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For information and research only. Not investment advice.
13F filings 13F is partial

Citadel

Ken Griffin
Performance
Assuming an initial $100,000 · Benchmark: S&P 500
Hypothetical
Replication modeTop 5Top 10Main holdings
YTD1Y5Y8YAll
CompoundFixed

Gains are reinvested — principal and returns grow together.

$200k$400k$600k2013/082017/122022/052026/09$583k$412k
Backtest through 2026-09-11
After filingAt quarter endBenchmark · S&P 500
After filing — buys the holdings only once the filing is public — about 45 days after the quarter ends. The path someone could actually have taken.
At quarter end — pretends the same holdings were bought on the last day of the quarter, before anyone could have known them. Not possible in reality — shown dashed for comparison only.
Benchmark — S&P 500 (SPY) total return over the same window — what doing nothing but holding the market would earn.

Hypothetical backtest — not a real trading record. Simulated on public data from 2013-08: each position is bought only after the filing became public (using no information unavailable at the time), with trading costs deducted, on a total-return basis. Past performance does not predict future results.

All metrics below are computed on the After-filing curve.
Return?
11.2%
Compound annual return over the sample.
Risk?
18.1%
How much returns swing (annualized stdev); lower is steadier.
Return vs risk?
0.68
Return ÷ volatility; higher is better.
Beat SPX?
−3.0%
Annualized gain over the S&P.
Excess?
−2.8%
The strategy's own annual excess, apart from the market.
Significance?
t=−2.00 · strong
t-value: how solid the excess is — higher is more reliable.
Max DD?
−38.6%
Largest peak-to-trough fall.
Leverage?
1.02×
How many times it rises and falls together with the market.
Longest recovery?
27 mo
Longest wait from a peak back to a new high.
About
Ken Griffin

Ken Griffin founded Citadel in 1990, and its multi-strategy model — elite teams paired with rigorous risk controls — has made it one of the most profitable hedge funds in history. Its sister market-maker, Citadel Securities, has become a central hub of global markets.

Holdings & changes
Replication modeTop 5Top 10Main holdings
Current holdingsPosition changes
2026-Q2 filing · filed 2026-08-14
The replication holds the 300 largest reported positions (of 6281 filed that quarter); the top 30 are listed below, together 24.7% of the portfolio.
Main holdings · filed weights
TickerNameWeightvs last filing
IVV
iShares Core S&P 500 ETF
31.2%+5.8 ▲
AMZN
Amazon.Com Inc
6.1%+0.3 ▲
NVDA
Nvidia Corp
5.6%−1.0 ▼
AAPL
Apple Inc.
5.0%+0.3 ▲
MSFT
Microsoft Corp
3.3%—
EA
Electronic Arts Inc
2.8%—
WBD
Warner Bros. Discovery, Inc. Series A Common Stock
2.8%—
LLY
Eli Lilly & Co.
2.7%—
AVGO
Broadcom Inc. Common Stock
2.6%—
GOOGL
Alphabet Inc. Class A Common Stock
2.5%—
BLK
Blackrock, Inc.
2.5%—
AMD
Advanced Micro Devices
2.2%—
GOOG
Alphabet Inc. Class C Capital Stock
2.1%—
SPCX
SPCX
2.1%—
ABBV
ABBVIE INC.
1.9%—
AMAT
Applied Materials Inc
1.8%—
ABT
Abbott Laboratories
1.8%—
KLAC
KLA Corporation Common Stock
1.8%—
HWM
Howmet Aerospace Inc
1.8%—
MA
Mastercard Incorporated
1.8%—
STX
Seagate Technology Holdings PLC Ordinary Shares (Ireland)
1.7%—
JPM
JPMorgan Chase & Co.
1.7%—
ORCL
Oracle Corp
1.7%—
MU
Micron Technology, Inc.
1.6%−0.7 ▼
ORLY
O'Reilly Automotive, Inc.
1.5%—
KO
Coca-Cola Company
1.5%—
NFLX
NetFlix Inc
1.5%—
META
Meta Platforms, Inc. Class A Common Stock
1.5%—
WMT
Walmart Inc. Common Stock
1.5%—
LRCX
Lam Research Corp
1.5%—
Risk
13F is partial — Multi-strategy + market-making, highly levered and fast-turnover with large option notionals; the filed longs are far from the true net exposure.
The replication is built from public filings: ~45-day lag, US long stock positions only; replication returns are not the fund’s real returns, and the manager may have traded since.
Past / backtested performance does not predict the future. Data and calculations may contain errors; we correct them when found. Masterfolio is an information service / publisher, not an investment adviser. Fund and manager names refer to their public filings only; no affiliation or endorsement.
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Ken Griffin Portfolio & 13F Holdings 2026 — Replication Backtest · Masterfolio