# EDGAR Filing Document

**Accession Number:** 0001689873
**File Stem:** 0001049169-26-000620
**Filing Date:** 2026-2
**Character Count:** 18572
**Document Hash:** f9a685970c788fe32d9805adf775ac90
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001049169-26-000620.hdr.sgml**: 20260227

**ACCESSION NUMBER**: 0001049169-26-000620

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260227

**DATE AS OF CHANGE**: 20260227

**PERIOD START**: 20260630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** GraniteShares ETF Trust
- **CENTRAL INDEX KEY:** 0001689873

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23214
- **FILM NUMBER:** 26698041

**BUSINESS ADDRESS:**
- **STREET 1:** 250 BROADWAY
- **STREET 2:** 24TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10007
- **BUSINESS PHONE:** 9173380565

**MAIL ADDRESS:**
- **STREET 1:** 250 BROADWAY
- **STREET 2:** 24TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10007

## Series and Classes Contracts Data

### GraniteShares HIPS US High Income ETF (Series ID: S000059908)

| Class ID   | Class Name                            | Ticker Symbol   |
|:---|:---|:---|
| C000195944 | GraniteShares HIPS US High Income ETF |  |

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** GraniteShares ETF Trust

- **b. Investment Company Act file number:** 811-23214

- **c. CIK number of Registrant:** 0001689873

- **d. LEI of Registrant:** 549300ODHHSS5JB0RB94

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 222 Broadway 21st Floor

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10038

  - **Telephone number:** 6468765096

**Item A.2. Information about the Series.**

- **a. Name of Series:** GraniteShares HIPS U.S. High Income ETF

- **b. EDGAR series identifier (if any):** S000059908

- **c. LEI of Series:** 549300T81ZQ2D4QI1D15

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2026-06-30

- **b. Date as of which information is reported:** 2025-12-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $209146556.28

**Total Liabilities:** $101100181.86

**Net Assets:** $108046374.42

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000195944 | -0.95%               | 3.35%                | -0.78%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $81728.11                | $-1764316.38                               |
| Month 2  | $210235.66               | $2590454.22                                |
| Month 3  | $-5225835.95             | $2817863.92                                |

