Rye Brook Capital LLC Diversified Active

Location: Greenwich, CT

CIK: 0001844147 · Show all filings

Period: Q3 2023 (← Previous) (Next →)

Filing Date: Oct 10, 2023

Total Value: $141M (100.0% shares, 0.0% debt)

Holdings (28)

LQD ISHARES IBOXX INVESTMENT GRA 26.9%

Value $37.83M Shares 370,850 Share Price $102.02 Est. Cost/Share $108.98 Unrealized @ Report Date -6.4%

EWJ ISHARES MSCI JAPAN ETF 13.7%

Value $19.25M Shares 319,300 Share Price $60.29 Est. Cost/Share $61.69 Unrealized @ Report Date -2.3%

VGK VANGUARD FTSE EUROPE ETF 11.1%

Value $15.62M Shares 269,600 Share Price $57.93 Est. Cost/Share $67.60 Unrealized @ Report Date -14.3%

SRUUF SPROTT PHYSICAL URANIUM TRUS 4.3%

Value $5.974M Shares 350,200 Share Price $17.06 Est. Cost/Share $17.06 Unrealized @ Report Date —

RSP INVESCO S&P 500 EQUAL WEIGHT 4.2%

Value $5.951M Shares 42,000 Share Price $141.69 Est. Cost/Share $149.38 Unrealized @ Report Date -5.1%

FCPT FOUR CORNERS PROPERTY TRUST 4.2%

Value $5.874M Shares 264,700 Share Price $22.19 Est. Cost/Share $24.35 Unrealized @ Report Date —

BLMN BLOOMIN' BRANDS INC 4.1%

Value $5.717M Shares 232,500 Share Price $24.59 * Est. Cost/Share $18.03 Unrealized @ Report Date +21.4%

VNQ VANGUARD REAL ESTATE ETF 3.6%

Value $5.069M Shares 67,000 Share Price $75.66 Est. Cost/Share $83.32 Unrealized @ Report Date -9.2%

IBB ISHARES NASDAQ BIOTECHNOLOGY 3.6%

Value $5.002M Shares 40,900 Share Price $122.30 Est. Cost/Share $149.82 Unrealized @ Report Date -18.4%

GLD SPDR GOLD SHARES 3.5%

Value $4.891M Shares 28,530 Share Price $171.43 Est. Cost/Share $176.12 Unrealized @ Report Date -2.7%

ETHE GRAYSCALE ETHEREUM TRUST 3.0%

Value $4.269M Shares 386,000 Share Price $11.06 * Est. Cost/Share $17.97 Unrealized @ Report Date -45.3%

SMH VANECK SEMICONDUCTOR ETF 2.6%

Value $3.697M Shares 25,500 Share Price $144.98 Est. Cost/Share — Unrealized @ Report Date —

XLE ENERGY SELECT SECTOR SPDR 2.4%

Value $3.353M Shares 37,100 Share Price $90.38 * Est. Cost/Share $42.75 Unrealized @ Report Date +5.7%

AVB AVALONBAY COMMUNITIES INC 2.1%

Value $2.954M Shares 17,200 Share Price $171.74 * Est. Cost/Share $177.33 Unrealized @ Report Date -10.3%

EQR EQUITY RESIDENTIAL 2.0%

Value $2.856M Shares 48,650 Share Price $58.71 * Est. Cost/Share $62.86 Unrealized @ Report Date -14.7%

SHAK SHAKE SHACK INC - CLASS A 1.6%

Value $2.276M Shares 39,200 Share Price $58.06 Est. Cost/Share $68.60 Unrealized @ Report Date -15.4%

XLB MATERIALS SELECT SECTOR SPDR 1.3%

Value $1.862M Shares 23,700 Share Price $78.57 * Est. Cost/Share $40.48 Unrealized @ Report Date -3.0%

NXE NEXGEN ENERGY LTD 1.0%

Value $1.472M Shares 246,500 Share Price $5.97 Est. Cost/Share $5.18 Unrealized @ Report Date +15.4%

GXO GXO LOGISTICS INC 1.0%

Value $1.349M Shares 23,000 Share Price $58.65 Est. Cost/Share $40.10 Unrealized @ Report Date +46.2%

BLOK AMPLIFY TRANSFOR DATA SHARIN 0.9%

Value $1.335M Shares 67,000 Share Price $19.93 Est. Cost/Share $48.69 Unrealized @ Report Date -59.1%

OIH VANECK OIL SERVICES ETF 0.9%

Value $1.311M Shares 3,800 Share Price $345.00 Est. Cost/Share $305.01 Unrealized @ Report Date +13.1%

XOP SPDR S&P OIL & GAS EXP & PR 0.9%

Value $1.287M Shares 8,700 Share Price $147.93 Est. Cost/Share $132.60 Unrealized @ Report Date +11.5%

VMI VALMONT INDUSTRIES 0.3%

Value $432K Shares 1,800 Share Price $240.00 Est. Cost/Share $264.26 Unrealized @ Report Date -9.1%

CIBR FIRST TRUST NASDAQ CYBERSECU 0.2%

Value $295K Shares 6,500 Share Price $45.38 Est. Cost/Share $50.28 Unrealized @ Report Date -9.6%

