Rye Brook Capital LLC Diversified Active

Location: Greenwich, CT

CIK: 0001844147 · Show all filings

Period: Q2 2021 (← Previous) (Next →)

Filing Date: Jul 19, 2021

Total Value: $141M (100.0% shares, 0.0% debt)

Holdings (27)

VEU VANGUARD FTSE ALL-WORLD EX-U 14.5%

Value $20.5M Shares 323,400 Share Price $63.39 Est. Cost/Share $56.73 Unrealized @ Report Date +11.7%

SPY SPDR S&P 500 ETF TRUST 13.2%

Value $18.62M Shares 43,500 Share Price $428.07 Est. Cost/Share $417.40 Unrealized @ Report Date +2.6%

QQQ INVESCO QQQ TRUST SERIES 1 12.7%

Value $17.9M Shares 50,500 Share Price $354.44 Est. Cost/Share $303.21 Unrealized @ Report Date +16.9%

IBB ISHARES NASDAQ BIOTECHNOLOGY 7.4%

Value $10.46M Shares 63,940 Share Price $163.65 Est. Cost/Share $147.79 Unrealized @ Report Date +10.7%

VNQ VANGUARD REAL ESTATE ETF 5.5%

Value $7.716M Shares 75,800 Share Price $101.79 Est. Cost/Share $83.71 Unrealized @ Report Date +21.6%

— COREPOINT LODGING INC 5.1%

Value $7.164M Shares 669,500 Share Price $10.70 Est. Cost/Share $6.91 Unrealized @ Report Date —

TIP ISHARES TIPS BOND ETF 3.9%

Value $5.504M Shares 43,000 Share Price $128.00 Est. Cost/Share — Unrealized @ Report Date —

XLC COMM SERV SELECT SECTOR SPDR 3.7%

Value $5.287M Shares 65,300 Share Price $80.96 Est. Cost/Share $65.85 Unrealized @ Report Date +23.0%

EWG ISHARES MSCI GERMANY ETF 3.5%

Value $4.958M Shares 143,300 Share Price $34.60 Est. Cost/Share $32.63 Unrealized @ Report Date +6.0%

EWJ ISHARES MSCI JAPAN ETF 3.5%

Value $4.883M Shares 72,300 Share Price $67.54 Est. Cost/Share $63.87 Unrealized @ Report Date +5.8%

SPY SPDR S&P 500 ETF TRUST 3.2%

Value $4.495M Shares 10,500 Share Price $428.10 Est. Cost/Share $417.40 Unrealized @ Report Date +2.6%

— JPMORGAN ALERIAN MLP INDEX 3.0%

Value $4.26M Shares 216,800 Share Price $19.65 Est. Cost/Share $14.21 Unrealized @ Report Date —

XLK TECHNOLOGY SELECT SECT SPDR 2.9%

Value $4.061M Shares 27,500 Share Price $147.67 * Est. Cost/Share $60.98 Unrealized @ Report Date +21.1%

KWEB KRANESHARES CSI CHINA INTERN 2.4%

Value $3.44M Shares 49,300 Share Price $69.78 Est. Cost/Share $74.11 Unrealized @ Report Date -5.8%

SMH VANECK SEMICONDUCTOR 2.3%

Value $3.304M Shares 12,600 Share Price $262.22 * Est. Cost/Share $118.46 Unrealized @ Report Date +10.7%

XLI INDUSTRIAL SELECT SECT SPDR 2.3%

Value $3.226M Shares 31,500 Share Price $102.41 Est. Cost/Share $91.57 Unrealized @ Report Date +11.8%

TBT PROSHARES ULTRASHORT 20Y TR 1.7%

Value $2.35M Shares 124,800 Share Price $18.83 Est. Cost/Share $19.55 Unrealized @ Report Date —

XLF FINANCIAL SELECT SECTOR SPDR 1.6%

Value $2.238M Shares 61,000 Share Price $36.69 Est. Cost/Share $33.95 Unrealized @ Report Date +8.1%

XLB MATERIALS SELECT SECTOR SPDR 1.5%

Value $2.189M Shares 26,600 Share Price $82.29 * Est. Cost/Share $37.73 Unrealized @ Report Date +9.1%

— COLUMBIA PROPERTY TRUST INC 1.2%

Value $1.635M Shares 94,000 Share Price $17.39 Est. Cost/Share $14.34 Unrealized @ Report Date —

GNR SPDR S&P GL NAT RESOURCES 0.9%

Value $1.336M Shares 25,200 Share Price $53.02 Est. Cost/Share $41.62 Unrealized @ Report Date +27.3%

XLE ENERGY SELECT SECTOR SPDR 0.9%

Value $1.212M Shares 22,500 Share Price $53.87 * Est. Cost/Share $23.07 Unrealized @ Report Date +16.8%

DBA INVESCO DB AGRICULTURE FUND 0.8%

Value $1.149M Shares 61,700 Share Price $18.62 Est. Cost/Share $17.36 Unrealized @ Report Date +7.3%

