD
-78090.00000000
-0.01574993793
N/A
DE
US
N
1
Citibank Global Markets Inc.
549300EXZFKOKING8C30
Put
Written
S&P 500 Index
SPX INDEX
100.00000000
4465.00000000
USD
2021-11-12
XXXX
258219.40000000
N
N
N
N/A
N/A
S+P 500 INDEX
000000000
-12.00000000
NC
USD
-51600.00000000
-0.01040718142
N/A
DE
US
N
1
Citibank Global Markets Inc.
549300EXZFKOKING8C30
Put
Written
S&P 500 Index
SPX INDEX
100.00000000
4540.00000000
USD
2021-11-26
XXXX
31217.72000000
N
N
N
N/A
N/A
S+P 500 INDEX
000000000
-61.00000000
NC
USD
-182085.00000000
-0.03672464398
N/A
DE
US
N
1
Citibank Global Markets Inc.
549300EXZFKOKING8C30
Put
Written
S&P 500 Index
SPX INDEX
100.00000000
4515.00000000
USD
2021-11-19
XXXX
211151.50000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZD5
59600000.00000000
PA
USD
59751327.98000000
12.05121919815
Long
DBT
UST
US
N
2
2023-03-15
Fixed
0.50000000
N
N
N
N
N
N
N/A
N/A
RUSSELL 2000 INDEX
000000000
-1.00000000
NC
USD
-3095.00000000
-0.00062422919
N/A
DE
US
N
1
Citibank Global Markets Inc.
549300EXZFKOKING8C30
Put
Written
Russell 2000 Index
RTY INDEX
100.00000000
2255.00000000
USD
2021-11-26
XXXX
1754.50000000
N
N
N
N/A
N/A
S+P 500 INDEX
000000000
-10.00000000
NC
USD
-6450.00000000
-0.00130089767
N/A
DE
US
N
1
Citibank Global Markets Inc.
549300EXZFKOKING8C30
Put
Written
S&P 500 Index
SPX INDEX
100.00000000
4505.00000000
USD
2021-11-05
XXXX
27880.70000000
N
N
N
N/A
N/A
S+P 500 INDEX
000000000
-27.00000000
NC
USD
-17685.00000000
-0.00356687991
N/A
DE
US
N
1
Citibank Global Markets Inc.
549300EXZFKOKING8C30
Put
Written
S&P 500 Index
SPX INDEX
100.00000000
4350.00000000
USD
2021-11-12
XXXX
196565.74000000
N
N
N
N/A
N/A
S+P 500 INDEX
000000000
-62.00000000
NC
USD
-196230.00000000
-0.03957754284
N/A
DE
US
N
1
Citibank Global Markets Inc.
549300EXZFKOKING8C30
Put
Written
S&P 500 Index
SPX INDEX
100.00000000
4525.00000000
USD
2021-11-19
XXXX
184977.00000000
N
N
N
N/A
N/A
RUSSELL 2000 INDEX
000000000
-40.00000000
NC
USD
-100600.00000000
-0.02028996998
N/A
DE
US
N
1
Citibank Global Markets Inc.
549300EXZFKOKING8C30
Put
Written
Russell 2000 Index
RTY INDEX
100.00000000
2280.00000000
USD
2021-11-12
XXXX
74281.33000000
N
N
N
State Street Global Advisors
549300BZ5TGIFZUZDZ37
State Street Institutional US Government Money Market Fund
857492706
20958184.67000000
NS
USD
20958184.67000000
4.227047096561
Long
STIV
RF
US
N
2
N
N
N
N/A
N/A
S+P 500 INDEX
000000000
-12.00000000
NC
USD
-8940.00000000
-0.00180310468
N/A
DE
US
N
1
Citibank Global Markets Inc.
549300EXZFKOKING8C30
Put
Written
S&P 500 Index
SPX INDEX
100.00000000
4515.00000000
USD
2021-11-05
XXXX
30174.00000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAK7
60400000.00000000
PA
USD
60015421.72000000
12.10448414902
Long
DBT
UST
US
N
2
2023-09-15
Fixed
0.13000000
N
N
N
N
N
N
N/A
N/A
RUSSELL 2000 INDEX
000000000
-5.00000000
NC
USD
-20500.00000000
-0.00413463603
N/A
DE
US
N
1
Citibank Global Markets Inc.
