OXFORD ASSET MANAGEMENT LLP

Quant stat arb Low signal CIK 1438284
League rank
#127
in Quant stat arb · #5070 overall
Long book
$232.2M
Q1 2026
Positions
442
Top-10 weight
17%
concentration
Last quarter
+10.1%
SPY +14.8%
Turnover
81%
of book per quarter

Strategy in plain words

auto-generated from filings

OXFORD ASSET MANAGEMENT LLP is a quantitative fund whose holdings reflect models, not opinions, running a $232.2M US long book across 442 positions.

The portfolio is broadly diversified across 442 positions (top 10 only 17%). Turnover is high — positions rotate quickly, so individual names matter less than the process. Current anchor positions: SS SPDR S&P BIOTECH ETF, WIX.COM LTD, BOSTON SCIENTIFIC CORP, SYSCO CORP, MICRON TECHNOLOGY INC.

Over the last 9 quarters its long book ran on average 1.2pp per quarter behind the S&P 500, beating the index in 5 of 9 quarters. Signal value of individual moves is limited — treat changes as weak evidence.

Implied long-book return vs S&P 500

methodology: positions priced quarterly, no shorts/options
Fund long book S&P 500
Q1 2024
-4.7%
Q2 2024
+6.9%
Q3 2024
-1.8%
Q4 2024
-2.8%
Q1 2025
+8.2%
Q2 2025
+8.6%
Q3 2025
+5.8%
Q4 2025
-0.9%
Q1 2026
+10.1%

Sector allocation

Technology
20%
Other
11%
Healthcare
10%
Financials
10%
Energy
10%
Industrials
8%
Services media
8%
Consumer discretionary
8%

Long book by quarter

$82.8M
Q1 2024
$101.4M
Q2 2024
$120.2M
Q3 2024
$224.9M
Q4 2024
$218.4M
Q1 2025
$302.1M
Q2 2025
$300.7M
Q3 2025
$273.7M
Q4 2025
$232.2M
Q1 2026

What does OXFORD ASSET own?

Q1 2026 13F
CompanySectorSharesValue% of bookChange
WIX WIX.COM LTDTechnology56.5K$5.1M2.2%New
BSX BOSTON SCIENTIFIC CORPHealthcare59.3K$3.7M1.6%+1112.7%
SYY SYSCO CORPConsumer discretionary40.7K$2.9M1.3%+575.1%
MU MICRON TECHNOLOGY INCTechnology8.5K$2.9M1.2%-12.2%
VNOM VIPER ENERGY INC-CL AEnergy51.4K$2.4M1.0%New
META META PLATFORMS INC-CLASS ATechnology4.2K$2.4M1.0%+200.6%
EQT EQT CORPEnergy35.6K$2.3M1.0%New
CVX CHEVRON CORPEnergy10.3K$2.1M0.9%New
DAWNGBX DAY ONE BIOPHARMACEUTICALS I99.7K$2.1M0.9%New
GLDD GREAT LAKES DREDGE & DOCK CO121.9K$2.1M0.9%New
AES AES CORPUtilities146.6K$2.1M0.9%+939.3%
430 TERNS PHARMACEUTICALS INC39.1K$2.1M0.9%New
OLPX OLAPLEX HOLDINGS INCOther978.4K$2.0M0.9%New
CSCO CISCO SYSTEMS INCTechnology25.4K$2.0M0.8%+180.1%
SM SM ENERGY COEnergy62.8K$2.0M0.8%+400.0%
COF CAPITAL ONE FINANCIAL CORPFinancials10.5K$1.9M0.8%New
AIG AMERICAN INTERNATIONAL GROUPFinancials23.5K$1.8M0.8%New
WMB WILLIAMS COS INCUtilities24.1K$1.8M0.8%+13.9%
B BARRICK MINING CORPMaterials42.4K$1.7M0.7%New
C CITIGROUP INCFinancials14.7K$1.7M0.7%-1.6%
FIS FIDELITY NATIONAL INFO SERVServices media33.9K$1.6M0.7%+630.3%
UBER UBER TECHNOLOGIES INCServices media20.1K$1.4M0.6%-1.8%
VST VISTRA CORPUtilities9.0K$1.4M0.6%+625.1%
HD HOME DEPOT INCConsumer discretionary4.1K$1.3M0.6%New
KGC KINROSS GOLD CORPMaterials43.3K$1.3M0.6%+218.0%
SMCI SUPER MICRO COMPUTER INCTechnology57.9K$1.3M0.6%+443.5%
BOX BOX INC - CLASS ATechnology53.1K$1.3M0.5%+66.4%
NOG NORTHERN OIL AND GAS INCEnergy42.3K$1.2M0.5%New
CMCSA COMCAST CORP-CLASS ACommunications42.4K$1.2M0.5%New
GEN GEN DIGITAL INCTechnology62.4K$1.2M0.5%New
FTDR FRONTDOOR INCServices media21.3K$1.1M0.5%+222.3%
TPL TEXAS PACIFIC LAND CORPFinancials2.4K$1.1M0.5%New
VRTX VERTEX PHARMACEUTICALS INCHealthcare2.5K$1.1M0.5%+64.2%
VG VENTURE GLOBAL INC-CL AUtilities69.8K$1.1M0.5%New
ADMA ADMA BIOLOGICS INCHealthcare121.7K$1.1M0.5%New
IAG IAMGOLD CORPMaterials57.9K$1.1M0.5%+11.7%
IP INTERNATIONAL PAPER COOther29.5K$1.1M0.5%New
PAAS PAN AMERICAN SILVER CORPMaterials19.1K$1.0M0.5%New
SNOW SNOWFLAKE INCTechnology6.9K$1.0M0.4%New
DG DOLLAR GENERAL CORPConsumer discretionary8.7K$1.0M0.4%New
DOCU DOCUSIGN INCTechnology21.5K$1.0M0.4%New
V VISA INC-CLASS A SHARESServices media3.4K$1.0M0.4%New
MCK MCKESSON CORPConsumer discretionary1.2K$1.0M0.4%New
NEM NEWMONT CORPMaterials9.2K$1.0M0.4%New
FDX FEDEX CORPIndustrials2.8K$1.0M0.4%New
LVS LAS VEGAS SANDS CORPServices media18.5K$999K0.4%+0.5%
AR ANTERO RESOURCES CORPEnergy23.0K$976K0.4%+75.0%
CNC CENTENE CORPFinancials29.0K$950K0.4%New
PR PERMIAN RESOURCES CORP-CL AEnergy43.8K$933K0.4%+135.6%
EXE EXPAND ENERGY CORPEnergy8.3K$912K0.4%New

