Rye Brook Capital LLC Diversified Active

Location: Greenwich, CT

CIK: 0001844147 · Show all filings

Period: Q4 2023 (← Previous) (Next →)

Filing Date: Jan 30, 2024

Total Value: $196M (100.0% shares, 0.0% debt)

Holdings (30)

LQD ISHARES IBOXX INVESTMENT GRA 11.1%

Value $21.8M Shares 197,000 Share Price $110.66 Est. Cost/Share $108.98 Unrealized @ Report Date +1.5%

QQQ INVESCO QQQ TRUST SERIES 1 11.1%

Value $21.64M Shares 52,850 Share Price $409.52 Est. Cost/Share $379.61 Unrealized @ Report Date +7.9%

LQD ISHARES IBOXX INVESTMENT GRA 10.6%

Value $20.83M Shares 188,200 Share Price $110.66 Est. Cost/Share $108.98 Unrealized @ Report Date +1.5%

EWJ ISHARES MSCI JAPAN ETF 10.5%

Value $20.45M Shares 318,900 Share Price $64.14 Est. Cost/Share $61.69 Unrealized @ Report Date +4.0%

VGK VANGUARD FTSE EUROPE ETF 8.9%

Value $17.36M Shares 269,200 Share Price $64.48 Est. Cost/Share $67.60 Unrealized @ Report Date -4.6%

SRUUF SPROTT PHYSICAL URANIUM TRUS 7.6%

Value $14.87M Shares 697,500 Share Price $21.32 Est. Cost/Share $19.18 Unrealized @ Report Date —

SMH VANECK SEMICONDUCTOR ETF 6.5%

Value $12.75M Shares 72,900 Share Price $174.87 Est. Cost/Share $156.53 Unrealized @ Report Date +11.7%

FCPT FOUR CORNERS PROPERTY TRUST 5.4%

Value $10.65M Shares 421,000 Share Price $25.30 Est. Cost/Share $24.70 Unrealized @ Report Date —

ETHE GRAYSCALE ETHEREUM TRUST 3.9%

Value $7.541M Shares 387,900 Share Price $19.44 * Est. Cost/Share $17.97 Unrealized @ Report Date -3.8%

BLMN BLOOMIN' BRANDS INC 3.6%

Value $6.953M Shares 247,000 Share Price $28.15 * Est. Cost/Share $18.25 Unrealized @ Report Date +38.8%

VNQ VANGUARD REAL ESTATE ETF 3.0%

Value $5.92M Shares 67,000 Share Price $88.36 Est. Cost/Share $83.32 Unrealized @ Report Date +6.0%

GLD SPDR GOLD SHARES 2.9%

Value $5.703M Shares 29,830 Share Price $191.18 Est. Cost/Share $176.44 Unrealized @ Report Date +8.4%

IBB ISHARES NASDAQ BIOTECHNOLOGY 2.8%

Value $5.434M Shares 40,000 Share Price $135.85 Est. Cost/Share $149.82 Unrealized @ Report Date -9.3%

AVB AVALONBAY COMMUNITIES INC 1.7%

Value $3.295M Shares 17,600 Share Price $187.22 * Est. Cost/Share $176.97 Unrealized @ Report Date -1.2%

XLE ENERGY SELECT SECTOR SPDR 1.6%

Value $3.102M Shares 37,000 Share Price $83.84 * Est. Cost/Share $42.75 Unrealized @ Report Date -1.9%

EQR EQUITY RESIDENTIAL 1.6%

Value $3.061M Shares 50,050 Share Price $61.16 * Est. Cost/Share $62.58 Unrealized @ Report Date -9.8%

SHAK SHAKE SHACK INC - CLASS A 1.5%

Value $2.876M Shares 38,800 Share Price $74.12 Est. Cost/Share $68.60 Unrealized @ Report Date +8.0%

NXE NEXGEN ENERGY LTD 1.1%

Value $2.139M Shares 305,500 Share Price $7.00 Est. Cost/Share $5.38 Unrealized @ Report Date +30.1%

XLB MATERIALS SELECT SECTOR SPDR 1.0%

Value $2.027M Shares 23,700 Share Price $85.53 * Est. Cost/Share $40.48 Unrealized @ Report Date +5.6%

BLOK AMPLIFY TRANSFOR DATA SHARIN 1.0%

Value $2M Shares 67,000 Share Price $29.85 Est. Cost/Share $48.69 Unrealized @ Report Date -38.7%

GXO GXO LOGISTICS INC 0.7%

Value $1.407M Shares 23,000 Share Price $61.17 Est. Cost/Share $40.10 Unrealized @ Report Date +52.5%

XOP SPDR S&P OIL & GAS EXP & PR 0.6%

Value $1.164M Shares 8,500 Share Price $136.94 Est. Cost/Share $132.60 Unrealized @ Report Date +3.3%

OIH VANECK OIL SERVICES ETF 0.6%

Value $1.145M Shares 3,700 Share Price $309.46 Est. Cost/Share $305.01 Unrealized @ Report Date +1.5%

VMI VALMONT INDUSTRIES 0.2%

Value $420K Shares 1,800 Share Price $233.33 Est. Cost/Share $264.26 Unrealized @ Report Date -11.6%

CIBR FIRST TRUST NASDAQ CYBERSECU 0.2%

Value $350K Shares 6,500 Share Price $53.85 Est. Cost/Share $50.28 Unrealized @ Report Date +7.1%

MUB ISHARES NATIONAL MUNI BOND E 0.1%

Value $206K Shares 1,900 Share Price $108.42 Est. Cost/Share $106.89 Unrealized @ Report Date +1.4%

