Rye Brook Capital LLC Diversified Active

CIK: 0001844147 · Show all filings

Period: Q4 2021 (← Previous) (Next →)

Filing Date: Jan 12, 2022

Total Value ($000): $390,493 (100.0% shares, 0.0% debt)

Holdings (29)

SPY SPDR S&P 500 ETF TRUST 58.7%

Value ($000) $229,168 Shares 482,500 Est. Cost $428.10 Unrealized —

VGK VANGUARD FTSE EUROPE ETF 6.4%

Value ($000) $24,887 Shares 364,700 Est. Cost $65.61 Unrealized —

QQQ INVESCO QQQ TRUST SERIES 1 5.7%

Value ($000) $22,399 Shares 56,300 Est. Cost $330.91 Unrealized —

EWJ ISHARES MSCI JAPAN ETF 3.9%

Value ($000) $15,126 Shares 225,900 Est. Cost $67.22 Unrealized —

IBB ISHARES NASDAQ BIOTECHNOLOGY 3.7%

Value ($000) $14,490 Shares 94,940 Est. Cost $154.03 Unrealized —

SMH VANECK SEMICONDUCTOR ETF 3.0%

Value ($000) $11,580 Shares 37,500 Est. Cost $268.94 Unrealized —

VNQ VANGUARD REAL ESTATE ETF 2.3%

Value ($000) $8,794 Shares 75,800 Est. Cost $86.01 Unrealized —

XLC COMM SERV SELECT SECTOR SPDR 1.8%

Value ($000) $6,983 Shares 89,900 Est. Cost $77.68 Unrealized —

XLI INDUSTRIAL SELECT SECT SPDR 1.7%

Value ($000) $6,825 Shares 64,500 Est. Cost $98.14 Unrealized —

— JPMORGAN ALERIAN MLP INDEX 1.5%

Value ($000) $5,824 Shares 327,000 Est. Cost $15.42 Unrealized —

BLOK AMPLIFY TRANSFOR DATA SHARIN 1.2%

Value ($000) $4,680 Shares 116,500 Est. Cost $42.58 Unrealized —

DBA INVESCO DB AGRICULTURE FUND 1.1%

Value ($000) $4,454 Shares 225,500 Est. Cost $19.16 Unrealized —

IWM ISHARES RUSSELL 2000 ETF 1.1%

Value ($000) $4,449 Shares 20,000 Est. Cost $218.75 Unrealized —

XLE ENERGY SELECT SECTOR SPDR 1.1%

Value ($000) $4,329 Shares 78,000 Est. Cost $51.69 Unrealized —

BLMN BLOOMIN' BRANDS INC 1.1%

Value ($000) $4,267 Shares 203,400 Est. Cost $17.80 Unrealized 0.0%

ETHE GRAYSCALE ETHEREUM TRUST 0.8%

Value ($000) $3,187 Shares 98,500 Est. Cost $31.52 Unrealized —

XLB MATERIALS SELECT SECTOR SPDR 0.8%

Value ($000) $2,945 Shares 32,500 Est. Cost $78.90 Unrealized —

CIBR FIRST TRUST NASDAQ CYBERSECU 0.7%

Value ($000) $2,618 Shares 49,600 Est. Cost $49.82 Unrealized —

— TRITON INTERNATIONAL LTD 0.6%

Value ($000) $2,229 Shares 37,000 Est. Cost $58.52 Unrealized —

USO UNITED STATES OIL FUND LP 0.6%

Value ($000) $2,212 Shares 40,700 Est. Cost $54.35 Unrealized —

GNR SPDR S&P GL NAT RESOURCES 0.5%

Value ($000) $2,099 Shares 38,900 Est. Cost $48.16 Unrealized —

EQR EQUITY RESIDENTIAL 0.4%

Value ($000) $1,701 Shares 18,800 Est. Cost $56.14 Unrealized +29.7%

AVB AVALONBAY COMMUNITIES INC 0.4%

Value ($000) $1,667 Shares 6,600 Est. Cost $160.03 Unrealized +28.9%

SHAK SHAKE SHACK INC - CLASS A 0.4%

