Neuberger Berman expands alternative suite with double launch

Both will employ index put writing strategies

Jayna Rana
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Doug Kramer of Neuberger Berman
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Doug Kramer of Neuberger Berman

Neuberger Berman has launched two UCITS funds seeking to generate attractive risk-adjusted returns through harvesting premiums from selling put options.

The two funds, US Equity Index PutWrite and Global Equity Index PutWrite, aim to create these returns by selling put options on US and Global equity indices respectively and conservatively investing the underlying collateral. Volatility levels of these strategies will generally be lower than the underlying equity indices meaning over time, the strategy hopes to achieve exposure to equity-like returns, but with lower volatility and stronger downside protection. Doug Kramer, co-head of quantitative & multi-asset class investments at Neuberger Berman, said: "Even though put options are e...

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