0001844147-21-000003.txt : 20210719 0001844147-21-000003.hdr.sgml : 20210719 20210716193631 ACCESSION NUMBER: 0001844147-21-000003 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20210630 FILED AS OF DATE: 20210719 DATE AS OF CHANGE: 20210716 EFFECTIVENESS DATE: 20210719 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Rye Brook Capital LLC CENTRAL INDEX KEY: 0001844147 IRS NUMBER: 821051543 STATE OF INCORPORATION: CT FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-20547 FILM NUMBER: 211096571 BUSINESS ADDRESS: STREET 1: 2 GREENWICH OFFICE PARK, SUITE 300 CITY: GREENWICH STATE: CT ZIP: 06831 BUSINESS PHONE: 203-542-2822 MAIL ADDRESS: STREET 1: 2 GREENWICH OFFICE PARK, SUITE 300 CITY: GREENWICH STATE: CT ZIP: 06831 13F-HR 1 primary_doc.xml 13F-HR LIVE false false false 0001844147 XXXXXXXX 06-30-2021 06-30-2021 Rye Brook Capital LLC

2 GREENWICH OFFICE PARK, SUITE 300 GREENWICH CT 06831

13F HOLDINGS REPORT 028-20547 N Carlos Fernandes 2035422822 Carlos Fernandes Greenwich CT 07-16-2021 0 27 141376 false INFORMATION TABLE 2 file13f_2Q21xml.xml SIMPLIFY INTEREST RATE HEDGE ETF 82889N855 1052 25400 SH SOLE 25400 0 0 PROSHARES ULTRASHORT 20Y TR ETF 74347B201 2350 124800 SH SOLE 124800 0 0 ISHARES TIPS BOND ETF ETF 464287176 5504 43000 SH Put SOLE 43000 0 0 ISHARES MSCI GERMANY ETF ETF 464286806 4958 143300 SH SOLE 143300 0 0 ISHARES MSCI JAPAN ETF ETF 46434G822 4883 72300 SH SOLE 72300 0 0 ISHARES NASDAQ BIOTECHNOLOGY ETF 464287556 10464 63940 SH SOLE 63940 0 0 KRANESHARES CSI CHINA INTERN ETF 500767306 3440 49300 SH SOLE 49300 0 0 INVESCO QQQ TRUST SERIES 1 ETF 46090E103 17899 50500 SH SOLE 50500 0 0 VANECK SEMICONDUCTOR ETF 92189F676 3304 12600 SH SOLE 12600 0 0 SPDR S&P 500 ETF TRUST ETF 78462F103 18621 43500 SH Put SOLE 43500 0 0 VANGUARD FTSE ALL-WORLD EX-U ETF 922042775 20500 323400 SH SOLE 323400 0 0 COMM SERV SELECT SECTOR SPDR ETF 81369Y852 5287 65300 SH SOLE 65300 0 0 INDUSTRIAL SELECT SECT SPDR ETF 81369Y704 3226 31500 SH SOLE 31500 0 0 TECHNOLOGY SELECT SECT SPDR ETF 81369Y803 4061 27500 SH SOLE 27500 0 0 SPDR S&P 500 ETF TRUST ETF 78462F103 4495 10500 SH SOLE 10500 0 0 MATERIALS SELECT SECTOR SPDR ETF 81369Y100 2189 26600 SH SOLE 26600 0 0 ENERGY SELECT SECTOR SPDR ETF 81369Y506 1212 22500 SH SOLE 22500 0 0 FINANCIAL SELECT SECTOR SPDR ETF 81369Y605 2238 61000 SH SOLE 61000 0 0 JPMORGAN ALERIAN MLP INDEX ETN 46625H365 4260 216800 SH SOLE 216800 0 0 AVALONBAY COMMUNITIES INC COM 053484101 876 4200 SH SOLE 4200 0 0 COREPOINT LODGING INC COM 21872L104 7164 669500 SH SOLE 669500 0 0 COLUMBIA PROPERTY TRUST INC COM 198287203 1635 94000 SH SOLE 94000 0 0 INVESCO DB AGRICULTURE FUND ETF 46140H106 1149 61700 SH SOLE 61700 0 0 EQUITY RESIDENTIAL COM 29476L107 924 12000 SH SOLE 12000 0 0 SPDR S&P GL NAT RESOURCES ETF 78463X541 1336 25200 SH SOLE 25200 0 0 TRITON INTERNATIONAL LTD COM G9078F107 633 12100 SH SOLE 12100 0 0 VANGUARD REAL ESTATE ETF ETF 922908553 7716 75800 SH SOLE 75800 0 0