Claybrook Capital, LLC

CIK

1729848

Location

WELLESLEY, MA

Portfolio Value

Small $166,924,415

Diversification

Diversified

Filing Date

Global Rank

#4,968 / 7,036 ▼ 114 · as of Sep 2023

Top Industry

Asset Management 52.2%

Period ended 3 years ago

Filed Oct 24, 2023 · 3y

15 quarters · since Mar 2020

Regulatory profile

From Form ADV, the SEC filer profile, 13D/13G type codes and N-CEN, never from the name.

Holder type

Unknown

Portfolio style

Measured from the filed 13F common-share book for Sep 30, 2023, never from the firm's own description.

Style

Diversified active

Top 10 weight 36.6%, 40.7 effective positions, active share 88.9% against every 13F filer's combined book; it meets none of the index-like, systematic-like or concentrated tests

Turnover

Low turnover

10.0% over the last four quarters (under 30%)

Horizon

Horizon unknown

The value-weighted holding period is at least 10.0 quarters, but 25.7% of the book was already held when coverage starts

Closest benchmark: every 13F filer's combined book, active share 88.9%; sector active share 54.5% against the combined 13F book's sector weights.

Over time 15 measured quarters

How the bands are measured

Style bands measure the filed 13F common-share book each closed quarter, tested in this order. Unknown: under $10,000,000 of valued equity or 5 stocks. Index-like (100+ stocks): active share of 20% or less against the closest benchmark, which is the S&P 500, S&P MidCap 400, S&P SmallCap 600, Russell 1000, Russell 2000, Nasdaq-100 or Dow Jones Industrial Average (weighted by an index-tracking fund's reported holdings or the index's constituents nearest the quarter end, over the names resolved to companies, and only when those are 90%+ of its weight) or every 13F filer's combined book, or index series holding 80%+ of the registered fund assets it advises (N-CEN) and equal to 50%+ of its book. Systematic-like: 500+ stocks, 100%+ annual turnover and a top 10 weight of 25% or less. Concentrated: a top 10 weight of 60%+ or 12 or fewer effective positions. Diversified active: none of these. Turnover is the smaller of buys and sells over average equity value, summed over four quarters: low under 30%, high 100%+. Horizon is the value-weighted number of quarters each position has been held: short under 4, long 12+.

Clone Performance

Build a hypothetical price-return history from this filer's public 13F holdings.

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Portfolio Concentration

130 tracked positions · as of Sep 30, 2023 · Δ vs Jun 30, 2023

Top Position

9.8%

+0.3 pts

Top 5

25.7%

+0.3 pts

Top 10

36.6%

+0.6 pts

HHI

245

Diversified+8

Portfolio Trend

15 quarters · across all stocks

Sector Breakdown

As of Sep 30, 2023

Sector	% Portfolio	Value	Positions
Financial Services	39.8%	$66,461,923	62
Unclassified	29.8%	$49,717,430	28
Real Estate	12.1%	$20,255,158	16
Energy	4.3%	$7,111,607	5
Consumer Defensive	3.3%	$5,502,578	2
Industrials	2.2%	$3,647,784	4
Consumer Cyclical	2.1%	$3,565,716	1
Communication Services	1.9%	$3,153,991	4
Technology	1.8%	$3,060,448	3
Healthcare	1.5%	$2,579,736	3
Basic Materials	1.1%	$1,868,044	2

Last Quarter's Activity

Export CSV

Sep 30, 2023 vs Jun 30, 2023

Added To

Positions the filer increased

9 positions

Ticker	Company	Δ Shares	Shares	Value
PCT	PureCycle Technologies, Inc.	+3,850	34,500	$193,545
GOOG	Alphabet Inc.	+250	7,540	$994,149
PFE	Pfizer Inc	+205	10,705	$355,084
BRK-B	Berkshire Hathaway Inc	+135	10,980	$3,846,294
QQQJ	Invesco Ltd.	+59	38,480	$948,147
SPY	Spdr S&P 500 ETF Trust	+52	38,321	$16,381,461
GOOGL	Alphabet Inc.	+50	7,440	$973,598
QQQ	Invesco Qqq Trust, Series 1	+32	26,054	$9,334,366
SNSR	Global X Internet of Things ETF	+20	11,008	$337,175
No positions match the current search.

