Rye Brook Capital LLC Diversified Active

Location: Greenwich, CT

CIK: 0001844147 · Show all filings

Period: Q2 2022 (← Previous) (Next →)

Filing Date: Jul 21, 2022

Total Value: $164M (100.0% shares, 0.0% debt)

Holdings (22)

QQQ INVESCO QQQ TRUST SERIES 1 28.7%

Value $47.17M Shares 168,300 Share Price $280.28 Est. Cost/Share $332.08 Unrealized @ Report Date -15.6%

VGK VANGUARD FTSE EUROPE ETF 13.5%

Value $22.23M Shares 420,800 Share Price $52.82 Est. Cost/Share $67.60 Unrealized @ Report Date -21.9%

LQD ISHARES IBOXX INVESTMENT GRA 9.9%

Value $16.26M Shares 147,800 Share Price $110.03 Est. Cost/Share $112.91 Unrealized @ Report Date -2.6%

EWJ ISHARES MSCI JAPAN ETF 9.9%

Value $16.21M Shares 306,800 Share Price $52.83 Est. Cost/Share $64.53 Unrealized @ Report Date -18.1%

IBB ISHARES NASDAQ BIOTECHNOLOGY 6.9%

Value $11.33M Shares 96,340 Share Price $117.63 Est. Cost/Share $150.17 Unrealized @ Report Date -21.7%

SMH VANECK SEMICONDUCTOR ETF 5.7%

Value $9.402M Shares 46,150 Share Price $203.73 * Est. Cost/Share $131.93 Unrealized @ Report Date -22.8%

FXI ISHARES CHINA LARGE-CAP ETF 4.5%

Value $7.355M Shares 216,900 Share Price $33.91 Est. Cost/Share $34.62 Unrealized @ Report Date -2.0%

KWEB KRANESHARES CSI CHINA INTERN 2.8%

Value $4.547M Shares 138,800 Share Price $32.76 Est. Cost/Share $33.53 Unrealized @ Report Date -2.3%

VNQ VANGUARD REAL ESTATE ETF 2.6%

Value $4.237M Shares 46,500 Share Price $91.12 Est. Cost/Share $83.71 Unrealized @ Report Date +8.8%

BLMN BLOOMIN' BRANDS INC 2.3%

Value $3.798M Shares 228,500 Share Price $16.62 * Est. Cost/Share $17.83 Unrealized @ Report Date -20.4%

— TRITON INTERNATIONAL LTD 2.2%

Value $3.591M Shares 68,200 Share Price $52.65 Est. Cost/Share $55.83 Unrealized @ Report Date —

EQR EQUITY RESIDENTIAL 2.0%

Value $3.268M Shares 45,250 Share Price $72.22 * Est. Cost/Share $63.24 Unrealized @ Report Date -1.1%

USO UNITED STATES OIL FUND LP 2.0%

Value $3.214M Shares 40,000 Share Price $80.35 Est. Cost/Share $54.39 Unrealized @ Report Date +47.7%

AVB AVALONBAY COMMUNITIES INC 1.9%

Value $3.186M Shares 16,400 Share Price $194.27 * Est. Cost/Share $178.06 Unrealized @ Report Date -3.7%

BLOK AMPLIFY TRANSFOR DATA SHARIN 1.3%

Value $2.136M Shares 117,800 Share Price $18.13 Est. Cost/Share $49.00 Unrealized @ Report Date -63.0%

CIBR FIRST TRUST NASDAQ CYBERSECU 1.2%

Value $1.907M Shares 47,400 Share Price $40.23 Est. Cost/Share $50.28 Unrealized @ Report Date -20.0%

SHAK SHAKE SHACK INC - CLASS A 0.9%

Value $1.445M Shares 36,600 Share Price $39.48 Est. Cost/Share $69.29 Unrealized @ Report Date -43.0%

ETHE GRAYSCALE ETHEREUM TRUST 0.8%

Value $1.356M Shares 192,000 Share Price $7.06 * Est. Cost/Share $26.68 Unrealized @ Report Date -76.5%

