SEC 13F Intelligence

Managers / Q1 2024 · view latest →

Rye Brook Capital LLC

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

Reported Value
$171M
Q1 2024
Positions
28
Filings on Record
22
2019–present window
Filed
Apr 11, 2024
original filing

Summary

Rye Brook Capital LLC reported $171M in U.S.-listed holdings across 28 positions for Q1 2024.

Its largest position, EWJ, represents 13.4% of the portfolio.

Compared with Q4 2023, the fund opened 2 new positions and exited 3.

Portfolio Metrics

Turnover
+10.8%
vs prior filed quarter
Top-10 Concentration
+79.0%
share of reported value
Largest Position
+13.4%
Ishares Msci Japan Etf
New / Exited
2 / 3
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: 73.5%REIT: 9.8%Closed-End Fund: 8.9%Common Stock: 7.7%
  • ETP · 73.5% · $125M
  • REIT · 9.8% · $17M
  • Closed-End Fund · 8.9% · $15M
  • Common Stock · 7.7% · $13M

Quarter-over-Quarter Changes full breakdown →

vs Q4 2023 (amended baseline)

IssuerMoveShare ΔShares nowValue ΔValue now
XLVHEALTH CARE SELECT SECTORNEW+65.0K65.0K+$10M$10M
MSFTMICROSOFT CORPNEW+600600+$252,000$252,000
ISHARES IBOXX INVESTMENT GRASOLD OUT−385.2K0−$43M$0
GXOGXO LOGISTICS INCSOLD OUT−23.0K0−$1M$0
VMIVALMONT INDUSTRIESSOLD OUT−1.8K0−$420,000$0
SHAKSHAKE SHACK INC - CLASS ATRIMMED−12.3K26.4K−$124,000$3M
CIBRFIRST TRUST NASDAQ CYBERSECUADDED+1.7K8.2K+$112,000$462,000
NXENEXGEN ENERGY LTDADDED+65.0K370.5K+$740,000$3M

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

Holdings — Q1 2024

28 positions
Export to Excel
#IssuerClass% PortfolioValue ↓Shares
1EWJISHARES MSCI JAPAN ETFhistory →ETF13.37%$23M319.6K
2QQQINVESCO QQQ TRUST SERIES 1history →ETF13.03%$22M50.0K
3VGKVANGUARD FTSE EUROPE ETFhistory →ETF10.55%$18M267.2K
4SRUUFSPROTT PHYSICAL URANIUM TRhistory →COM8.91%$15M736.5K
5SMHVANECK SEMICONDUCTOR ETFhistory →ETF8.18%$14M62.0K
6FCPTFOUR CORNERS PROPERTY TRUSThistory →COM6.06%$10M422.4K
7XLVHEALTH CARE SELECT SECTORhistory →ETF5.63%$10M65.0K
8ETHEGRAYSCALE ETHEREUM TRUSThistory →ETN5.53%$9M360.7K
9BLMNBLOOMIN' BRANDS INChistory →COM4.17%$7M247.7K
10GLDSPDR GOLD SHAREShistory →ETF3.60%$6M29.8K
11VNQVANGUARD REAL ESTATE ETFhistory →ETF3.40%$6M67.0K
12IBBISHARES NASDAQ BIOTECHNOLOGYhistory →ETF3.25%$6M40.4K
13XLEENERGY SELECT SECTOR SPDRhistory →ETF2.11%$4M38.2K
14AVBAVALONBAY COMMUNITIES INChistory →COM1.93%$3M17.7K
15EQREQUITY RESIDENTIALhistory →COM1.85%$3M50.0K
16NXENEXGEN ENERGY LTDhistory →COM1.69%$3M370.5K
17SHAKSHAKE SHACK INC - CLASS Ahistory →COM1.61%$3M26.4K
18BLOKAMPLIFY TRANSFOR DATA SHARINhistory →ETF1.43%$2M67.0K
19XLBMATERIALS SELECT SECTOR SPDRhistory →ETF1.29%$2M23.7K
20XOPSPDR S&P OIL & GAS EXP & PRCOM0.77%$1M8.5K
21OIHVANECK OIL SERVICES ETFCOM0.73%$1M3.7K
22CIBRFIRST TRUST NASDAQ CYBERSECUETF0.27%$462,0008.2K
23MSFTMICROSOFT CORPCOM0.15%$252,000600
24MUBISHARES NATIONAL MUNI BOND ECOM0.12%$204,0001.9K
25SHOPSHOPIFY INC - CLASS ACOM0.12%$202,0002.6K
26HYDVANECK HIGH YIELD MUNI ETFCOM0.09%$157,0003.0K
27SUBISHARES SHORT-TERM NATIONALCOM0.09%$147,0001.4K
28AMLPALERIAN MLP ETFCOM0.08%$142,0003.0K

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 ↗.