Value ($000) $1,371 Shares 19,000 Est. Cost $82.27 Unrealized -7.6%

TSLA TESLA INC 0.2%

Value ($000) $835 Shares 790 Est. Cost $335.39 Unrealized 0.0%

DRI DARDEN RESTAURANTS INC 0.1%

Value ($000) $452 Shares 3,000 Est. Cost $129.19 Unrealized 0.0%

AAPL APPLE INC 0.1%

Value ($000) $431 Shares 2,425 Est. Cost $154.71 Unrealized 0.0%

MSFT MICROSOFT CORP 0.1%

Value ($000) $281 Shares 835 Est. Cost $313.41 Unrealized 0.0%

AMZN AMAZON.COM INC 0.1%

Value ($000) $210 Shares 63 Est. Cost $171.15 Unrealized 0.0%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TRUST	482,500	$229,168	58.7%	$428.10	—	Call	78462F103
VGK	VANGUARD FTSE EUROPE ETF	364,700	$24,887	6.4%	$65.61	—	ETF	922042874
QQQ	INVESCO QQQ TRUST SERIES 1	56,300	$22,399	5.7%	$330.91	—	ETF	46090E103
EWJ	ISHARES MSCI JAPAN ETF	225,900	$15,126	3.9%	$67.22	—	ETF	46434G822
IBB	ISHARES NASDAQ BIOTECHNOLOGY	94,940	$14,490	3.7%	$154.03	—	ETF	464287556
SMH	VANECK SEMICONDUCTOR ETF	37,500	$11,580	3.0%	$268.94	—	ETF	92189F676
VNQ	VANGUARD REAL ESTATE ETF	75,800	$8,794	2.3%	$86.01	—	ETF	922908553
XLC	COMM SERV SELECT SECTOR SPDR	89,900	$6,983	1.8%	$77.68	—	ETF	81369Y852
XLI	INDUSTRIAL SELECT SECT SPDR	64,500	$6,825	1.7%	$98.14	—	ETF	81369Y704
—	JPMORGAN ALERIAN MLP INDEX	327,000	$5,824	1.5%	$15.42	—	ETN	46625H365
BLOK	AMPLIFY TRANSFOR DATA SHARIN	116,500	$4,680	1.2%	$42.58	—	ETF	032108607
DBA	INVESCO DB AGRICULTURE FUND	225,500	$4,454	1.1%	$19.16	—	ETF	46140H106
IWM	ISHARES RUSSELL 2000 ETF	20,000	$4,449	1.1%	$218.75	—	ETF	464287655
XLE	ENERGY SELECT SECTOR SPDR	78,000	$4,329	1.1%	$51.69	—	ETF	81369Y506
BLMN	BLOOMIN' BRANDS INC	203,400	$4,267	1.1%	$17.80	0.0%	COM	094235108
ETHE	GRAYSCALE ETHEREUM TRUST	98,500	$3,187	0.8%	$31.52	—	ETN	389638107
XLB	MATERIALS SELECT SECTOR SPDR	32,500	$2,945	0.8%	$78.90	—	ETF	81369Y100
CIBR	FIRST TRUST NASDAQ CYBERSECU	49,600	$2,618	0.7%	$49.82	—	ETF	33734X846
—	TRITON INTERNATIONAL LTD	37,000	$2,229	0.6%	$58.52	—	COM	G9078F107
USO	UNITED STATES OIL FUND LP	40,700	$2,212	0.6%	$54.35	—	ETF	91232N207
GNR	SPDR S&P GL NAT RESOURCES	38,900	$2,099	0.5%	$48.16	—	ETF	78463X541
EQR	EQUITY RESIDENTIAL	18,800	$1,701	0.4%	$56.14	+29.7%	COM	29476L107
AVB	AVALONBAY COMMUNITIES INC	6,600	$1,667	0.4%	$160.03	+28.9%	COM	053484101
SHAK	SHAKE SHACK INC - CLASS A	19,000	$1,371	0.4%	$82.27	-7.6%	COM	819047101
TSLA	TESLA INC	790	$835	0.2%	$335.39	0.0%	COM	88160R101
DRI	DARDEN RESTAURANTS INC	3,000	$452	0.1%	$129.19	0.0%	COM	237194105
AAPL	APPLE INC	2,425	$431	0.1%	$154.71	0.0%	COM	037833100
MSFT	MICROSOFT CORP	835	$281	0.1%	$313.41	0.0%	COM	594918104
AMZN	AMAZON.COM INC	63	$210	0.1%	$171.15	0.0%	COM	023135106