EMG Holdings, L.P. - Q4 2022 holdings

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$650 Million is the total value of EMG Holdings, L.P.'s 89 reported holdings in Q4 2022. The portfolio turnover from Q3 2022 to Q4 2022 was 93.0% .

All

			Value		Shares		↓ Weighting
QQQ	Buy	INVESCO QQQ TRput	$275,866,080	+414.6%	1,036,000	+416.5%	42.42%	+517.6%
HYG	Sell	ISHARES TRput	$54,486,200	-68.4%	740,000	-69.4%	8.38%	-62.1%
SPY	Buy	SPDR S&P 500 ETF TRput	$38,242,999	+205.9%	100,000	+185.7%	5.88%	+267.1%
XLF	New	SELECT SECTOR SPDR TRput	$28,215,000	–	825,000	+100.0%	4.34%	–
AMC	Sell	AMC ENTMT HLDGS INCput	$24,641,001	-65.5%	6,054,300	-41.0%	3.79%	-58.6%
AAL	Sell	AMERICAN AIRLS GROUP INCput	$19,334,400	-56.7%	1,520,000	-59.0%	2.97%	-48.1%
COOP	Sell	MR COOPER GROUP INC	$18,931,328	-11.2%	471,750	-10.4%	2.91%	+6.6%
GSAT	New	GLOBALSTAR INCcall	$17,312,344	–	13,016,800	+100.0%	2.66%	–
	Buy	MFA FINL INC	$15,330,087	+27.1%	1,556,354	+0.4%	2.36%	+52.6%
EFC		ELLINGTON FINANCIAL INC	$11,468,734	+8.8%	927,141	0.0%	1.76%	+30.6%
HYG	Buy	ISHARES TRiboxx hi yd etf	$10,521,064	+400.5%	142,891	+385.2%	1.62%	+501.5%
NRZ	Buy	RITHM CAPITAL CORPcall	$9,686,352	+32.3%	1,185,600	+18.5%	1.49%	+58.8%
COOP	Sell	MR COOPER GROUP INCcall	$9,530,875	-52.9%	237,500	-52.5%	1.47%	-43.5%
ITB	New	ISHARES TRput	$9,090,750	–	150,000	+100.0%	1.40%	–
	Sell	DISH NETWORK CORPORATIONnote 2.375% 3/1	$8,875,298	-55.4%	9,790,000	-55.8%	1.36%	-46.5%
RKT	New	ROCKET COS INCcall	$8,400,000	–	1,200,000	+100.0%	1.29%	–
	New	MASTERBRAND INC	$8,105,227	–	1,073,540	+100.0%	1.25%	–
ARES	New	ARES MANAGEMENT CORPORATIONput	$7,870,600	–	115,000	+100.0%	1.21%	–
GLD	New	SPDR GOLD TRput	$7,192,736	–	42,400	+100.0%	1.11%	–
BKLN	Buy	INVESCO EXCH TRADED FD TR IIput	$6,159,000	+204.9%	300,000	+200.0%	0.95%	+265.6%
NYMT	Sell	NEW YORK MTG TR INC	$6,059,720	-9.6%	2,367,078	-17.4%	0.93%	+8.5%
GSAT	Buy	GLOBALSTAR INC	$5,985,000	+15.8%	4,500,000	+38.5%	0.92%	+39.0%
MARA	Sell	MARATHON DIGITAL HOLDINGS INput	$5,130,000	-77.0%	1,500,000	-27.9%	0.79%	-72.4%
NRZ	New	RITHM CAPITAL CORP	$5,001,094	–	612,129	+100.0%	0.77%	–
DHI	New	D R HORTON INCput	$4,457,000	–	50,000	+100.0%	0.68%	–
RWT	New	REDWOOD TR INC	$4,383,792	–	648,490	+100.0%	0.67%	–
