Rye Brook Capital LLC Diversified Active

Location: Greenwich, CT

CIK: 0001844147 · Show all filings

Period: Q4 2022 (← Previous) (Next →)

Filing Date: Jan 6, 2023

Total Value: $154M (100.0% shares, 0.0% debt)

Holdings (23)

QQQ INVESCO QQQ TRUST SERIES 1 24.9%

Value $38.4M Shares 144,200 Share Price $266.28 Est. Cost/Share $332.08 Unrealized @ Report Date -19.8%

LQD ISHARES IBOXX INVESTMENT GRA 17.7%

Value $27.34M Shares 259,300 Share Price $105.43 Est. Cost/Share $109.37 Unrealized @ Report Date -3.6%

EWJ ISHARES MSCI JAPAN ETF 14.7%

Value $22.65M Shares 416,000 Share Price $54.44 Est. Cost/Share $61.69 Unrealized @ Report Date -11.7%

VGK VANGUARD FTSE EUROPE ETF 11.4%

Value $17.62M Shares 317,900 Share Price $55.44 Est. Cost/Share $67.60 Unrealized @ Report Date -18.0%

SMH VANECK SEMICONDUCTOR ETF 5.6%

Value $8.655M Shares 42,650 Share Price $202.93 * Est. Cost/Share $131.37 Unrealized @ Report Date -22.8%

FXI ISHARES CHINA LARGE-CAP ETF 4.1%

Value $6.336M Shares 223,900 Share Price $28.30 Est. Cost/Share $34.49 Unrealized @ Report Date -18.0%

IBB ISHARES NASDAQ BIOTECHNOLOGY 3.4%

Value $5.258M Shares 40,050 Share Price $131.29 Est. Cost/Share $150.17 Unrealized @ Report Date -12.6%

— TRITON INTERNATIONAL LTD 3.1%

Value $4.828M Shares 70,200 Share Price $68.77 Est. Cost/Share $56.20 Unrealized @ Report Date —

BLMN BLOOMIN' BRANDS INC 2.9%

Value $4.434M Shares 220,400 Share Price $20.12 * Est. Cost/Share $17.83 Unrealized @ Report Date -2.4%

VNQ VANGUARD REAL ESTATE ETF 2.5%

Value $3.835M Shares 46,500 Share Price $82.47 Est. Cost/Share $83.71 Unrealized @ Report Date -1.5%

EQR EQUITY RESIDENTIAL 1.8%

Value $2.746M Shares 46,550 Share Price $58.99 * Est. Cost/Share $63.12 Unrealized @ Report Date -17.5%

AVB AVALONBAY COMMUNITIES INC 1.8%

Value $2.73M Shares 16,900 Share Price $161.54 * Est. Cost/Share $177.59 Unrealized @ Report Date -18.2%

SHAK SHAKE SHACK INC - CLASS A 1.0%

Value $1.557M Shares 37,500 Share Price $41.52 Est. Cost/Share $68.79 Unrealized @ Report Date -39.6%

ETHE GRAYSCALE ETHEREUM TRUST 0.9%

Value $1.448M Shares 304,200 Share Price $4.76 * Est. Cost/Share $20.23 Unrealized @ Report Date -79.1%

VMI VALMONT INDUSTRIES 0.9%

Value $1.323M Shares 4,000 Share Price $330.75 Est. Cost/Share $264.26 Unrealized @ Report Date +25.1%

KWEB KRANESHARES CSI CHINA INTERN 0.7%

Value $1.154M Shares 38,200 Share Price $30.21 Est. Cost/Share $33.53 Unrealized @ Report Date -9.9%

WOOF PETCO HEALTH AND WELLNESS CO 0.7%

Value $1.037M Shares 109,360 Share Price $9.48 Est. Cost/Share $10.25 Unrealized @ Report Date -7.5%

BLOK AMPLIFY TRANSFOR DATA SHARIN 0.7%

Value $1.013M Shares 67,000 Share Price $15.12 Est. Cost/Share $48.69 Unrealized @ Report Date -68.9%

GXO GXO LOGISTICS INC 0.6%

Value $982K Shares 23,000 Share Price $42.70 Est. Cost/Share $40.10 Unrealized @ Report Date +6.4%

