Rye Brook Capital LLC Diversified Active

Location: Greenwich, CT

CIK: 0001844147 · Show all filings

Period: Q2 2023 (← Previous) (Next →)

Filing Date: Jul 24, 2023

Total Value: $212M (100.0% shares, 0.0% debt)

Holdings (26)

QQQ INVESCO QQQ TRUST SERIES 1 20.8%

Value $44.11M Shares 1,194 Share Price $36942.21 * Est. Cost/Share $332.24 Unrealized @ Report Date +11.2%

LQD ISHARES IBOXX INVESTMENT GRA 19.2%

Value $40.72M Shares 376,500 Share Price $108.14 Est. Cost/Share $108.98 Unrealized @ Report Date -0.8%

QQQ INVESCO QQQ TRUST SERIES 1 19.1%

Value $40.41M Shares 109,400 Share Price $369.42 Est. Cost/Share $332.24 Unrealized @ Report Date +11.2%

EWJ ISHARES MSCI JAPAN ETF 9.4%

Value $19.93M Shares 322,000 Share Price $61.90 Est. Cost/Share $61.69 Unrealized @ Report Date +0.3%

VGK VANGUARD FTSE EUROPE ETF 7.9%

Value $16.76M Shares 271,700 Share Price $61.70 Est. Cost/Share $67.60 Unrealized @ Report Date -8.7%

BLMN BLOOMIN' BRANDS INC 2.9%

Value $6.234M Shares 231,850 Share Price $26.89 * Est. Cost/Share $18.03 Unrealized @ Report Date +31.5%

IBB ISHARES NASDAQ BIOTECHNOLOGY 2.4%

Value $5.18M Shares 40,800 Share Price $126.96 Est. Cost/Share $149.82 Unrealized @ Report Date -15.3%

GLD SPDR GOLD SHARES 2.4%

Value $5.068M Shares 28,430 Share Price $178.26 Est. Cost/Share $176.12 Unrealized @ Report Date +1.2%

FCPT FOUR CORNERS PROPERTY TRUST 2.1%

Value $4.526M Shares 178,200 Share Price $25.40 Est. Cost/Share $25.40 Unrealized @ Report Date —

VNQ VANGUARD REAL ESTATE ETF 1.8%

Value $3.886M Shares 46,500 Share Price $83.57 Est. Cost/Share $83.71 Unrealized @ Report Date -0.2%

AVB AVALONBAY COMMUNITIES INC 1.5%

Value $3.255M Shares 17,200 Share Price $189.24 * Est. Cost/Share $177.33 Unrealized @ Report Date -2.1%

EQR EQUITY RESIDENTIAL 1.5%

Value $3.196M Shares 48,450 Share Price $65.96 * Est. Cost/Share $62.86 Unrealized @ Report Date -5.2%

ETHE GRAYSCALE ETHEREUM TRUST 1.5%

Value $3.164M Shares 318,300 Share Price $9.94 * Est. Cost/Share $19.73 Unrealized @ Report Date -55.2%

SHAK SHAKE SHACK INC - CLASS A 1.4%

Value $3.047M Shares 39,200 Share Price $77.73 Est. Cost/Share $68.60 Unrealized @ Report Date +13.3%

XLE ENERGY SELECT SECTOR SPDR 1.4%

Value $3.011M Shares 37,100 Share Price $81.16 * Est. Cost/Share $42.75 Unrealized @ Report Date -5.1%

XLB MATERIALS SELECT SECTOR SPDR 0.9%

Value $1.964M Shares 23,700 Share Price $82.87 * Est. Cost/Share $40.48 Unrealized @ Report Date +2.3%

BLOK AMPLIFY TRANSFOR DATA SHARIN 0.7%

Value $1.524M Shares 67,000 Share Price $22.75 Est. Cost/Share $48.69 Unrealized @ Report Date -53.3%

GXO GXO LOGISTICS INC 0.7%

Value $1.445M Shares 23,000 Share Price $62.83 Est. Cost/Share $40.10 Unrealized @ Report Date +56.6%

VMI VALMONT INDUSTRIES 0.5%

Value $1.164M Shares 4,000 Share Price $291.00 Est. Cost/Share $264.26 Unrealized @ Report Date +10.1%

XOP SPDR S&P OIL & GAS EXP & PR 0.5%

Value $1.121M Shares 8,700 Share Price $128.85 Est. Cost/Share $132.60 Unrealized @ Report Date -2.8%

OIH VANECK OIL SERVICES ETF 0.5%

Value $1.093M Shares 3,800 Share Price $287.63 Est. Cost/Share $305.01 Unrealized @ Report Date -5.7%

CIBR FIRST TRUST NASDAQ CYBERSECU 0.1%

Value $295K Shares 6,500 Share Price $45.38 Est. Cost/Share $50.28 Unrealized @ Report Date -9.7%

