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QVR LLC

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SAN FRANCISCO CA Investment Advisor Hedge Fund
13F Summary
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

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

Portfolio Performance