MUB ISHARES NATIONAL MUNI BOND E 0.1%

Value $195K Shares 1,900 Share Price $102.63 Est. Cost/Share $106.89 Unrealized @ Report Date -4.1%

HYD VANECK HIGH YIELD MUNI ETF 0.1%

Value $147K Shares 3,000 Share Price $49.00 Est. Cost/Share $51.23 Unrealized @ Report Date -4.2%

SUB ISHARES SHORT-TERM NATIONAL 0.1%

Value $144K Shares 1,400 Share Price $102.86 Est. Cost/Share $104.08 Unrealized @ Report Date -1.2%

AMLP ALERIAN MLP ETF 0.1%

Value $127K Shares 3,000 Share Price $42.33 Est. Cost/Share $38.78 Unrealized @ Report Date +8.8%

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
LQD	ISHARES IBOXX INVESTMENT GRA	370,850	$37.83M	26.9%	$102.02	$108.98	-6.4%	ETF	464287242
EWJ	ISHARES MSCI JAPAN ETF	319,300	$19.25M	13.7%	$60.29	$61.69	-2.3%	ETF	46434G822
VGK	VANGUARD FTSE EUROPE ETF	269,600	$15.62M	11.1%	$57.93	$67.60	-14.3%	ETF	922042874
SRUUF	SPROTT PHYSICAL URANIUM TRUS	350,200	$5.974M	4.3%	$17.06	$17.06	—	COM	85210A104
RSP	INVESCO S&P 500 EQUAL WEIGHT	42,000	$5.951M	4.2%	$141.69	$149.38	-5.1%	COM	46137V357
FCPT	FOUR CORNERS PROPERTY TRUST	264,700	$5.874M	4.2%	$22.19	$24.35	—	COM	35086T109
BLMN	BLOOMIN' BRANDS INC	232,500	$5.717M	4.1%	$24.59 *	$18.03	+21.4%	COM	094235108
VNQ	VANGUARD REAL ESTATE ETF	67,000	$5.069M	3.6%	$75.66	$83.32	-9.2%	ETF	922908553
IBB	ISHARES NASDAQ BIOTECHNOLOGY	40,900	$5.002M	3.6%	$122.30	$149.82	-18.4%	ETF	464287556
GLD	SPDR GOLD SHARES	28,530	$4.891M	3.5%	$171.43	$176.12	-2.7%	ETF	78463V107
ETHE	GRAYSCALE ETHEREUM TRUST	386,000	$4.269M	3.0%	$11.06 *	$17.97	-45.3%	ETN	389638107
SMH	VANECK SEMICONDUCTOR ETF	25,500	$3.697M	2.6%	$144.98	—	—	PUT	92189F676
XLE	ENERGY SELECT SECTOR SPDR	37,100	$3.353M	2.4%	$90.38 *	$42.75	+5.7%	ETF	81369Y506
AVB	AVALONBAY COMMUNITIES INC	17,200	$2.954M	2.1%	$171.74 *	$177.33	-10.3%	COM	053484101
EQR	EQUITY RESIDENTIAL	48,650	$2.856M	2.0%	$58.71 *	$62.86	-14.7%	COM	29476L107
SHAK	SHAKE SHACK INC - CLASS A	39,200	$2.276M	1.6%	$58.06	$68.60	-15.4%	COM	819047101
XLB	MATERIALS SELECT SECTOR SPDR	23,700	$1.862M	1.3%	$78.57 *	$40.48	-3.0%	ETF	81369Y100
NXE	NEXGEN ENERGY LTD	246,500	$1.472M	1.0%	$5.97	$5.18	+15.4%	COM	65340P106
GXO	GXO LOGISTICS INC	23,000	$1.349M	1.0%	$58.65	$40.10	+46.2%	COM	36262G101
BLOK	AMPLIFY TRANSFOR DATA SHARIN	67,000	$1.335M	0.9%	$19.93	$48.69	-59.1%	ETF	032108607
OIH	VANECK OIL SERVICES ETF	3,800	$1.311M	0.9%	$345.00	$305.01	+13.1%	COM	92189H607
XOP	SPDR S&P OIL & GAS EXP & PR	8,700	$1.287M	0.9%	$147.93	$132.60	+11.5%	COM	78468R556
VMI	VALMONT INDUSTRIES	1,800	$432K	0.3%	$240.00	$264.26	-9.1%	COM	920253101
CIBR	FIRST TRUST NASDAQ CYBERSECU	6,500	$295K	0.2%	$45.38	$50.28	-9.6%	ETF	33734X846
MUB	ISHARES NATIONAL MUNI BOND E	1,900	$195K	0.1%	$102.63	$106.89	-4.1%	COM	464288414
HYD	VANECK HIGH YIELD MUNI ETF	3,000	$147K	0.1%	$49.00	$51.23	-4.2%	COM	92189H409
SUB	ISHARES SHORT-TERM NATIONAL	1,400	$144K	0.1%	$102.86	$104.08	-1.2%	COM	464288158
AMLP	ALERIAN MLP ETF	3,000	$127K	0.1%	$42.33	$38.78	+8.8%	COM	00162Q452