EMG Holdings, L.P.
CIK 0001478394
Annualised vol
5.384223%
Beta
0.183005
HHI
867.360929
Top-10 weight
83.423985%
VaR 95%
0.485145%
VaR 99%
0.921344%
Max drawdown
10.918065%
Matched value
41.597975%
Returns of reported holdings
Loading returns…
Position changes vs prior quarter
What the latest 13F shows bought and sold against the quarter before, by share count.
| Ticker | Change | Shares now | Shares before | Share change % | Value now ($) |
|---|---|---|---|---|---|
| EFC | ADDED | 1,122,952 | 961,018 | 16.85% | 15,283,377 |
| AMH | NEW | 270,000 | - | - | 9,050,400 |
| HD | NEW | 25,000 | - | - | 8,817,000 |
| INVH | NEW | 280,000 | - | - | 8,458,800 |
| CCS | REDUCED | 44,061 | 56,285 | -21.72% | 3,157,411 |
| OC | NEW | 15,000 | - | - | 2,384,400 |
| MHO | REDUCED | 13,343 | 47,700 | -72.03% | 2,145,421 |
| RDN | NEW | 50,000 | - | - | 1,883,500 |
| EARN | UNCHANGED | 149,086 | 149,086 | 0.0% | 658,960 |
| BLNE | UNCHANGED | 195,781 | 195,781 | 0.0% | 238,853 |
| RITM | CLOSED OUT | 0 | 1,300,000 | -100.0% | 0 |
| COMP | CLOSED OUT | 0 | 456,987 | -100.0% | 0 |
| KBH | CLOSED OUT | 0 | 77,657 | -100.0% | 0 |
| ESNT | CLOSED OUT | 0 | 60,000 | -100.0% | 0 |
| NVR | CLOSED OUT | 0 | 273 | -100.0% | 0 |
Holdings (latest quarter)
| Ticker | Change | Issuer | Class | CUSIP | Value ($) | Weight % | Shares |
|---|---|---|---|---|---|---|---|
| - | STATE STR SPDR S&P 500 ETF T | TR UNIT | 78462F103 | 18,669,251 | 14.91 | 25000.0 | |
| - | INVESCO EXCH TRADED FD TR II | SR LN ETF | 46138G508 | 17,200,428 | 13.74 | 844400.0 | |
| EFC | ADDED | ELLINGTON FINANCIAL INC | COM | 28852N109 | 15,283,377 | 12.21 | 1122952.0 |
| AMH | NEW | AMERICAN HOMES 4 RENT | CL A | 02665T306 | 9,050,400 | 7.23 | 270000.0 |
| HD | NEW | HOME DEPOT INC | COM | 437076102 | 8,817,000 | 7.04 | 25000.0 |
| - | PENNYMAC FINL SVCS INC NEW | COM | 70932M107 | 8,710,000 | 6.96 | 100000.0 | |
| - | ISHARES TR | 20 YR TR BD ETF | 464287432 | 8,642,000 | 6.9 | 100000.0 | |
| INVH | NEW | INVITATION HOMES INC | COM | 46187W107 | 8,458,800 | 6.76 | 280000.0 |
| - | PENNYMAC MTG INVT TR | COM | 70931T103 | 6,453,062 | 5.15 | 572080.0 | |
| CCS | REDUCED | CENTURY COMMUNITIES INC | COM | 156504300 | 3,157,411 | 2.52 | 44061.0 |
| - | ROCKET COS INC | COM CL A | 77311W101 | 3,150,000 | 2.52 | 200000.0 | |
| - | MFA FINL INC | COM | 55272X607 | 3,072,961 | 2.45 | 317127.0 | |
| OC | NEW | OWENS CORNING NEW | COM | 690742101 | 2,384,400 | 1.9 | 15000.0 |
| - | CAMDEN PPTY TR | SH BEN INT | 133131102 | 2,309,950 | 1.85 | 20176.0 | |
| MHO | REDUCED | M/I HOMES INC | COM | 55305B101 | 2,145,421 | 1.71 | 13343.0 |
| - | FIRST AMERN FINL CORP | COM | 31847R102 | 2,057,700 | 1.64 | 30000.0 | |
| - | MID-AMER APT CMNTYS INC | COM | 59522J103 | 2,056,312 | 1.64 | 14800.0 | |
| RDN | NEW | RADIAN GROUP INC | COM | 750236101 | 1,883,500 | 1.5 | 50000.0 |
| - | OPORTUN FINL CORP | COM | 68376D104 | 794,101 | 0.63 | 139072.0 | |
| EARN | UNCHANGED | ELLINGTON CREDIT COMPANY | COM SHS BEN INT | 288578107 | 658,960 | 0.53 | 149086.0 |
| BLNE | UNCHANGED | BEELINE HOLDINGS INC | COM NEW | 277802500 | 238,853 | 0.19 | 195781.0 |
Quarterly portfolios
| Period | Filed | Value ($) | Positions | Vol % | Beta | Max DD % |
|---|---|---|---|---|---|---|
| 2026-06-30 | 2026-08-14 | 125,193,887 | 21 | 5.384223 | 0.183005 | 10.918065 |
| 2026-03-31 | 2026-05-19 | 396,597,210 | 27 | 1.60228 | 0.035397 | 4.200028 |
| 2025-12-31 | 2026-02-17 | 135,245,041 | 27 | 2.502916 | 0.06519 | 3.967013 |
| 2025-09-30 | 2025-11-14 | 266,128,355 | 26 | 5.074329 | 0.132453 | 11.338217 |
| 2025-03-31 | 2025-05-14 | 207,826,464 | 26 | 5.747164 | 0.195908 | 14.761788 |
| 2024-12-31 | 2025-02-12 | 168,271,937 | 26 | 7.45005 | 0.221894 | 21.145216 |