SEC 13F Intelligence

Managers / Q1 2021 · view latest →

Rye Brook Capital LLC

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

Reported Value
$137M
Q1 2021
Positions
28
Filings on Record
22
2019–present window
Filed
Apr 9, 2021
original filing

Summary

Rye Brook Capital LLC reported $137M in U.S.-listed holdings across 28 positions for Q1 2021.

Its largest position, VEU, represents 10.7% of the portfolio.

Compared with Q4 2020, the fund opened 10 new positions and exited 6.

Portfolio Metrics

Turnover
+23.7%
vs prior filed quarter
Top-10 Concentration
+70.1%
share of reported value
Largest Position
+10.7%
Vanguard Ftse All World Ex U
New / Exited
10 / 6
positions this quarter

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: 91.6%REIT: 6.8%Other: 1.1%Common Stock: 0.5%
  • ETP · 91.6% · $126M
  • REIT · 6.8% · $9M
  • Other · 1.1% · $2M
  • Common Stock · 0.5% · $665,000

Quarter-over-Quarter Changes full breakdown →

vs Q4 2020 (amended baseline)

IssuerMoveShare ΔShares nowValue ΔValue now
SMHVANECK SEMICONDUCTORNEW+49.5K49.5K+$12M$12M
VCRVANGUARD CONSUMER DISCRE ETFNEW+28.4K28.4K+$8M$8M
EWGISHARES MSCI GERMANY ETFNEW+191.6K191.6K+$6M$6M
XLIINDUSTRIAL SELECT SECT SPDRNEW+49.3K49.3K+$5M$5M
XLBMATERIALS SELECT SECTOR SPDRNEW+42.6K42.6K+$3M$3M
XHBSPDR S&P HOMEBUILDERS ETFNEW+23.7K23.7K+$2M$2M
XLFFINANCIAL SELECT SECTOR SPDRNEW+36.0K36.0K+$1M$1M
TBTPROSHARES ULTRASHORT 20Y TRNEW+30.8K30.8K+$670,000$670,000

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

Holdings — Q1 2021

28 positions
Export to Excel
#IssuerClass% PortfolioValue ↓Shares
1VEUVANGUARD FTSE ALL-WORLD EX-Uhistory →ETF10.66%$15M241.0K
2QQQINVESCO QQQ TRUST SERIES 1history →ETF9.09%$12M39.1K
3SMHVANECK SEMICONDUCTORhistory →ETF8.79%$12M49.5K
4EWJISHARES MSCI JAPAN ETFhistory →ETF6.52%$9M130.5K
5XLCCOMM SERV SELECT SECTOR SPDRhistory →ETF6.27%$9M117.4K
6VCRVANGUARD CONSUMER DISCRE ETFhistory →ETF6.10%$8M28.4K
7VNQVANGUARD REAL ESTATE ETFhistory →ETF6.01%$8M89.8K
8KRANESHARES CSI CHINA INTERNETF5.95%$8M106.9K
9IBBISHARES NASDAQ BIOTECHNOLOGYhistory →ETF5.37%$7M48.9K
10XLKTECHNOLOGY SELECT SECT SPDRhistory →ETF5.30%$7M54.8K
11EWGISHARES MSCI GERMANY ETFhistory →ETF4.67%$6M191.6K
12COREPOINT LODGING INCCOM4.41%$6M669.5K
13XLIINDUSTRIAL SELECT SECT SPDRhistory →ETF3.54%$5M49.3K
14JPMORGAN ALERIAN MLP INDEXETN2.62%$4M216.8K
15XLBMATERIALS SELECT SECTOR SPDRhistory →ETF2.45%$3M42.6K
16XBISPDR S&P BIOTECH ETFhistory →ETF2.28%$3M23.1K
17XLVHEALTH CARE SELECT SECTORhistory →ETF1.23%$2M14.4K
18XHBSPDR S&P HOMEBUILDERS ETFhistory →ETF1.22%$2M23.7K
19COLUMBIA PROPERTY TRUST INCCOM1.17%$2M94.0K
20SIGMA LITHIUM RESOURCES CORPCOM1.11%$2M368.6K
21SPDR S&P GL NAT RESOURCESETF0.92%$1M25.0K
22XLFFINANCIAL SELECT SECTOR SPDRETF0.89%$1M36.0K
23XLEENERGY SELECT SECTOR SPDRETF0.80%$1M22.5K
24EQREQUITY RESIDENTIALCOM0.63%$860,00012.0K
25AVBAVALONBAY COMMUNITIES INCCOM0.56%$775,0004.2K
26TBTPROSHARES ULTRASHORT 20Y TRETF0.49%$670,00030.8K
27TRITON INTERNATIONAL LTDCOM0.48%$665,00012.1K
28DBAINVESCO DB AGRICULTURE FUNDETF0.47%$639,00037.7K

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 ↗.