Rye Brook Capital LLC Diversified Active

Location: Greenwich, CT

CIK: 0001844147 · Show all filings

Period: Q1 2022 (← Previous) (Next →)

Filing Date: Apr 28, 2022

Total Value: $253M (100.0% shares, 0.0% debt)

Holdings (32)

SPY SPDR S&P 500 ETF TRUST 22.9%

Value $58.04M Shares 1,285 Share Price $45164.20 Est. Cost/Share — Unrealized @ Report Date —

QQQ INVESCO QQQ TRUST SERIES 1 19.4%

Value $49.25M Shares 135,850 Share Price $362.54 Est. Cost/Share $337.28 Unrealized @ Report Date +7.5%

VGK VANGUARD FTSE EUROPE ETF 11.3%

Value $28.61M Shares 459,400 Share Price $62.28 Est. Cost/Share $67.60 Unrealized @ Report Date -7.9%

EWJ ISHARES MSCI JAPAN ETF 5.9%

Value $14.9M Shares 241,900 Share Price $61.61 Est. Cost/Share $66.69 Unrealized @ Report Date -7.6%

IBB ISHARES NASDAQ BIOTECHNOLOGY 4.9%

Value $12.38M Shares 95,040 Share Price $130.30 Est. Cost/Share $150.60 Unrealized @ Report Date -13.5%

SMH VANECK SEMICONDUCTOR ETF 4.8%

Value $12.14M Shares 45,000 Share Price $269.80 * Est. Cost/Share $132.34 Unrealized @ Report Date +1.9%

XLI INDUSTRIAL SELECT SECT SPDR 2.9%

Value $7.301M Shares 70,900 Share Price $102.98 Est. Cost/Share $97.67 Unrealized @ Report Date +5.4%

XLC COMM SERV SELECT SECTOR SPDR 2.4%

Value $5.998M Shares 87,200 Share Price $68.78 Est. Cost/Share $79.06 Unrealized @ Report Date -13.0%

FXI ISHARES CHINA LARGE-CAP ETF 2.3%

Value $5.783M Shares 180,900 Share Price $31.97 Est. Cost/Share $35.27 Unrealized @ Report Date -9.4%

— JPMORGAN ALERIAN MLP INDEX 2.3%

Value $5.719M Shares 273,500 Share Price $20.91 Est. Cost/Share $15.42 Unrealized @ Report Date —

VNQ VANGUARD REAL ESTATE ETF 2.0%

Value $5.039M Shares 46,500 Share Price $108.37 Est. Cost/Share $83.71 Unrealized @ Report Date +29.5%

ETHE GRAYSCALE ETHEREUM TRUST 2.0%

Value $4.997M Shares 185,400 Share Price $26.95 * Est. Cost/Share $27.13 Unrealized @ Report Date -11.6%

DBA INVESCO DB AGRICULTURE FUND 1.9%

Value $4.903M Shares 224,100 Share Price $21.88 Est. Cost/Share $18.96 Unrealized @ Report Date +15.4%

BLMN BLOOMIN' BRANDS INC 1.9%

Value $4.901M Shares 223,400 Share Price $21.94 * Est. Cost/Share $17.84 Unrealized @ Report Date +4.3%

KWEB KRANESHARES CSI CHINA INTERN 1.6%

Value $4.04M Shares 141,700 Share Price $28.51 Est. Cost/Share $33.53 Unrealized @ Report Date -15.0%

BLOK AMPLIFY TRANSFOR DATA SHARIN 1.6%

Value $3.983M Shares 116,500 Share Price $34.19 Est. Cost/Share $49.27 Unrealized @ Report Date -30.6%

XLE ENERGY SELECT SECTOR SPDR 1.6%

Value $3.952M Shares 51,700 Share Price $76.44 * Est. Cost/Share $24.54 Unrealized @ Report Date +55.7%

