SEC 13F Intelligence

Managers / Q4 2020 · view latest →

Rye Brook Capital LLC

CIK 0001844147 · 777 WEST PUTNAM AVE, SUITE 300, GREENWICH, CT, 06830 · 203-542-2822

Reported Value
$115M
Q4 2020
Positions
24
Filings on Record
22
2021–present window
Filed
Feb 3, 2021
original filing

Summary

Rye Brook Capital LLC reported $115M in U.S.-listed holdings across 24 positions for Q4 2020.

Its largest position, QQQ, represents 15.2% of the portfolio.

Portfolio Metrics

Top-10 Concentration
+74.3%
share of reported value
Largest Position
+15.2%
Invesco Qqq

Methodology: turnover is min(value bought, value sold) ÷ average reported value across the two quarters — value-based, so market moves inflate it slightly versus a share-based measure. Concentration and largest position are shares of the filing’s total reported value, options excluded, with multiple share classes and repeated sub-manager rows for the same issuer combined into one position — the same rule the holdings table uses by default. New/exited counts compare against the prior filed quarter. All figures derive solely from the fund’s 13F filings.

Reported Value by Quarter

13F Reported Value
Q4 ’20: $115MQ4 ’20Q1 ’21: $137MQ2 ’21: $141MQ3 ’21: $142MQ3 ’21Q4 ’21: $390MQ1 ’22: $253MQ2 ’22: $164MQ2 ’22Q3 ’22: $137MQ4 ’22: $154MQ1 ’23: $164MQ1 ’23Q2 ’23: $212MQ3 ’23: $141MQ4 ’23: $196MQ4 ’23Q1 ’24: $171MQ2 ’24: $76MQ3 ’24: $69MQ3 ’24Q4 ’24: $83MQ1 ’25: $80MQ2 ’25: $96MQ2 ’25Q3 ’25: $192MQ4 ’25: $107MQ1 ’26: $108MQ1 ’26filingsflow.com

Portfolio Composition

By security type
ETP: 91.5%REIT: 7.1%Other: 0.8%Common Stock: 0.7%
  • ETP · 91.5% · $105M
  • REIT · 7.1% · $8M
  • Other · 0.8% · $865,000
  • Common Stock · 0.7% · $783,000

Quarter-over-Quarter Changes full breakdown →

IssuerMoveShare ΔShares nowValue ΔValue now
QQQINVESCO QQQ TRUST SERIES 1NEW+55.6K55.6K+$17M$17M
VEUVANGUARD FTSE ALL-WORLD EX-UNEW+256.1K256.1K+$15M$15M
KRANESHARES CSI CHINA INTERNNEW+110.6K110.6K+$8M$8M
XLYCONSUMER DISCRETIONARY SELTNEW+45.9K45.9K+$7M$7M
EWJISHARES MSCI JAPAN ETFNEW+109.1K109.1K+$7M$7M
XLKTECHNOLOGY SELECT SECT SPDRNEW+54.0K54.0K+$7M$7M
VNQVANGUARD REAL ESTATE ETFNEW+75.8K75.8K+$6M$6M
IBBISHARES NASDAQ BIOTECHNOLOGYNEW+39.8K39.8K+$6M$6M

Value changes conflate price moves with buying and selling — share changes are the real signal. Share counts are not split-adjusted.

Holdings — Q4 2020

23 positions

Filing History

QuarterReported ValuePositionsFiledTypeLinks
Q1 2026$108M28Apr 29, 202613F-HRchanges · EDGAR ↗
Q4 2025$107M27Jan 27, 202613F-HRchanges · EDGAR ↗
Q3 2025$192M31Oct 21, 202513F-HRchanges · EDGAR ↗
Q2 2025$96M24Jul 23, 202513F-HRchanges · EDGAR ↗
Q1 2025$80M20Apr 16, 202513F-HRchanges · EDGAR ↗
Q4 2024$83M29Feb 3, 202513F-HRchanges · EDGAR ↗
Q3 2024$69M19Oct 22, 202413F-HRchanges · EDGAR ↗
Q2 2024$76M25Jul 22, 202413F-HRchanges · EDGAR ↗
Q1 2024$171M28Apr 11, 202413F-HRchanges · EDGAR ↗
Q4 2023$196M30Jan 30, 202413F-HRchanges · EDGAR ↗
Q3 2023$141M28Oct 10, 202313F-HRchanges · EDGAR ↗
Q2 2023$212M26Jul 24, 202313F-HRchanges · EDGAR ↗
Q1 2023$164M27Apr 21, 202313F-HRchanges · EDGAR ↗
Q4 2022$154M23Jan 6, 202313F-HRchanges · EDGAR ↗
Q3 2022$137M21Nov 3, 202213F-HRchanges · EDGAR ↗
Q2 2022$164M22Jul 21, 202213F-HRchanges · EDGAR ↗
Q1 2022$253M32Apr 28, 202213F-HRchanges · EDGAR ↗
Q4 2021$390M29Jan 12, 202213F-HRchanges · EDGAR ↗
Q3 2021$142M27Oct 4, 202113F-HRchanges · EDGAR ↗
Q2 2021$141M27Jul 19, 202113F-HRchanges · EDGAR ↗
Q1 2021$137M28Apr 9, 202113F-HRchanges · EDGAR ↗
Q4 2020$115M24Feb 3, 202113F-HRchanges · EDGAR ↗

13F filings are due up to 45 days after quarter end, so holdings shown here lag the fund’s current book. Source: original SEC filing on EDGAR ↗.