Rye Brook Capital LLC Diversified Active

Location: Greenwich, CT

CIK: 0001844147 · Show all filings

Period: Q1 2023 (← Previous) (Next →)

Filing Date: Apr 21, 2023

Total Value: $164M (100.0% shares, 0.0% debt)

Holdings (27)

QQQ INVESCO QQQ TRUST SERIES 1 20.7%

Value $33.89M Shares 105,600 Share Price $320.93 Est. Cost/Share $332.08 Unrealized @ Report Date -3.4%

LQD ISHARES IBOXX INVESTMENT GRA 17.3%

Value $28.33M Shares 258,500 Share Price $109.61 Est. Cost/Share $109.37 Unrealized @ Report Date +0.2%

EWJ ISHARES MSCI JAPAN ETF 11.5%

Value $18.88M Shares 321,600 Share Price $58.69 Est. Cost/Share $61.69 Unrealized @ Report Date -4.9%

VGK VANGUARD FTSE EUROPE ETF 10.1%

Value $16.56M Shares 271,700 Share Price $60.95 Est. Cost/Share $67.60 Unrealized @ Report Date -9.8%

SMH VANECK SEMICONDUCTOR ETF 6.6%

Value $10.83M Shares 41,150 Share Price $263.18 * Est. Cost/Share $131.37 Unrealized @ Report Date +0.2%

FXI ISHARES CHINA LARGE-CAP ETF 4.7%

Value $7.61M Shares 257,700 Share Price $29.53 Est. Cost/Share $33.91 Unrealized @ Report Date -12.9%

BLMN BLOOMIN' BRANDS INC 3.5%

Value $5.66M Shares 220,650 Share Price $25.65 * Est. Cost/Share $17.83 Unrealized @ Report Date +25.6%

IBB ISHARES NASDAQ BIOTECHNOLOGY 3.2%

Value $5.179M Shares 40,100 Share Price $129.15 Est. Cost/Share $150.17 Unrealized @ Report Date -14.0%

GLD SPDR GOLD SHARES 3.1%

Value $5.099M Shares 27,830 Share Price $183.22 Est. Cost/Share $175.96 Unrealized @ Report Date +4.1%

— TRITON INTERNATIONAL LTD 2.7%

Value $4.406M Shares 69,700 Share Price $63.21 Est. Cost/Share $56.20 Unrealized @ Report Date —

VNQ VANGUARD REAL ESTATE ETF 2.4%

Value $3.861M Shares 46,500 Share Price $83.03 Est. Cost/Share $83.71 Unrealized @ Report Date -0.8%

XLE ENERGY SELECT SECTOR SPDR 1.9%

Value $3.056M Shares 36,900 Share Price $82.82 * Est. Cost/Share $42.75 Unrealized @ Report Date -3.1%

AVB AVALONBAY COMMUNITIES INC 1.7%

Value $2.84M Shares 16,900 Share Price $168.05 * Est. Cost/Share $177.59 Unrealized @ Report Date -14.0%

EQR EQUITY RESIDENTIAL 1.7%

Value $2.799M Shares 46,650 Share Price $60.00 * Est. Cost/Share $63.12 Unrealized @ Report Date -15.1%

ETHE GRAYSCALE ETHEREUM TRUST 1.6%

Value $2.616M Shares 305,300 Share Price $8.57 * Est. Cost/Share $20.23 Unrealized @ Report Date -62.3%

SHAK SHAKE SHACK INC - CLASS A 1.3%

Value $2.086M Shares 37,600 Share Price $55.48 Est. Cost/Share $68.79 Unrealized @ Report Date -19.3%

XLB MATERIALS SELECT SECTOR SPDR 1.2%

Value $1.912M Shares 23,700 Share Price $80.68 * Est. Cost/Share $40.48 Unrealized @ Report Date -0.4%

BLOK AMPLIFY TRANSFOR DATA SHARIN 0.8%

Value $1.296M Shares 67,000 Share Price $19.34 Est. Cost/Share $48.69 Unrealized @ Report Date -60.3%

VMI VALMONT INDUSTRIES 0.8%

Value $1.277M Shares 4,000 Share Price $319.25 Est. Cost/Share $264.26 Unrealized @ Report Date +20.8%

GXO GXO LOGISTICS INC 0.7%

Value $1.161M Shares 23,000 Share Price $50.48 Est. Cost/Share $40.10 Unrealized @ Report Date +25.8%

XOP SPDR S&P OIL & GAS EXP & PR 0.7%

Value $1.085M Shares 8,500 Share Price $127.65 Est. Cost/Share $132.77 Unrealized @ Report Date -3.9%

OIH VANECK OIL SERVICES ETF 0.6%

Value $1.025M Shares 3,700 Share Price $277.03 Est. Cost/Share $305.93 Unrealized @ Report Date -9.4%

KWEB KRANESHARES CSI CHINA INTERN 0.5%

Value $880K Shares 28,200 Share Price $31.21 Est. Cost/Share $33.53 Unrealized @ Report Date -7.0%

