Rye Brook Capital LLC Diversified Active

Location: Greenwich, CT

CIK: 0001844147 · Show all filings

Period: Q4 2021 (← Previous) (Next →)

Filing Date: Jan 12, 2022

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

Holdings (29)

SPY SPDR S&P 500 ETF TRUST 58.7%

Value $229M Shares 482,500 Share Price $474.96 Est. Cost/Share $417.40 Unrealized @ Report Date +13.8%

VGK VANGUARD FTSE EUROPE ETF 6.4%

Value $24.89M Shares 364,700 Share Price $68.24 Est. Cost/Share $68.50 Unrealized @ Report Date -0.4%

QQQ INVESCO QQQ TRUST SERIES 1 5.7%

Value $22.4M Shares 56,300 Share Price $397.85 Est. Cost/Share $312.04 Unrealized @ Report Date +27.5%

EWJ ISHARES MSCI JAPAN ETF 3.9%

Value $15.13M Shares 225,900 Share Price $66.96 Est. Cost/Share $66.91 Unrealized @ Report Date +0.1%

IBB ISHARES NASDAQ BIOTECHNOLOGY 3.7%

Value $14.49M Shares 94,940 Share Price $152.62 Est. Cost/Share $150.60 Unrealized @ Report Date +1.3%

SMH VANECK SEMICONDUCTOR ETF 3.0%

Value $11.58M Shares 37,500 Share Price $308.80 * Est. Cost/Share $131.42 Unrealized @ Report Date +17.5%

VNQ VANGUARD REAL ESTATE ETF 2.3%

Value $8.794M Shares 75,800 Share Price $116.02 Est. Cost/Share $83.71 Unrealized @ Report Date +38.6%

XLC COMM SERV SELECT SECTOR SPDR 1.8%

Value $6.983M Shares 89,900 Share Price $77.68 Est. Cost/Share $79.06 Unrealized @ Report Date -1.7%

XLI INDUSTRIAL SELECT SECT SPDR 1.7%

Value $6.825M Shares 64,500 Share Price $105.81 Est. Cost/Share $97.28 Unrealized @ Report Date +8.8%

— JPMORGAN ALERIAN MLP INDEX 1.5%

Value $5.824M Shares 327,000 Share Price $17.81 Est. Cost/Share $15.42 Unrealized @ Report Date —

BLOK AMPLIFY TRANSFOR DATA SHARIN 1.2%

Value $4.68M Shares 116,500 Share Price $40.17 Est. Cost/Share $49.27 Unrealized @ Report Date -18.5%

DBA INVESCO DB AGRICULTURE FUND 1.1%

Value $4.454M Shares 225,500 Share Price $19.75 Est. Cost/Share $18.96 Unrealized @ Report Date +4.2%

IWM ISHARES RUSSELL 2000 ETF 1.1%

Value $4.449M Shares 20,000 Share Price $222.45 Est. Cost/Share $221.69 Unrealized @ Report Date +0.3%

XLE ENERGY SELECT SECTOR SPDR 1.1%

Value $4.329M Shares 78,000 Share Price $55.50 * Est. Cost/Share $24.54 Unrealized @ Report Date +13.1%

BLMN BLOOMIN' BRANDS INC 1.1%

Value $4.267M Shares 203,400 Share Price $20.98 * Est. Cost/Share $17.80 Unrealized @ Report Date -0.6%

ETHE GRAYSCALE ETHEREUM TRUST 0.8%

Value $3.187M Shares 98,500 Share Price $32.36 * Est. Cost/Share $32.21 Unrealized @ Report Date -10.6%

XLB MATERIALS SELECT SECTOR SPDR 0.8%

Value $2.945M Shares 32,500 Share Price $90.62 * Est. Cost/Share $39.02 Unrealized @ Report Date +16.1%

CIBR FIRST TRUST NASDAQ CYBERSECU 0.7%

Value $2.618M Shares 49,600 Share Price $52.78 Est. Cost/Share $50.28 Unrealized @ Report Date +5.0%

— TRITON INTERNATIONAL LTD 0.6%

Value $2.229M Shares 37,000 Share Price $60.24 Est. Cost/Share $58.52 Unrealized @ Report Date —

USO UNITED STATES OIL FUND LP 0.6%

Value $2.212M Shares 40,700 Share Price $54.35 Est. Cost/Share $54.39 Unrealized @ Report Date -0.1%

GNR SPDR S&P GL NAT RESOURCES 0.5%

Value $2.099M Shares 38,900 Share Price $53.96 Est. Cost/Share $45.83 Unrealized @ Report Date +17.7%

EQR EQUITY RESIDENTIAL 0.4%

Value $1.701M Shares 18,800 Share Price $90.48 * Est. Cost/Share $56.14 Unrealized @ Report Date +37.4%

AVB AVALONBAY COMMUNITIES INC 0.4%

Value $1.667M Shares 6,600 Share Price $252.58 * Est. Cost/Share $160.03 Unrealized @ Report Date +37.4%

SHAK SHAKE SHACK INC - CLASS A 0.4%

Value $1.371M Shares 19,000 Share Price $72.16 Est. Cost/Share $82.27 Unrealized @ Report Date -12.3%

TSLA TESLA INC 0.2%

Value $835K Shares 790 Share Price $1056.96 * Est. Cost/Share $335.39 Unrealized @ Report Date +5.0%

