Rye Brook Capital LLC Diversified Active

Location: Greenwich, CT

CIK: 0001844147 · Show all filings

Period: Q1 2021 (← Previous) (Next →)

Filing Date: Apr 9, 2021

Total Value: $137M (100.0% shares, 0.0% debt)

Holdings (28)

VEU VANGUARD FTSE ALL-WORLD EX-U 10.7%

Value $14.62M Shares 241,000 Share Price $60.68 Est. Cost/Share $54.50 Unrealized @ Report Date +11.3%

QQQ INVESCO QQQ TRUST SERIES 1 9.1%

Value $12.48M Shares 39,100 Share Price $319.13 Est. Cost/Share $293.57 Unrealized @ Report Date +8.7%

SMH VANECK SEMICONDUCTOR 8.8%

Value $12.06M Shares 49,500 Share Price $243.56 * Est. Cost/Share $118.46 Unrealized @ Report Date +2.8%

EWJ ISHARES MSCI JAPAN ETF 6.5%

Value $8.942M Shares 130,500 Share Price $68.52 Est. Cost/Share $63.87 Unrealized @ Report Date +7.3%

XLC COMM SERV SELECT SECTOR SPDR 6.3%

Value $8.608M Shares 117,400 Share Price $73.32 Est. Cost/Share $65.85 Unrealized @ Report Date +11.3%

VCR VANGUARD CONSUMER DISCRE ETF 6.1%

Value $8.374M Shares 28,350 Share Price $295.38 Est. Cost/Share $290.21 Unrealized @ Report Date +1.8%

VNQ VANGUARD REAL ESTATE ETF 6.0%

Value $8.249M Shares 89,800 Share Price $91.86 Est. Cost/Share $83.71 Unrealized @ Report Date +9.7%

KWEB KRANESHARES CSI CHINA INTERN 5.9%

Value $8.162M Shares 106,900 Share Price $76.35 Est. Cost/Share $74.11 Unrealized @ Report Date +3.0%

IBB ISHARES NASDAQ BIOTECHNOLOGY 5.4%

Value $7.368M Shares 48,940 Share Price $150.55 Est. Cost/Share $145.87 Unrealized @ Report Date +3.2%

XLK TECHNOLOGY SELECT SECT SPDR 5.3%

Value $7.278M Shares 54,800 Share Price $132.81 * Est. Cost/Share $60.98 Unrealized @ Report Date +8.9%

EWG ISHARES MSCI GERMANY ETF 4.7%

Value $6.407M Shares 191,600 Share Price $33.44 Est. Cost/Share $32.63 Unrealized @ Report Date +2.5%

— COREPOINT LODGING INC 4.4%

Value $6.046M Shares 669,500 Share Price $9.03 Est. Cost/Share $6.91 Unrealized @ Report Date —

XLI INDUSTRIAL SELECT SECT SPDR 3.5%

Value $4.854M Shares 49,300 Share Price $98.46 Est. Cost/Share $91.57 Unrealized @ Report Date +7.5%

— JPMORGAN ALERIAN MLP INDEX 2.6%

Value $3.597M Shares 216,800 Share Price $16.59 Est. Cost/Share $14.21 Unrealized @ Report Date —

XLB MATERIALS SELECT SECTOR SPDR 2.4%

Value $3.357M Shares 42,600 Share Price $78.80 * Est. Cost/Share $37.73 Unrealized @ Report Date +4.4%

XBI SPDR S&P BIOTECH ETF 2.3%

Value $3.134M Shares 23,100 Share Price $135.67 Est. Cost/Share $132.67 Unrealized @ Report Date +2.2%

XLV HEALTH CARE SELECT SECTOR 1.2%

Value $1.687M Shares 14,450 Share Price $116.75 Est. Cost/Share $109.16 Unrealized @ Report Date +6.9%

XHB SPDR S&P HOMEBUILDERS ETF 1.2%

Value $1.668M Shares 23,700 Share Price $70.38 Est. Cost/Share $63.67 Unrealized @ Report Date +10.5%

— COLUMBIA PROPERTY TRUST INC 1.2%

Value $1.607M Shares 94,000 Share Price $17.10 Est. Cost/Share $14.34 Unrealized @ Report Date —

— SIGMA LITHIUM RESOURCES CORP 1.1%

Value $1.526M Shares 368,600 Share Price $4.14 Est. Cost/Share $2.35 Unrealized @ Report Date —

GNR SPDR S&P GL NAT RESOURCES 0.9%

Value $1.257M Shares 25,000 Share Price $50.28 Est. Cost/Share $41.62 Unrealized @ Report Date +20.8%

XLF FINANCIAL SELECT SECTOR SPDR 0.9%

Value $1.226M Shares 36,000 Share Price $34.06 Est. Cost/Share $32.12 Unrealized @ Report Date +6.0%

XLE ENERGY SELECT SECTOR SPDR 0.8%

Value $1.104M Shares 22,500 Share Price $49.07 * Est. Cost/Share $23.07 Unrealized @ Report Date +6.3%

EQR EQUITY RESIDENTIAL 0.6%

Value $860K Shares 12,000 Share Price $71.67 * Est. Cost/Share $46.68 Unrealized @ Report Date +28.0%

