Rye Brook Capital LLC Diversified Active

Location: Greenwich, CT

CIK: 0001844147 · Show all filings

Period: Q3 2022 (← Previous) (Next →)

Filing Date: Nov 3, 2022

Total Value: $137M (100.0% shares, 0.0% debt)

Holdings (21)

QQQ INVESCO QQQ TRUST SERIES 1 29.1%

Value $39.82M Shares 149,000 Share Price $267.26 Est. Cost/Share $332.08 Unrealized @ Report Date -19.5%

EWJ ISHARES MSCI JAPAN ETF 14.8%

Value $20.22M Shares 414,000 Share Price $48.85 Est. Cost/Share $61.69 Unrealized @ Report Date -20.8%

LQD ISHARES IBOXX INVESTMENT GRA 11.1%

Value $15.14M Shares 147,800 Share Price $102.45 Est. Cost/Share $112.91 Unrealized @ Report Date -9.3%

VGK VANGUARD FTSE EUROPE ETF 10.7%

Value $14.6M Shares 316,400 Share Price $46.15 Est. Cost/Share $67.60 Unrealized @ Report Date -31.7%

SMH VANECK SEMICONDUCTOR ETF 5.7%

Value $7.747M Shares 41,850 Share Price $185.11 * Est. Cost/Share $131.93 Unrealized @ Report Date -29.8%

FXI ISHARES CHINA LARGE-CAP ETF 4.2%

Value $5.764M Shares 222,900 Share Price $25.86 Est. Cost/Share $34.49 Unrealized @ Report Date -25.0%

IBB ISHARES NASDAQ BIOTECHNOLOGY 3.4%

Value $4.708M Shares 40,250 Share Price $116.97 Est. Cost/Share $150.17 Unrealized @ Report Date -22.1%

BLMN BLOOMIN' BRANDS INC 3.0%

Value $4.146M Shares 226,200 Share Price $18.33 * Est. Cost/Share $17.83 Unrealized @ Report Date -11.6%

— TRITON INTERNATIONAL LTD 2.7%

Value $3.733M Shares 68,200 Share Price $54.74 Est. Cost/Share $55.83 Unrealized @ Report Date —

VNQ VANGUARD REAL ESTATE ETF 2.7%

Value $3.728M Shares 46,500 Share Price $80.17 Est. Cost/Share $83.71 Unrealized @ Report Date -4.2%

EQR EQUITY RESIDENTIAL 2.3%

Value $3.082M Shares 45,850 Share Price $67.22 * Est. Cost/Share $63.25 Unrealized @ Report Date -7.1%

AVB AVALONBAY COMMUNITIES INC 2.2%

Value $3.058M Shares 16,600 Share Price $184.22 * Est. Cost/Share $178.06 Unrealized @ Report Date -7.9%

ETHE GRAYSCALE ETHEREUM TRUST 1.8%

Value $2.525M Shares 276,900 Share Price $9.12 * Est. Cost/Share $21.56 Unrealized @ Report Date -62.4%

BLOK AMPLIFY TRANSFOR DATA SHARIN 1.6%

Value $2.203M Shares 119,100 Share Price $18.50 Est. Cost/Share $48.69 Unrealized @ Report Date -62.0%

CIBR FIRST TRUST NASDAQ CYBERSECU 1.3%

Value $1.825M Shares 47,400 Share Price $38.50 Est. Cost/Share $50.28 Unrealized @ Report Date -23.4%

SHAK SHAKE SHACK INC - CLASS A 1.2%

Value $1.664M Shares 37,000 Share Price $44.97 Est. Cost/Share $69.06 Unrealized @ Report Date -34.9%

VMI VALMONT INDUSTRIES 0.8%

Value $1.074M Shares 4,000 Share Price $268.50 Est. Cost/Share $264.26 Unrealized @ Report Date +1.7%

