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 |
IDEX
IEX
|
+$3.87M |
| 2 |
Citizens Financial Group
CFG
|
+$3.22M |
| 3 |
Phillips Edison & Co
PECO
|
+$3.17M |
| 4 |
SouthState Bank Corp
SSB
|
+$3.03M |
| 5 |
Wells Fargo
WFC
|
+$2.93M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
CenterPoint Energy
CNP
|
+$2.35M |
| 2 |
American Water Works
AWK
|
+$2.31M |
| 3 |
Huntington Ingalls Industries
HII
|
+$2.3M |
| 4 |
Occidental Petroleum
OXY
|
+$2.26M |
| 5 |
Kite Realty
KRG
|
+$2.24M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 20.02% |
| 2 | Industrials | 17.47% |
| 3 | Consumer Discretionary | 11.36% |
| 4 | Technology | 11.23% |
| 5 | Healthcare | 11.04% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
1
Brixmor Property Group
BRX
$8.94B
| $4.1M | 0.56% |
177,434
+100,080
| +129% | +$2.21M |
2023 Q4
2 quarters
|
|
|
2
Citizens Financial Group
CFG
$26.7B
| $3.89M | 0.53% |
108,038
+92,414
| +591% | +$3.22M |
2023 Q4
2 quarters
|
|
3
Lockheed Martin
LMT
$147B
| $3.65M | 0.5% |
7,813
+3,780
| +94% | +$1.75M |
2023 Q4
2 quarters
|
|
|
4
IDEX
IEX
$17.2B
| $3.57M | 0.48% |
17,758
+17,702
| +31,611% | +$3.87M |
2023 Q4
2 quarters
|
|
5
Alarm.com
ALRM
$3.18B
| $3.49M | 0.47% |
54,848
+40,167
| +274% | +$2.66M |
2023 Q4
2 quarters
|
|
6
ConocoPhillips
COP
$185B
| $3.31M | 0.45% |
28,946
+13,114
| +83% | +$1.59M |
2024 Q1
1 quarter
|
|
7
Curtiss-Wright
CW
$17.6B
| $3.3M | 0.45% |
12,188
+4,170
| +52% | +$1.11M |
2023 Q4
2 quarters
|
|
|
8
Phillips Edison & Co
PECO
$5.01B
| $3.18M | 0.43% |
97,158
+97,142
| +607,138% | +$3.17M |
2024 Q1
1 quarter
|
|
9
DELISTED
Hologic
HOLX
| $3.08M | 0.42% |
41,492
+14,914
| +56% | +$1.12M |
2023 Q4
2 quarters
|
|
10
Northrop Grumman
NOC
$79.2B
| $3.06M | 0.41% |
7,014
+6,168
| +729% | +$2.82M |
2023 Q4
2 quarters
|
|
11
Invitation Homes
INVH
$15.3B
| $3M | 0.41% |
83,704
+59,007
| +239% | +$2.05M |
2023 Q4
2 quarters
|
|
12
Sensient Technologies
SXT
$5.01B
| $3M | 0.41% |
40,447
+34,367
| +565% | +$2.52M |
2024 Q1
1 quarter
|
|
|
13
SouthState Bank Corp
SSB
$10.2B
| $2.99M | 0.41% |
39,151
+39,134
| +230,200% | +$3.03M |
2024 Q1
1 quarter
|
|
14
State Street
STT
$46.2B
| $2.98M | 0.4% |
40,276
+11,088
| +38% | +$826K |
2023 Q4
2 quarters
|
|
15
Robert Half
RHI
$4.48B
| $2.96M | 0.4% |
46,316
+25,682
| +124% | +$1.76M |
2024 Q1
1 quarter
|
|
|
16
Wells Fargo
WFC
$250B
| $2.95M | 0.4% |
+49,700
| New | +$2.93M |
2024 Q2
0 quarters
|
|
17
Visa
V
$773B
| $2.91M | 0.4% |
11,100
+2,556
| +30% | +$701K |
2023 Q4
2 quarters
|
|
18
Edison International
EIX
$22.6B
| $2.87M | 0.39% |
39,982
+39,964
| +222,022% | +$2.9M |
2024 Q1
1 quarter
|
|
19
Unum
UNM
$14.4B
| $2.8M | 0.38% |
54,720
+16,945
| +45% | +$877K |
2023 Q4
2 quarters
|
|
20
Federated Hermes
FHI
$4.37B
| $2.8M | 0.38% |
85,035
+39,360
| +86% | +$1.32M |
2023 Q4
2 quarters
|
|
21
Amphenol
APH
$196B
| $2.78M | 0.38% |
82,622
+79,690
| +2,718% | +$2.51M |
2024 Q1
1 quarter
|
|
22
Devon Energy
DVN
$57.4B
| $2.74M | 0.37% |
57,788
+38,443
| +199% | +$1.91M |
2023 Q4
2 quarters
|
|
23
Ameris Bancorp
ABCB
$5.53B
| $2.73M | 0.37% |
54,178
+20,389
| +60% | +$977K |
2023 Q4
2 quarters
|
|
24
Altria Group
MO
$130B
| $2.71M | 0.37% |
59,491
+59,469
| +270,314% | +$2.64M |
2023 Q4
2 quarters
|
|
25
CME Group
CME
$109B
| $2.71M | 0.37% |
13,781
+12,782
| +1,279% | +$2.64M |
2024 Q1
1 quarter
|
|
Similar funds
AlphaQuest's Q2 2024 Portfolio in Review
As of Q2 2024, AlphaQuest held 1,965 positions worth $737M, up 28% from $575M the previous quarter. Its ten largest holdings account for 4.7% of the portfolio.
AlphaQuest deployed $189M of net new capital in Q2 2024, opening 330 new positions and adding to 712 existing holdings. Its largest new stake was Wells Fargo: 49,700 shares worth $2.95M.
By sector, the portfolio is most concentrated in Financials at 20% of assets, down from 22% a quarter earlier, followed by Industrials and Consumer Discretionary.
On the sell side, the largest reduction was CenterPoint Energy, an estimated $2.35M trimmed.
- AlphaQuest's largest Q2 2024 buy was Wells Fargo: 49,700 shares worth $2.95M.
- AlphaQuest added most to IDEX in Q2 2024, an estimated $3.87M increase.
- AlphaQuest's biggest Q2 2024 reduction was CenterPoint Energy, cutting an estimated $2.35M.
- AlphaQuest fully exited American Water Works in Q2 2024, selling an estimated $2.31M.
- AlphaQuest's ten largest holdings make up 4.7% of its $737M portfolio in Q2 2024.
- AlphaQuest opened 330 new positions and closed 414 in Q2 2024.
- AlphaQuest's portfolio value rose 28% quarter-over-quarter to $737M.
Based on AlphaQuest's 13F filing for Q2 2024, filed 6 Aug 2024.