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RBC

Rye Brook Capital Portfolio holdings

AUM $143M
1-Year Est. Return 33.65%
This Fund
S&P 500
This Quarter Est. Return
-15.86%
1 Year Est. Return
+33.65%
3 Year Est. Return
+67.33%
5 Year Est. Return
+66.65%
10 Year Est. Return
–
AUM
$164M
AUM Growth
-$89M
Cap. Flow
-$55.6M
Cap. Flow %
-33.83%
Top 10 Hldgs %
86.77%
Holding
33
New
1
Increased
14
Reduced
5
Closed
11

Top Buys

Rank Stock Value
1
LQD icon
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
+$16.7M
2
QQQ icon
Invesco QQQ Trust
QQQ
+$10.1M
3
EWJ icon
iShares MSCI Japan ETF
EWJ
+$3.67M
4
AVB icon
AvalonBay Communities
AVB
+$2.16M
5
EQR icon
Equity Residential
EQR
+$2.12M

Top Sells

Rank Stock Value
1
XLI icon
State Street Industrial Select Sector SPDR ETF
XLI
+$7.3M
2
XLC icon
State Street Communication Services Select Sector SPDR ETF
XLC
+$6M
3
AMJ
JP Morgan Alerian MLP Index ETN 5/24/24
AMJ
+$5.72M
4
DBA icon
Invesco DB Agriculture Fund
DBA
+$4.9M
5
XLE icon
State Street Energy Select Sector SPDR ETF
XLE
+$3.95M

Sector Composition

Rank Sector Weight
1 Real Estate 3.93%
2 Consumer Discretionary 3.52%
3 Industrials 2.19%
4 Technology 0.36%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
IWM icon
26
iShares Russell 2000 ETF
IWM
$81.5B
– –
-5,700
Closed -$1.17M
SPY icon
27
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$810B
– –
-1,285
Closed -$58M
XLB icon
28
State Street Materials Select Sector SPDR ETF
XLB
$8.71B
– –
-65,000
Closed -$2.87M
XLE icon
29
State Street Energy Select Sector SPDR ETF
XLE
$39.3B
– –
-103,400
Closed -$3.95M
XLC icon
30
State Street Communication Services Select Sector SPDR ETF
XLC
$22.6B
– –
-87,200
Closed -$6M
XLI icon
31
State Street Industrial Select Sector SPDR ETF
XLI
$34.5B
– –
-70,900
Closed -$7.3M
AMJ
32
DELISTED
JP Morgan Alerian MLP Index ETN 5/24/24
AMJ
– –
-273,500
Closed -$5.72M
1
2

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12CM
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AC
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PU
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Rye Brook Capital's Q2 2022 Portfolio in Review

As of Q2 2022, Rye Brook Capital held 33 positions worth $164M, down 35% from $253M the previous quarter. Its ten largest holdings account for 87% of the portfolio.

Rye Brook Capital withdrew a net $55.6M in Q2 2022, closing 11 positions and reducing 5 holdings. Its most notable exit was State Street Industrial Select Sector SPDR ETF, an estimated $7.3M position sold in full.

By sector, the portfolio is most concentrated in Real Estate at 3.9% of assets, up from 1.3% a quarter earlier, followed by Consumer Discretionary and Industrials.

Against the trend, Rye Brook Capital opened a new position in iShares iBoxx $ Investment Grade Corporate Bond ETF worth $16.3M.

  • Rye Brook Capital's largest Q2 2022 buy was iShares iBoxx $ Investment Grade Corporate Bond ETF: 147,800 shares worth $16.3M.
  • Rye Brook Capital added most to Invesco QQQ Trust in Q2 2022, an estimated $10.1M increase.
  • Rye Brook Capital's biggest Q2 2022 reduction was Vanguard FTSE Europe ETF, cutting an estimated $2.24M.
  • Rye Brook Capital fully exited State Street Industrial Select Sector SPDR ETF in Q2 2022, selling an estimated $7.3M.
  • Rye Brook Capital's ten largest holdings make up 87% of its $164M portfolio in Q2 2022.
  • Rye Brook Capital opened 1 new position and closed 11 in Q2 2022.
  • Rye Brook Capital's portfolio value fell 35% quarter-over-quarter to $164M.

Based on Rye Brook Capital's 13F filing for Q2 2022, filed 21 Jul 2022.