PFIX SIMPLIFY INTEREST RATE HEDGE 0.7%

Value $1.052M Shares 25,400 Share Price $41.42 Est. Cost/Share $46.59 Unrealized @ Report Date -11.1%

EQR EQUITY RESIDENTIAL 0.7%

Value $924K Shares 12,000 Share Price $77.00 * Est. Cost/Share $46.68 Unrealized @ Report Date +38.6%

AVB AVALONBAY COMMUNITIES INC 0.6%

Value $876K Shares 4,200 Share Price $208.57 * Est. Cost/Share $133.59 Unrealized @ Report Date +34.2%

— TRITON INTERNATIONAL LTD 0.4%

Value $633K Shares 12,100 Share Price $52.31 Est. Cost/Share $54.96 Unrealized @ Report Date —

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
VEU	VANGUARD FTSE ALL-WORLD EX-U	323,400	$20.5M	14.5%	$63.39	$56.73	+11.7%	ETF	922042775
SPY	SPDR S&P 500 ETF TRUST	43,500	$18.62M	13.2%	$428.07	$417.40	+2.6%	Put	78462F103
QQQ	INVESCO QQQ TRUST SERIES 1	50,500	$17.9M	12.7%	$354.44	$303.21	+16.9%	ETF	46090E103
IBB	ISHARES NASDAQ BIOTECHNOLOGY	63,940	$10.46M	7.4%	$163.65	$147.79	+10.7%	ETF	464287556
VNQ	VANGUARD REAL ESTATE ETF	75,800	$7.716M	5.5%	$101.79	$83.71	+21.6%	ETF	922908553
—	COREPOINT LODGING INC	669,500	$7.164M	5.1%	$10.70	$6.91	—	COM	21872L104
TIP	ISHARES TIPS BOND ETF	43,000	$5.504M	3.9%	$128.00	—	—	Put	464287176
XLC	COMM SERV SELECT SECTOR SPDR	65,300	$5.287M	3.7%	$80.96	$65.85	+23.0%	ETF	81369Y852
EWG	ISHARES MSCI GERMANY ETF	143,300	$4.958M	3.5%	$34.60	$32.63	+6.0%	ETF	464286806
EWJ	ISHARES MSCI JAPAN ETF	72,300	$4.883M	3.5%	$67.54	$63.87	+5.8%	ETF	46434G822
SPY	SPDR S&P 500 ETF TRUST	10,500	$4.495M	3.2%	$428.10	$417.40	+2.6%	ETF	78462F103
—	JPMORGAN ALERIAN MLP INDEX	216,800	$4.26M	3.0%	$19.65	$14.21	—	ETN	46625H365
XLK	TECHNOLOGY SELECT SECT SPDR	27,500	$4.061M	2.9%	$147.67 *	$60.98	+21.1%	ETF	81369Y803
KWEB	KRANESHARES CSI CHINA INTERN	49,300	$3.44M	2.4%	$69.78	$74.11	-5.8%	ETF	500767306
SMH	VANECK SEMICONDUCTOR	12,600	$3.304M	2.3%	$262.22 *	$118.46	+10.7%	ETF	92189F676
XLI	INDUSTRIAL SELECT SECT SPDR	31,500	$3.226M	2.3%	$102.41	$91.57	+11.8%	ETF	81369Y704
TBT	PROSHARES ULTRASHORT 20Y TR	124,800	$2.35M	1.7%	$18.83	$19.55	—	ETF	74347B201
XLF	FINANCIAL SELECT SECTOR SPDR	61,000	$2.238M	1.6%	$36.69	$33.95	+8.1%	ETF	81369Y605
XLB	MATERIALS SELECT SECTOR SPDR	26,600	$2.189M	1.5%	$82.29 *	$37.73	+9.1%	ETF	81369Y100
—	COLUMBIA PROPERTY TRUST INC	94,000	$1.635M	1.2%	$17.39	$14.34	—	COM	198287203
GNR	SPDR S&P GL NAT RESOURCES	25,200	$1.336M	0.9%	$53.02	$41.62	+27.3%	ETF	78463X541
XLE	ENERGY SELECT SECTOR SPDR	22,500	$1.212M	0.9%	$53.87 *	$23.07	+16.8%	ETF	81369Y506
DBA	INVESCO DB AGRICULTURE FUND	61,700	$1.149M	0.8%	$18.62	$17.36	+7.3%	ETF	46140H106
PFIX	SIMPLIFY INTEREST RATE HEDGE	25,400	$1.052M	0.7%	$41.42	$46.59	-11.1%	ETF	82889N855
EQR	EQUITY RESIDENTIAL	12,000	$924K	0.7%	$77.00 *	$46.68	+38.6%	COM	29476L107
AVB	AVALONBAY COMMUNITIES INC	4,200	$876K	0.6%	$208.57 *	$133.59	+34.2%	COM	053484101
—	TRITON INTERNATIONAL LTD	12,100	$633K	0.4%	$52.31	$54.96	—	COM	G9078F107