Rye Brook Capital LLC Diversified Active

Location: Greenwich, CT

CIK: 0001844147 · Show all filings

Period: Q4 2020 (Next →)

Filing Date: Feb 3, 2021

Total Value: $115M (100.0% shares, 0.0% debt)

Holdings (24)

QQQ INVESCO QQQ TRUST SERIES 1 15.2%

Value $17.44M Shares 55,600 Share Price $313.74 Est. Cost/Share $293.57 Unrealized @ Report Date +6.9%

VEU VANGUARD FTSE ALL-WORLD EX-U 13.0%

Value $14.95M Shares 256,100 Share Price $58.36 Est. Cost/Share $54.50 Unrealized @ Report Date +7.1%

KWEB KRANESHARES CSI CHINA INTERN 7.4%

Value $8.493M Shares 110,600 Share Price $76.79 Est. Cost/Share $74.11 Unrealized @ Report Date +3.6%

XLY CONSUMER DISCRETIONARY SELT 6.4%

Value $7.38M Shares 45,900 Share Price $160.78 * Est. Cost/Share $77.09 Unrealized @ Report Date +4.3%

EWJ ISHARES MSCI JAPAN ETF 6.4%

Value $7.371M Shares 109,100 Share Price $67.56 Est. Cost/Share $62.81 Unrealized @ Report Date +7.6%

XLK TECHNOLOGY SELECT SECT SPDR 6.1%

Value $7.021M Shares 54,000 Share Price $130.02 * Est. Cost/Share $60.90 Unrealized @ Report Date +6.7%

VNQ VANGUARD REAL ESTATE ETF 5.6%

Value $6.438M Shares 75,800 Share Price $84.93 Est. Cost/Share $82.94 Unrealized @ Report Date +2.4%

IBB ISHARES NASDAQ BIOTECHNOLOGY 5.3%

Value $6.035M Shares 39,840 Share Price $151.48 Est. Cost/Share $142.91 Unrealized @ Report Date +6.0%

XLC COMM SERV SELECT SECTOR SPDR 4.9%

Value $5.587M Shares 82,800 Share Price $67.48 Est. Cost/Share $63.64 Unrealized @ Report Date +6.0%

— COREPOINT LODGING INC 4.0%

Value $4.544M Shares 660,500 Share Price $6.88 Est. Cost/Share $6.88 Unrealized @ Report Date —

EWL ISHARES MSCI SWITZERLAND ETF 3.6%

Value $4.137M Shares 92,600 Share Price $44.68 Est. Cost/Share $42.44 Unrealized @ Report Date +5.3%

XLV HEALTH CARE SELECT SECTOR 3.5%

Value $4.055M Shares 35,750 Share Price $113.43 Est. Cost/Share $109.16 Unrealized @ Report Date +3.9%

GLD SPDR GOLD SHARES 3.4%

Value $3.853M Shares 21,600 Share Price $178.38 Est. Cost/Share $176.09 Unrealized @ Report Date +1.3%

IWM ISHARES RUSSELL 2000 ETF 3.0%

Value $3.47M Shares 17,700 Share Price $196.05 Est. Cost/Share $174.99 Unrealized @ Report Date +12.0%

— JPMORGAN ALERIAN MLP INDEX 2.3%

Value $2.657M Shares 191,300 Share Price $13.89 Est. Cost/Share $13.89 Unrealized @ Report Date —

XBI SPDR S&P BIOTECH ETF 2.2%

Value $2.562M Shares 18,200 Share Price $140.77 Est. Cost/Share $128.08 Unrealized @ Report Date +9.9%

— COLUMBIA PROPERTY TRUST INC 2.0%

Value $2.29M Shares 159,700 Share Price $14.34 Est. Cost/Share $14.34 Unrealized @ Report Date —

KURE KRANESHARES MSCI ALL CHINA H 1.3%

Value $1.511M Shares 38,700 Share Price $39.04 Est. Cost/Share $39.04 Unrealized @ Report Date —

GNR SPDR S&P GL NAT RESOURCES 0.9%

Value $1.07M Shares 23,900 Share Price $44.77 Est. Cost/Share $41.27 Unrealized @ Report Date +8.5%

XLE ENERGY SELECT SECTOR SPDR 0.8%

Value $968K Shares 3,420 Share Price $283.04 Est. Cost/Share — Unrealized @ Report Date —

