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Livermore
Livermore
ZHEN

Granby Capital Management, LLC

SEC CIK
0001857581
Latest filing
Aug 13, 2026

The latest 13F from Granby Capital Management, LLC covers Q2 2026 (filed Aug 13, 2026): 14 long positions worth $191.7M. The top 10 holdings make up 94.1% of the portfolio, and the largest is SPDR S&P 500 ETF Trust (SPY) at 34.9%. Livermore has 22 filings on Form 13F from this institution, going back to Q1 2021.

What changed in Q2 2026

Share counts compared with Q1 2026: how many positions were new, added to, reduced or sold out, and the biggest buys and sells. Dollar amounts are estimated at the quarter-end prices implied by the filing.

Full comparison
New
1
Est. +$2.38M
Added
0
Reduced
2
Est. −$1.14M
Sold out
1
Est. −$274.8K

Top 5 holdings

Share of this quarter's portfolio value

  1. SPYSPDR S&P 500 ETF Trust
    34.9%$66.8MHistory
  2. Vanguard Ftse All-World Ex-US Index Fund922042775
    17.0%$32.7M
  3. Invesco Exchange Traded FD T46137V357
    8.9%$17.0M
  4. iShares Tr464287432
    6.2%$11.9M
  5. iShares MSCI Eafe ETF464287465
    5.4%$10.4M

Share of portfolio

Top 5 holdings and the other 9 positions, by share of portfolio value

  1. SPY34.9%
  2. Vanguard Ftse All-World Ex-US Index Fund17.0%
  3. Invesco Exchange Traded FD T8.9%
  4. iShares Tr6.2%
  5. iShares MSCI Eafe ETF5.4%
  6. Other 9 positions27.6%

Biggest buys

New and added positions, by estimated amount bought

  1. AMZNAmazon Com Inc
    +$2.38MNewHistory

Largest weight increases

New and added positions, by percentage points of the portfolio gained

  1. AMZNAmazon Com Inc
    +1.24 pp0.0% → 1.2%History

Biggest sells

Reduced and sold-out positions, by estimated amount sold

  1. NUVNuveen Municipal Value Fund Inc
    −$922.0KReducedHistory
  2. WWWW International, Inc.
    −$274.8KSold outHistory
  3. IHRTiHeartMedia, Inc.
    −$214.5KReducedHistory

Largest weight decreases

Reduced and sold-out positions, by percentage points of the portfolio lost

  1. NUVNuveen Municipal Value Fund Inc
    −0.77 pp4.3% → 3.5%History
  2. WWWW International, Inc.
    −0.16 pp0.2% → 0.0%History
  3. IHRTiHeartMedia, Inc.
    −0.03 pp0.3% → 0.2%History

Metrics

13F metrics for Q2 2026, computed only from the numbers in the filings. Definitions below.

Portfolio value
$191.7M
+$17.2M (+9.9%) vs. prior quarter
Positions
14
0 vs. prior quarter
Top 10 concentration
94.1%
Top 10 as share of value
Turnover
0.8%
Q2 2026, one quarter
Average holding period
16.9 quarters
Weighted by value

How these are calculated

  • Portfolio value: the market value of all long positions in the 13F, as reported at quarter end, excluding options.
  • Top 10 concentration: the combined value of the 10 largest positions as a share of portfolio value.
  • Turnover: the smaller of this quarter's estimated purchases and estimated sales, divided by the average of this and last quarter's portfolio value. Estimates multiply the change in shares by the quarter-end price implied by the filing (market value divided by shares); new positions use this quarter's value and sold-out positions last quarter's. Only positions reported in shares count, and it is not calculated when the previous quarter was not filed.
  • Average holding period: how many consecutive quarters each current position has been held (including this one; a quarter without the position or without a filing starts the count over), weighted by this quarter's value. Counting starts with the first 13F in Livermore (Q1 2021), so positions held before then are understated.

13F filings by quarter

22 quarters, going back to Q1 2021. Bars show each quarter's 13F portfolio value; quarters without a filing are left blank.

