Institution Information
Reportee Signature Date Report period Total Entries Total AUM($)
CLAYBROOK CAPITAL LLC 11-13-2019 09-30-2019 99 194,409,000
Institutional Holdings
Issuer Class Position Value Shares Portfolio Percentage (%) Previous Percentage (%) Shares Delta Shares Delta(%) Date Reported
NUVEEN NEW YORK AMT QLT MUNI COM 1 $12,721,000 945,075 6.54 7.02 -75,505 -7.40 09-30-2019
SPDR S&P 500 ETF TR TR UNIT 2 $10,535,000 35,497 5.42 4.16 8,444 31.21 09-30-2019
CHIMERA INVT CORP COM NEW 3 $8,852,000 452,550 4.55 4.49 0 0.00 09-30-2019
VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF 4 $7,049,000 94,215 3.63 4.13 -10,390 -9.93 09-30-2019
NUVEEN NEW YORK QLT MUN INC COM 5 $6,604,000 463,099 3.40 3.37 0 0.00 09-30-2019
ELLINGTON FINANCIAL INC COM 6 $6,335,000 350,589 3.26 3.31 0 0.00 09-30-2019
FS KKR CAPITAL CORP COM 7 $5,365,000 920,282 2.76 2.61 86,020 10.31 09-30-2019
NEW RESIDENTIAL INVT CORP COM NEW 8 $4,666,000 297,600 2.40 2.14 32,500 12.26 09-30-2019
BLACKROCK CAPITAL INVESTMENT COM 9 $4,223,000 842,997 2.17 2.21 146,608 21.05 09-30-2019
BLACKROCK MUNIYIELD NY QLTY COM 10 $4,043,000 309,580 2.08 309,580 +Inf 09-30-2019
BLACKROCK MUNIYIELD NY QLTY COM Liquidated $0 0 2.07 309,580 +Inf 09-30-2019
UBS AG LONDON BRH ETRAC 2X LEV LNG 12 $3,900,000 265,275 2.01 1.97 3,425 1.31 09-30-2019
PIMCO MUN INCOME FD II COM 13 $3,848,000 244,482 1.98 1.92 0 0.00 09-30-2019
BLACKROCK MUNIYIELD NY QLTY COM Liquidated $0 0 2.00 309,580 +Inf 06-30-2019
BLACKROCK MUNIHLDGS NY QLTY COM 15 $3,364,000 247,161 1.73 1.71 0 0.00 09-30-2019
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 16 $3,260,000 80,971 1.68 1.80 565 0.70 09-30-2019
EATON VANCE NEW YORK MUN BD COM 17 $3,199,000 257,176 1.65 1.62 0 0.00 09-30-2019
PIMCO NEW YORK MUN FD II COM 18 $3,108,000 260,513 1.60 1.59 0 0.00 09-30-2019
INVESCO QUALITY MUNI INC TRS COM 19 $3,050,000 238,431 1.57 1.56 0 0.00 09-30-2019
UBS AG LONDON BRH ETRACS MTH 2XLV 20 $3,042,000 215,416 1.56 1.61 3,500 1.65 09-30-2019
UBS AG LONDON BRH ETRAC MP2X LEV 21 $3,010,000 171,095 1.55 1.58 2,840 1.69 09-30-2019
CONOCOPHILLIPS COM 22 $2,877,000 50,500 1.48 1.62 0 0.00 09-30-2019
TWO HBRS INVT CORP COM NEW 23 $2,868,000 218,425 1.48 1.45 0 0.00 09-30-2019
PIMCO NY MUNICIPAL INCOME FD COM 24 $2,797,000 193,813 1.44 1.34 0 0.00 09-30-2019
UBS AG LONDON BRH ETRACS MTH2XRE 25 $2,675,000 193,820 1.38 1.46 0 0.00 09-30-2019
NUVEEN AMT FREE QLTY MUN INC COM 26 $2,638,000 184,323 1.36 1.34 0 0.00 09-30-2019
NEW YORK MTG TR INC COM PAR $.02 27 $2,562,000 420,735 1.32 1.37 0 0.00 09-30-2019
UBS AG LONDON BRH ETRACS MNT ETN 28 $2,540,000 212,769 1.31 1.48 0 0.00 09-30-2019
AMAZON COM INC COM 29 $2,529,000 1,457 1.30 0.93 525 56.33 09-30-2019
UBS AG LONDON BRH NT AMZI 46 30 $2,426,000 98,425 1.25 1.47 0 0.00 09-30-2019
VANGUARD INDEX FDS SMALL CP ETF 31 $2,385,000 15,500 1.23 1.28 0 0.00 09-30-2019
BLACKROCK MUNIVEST FD INC COM 32 $2,381,000 258,800 1.22 1.25 0 0.00 09-30-2019
INVESCO TR INVT GRADE NY MUN COM 33 $2,315,000 170,381 1.19 1.22 0 0.00 09-30-2019
ISHARES TR MSCI EAFE ETF 34 $2,312,000 35,449 1.19 1.22 0 0.00 09-30-2019
ANNALY CAP MGMT INC COM 35 $2,200,000 250,000 1.13 1.20 0 0.00 09-30-2019
BLACKSTONE GSO STRATEGIC CR COM SHS BEN IN 36 $2,181,000 149,357 1.12 1.15 0 0.00 09-30-2019
VANGUARD INDEX FDS REAL ESTATE ETF 37 $2,073,000 22,235 1.07 1.02 0 0.00 09-30-2019
NEW MEDIA INVT GROUP INC COM 38 $2,005,000 227,597 1.03 0.91 43,500 23.63 09-30-2019
NUVEEN MUNICIPAL CREDIT INC COM SH BEN INT 39 $1,980,000 121,975 1.02 1.01 0 0.00 09-30-2019
INTEL CORP COM 40 $1,961,000 38,048 1.01 0.96 0 0.00 09-30-2019
ARES CAP CORP COM 41 $1,815,000 97,400 0.93 0.92 0 0.00 09-30-2019
PIMCO NEW YORK MUN INCM FD 1 COM Liquidated $0 0 0.95 1.00 0 0.00 09-30-2019
MFS HIGH YIELD MUN TR SH BEN INT 43 $1,794,000 382,584 0.92 0.95 0 0.00 09-30-2019
NUVEEN PFD & INCM OPPORTNYS COM 44 $1,778,000 176,945 0.91 0.92 0 0.00 09-30-2019
PIMCO NEW YORK MUN INCM FD 1 COM 45 $1,754,000 181,224 0.90 181,224 +Inf 09-30-2019
ISHARES TR CORE S&P MCP ETF 46 $1,739,000 9,000 0.89 0.92 0 0.00 09-30-2019
NUVEEN AMT FREE MUN CR INC F COM 47 $1,691,000 101,075 0.87 0.84 0 0.00 09-30-2019
CALAMOS GBL DYN INCOME FUND COM 48 $1,671,000 213,695 0.86 0.91 0 0.00 09-30-2019
ESSENTIAL PPTYS RLTY TR INC COM 49 $1,670,000 72,883 0.86 0.21 52,883 264.41 09-30-2019
EAGLE PT CR CO LLC COM 50 $1,583,000 100,398 0.81 0.95 -604 -0.60 09-30-2019
ISHARES TR MSCI EURO FL ETF 51 $1,514,000 86,000 0.78 0.82 0 0.00 09-30-2019
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