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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
(-35%)
Cap. Flow
+$2.46M
Cap. Flow
% of AUM
1.5%
Top 10 Holdings %
Top 10 Hldgs %
86.77%
Holding
33
New
1
Increased
14
Reduced
5
Closed
11
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
|
+$16.7M |
| 2 |
Invesco QQQ Trust
QQQ
|
+$10.1M |
| 3 |
iShares MSCI Japan ETF
EWJ
|
+$3.67M |
| 4 |
AVB
AvalonBay Communities
AVB
|
+$2.16M |
| 5 |
VMRK
Vivmark Residential
VMRK
|
+$2.12M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street Industrial Select Sector SPDR ETF
XLI
|
+$7.3M |
| 2 |
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 |
Invesco DB Agriculture Fund
DBA
|
+$4.9M |
| 5 |
State Street Energy Select Sector SPDR ETF
XLE
|
+$3.95M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Miscellaneous | 90.01% |
| 2 | Real Estate | 3.93% |
| 3 | Consumer Discretionary | 3.52% |
| 4 | Industrials | 2.19% |
| 5 | Technology | 0.36% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
26
iShares Russell 2000 ETF
IWM
$76.1B
| – | – |
-5,700
| Closed | -$1.17M |
|
27
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$816B
| – | – |
-1,285
| Closed | -$58M |
|
28
State Street Materials Select Sector SPDR ETF
XLB
$8.01B
| – | – |
-65,000
| Closed | -$2.87M |
|
|
29
State Street Energy Select Sector SPDR ETF
XLE
$40.4B
| – | – |
-103,400
| Closed | -$3.95M |
|
|
30
State Street Communication Services Select Sector SPDR ETF
XLC
$22.6B
| – | – |
-87,200
| Closed | -$6M |
|
|
31
State Street Industrial Select Sector SPDR ETF
XLI
$30.2B
| – | – |
-70,900
| Closed | -$7.3M |
|
|
AMJ
32
DELISTED
JP Morgan Alerian MLP Index ETN 5/24/24
AMJ
| – | – |
-273,500
| Closed | -$5.72M |
|
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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's Q2 2022 filing shows 1 new, 14 increased, 5 reduced and 11 closed positions. Its largest new stake was iShares iBoxx $ Investment Grade Corporate Bond ETF: 147,800 shares worth $16.3M. The largest sale was State Street Industrial Select Sector SPDR ETF, an estimated $7.3M.
By sector, the portfolio is most concentrated in Miscellaneous at 90% of assets, down from 94% a quarter earlier, followed by Real Estate and Consumer Discretionary.
- 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.