Skip to content
Select Your Location
View available investments and insights in your market
Americas
Europe and the Middle East
Asia Pacific

Taxable Cash Management and Short Duration

The content you are trying to access is not available for the global audience. It is available in United States.
Institutional Strategy > Fixed Income > Taxable Cash Management and Short Duration

Taxable Cash Management and Short Duration

Highly customized, actively managed strategies that seek to produce consistent, solid returns using a conservative, consistently applied, risk-managed approach

  • Seeks to add long-term value via sector rotation, security selection and duration management
  • Highly diversified portfolios constructed to maximize yield, while minimizing the impact of any single credit event
  • Investment insights applied through a risk-controlled framework

Overview

Investment Philosophy

Three questions drive our investing framework, enabling us to exploit mispricing opportunities with conviction

  • What is the market's expectation? - market's risk/reward tradeoff as expressed in asset's price
  • Where do we have investment insight? - our differentiated view and the implications for the asset's price
  • How confident are we on our views? - our conviction level
 

Investment Process

Investments are primarily selected by measuring sensitivity and correlation to changes in long-term inflation expectations

 
 
 
 
 

1. Sector Research & Valuation

We use insights gained from proprietary fundamental and quantitative research to uncover, analyze and seek to capitalize on market opportunities.

2. Portfolio Strategy and Risk Budgeting

Internally generated expected return forecasts of asset classes lead directly to developing strategy and risk budgets.

3. Issue Selection

Proprietary analytical tools complement our ability to identify, select and monitor portfolio positions.

4. Risk Management

Risk control is fully integrated into every step of our investment process. We utilize a proprietary risk management framework in building and managing the risk budget of our portfolio.

5. Portfolio Construction

Our portfolio seeks to achieve maximum information ratio.

Management

Thomas A. Sontag
Head of Global Securitized & Structured Products
38 Years of industry experience
16 Years with Neuberger Berman
Michael Foster
Senior Portfolio Manager
25 Years of industry experience
22 Years with Neuberger Berman
Matthew McGinnis
Portfolio Manager
13 Years of industry experience
13 Years with Neuberger Berman