Peak $204.8M (Q1 2024)

Q1 2021: $140.7MQ2 2021: $139.5MQ3 2021: $116.6MQ4 2021: $143.3MQ1 2022: $116.8MQ2 2022: $127.1MQ3 2022: $104.7MQ4 2022: $135.0MQ1 2023: $101.0MQ2 2023: $110.9MQ3 2023: $129.1MQ4 2023: $159.4MQ1 2024: $204.8MQ2 2024: $175.0MQ3 2024: $193.3MQ4 2024: $193.0MQ1 2025: $185.5MQ2 2025: $179.1MQ3 2025: $188.3MQ4 2025: $187.5MQ1 2026: $174.5MQ2 2026: $191.7M
Q1 2021Q2 2026
13F filings of Granby Capital Management, LLC by quarter
QuarterFiledPositionsValueTop 3 holdingsChangesFiling
Q2 2026Aug 13, 202614$191.7MSPYVanguard Ftse All-World Ex-US Index FundInvesco Exchange Traded FD Tvs. Q1 2026SEC
Q1 2026May 14, 202614$174.5MSPYVanguard Ftse All-World Ex-US Index FundInvesco Exchange Traded FD Tvs. Q4 2025SEC
Q4 2025Feb 17, 202618$187.5MSPYVanguard Ftse All-World Ex-US Index FundInvesco Exchange Traded FD Tvs. Q3 2025SEC
Q3 2025Nov 14, 202518$188.3MSPYVanguard Ftse All-World Ex-US Index FundInvesco Exchange Traded FD Tvs. Q2 2025SEC
Q2 2025Aug 14, 202517$179.1MSPYVanguard Ftse All-World Ex-US Index FundInvesco Exchange Traded FD Tvs. Q1 2025SEC
Q1 2025May 15, 202521$185.5MSPYVanguard Ftse All-World Ex-US Index FundInvesco Exchange Traded FD Tvs. Q4 2024SEC
Q4 2024Feb 14, 202519$193.0MSPYiShares Core S&P 500 ETFVanguard Ftse All-World Ex-US Index Fundvs. Q3 2024SEC
Q3 2024Nov 14, 202423$193.3MSPYVanguard Ftse All-World Ex-US Index FundiShares Trvs. Q2 2024SEC
Q2 2024Aug 14, 202420$175.0MSPYVanguard Ftse All-World Ex-US Index FundiShares Trvs. Q1 2024SEC
Q1 2024May 14, 202420$204.8MSPYiShares TrVanguard Ftse All-World Ex-US Index Fundvs. Q4 2023SEC
Q4 2023Feb 14, 202420$159.4MSPYVanguard Ftse All-World Ex-US Index FundiShares Trvs. Q3 2023SEC
Q3 2023Nov 14, 202322$129.1MSPYState Street Energy Select Sector SPDR ETFVanguard Ftse All-World Ex-US Index Fundvs. Q2 2023SEC
Q2 2023Aug 14, 202321$110.9MSPYVanguard Ftse All-World Ex-US Index FundiShares Core S&P 500 ETFvs. Q1 2023SEC
Q1 2023May 12, 202319$101.0MSPYVanguard Ftse All-World Ex-US Index FundiShares Core S&P 500 ETFvs. Q4 2022SEC
Q4 2022Feb 10, 202326$135.0MSPYiShares Russell 2000 ETFVanguard Ftse All-World Ex-US Index Fundvs. Q3 2022SEC
Q3 2022Nov 14, 202233$104.7MSPYiShares TrEQTvs. Q2 2022SEC
Q2 2022Aug 5, 202246$127.1MSPYEQTiShares Core S&P 500 ETFvs. Q1 2022SEC
Q1 2022May 13, 202252$116.8MSPYEQTiShares Core S&P 500 ETFvs. Q4 2021SEC
Q4 2021Feb 11, 202244$143.3MSPYiShares Core S&P 500 ETFVanguard Ftse All-World Ex-US Index Fundvs. Q3 2021SEC
Q3 2021Nov 12, 202154$116.6MSPYFYBRiShares Core S&P 500 ETFvs. Q2 2021SEC
Q2 2021Aug 16, 202152$139.5MSPYVanguard Ftse All-World Ex-US Index FundFYBRvs. Q1 2021SEC
Q1 2021May 12, 202126$140.7MSPYVanguard Ftse All-World Ex-US Index FundiShares Core MSCI Emerging Markets ETF–SEC