Q2 2024 · 13F-HR
EMG Holdings, L.P.holdings as filed
Filed 2024-08-12 · accession 0001085146-24-003726
$203.5M
Reported value
35
Positions
2024-06-30
Period end
Holdings as filed
| CUSIP | Ticker | Issuer | Value | % port. | Shares | Class | Voting |
|---|---|---|---|---|---|---|---|
| 78462F103 | SPY | SPDR S&P 500 ETF TR | $27.2M | 13.4% | 50,000 | PUT | SOLE |
| 464287655 | IWM | ISHARES TR | $26.4M | 13.0% | 129,900 | PUT | SOLE |
| G66721104 | NCLH | NORWEGIAN CRUISE LINE HLDG L | $16.0M | 7.85% | 850,000 | PUT | SOLE |
| 464288513 | HYG | ISHARES TR | $14.3M | 7.03% | 185,500 | PUT | SOLE |
| 28852N109 | EFC | ELLINGTON FINANCIAL INC | $11.2M | 5.50% | 927,141 | Common | SOLE |
| 143658300 | CCL1EUR | CARNIVAL CORP | $10.9M | 5.34% | 580,000 | PUT | SOLE |
| 55272X607 | MFA | MFA FINL INC | $8.1M | 3.96% | 757,693 | Common | SOLE |
| 649604840 | ADAM | NEW YORK MTG TR INC | $7.0M | 3.44% | 1,199,850 | Common | SOLE |
| 38983D300 | — | GREAT AJAX CORP | $6.9M | 3.41% | 1,940,649 | Common | SOLE |
| 07556Q881 | BZH | BEAZER HOMES USA INC | $6.8M | 3.34% | 247,349 | Common | SOLE |
| 87724P106 | TMHC | TAYLOR MORRISON HOME CORP | $6.1M | 3.00% | 110,000 | Common | SOLE |
| 70932M107 | PFSI | PENNYMAC FINL SVCS INC NEW | $6.1M | 3.00% | 64,451 | Common | SOLE |
| 437076102 | HD | HOME DEPOT INC | $5.4M | 2.66% | 15,750 | Common | SOLE |
| 278768106 | SATS | ECHOSTAR CORP | $5.3M | 2.63% | 300,000 | PUT | SOLE |
| 89531P105 | TREX | TREX CO INC | $5.2M | 2.55% | 70,000 | CALL | SOLE |
| 00123Q104 | AGNC | AGNC INVT CORP | $4.8M | 2.34% | 500,000 | PUT | SOLE |
| 26817Q886 | DX | DYNEX CAP INC | $4.7M | 2.33% | 396,832 | Common | SOLE |
| 02376R102 | AAL | AMERICAN AIRLS GROUP INC | $4.5M | 2.23% | 400,000 | PUT | SOLE |
| 889478103 | TOL | TOLL BROTHERS INC | $2.9M | 1.42% | 25,000 | Common | SOLE |
| 750236101 | RDN | RADIAN GROUP INC | $2.3M | 1.15% | 75,465 | Common | SOLE |
| 62482R107 | 07WA | MR COOPER GROUP INC | $2.3M | 1.12% | 28,042 | Common | SOLE |
| 464288513 | HYG | ISHARES TR | $2.1M | 1.05% | 27,776 | Common | SOLE |
| 552848103 | MTG | MGIC INVT CORP WIS | $2.1M | 1.05% | 98,765 | Common | SOLE |
| 68376D104 | OPRT | OPORTUN FINL CORP | $2.1M | 1.01% | 711,631 | Common | SOLE |
| 92918VAB5 | VRM 0.75 07/01/26 | VROOM INC | $2.0M | 0.96% | 3,700,000 | Common | SOLE |
| 59001A102 | MTH | MERITAGE HOMES CORP | $1.8M | 0.87% | 10,961 | Common | SOLE |
| 05478C105 | AZEK | AZEK CO INC | $1.7M | 0.85% | 40,911 | Common | SOLE |
| G3198U102 | ESNT | ESSENT GROUP LTD | $1.7M | 0.83% | 30,000 | Common | SOLE |
| 030506109 | AMWD | AMERICAN WOODMARK CORPORATIO | $1.3M | 0.62% | 15,945 | Common | SOLE |
| 288578107 | EARN | ELLINGTON CREDIT COMPANY | $1.0M | 0.51% | 149,086 | Common | SOLE |
| 70932AAF0 | PMT 5.5 03/15/26 | PENNYMAC CORP | $951,820 | 0.47% | 1,000,000 | Common | SOLE |
| 346232101 | FOR | FORESTAR GROUP INC | $911,299 | 0.45% | 28,487 | Common | SOLE |
| 29357K103 | ENVA | ENOVA INTL INC | $622,500 | 0.31% | 10,000 | PUT | SOLE |
| 70932AAD5 | — | PENNYMAC CORP | $499,226 | 0.25% | 500,000 | Common | SOLE |
| 001228501 | MITT | AG MTG INVT TR INC | $317,697 | 0.16% | 47,846 | Common | SOLE |
Source: SEC EDGAR · raw 13F holdings as filed. The Class column shows the option type when reported (Put/Call) or Common when the issuer's equity is held directly. 13F discloses long positions only.