1 World Financial Center, 37th floor, 200 Liberty St., New York, N.Y. 10281-1098; phone: (212) 374-7383; fax: (212) 786-3098
Oppenheimer Capital uses stock index futures; exchange-traded stock index options; and individual stock options.
Derivatives are used in options overlay; hedging; securitizing cash into equities or fixed income; and enhanced indexing (alpha transportation) strategies.
The institutional client contact is Eugene Brody at (212) 667-7504.
OSV Partners
1 International Place, Boston, Mass. 02110; phone: (617) 342-6979; fax: (617) 342-6977
OSV Partners uses OTC currency forwards and swaps in currency overlay strategies.
The institutional client contact is Christopher J. Carey.
Pacific Investment
Management Co.
840 Newport Center Drive, Newport Beach, Calif. 92660; phone: (714) 640-3031; fax: (714) 759-7578
Pacific Investment Management Co. uses stock index futures and exchange-traded stock index options.
Derivatives are used in synthetic indexing; hedging; and enhanced indexing (alpha transportation) strategies.
The institutional client contact is Brent Harris.
PanAgora Asset
Management
260 Franklin St., 22nd floor, Boston, Mass. 02110; phone: (617) 439-6300; fax: (617) 439-6675
PanAgora Asset Management uses stock index futures; stock index futures options; exchange-traded stock index options; individual stock options; fixed income futures; fixed income futures options; and OTC currency forwards.
Derivatives are used in synthetic indexing; currency overlay; hedging; securitizing cash into equities or fixed income; domestic and global/international TAA; and enhanced indexing (alpha transportation) strategies.
The institutional client contact is Robert Casey.
Pareto Partners
505 Park Ave., 12th floor, New York, N.Y. 10022; phone: (212) 527-1800; fax: (212) 527-1818
Pareto Partners uses OTC currency forwards and swaps in currency overlay strategies.
The institutional client contact is Lynne S. Minard.
PCM International Inc.
820 Morris Turnpike, Suite 102, Short Hills, N.J. 07078; phone: (201) 912-7500; fax: (201) 912-7549
PCM International Inc. uses OTC equity options and OTC currency forwards and swaps in hedging strategies.
The institutional client contact is Jeffrey S. Kutler.
100 E. Pratt St., Baltimore, Md. 21202; phone: (410) 547-2000; fax: (410) 547-1456
T. Rowe Price Associates Inc. uses stock index futures; stock index futures options; individual stock options; fixed income futures; OTC currency forwards and swaps; structured notes; and support tranches of mortgage-backed securities.
Derivatives are used in securitizing cash into equities or fixed income; facilitating duration management; and yield/total return enhancement strategies.
The institutional client contact is John R. Rockwell.
Rowe Price-Fleming
International
100 E. Pratt St., Baltimore, Md. 21202; phone: (410) 547-2130; fax: (410) 547-1270
Rowe Price-Fleming International uses fixed income futures; currency futures; currency futures options; and structured notes.
Derivatives are used in hedging strategies.
The institutional client contact is George A. Murnaghan.
Provident Mutual
1600 Market St., Philadelphia, Pa. 19103; phone: (215) 636-8246; fax: (215) 636-8224
Provident Mutual uses fixed income futures and interest rate swaps in hedging strategies.
The institutional client contact is Richard Simon.
QuantiLogic Asset
Management Co. Inc.
44 Montgomery St., Suite 1950, San Francisco, Calif. 94104; phone: (415) 434-1130; fax: (415) 434-1139
Quantilogic Asset Management Co. Inc. uses stock index futures; exchange-traded stock index options; fixed income futures; fixed income futures options; and OTC currency forwards and swaps.
Derivatives are used in currency overlay; domestic and global/international TAA; and enhanced indexing (alpha transportation) strategies.
The institutional client contact is Michael J. Januzik.
Quantitative Financial
Strategies Inc.
100 Four Falls Corporate Center, Suite 314, Conshohocken, Pa. 19428; phone: (610) 828-6700; fax: (610) 828-1591
Quantitative Financial Strategies Inc. uses stock index futures; stock index futures options; exchange-traded stock index options; fixed income futures; fixed income futures options; OTC currency forwards and swaps; currency futures; currency futures options; and commodity futures.
