QVR is based out of San Francisco. QVR is a hedge fund with 6 clients and discretionary assets under management (AUM) of $544,356,349 (Form ADV from 2024-03-26). Whalewisdom has at least 28 13F filings
Investment Strategy
QVR's investment strategy is data-driven and options-focused, encompassing absolute return and custom solutions business lines. Clients can invest in U.S. and non-U.S. exposures through various instruments, including equities, listed options, ETFs, ADRs, ADSs, GDRs, single-issuer equity swaps, futures contracts, currency forwards, and SPDRs. Specific investment parameters and restrictions are outlined in the agreement between QVR, the clients, and its advisor.
QVR's Absolute Return Business aims to generate returns by taking exposure to various components of the volatility complex. The trades are model-driven and largely systematic, with quantitative inputs concerning the microstructure of the volatility markets analyzed daily to produce and adjust trading signals. QVR's solutions business is customer-centered, designing customized investment programs across tail risk hedging, inflation hedging, defensive equity, and other areas to meet individual client needs.
Owners
- TERRACOTTA CAPITAL - MEMBER
- Toyama, Scott, Satoshi - CHIEF COMPLIANCE OFFICER, DIRECTOR OF OPERATIONS
- Eifert, Benjamin, Patrick - MANAGING MEMBER
- CHEN, LEON, ERNEST - MEMBER Click on the Ownership/Private Fund Data tab for more details.
Known Email Addresses
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Other Contact Information
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2024-09-30
Top Buys (13F)
Name | % Change |
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2024-09-30
Top Sells (13F)
Name | % Change |
---|---|
SPY SPDR S&P 500 ETF TRU | 100% |
2024-09-30
13F Holdings Summary
2024-09-30
13F Activity
Market Value | $0, Prior: $103m |
Inflows (Outflows) as % of Total MV | (-100)% |
New Purchases | 0 stocks |
Added To | 0 stocks |
Sold out of | 1 stocks |
Reduced holdings in | 0 stocks |
Top 10 Holdings % | % |
Turnover %[1] | 100% |
Turnover Alt %[2] | % |
Time Held Top 20 | quarters |
Time Held Top 10 | quarters |
Time Held All | quarters |
[1]: Turnover is calculated by taking the # of new holdings (initial purchases) + the # of positions sold out of (not just reduced) divided by the total # of holdings for the quarter.
[2]: Alt Turnover is calculated by taking either the total MV of new purchases or the MV of securities sold, whichever is less, divided by the total MV of the fund.
2024-09-30
13F Sector Allocation Over Time
limited to past 4 quarters. Subscribe to see all available data
2024-09-30
Analysis
Top 20 equal-weighted holdings. Performance numbers calculated through 2024-09-30