— SIGMA LITHIUM RESOURCES CORP 0.8%

Value $865K Shares 368,600 Share Price $2.35 Est. Cost/Share $2.35 Unrealized @ Report Date —

BLMN BLOOMIN' BRANDS INC 0.7%

Value $783K Shares 40,300 Share Price $19.43 * Est. Cost/Share $14.38 Unrealized @ Report Date +13.9%

EQR EQUITY RESIDENTIAL 0.6%

Value $676K Shares 11,400 Share Price $59.30 * Est. Cost/Share $46.26 Unrealized @ Report Date +6.0%

AVB AVALONBAY COMMUNITIES INC 0.6%

Value $650K Shares 4,050 Share Price $160.49 * Est. Cost/Share $133.06 Unrealized @ Report Date +1.9%

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
QQQ	INVESCO QQQ TRUST SERIES 1	55,600	$17.44M	15.2%	$313.74	$293.57	+6.9%	ETF	46090E103
VEU	VANGUARD FTSE ALL-WORLD EX-U	256,100	$14.95M	13.0%	$58.36	$54.50	+7.1%	ETF	922042775
KWEB	KRANESHARES CSI CHINA INTERN	110,600	$8.493M	7.4%	$76.79	$74.11	+3.6%	ETF	500767306
XLY	CONSUMER DISCRETIONARY SELT	45,900	$7.38M	6.4%	$160.78 *	$77.09	+4.3%	ETF	81369Y407
EWJ	ISHARES MSCI JAPAN ETF	109,100	$7.371M	6.4%	$67.56	$62.81	+7.6%	ETF	46434G822
XLK	TECHNOLOGY SELECT SECT SPDR	54,000	$7.021M	6.1%	$130.02 *	$60.90	+6.7%	ETF	81369Y803
VNQ	VANGUARD REAL ESTATE ETF	75,800	$6.438M	5.6%	$84.93	$82.94	+2.4%	ETF	922908553
IBB	ISHARES NASDAQ BIOTECHNOLOGY	39,840	$6.035M	5.3%	$151.48	$142.91	+6.0%	ETF	464287556
XLC	COMM SERV SELECT SECTOR SPDR	82,800	$5.587M	4.9%	$67.48	$63.64	+6.0%	ETF	81369Y852
—	COREPOINT LODGING INC	660,500	$4.544M	4.0%	$6.88	$6.88	—	COM	21872L104
EWL	ISHARES MSCI SWITZERLAND ETF	92,600	$4.137M	3.6%	$44.68	$42.44	+5.3%	ETF	464286749
XLV	HEALTH CARE SELECT SECTOR	35,750	$4.055M	3.5%	$113.43	$109.16	+3.9%	ETF	81369Y209
GLD	SPDR GOLD SHARES	21,600	$3.853M	3.4%	$178.38	$176.09	+1.3%	ETF	78463V107
IWM	ISHARES RUSSELL 2000 ETF	17,700	$3.47M	3.0%	$196.05	$174.99	+12.0%	ETF	464287655
—	JPMORGAN ALERIAN MLP INDEX	191,300	$2.657M	2.3%	$13.89	$13.89	—	ETN	46625H365
XBI	SPDR S&P BIOTECH ETF	18,200	$2.562M	2.2%	$140.77	$128.08	+9.9%	ETF	78464A870
—	COLUMBIA PROPERTY TRUST INC	159,700	$2.29M	2.0%	$14.34	$14.34	—	COM	198287203
KURE	KRANESHARES MSCI ALL CHINA H	38,700	$1.511M	1.3%	$39.04	$39.04	—	ETF	500767835
GNR	SPDR S&P GL NAT RESOURCES	23,900	$1.07M	0.9%	$44.77	$41.27	+8.5%	ETF	78463X541
XLE	ENERGY SELECT SECTOR SPDR	3,420	$968K	0.8%	$283.04	—	—	Call	81369Y506
—	SIGMA LITHIUM RESOURCES CORP	368,600	$865K	0.8%	$2.35	$2.35	—	COM	826600108
BLMN	BLOOMIN' BRANDS INC	40,300	$783K	0.7%	$19.43 *	$14.38	+13.9%	COM	094235108
EQR	EQUITY RESIDENTIAL	11,400	$676K	0.6%	$59.30 *	$46.26	+6.0%	COM	29476L107
AVB	AVALONBAY COMMUNITIES INC	4,050	$650K	0.6%	$160.49 *	$133.06	+1.9%	COM	053484101