---
name: Copy Citadel Advisors
kind: hedgecopy-fund
cik: 0001423053
latest_13f_period: 2026-06-30
latest_13f_filed: 2026-08-14
author: HedgeCopy
---

# Copy Citadel Advisors (13F follow-the-filing)

Citadel Advisors files a 13F-HR with the SEC each quarter (CIK 0001423053). This skill describes a
long-only copy portfolio built from that filing, bought the trading day after it is filed.

## Track record (estimated from 13F holdings, net of 10 bps per unit of turnover)
- Annualised return copying the filings, last 3 years (headline): +21.2% vs SPY +22.9% (alpha -1.7%/yr)
- Annualised since the series started (2022-08-19 to 2026-10-09): +14.9% vs SPY +17.3%
- Follow-the-filing TTM: +18.4% vs SPY +16.2% (alpha +2.1%)
- Quarters of history: 17; average coverage 85%; flags: hard_to_copy

## Latest disclosed top holdings (2026-06-30)
| # | Ticker | Issuer | Weight |
|---|---|---|---|
| 1 | IVV | ISHARES TR | 7.7% |
| 2 | AMZN | AMAZON COM INC | 1.5% |
| 3 | NVDA | NVIDIA CORPORATION | 1.4% |
| 4 | AAPL | APPLE INC | 1.2% |
| 5 | MSFT | MICROSOFT CORP | 0.8% |
| 6 | — | ELECTRONIC ARTS INC | 0.7% |
| 7 | WBD | WARNER BROS DISCOVERY INC | 0.7% |
| 8 | LLY | ELI LILLY & CO | 0.7% |
| 9 | AVGO | BROADCOM INC | 0.6% |
| 10 | GOOGL | ALPHABET INC | 0.6% |
| 11 | BLK | BLACKROCK INC | 0.6% |
| 12 | AMD | ADVANCED MICRO DEVICES INC | 0.5% |
| 13 | GOOG | ALPHABET INC | 0.5% |
| 14 | SPCX | SPACE EXPLORATION TECHN CORP | 0.5% |
| 15 | ABBV | ABBVIE INC | 0.5% |
| 16 | AMAT | APPLIED MATLS INC | 0.5% |
| 17 | ABT | ABBOTT LABORATORIES | 0.5% |
| 18 | KLAC | KLA CORP | 0.4% |
| 19 | HWM | HOWMET AEROSPACE INC | 0.4% |
| 20 | MA | MASTERCARD INCORPORATED | 0.4% |

## About the fund

Citadel is a leading global investment firm headquartered in Miami, United States, founded in 1990 by Kenneth C. Griffin. The firm manages private investment funds for sophisticated investors and operates alongside its affiliate, the global market maker Citadel Securities.

- Strategy: Multi-Strategy
- Type: Multi-strategy
- Founders: Kenneth C. Griffin
- Key people: Kenneth Cordele Griffin (Chief Executive Officer and Co-Chief Investment Officer); Pablo Jose Salame (Co-Chief Investment Officer); Gerald Albert Beeson (Chief Operating Officer); Shawn Francis Fagan (Chief Legal Officer); Nicholas Mitchell Sahadi (Chief Compliance Officer)
- Founded 1990 · HQ Miami, United States
- Reported AUM: $570.6bn (as of June 11, 2026)
- Website: https://www.citadel.com

### Approach
Citadel employs multiple portfolio management teams that transact in the same markets and instruments under central supervision. The firm utilizes fundamental research, financial analysis, and quantitative modeling to identify and capture opportunities across global markets. It takes both directional and relative value positions, both long and short, using a broad range of instruments including securities, options, futures, and derivatives.

### History
Founded in 1990 by Kenneth C. Griffin, Citadel has grown into a leading global financial institution. The firm has operated under various names, including Wellington Financial and Citadel Investment Group, before evolving into its current structure. It maintains a diverse business platform that includes both a global investment firm and a global market maker, Citadel Securities.

### Notable positions / campaigns
- Ishares Tr (2026): Largest position in the disclosed 13F portfolio for the quarter ended June 30, 2026.

_Profile generated 2026-10-09 from public sources; may be incomplete or out of date._

## Rules
- Hold the top 20 long US-equity positions from the latest 13F-HR, weighted as reported.
- Rebalance on the first trading day after each new 13F-HR is filed. Cash only, paper only.

## Parameters
```json
{
  "params": {
    "funds": [
      "0001423053"
    ],
    "top_n": 20,
    "weighting": "13f",
    "rebalance": "filing_plus_1",
    "budget_usd": 10000,
    "stop_loss_pct": null,
    "cash_only": true
  }
}
```

> Estimated from 13F holdings (long US equities only; no shorts, options, cash or fees). Past performance is not a guide to the future. Not investment advice. Paper trading only.