### Schedule of Portfolio Investments

| Name                                               | Title                                                | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Blackrock Floating Rate Income Strategies Fund Inc | BlackRock Floating Rate Income Strategies Fund, Inc. | CUSIP: 09255X100<br>LEI: UZXE8UOGW61VMG5WLP57 | Long             | EC               | RF                | US        |    229783 | NS      | $2706843.74   | 2.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuveen Floating Rate Income Fund/closed-end Fund   | Nuveen Floating Rate Income Fund                     | CUSIP: 67072T108<br>LEI: HJXCPP3KYE3BVU373P27 | Long             | EC               | RF                | US        |    345204 | NS      | $2702947.32   | 2.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Cvr Partners Lp                                    | CVR Partners LP                                      | CUSIP: 126633205<br>LEI: 529900LE0OS06MYQRP11 | Long             | EC               | CORP              | US        |     28062 | NS      | $2876355.00   | 2.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Bdc Inc                              | Goldman Sachs BDC, Inc.                              | CUSIP: 38147U107<br>LEI: 6D01AGSGBNZIJSN77043 | Long             | EC               | CORP              | US        |    280680 | NS      | $2604710.40   | 2.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Delek Logistics Partners Lp                        | Delek Logistics Partners LP                          | CUSIP: 24664T103<br>LEI: 549300UVYITDIU51P724 | Long             | EC               | CORP              | US        |     59694 | NS      | $2663546.28   | 2.47%             |  |  |  | No            |                  1 | On Loan: No      |
| New Mountain Finance Corp                          | New Mountain Finance Corp.                           | CUSIP: 647551100<br>LEI: 549300L1MPTT1H7SES77 | Long             | EC               | CORP              | US        |    293799 | NS      | $2705888.79   | 2.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Neuberger High Yield Strategies Fund Inc           | Neuberger High Yield Strategies Fund, Inc.           | CUSIP: 64128C106<br>LEI: 549300N1F0D8SFREMM17 | Long             | EC               | RF                | US        |    380580 | NS      | $2831515.20   | 2.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynex Capital Inc                                  | Dynex Capital, Inc.                                  | CUSIP: 26817Q886<br>LEI: 5CIJ4S9HAEBWILA19B65 | Long             | EC               | CORP              | US        |    194177 | NS      | $2720419.77   | 2.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Plains All American Pipeline Lp                    | Plains All American Pipeline LP                      | CUSIP: 726503105<br>LEI: 5521FA2ITF25TVH63740 | Long             | EC               | CORP              | US        |    151256 | NS      | $2716557.76   | 2.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Pennymac Mortgage Investment Trust                 | PennyMac Mortgage Investment Trust                   | CUSIP: 70931T103<br>LEI: 549300BSSOQO1ZWDUJ97 | Long             | EC               | CORP              | US        |    215032 | NS      | $2698651.60   | 2.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Orchid Island Capital Inc                          | Orchid Island Capital, Inc.                          | CUSIP: 68571X301<br>LEI: 549300KBIHGT19K9DY89 | Long             | EC               | CORP              | US        |    371284 | NS      | $2673244.80   | 2.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Prospect Capital Corp                              | Prospect Capital Corp.                               | CUSIP: 74348T102<br>LEI: 549300FSD8T39P5Q0O47 | Long             | EC               | CORP              | US        |   1059980 | NS      | $2745348.20   | 2.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimbell Royalty Partners Lp                        | Kimbell Royalty Partners LP                          | CUSIP: 49435R102<br>LEI: 5493007FC11POVYRB841 | Long             | EC               | CORP              | US        |    228676 | NS      | $2689229.76   | 2.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Ltd Duration Income Trust                 | Franklin, Ltd. Duration Income Trust                 | CUSIP: 35472T101<br>LEI: P58SM14RY02PYB0IA680 | Long             | EC               | RF                | US        |    438079 | NS      | $2694185.85   | 2.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Two Harbors Investment Corp                        | Two Harbors Investment Corp.                         | CUSIP: 90187B804<br>LEI: 549300ZUIBT6KH4HU823 | Long             | EC               | CORP              | US        |    255961 | NS      | $2687590.50   | 2.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Treasury Bill                                      | United States Treasury Bill                          | CUSIP: 912797SG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50000000 | PA      | $49911641.50  | 46.19%            | 2026-01-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Capital Southwest Corp                             | Capital Southwest Corp.                              | CUSIP: 140501107<br>LEI: 54930023YZ4YEJEDBO56 | Long             | EC               | CORP              | US        |    122472 | NS      | $2712754.80   | 2.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackrock Enhanced Large Cap Core Fund Inc         | BlackRock Enhanced Large Cap Core Fund, Inc.         | CUSIP: 09256A109<br>LEI: YNYNSGFZPAVB3Q7YA123 | Long             | EC               | RF                | US        |    116764 | NS      | $2728774.68   | 2.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuveen Churchill Direct Lending Corp               | Nuveen Churchill Direct Lending Corp.                | CUSIP: 67090S108<br>LEI: 254900X3ULEP6XX7HG39 | Long             | EC               | CORP              | US        |    195441 | NS      | $2607182.94   | 2.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Armour Residential Reit Inc                        | ARMOUR Residential REIT, Inc.                        | CUSIP: 042315705<br>LEI: 549300K0WA0EJUX74V72 | Long             | EC               | CORP              | US        |    154102 | NS      | $2726064.38   | 2.