SHOP SHOPIFY INC - CLASS A 0.1%

Value $204K Shares 2,620 Share Price $77.86 Est. Cost/Share $63.86 Unrealized @ Report Date +22.0%

HYD VANECK HIGH YIELD MUNI ETF 0.1%

Value $155K Shares 3,000 Share Price $51.67 Est. Cost/Share $51.23 Unrealized @ Report Date +0.8%

SUB ISHARES SHORT-TERM NATIONAL 0.1%

Value $148K Shares 1,400 Share Price $105.71 Est. Cost/Share $104.08 Unrealized @ Report Date +1.3%

AMLP ALERIAN MLP ETF 0.1%

Value $128K Shares 3,000 Share Price $42.67 Est. Cost/Share $38.78 Unrealized @ Report Date +9.6%

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
LQD	ISHARES IBOXX INVESTMENT GRA	197,000	$21.8M	11.1%	$110.66	$108.98	+1.5%	PUT	464287242
QQQ	INVESCO QQQ TRUST SERIES 1	52,850	$21.64M	11.1%	$409.52	$379.61	+7.9%	ETF	46090E103
LQD	ISHARES IBOXX INVESTMENT GRA	188,200	$20.83M	10.6%	$110.66	$108.98	+1.5%	ETF	464287242
EWJ	ISHARES MSCI JAPAN ETF	318,900	$20.45M	10.5%	$64.14	$61.69	+4.0%	ETF	46434G822
VGK	VANGUARD FTSE EUROPE ETF	269,200	$17.36M	8.9%	$64.48	$67.60	-4.6%	ETF	922042874
SRUUF	SPROTT PHYSICAL URANIUM TRUS	697,500	$14.87M	7.6%	$21.32	$19.18	—	COM	85210A104
SMH	VANECK SEMICONDUCTOR ETF	72,900	$12.75M	6.5%	$174.87	$156.53	+11.7%	ETF	92189F676
FCPT	FOUR CORNERS PROPERTY TRUST	421,000	$10.65M	5.4%	$25.30	$24.70	—	COM	35086T109
ETHE	GRAYSCALE ETHEREUM TRUST	387,900	$7.541M	3.9%	$19.44 *	$17.97	-3.8%	ETN	389638107
BLMN	BLOOMIN' BRANDS INC	247,000	$6.953M	3.6%	$28.15 *	$18.25	+38.8%	COM	094235108
VNQ	VANGUARD REAL ESTATE ETF	67,000	$5.92M	3.0%	$88.36	$83.32	+6.0%	ETF	922908553
GLD	SPDR GOLD SHARES	29,830	$5.703M	2.9%	$191.18	$176.44	+8.4%	ETF	78463V107
IBB	ISHARES NASDAQ BIOTECHNOLOGY	40,000	$5.434M	2.8%	$135.85	$149.82	-9.3%	ETF	464287556
AVB	AVALONBAY COMMUNITIES INC	17,600	$3.295M	1.7%	$187.22 *	$176.97	-1.2%	COM	053484101
XLE	ENERGY SELECT SECTOR SPDR	37,000	$3.102M	1.6%	$83.84 *	$42.75	-1.9%	ETF	81369Y506
EQR	EQUITY RESIDENTIAL	50,050	$3.061M	1.6%	$61.16 *	$62.58	-9.8%	COM	29476L107
SHAK	SHAKE SHACK INC - CLASS A	38,800	$2.876M	1.5%	$74.12	$68.60	+8.0%	COM	819047101
NXE	NEXGEN ENERGY LTD	305,500	$2.139M	1.1%	$7.00	$5.38	+30.1%	COM	65340P106
XLB	MATERIALS SELECT SECTOR SPDR	23,700	$2.027M	1.0%	$85.53 *	$40.48	+5.6%	ETF	81369Y100
BLOK	AMPLIFY TRANSFOR DATA SHARIN	67,000	$2M	1.0%	$29.85	$48.69	-38.7%	ETF	032108607
GXO	GXO LOGISTICS INC	23,000	$1.407M	0.7%	$61.17	$40.10	+52.5%	COM	36262G101
XOP	SPDR S&P OIL & GAS EXP & PR	8,500	$1.164M	0.6%	$136.94	$132.60	+3.3%	COM	78468R556
OIH	VANECK OIL SERVICES ETF	3,700	$1.145M	0.6%	$309.46	$305.01	+1.5%	COM	92189H607
VMI	VALMONT INDUSTRIES	1,800	$420K	0.2%	$233.33	$264.26	-11.6%	COM	920253101
CIBR	FIRST TRUST NASDAQ CYBERSECU	6,500	$350K	0.2%	$53.85	$50.28	+7.1%	ETF	33734X846
MUB	ISHARES NATIONAL MUNI BOND E	1,900	$206K	0.1%	$108.42	$106.89	+1.4%	COM	464288414
SHOP	SHOPIFY INC - CLASS A	2,620	$204K	0.1%	$77.86	$63.86	+22.0%	COM	82509L107
HYD	VANECK HIGH YIELD MUNI ETF	3,000	$155K	0.1%	$51.67	$51.23	+0.8%	COM	92189H409
SUB	ISHARES SHORT-TERM NATIONAL	1,400	$148K	0.1%	$105.71	$104.08	+1.3%	COM	464288158
AMLP	ALERIAN MLP ETF	3,000	$128K	0.1%	$42.67	$38.78	+9.6%	COM	00162Q452