USO UNITED STATES OIL FUND LP 1.2%

Value $2.987M Shares 40,300 Share Price $74.12 Est. Cost/Share $54.39 Unrealized @ Report Date +36.3%

XLB MATERIALS SELECT SECTOR SPDR 1.1%

Value $2.865M Shares 32,500 Share Price $88.15 * Est. Cost/Share $39.02 Unrealized @ Report Date +13.0%

— TRITON INTERNATIONAL LTD 1.0%

Value $2.597M Shares 37,000 Share Price $70.19 Est. Cost/Share $58.52 Unrealized @ Report Date —

CIBR FIRST TRUST NASDAQ CYBERSECU 1.0%

Value $2.528M Shares 47,600 Share Price $53.11 Est. Cost/Share $50.28 Unrealized @ Report Date +5.6%

GNR SPDR S&P GL NAT RESOURCES 0.7%

Value $1.739M Shares 27,700 Share Price $62.78 Est. Cost/Share $45.83 Unrealized @ Report Date +37.0%

EQR EQUITY RESIDENTIAL 0.7%

Value $1.664M Shares 18,500 Share Price $89.95 * Est. Cost/Share $56.14 Unrealized @ Report Date +37.5%

AVB AVALONBAY COMMUNITIES INC 0.6%

Value $1.602M Shares 6,450 Share Price $248.37 * Est. Cost/Share $160.03 Unrealized @ Report Date +35.9%

SHAK SHAKE SHACK INC - CLASS A 0.6%

Value $1.575M Shares 23,200 Share Price $67.89 Est. Cost/Share $79.83 Unrealized @ Report Date -14.9%

IWM ISHARES RUSSELL 2000 ETF 0.5%

Value $1.17M Shares 5,700 Share Price $205.26 Est. Cost/Share $221.69 Unrealized @ Report Date -7.4%

TSLA TESLA INC 0.3%

Value $851K Shares 790 Share Price $1077.22 * Est. Cost/Share $335.39 Unrealized @ Report Date +7.1%

KBA KRANESHARES BOSERA MSCI CHIN 0.2%

Value $509K Shares 13,900 Share Price $36.62 Est. Cost/Share $39.63 Unrealized @ Report Date -7.6%

AAPL APPLE INC 0.2%

Value $423K Shares 2,425 Share Price $174.43 Est. Cost/Share $154.71 Unrealized @ Report Date +10.7%

DRI DARDEN RESTAURANTS INC 0.2%

Value $399K Shares 3,000 Share Price $133.00 * Est. Cost/Share $129.19 Unrealized @ Report Date -9.3%

AMZN AMAZON.COM INC 0.1%

Value $205K Shares 63 Share Price $3253.97 * Est. Cost/Share $171.15 Unrealized @ Report Date -4.8%

MSFT MICROSOFT CORP 0.1%

Value $202K Shares 655 Share Price $308.40 * Est. Cost/Share $313.41 Unrealized @ Report Date -4.6%

