Rye Brook Capital LLC Diversified Active

Location: Greenwich, CT

CIK: 0001844147 · Show all filings

Period: Q3 2021 (← Previous) (Next →)

Filing Date: Oct 4, 2021

Total Value: $142M (100.0% shares, 0.0% debt)

Holdings (27)

VGK VANGUARD FTSE EUROPE ETF 18.9%

Value $26.8M Shares 408,400 Share Price $65.61 Est. Cost/Share $68.50 Unrealized @ Report Date -4.2%

QQQ INVESCO QQQ TRUST SERIES 1 12.7%

Value $18M Shares 50,300 Share Price $357.95 Est. Cost/Share $303.21 Unrealized @ Report Date +18.1%

IBB ISHARES NASDAQ BIOTECHNOLOGY 7.7%

Value $10.92M Shares 67,540 Share Price $161.68 Est. Cost/Share $148.88 Unrealized @ Report Date +8.6%

— COREPOINT LODGING INC 7.2%

Value $10.28M Shares 663,500 Share Price $15.50 Est. Cost/Share $6.91 Unrealized @ Report Date —

XLE ENERGY SELECT SECTOR SPDR 6.2%

Value $8.845M Shares 169,800 Share Price $52.09 * Est. Cost/Share $24.54 Unrealized @ Report Date +6.1%

VNQ VANGUARD REAL ESTATE ETF 5.4%

Value $7.715M Shares 75,800 Share Price $101.78 Est. Cost/Share $83.71 Unrealized @ Report Date +21.6%

SMH VANECK SEMICONDUCTOR ETF 4.6%

Value $6.509M Shares 25,400 Share Price $256.26 * Est. Cost/Share $125.14 Unrealized @ Report Date +2.4%

XLI INDUSTRIAL SELECT SECT SPDR 4.4%

Value $6.311M Shares 64,500 Share Price $97.84 Est. Cost/Share $97.28 Unrealized @ Report Date +0.6%

EWJ ISHARES MSCI JAPAN ETF 3.6%

Value $5.156M Shares 73,400 Share Price $70.25 Est. Cost/Share $63.95 Unrealized @ Report Date +9.9%

TIP ISHARES TIPS BOND ETF 3.4%

Value $4.852M Shares 38,000 Share Price $127.68 Est. Cost/Share — Unrealized @ Report Date —

XLF FINANCIAL SELECT SECTOR SPDR 3.4%

Value $4.766M Shares 127,000 Share Price $37.53 Est. Cost/Share $35.75 Unrealized @ Report Date +5.0%

SPY SPDR S&P 500 ETF TRUST 3.2%

Value $4.506M Shares 10,500 Share Price $429.14 Est. Cost/Share $417.40 Unrealized @ Report Date +2.8%

IWM ISHARES RUSSELL 2000 ETF 3.1%

Value $4.375M Shares 20,000 Share Price $218.75 Est. Cost/Share $221.69 Unrealized @ Report Date -1.3%

— JPMORGAN ALERIAN MLP INDEX 2.8%

Value $3.939M Shares 216,800 Share Price $18.17 Est. Cost/Share $14.21 Unrealized @ Report Date —

XLB MATERIALS SELECT SECTOR SPDR 2.2%

Value $3.164M Shares 40,000 Share Price $79.10 * Est. Cost/Share $39.02 Unrealized @ Report Date +1.4%

BLOK AMPLIFY TRANSFOR DATA SHARIN 2.0%

Value $2.799M Shares 62,700 Share Price $44.64 Est. Cost/Share $46.87 Unrealized @ Report Date -4.8%

TBT PROSHARES ULTRASHORT 20Y TR 1.7%

Value $2.382M Shares 129,800 Share Price $18.35 Est. Cost/Share $19.51 Unrealized @ Report Date —

— COLUMBIA PROPERTY TRUST INC 1.3%

Value $1.788M Shares 94,000 Share Price $19.02 Est. Cost/Share $14.34 Unrealized @ Report Date —

CIBR FIRST TRUST NASDAQ CYBERSECU 1.2%

Value $1.764M Shares 36,200 Share Price $48.73 Est. Cost/Share $49.44 Unrealized @ Report Date -1.5%

GNR SPDR S&P GL NAT RESOURCES 0.9%

Value $1.294M Shares 25,200 Share Price $51.35 Est. Cost/Share $41.62 Unrealized @ Report Date +23.4%

DBA INVESCO DB AGRICULTURE FUND 0.8%

Value $1.18M Shares 61,700 Share Price $19.12 Est. Cost/Share $17.36 Unrealized @ Report Date +10.2%

PFIX SIMPLIFY INTEREST RATE HEDGE 0.7%

Value $1.033M Shares 25,400 Share Price $40.67 Est. Cost/Share $46.59 Unrealized @ Report Date -12.7%

EQR EQUITY RESIDENTIAL 0.7%

Value $971K Shares 12,000 Share Price $80.92 * Est. Cost/Share $46.68 Unrealized @ Report Date +46.8%

