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

Holdings (26)

QQQ INVESCO QQQ TRUST SERIES 1 20.8%

Value $44.11M Shares 1,194 Est. Cost $337.26 Unrealized —

LQD ISHARES IBOXX INVESTMENT GRA 19.2%

Value $40.72M Shares 376,500 Est. Cost $108.08 Unrealized —

QQQ INVESCO QQQ TRUST SERIES 1 19.1%

Value $40.41M Shares 109,400 Est. Cost $337.26 Unrealized —

EWJ ISHARES MSCI JAPAN ETF 9.4%

Value $19.93M Shares 322,000 Est. Cost $59.99 Unrealized —

VGK VANGUARD FTSE EUROPE ETF 7.9%

Value $16.76M Shares 271,700 Est. Cost $64.92 Unrealized —

BLMN BLOOMIN' BRANDS INC 2.9%

Value $6.234M Shares 231,850 Est. Cost $18.03 Unrealized +22.0%

IBB ISHARES NASDAQ BIOTECHNOLOGY 2.4%

Value $5.18M Shares 40,800 Est. Cost $153.08 Unrealized —

GLD SPDR GOLD SHARES 2.4%

Value $5.068M Shares 28,430 Est. Cost $183.11 Unrealized —

FCPT FOUR CORNERS PROPERTY TRUST 2.1%

Value $4.526M Shares 178,200 Est. Cost $25.40 Unrealized —

VNQ VANGUARD REAL ESTATE ETF 1.8%

Value $3.886M Shares 46,500 Est. Cost $86.01 Unrealized —

AVB AVALONBAY COMMUNITIES INC 1.5%

Value $3.255M Shares 17,200 Est. Cost $177.33 Unrealized -8.5%

EQR EQUITY RESIDENTIAL 1.5%

Value $3.196M Shares 48,450 Est. Cost $62.86 Unrealized -11.0%

ETHE GRAYSCALE ETHEREUM TRUST 1.5%

Value $3.164M Shares 318,300 Est. Cost $20.58 Unrealized —

SHAK SHAKE SHACK INC - CLASS A 1.4%

Value $3.047M Shares 39,200 Est. Cost $68.60 Unrealized -6.3%

XLE ENERGY SELECT SECTOR SPDR 1.4%

Value $3.011M Shares 37,100 Est. Cost $82.82 Unrealized —

XLB MATERIALS SELECT SECTOR SPDR 0.9%

Value $1.964M Shares 23,700 Est. Cost $80.68 Unrealized —

BLOK AMPLIFY TRANSFOR DATA SHARIN 0.7%

Value $1.524M Shares 67,000 Est. Cost $42.05 Unrealized —

GXO GXO LOGISTICS INC 0.7%

Value $1.445M Shares 23,000 Est. Cost $40.10 Unrealized +39.9%

VMI VALMONT INDUSTRIES 0.5%

Value $1.164M Shares 4,000 Est. Cost $264.26 Unrealized +9.3%

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

Value $1.121M Shares 8,700 Est. Cost $127.67 Unrealized —

OIH VANECK OIL SERVICES ETF 0.5%

Value $1.093M Shares 3,800 Est. Cost $277.31 Unrealized —

CIBR FIRST TRUST NASDAQ CYBERSECU 0.1%

Value $295K Shares 6,500 Est. Cost $49.82 Unrealized —

MUB ISHARES NATIONAL MUNI BOND E 0.1%

Value $203K Shares 1,900 Est. Cost $106.84 Unrealized —

HYD VANECK HIGH YIELD MUNI ETF 0.1%

Value $154K Shares 3,000 Est. Cost $51.33 Unrealized —

SUB ISHARES SHORT-TERM NATIONAL 0.1%

Value $146K Shares 1,400 Est. Cost $104.29 Unrealized —

AMLP ALERIAN MLP ETF 0.1%

Value $118K Shares 3,000 Est. Cost $39.33 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
QQQ	INVESCO QQQ TRUST SERIES 1	1,194	$44.11M	20.8%	$337.26	—	PUT	46090E103
LQD	ISHARES IBOXX INVESTMENT GRA	376,500	$40.72M	19.2%	$108.08	—	—	464287242
QQQ	INVESCO QQQ TRUST SERIES 1	109,400	$40.41M	19.1%	$337.26	—	—	46090E103
EWJ	ISHARES MSCI JAPAN ETF	322,000	$19.93M	9.4%	$59.99	—	—	46434G822
VGK	VANGUARD FTSE EUROPE ETF	271,700	$16.76M	7.9%	$64.92	—	—	922042874
BLMN	BLOOMIN' BRANDS INC	231,850	$6.234M	2.9%	$18.03	+22.0%	—	094235108
IBB	ISHARES NASDAQ BIOTECHNOLOGY	40,800	$5.18M	2.4%	$153.08	—	—	464287556
GLD	SPDR GOLD SHARES	28,430	$5.068M	2.4%	$183.11	—	—	78463V107
FCPT	FOUR CORNERS PROPERTY TRUST	178,200	$4.526M	2.1%	$25.40	—	—	35086T109
VNQ	VANGUARD REAL ESTATE ETF	46,500	$3.886M	1.8%	$86.01	—	—	922908553
AVB	AVALONBAY COMMUNITIES INC	17,200	$3.255M	1.5%	$177.33	-8.5%	—	053484101
EQR	EQUITY RESIDENTIAL	48,450	$3.196M	1.5%	$62.86	-11.0%	—	29476L107
ETHE	GRAYSCALE ETHEREUM TRUST	318,300	$3.164M	1.5%	$20.58	—	—	389638107
SHAK	SHAKE SHACK INC - CLASS A	39,200	$3.047M	1.4%	$68.60	-6.3%	—	819047101
XLE	ENERGY SELECT SECTOR SPDR	37,100	$3.011M	1.4%	$82.82	—	—	81369Y506
XLB	MATERIALS SELECT SECTOR SPDR	23,700	$1.964M	0.9%	$80.68	—	—	81369Y100
BLOK	AMPLIFY TRANSFOR DATA SHARIN	67,000	$1.524M	0.7%	$42.05	—	—	032108607
GXO	GXO LOGISTICS INC	23,000	$1.445M	0.7%	$40.10	+39.9%	—	36262G101
VMI	VALMONT INDUSTRIES	4,000	$1.164M	0.5%	$264.26	+9.3%	—	920253101
XOP	SPDR S&P OIL & GAS EXP & PR	8,700	$1.121M	0.5%	$127.67	—	—	78468R556
OIH	VANECK OIL SERVICES ETF	3,800	$1.093M	0.5%	$277.31	—	—	92189H607
CIBR	FIRST TRUST NASDAQ CYBERSECU	6,500	$295K	0.1%	$49.82	—	—	33734X846
MUB	ISHARES NATIONAL MUNI BOND E	1,900	$203K	0.1%	$106.84	—	—	464288414
HYD	VANECK HIGH YIELD MUNI ETF	3,000	$154K	0.1%	$51.33	—	—	92189H409
SUB	ISHARES SHORT-TERM NATIONAL	1,400	$146K	0.1%	$104.29	—	—	464288158
AMLP	ALERIAN MLP ETF	3,000	$118K	0.1%	$39.33	—	—	00162Q452