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Stone Minerals Lp                            | Black Stone Minerals LP                              | CUSIP: 09225M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    199774 | NS      | $2654996.46   | 2.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Products Partners Lp                    | Enterprise Products Partners LP                      | CUSIP: 293792107<br>LEI: K4CDIF4M54DJZ6TB4Q48 | Long             | EC               | CORP              | US        |     84178 | NS      | $2698746.68   | 2.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Barings Bdc Inc                                    | Barings BDC, Inc.                                    | CUSIP: 06759L103<br>LEI: 549300GSF4KFZP6ONG49 | Long             | EC               | CORP              | US        |    298668 | NS      | $2741772.24   | 2.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Annaly Capital Management Inc                      | Annaly Capital Management, Inc.                      | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |    117366 | NS      | $2624303.76   | 2.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Fs Kkr Capital Corp                                | FS KKR Capital Corp.                                 | CUSIP: 302635206<br>LEI: 549300TYRSI1T21B1360 | Long             | EC               | CORP              | US        |    183127 | NS      | $2712110.87   | 2.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Agnc Investment Corp                               | AGNC Investment Corp.                                | CUSIP: 00123Q104<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EC               | CORP              | US        |    249810 | NS      | $2677963.20   | 2.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbor Realty Trust Inc                             | Arbor Realty Trust, Inc.                             | CUSIP: 038923108<br>LEI: 549300ASFUWYQO0RW077 | Long             | EC               | CORP              | US        |    347870 | NS      | $2699471.20   | 2.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackrock Debt Strategies Fund Inc                 | BlackRock Debt Strategies Fund, Inc.                 | CUSIP: 09255R202<br>LEI: Y02PFSGMGNYKWM70AJ95 | Long             | EC               | RF                | US        |    263702 | NS      | $2684486.36   | 2.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Pimco Income Strategy Fund                         | PIMCO Income Strategy Fund                           | CUSIP: 72201H108<br>LEI: UROCOLESWDN8T1Q8M112 | Long             | EC               | RF                | US        |    324852 | NS      | $2738502.36   | 2.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Starwood Property Trust Inc                        | Starwood Property Trust, Inc.                        | CUSIP: 85571B105<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | EC               | CORP              | US        |    145320 | NS      | $2617213.20   | 2.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Asset High Income Fund Ii Inc              | Western Asset High Income Fund II, Inc.              | CUSIP: 95766J102<br>LEI: 549300LH0LPNF7USIA77 | Long             | EC               | RF                | US        |    663931 | NS      | $2761952.96   | 2.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Pimco High Income Fund                             | PIMCO High Income Fund                               | CUSIP: 722014107<br>LEI: TYNS8LL5KA936NJZN198 | Long             | EC               | RF                | US        |    562590 | NS      | $2734187.40   | 2.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliance Resource Partners Lp                      | Alliance Resource Partners LP                        | CUSIP: 01877R108<br>LEI: 529900T4Q5UPWOUFG783 | Long             | EC               | CORP              | US        |    115907 | NS      | $2692519.61   | 2.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Asset Global High Income Fund Inc          | Western Asset Global High Income Fund, Inc.          | CUSIP: 95766B109<br>LEI: 549300JWVV1XIQ66WD13 | Long             | EC               | RF                | US        |    426368 | NS      | $2733018.88   | 2.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Golub Capital Bdc Inc                              | Golub Capital BDC, Inc.                              | CUSIP: 38173M102<br>LEI: 2549005WE0QLGK9APF78 | Long             | EC               | CORP              | US        |    199627 | NS      | $2708938.39   | 2.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Direct Lending Fund                 | Morgan Stanley Direct Lending Fund                   | CUSIP: 61774A103<br>LEI: 549300QEX22T2J8IB029 | Long             | EC               | CORP              | US        |    159184 | NS      | $2623352.32   | 2.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Pennantpark Floating Rate Capital Ltd              | PennantPark Floating Rate Capital, Ltd.              | CUSIP: 70806A106<br>LEI: 529900BH3IP6381K4L72 | Long             | EC               | CORP              | US        |    292844 | NS      | $2714663.88   | 2.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorchester Minerals Lp                             | Dorchester Minerals LP                               | CUSIP: 25820R105<br>LEI: 529900J537JTEZOMXG05 | Long             | EC               | CORP              | US        |    122472 | NS      | $2738473.92   | 2.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Midstream Partners Lp                      | Western Midstream Partners LP                        | CUSIP: 958669103<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | EC               | CORP              | US        |     68222 | NS      | $2694769.00   | 2.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Ellington Financial Inc                            | Ellington Financial, Inc.                            | CUSIP: 28852N109<br>LEI: 60GS1D1R1YY5G1W7IT74 | Long             | EC               | CORP              | US        |    196578 | NS      | $2669529.24   | 2.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Mplx Lp                                            | MPLX LP                                              | CUSIP: 55336V100<br>LEI: 5493000CZJ19CK4P3G36 | Long             | EC               | CORP              | US        |     50391 | NS      | $2689367.67   | 2.49%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-30

**Name of Applicant:** GraniteShares ETF Trust

**Signature:** William Rhind

**Name of Signer:** William Rhind

**Title:** President