13F filing history

PeriodFormFiledEntriesReported valueFlagsSource
Q1 202613F-HRMay 15, 2026442$232.2Mconfidential canonicalSEC ↗
Q4 202513F-HR/ANEW HOLDINGSMay 15, 202623$28.0M canonicalSEC ↗
Q4 202513F-HRFeb 17, 2026453$245.8Mconfidential canonicalSEC ↗
Q3 202513F-HR/ANEW HOLDINGSMay 15, 20265$7.2M canonicalSEC ↗
Q3 202513F-HR/ANEW HOLDINGSFeb 17, 202623$20.9M canonicalSEC ↗
Q3 202513F-HRNov 14, 2025400$272.8Mconfidential canonicalSEC ↗
Q2 202513F-HR/ANEW HOLDINGSMay 15, 20261$633K canonicalSEC ↗
Q2 202513F-HR/ANEW HOLDINGSFeb 17, 20266$5.6M canonicalSEC ↗
Q2 202513F-HR/ANEW HOLDINGSNov 14, 202515$19.4M canonicalSEC ↗
Q2 202513F-HRAug 14, 2025485$276.5M canonicalSEC ↗
Q1 202513F-HR/ANEW HOLDINGSFeb 17, 20263$1.8M canonicalSEC ↗
Q1 202513F-HR/ANEW HOLDINGSNov 14, 20259$8.1M canonicalSEC ↗
Q1 202513F-HR/ANEW HOLDINGSAug 14, 202519$11.2M canonicalSEC ↗
Q1 202513F-HRMay 15, 2025440$197.5Mconfidential canonicalSEC ↗
Q4 202413F-HR/ANEW HOLDINGSFeb 17, 20263$1.7M canonicalSEC ↗
Q4 202413F-HR/ANEW HOLDINGSNov 14, 20251$493K canonicalSEC ↗
Q4 202413F-HR/ANEW HOLDINGSAug 14, 20256$2.3M canonicalSEC ↗
Q4 202413F-HR/ANEW HOLDINGSMay 15, 202529$27.3M canonicalSEC ↗
Q4 202413F-HRFeb 14, 2025405$193.2Mconfidential canonicalSEC ↗
Q3 202413F-HR/ANEW HOLDINGSFeb 17, 20262$1.3M canonicalSEC ↗
Q3 202413F-HR/ANEW HOLDINGSAug 14, 202511$3.9M canonicalSEC ↗
Q3 202413F-HR/ANEW HOLDINGSMay 15, 202510$2.9M canonicalSEC ↗
Q3 202413F-HR/ANEW HOLDINGSFeb 14, 202522$9.9M canonicalSEC ↗
Q3 202413F-HRNov 14, 2024258$102.2Mconfidential canonicalSEC ↗