A method for producing an annular-shaped cage for a rolling bearing assembly. The method comprises steps of: (a) providing a workpiece contained in a plane having a first side and a second side; (b) forming an annular-shaped cage from the workpiece, the annular-shaped cage having a U-shaped cross section such that portions of the first side of the workpiece face each other; and (c) forming a plurality of windows in the workpiece for receiving and positioning a set of rolling elements.