AVB AVALONBAY COMMUNITIES INC 0.7%

Value $931K Shares 4,200 Share Price $221.67 * Est. Cost/Share $133.59 Unrealized @ Report Date +42.5%

— TRITON INTERNATIONAL LTD 0.4%

Value $630K Shares 12,100 Share Price $52.07 Est. Cost/Share $54.96 Unrealized @ Report Date —

SHAK SHAKE SHACK INC - CLASS A 0.4%

Value $620K Shares 7,900 Share Price $78.48 Est. Cost/Share $91.01 Unrealized @ Report Date -13.8%

ETHE GRAYSCALE ETHEREUM TRUST 0.4%

Value $597K Shares 21,000 Share Price $28.43 * Est. Cost/Share $23.93 Unrealized @ Report Date +5.6%

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
VGK	VANGUARD FTSE EUROPE ETF	408,400	$26.8M	18.9%	$65.61	$68.50	-4.2%	ETF	922042874
QQQ	INVESCO QQQ TRUST SERIES 1	50,300	$18M	12.7%	$357.95	$303.21	+18.1%	ETF	46090E103
IBB	ISHARES NASDAQ BIOTECHNOLOGY	67,540	$10.92M	7.7%	$161.68	$148.88	+8.6%	ETF	464287556
—	COREPOINT LODGING INC	663,500	$10.28M	7.2%	$15.50	$6.91	—	COM	21872L104
XLE	ENERGY SELECT SECTOR SPDR	169,800	$8.845M	6.2%	$52.09 *	$24.54	+6.1%	ETF	81369Y506
VNQ	VANGUARD REAL ESTATE ETF	75,800	$7.715M	5.4%	$101.78	$83.71	+21.6%	ETF	922908553
SMH	VANECK SEMICONDUCTOR ETF	25,400	$6.509M	4.6%	$256.26 *	$125.14	+2.4%	ETF	92189F676
XLI	INDUSTRIAL SELECT SECT SPDR	64,500	$6.311M	4.4%	$97.84	$97.28	+0.6%	ETF	81369Y704
EWJ	ISHARES MSCI JAPAN ETF	73,400	$5.156M	3.6%	$70.25	$63.95	+9.9%	ETF	46434G822
TIP	ISHARES TIPS BOND ETF	38,000	$4.852M	3.4%	$127.68	—	—	Put	464287176
XLF	FINANCIAL SELECT SECTOR SPDR	127,000	$4.766M	3.4%	$37.53	$35.75	+5.0%	ETF	81369Y605
SPY	SPDR S&P 500 ETF TRUST	10,500	$4.506M	3.2%	$429.14	$417.40	+2.8%	ETF	78462F103
IWM	ISHARES RUSSELL 2000 ETF	20,000	$4.375M	3.1%	$218.75	$221.69	-1.3%	ETF	464287655
—	JPMORGAN ALERIAN MLP INDEX	216,800	$3.939M	2.8%	$18.17	$14.21	—	ETN	46625H365
XLB	MATERIALS SELECT SECTOR SPDR	40,000	$3.164M	2.2%	$79.10 *	$39.02	+1.4%	ETF	81369Y100
BLOK	AMPLIFY TRANSFOR DATA SHARIN	62,700	$2.799M	2.0%	$44.64	$46.87	-4.8%	ETF	032108607
TBT	PROSHARES ULTRASHORT 20Y TR	129,800	$2.382M	1.7%	$18.35	$19.51	—	ETF	74347B201
—	COLUMBIA PROPERTY TRUST INC	94,000	$1.788M	1.3%	$19.02	$14.34	—	COM	198287203
CIBR	FIRST TRUST NASDAQ CYBERSECU	36,200	$1.764M	1.2%	$48.73	$49.44	-1.5%	ETF	33734X846
GNR	SPDR S&P GL NAT RESOURCES	25,200	$1.294M	0.9%	$51.35	$41.62	+23.4%	ETF	78463X541
DBA	INVESCO DB AGRICULTURE FUND	61,700	$1.18M	0.8%	$19.12	$17.36	+10.2%	ETF	46140H106
PFIX	SIMPLIFY INTEREST RATE HEDGE	25,400	$1.033M	0.7%	$40.67	$46.59	-12.7%	ETF	82889N855
EQR	EQUITY RESIDENTIAL	12,000	$971K	0.7%	$80.92 *	$46.68	+46.8%	COM	29476L107
AVB	AVALONBAY COMMUNITIES INC	4,200	$931K	0.7%	$221.67 *	$133.59	+42.5%	COM	053484101
—	TRITON INTERNATIONAL LTD	12,100	$630K	0.4%	$52.07	$54.96	—	COM	G9078F107
SHAK	SHAKE SHACK INC - CLASS A	7,900	$620K	0.4%	$78.48	$91.01	-13.8%	COM	819047101
ETHE	GRAYSCALE ETHEREUM TRUST	21,000	$597K	0.4%	$28.43 *	$23.93	+5.6%	ETN	389638107