SEC 13F Intelligence

Managers / Q3 2023 · view latest →

Rye Brook Capital LLC

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

Reported Value
$141M
Q3 2023
Positions
28
Filings on Record
22
2019–present window
Filed
Oct 10, 2023
original filing

Summary

Rye Brook Capital LLC reported $141M in U.S.-listed holdings across 28 positions for Q3 2023.

The portfolio is heavily concentrated: Ishares Iboxx Investment Gra alone accounts for 26.9% of reported value.

Compared with Q2 2023, the fund opened 4 new positions and exited 1.

Portfolio Metrics

Turnover
+12.2%
vs prior filed quarter
Top-10 Concentration
+79.1%
share of reported value
Largest Position
+26.9%
Ishares Iboxx Investment Gra
New / Exited
4 / 1
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: 79.4%REIT: 8.3%Common Stock: 8.0%Closed-End Fund: 4.3%
  • ETP · 79.4% · $112M
  • REIT · 8.3% · $12M
  • Common Stock · 8.0% · $11M
  • Closed-End Fund · 4.3% · $6M

Quarter-over-Quarter Changes full breakdown →

vs Q2 2023 (amended baseline)

IssuerMoveShare ΔShares nowValue ΔValue now
SRUUFSPROTT PHYSICAL URANIUM TRUSNEW+350.2K350.2K+$6M$6M
RSPINVESCO S&P 500 EQUAL WEIGHTNEW+42.0K42.0K+$6M$6M
SMHVANECK SEMICONDUCTOR ETFNEW+25.5K25.5K+$4M$4M
NXENEXGEN ENERGY LTDNEW+246.5K246.5K+$1M$1M
QQQINVESCO QQQ TRUST SERIES 1SOLD OUT−110.6K0−$85M$0
VMIVALMONT INDUSTRIESTRIMMED−2.2K1.8K−$732,000$432,000
FCPTFOUR CORNERS PROPERTY TRUSTADDED+86.5K264.7K+$1M$6M
VNQVANGUARD REAL ESTATE ETFADDED+20.5K67.0K+$1M$5M

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

Holdings — Q3 2023

27 positions
Export to Excel
#IssuerClass% PortfolioValue ↓Shares
1ISHARES IBOXX INVESTMENT GRAETF26.92%$38M370.9K
2EWJISHARES MSCI JAPAN ETFhistory →ETF13.70%$19M319.3K
3VGKVANGUARD FTSE EUROPE ETFhistory →ETF11.11%$16M269.6K
4SRUUFSPROTT PHYSICAL URANIUM TRUShistory →COM4.25%$6M350.2K
5RSPINVESCO S&P 500 EQUAL WEIGHThistory →COM4.23%$6M42.0K
6FCPTFOUR CORNERS PROPERTY TRUSThistory →COM4.18%$6M264.7K
7BLMNBLOOMIN' BRANDS INChistory →COM4.07%$6M232.5K
8VNQVANGUARD REAL ESTATE ETFhistory →ETF3.61%$5M67.0K
9IBBISHARES NASDAQ BIOTECHNOLOGYhistory →ETF3.56%$5M40.9K
10GLDSPDR GOLD SHAREShistory →ETF3.48%$5M28.5K
11ETHEGRAYSCALE ETHEREUM TRUSThistory →ETN3.04%$4M386.0K
12XLEENERGY SELECT SECTOR SPDRhistory →ETF2.39%$3M37.1K
13AVBAVALONBAY COMMUNITIES INChistory →COM2.10%$3M17.2K
14EQREQUITY RESIDENTIALhistory →COM2.03%$3M48.6K
15SHAKSHAKE SHACK INC - CLASS Ahistory →COM1.62%$2M39.2K
16XLBMATERIALS SELECT SECTOR SPDRhistory →ETF1.32%$2M23.7K
17NXENEXGEN ENERGY LTDhistory →COM1.05%$1M246.5K
18GXOGXO LOGISTICS INCCOM0.96%$1M23.0K
19BLOKAMPLIFY TRANSFOR DATA SHARINETF0.95%$1M67.0K
20OIHVANECK OIL SERVICES ETFCOM0.93%$1M3.8K
21XOPSPDR S&P OIL & GAS EXP & PRCOM0.92%$1M8.7K
22VMIVALMONT INDUSTRIESCOM0.31%$432,0001.8K
23CIBRFIRST TRUST NASDAQ CYBERSECUETF0.21%$295,0006.5K
24MUBISHARES NATIONAL MUNI BOND ECOM0.14%$195,0001.9K
25HYDVANECK HIGH YIELD MUNI ETFCOM0.10%$147,0003.0K
26SUBISHARES SHORT-TERM NATIONALCOM0.10%$144,0001.4K
27AMLPALERIAN MLP ETFCOM0.09%$127,0003.0K

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 ↗.