Derivatives are used in currency overlay; hedging; global/international TAA; managed futures; and enhanced indexing (alpha transportation) strategies.
The institutional client contact is Naava Grossman.
Renaissance Investment
Management
1700 Young St., Cincinnati, Ohio 45210; phone: (513) 723-4500; fax: (513) 723-4512
Renaissance Investment Management uses stock index futures and stock index futures options in options overlay and domestic TAA strategies.
The institutional client contact is Donald W. Kennedy.
Rothschild Asset
Management Ltd.
5 Arrows House, St. Swithins Lane, London EC4N 8NR England; phone: (44-171) 623-1000; fax: (44-171) 634-2555
Rothschild Asset Management Ltd. uses stock index futures; stock index futures options; exchange-traded stock index options; equity swaps; OTC equity options; fixed income futures; fixed income futures options; OTC interest rate options; OTC currency forwards and swaps; and structured notes.
Derivatives are used in synthetic indexing; currency overlay; options overlay; hedging; and domestic TAA strategies.
The institutional client contact is Mark Connolly.
RXR Capital Management
695 E. Main St., Suite 102, Stamford, Conn. 06901; phone: (203) 323-5015; fax: (203) 325-5999
RXR Capital Management Inc. uses stock index futures; stock index futures options; fixed income futures; fixed income futures options; OTC currency forwards and swaps; currency futures; structured notes; and commodity futures.
Derivatives are used in synthetic indexing; currency overlay; options overlay; hedging; global/international TAA; returns-based managed futures; and enhanced indexing (alpha transportation) strategies.
The institutional client contact is Jim Tomeo.
Sentinel Management Group
10 S. Riverside Plaza, Suite 2150, Chicago, Ill. 60606; phone: (312) 715-0001; fax: (312) 715-0018
Sentinel Management Group Inc. uses OTC currency forwards and swaps, and structured notes.
Derivatives are used in securitizing cash into equities or fixed income, and currency overlay strategies.
The institutional client contacts are Eric Bloom or Zeb Mclaurin.
Sporl & Co.
300 Drakes Landing Road, Suite 190, Greenbrae, Calif. 94904; phone: (415) 925-0555; fax: (415) 925-0908
Sporl & Co. uses support tranches of mortgage-backed securities in short/intermediate government management strategies.
The institutional client contact is Edward F. Sporl.
Standish, Ayer & Wood Inc.
1 Financial Center, Boston, Mass. 02111; phone: (617) 350-6100; fax: (617) 350-0038
Standish, Ayer & Wood Inc. uses stock index futures; stock index futures options; exchange-traded stock index options; individual stock options; equity swaps; OTC equity options; fixed income futures; fixed income futures options; interest rate swaps; OTC interest rate options; OTC currency forwards and swaps; currency futures; and structured notes.
Derivatives are used in currency overlay, options overlay and hedging strategies.
The institutional client contact is Karen K. Chandor at (617) 457-5073.
2 International Place, Boston, Mass. 02110; phone: (617) 654-4738; fax: (617) 654-6012
State Street Global Advisors uses stock index futures; stock index futures options; exchange-traded stock index options; equity swaps; OTC equity options; interest rate swaps; OTC currency forwards and swaps; and currency futures.
Derivatives are used in synthetic indexing; currency overlay; arbitrage; hedging; domestic and global/international TAA; and enhanced indexing (alpha transportation) strategies.
The institutional client contact is John Grady.
State Street Research
& Management
1 Financial Center, Boston, Mass. 02111; phone: (617) 357-1200; fax: (617) 951-9919
State Street Research & Management uses stock index futures and OTC currency forwards and swaps.
The institutional client contact is David Schultz.
1001 19th St. North, Suite 1720, Arlington, Va. 22209; phone: (703) 812-8300; fax: (703) 812-8080
Strategic Fixed Income L.P. uses currency options in currency overlay and hedging strategies.
The institutional client contact is Lori Facen.