Granby Capital Management, LLC
CIK 0001857581
Annualised vol
0.4251%
Beta
0.015508
HHI
1095.408211
Top-10 weight
85.87659%
VaR 95%
0.040162%
VaR 99%
0.069904%
Max drawdown
0.852319%
Matched value
1.467196%
Returns of reported holdings
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Position changes vs prior quarter
What the latest 13F shows bought and sold against the quarter before, by share count.
Holdings (latest quarter)
| Ticker | Change | Issuer | Class | CUSIP | Value ($) | Weight % | Shares |
|---|---|---|---|---|---|---|---|
| - | STATE STR SPDR S&P 500 ETF T | TR UNIT | 78462F103 | 40,699,000 | 21.23 | 54500.0 | |
| - | VANGUARD INTL EQUITY INDEX F | ALLWRLD EX US | 922042775 | 28,056,300 | 14.64 | 335000.0 | |
| - | STATE STR SPDR S&P 500 ETF T | TR UNIT | 78462F103 | 26,137,000 | 13.64 | 35000.0 | |
| - | INVESCO EXCHANGE TRADED FD T | S&P500 EQL WGT | 46137V357 | 17,021,600 | 8.88 | 80000.0 | |
| - | ISHARES TR | MSCI EAFE ETF | 464287465 | 10,388,000 | 5.42 | 100000.0 | |
| - | ALPS ETF TR | ALERIAN MLP | 00162Q452 | 10,370,000 | 5.41 | 200000.0 | |
| - | ISHARES TR | CORE S&P500 ETF | 464287200 | 9,735,600 | 5.08 | 13000.0 | |
| - | VANGUARD INDEX FDS | SM CP VAL ETF | 922908611 | 8,504,700 | 4.44 | 35000.0 | |
| - | ISHARES TR | 20 YR TR BD ETF | 464287432 | 6,913,600 | 3.61 | 80000.0 | |
| - | NUVEEN MUN VALUE FD INC | COM | 670928100 | 6,787,000 | 3.54 | 736112.0 | |
| - | PACER FDS TR | US CASH COWS 100 | 69374H881 | 6,220,000 | 3.24 | 100000.0 | |
| - | SELECT SECTOR SPDR TR | ST STR UTIL ETF | 81369Y886 | 5,894,200 | 3.07 | 130000.0 | |
| - | ISHARES TR | 20 YR TR BD ETF | 464287432 | 5,012,400 | 2.61 | 58000.0 | |
| - | VANGUARD INTL EQUITY INDEX F | ALLWRLD EX US | 922042775 | 4,606,300 | 2.4 | 55000.0 | |
| - | ISHARES TR | CHINA LG-CAP ETF | 464287184 | 2,527,200 | 1.32 | 80000.0 | |
| AMZN | NEW | AMAZON COM INC | COM | 023135106 | 2,383,400 | 1.24 | 10000.0 |
| IHRT | REDUCED | IHEARTMEDIA INC | COM CL A | 45174J509 | 429,000 | 0.22 | 100000.0 |
Quarterly portfolios
| Period | Filed | Value ($) | Positions | Vol % | Beta | Max DD % |
|---|---|---|---|---|---|---|
| 2026-06-30 | 2026-08-14 | 191,685,300 | 17 | 0.4251 | 0.015508 | 0.852319 |
| 2026-03-31 | 2026-05-14 | 174,470,750 | 17 | 0.119885 | 5.04E-4 | 0.249986 |
| 2025-12-31 | 2026-02-17 | 187,494,800 | 22 | 0.5799 | 0.013335 | 1.001666 |
| 2025-09-30 | 2025-11-14 | 188,344,600 | 22 | 0.447326 | 0.001994 | 0.990729 |
| 2025-03-31 | 2025-05-15 | 185,537,700 | 26 | 0.383688 | 0.002041 | 0.851263 |
| 2024-12-31 | 2025-02-14 | 193,045,200 | 24 | 0.467712 | 0.002632 | 1.07599 |