AlphaQuest Portfolio holdings
AlphaQuest is a computer-driven hedge fund firm that traded futures across currencies, commodities and stock and bond indices. Nigol Koulajian, its chief investment officer, founded it in 2001 around managed futures, and it later added equities, global macro and other asset classes. Until January 2025 the firm was called Quest Partners, and it took its new name from its flagship strategy, AlphaQuest Original. AlphaQuest announced in 2026 that it would close.
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Marathon Oil Corporation
MRO
|
+$1.9M |
| 2 |
Coterra Energy
CTRA
|
+$1.86M |
| 3 |
National Fuel Gas
NFG
|
+$1.85M |
| 4 |
Fox Class A
FOXA
|
+$1.83M |
| 5 |
Fox Class B
FOX
|
+$1.82M |
Top Sells
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 21.16% |
| 2 | Industrials | 16.4% |
| 3 | Consumer Discretionary | 12.29% |
| 4 | Technology | 11.66% |
| 5 | Healthcare | 8.89% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
1
TJX Companies
TJX
$155B
| $1.81M | 0.38% |
+19,306
| New | +$1.73M |
2023 Q4
0 quarters
|
|
2
DELISTED
Electronic Arts
EA
| $1.8M | 0.38% |
+13,162
| New | +$1.74M |
2023 Q4
0 quarters
|
|
3
Globe Life
GL
$12.3B
| $1.8M | 0.38% |
+14,790
| New | +$1.74M |
2023 Q4
0 quarters
|
|
4
Visa
V
$795B
| $1.8M | 0.38% |
+6,913
| New | +$1.7M |
2023 Q4
0 quarters
|
|
5
NVR
NVR
$16.7B
| $1.8M | 0.38% |
+257
| New | +$1.59M |
2023 Q4
0 quarters
|
|
|
6
National Fuel Gas
NFG
$7.57B
| $1.8M | 0.38% |
+35,835
| New | +$1.85M |
2023 Q4
0 quarters
|
|
|
7
Fox Class B
FOX
$23.6B
| $1.8M | 0.38% |
+64,982
| New | +$1.82M |
2023 Q4
0 quarters
|
|
8
Otis Worldwide
OTIS
$29.8B
| $1.8M | 0.38% |
+20,074
| New | +$1.67M |
2023 Q4
0 quarters
|
|
|
9
Fox Class A
FOXA
$26.5B
| $1.8M | 0.38% |
+60,525
| New | +$1.83M |
2023 Q4
0 quarters
|
|
10
Kinder Morgan
KMI
$72.9B
| $1.79M | 0.38% |
+101,752
| New | +$1.73M |
2023 Q4
0 quarters
|
|
11
SS&C Technologies
SSNC
$19.1B
| $1.79M | 0.38% |
+29,369
| New | +$1.6M |
2023 Q4
0 quarters
|
|
12
Donaldson
DCI
$9.9B
| $1.79M | 0.38% |
+27,460
| New | +$1.67M |
2023 Q4
0 quarters
|
|
13
Ameriprise Financial
AMP
$43.9B
| $1.79M | 0.38% |
+4,723
| New | +$1.62M |
2023 Q4
0 quarters
|
|
14
Snap-on
SNA
$18.9B
| $1.79M | 0.38% |
+6,208
| New | +$1.68M |
2023 Q4
0 quarters
|
|
15
Aecom
ACM
$8.45B
| $1.79M | 0.38% |
+19,373
| New | +$1.64M |
2023 Q4
0 quarters
|
|
16
DELISTED
Equity Commonwealth
EQC
| $1.79M | 0.38% |
+93,168
| New | +$1.76M |
2023 Q4
0 quarters
|
|
17
Principal Financial Group
PFG
$24B
| $1.79M | 0.38% |
+22,705
| New | +$1.64M |
2023 Q4
0 quarters
|
|
18
Jefferies Financial Group
JEF
$11.1B
| $1.79M | 0.38% |
+44,193
| New | +$1.56M |
2023 Q4
0 quarters
|
|
|
19
DELISTED
Marathon Oil Corporation
MRO
| $1.78M | 0.38% |
+73,830
| New | +$1.9M |
2023 Q4
0 quarters
|
|
20
Ameris Bancorp
ABCB
$5.65B
| $1.78M | 0.38% |
+33,495
| New | +$1.43M |
2023 Q4
0 quarters
|
|
|
21
DELISTED
Coterra Energy
CTRA
| $1.77M | 0.38% |
+69,472
| New | +$1.86M |
2023 Q4
0 quarters
|
|
22
NMI Holdings
NMIH
$3.27B
| $1.77M | 0.38% |
+59,734
| New | +$1.67M |
2023 Q4
0 quarters
|
|
23
Fiserv Inc
FISV
$27.6B
| $1.77M | 0.38% |
+13,312
| New | +$1.63M |
2023 Q4
0 quarters
|
|
24
SITE Centers
SITC
$193M
| $1.76M | 0.37% |
+165,744
| New | +$1.65M |
2023 Q4
0 quarters
|
|
25
Kimberly-Clark
KMB
$36B
| $1.76M | 0.37% |
+14,497
| New | +$1.75M |
2023 Q4
0 quarters
|
|
Similar funds
AlphaQuest's Q4 2023 Portfolio in Review
Q4 2023 is the first quarter with a 13F filing on record for AlphaQuest, which disclosed 1,061 positions worth $471M. Its ten largest holdings account for 3.8% of the portfolio.
Its largest position is Marathon Oil Corporation: 73,830 shares worth $1.78M.
By sector, the portfolio is most concentrated in Financials at 21% of assets, followed by Industrials and Consumer Discretionary.
- AlphaQuest's largest Q4 2023 buy was Marathon Oil Corporation: 73,830 shares worth $1.78M.
- AlphaQuest's ten largest holdings make up 3.8% of its $471M portfolio in Q4 2023.
- AlphaQuest disclosed 1,061 positions in Q4 2023, its first 13F filing on record.
Based on AlphaQuest's 13F filing for Q4 2023, filed 9 Feb 2024.