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 Est. Cost $65.61 Unrealized —

QQQ INVESCO QQQ TRUST SERIES 1 12.7%

Value $18M Shares 50,300 Est. Cost $322.93 Unrealized —

IBB ISHARES NASDAQ BIOTECHNOLOGY 7.7%

Value $10.92M Shares 67,540 Est. Cost $154.60 Unrealized —

— COREPOINT LODGING INC 7.2%

Value $10.28M Shares 663,500 Est. Cost $6.91 Unrealized —

XLE ENERGY SELECT SECTOR SPDR 6.2%

Value $8.845M Shares 169,800 Est. Cost $51.69 Unrealized —

VNQ VANGUARD REAL ESTATE ETF 5.4%

Value $7.715M Shares 75,800 Est. Cost $86.01 Unrealized —

SMH VANECK SEMICONDUCTOR ETF 4.6%

Value $6.509M Shares 25,400 Est. Cost $249.96 Unrealized —

XLI INDUSTRIAL SELECT SECT SPDR 4.4%

Value $6.311M Shares 64,500 Est. Cost $98.14 Unrealized —

EWJ ISHARES MSCI JAPAN ETF 3.6%

Value $5.156M Shares 73,400 Est. Cost $67.76 Unrealized —

TIP ISHARES TIPS BOND ETF 3.4%

Value $4.852M Shares 38,000 Est. Cost — Unrealized —

XLF FINANCIAL SELECT SECTOR SPDR 3.4%

Value $4.766M Shares 127,000 Est. Cost $36.38 Unrealized —

SPY SPDR S&P 500 ETF TRUST 3.2%

Value $4.506M Shares 10,500 Est. Cost $428.10 Unrealized —

IWM ISHARES RUSSELL 2000 ETF 3.1%

Value $4.375M Shares 20,000 Est. Cost $218.75 Unrealized —

— JPMORGAN ALERIAN MLP INDEX 2.8%

Value $3.939M Shares 216,800 Est. Cost $14.21 Unrealized —

XLB MATERIALS SELECT SECTOR SPDR 2.2%

Value $3.164M Shares 40,000 Est. Cost $78.90 Unrealized —

BLOK AMPLIFY TRANSFOR DATA SHARIN 2.0%

Value $2.799M Shares 62,700 Est. Cost $44.64 Unrealized —

TBT PROSHARES ULTRASHORT 20Y TR 1.7%

Value $2.382M Shares 129,800 Est. Cost $19.51 Unrealized —

— COLUMBIA PROPERTY TRUST INC 1.3%

Value $1.788M Shares 94,000 Est. Cost $14.34 Unrealized —

CIBR FIRST TRUST NASDAQ CYBERSECU 1.2%

Value $1.764M Shares 36,200 Est. Cost $48.73 Unrealized —

GNR SPDR S&P GL NAT RESOURCES 0.9%

Value $1.294M Shares 25,200 Est. Cost $45.01 Unrealized —

DBA INVESCO DB AGRICULTURE FUND 0.8%

Value $1.18M Shares 61,700 Est. Cost $17.60 Unrealized —

PFIX SIMPLIFY INTEREST RATE HEDGE 0.7%

Value $1.033M Shares 25,400 Est. Cost $41.42 Unrealized —

EQR EQUITY RESIDENTIAL 0.7%

Value $971K Shares 12,000 Est. Cost $46.68 Unrealized +48.8%

AVB AVALONBAY COMMUNITIES INC 0.7%

Value $931K Shares 4,200 Est. Cost $133.59 Unrealized +44.4%

— TRITON INTERNATIONAL LTD 0.4%

Value $630K Shares 12,100 Est. Cost $54.96 Unrealized —

SHAK SHAKE SHACK INC - CLASS A 0.4%

Value $620K Shares 7,900 Est. Cost $91.01 Unrealized 0.0%

ETHE GRAYSCALE ETHEREUM TRUST 0.4%

Value $597K Shares 21,000 Est. Cost $28.43 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
VGK	VANGUARD FTSE EUROPE ETF	408,400	$26.8M	18.9%	$65.61	—	ETF	922042874
QQQ	INVESCO QQQ TRUST SERIES 1	50,300	$18M	12.7%	$322.93	—	ETF	46090E103
IBB	ISHARES NASDAQ BIOTECHNOLOGY	67,540	$10.92M	7.7%	$154.60	—	ETF	464287556
—	COREPOINT LODGING INC	663,500	$10.28M	7.2%	$6.91	—	COM	21872L104
XLE	ENERGY SELECT SECTOR SPDR	169,800	$8.845M	6.2%	$51.69	—	ETF	81369Y506
VNQ	VANGUARD REAL ESTATE ETF	75,800	$7.715M	5.4%	$86.01	—	ETF	922908553
SMH	VANECK SEMICONDUCTOR ETF	25,400	$6.509M	4.6%	$249.96	—	ETF	92189F676
XLI	INDUSTRIAL SELECT SECT SPDR	64,500	$6.311M	4.4%	$98.14	—	ETF	81369Y704
EWJ	ISHARES MSCI JAPAN ETF	73,400	$5.156M	3.6%	$67.76	—	ETF	46434G822
TIP	ISHARES TIPS BOND ETF	38,000	$4.852M	3.4%	—	—	Put	464287176
XLF	FINANCIAL SELECT SECTOR SPDR	127,000	$4.766M	3.4%	$36.38	—	ETF	81369Y605
SPY	SPDR S&P 500 ETF TRUST	10,500	$4.506M	3.2%	$428.10	—	ETF	78462F103
IWM	ISHARES RUSSELL 2000 ETF	20,000	$4.375M	3.1%	$218.75	—	ETF	464287655
—	JPMORGAN ALERIAN MLP INDEX	216,800	$3.939M	2.8%	$14.21	—	ETN	46625H365
XLB	MATERIALS SELECT SECTOR SPDR	40,000	$3.164M	2.2%	$78.90	—	ETF	81369Y100
BLOK	AMPLIFY TRANSFOR DATA SHARIN	62,700	$2.799M	2.0%	$44.64	—	ETF	032108607
TBT	PROSHARES ULTRASHORT 20Y TR	129,800	$2.382M	1.7%	$19.51	—	ETF	74347B201
—	COLUMBIA PROPERTY TRUST INC	94,000	$1.788M	1.3%	$14.34	—	COM	198287203
CIBR	FIRST TRUST NASDAQ CYBERSECU	36,200	$1.764M	1.2%	$48.73	—	ETF	33734X846
GNR	SPDR S&P GL NAT RESOURCES	25,200	$1.294M	0.9%	$45.01	—	ETF	78463X541
DBA	INVESCO DB AGRICULTURE FUND	61,700	$1.18M	0.8%	$17.60	—	ETF	46140H106
PFIX	SIMPLIFY INTEREST RATE HEDGE	25,400	$1.033M	0.7%	$41.42	—	ETF	82889N855
EQR	EQUITY RESIDENTIAL	12,000	$971K	0.7%	$46.68	+48.8%	COM	29476L107
AVB	AVALONBAY COMMUNITIES INC	4,200	$931K	0.7%	$133.59	+44.4%	COM	053484101
—	TRITON INTERNATIONAL LTD	12,100	$630K	0.4%	$54.96	—	COM	G9078F107
SHAK	SHAKE SHACK INC - CLASS A	7,900	$620K	0.4%	$91.01	0.0%	COM	819047101
ETHE	GRAYSCALE ETHEREUM TRUST	21,000	$597K	0.4%	$28.43	—	ETN	389638107