# EDGAR Filing Document

**Accession Number:** 0001689873
**File Stem:** 0001493152-23-006205
**Filing Date:** 2023-2
**Character Count:** 17730
**Document Hash:** 871fc7f82d84e949c4370e765cac523c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001493152-23-006205.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001493152-23-006205

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20230630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** GraniteShares ETF Trust
- **CENTRAL INDEX KEY:** 0001689873
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23214
- **FILM NUMBER:** 23682161

**BUSINESS ADDRESS:**
- **STREET 1:** 205 HUDSON STREET 7TH FLOOR,
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10013
- **BUSINESS PHONE:** 9173380565

**MAIL ADDRESS:**
- **STREET 1:** 205 HUDSON STREET 7TH FLOOR,
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10013

## Series and Classes Contracts Data

### GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF (Series ID: S000056279)

| Class ID   | Class Name                                                  | Ticker Symbol   |
|:---|:---|:---|
| C000177158 | GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF | COMB            |

## 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:** 205 Hudson Street 7th floor

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10013

  - **Telephone number:** 1-646-876-5143

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

- **a. Name of Series:** GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF

- **b. EDGAR series identifier (if any):** S000056279

- **c. LEI of Series:** 549300TM9TYJ47SK6836

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

- **a. Date of fiscal year-end:** 2023-06-30

- **b. Date as of which information is reported:** 2022-12-31

**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:** $185730655.70

**Total Liabilities:** $52287.95

**Net Assets:** $185678367.75

**Amount of Assets Invested in Other Investment Companies:** $38402318.08

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0 | **1-Year:** 0 | **5-Year:** 0 | **10-Year:** 0 | **30-Year:** 0

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

- **3-Month:** 0 | **1-Year:** 0 | **5-Year:** 0 | **10-Year:** 0 | **30-Year:** 0

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000177158 | 0.03%                | 0.02%                | -0.08%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $35210.71                | $158165.01                                 |
| Month 2  | $0.00                    | $-86042.35                                 |
| Month 3  | $0.00                    | $88203.17                                  |

**Designated Index Information**

- **Index Name:** Bloomberg Commodity Total Return Index

- **Index Identifier:** BCOMTR

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                      | Henry Hub Natural Gas NYMEX               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       383 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                      | Light, Sweet Crude Oil NYMEX              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       180 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                      | Brent Crude Oil ICE Futures Europe        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       150 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                      | Low Sulphure Gas Oil - ICE Futures Europe | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        66 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                      | RBOB Unleaded Gasoline - NYMEX            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        40 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                      | ULS Diesel - NYMEX                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        35 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                      | Live Cattle - CME                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       115 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                      | Lean Hogs - CME                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        93 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                      | Soft Wheat - CBOT                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       135 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                      | Hard Red Winter Wheat Kansas - CBOT       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        76 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                      | Corn - CBOT                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       327 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                      | Soybeans - CBOT                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       147 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                      | Soybean Oil - CBOT                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       159 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                      | Soybean Meal - CBOT                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       151 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                      | High Grade Primary Aluminum - LME         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       140 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                      | High Grade Primary Aluminum - LME         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        38 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                      | High Grade Primary Aluminum - LME         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       161 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                      | High Grade Primary Aluminum - LME         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       161 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                      | Copper - COMEX                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        88 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                      | Special High Grade Zinc - LME             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        84 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                      | Special High Grade Zinc - LME             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        22 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                      | Special High Grade Zinc - LME             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        96 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                      | Special High Grade Zinc - LME             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        96 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                      | Primary Nickel - LME                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        53 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                      | Primary Nickel - LME                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        14 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                      | Primary Nickel - LME                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        62 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                      | Primary Nickel - LME                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        62 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                      | Gold - COMEX                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       148 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                      | Silver - COMEX                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        75 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                      | Sugar No. 11 - ICE Futures U.S.           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       242 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                      | Cotton No.2 ICE Futures U.S.              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        46 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                      | Coffee "C" - ICE Futures U.S.             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        56 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                      | E-Mini Silver - COMEX                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         1 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America | U.S. Treasury Bills                       | CUSIP: 912796XZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  19000000 | PA      | $18924304.00  | 10.19%            | 2023-02-09      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| United States of America | U.S. Treasury Bills                       | CUSIP: 912796YA1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  20000000 | PA      | $19900660.00  | 10.72%            | 2023-02-16      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| United States of America | U.S. Treasury Bills                       | CUSIP: 912796YB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  20000000 | PA      | $19863580.00  | 10.70%            | 2023-03-02      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| United States of America | U.S. Treasury Bills                       | CUSIP: 912796S34<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  10000000 | PA      | $9975240.00   | 5.37%             | 2023-01-26      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| United States of America | U.S. Treasury Bills                       | CUSIP: 912796U31<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  17000000 | PA      | $16841959.50  | 9.07%             | 2023-03-23      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| United States of America | U.S. Treasury Bills                       | CUSIP: 912796ZK8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  20000000 | PA      | $19971420.00  | 10.76%            | 2023-01-17      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| United States of America | U.S. Treasury Bills                       | CUSIP: 912796ZH5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  17000000 | PA      | $17000000.00  | 9.16%             | 2023-01-03      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| United States of America | U.S. Treasury Bills                       | CUSIP: 912796XT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  15000000 | PA      | $14952472.50  | 8.05%             | 2023-02-02      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| United States of America | U.S. Treasury Bills                       | CUSIP: 912796X95<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  25000000 | PA      | $24994962.50  | 13.46%            | 2023-01-05      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| United States of America | U.S. Treasury Bills                       | CUSIP: 912796T33<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  10000000 | PA      | $9939890.00   | 5.35%             | 2023-02-23      | None          | 0.00%                 | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-28

**Name of Applicant:** GraniteShares ETF Trust

**Signature:** /s/ William Rhind

**Name of Signer:** William Rhind

**Title:** President GraniteShares ETF Trust