SEC 13F Intelligence

Managers / Q1 2022 · view latest →

Rye Brook Capital LLC

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

Reported Value
$253M
Q1 2022
Positions
32
Filings on Record
22
2019–present window
Filed
Apr 28, 2022
original filing

Summary

Rye Brook Capital LLC reported $253M in U.S.-listed holdings across 32 positions for Q1 2022.

Its largest position, QQQ, represents 19.4% of the portfolio.

Compared with Q4 2021, the fund opened 3 new positions and exited 0.

Portfolio Metrics

Turnover
+14.4%
vs prior filed quarter
Top-10 Concentration
+58.1%
share of reported value
Largest Position
+19.4%
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: 94.3%Common Stock: 4.4%REIT: 1.3%
  • ETP · 94.3% · $239M
  • Common Stock · 4.4% · $11M
  • REIT · 1.3% · $3M

Quarter-over-Quarter Changes full breakdown →

vs Q4 2021 (amended baseline)

IssuerMoveShare ΔShares nowValue ΔValue now
FXIISHARES CHINA LARGE-CAP ETFNEW+180.9K180.9K+$6M$6M
KRANESHARES CSI CHINA INTERNNEW+141.7K141.7K+$4M$4M
KBAKRANESHARES BOSERA MSCI CHINNEW+13.9K13.9K+$509,000$509,000
QQQINVESCO QQQ TRUST SERIES 1ADDED+79.5K135.8K+$27M$49M
SPYSPDR S&P 500 ETF TRUSTTRIMMED−481.2K1.3K−$171M$58M
ETHEGRAYSCALE ETHEREUM TRUSTADDED+86.9K185.4K+$2M$5M
IWMISHARES RUSSELL 2000 ETFTRIMMED−14.3K5.7K−$3M$1M
VNQVANGUARD REAL ESTATE ETFTRIMMED−29.3K46.5K−$4M$5M

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

Holdings — Q1 2022

31 positions
Export to Excel
#IssuerClass% PortfolioValue ↓Shares
1QQQINVESCO QQQ TRUST SERIES 1history →ETF19.45%$49M135.8K
2VGKVANGUARD FTSE EUROPE ETFhistory →ETF11.30%$29M459.4K
3EWJISHARES MSCI JAPAN ETFhistory →ETF5.88%$15M241.9K
4IBBISHARES NASDAQ BIOTECHNOLOGYhistory →ETF4.89%$12M95.0K
5SMHVANECK SEMICONDUCTOR ETFhistory →ETF4.79%$12M45.0K
6XLIINDUSTRIAL SELECT SECT SPDRhistory →ETF2.88%$7M70.9K
7XLCCOMM SERV SELECT SECTOR SPDRhistory →ETF2.37%$6M87.2K
8FXIISHARES CHINA LARGE-CAP ETFhistory →ETF2.28%$6M180.9K
9JPMORGAN ALERIAN MLP INDEXETN2.26%$6M273.5K
10VNQVANGUARD REAL ESTATE ETFhistory →ETF1.99%$5M46.5K
11ETHEGRAYSCALE ETHEREUM TRUSThistory →ETN1.97%$5M185.4K
12DBAINVESCO DB AGRICULTURE FUNDhistory →ETF1.94%$5M224.1K
13BLMNBLOOMIN' BRANDS INChistory →COM1.94%$5M223.4K
14KRANESHARES CSI CHINA INTERNETF1.60%$4M141.7K
15BLOKAMPLIFY TRANSFOR DATA SHARINhistory →ETF1.57%$4M116.5K
16XLEENERGY SELECT SECTOR SPDRhistory →ETF1.56%$4M51.7K
17USOUNITED STATES OIL FUND LPhistory →ETF1.18%$3M40.3K
18XLBMATERIALS SELECT SECTOR SPDRhistory →ETF1.13%$3M32.5K
19TRITON INTERNATIONAL LTDCOM1.03%$3M37.0K
20CIBRFIRST TRUST NASDAQ CYBERSECUETF1.00%$3M47.6K
21SPDR S&P GL NAT RESOURCESETF0.69%$2M27.7K
22EQREQUITY RESIDENTIALCOM0.66%$2M18.5K
23AVBAVALONBAY COMMUNITIES INCCOM0.63%$2M6.5K
24SHAKSHAKE SHACK INC - CLASS ACOM0.62%$2M23.2K
25IWMISHARES RUSSELL 2000 ETFETF0.46%$1M5.7K
26TSLATESLA INCCOM0.34%$851,000790
27KBAKRANESHARES BOSERA MSCI CHINETF0.20%$509,00013.9K
28AAPLAPPLE INCCOM0.17%$423,0002.4K
29DRIDARDEN RESTAURANTS INCCOM0.16%$399,0003.0K
30AMZNAMAZON.COM INCCOM0.08%$205,00063
31MSFTMICROSOFT CORPCOM0.08%$202,000655

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 ↗.