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
SPY	SPDR S&P 500 ETF TRUST	1,285	$58.04M	22.9%	$45164.20	—	—	Call	78462F103
QQQ	INVESCO QQQ TRUST SERIES 1	135,850	$49.25M	19.4%	$362.54	$337.28	+7.5%	ETF	46090E103
VGK	VANGUARD FTSE EUROPE ETF	459,400	$28.61M	11.3%	$62.28	$67.60	-7.9%	ETF	922042874
EWJ	ISHARES MSCI JAPAN ETF	241,900	$14.9M	5.9%	$61.61	$66.69	-7.6%	ETF	46434G822
IBB	ISHARES NASDAQ BIOTECHNOLOGY	95,040	$12.38M	4.9%	$130.30	$150.60	-13.5%	ETF	464287556
SMH	VANECK SEMICONDUCTOR ETF	45,000	$12.14M	4.8%	$269.80 *	$132.34	+1.9%	ETF	92189F676
XLI	INDUSTRIAL SELECT SECT SPDR	70,900	$7.301M	2.9%	$102.98	$97.67	+5.4%	ETF	81369Y704
XLC	COMM SERV SELECT SECTOR SPDR	87,200	$5.998M	2.4%	$68.78	$79.06	-13.0%	ETF	81369Y852
FXI	ISHARES CHINA LARGE-CAP ETF	180,900	$5.783M	2.3%	$31.97	$35.27	-9.4%	ETF	464287184
—	JPMORGAN ALERIAN MLP INDEX	273,500	$5.719M	2.3%	$20.91	$15.42	—	ETN	46625H365
VNQ	VANGUARD REAL ESTATE ETF	46,500	$5.039M	2.0%	$108.37	$83.71	+29.5%	ETF	922908553
ETHE	GRAYSCALE ETHEREUM TRUST	185,400	$4.997M	2.0%	$26.95 *	$27.13	-11.6%	ETN	389638107
DBA	INVESCO DB AGRICULTURE FUND	224,100	$4.903M	1.9%	$21.88	$18.96	+15.4%	ETF	46140H106
BLMN	BLOOMIN' BRANDS INC	223,400	$4.901M	1.9%	$21.94 *	$17.84	+4.3%	COM	094235108
KWEB	KRANESHARES CSI CHINA INTERN	141,700	$4.04M	1.6%	$28.51	$33.53	-15.0%	ETF	500767306
BLOK	AMPLIFY TRANSFOR DATA SHARIN	116,500	$3.983M	1.6%	$34.19	$49.27	-30.6%	ETF	032108607
XLE	ENERGY SELECT SECTOR SPDR	51,700	$3.952M	1.6%	$76.44 *	$24.54	+55.7%	ETF	81369Y506
USO	UNITED STATES OIL FUND LP	40,300	$2.987M	1.2%	$74.12	$54.39	+36.3%	ETF	91232N207
XLB	MATERIALS SELECT SECTOR SPDR	32,500	$2.865M	1.1%	$88.15 *	$39.02	+13.0%	ETF	81369Y100
—	TRITON INTERNATIONAL LTD	37,000	$2.597M	1.0%	$70.19	$58.52	—	COM	G9078F107
CIBR	FIRST TRUST NASDAQ CYBERSECU	47,600	$2.528M	1.0%	$53.11	$50.28	+5.6%	ETF	33734X846
GNR	SPDR S&P GL NAT RESOURCES	27,700	$1.739M	0.7%	$62.78	$45.83	+37.0%	ETF	78463X541
EQR	EQUITY RESIDENTIAL	18,500	$1.664M	0.7%	$89.95 *	$56.14	+37.5%	COM	29476L107
AVB	AVALONBAY COMMUNITIES INC	6,450	$1.602M	0.6%	$248.37 *	$160.03	+35.9%	COM	053484101
SHAK	SHAKE SHACK INC - CLASS A	23,200	$1.575M	0.6%	$67.89	$79.83	-14.9%	COM	819047101
IWM	ISHARES RUSSELL 2000 ETF	5,700	$1.17M	0.5%	$205.26	$221.69	-7.4%	ETF	464287655
TSLA	TESLA INC	790	$851K	0.3%	$1077.22 *	$335.39	+7.1%	COM	88160R101
KBA	KRANESHARES BOSERA MSCI CHIN	13,900	$509K	0.2%	$36.62	$39.63	-7.6%	ETF	500767405
AAPL	APPLE INC	2,425	$423K	0.2%	$174.43	$154.71	+10.7%	COM	037833100
DRI	DARDEN RESTAURANTS INC	3,000	$399K	0.2%	$133.00 *	$129.19	-9.3%	COM	237194105
AMZN	AMAZON.COM INC	63	$205K	0.1%	$3253.97 *	$171.15	-4.8%	COM	023135106
MSFT	MICROSOFT CORP	655	$202K	0.1%	$308.40 *	$313.41	-4.6%	COM	594918104