Granby Capital Management LLC's Q2 2023 13F: 5 new positions, 3 exits
Form 13F-HR for the quarter ended Jun 30, 2023 · filed Aug 14, 2023 · 21 reported positions · accession 0000919574-23-004607
What changed this quarter
| Activity | Security | Weight before | Weight now | Change | Shares | Shares % |
|---|---|---|---|---|---|---|
| New | VANGUARD INDEX FDS (VBR) | — | 5.2% | +5.2 pts | +35,000 sh | new |
| Exited | GARRETT MOTION INC (GTXAP) | 3.2% | — | −3.2 pts | −365K sh | −100% |
| Increased | VANGUARD INTL EQUITY INDEX F (VEU) | 11.8% | 12.7% | +0.9 pts | +35,000 sh | +16% |
| New | CONSOL ENERGY INC NEW (CEIX) | — | 1.2% | +1.2 pts | +20,000 sh | new |
| Increased | NUVEEN MUN VALUE FD INC (NUV) | 7.4% | 7.8% | +0.4 pts | +147K sh | +17% |
| Exited | SPDR SER TR (KRE) | 1.1% | — | −1.1 pts | −25,000 sh | −100% |
| New | ARCH RESOURCES INC (ARCH) | — | 1.0% | +1.0 pts | +10,000 sh | new |
| Exited | ALLIANCE RESOURCE PARTNERS L (ARLP) | 1.0% | — | −1.0 pts | −50,000 sh | −100% |
| New | CIBUS INC (CBUS) | — | 0.5% | +0.5 pts | +49,427 sh | new |
| New | GARRETT MOTION INC (GTX) | — | 0.3% | +0.3 pts | +38,098 sh | new |
Reported by the fund in its Form 13F filed with the SEC; holdings are as of the quarter-end report date and may have changed since. For informational purposes only — not investment advice or a recommendation to buy or sell any security. FilingExplorer is not affiliated with or endorsed by this fund. How this brief is compiled
Top 10 positions — 82.4% of the equity book
Changes in the top 10 this quarter: VBR entered · GTXAP left
| # | Security | Weight before | Weight now | |
|---|---|---|---|---|
| 1 | SPDR S&P 500 ETF TR (SPY) | 22.1% | 21.8% | |
| 2 | VANGUARD INTL EQUITY INDEX F (VEU) | 11.8% | 12.7% | |
| 3 | ISHARES TR (IVV) | 8.1% | 8.0% | |
| 4 | NUVEEN MUN VALUE FD INC (NUV) | 7.4% | 7.8% | |
| 5 | SELECT SECTOR SPDR TR (XLE) | 8.0% | 7.2% | |
| 6 | ISHARES TR (MUB) | 7.5% | 6.7% | |
| 7 | VANGUARD INDEX FDS (VBR) | 0.0% | 5.2% | Entered the top 10 |
| 8 | ENERGY TRANSFER L P (ET) | 4.9% | 4.6% | |
| 9 | PACER FDS TR (COWZ) | 4.7% | 4.3% | |
| 10 | MPLX LP (MPLX) | 4.4% | 4.0% | |
| — | GARRETT MOTION INC (GTXAP) | 3.2% | 0.0% | Left the top 10 |
Weights are each position's reported value as a share of the fund's reported equity positions (options and principal-amount holdings excluded).
Option positions (puts and calls)
Reported separately from the positions above. The value a 13F reports for an option is that of the underlying shares, not the option itself.
| Activity | Security | Type | Shares before | Shares now | Reported value |
|---|---|---|---|---|---|
| Exited | INVESCO QQQ TR (QQQ) | Put | 80,000 | 0 | $0 |
| New | INVESCO QQQ TR (QQQ) | Put | 0 | 30,000 | $11.1M |