Ferrell Capital Management uses exchange-traded futures, exchange-traded options, structured notes, OTC options and currency forwards.
Derivatives are used in arbitrage; hedging; return-based managed futures; and proprietary trading strategies.
The institutional client contact is Stacey Redford.
First Quadrant L.P.
800 E. Colorado Blvd., Suite 900, Pasadena, Calif. 91101; phone: (818) 795-8220; fax: (818) 795-8306
First Quadrant L.P. uses exchange-traded futures, exchange-traded options and currency forwards.
Derivatives are used in synthetic indexing; currency overlay; options overlay; hedging; securitizing cash into equities or fixed income; domestic tactical asset allocation; global/international TAA; and enhanced indexing (alpha transportation) strategies.
The institutional client contact are Erin Blake, Chris Luck and Tim Meeker.
FX Concepts Inc.
712 Fifth Ave., 42nd Floor, New York, N.Y. 10019; phone: (212) 554-6800; fax: (212) 554-6900
FX Concepts Inc. uses currency forwards.
Derivatives are used in currency overlay strategies.
The institutional client contact is Pike Talbert.
Gottex Financial Products
11 St. James's Square, London SU17 4LB England; phone: (44-171) 930-3377; fax: (44-171) 930-6080
Gottex Financial Products Ltd. uses exchange-traded futures; exchange-traded options; OTC swaps; and OTC options.
Derivatives are used in arbitrage; hedging; securitizing cash into equities or fixed income; and creation of synthetic fixed income portfolios.
The institutional client contact is Martin Walton.
Robert Harrell Inc.
12377 Merit, Suite 700, Dallas, Texas, 75251; phone: (214) 934-7811; fax: (214) 934-7814
Robert Harrell Inc. uses exchange-traded futures.
Derivatives are used in hedging and TAA strategies.
The institutional client contact is Charles Hodge.
John W. Henry & Co. Inc.
1 Glendinning Place, Westport, Conn. 06880; phone: (203) 221-0431; fax: (203) 221-1131
John W. Henry & Co. Inc. uses exchange-traded futures and currency forwards.
Derivatives are used in return-based managed futures and long-term quantitative strategies.
The institutional client contacts are David R. Ballin and Michael D. Gould.
International Investment
Group Inc.
17 Madison Ave., Port Chester, N.Y. 10573; phone: (914) 939-1543; fax: (914) 939-2785
International Investment Group uses exchange-traded futures; exchange-traded options; OTC options; currency forwards; and flex options.
Derivatives are used in synthetic indexing; currency overlay; options overlay; arbitrage; hedging; domestic tactical asset allocation; global/international TAA; enhanced indexing (alpha transportation); and dynamic overwriting with index options strategies.
The institutional client contact is Kurt G. Hiebaum.
Investment Counselors of
Maryland
803 Cathedral St., Baltimore, Md. 21201; phone: (410) 539-3838; fax: (410) 625-9016
Investment Counselors of Maryland uses exchange-traded futures and exchange-traded options.
Derivatives are used in hedging, domestic tactical asset allocation and global/international TAA strategies.
The institutional client contact is Charles S. Peterson.
Janus Capital Corp.
100 Fillmore St., Suite 400, Denver, Colo. 80206; phone: (303) 333-3863; fax: (303) 394-7697
Janus Capital Corp. uses exchange-traded futures and currency forwards.
Derivatives are used in hedging.
The institutional client contact is Mark Whiston.
Kenmar Investment Adviser
2 American Lane, P.O. Box 5150, Greenwich, Conn. 06831-8150; phone: (203) 861-1000; fax: (203) 861-1095
Kenmar Investment Adviser Corp. uses exchange-traded futures, exchange-traded options and currency forwards.
Derivatives are used in return-based managed futures strategies.
The institutional client contact is David M. Love.
Lotsoff Capital Management
20 N. Wacker Drive, Suite 3200, Chicago, Ill. 60606; phone: (312) 368-1442; fax: (312) 750-1131
Lotsoff Capital Management uses exchange-traded futures; exchange-traded options; OTC swaps; OTC options; and currency forwards.
Derivatives are used in synthetic indexing; currency overlay; options overlay; arbitrage; hedging; securitizing cash into equities or fixed income; and enhanced indexing (alpha transportation) strategies.
The institutional client contact is Mark S. Levey.
E. D. & F. Man Investment
Products
49 Lakeview Ave., New Canaan, Conn. 06840; phone: (203) 972-6402; fax: (203) 966-2872
E. D. & F. Man Investment Products uses exchange-traded futures and currency forwards.
Derivatives are used in currency overlay, return-based managed futures and enhanced indexing (alpha transportation) strategies.
The institutional client contact is Richard C. Ewan.
Martingale Asset
Management
222 Berkeley St., Boston, Mass. 02116; phone: (617) 424-4700; fax: (617) 424-4747
Martingale Asset Management uses exchange-traded futures.
Derivatives are used in synthetic indexing; securitizing cash into equities or fixed income; and enhanced indexing (alpha transportation) strategies.
The institutional client contact is James X. Wilson.
Mesirow Advanced
Strategies
600 Central Ave., Suite 216, Highland Park, Ill. 60035; phone: (847) 926-1760; fax: (847) 926-1837
Mesirow Advanced Strategies uses exchange-traded futures and exchange-traded options.
Derivatives are used in arbitrage, hedging and enhanced indexing (alpha transportation) strategies.
The institutional client contact is Jai Luster.
Miller Anderson & Sherrerd
1 Tower Bridge, West Conshohocken, Pa. 19428; phone: (610) 940-5000; fax: (610) 940-5189
Miller Anderson & Sherrerd uses exchange-traded futures; exchange-traded options; structured notes; OTC swaps; OTC options; and currency forwards.
Derivatives are used in hedging; securitizing cash into equities or fixed income; domestic tactical asset allocation; and global/international TAA strategies.
The institutional client contact is Tracey Ivey.
Mount Lucas Management
P.O. Box 190, 47 Hulfish St., Princeton, N.J. 08542; phone: (609) 924-8868; fax: (609) 921-1973
Mount Lucas Management uses exchange-traded futures.
Derivatives are used in currency overlay arbitrage and return-based managed futures strategies.
The institutional client contact is Raymond E. Ix Jr.
National Mutual Funds
Management (Global)
2029 Century Park East, Suite 2050, Los Angeles, Calif. 90067-3006; phone: (310) 557-1500; fax: (310) 557-3741
National Mutual Funds Management uses OTC options (equity); stock index futures options; individual stock options; fixed-income futures options; stock index futures; exchange-traded stock index options; and fixed-income futures.
Derivatives are used in synthetic indexing; hedging; domestic tactical asset allocation; and global/international TAA strategies.
The institutional client contact is Robert S. Preston.
Newcastle Capital
Management Inc.
Scotia Plaza, Suite 3901, P.O. Box 1008, 40 King St. W., Toronto, Ontario M5H 3Y2; phone: (416) 360-5435; fax: (416) 360-0671
Newcastle Capital Management Inc. uses ex-
