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The Williams Club was founded in 1913 by Williams alumni in New York City as a place to socialize. The club was originally located at 291 Madison Avenue in a building donated by Mary Clark Thompson, wife of Williams alumnus Frederick Ferris Thompson. In 1921, it moved to 24 East 39th Street in Manhattan, which it then renovated in 1988. On June 1, 2010, however, the Williams Club ceased operating on its own and moved its membership program and related activities to the Princeton Club. Today, members and their guests can use the Princeton Club's facilities.
Although the club is primarily made up of Williams alumni, membership categories also include Affiliate Membership and Associate Membership. Affiliate Membership is available to graduates, faculty members or senior administrators of 54 institutions, many of which are small liberal arts colleges such as Williams itself. Associate Membership is available to individuals with a BA from an accredited school and the sponsorship of a current member.