13F HOLDINGS REPORT

Claybrook Capital, LLC

Quarter ended Q1 2023 · Filed January 24, 2023 · Accession 0001951757-23-000049

Total Value

$162.7M

Positions

133

Other Managers

Confidential Omitted

View on SEC.gov

Holdings (133)

#	Issuer	Ticker / CUSIP	Shares	Value	% of Filing
1	SPDR S&P 500 ETF TR	SPY	38,104	$14.6M	8.95%
2	NUVEEN NEW YORK AMT QLT MUNI	NU	792,367	$8.1M	5.00%
3	INVESCO QQQ TR	IVZ	26,086	$6.9M	4.27%
4	NUVEEN NEW YORK QLT MUN INC	NU	486,078	$5.2M	3.20%
5	ESSENTIAL PPTYS RLTY TR INC	29670E107	217,923	$5.1M	3.14%
6	ALTRIA GROUP INC	MO	110,193	$5.0M	3.10%
7	BLACKROCK MUNIYIELD N Y QUAL	BLK	348,250	$3.4M	2.10%
8	BERKSHIRE HATHAWAY INC DEL	BRK-A	10,455	$3.2M	1.98%
9	BLACKROCK MUNIHLDGS NY QLTY	BLK	292,141	$3.0M	1.84%
10	PROSHARES TR	SPOT	193,000	$2.8M	1.75%
11	NUVEEN AMT FREE QLTY MUN INC	NU	248,583	$2.8M	1.74%
12	VANGUARD INTL EQUITY INDEX F	922042742	30,154	$2.6M	1.60%
13	PIMCO MUN INCOME FD II	72200W106	280,187	$2.5M	1.56%
14	AMAZON COM INC	AMZN	29,370	$2.5M	1.52%
15	INVESCO QUALITY MUN INCOME T	IVZ	244,543	$2.3M	1.42%
16	VANECK ETF TRUST	92189F643	35,300	$2.3M	1.41%
17	PIMCO NEW YORK MUN FD II	72200Y102	281,593	$2.2M	1.38%
18	BLACKROCK MUNIVEST FD INC	BLK	312,220	$2.2M	1.34%
19	ENERGY TRANSFER L P	ET-PI	181,845	$2.2M	1.33%
20	STARWOOD PPTY TR INC	STHO	116,402	$2.1M	1.31%
21	BECTON DICKINSON & CO	BDX	8,225	$2.1M	1.29%
22	AIR PRODS & CHEMS INC	AIIR	6,725	$2.1M	1.27%
23	BOEING CO	BA-PA	10,780	$2.1M	1.26%
24	NUVEEN PFD & INCOME OPPORTUN	NU	278,750	$2.0M	1.25%
25	GRIFFON CORP	GFF	56,551	$2.0M	1.24%
26	FS KKR CAP CORP	FSK	111,913	$2.0M	1.20%
27	NUVEEN AMT FREE MUN CR INC F	NU	160,147	$1.9M	1.19%
28	LADDER CAP CORP	LADR	189,104	$1.9M	1.17%
29	KKR REAL ESTATE FIN TR INC	KKRT	134,921	$1.9M	1.16%
30	KINDER MORGAN INC DEL	EP-PC	104,000	$1.9M	1.16%
31	MICROSOFT CORP	MSFT	7,535	$1.8M	1.11%
32	NUVEEN MUNICIPAL CREDIT INC	NU	148,183	$1.8M	1.10%
33	PIMCO NEW YORK MUN INCOME FD	72200T103	193,813	$1.8M	1.08%
34	INVESCO TR INVT GRADE NEW YO	IVZ	170,381	$1.7M	1.06%
35	SPDR GOLD TR	GLD	9,945	$1.7M	1.04%
36	OAKTREE SPECIALTY LENDING CO	OCSL	242,975	$1.7M	1.03%
37	PIMCO NEW YORK MUN INCOME FD	72200T103	203,587	$1.4M	0.85%
38	READY CAPITAL CORP	RC-PE	113,299	$1.3M	0.78%
39	XAI OCTAGON FLOATING RATE &	98400T106	197,768	$1.2M	0.77%
40	APOLLO COML REAL EST FIN INC	03762U105	114,575	$1.2M	0.76%
41	CONOCOPHILLIPS	COP	10,300	$1.2M	0.75%
42	MFS HIGH YIELD MUN TR	59318E102	382,584	$1.2M	0.74%
43	TRIPLEPOINT VENTURE GROWTH B	TPVG	114,640	$1.2M	0.73%