549300EXZFKOKING8C30
Put
Written
Russell 2000 Index
RTY INDEX
100.00000000
2285.00000000
USD
2021-11-26
XXXX
2447.50000000
N
N
N
N/A
N/A
S+P 500 INDEX
000000000
-58.00000000
NC
USD
-138910.00000000
-0.02801669712
N/A
DE
US
N
1
Citibank Global Markets Inc.
549300EXZFKOKING8C30
Put
Written
S&P 500 Index
SPX INDEX
100.00000000
4475.00000000
USD
2021-11-19
XXXX
246100.42000000
N
N
N
N/A
N/A
S+P 500 INDEX
000000000
-28.00000000
NC
USD
-93940.00000000
-0.01894671749
N/A
DE
US
N
1
Citibank Global Markets Inc.
549300EXZFKOKING8C30
Put
Written
S&P 500 Index
SPX INDEX
100.00000000
4535.00000000
USD
2021-11-19
XXXX
76103.83000000
N
N
N
N/A
N/A
S+P 500 INDEX
000000000
-30.00000000
NC
USD
-39150.00000000
-0.00789614637
N/A
DE
US
N
1
Citibank Global Markets Inc.
549300EXZFKOKING8C30
Put
Written
S&P 500 Index
SPX INDEX
100.00000000
4555.00000000
USD
2021-11-05
XXXX
51744.91000000
N
N
N
N/A
N/A
S+P 500 INDEX
000000000
-10.00000000
NC
USD
-50.00000000
-0.00001008447
N/A
DE
US
N
1
Citibank Global Markets Inc.
549300EXZFKOKING8C30
Put
Written
S&P 500 Index
SPX INDEX
100.00000000
4520.00000000
USD
2021-10-29
XXXX
17347.91000000
N
N
N
N/A
N/A
RUSSELL 2000 INDEX
000000000
-39.00000000
NC
USD
-85215.00000000
-0.01718697606
N/A
DE
US
N
1
Citibank Global Markets Inc.
549300EXZFKOKING8C30
Put
Written
Russell 2000 Index
RTY INDEX
100.00000000
2270.00000000
USD
2021-11-12
XXXX
94727.10000000
N
N
N
N/A
N/A
RUSSELL 2000 INDEX
000000000
-27.00000000
NC
USD
-139860.00000000
-0.02820830220
N/A
DE
US
N
1
Citibank Global Markets Inc.
549300EXZFKOKING8C30
Put
Written
Russell 2000 Index
RTY INDEX
100.00000000
2310.00000000
USD
2021-11-26
XXXX
-10067.03000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YW4
54600000.00000000
PA
USD
55461656.25000000
11.18603718372
Long
DBT
UST
US
N
2
2022-12-15
Fixed
1.63000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZU7
59600000.00000000
PA
USD
59467297.02000000
11.99393311809
Long
DBT
UST
US
N
2
2023-06-15
Fixed
0.25000000
N
N
N
N
N
N
N/A
N/A
RUSSELL 2000 INDEX
000000000
-14.00000000
NC
USD
-42.00000000
-0.00000847096
N/A
DE
US
N
1
Citibank Global Markets Inc.
549300EXZFKOKING8C30
Put
Written
Russell 2000 Index
RTY INDEX
100.00000000
2270.00000000
USD
2021-10-29
XXXX
16258.41000000
N
N
N
N/A
N/A
RUSSELL 2000 INDEX
000000000
-5.00000000
NC
USD
-5.00000000
-0.00000100844
N/A
DE
US
N
1
Citibank Global Markets Inc.
549300EXZFKOKING8C30
Put
Written
Russell 2000 Index
RTY Index
100.00000000
2220.00000000
USD
2021-10-29
XXXX
29827.65000000
N
N
N
N/A
N/A
S+P 500 INDEX
000000000
-12.00000000
NC
USD
-13380.00000000
-0.00269860634
N/A
DE
US
N
1
Citibank Global Markets Inc.
549300EXZFKOKING8C30
Put
Written
S&P 500 Index
SPX INDEX
100.00000000
4435.00000000
USD
2021-11-12
XXXX
66152.61000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YF1
54600000.00000000
PA
USD
55244109.65000000
11.14216030515
Long
DBT
UST
US
N
2
2022-09-15
Fixed
1.50000000
N
N
N
N
N
N
N/A
N/A
RUSSELL 2000 INDEX
000000000
-3.00000000
NC
USD
-1020.00000000
-0.00020572335
N/A
DE
US
N
1
Citibank Global Markets Inc.
