Sanford C. Bernstein & Co.
767 Fifth Ave., New York, N.Y. 10153; phone: (212) 486-5800; fax: (212) 756-4405
Sanford C. Bernstein & Co. Inc. uses fixed-income futures options, structured notes, support tranches of mortgage-backed securities, fixed-income futures, and OTC currency forwards and swaps.
Derivatives are used in securitizing cash into equities or fixed income, and implementing opportunities.
The institutional client contact is Steven Pisarkiewicz.
A.G. Bisset & Co. Inc.
Five Mile Landing, 71 Rowayton Ave., Rowayton, Conn. 06853; phone: (203) 866-3540; fax: (203) 866-0439
A.G. Bisset & Co. Inc. uses OTC currency forwards and swaps in currency overlay strategies.
The institutional client contact is Alfred G. Bisset.
Blairlogie Capital
Management
2 Ravinia Drive, Suite 1560, Atlanta, Ga. 30346; phone: (404) 390-1799; fax: (404) 390-1899
Blairlogie Capital Management uses stock index futures and forward foreign exchange contracts.
Derivatives are used in currency overlay and securitizing cash into equities or fixed-income strategies.
The institutional client contact is Darren W. DeVore.
Bridgewater Associates Inc.
372 Danbury Road, Wilton, Conn. 06897; phone: (203) 762-8511; fax: (203) 762-2615
Bridgewater Associates Inc. uses stock index futures, fixed-income futures, interest rate swaps, OTC currency forwards and swaps and commodity futures.
Derivatives are used in currency overlay, hedging, returns-based managed futures and enhanced indexing (alpha transportation) strategies.
The institutional client contact is Robert Fried.
Brinson Partners Inc.
209 S. LaSalle St., Chicago, Ill. 60604-1295; phone: (312) 220-7150; fax: (312) 220-7287
Brinson Partners Inc. uses fixed-income futures options, currency futures, structured notes, support tranches of mortgage-backed securities, stock index futures, equity swaps, fixed-income futures and interest rate swaps.
Derivatives are used in currency overlay, hedging, securitizing cash into equities or fixed income, and domestic and global/international TAA strategies.
The institutional client contact is Edward C. Hamill.
Caisse de D‚p"t et Placement du Qu‚bec
1981 McGill College Ave., Montreal, Quebec H3A 3C7; phone: (514) 842-3261; fax: (514) 847-2498
The Caisse de D‚p"t et Placement du Qu‚bec uses stock index futures; stock index futures options; exchange-traded stock index options; individual stock options; fixed income futures; fixed income futures options; interest rate swaps; OTC interest rate options; OTC currency forwards and swaps; asset swaps; and currency options.
Derivatives are used in hedging; securitizing cash into equities or fixed income; and domestic and global/international TAA strategies.
Camden Asset Management
3411 N. 30th St., Tacoma, Wash. 98407; phone: (206) 756-6745; fax: (206) 756-6720
Camden Asset Management L.P. uses individual stock options, OTC equity options, convertibles, warrants and stock index futures.
Derivatives are used in synthetic indexing, arbitrage, hedging, securitizing cash into equities or fixed income and enhanced indexing (alpha transportation) strategies.
The institutional client contact is Natalie Laberge.
Campbell & Co.
210 W. Pennsylvania Ave., Baltimore, Md. 21204; phone: (410) 296-3301; fax: (410) 296-3311
Campbell & Co. uses stock index futures options, fixed-income futures options, currency futures, stock index futures, exchange-traded stock index options, fixed-income futures, currency futures options, commodity futures, and futures on precious and base metals, energies, grains and meats.
Derivatives are used in returns-based managed futures strategies.
The institutional client contact is Jeff Reckseit.
Chesapeake Capital Corp.
62 Broad St. Road, Manakin-Sabot, Va. 23103; phone: (804) 784-5417; fax: (804) 784-6741
Chesapeake Capital Corp. uses stock index futures options, fixed-income futures options, currency futures, stock index futures, fixed-income futures, OTC currency forwards and swaps, and commodity futures.
Derivatives are used in returns-based managed futures strategies.
The institutional client contact is Braxton Glasgow III.
The Clifton Group
Investment Management Co.
309 Clifton Ave., Minneapolis, Minn. 55403; phone: (612) 870-8800; fax: (612) 870-7236
The Clifton Group Investment Management Co. uses stock index futures options, individual stock options, OTC equity options, fixed-income futures options, stock index futures, exchange-traded stock index options, fixed-income futures and commodity futures.
Derivatives are used in synthetic indexing, options overlay, hedging, securitizing cash into equities or fixed income, market neutral, domestic TAA and enhanced indexing (alpha transportation) strategies.
The institutional client contact is Jay H. Strohmaier.
Clinton Group
30 Broad St., 43rd floor, New York, N.Y. 10004; phone: (212) 376-5608; fax: (212) 376-5622
Clinton Group uses OTC caps, floors or collars; fixed-income futures options; support tranches of mortgage-backed securities; fixed-income futures; and interest rate swaps.
Derivatives are used in arbitrage strategies.
The institutional client contact is Jack Barry.
Connors Investor Services
1100 Berkshire Blvd., Suite 300, Wyomissing, Pa. 19610; phone: (610) 376-7418; fax: (610) 376-3181
Connors Investor Services Inc. uses stock index futures options, individual stock options and exchange-traded stock index options.
Derivatives are used in hedging strategies.
The institutional client contact is Ronald H. Seher.
Continental Asset
Management
180 Maiden Lane, New York, N.Y. 10038; phone: (212) 440-7530; fax: (212) 440-3106
Continental Asset Management uses currency futures, structured notes, fixed-income futures, interest rate swaps and OTC currency forwards and swaps.
Derivatives are used in currency overlay and hedging strategies.
The institutional client contact is Jessica Wait.
Cullinan Associates Inc.
1406 Browns Lane, 2nd floor, Louisville, Ky. 40207; phone: (502) 893-0300; fax: (502) 893-0325
Cullinan Associates Inc. uses individual stock options. Derivatives are used for hedging and income strategies.
The institutional client contact is Roy Cullinan.
The Dreyfus Corp.
200 Park Ave., New York, N.Y. 10166; phone: (212) 922-6070; fax: (212) 922-6600
The Dreyfus Corp. uses stock index futures, exchange-traded stock index options; OTC equity options; fixed income futures; OTC interest rate options; OTC currency forwards and swaps; support tranches of mortgage-backed securities; and inverse floaters.
Derivatives are used in synthetic indexing and hedging strategies.
The institutional client contact is Bob Stone.
First Quadrant Corp.
800 E. Colorado Blvd., Suite 900, Pasadena, Calif. 91101; phone: (818) 683-4135; fax: (818) 795-8306
First Quadrant Corp. uses stock index futures; stock index futures options; exchange-traded stock index options; fixed-income futures options; interest rate swaps; currency futures; and currency futures options.
Derivatives are used in currency overlay; options overlay; securitizing cash into equities or fixed income; and domestic and global/international TAA strategies.
The institutional client contact is Erin M. Blake.
FX Concepts Inc.
712 Fifth Ave., New York, N.Y. 10019; phone: (212) 554-6800; fax: (212) 554-6900
FX Concepts Inc. uses fixed-income futures and OTC currency forwards and swaps.
Derivatives are used in currency overlay and currency as an asset class (returns-based currency management) strategies.
The institutional client contacts are Seth Rosenberg and Philip Simotas.