Trimmed

Positions the filer reduced

14 positions

Ticker	Company	Δ Shares	Shares	Value
—		−45,000	20,000	$362,300
CSTL	Castle Biosciences Inc	−3,500	10,026	$169,339
CRM	Salesforce, Inc.	−3,093	1,857	$376,562
VZ	Verizon Communications Inc	−2,149	32,040	$1,038,416
PSQ	ProShares Short QQQ	−1,800	195,350	$2,127,361
VT	VANGUARD TOTAL WORLD STOCK INDEX FUND	−920	29,423	$2,741,635
VEA	Vanguard FTSE Developed Markets ETF	−823	26,109	$1,141,485
AMZN	Amazon Com Inc	−800	28,050	$3,565,716
VWO	VANGUARD EMERGING MARKETS STOCK INDEX FUND	−704	25,621	$1,004,599
BSV	VANGUARD SHORT-TERM BOND INDEX FUND	−600	10,000	$751,700
VXX		−200	21,550	$2,010,184
BDX	Becton Dickinson & Co	−125	7,950	$2,055,313
GLD	Spdr Gold Trust	−25	9,785	$1,677,638
BA	Boeing Co	−10	10,010	$1,918,716
No positions match the current search.

New Positions

Positions the filer opened this quarter

No qualifying positions this quarter.

Sold Out

Positions the filer fully exited

4 positions

Ticker	Company	Shares	Value
GFF	Griffon Corp	56,551	$2,279,005
STZ	Constellation Brands, Inc.	1,069	$263,112
—		4,150	$258,628
PFFL		18,658	$188,818
No positions match the current search.

Portfolio Positions

Compact Export CSV View 13F filing

130 tracked positions · $166,924,415 total · filing declares 138 positions · $174,751,176 · as of Sep 30, 2023

All sectors Basic Materials Communication Services Consumer Cyclical Consumer Defensive Energy Financial Services Healthcare Industrials Real Estate Technology