549300EXZFKOKING8C30
Put
Written
Russell 2000 Index
RTY INDEX
100.00000000
2210.00000000
USD
2021-11-05
XXXX
16738.50000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128286Y1
53800000.00000000
PA
USD
54350609.64000000
10.96195067905
Long
DBT
UST
US
N
2
2022-06-15
Fixed
1.75000000
N
N
N
N
N
N
N/A
N/A
RUSSELL 2000 INDEX
000000000
-5.00000000
NC
USD
-14450.00000000
-0.00291441417
N/A
DE
US
N
1
Citibank Global Markets Inc.
549300EXZFKOKING8C30
Put
Written
Russell 2000 Index
RTY INDEX
100.00000000
2270.00000000
USD
2021-11-19
XXXX
10347.50000000
N
N
N
State Street Global Advisors
549300BZ5TGIFZUZDZ37
State Street Institutional US Government Money Market Fund
857492706
25155939.46000000
NS
USD
25155939.46000000
5.073690423573
Long
STIV
RF
US
N
2
N
N
N
N/A
N/A
RUSSELL 2000 INDEX
000000000
-15.00000000
NC
USD
-70800.00000000
-0.01427962102
N/A
DE
US
N
1
Citibank Global Markets Inc.
549300EXZFKOKING8C30
Put
Written
Russell 2000 Index
RTY INDEX
100.00000000
2300.00000000
USD
2021-11-26
XXXX
2911.73000000
N
N
N
N/A
N/A
RUSSELL 2000 INDEX
000000000
-48.00000000
NC
USD
-155520.00000000
-0.03136676075
N/A
DE
US
N
1
Citibank Global Markets Inc.
549300EXZFKOKING8C30
Put
Written
Russell 2000 Index
RTY INDEX
100.00000000
2280.00000000
USD
2021-11-19
XXXX
47281.00000000
N
N
N
N/A
N/A
S+P 500 INDEX
000000000
-6.00000000
NC
USD
-13620.00000000
-0.00274701184
N/A
DE
US
N
1
Citibank Global Markets Inc.
549300EXZFKOKING8C30
Put
Written
S&P 500 Index
SPX INDEX
100.00000000
4465.00000000
USD
2021-11-19
XXXX
28017.00000000
N
N
N
N/A
N/A
RUSSELL 2000 INDEX
000000000
-6.00000000
NC
USD
-2760.00000000
-0.00055666319
N/A
DE
US
N
1
Citibank Global Markets Inc.
549300EXZFKOKING8C30
Put
Written
Russell 2000 Index
RTY INDEX
100.00000000
2225.00000000
USD
2021-11-05
XXXX
34277.00000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128285R7
47900000.00000000
PA
USD
48045268.25000000
9.690229132792
Long
DBT
UST
US
N
2
2021-12-15
Fixed
2.63000000
N
N
N
N
N
N
N/A
N/A
S+P 500 INDEX
000000000
-9.00000000
NC
USD
-7785.00000000
-0.00157015324
N/A
DE
US
N
1
Citibank Global Markets Inc.
549300EXZFKOKING8C30
Put
Written
S&P 500 Index
SPX INDEX
100.00000000
4395.00000000
USD
2021-11-12
XXXX
72751.50000000
N
N
N
N/A
N/A
RUSSELL 2000 INDEX
000000000
-1.00000000
NC
USD
-370.00000000
-0.00007462513
N/A
DE
US
N
1
Citibank Global Markets Inc.
549300EXZFKOKING8C30
Put
Written
Russell 2000 Index
RTY INDEX
100.00000000
2215.00000000
USD
2021-11-05
XXXX
6519.50000000
N
N
N
N/A
N/A
RUSSELL 2000 INDEX
000000000
-2.00000000
NC
USD
-2670.00000000
-0.00053851113
N/A
DE
US
N
1
Citibank Global Markets Inc.
549300EXZFKOKING8C30
Put
Written
Russell 2000 Index
RTY INDEX
100.00000000
2235.00000000
USD
2021-11-12
XXXX
8849.00000000
N
N
N
2021-11-22
NEUBERGER BERMAN ALTERNATIVE FUNDS
John McGovern
John McGovern
Treasurer