Citadel Advisors · Ken Griffin

Latest 13F holdings with ERM3 risk decomposition — how much of the portfolio's return is market beta versus genuine stock-picking, and where the residual risk concentrates.

Reported AUM
$366.1B
Holdings
2250
Top-10 weight
42%
As of
2025-12-31
Filed
2026-03-16

Return attribution — beta or stock-picking?

Sum of monthly ERM3 attribution over the trailing 12 months (2025-01-31 2025-12-31), modeled subset of holdings. Roughly 13% of the gross return was idiosyncratic — most of the return came from factor exposure, not stock selection.

Gross

+20.2%

Market

+18.3%

Sector

-2.8%

Subsector

+0.8%

Stock-specific

+2.6%

Top holdings

2250 reported positions; top 15 shown. “Stock-specific” is the share of each position's variance not explained by market, sector, or subsector factors.

#HoldingWeightValueStock-specific
1TSLA9.4%$34.5B47%
2NVDA7.9%$28.8B46%
3AAPL4.5%$16.3B73%
4META4.3%$15.8B58%
5AMZN3.6%$13.2B52%
6MSFT3.0%$11.2B56%
7NFLX2.4%$8.9B82%
8GOOG2.2%$8.1B67%
9AMD2.1%$7.6B54%
10PLTR2.1%$7.6B60%
11MU1.8%$6.7B47%
12LLY1.5%$5.4B58%
13ORCL1.2%$4.2B66%
14GS1.1%$4.2B37%
15HOOD0.9%$3.2B49%

85% of reported AUM is in the ERM3 model universe; attribution and risk shares cover that subset. Source: SEC Form 13F-HR, filed 2026-03-16.

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