44	VANGUARD TAX-MANAGED FDS	921943858	26,597	$1.1M	0.69%
45	LISTED FD TR	53656F599	65,000	$1.1M	0.69%
46	ARES CAPITAL CORP	ARCC	57,562	$1.1M	0.65%
47	3M CO	MMM	8,800	$1.1M	0.65%
48	VANGUARD INTL EQUITY INDEX F	922042858	26,174	$1.0M	0.63%
49	INVESCO EXCH TRADED FD TR II	IVZ	38,272	$915,072	0.56%
50	ETF SER SOLUTIONS	26922A842	52,750	$900,970	0.55%
51	REAVES UTIL INCOME FD	756158101	30,425	$860,115	0.53%
52	VERIZON COMMUNICATIONS INC	VZ	21,728	$856,101	0.53%
53	HESS CORP	HESM	6,000	$850,920	0.52%
54	ETFIS SER TR I	26923G822	45,880	$832,263	0.51%
55	VANECK ETF TRUST	92189F411	57,498	$813,597	0.50%
56	SARATOGA INVT CORP	80349A208	31,864	$812,213	0.50%
57	PENNANTPARK INVT CORP	708062104	138,082	$793,972	0.49%
58	FIRST TR EXCHANGE TRADED FD	33734X192	13,490	$777,132	0.48%
59	NUVEEN CALIFORNIA AMT QLT MU	NU	58,810	$723,363	0.44%
60	VANGUARD BD INDEX FDS	921937827	9,600	$722,688	0.44%
61	DYNEX CAP INC	DX-PC	56,570	$719,570	0.44%
62	BLACKROCK N Y MUN INCOME TRU	BLK	70,821	$713,167	0.44%
63	ARES COML REAL ESTATE CORP	04013V108	68,748	$707,417	0.43%
64	PIMCO DYNAMIC INCOME FD	72201Y101	37,383	$690,838	0.42%
65	ALPS ETF TR	00162Q452	17,870	$680,311	0.42%
66	SALESFORCE INC	CRM	5,095	$675,546	0.42%
67	ALPHABET INC	GOOG	7,590	$669,666	0.41%
68	ALPHABET INC	GOOG	7,490	$664,588	0.41%
69	BROADMARK RLTY CAP INC	11135B100	183,618	$653,680	0.40%
70	GOLDMAN SACHS BDC INC	GSBD	47,200	$647,584	0.40%
71	SPDR SER TR	78464A763	5,000	$625,550	0.38%
72	BLACKSTONE MTG TR INC	BX	27,943	$591,553	0.36%
73	SLR INVESTMENT CORP	SLRC	41,393	$575,777	0.35%
74	VOYA GLBL EQTY DIV & PREM OP	92912T100	100,402	$543,175	0.33%
75	PFIZER INC	PFE	10,500	$538,020	0.33%
76	LARGO INC	LGO	99,295	$534,207	0.33%
77	KRAFT HEINZ CO	KHC	13,000	$529,230	0.33%
78	MIDCAP FINANCIAL INVSTMNT CO	03761U502	44,137	$503,162	0.31%
79	RITHM CAPITAL CORP	RITM-PF	58,820	$480,559	0.30%
80	BLACKROCK CORPOR HI YLD FD I	BLK	53,297	$465,816	0.29%
81	VANGUARD SPECIALIZED FUNDS	921908844	3,000	$455,550	0.28%
82	MPLX LP	MPLXP	13,616	$447,149	0.27%
83	PIONEER NAT RES CO	723787107	1,902	$434,398	0.27%
84	VIRTUS CONVERTIBLE & INCOME	92838X102	126,918	$431,521	0.27%
85	HERCULES CAPITAL INC	HCXY	32,620	$431,236	0.27%
86	GREAT AJAX CORP	38983D300	58,552	$424,502	0.26%
87	SIXTH STREET SPECIALTY LENDI	TSLX	23,660	$421,148	0.26%
88	KAYNE ANDERSON ENERGY INFRST	486606106	48,956	$419,063	0.26%
89	ARBOR REALTY TRUST INC	ABR-PF	31,755	$418,848	0.26%
