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 |
Franklin Templeton
BEN
|
+$2.47M |
| 2 |
COPT Defense Properties
CDP
|
+$2.23M |
| 3 |
First Interstate BancSystem
FIBK
|
+$2.2M |
| 4 |
Blackrock
BLK
|
+$2.16M |
| 5 |
Illinois Tool Works
ITW
|
+$2.16M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Fiserv Inc
FISV
|
+$1.94M |
| 2 |
Fox Class A
FOXA
|
+$1.84M |
| 3 |
Fox Class B
FOX
|
+$1.8M |
| 4 |
National Fuel Gas
NFG
|
+$1.77M |
| 5 |
Equity Commonwealth
EQC
|
+$1.77M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 21.72% |
| 2 | Industrials | 18.06% |
| 3 | Healthcare | 11.15% |
| 4 | Consumer Discretionary | 10.84% |
| 5 | Technology | 10.2% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
1
Aecom
ACM
$8.15B
| $2.6M | 0.45% |
26,529
+7,156
| +37% | +$647K |
2023 Q4
1 quarter
|
|
2
Ross Stores
ROST
$72.9B
| $2.59M | 0.45% |
17,666
+10,085
| +133% | +$1.44M |
2023 Q4
1 quarter
|
|
3
Cencora
COR
$63.1B
| $2.58M | 0.45% |
10,629
+8,317
| +360% | +$1.91M |
2023 Q4
1 quarter
|
|
|
4
Franklin Templeton
BEN
$16.1B
| $2.52M | 0.44% |
+89,595
| New | +$2.47M |
2024 Q1
0 quarters
|
|
5
Leidos
LDOS
$17.9B
| $2.51M | 0.44% |
19,178
+8,907
| +87% | +$1.06M |
2023 Q4
1 quarter
|
|
6
Otis Worldwide
OTIS
$28.8B
| $2.49M | 0.43% |
25,087
+5,013
| +25% | +$463K |
2023 Q4
1 quarter
|
|
7
Penske Automotive Group
PAG
$13.9B
| $2.49M | 0.43% |
15,341
+9,552
| +165% | +$1.46M |
2023 Q4
1 quarter
|
|
8
Lincoln Electric
LECO
$15B
| $2.48M | 0.43% |
9,699
+8,657
| +831% | +$2.04M |
2023 Q4
1 quarter
|
|
9
CSX Corp
CSX
$96.3B
| $2.42M | 0.42% |
65,361
+29,565
| +83% | +$1.08M |
2023 Q4
1 quarter
|
|
10
Jefferies Financial Group
JEF
$10.6B
| $2.42M | 0.42% |
54,799
+10,606
| +24% | +$442K |
2023 Q4
1 quarter
|
|
11
Visa
V
$773B
| $2.38M | 0.41% |
8,544
+1,631
| +24% | +$450K |
2023 Q4
1 quarter
|
|
12
American Water Works
AWK
$28.7B
| $2.31M | 0.4% |
18,885
+14,075
| +293% | +$1.73M |
2023 Q4
1 quarter
|
|
13
Huntington Ingalls Industries
HII
$12.5B
| $2.3M | 0.4% |
7,902
+5,704
| +260% | +$1.57M |
2023 Q4
1 quarter
|
|
14
SS&C Technologies
SSNC
$18.9B
| $2.29M | 0.4% |
35,538
+6,169
| +21% | +$383K |
2023 Q4
1 quarter
|
|
15
Sonoco
SON
$4.94B
| $2.27M | 0.39% |
39,256
+10,374
| +36% | +$592K |
2023 Q4
1 quarter
|
|
16
Federal Signal
FSS
$6.87B
| $2.27M | 0.39% |
+26,735
| New | +$2.09M |
2024 Q1
0 quarters
|
|
17
CenterPoint Energy
CNP
$28.1B
| $2.27M | 0.39% |
79,617
+61,585
| +342% | +$1.73M |
2023 Q4
1 quarter
|
|
18
Occidental Petroleum
OXY
$64B
| $2.26M | 0.39% |
34,788
+23,566
| +210% | +$1.41M |
2023 Q4
1 quarter
|
|
19
State Street
STT
$46.2B
| $2.26M | 0.39% |
29,188
+11,846
| +68% | +$879K |
2023 Q4
1 quarter
|
|
|
20
Blackrock
BLK
$177B
| $2.25M | 0.39% |
2,694
+2,693
| +269,300% | +$2.16M |
2023 Q4
1 quarter
|
|
21
Kite Realty
KRG
$4.96B
| $2.24M | 0.39% |
103,231
+33,287
| +48% | +$716K |
2023 Q4
1 quarter
|
|
22
Wabtec
WAB
$47.2B
| $2.23M | 0.39% |
15,331
+10,592
| +224% | +$1.43M |
2023 Q4
1 quarter
|
|
|
23
Illinois Tool Works
ITW
$79.2B
| $2.23M | 0.39% |
+8,304
| New | +$2.16M |
2024 Q1
0 quarters
|
|
|
24
COPT Defense Properties
CDP
$3.78B
| $2.22M | 0.39% |
+91,664
| New | +$2.23M |
2024 Q1
0 quarters
|
|
25
Vulcan Materials
VMC
$36.1B
| $2.21M | 0.38% |
8,098
+1,744
| +27% | +$430K |
2023 Q4
1 quarter
|
|
Similar funds
AlphaQuest's Q1 2024 Portfolio in Review
As of Q1 2024, AlphaQuest held 1,851 positions worth $575M, up 22% from $471M the previous quarter. Its ten largest holdings account for 4.4% of the portfolio.
AlphaQuest deployed $85.1M of net new capital in Q1 2024, opening 790 new positions and adding to 352 existing holdings. Its largest new stake was Franklin Templeton: 89,595 shares worth $2.52M.
By sector, the portfolio is most concentrated in Financials at 22% of assets, up from 21% a quarter earlier, followed by Industrials and Healthcare.
On the sell side, the largest reduction was Fiserv Inc, an estimated $1.94M trimmed.
- AlphaQuest's largest Q1 2024 buy was Franklin Templeton: 89,595 shares worth $2.52M.
- AlphaQuest added most to Blackrock in Q1 2024, an estimated $2.16M increase.
- AlphaQuest's biggest Q1 2024 reduction was Fiserv Inc, cutting an estimated $1.94M.
- AlphaQuest fully exited Fox Class B in Q1 2024, selling an estimated $1.8M.
- AlphaQuest's ten largest holdings make up 4.4% of its $575M portfolio in Q1 2024.
- AlphaQuest opened 790 new positions and closed 216 in Q1 2024.
- AlphaQuest's portfolio value rose 22% quarter-over-quarter to $575M.
Based on AlphaQuest's 13F filing for Q1 2024, filed 9 May 2024.