MUB ISHARES NATIONAL MUNI BOND E 0.1%

Value $203K Shares 1,900 Share Price $106.84 Est. Cost/Share $106.89 Unrealized @ Report Date -0.1%

HYD VANECK HIGH YIELD MUNI ETF 0.1%

Value $154K Shares 3,000 Share Price $51.33 Est. Cost/Share $51.23 Unrealized @ Report Date +0.2%

SUB ISHARES SHORT-TERM NATIONAL 0.1%

Value $146K Shares 1,400 Share Price $104.29 Est. Cost/Share $104.08 Unrealized @ Report Date -0.0%

AMLP ALERIAN MLP ETF 0.1%

Value $118K Shares 3,000 Share Price $39.33 Est. Cost/Share $38.78 Unrealized @ Report Date +1.1%

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
QQQ	INVESCO QQQ TRUST SERIES 1	1,194	$44.11M	20.8%	$36942.21 *	$332.24	+11.2%	PUT	46090E103
LQD	ISHARES IBOXX INVESTMENT GRA	376,500	$40.72M	19.2%	$108.14	$108.98	-0.8%	ETF	464287242
QQQ	INVESCO QQQ TRUST SERIES 1	109,400	$40.41M	19.1%	$369.42	$332.24	+11.2%	ETF	46090E103
EWJ	ISHARES MSCI JAPAN ETF	322,000	$19.93M	9.4%	$61.90	$61.69	+0.3%	ETF	46434G822
VGK	VANGUARD FTSE EUROPE ETF	271,700	$16.76M	7.9%	$61.70	$67.60	-8.7%	ETF	922042874
BLMN	BLOOMIN' BRANDS INC	231,850	$6.234M	2.9%	$26.89 *	$18.03	+31.5%	COM	094235108
IBB	ISHARES NASDAQ BIOTECHNOLOGY	40,800	$5.18M	2.4%	$126.96	$149.82	-15.3%	ETF	464287556
GLD	SPDR GOLD SHARES	28,430	$5.068M	2.4%	$178.26	$176.12	+1.2%	ETF	78463V107
FCPT	FOUR CORNERS PROPERTY TRUST	178,200	$4.526M	2.1%	$25.40	$25.40	—	COM	35086T109
VNQ	VANGUARD REAL ESTATE ETF	46,500	$3.886M	1.8%	$83.57	$83.71	-0.2%	ETF	922908553
AVB	AVALONBAY COMMUNITIES INC	17,200	$3.255M	1.5%	$189.24 *	$177.33	-2.1%	COM	053484101
EQR	EQUITY RESIDENTIAL	48,450	$3.196M	1.5%	$65.96 *	$62.86	-5.2%	COM	29476L107
ETHE	GRAYSCALE ETHEREUM TRUST	318,300	$3.164M	1.5%	$9.94 *	$19.73	-55.2%	ETN	389638107
SHAK	SHAKE SHACK INC - CLASS A	39,200	$3.047M	1.4%	$77.73	$68.60	+13.3%	COM	819047101
XLE	ENERGY SELECT SECTOR SPDR	37,100	$3.011M	1.4%	$81.16 *	$42.75	-5.1%	ETF	81369Y506
XLB	MATERIALS SELECT SECTOR SPDR	23,700	$1.964M	0.9%	$82.87 *	$40.48	+2.3%	ETF	81369Y100
BLOK	AMPLIFY TRANSFOR DATA SHARIN	67,000	$1.524M	0.7%	$22.75	$48.69	-53.3%	ETF	032108607
GXO	GXO LOGISTICS INC	23,000	$1.445M	0.7%	$62.83	$40.10	+56.6%	COM	36262G101
VMI	VALMONT INDUSTRIES	4,000	$1.164M	0.5%	$291.00	$264.26	+10.1%	COM	920253101
XOP	SPDR S&P OIL & GAS EXP & PR	8,700	$1.121M	0.5%	$128.85	$132.60	-2.8%	COM	78468R556
OIH	VANECK OIL SERVICES ETF	3,800	$1.093M	0.5%	$287.63	$305.01	-5.7%	COM	92189H607
CIBR	FIRST TRUST NASDAQ CYBERSECU	6,500	$295K	0.1%	$45.38	$50.28	-9.7%	ETF	33734X846
MUB	ISHARES NATIONAL MUNI BOND E	1,900	$203K	0.1%	$106.84	$106.89	-0.1%	COM	464288414
HYD	VANECK HIGH YIELD MUNI ETF	3,000	$154K	0.1%	$51.33	$51.23	+0.2%	COM	92189H409
SUB	ISHARES SHORT-TERM NATIONAL	1,400	$146K	0.1%	$104.29	$104.08	-0.0%	COM	464288158
AMLP	ALERIAN MLP ETF	3,000	$118K	0.1%	$39.33	$38.78	+1.1%	COM	00162Q452