FNF	New	FIDELITY NATIONAL FINANCIALcall	$4,138,200	–	110,000	+100.0%	0.64%	–
OPRT	New	OPORTUN FINL CORP	$3,738,744	–	678,538	+100.0%	0.58%	–
	New	VROOM INCnote 0.750% 7/0	$3,198,346	–	9,005,000	+100.0%	0.49%	–
BHC	Buy	BAUSCH HEALTH COS INC	$2,279,640	+25.8%	363,000	+38.0%	0.35%	+51.3%
PYPL		PAYPAL HLDGS INCcall	$2,044,014	-17.2%	28,700	0.0%	0.31%	-0.6%
AJX	Buy	GREAT AJAX CORP	$1,986,377	+24.5%	273,983	+29.0%	0.30%	+49.5%
	Buy	SMARTRENT INC	$1,428,186	+3562.0%	587,731	+3329.8%	0.22%	+4300.0%
	Buy	PENNYMAC CORPnote 5.500%11/0	$1,127,051	+61.7%	1,250,000	+66.7%	0.17%	+94.4%
EARN		ELLINGTON RESIDENTIAL MTG RE	$1,022,730	+11.2%	149,086	0.0%	0.16%	+33.1%
COMP	New	COMPASS INCcl a	$930,572	–	399,387	+100.0%	0.14%	–
PMT	New	PENNYMAC MTG INVT TR	$854,960	–	69,004	+100.0%	0.13%	–
		PENNYMAC CORPnote 5.500% 3/1	$820,928	-1.0%	1,000,000	0.0%	0.13%	+18.9%
RLGY	New	ANYWHERE REAL ESTATE INC	$803,057	–	125,674	+100.0%	0.12%	–
ARES	New	ARES MANAGEMENT CORPORATION	$793,904	–	11,600	+100.0%	0.12%	–
AX	Sell	AXOS FINANCIAL INCput	$787,332	-87.2%	20,600	-88.6%	0.12%	-84.7%
SIX	Sell	SIX FLAGS ENTMT CORP NEW	$743,814	-66.4%	31,992	-74.4%	0.11%	-59.9%
CARS	Sell	CARS COM INCput	$688,500	-40.2%	50,000	-50.0%	0.11%	-28.4%
PFSI	New	PENNYMAC FINL SVCS INC NEW	$668,418	–	11,797	+100.0%	0.10%	–
OPEN	New	OPENDOOR TECHNOLOGIES INC	$580,000	–	500,000	+100.0%	0.09%	–
OPEN		OPENDOOR TECHNOLOGIES INCcall	$348,000	-62.7%	300,000	0.0%	0.05%	-55.0%
RDFN	New	REDFIN CORP	$296,800	–	70,000	+100.0%	0.05%	–
LDI	Sell	LOANDEPOT INC	$275,492	+4.7%	166,965	-16.3%	0.04%	+23.5%
		AG MTG INVT TR INC	$235,047	+29.1%	44,265	0.0%	0.04%	+56.5%
	New	ORCHID IS CAP INC	$105,000	–	10,000	+100.0%	0.02%	–
AACWS		ARES ACQUISITION CORPORATION*w exp 02/02/202	$21,351	+255.8%	45,788	0.0%	0.00%	+200.0%
SPY	New	SPDR S&P 500 ETF TRtr unit	$11,855	–	31	+100.0%	0.00%	–
FACTWS		FREEDOM ACQUISITION I CORP*w exp 03/02/202	$4,998	+25.0%	24,999	0.0%	0.00%	0.0%
ESMWS		ESM ACQUISITION CORPORATION*w exp 02/02/202	$3,877	+29.2%	33,333	0.0%	0.00%	–
PDOTWS		PERIDOT ACQUISITION CORP II*w exp 04/30/202	$3,269	-59.1%	69,999	0.0%	0.00%	0.0%
PFDRW		PATHFINDER ACQUISITION CORP*w exp 02/19/202	$3,413	–	14,837	0.0%	0.00%	–
IMH	Buy	IMPAC MTG HLDGS INC	$6,610	-26.6%	38,743	+28.1%	0.00%	0.0%
