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 Est. Cost $59.64 Unrealized —

SPY SPDR S&P 500 ETF TRUST 13.2%

Value $18.62M Shares 43,500 Est. Cost $428.10 Unrealized —

QQQ INVESCO QQQ TRUST SERIES 1 12.7%

Value $17.9M Shares 50,500 Est. Cost $322.93 Unrealized —

IBB ISHARES NASDAQ BIOTECHNOLOGY 7.4%

Value $10.46M Shares 63,940 Est. Cost $154.20 Unrealized —

VNQ VANGUARD REAL ESTATE ETF 5.5%

Value $7.716M Shares 75,800 Est. Cost $86.01 Unrealized —

— COREPOINT LODGING INC 5.1%

Value $7.164M Shares 669,500 Est. Cost $6.91 Unrealized —

TIP ISHARES TIPS BOND ETF 3.9%

Value $5.504M Shares 43,000 Est. Cost — Unrealized —

XLC COMM SERV SELECT SECTOR SPDR 3.7%

Value $5.287M Shares 65,300 Est. Cost $69.20 Unrealized —

EWG ISHARES MSCI GERMANY ETF 3.5%

Value $4.958M Shares 143,300 Est. Cost $33.44 Unrealized —

EWJ ISHARES MSCI JAPAN ETF 3.5%

Value $4.883M Shares 72,300 Est. Cost $67.72 Unrealized —

SPY SPDR S&P 500 ETF TRUST 3.2%

Value $4.495M Shares 10,500 Est. Cost $428.10 Unrealized —

— JPMORGAN ALERIAN MLP INDEX 3.0%

Value $4.26M Shares 216,800 Est. Cost $14.21 Unrealized —

XLK TECHNOLOGY SELECT SECT SPDR 2.9%

Value $4.061M Shares 27,500 Est. Cost $130.06 Unrealized —

KWEB KRANESHARES CSI CHINA INTERN 2.4%

Value $3.44M Shares 49,300 Est. Cost $76.79 Unrealized —

SMH VANECK SEMICONDUCTOR 2.3%

Value $3.304M Shares 12,600 Est. Cost $243.56 Unrealized —

XLI INDUSTRIAL SELECT SECT SPDR 2.3%

Value $3.226M Shares 31,500 Est. Cost $98.46 Unrealized —

TBT PROSHARES ULTRASHORT 20Y TR 1.7%

Value $2.35M Shares 124,800 Est. Cost $19.55 Unrealized —

XLF FINANCIAL SELECT SECTOR SPDR 1.6%

Value $2.238M Shares 61,000 Est. Cost $35.13 Unrealized —

XLB MATERIALS SELECT SECTOR SPDR 1.5%

Value $2.189M Shares 26,600 Est. Cost $78.80 Unrealized —

— COLUMBIA PROPERTY TRUST INC 1.2%

Value $1.635M Shares 94,000 Est. Cost $14.34 Unrealized —

GNR SPDR S&P GL NAT RESOURCES 0.9%

Value $1.336M Shares 25,200 Est. Cost $45.01 Unrealized —

XLE ENERGY SELECT SECTOR SPDR 0.9%

Value $1.212M Shares 22,500 Est. Cost $49.07 Unrealized —

DBA INVESCO DB AGRICULTURE FUND 0.8%

Value $1.149M Shares 61,700 Est. Cost $17.60 Unrealized —

PFIX SIMPLIFY INTEREST RATE HEDGE 0.7%

Value $1.052M Shares 25,400 Est. Cost $41.42 Unrealized —

EQR EQUITY RESIDENTIAL 0.7%

Value $924K Shares 12,000 Est. Cost $46.68 Unrealized +35.1%

AVB AVALONBAY COMMUNITIES INC 0.6%

Value $876K Shares 4,200 Est. Cost $133.59 Unrealized +27.6%

— TRITON INTERNATIONAL LTD 0.4%

Value $633K Shares 12,100 Est. Cost $54.96 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
VEU	VANGUARD FTSE ALL-WORLD EX-U	323,400	$20.5M	14.5%	$59.64	—	ETF	922042775
SPY	SPDR S&P 500 ETF TRUST	43,500	$18.62M	13.2%	$428.10	—	Put	78462F103
QQQ	INVESCO QQQ TRUST SERIES 1	50,500	$17.9M	12.7%	$322.93	—	ETF	46090E103
IBB	ISHARES NASDAQ BIOTECHNOLOGY	63,940	$10.46M	7.4%	$154.20	—	ETF	464287556
VNQ	VANGUARD REAL ESTATE ETF	75,800	$7.716M	5.5%	$86.01	—	ETF	922908553
—	COREPOINT LODGING INC	669,500	$7.164M	5.1%	$6.91	—	COM	21872L104
TIP	ISHARES TIPS BOND ETF	43,000	$5.504M	3.9%	—	—	Put	464287176
XLC	COMM SERV SELECT SECTOR SPDR	65,300	$5.287M	3.7%	$69.20	—	ETF	81369Y852
EWG	ISHARES MSCI GERMANY ETF	143,300	$4.958M	3.5%	$33.44	—	ETF	464286806
EWJ	ISHARES MSCI JAPAN ETF	72,300	$4.883M	3.5%	$67.72	—	ETF	46434G822
SPY	SPDR S&P 500 ETF TRUST	10,500	$4.495M	3.2%	$428.10	—	ETF	78462F103
—	JPMORGAN ALERIAN MLP INDEX	216,800	$4.26M	3.0%	$14.21	—	ETN	46625H365
XLK	TECHNOLOGY SELECT SECT SPDR	27,500	$4.061M	2.9%	$130.06	—	ETF	81369Y803
KWEB	KRANESHARES CSI CHINA INTERN	49,300	$3.44M	2.4%	$76.79	—	ETF	500767306
SMH	VANECK SEMICONDUCTOR	12,600	$3.304M	2.3%	$243.56	—	ETF	92189F676
XLI	INDUSTRIAL SELECT SECT SPDR	31,500	$3.226M	2.3%	$98.46	—	ETF	81369Y704
TBT	PROSHARES ULTRASHORT 20Y TR	124,800	$2.35M	1.7%	$19.55	—	ETF	74347B201
XLF	FINANCIAL SELECT SECTOR SPDR	61,000	$2.238M	1.6%	$35.13	—	ETF	81369Y605
XLB	MATERIALS SELECT SECTOR SPDR	26,600	$2.189M	1.5%	$78.80	—	ETF	81369Y100
—	COLUMBIA PROPERTY TRUST INC	94,000	$1.635M	1.2%	$14.34	—	COM	198287203
GNR	SPDR S&P GL NAT RESOURCES	25,200	$1.336M	0.9%	$45.01	—	ETF	78463X541
XLE	ENERGY SELECT SECTOR SPDR	22,500	$1.212M	0.9%	$49.07	—	ETF	81369Y506
DBA	INVESCO DB AGRICULTURE FUND	61,700	$1.149M	0.8%	$17.60	—	ETF	46140H106
PFIX	SIMPLIFY INTEREST RATE HEDGE	25,400	$1.052M	0.7%	$41.42	—	ETF	82889N855
EQR	EQUITY RESIDENTIAL	12,000	$924K	0.7%	$46.68	+35.1%	COM	29476L107
AVB	AVALONBAY COMMUNITIES INC	4,200	$876K	0.6%	$133.59	+27.6%	COM	053484101
—	TRITON INTERNATIONAL LTD	12,100	$633K	0.4%	$54.96	—	COM	G9078F107