AVB AVALONBAY COMMUNITIES INC 0.6%

Value $775K Shares 4,200 Share Price $184.52 * Est. Cost/Share $133.59 Unrealized @ Report Date +17.7%

TBT PROSHARES ULTRASHORT 20Y TR 0.5%

Value $670K Shares 30,800 Share Price $21.75 Est. Cost/Share $21.75 Unrealized @ Report Date —

— TRITON INTERNATIONAL LTD 0.5%

Value $665K Shares 12,100 Share Price $54.96 Est. Cost/Share $54.96 Unrealized @ Report Date —

DBA INVESCO DB AGRICULTURE FUND 0.5%

Value $639K Shares 37,700 Share Price $16.95 Est. Cost/Share $16.78 Unrealized @ Report Date +0.9%

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
VEU	VANGUARD FTSE ALL-WORLD EX-U	241,000	$14.62M	10.7%	$60.68	$54.50	+11.3%	ETF	922042775
QQQ	INVESCO QQQ TRUST SERIES 1	39,100	$12.48M	9.1%	$319.13	$293.57	+8.7%	ETF	46090E103
SMH	VANECK SEMICONDUCTOR	49,500	$12.06M	8.8%	$243.56 *	$118.46	+2.8%	ETF	92189F676
EWJ	ISHARES MSCI JAPAN ETF	130,500	$8.942M	6.5%	$68.52	$63.87	+7.3%	ETF	46434G822
XLC	COMM SERV SELECT SECTOR SPDR	117,400	$8.608M	6.3%	$73.32	$65.85	+11.3%	ETF	81369Y852
VCR	VANGUARD CONSUMER DISCRE ETF	28,350	$8.374M	6.1%	$295.38	$290.21	+1.8%	ETF	92204A108
VNQ	VANGUARD REAL ESTATE ETF	89,800	$8.249M	6.0%	$91.86	$83.71	+9.7%	ETF	922908553
KWEB	KRANESHARES CSI CHINA INTERN	106,900	$8.162M	5.9%	$76.35	$74.11	+3.0%	ETF	500767306
IBB	ISHARES NASDAQ BIOTECHNOLOGY	48,940	$7.368M	5.4%	$150.55	$145.87	+3.2%	ETF	464287556
XLK	TECHNOLOGY SELECT SECT SPDR	54,800	$7.278M	5.3%	$132.81 *	$60.98	+8.9%	ETF	81369Y803
EWG	ISHARES MSCI GERMANY ETF	191,600	$6.407M	4.7%	$33.44	$32.63	+2.5%	ETF	464286806
—	COREPOINT LODGING INC	669,500	$6.046M	4.4%	$9.03	$6.91	—	COM	21872L104
XLI	INDUSTRIAL SELECT SECT SPDR	49,300	$4.854M	3.5%	$98.46	$91.57	+7.5%	ETF	81369Y704
—	JPMORGAN ALERIAN MLP INDEX	216,800	$3.597M	2.6%	$16.59	$14.21	—	ETN	46625H365
XLB	MATERIALS SELECT SECTOR SPDR	42,600	$3.357M	2.4%	$78.80 *	$37.73	+4.4%	ETF	81369Y100
XBI	SPDR S&P BIOTECH ETF	23,100	$3.134M	2.3%	$135.67	$132.67	+2.2%	ETF	78464A870
XLV	HEALTH CARE SELECT SECTOR	14,450	$1.687M	1.2%	$116.75	$109.16	+6.9%	ETF	81369Y209
XHB	SPDR S&P HOMEBUILDERS ETF	23,700	$1.668M	1.2%	$70.38	$63.67	+10.5%	ETF	78464A888
—	COLUMBIA PROPERTY TRUST INC	94,000	$1.607M	1.2%	$17.10	$14.34	—	COM	198287203
—	SIGMA LITHIUM RESOURCES CORP	368,600	$1.526M	1.1%	$4.14	$2.35	—	COM	826600108
GNR	SPDR S&P GL NAT RESOURCES	25,000	$1.257M	0.9%	$50.28	$41.62	+20.8%	ETF	78463X541
XLF	FINANCIAL SELECT SECTOR SPDR	36,000	$1.226M	0.9%	$34.06	$32.12	+6.0%	ETF	81369Y605
XLE	ENERGY SELECT SECTOR SPDR	22,500	$1.104M	0.8%	$49.07 *	$23.07	+6.3%	ETF	81369Y506
EQR	EQUITY RESIDENTIAL	12,000	$860K	0.6%	$71.67 *	$46.68	+28.0%	COM	29476L107
AVB	AVALONBAY COMMUNITIES INC	4,200	$775K	0.6%	$184.52 *	$133.59	+17.7%	COM	053484101
TBT	PROSHARES ULTRASHORT 20Y TR	30,800	$670K	0.5%	$21.75	$21.75	—	ETF	74347B201
—	TRITON INTERNATIONAL LTD	12,100	$665K	0.5%	$54.96	$54.96	—	COM	G9078F107
DBA	INVESCO DB AGRICULTURE FUND	37,700	$639K	0.5%	$16.95	$16.78	+0.9%	ETF	46140H106