KWEB KRANESHARES CSI CHINA INTERN 0.7%

Value $988K Shares 40,100 Share Price $24.64 Est. Cost/Share $33.53 Unrealized @ Report Date -26.5%

TSLA TESLA INC 0.3%

Value $477K Shares 1,800 Share Price $265.00 Est. Cost/Share $303.90 Unrealized @ Report Date -12.7%

MSFT MICROSOFT CORP 0.2%

Value $222K Shares 955 Share Price $232.46 * Est. Cost/Share $297.71 Unrealized @ Report Date -23.8%

AAPL APPLE INC 0.2%

Value $213K Shares 1,544 Share Price $137.95 Est. Cost/Share $154.37 Unrealized @ Report Date -12.0%

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
QQQ	INVESCO QQQ TRUST SERIES 1	149,000	$39.82M	29.1%	$267.26	$332.08	-19.5%	ETF	46090E103
EWJ	ISHARES MSCI JAPAN ETF	414,000	$20.22M	14.8%	$48.85	$61.69	-20.8%	ETF	46434G822
LQD	ISHARES IBOXX INVESTMENT GRA	147,800	$15.14M	11.1%	$102.45	$112.91	-9.3%	ETF	464287242
VGK	VANGUARD FTSE EUROPE ETF	316,400	$14.6M	10.7%	$46.15	$67.60	-31.7%	ETF	922042874
SMH	VANECK SEMICONDUCTOR ETF	41,850	$7.747M	5.7%	$185.11 *	$131.93	-29.8%	ETF	92189F676
FXI	ISHARES CHINA LARGE-CAP ETF	222,900	$5.764M	4.2%	$25.86	$34.49	-25.0%	ETF	464287184
IBB	ISHARES NASDAQ BIOTECHNOLOGY	40,250	$4.708M	3.4%	$116.97	$150.17	-22.1%	ETF	464287556
BLMN	BLOOMIN' BRANDS INC	226,200	$4.146M	3.0%	$18.33 *	$17.83	-11.6%	COM	094235108
—	TRITON INTERNATIONAL LTD	68,200	$3.733M	2.7%	$54.74	$55.83	—	COM	G9078F107
VNQ	VANGUARD REAL ESTATE ETF	46,500	$3.728M	2.7%	$80.17	$83.71	-4.2%	ETF	922908553
EQR	EQUITY RESIDENTIAL	45,850	$3.082M	2.3%	$67.22 *	$63.25	-7.1%	COM	29476L107
AVB	AVALONBAY COMMUNITIES INC	16,600	$3.058M	2.2%	$184.22 *	$178.06	-7.9%	COM	053484101
ETHE	GRAYSCALE ETHEREUM TRUST	276,900	$2.525M	1.8%	$9.12 *	$21.56	-62.4%	ETN	389638107
BLOK	AMPLIFY TRANSFOR DATA SHARIN	119,100	$2.203M	1.6%	$18.50	$48.69	-62.0%	ETF	032108607
CIBR	FIRST TRUST NASDAQ CYBERSECU	47,400	$1.825M	1.3%	$38.50	$50.28	-23.4%	ETF	33734X846
SHAK	SHAKE SHACK INC - CLASS A	37,000	$1.664M	1.2%	$44.97	$69.06	-34.9%	COM	819047101
VMI	VALMONT INDUSTRIES	4,000	$1.074M	0.8%	$268.50	$264.26	+1.7%	COM	920253101
KWEB	KRANESHARES CSI CHINA INTERN	40,100	$988K	0.7%	$24.64	$33.53	-26.5%	ETF	500767306
TSLA	TESLA INC	1,800	$477K	0.3%	$265.00	$303.90	-12.7%	COM	88160R101
MSFT	MICROSOFT CORP	955	$222K	0.2%	$232.46 *	$297.71	-23.8%	COM	594918104
AAPL	APPLE INC	1,544	$213K	0.2%	$137.95	$154.37	-12.0%	COM	037833100