DRI DARDEN RESTAURANTS INC 0.1%

Value $452K Shares 3,000 Share Price $150.67 * Est. Cost/Share $129.19 Unrealized @ Report Date +2.0%

AAPL APPLE INC 0.1%

Value $431K Shares 2,425 Share Price $177.73 * Est. Cost/Share $154.71 Unrealized @ Report Date +12.4%

MSFT MICROSOFT CORP 0.1%

Value $281K Shares 835 Share Price $336.53 * Est. Cost/Share $313.41 Unrealized @ Report Date +3.8%

AMZN AMAZON.COM INC 0.1%

Value $210K Shares 63 Share Price $3333.33 * Est. Cost/Share $171.15 Unrealized @ Report Date -2.6%

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
SPY	SPDR S&P 500 ETF TRUST	482,500	$229M	58.7%	$474.96	$417.40	+13.8%	Call	78462F103
VGK	VANGUARD FTSE EUROPE ETF	364,700	$24.89M	6.4%	$68.24	$68.50	-0.4%	ETF	922042874
QQQ	INVESCO QQQ TRUST SERIES 1	56,300	$22.4M	5.7%	$397.85	$312.04	+27.5%	ETF	46090E103
EWJ	ISHARES MSCI JAPAN ETF	225,900	$15.13M	3.9%	$66.96	$66.91	+0.1%	ETF	46434G822
IBB	ISHARES NASDAQ BIOTECHNOLOGY	94,940	$14.49M	3.7%	$152.62	$150.60	+1.3%	ETF	464287556
SMH	VANECK SEMICONDUCTOR ETF	37,500	$11.58M	3.0%	$308.80 *	$131.42	+17.5%	ETF	92189F676
VNQ	VANGUARD REAL ESTATE ETF	75,800	$8.794M	2.3%	$116.02	$83.71	+38.6%	ETF	922908553
XLC	COMM SERV SELECT SECTOR SPDR	89,900	$6.983M	1.8%	$77.68	$79.06	-1.7%	ETF	81369Y852
XLI	INDUSTRIAL SELECT SECT SPDR	64,500	$6.825M	1.7%	$105.81	$97.28	+8.8%	ETF	81369Y704
—	JPMORGAN ALERIAN MLP INDEX	327,000	$5.824M	1.5%	$17.81	$15.42	—	ETN	46625H365
BLOK	AMPLIFY TRANSFOR DATA SHARIN	116,500	$4.68M	1.2%	$40.17	$49.27	-18.5%	ETF	032108607
DBA	INVESCO DB AGRICULTURE FUND	225,500	$4.454M	1.1%	$19.75	$18.96	+4.2%	ETF	46140H106
IWM	ISHARES RUSSELL 2000 ETF	20,000	$4.449M	1.1%	$222.45	$221.69	+0.3%	ETF	464287655
XLE	ENERGY SELECT SECTOR SPDR	78,000	$4.329M	1.1%	$55.50 *	$24.54	+13.1%	ETF	81369Y506
BLMN	BLOOMIN' BRANDS INC	203,400	$4.267M	1.1%	$20.98 *	$17.80	-0.6%	COM	094235108
ETHE	GRAYSCALE ETHEREUM TRUST	98,500	$3.187M	0.8%	$32.36 *	$32.21	-10.6%	ETN	389638107
XLB	MATERIALS SELECT SECTOR SPDR	32,500	$2.945M	0.8%	$90.62 *	$39.02	+16.1%	ETF	81369Y100
CIBR	FIRST TRUST NASDAQ CYBERSECU	49,600	$2.618M	0.7%	$52.78	$50.28	+5.0%	ETF	33734X846
—	TRITON INTERNATIONAL LTD	37,000	$2.229M	0.6%	$60.24	$58.52	—	COM	G9078F107
USO	UNITED STATES OIL FUND LP	40,700	$2.212M	0.6%	$54.35	$54.39	-0.1%	ETF	91232N207
GNR	SPDR S&P GL NAT RESOURCES	38,900	$2.099M	0.5%	$53.96	$45.83	+17.7%	ETF	78463X541
EQR	EQUITY RESIDENTIAL	18,800	$1.701M	0.4%	$90.48 *	$56.14	+37.4%	COM	29476L107
AVB	AVALONBAY COMMUNITIES INC	6,600	$1.667M	0.4%	$252.58 *	$160.03	+37.4%	COM	053484101
SHAK	SHAKE SHACK INC - CLASS A	19,000	$1.371M	0.4%	$72.16	$82.27	-12.3%	COM	819047101
TSLA	TESLA INC	790	$835K	0.2%	$1056.96 *	$335.39	+5.0%	COM	88160R101
DRI	DARDEN RESTAURANTS INC	3,000	$452K	0.1%	$150.67 *	$129.19	+2.0%	COM	237194105
AAPL	APPLE INC	2,425	$431K	0.1%	$177.73 *	$154.71	+12.4%	COM	037833100
MSFT	MICROSOFT CORP	835	$281K	0.1%	$336.53 *	$313.41	+3.8%	COM	594918104
AMZN	AMAZON.COM INC	63	$210K	0.1%	$3333.33 *	$171.15	-2.6%	COM	023135106