TSLA TESLA INC 0.2%

Value $373K Shares 1,800 Share Price $207.22 Est. Cost/Share $303.90 Unrealized @ Report Date -31.7%

CIBR FIRST TRUST NASDAQ CYBERSECU 0.2%

Value $278K Shares 6,500 Share Price $42.77 Est. Cost/Share $50.28 Unrealized @ Report Date -15.0%

MSFT MICROSOFT CORP 0.2%

Value $275K Shares 955 Share Price $287.96 Est. Cost/Share $297.71 Unrealized @ Report Date -5.2%

AAPL APPLE INC 0.2%

Value $255K Shares 1,544 Share Price $165.16 Est. Cost/Share $154.37 Unrealized @ Report Date +5.4%

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
QQQ	INVESCO QQQ TRUST SERIES 1	105,600	$33.89M	20.7%	$320.93	$332.08	-3.4%	ETF	46090E103
LQD	ISHARES IBOXX INVESTMENT GRA	258,500	$28.33M	17.3%	$109.61	$109.37	+0.2%	ETF	464287242
EWJ	ISHARES MSCI JAPAN ETF	321,600	$18.88M	11.5%	$58.69	$61.69	-4.9%	ETF	46434G822
VGK	VANGUARD FTSE EUROPE ETF	271,700	$16.56M	10.1%	$60.95	$67.60	-9.8%	ETF	922042874
SMH	VANECK SEMICONDUCTOR ETF	41,150	$10.83M	6.6%	$263.18 *	$131.37	+0.2%	ETF	92189F676
FXI	ISHARES CHINA LARGE-CAP ETF	257,700	$7.61M	4.7%	$29.53	$33.91	-12.9%	ETF	464287184
BLMN	BLOOMIN' BRANDS INC	220,650	$5.66M	3.5%	$25.65 *	$17.83	+25.6%	COM	094235108
IBB	ISHARES NASDAQ BIOTECHNOLOGY	40,100	$5.179M	3.2%	$129.15	$150.17	-14.0%	ETF	464287556
GLD	SPDR GOLD SHARES	27,830	$5.099M	3.1%	$183.22	$175.96	+4.1%	ETF	78463V107
—	TRITON INTERNATIONAL LTD	69,700	$4.406M	2.7%	$63.21	$56.20	—	COM	G9078F107
VNQ	VANGUARD REAL ESTATE ETF	46,500	$3.861M	2.4%	$83.03	$83.71	-0.8%	ETF	922908553
XLE	ENERGY SELECT SECTOR SPDR	36,900	$3.056M	1.9%	$82.82 *	$42.75	-3.1%	ETF	81369Y506
AVB	AVALONBAY COMMUNITIES INC	16,900	$2.84M	1.7%	$168.05 *	$177.59	-14.0%	COM	053484101
EQR	EQUITY RESIDENTIAL	46,650	$2.799M	1.7%	$60.00 *	$63.12	-15.1%	COM	29476L107
ETHE	GRAYSCALE ETHEREUM TRUST	305,300	$2.616M	1.6%	$8.57 *	$20.23	-62.3%	ETN	389638107
SHAK	SHAKE SHACK INC - CLASS A	37,600	$2.086M	1.3%	$55.48	$68.79	-19.3%	COM	819047101
XLB	MATERIALS SELECT SECTOR SPDR	23,700	$1.912M	1.2%	$80.68 *	$40.48	-0.4%	ETF	81369Y100
BLOK	AMPLIFY TRANSFOR DATA SHARIN	67,000	$1.296M	0.8%	$19.34	$48.69	-60.3%	ETF	032108607
VMI	VALMONT INDUSTRIES	4,000	$1.277M	0.8%	$319.25	$264.26	+20.8%	COM	920253101
GXO	GXO LOGISTICS INC	23,000	$1.161M	0.7%	$50.48	$40.10	+25.8%	COM	36262G101
XOP	SPDR S&P OIL & GAS EXP & PR	8,500	$1.085M	0.7%	$127.65	$132.77	-3.9%	COM	78468R556
OIH	VANECK OIL SERVICES ETF	3,700	$1.025M	0.6%	$277.03	$305.93	-9.4%	COM	92189H607
KWEB	KRANESHARES CSI CHINA INTERN	28,200	$880K	0.5%	$31.21	$33.53	-7.0%	ETF	500767306
TSLA	TESLA INC	1,800	$373K	0.2%	$207.22	$303.90	-31.7%	COM	88160R101
CIBR	FIRST TRUST NASDAQ CYBERSECU	6,500	$278K	0.2%	$42.77	$50.28	-15.0%	ETF	33734X846
MSFT	MICROSOFT CORP	955	$275K	0.2%	$287.96	$297.71	-5.2%	COM	594918104
AAPL	APPLE INC	1,544	$255K	0.2%	$165.16	$154.37	+5.4%	COM	037833100