TSLA TESLA INC 0.3%

Value $532K Shares 790 Share Price $673.42 * Est. Cost/Share $335.39 Unrealized @ Report Date -33.1%

KBA KRANESHARES BOSERA MSCI CHIN 0.3%

Value $493K Shares 12,700 Share Price $38.82 Est. Cost/Share $39.63 Unrealized @ Report Date -2.1%

AAPL APPLE INC 0.2%

Value $351K Shares 2,569 Share Price $136.63 Est. Cost/Share $154.37 Unrealized @ Report Date -13.0%

MSFT MICROSOFT CORP 0.1%

Value $245K Shares 955 Share Price $256.54 * Est. Cost/Share $297.71 Unrealized @ Report Date -16.2%

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
QQQ	INVESCO QQQ TRUST SERIES 1	168,300	$47.17M	28.7%	$280.28	$332.08	-15.6%	ETF	46090E103
VGK	VANGUARD FTSE EUROPE ETF	420,800	$22.23M	13.5%	$52.82	$67.60	-21.9%	ETF	922042874
LQD	ISHARES IBOXX INVESTMENT GRA	147,800	$16.26M	9.9%	$110.03	$112.91	-2.6%	ETF	464287242
EWJ	ISHARES MSCI JAPAN ETF	306,800	$16.21M	9.9%	$52.83	$64.53	-18.1%	ETF	46434G822
IBB	ISHARES NASDAQ BIOTECHNOLOGY	96,340	$11.33M	6.9%	$117.63	$150.17	-21.7%	ETF	464287556
SMH	VANECK SEMICONDUCTOR ETF	46,150	$9.402M	5.7%	$203.73 *	$131.93	-22.8%	ETF	92189F676
FXI	ISHARES CHINA LARGE-CAP ETF	216,900	$7.355M	4.5%	$33.91	$34.62	-2.0%	ETF	464287184
KWEB	KRANESHARES CSI CHINA INTERN	138,800	$4.547M	2.8%	$32.76	$33.53	-2.3%	ETF	500767306
VNQ	VANGUARD REAL ESTATE ETF	46,500	$4.237M	2.6%	$91.12	$83.71	+8.8%	ETF	922908553
BLMN	BLOOMIN' BRANDS INC	228,500	$3.798M	2.3%	$16.62 *	$17.83	-20.4%	COM	094235108
—	TRITON INTERNATIONAL LTD	68,200	$3.591M	2.2%	$52.65	$55.83	—	COM	G9078F107
EQR	EQUITY RESIDENTIAL	45,250	$3.268M	2.0%	$72.22 *	$63.24	-1.1%	COM	29476L107
USO	UNITED STATES OIL FUND LP	40,000	$3.214M	2.0%	$80.35	$54.39	+47.7%	ETF	91232N207
AVB	AVALONBAY COMMUNITIES INC	16,400	$3.186M	1.9%	$194.27 *	$178.06	-3.7%	COM	053484101
BLOK	AMPLIFY TRANSFOR DATA SHARIN	117,800	$2.136M	1.3%	$18.13	$49.00	-63.0%	ETF	032108607
CIBR	FIRST TRUST NASDAQ CYBERSECU	47,400	$1.907M	1.2%	$40.23	$50.28	-20.0%	ETF	33734X846
SHAK	SHAKE SHACK INC - CLASS A	36,600	$1.445M	0.9%	$39.48	$69.29	-43.0%	COM	819047101
ETHE	GRAYSCALE ETHEREUM TRUST	192,000	$1.356M	0.8%	$7.06 *	$26.68	-76.5%	ETN	389638107
TSLA	TESLA INC	790	$532K	0.3%	$673.42 *	$335.39	-33.1%	COM	88160R101
KBA	KRANESHARES BOSERA MSCI CHIN	12,700	$493K	0.3%	$38.82	$39.63	-2.1%	ETF	500767405
AAPL	APPLE INC	2,569	$351K	0.2%	$136.63	$154.37	-13.0%	COM	037833100
MSFT	MICROSOFT CORP	955	$245K	0.1%	$256.54 *	$297.71	-16.2%	COM	594918104