Showing 1–50 of 130 positions by value · page 1 of 3

Ticker	Company	Type	Shares	Δ Shares	Value (USD)	% Δ Value	Held (qtrs)	Est. cost/share	% of Portfolio
SPY	Spdr S&P 500 ETF Trust	Added	38,321	+52	$16,381,461	−3.4%	15+	before history	9.81%
QQQ	Invesco Qqq Trust, Series 1	Added	26,054	+32	$9,334,366	−2.9%	15+	before history	5.59%
NRK	Nuveen New York Amt-Free Quality Municipal Income Fund Financial Services	Held	792,367	0	$7,487,868	−8.7%	9	$14.18	4.49%
MO	Altria Group, Inc. Consumer Defensive	Held	120,458	0	$5,065,258	−7.2%	11	$46.59	3.03%
NAN	Nuveen New York Quality Municipal Income Fund Financial Services	Held	486,078	0	$4,700,374	−10.0%	9	$15.09	2.82%
BRK-B	Berkshire Hathaway Inc Financial Services	Added	10,980	+135	$3,846,294	+4.0%	15+	before history	2.30%
AMZN	Amazon Com Inc Consumer Cyclical	Reduced	28,050	-800	$3,565,716	−5.2%	15+	before history	2.14%
ET	Energy Transfer LP Energy	Held	222,298	0	$3,118,841	+10.5%	9	$10.41	1.87%
MYN	Blackrock Muniyield New York Quality Fund, Inc. Financial Services	Held	348,250	0	$3,085,495	−12.5%	9	$14.21	1.85%
LADR	Ladder Capital Corp Real Estate	Held	271,781	0	$2,788,473	−5.4%	9	$10.85	1.67%
VT	VANGUARD TOTAL WORLD STOCK INDEX FUND	Reduced	29,423	-920	$2,741,635	−6.8%	9	$104.59	1.64%
MOAT	VanEck Morningstar Wide Moat ETF	Held	35,300	0	$2,677,152	−5.0%	9	unpriced	1.60%
NEA	Nuveen AMT-Free Quality Municipal Income Fund Financial Services	Held	248,583	0	$2,406,283	−11.4%	15+	before history	1.44%
FSK	FS KKR Capital Corp Financial Services	Held	119,643	0	$2,355,770	+2.7%	9	$21.42	1.41%
STWD	Starwood Property Trust, Inc. Real Estate	Held	120,192	0	$2,325,715	−0.3%	9	$24.60	1.39%
MSFT	Microsoft Corp Technology	Held	7,335	0	$2,316,026	−7.3%	15+	before history	1.39%
EPRT	Essential Properties Realty Trust, Inc. Real Estate	Held	106,758	0	$2,309,175	−8.1%	9	$26.42	1.38%
JPC	Nuveen Preferred & Income Opportunities Fund Financial Services	Held	357,226	0	$2,261,240	−2.3%	9	$8.83	1.35%
PML	Pimco Municipal Income Fund II Financial Services	Held	280,187	0	$2,154,638	−14.9%	9	$14.88	1.29%
PSQ	ProShares Short QQQ	Reduced	195,350	-1,800	$2,127,361	+2.1%	4	unpriced	1.27%
RC	Ready Capital Corp Real Estate	Held	206,637	0	$2,089,100	−10.4%	9	$13.07	1.25%
BDX	Becton Dickinson & Co Healthcare	Reduced	7,950	-125	$2,055,313	−3.6%	15+	before history	1.23%
IQI	Invesco Quality Municipal Income Trust Financial Services	Held	244,543	0	$2,051,715	−12.2%	9	$13.66	1.23%
VXX		Reduced	21,550	-200	$2,010,184	−7.6%	2	unpriced	1.20%
BA	Boeing Co Industrials	Reduced	10,010	-10	$1,918,716	−9.3%	15+	before history	1.15%
KREF	KKR Real Estate Finance Trust Inc. Real Estate	Held	154,116	0	$1,829,356	−2.5%	9	$19.90	1.10%
OCSL	Oaktree Specialty Lending Corp Financial Services	Held	90,468	0	$1,820,216	+3.6%	9	unpriced	1.09%
PNI	Pimco New York Municipal Income Fund II Financial Services	Held	281,593	0	$1,807,827	−15.4%	9	$11.69	1.08%
KMI	Kinder Morgan, Inc. Energy	Held	104,000	0	$1,724,320	−3.7%	9	$16.98	1.03%
GLD	Spdr Gold Trust	Reduced	9,785	-25	$1,677,638	−4.1%	10	$170.72	1.01%
ABR	Arbor Realty Trust Inc Real Estate	Held	108,877	0	$1,652,752	+2.4%	5	$13.41	0.99%
NVG	Nuveen AMT-Free Municipal Credit Income Fund Financial Services	Held	160,147	0	$1,651,115	−11.9%	9	$17.35	0.99%
UTG	Reaves Utility Income Fund Financial Services	Held	66,212	0	$1,632,125	−10.1%	5	$29.15	0.98%
PNNT	Pennantpark Investment Corp Financial Services	Held	246,312	0	$1,620,732	+11.7%	9	$6.10	0.97%
APD	Air Products & Chemicals, Inc. Basic Materials	Held	5,600	0	$1,587,040	−5.4%	12	$287.10	0.95%
VTN	Invesco Trust for Investment Grade New York Municipals Financial Services	Held	170,381	0	$1,552,170	−10.9%	9	$13.81	0.93%
NZF	Nuveen Municipal Credit Income Fund Financial Services	Held	148,183	0	$1,545,548	−10.5%	9	$17.31	0.93%
XFLT	XAI Floating Rate & Alternative Income Trust Financial Services	Held	214,393	0	$1,490,031	+4.0%	9	$8.47	0.89%
PFFA	Virtus InfraCap U.S. Preferred Stock ETF	Held	72,115	0	$1,394,704	−1.5%	9	$22.62	0.84%
OMF	OneMain Holdings, Inc. Financial Services	Held	34,391	0	$1,378,735	−8.2%	3	$40.06	0.83%
TPVG	TriplePoint Venture Growth BDC Corp. Financial Services	Held	121,240	0	$1,268,170	−11.2%	9	$15.08	0.76%
ACRE	Ares Commercial Real Estate Corp Real Estate	Held	129,913	0	$1,236,771	−6.2%	9	$12.52	0.74%
ARI	Apollo Commercial Real Estate Finance, Inc. Real Estate	Held	121,855	0	$1,234,391	−10.5%	9	$14.59	0.74%
CMU	Mfs High Yield Municipal Trust Financial Services	Held	382,584	0	$1,197,488	−2.8%	9	unpriced	0.72%
BXMT	Blackstone Mortgage Trust, Inc. Real Estate	Held	52,758	0	$1,147,486	+4.5%	9	$26.64	0.69%
VEA	Vanguard FTSE Developed Markets ETF	Reduced	26,109	-823	$1,141,485	−8.2%	15+	before history	0.68%
ARCC	Ares Capital Corp Financial Services	Held	57,562	0	$1,120,732	+3.6%	9	$19.78	0.67%
SAR	Saratoga Investment Corp. Financial Services	Held	41,817	0	$1,074,696	−4.8%	6	$24.91	0.64%
ITA	iShares U.S. Aerospace & Defense ETF	Held	10,025	0	$1,062,349	−9.2%	3	unpriced	0.64%
VZ	Verizon Communications Inc Communication Services	Reduced	32,040	-2,149	$1,038,416	−18.3%	8	$42.68	0.62%

Showing the top 50 of 130 positions. Create a free account to see every position, past quarters, search, filters and CSV export.

Covers the securities this platform tracks: U.S.-listed common stock and the put/call positions reported on it. A 13F can also report security types outside that coverage — preferred shares, bonds, warrants, untracked share classes — so the filing's own declared total can exceed the figures above. The source filing is linked at the top of this table.