CIBR FIRST TRUST NASDAQ CYBERSECU 0.2%

Value $252K Shares 6,500 Share Price $38.77 Est. Cost/Share $50.28 Unrealized @ Report Date -23.0%

MSFT MICROSOFT CORP 0.1%

Value $229K Shares 955 Share Price $239.79 * Est. Cost/Share $297.71 Unrealized @ Report Date -21.3%

TSLA TESLA INC 0.1%

Value $222K Shares 1,800 Share Price $123.33 Est. Cost/Share $303.90 Unrealized @ Report Date -59.5%

AAPL APPLE INC 0.1%

Value $201K Shares 1,544 Share Price $130.18 Est. Cost/Share $154.37 Unrealized @ Report Date -17.1%

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
QQQ	INVESCO QQQ TRUST SERIES 1	144,200	$38.4M	24.9%	$266.28	$332.08	-19.8%	ETF	46090E103
LQD	ISHARES IBOXX INVESTMENT GRA	259,300	$27.34M	17.7%	$105.43	$109.37	-3.6%	ETF	464287242
EWJ	ISHARES MSCI JAPAN ETF	416,000	$22.65M	14.7%	$54.44	$61.69	-11.7%	ETF	46434G822
VGK	VANGUARD FTSE EUROPE ETF	317,900	$17.62M	11.4%	$55.44	$67.60	-18.0%	ETF	922042874
SMH	VANECK SEMICONDUCTOR ETF	42,650	$8.655M	5.6%	$202.93 *	$131.37	-22.8%	ETF	92189F676
FXI	ISHARES CHINA LARGE-CAP ETF	223,900	$6.336M	4.1%	$28.30	$34.49	-18.0%	ETF	464287184
IBB	ISHARES NASDAQ BIOTECHNOLOGY	40,050	$5.258M	3.4%	$131.29	$150.17	-12.6%	ETF	464287556
—	TRITON INTERNATIONAL LTD	70,200	$4.828M	3.1%	$68.77	$56.20	—	COM	G9078F107
BLMN	BLOOMIN' BRANDS INC	220,400	$4.434M	2.9%	$20.12 *	$17.83	-2.4%	COM	094235108
VNQ	VANGUARD REAL ESTATE ETF	46,500	$3.835M	2.5%	$82.47	$83.71	-1.5%	ETF	922908553
EQR	EQUITY RESIDENTIAL	46,550	$2.746M	1.8%	$58.99 *	$63.12	-17.5%	COM	29476L107
AVB	AVALONBAY COMMUNITIES INC	16,900	$2.73M	1.8%	$161.54 *	$177.59	-18.2%	COM	053484101
SHAK	SHAKE SHACK INC - CLASS A	37,500	$1.557M	1.0%	$41.52	$68.79	-39.6%	COM	819047101
ETHE	GRAYSCALE ETHEREUM TRUST	304,200	$1.448M	0.9%	$4.76 *	$20.23	-79.1%	ETN	389638107
VMI	VALMONT INDUSTRIES	4,000	$1.323M	0.9%	$330.75	$264.26	+25.1%	COM	920253101
KWEB	KRANESHARES CSI CHINA INTERN	38,200	$1.154M	0.7%	$30.21	$33.53	-9.9%	ETF	500767306
WOOF	PETCO HEALTH AND WELLNESS CO	109,360	$1.037M	0.7%	$9.48	$10.25	-7.5%	COM	71601V105
BLOK	AMPLIFY TRANSFOR DATA SHARIN	67,000	$1.013M	0.7%	$15.12	$48.69	-68.9%	ETF	032108607
GXO	GXO LOGISTICS INC	23,000	$982K	0.6%	$42.70	$40.10	+6.4%	COM	36262G101
CIBR	FIRST TRUST NASDAQ CYBERSECU	6,500	$252K	0.2%	$38.77	$50.28	-23.0%	ETF	33734X846
MSFT	MICROSOFT CORP	955	$229K	0.1%	$239.79 *	$297.71	-21.3%	COM	594918104
TSLA	TESLA INC	1,800	$222K	0.1%	$123.33	$303.90	-59.5%	COM	88160R101
AAPL	APPLE INC	1,544	$201K	0.1%	$130.18	$154.37	-17.1%	COM	037833100