90	GRANITE PT MTG TR INC	38741L107	75,760	$406,074	0.25%
91	PARAMOUNT GLOBAL	92556H206	23,300	$393,304	0.24%
92	NUVEEN PFD & INCOME TERM FD	NU	21,050	$391,109	0.24%
93	BLACKSTONE STRATEGIC CREDIT	BX	35,988	$380,753	0.23%
94	BAIN CAP SPECIALTY FIN INC	05684B107	31,750	$377,825	0.23%
95	ALLSPRING INCOME OPPORTUNIT	EAD	56,161	$358,869	0.22%
96	SEVEN HILLS REALTY TRUST	SEVN	38,435	$349,374	0.21%
97	MONROE CAP CORP	MRCC	39,753	$339,491	0.21%
98	GOLUB CAP BDC INC	38173M102	24,060	$316,630	0.19%
99	GLOBAL X FDS	37954Y780	10,952	$316,609	0.19%
100	CRESTWOOD EQUITY PARTNERS LP	226344208	11,637	$304,773	0.19%
101	PENNYMAC MTG INVT TR	70931T103	23,400	$289,926	0.18%
102	OWL ROCK CAPITAL CORPORATION	OWL	24,640	$284,592	0.17%
103	ISHARES TR	46435G342	12,521	$284,101	0.17%
104	ELLINGTON RESIDENTIAL MTG RE	ELLA	40,186	$275,676	0.17%
105	VERTIV HOLDINGS CO	VRT	19,760	$269,922	0.17%
106	FIRST EAGLE ALTR CAP BDC INC	26943B100	63,276	$269,556	0.17%
107	ALPS ETF TR	00162Q478	8,051	$267,533	0.16%
108	ENTERPRISE PRODS PARTNERS L	293792107	10,920	$263,390	0.16%
109	OXFORD LANE CAP CORP	OXLCZ	51,371	$260,451	0.16%
110	CONSTELLATION BRANDS INC	STZ	1,069	$247,741	0.15%
111	NEW MTN FIN CORP	647551100	19,880	$245,916	0.15%
112	CLOUGH GLOBAL DIVID & INCOME	18913Y103	38,270	$244,928	0.15%
113	ARISTA NETWORKS INC	ANET	2,000	$242,700	0.15%
114	COHEN & STEERS TAX ADVAN PFD	19249X108	13,545	$239,340	0.15%
115	CASTLE BIOSCIENCES INC	CSTL	10,026	$236,012	0.15%
116	VANECK ETF TRUST	92189F452	19,030	$222,080	0.14%
117	NUVEEN CR STRATEGIES INCOME	NU	43,095	$219,354	0.13%
118	ELLINGTON FINANCIAL INC	EFC-PD	17,530	$216,846	0.13%
119	PURECYCLE TECHNOLOGIES INC	PCTTW	31,650	$213,954	0.13%
120	PARAMOUNT GLOBAL	92556H305	8,350	$206,830	0.13%
121	BARINGS BDC INC	BBDC	25,255	$205,828	0.13%
122	NEW YORK MTG TR INC	649604501	80,026	$204,867	0.13%
123	BLACKROCK CAP INVT CORP	BLK	55,259	$200,038	0.12%
124	COHEN & STEERS LTD DURATION	19248C105	10,463	$199,006	0.12%
125	HIGHLAND INCOME FD	HFRO-PB	18,900	$194,670	0.12%
126	UBS AG LONDON BRANCH	USML	18,658	$194,336	0.12%
127	CALAMOS GBL DYN INCOME FUND	12811L107	34,403	$191,969	0.12%
128	CLOUGH GLOBAL EQUITY FD	18914C100	29,090	$189,376	0.12%
129	FIRST TR INTER DURATN PFD &	33718W103	10,335	$174,351	0.11%
130	ANGEL OAK FINL STRATEGIES IN	03464A100	11,200	$143,472	0.09%
131	EATON VANCE LTD DURATION INC	ETN	14,440	$135,592	0.08%
132	GANNETT CO INC	TDAY	60,338	$122,486	0.08%
133	PIMCO INCOME STRATEGY FD II	72201J104	12,270	$86,749	0.05%