VPCBW		VPC IMPACT ACQUISITION HLDG*w exp 03/05/202	$3,737	-53.3%	124,999	0.0%	0.00%	0.0%
		BIOTE CORP*w exp 05/26/202	$7,468	-6.6%	24,999	0.0%	0.00%	0.0%
BLUAWS		BLUERIVER ACQUISITION CORP*w exp 01/04/202	$291	–	18,332	0.0%	0.00%	–
ARRWW		ARROWROOT ACQUISITION CORP*w exp 03/02/202	$570	-43.0%	49,999	0.0%	0.00%	–
DHI	New	D R HORTON INC	$89	–	1	+100.0%	0.00%	–
FRSGW		FIRST RESERVE SUSTAINABLE GW*w exp 03/05/202	$159	–	12,499	0.0%	0.00%	–
GAMCW		GOLDEN ARROW MERGER CORP*w exp 07/31/202	$415	-86.2%	49,999	0.0%	0.00%	–
LOKMWS		LIVE OAK MOBILITY ACQUISI CO*w exp 03/04/202	$2,800	-30.0%	19,998	0.0%	0.00%	-100.0%
		LOCAL BOUNTI CORP*w exp 99/99/999	$3,032	-62.1%	18,398	0.0%	0.00%	-100.0%
PYPL	Sell	PAYPAL HLDGS INC	$142	-100.0%	2	-100.0%	0.00%	-100.0%
PMGMW		PRIVETERRA ACQUISITION CORP*w exp 02/28/202	$1,140	-43.0%	24,999	0.0%	0.00%	–
SLACWS		SOCIAL LEVERAGE ACQUISN CORP*w exp 02/17/202	$747	-75.1%	12,499	0.0%	0.00%	–
SDACW		SUSTAINABLE DEVELP ACQU I CO*w exp 02/04/202	$1,000	–	25,000	0.0%	0.00%	–
TWLVW		TWELVE SEAS INVESTMENT CO II*w exp 03/02/202	$262	–	16,666	0.0%	0.00%	–
ANACWS		ARCTOS NORTHSTAR ACQUIS CORP*w exp 99/99/999	$1,586	-60.4%	37,498	0.0%	0.00%	-100.0%
CRZNW		CORAZON CAPITAL V838 MONOCER*w exp 03/24/202	$850	-15.0%	33,333	0.0%	0.00%	–
DHCAW		DHC ACQUISITION CORP*w exp 02/25/202	$750	-91.7%	49,998	0.0%	0.00%	-100.0%
CSTAWS		CONSTELLATION ACQUISITN CORP*w exp 01/29/202	$400	–	13,333	0.0%	0.00%	–
SCOBW		SCION TECH GROWTH II*w exp 01/28/202	$180	-91.0%	50,000	0.0%	0.00%	–
HERAW		FTAC HERA ACQUISITION CORP*w exp 02/28/202	$1,375	-65.6%	49,999	0.0%	0.00%	-100.0%
ACQRW		INDEPENDENCE HOLDINGS CORP*w exp 03/31/202	$220	-94.5%	35,999	0.0%	0.00%	-100.0%
ITQRW		ITIQUIRA ACQUISITION CORP*w exp 02/03/202	$80	–	10,000	0.0%	0.00%	–
JWSMWS		JAWS MUSTANG ACQUISITION COR*w exp 01/30/202	$812	-18.8%	12,499	0.0%	0.00%	–
KRNLW		KERNEL GROUP HOLDINGS INC*w exp 02/02/202	$428	-78.6%	75,000	0.0%	0.00%	–
KAIIW		KISMET ACQUISITION TWO CORP*w exp 06/30/202	$265	-86.8%	41,032	0.0%	0.00%	–
LGACW		LAZARD GROWTH ACQUISITION CO*w exp 02/10/202	$66	–	10,998	0.0%	0.00%	–
NAACW		NORTH ATLANTIC ACQUISITN COR*w exp 10/20/202	$337	–	16,666	0.0%	0.00%	–
POWRW		POWERED BRANDS*w exp 01/07/202	$10	-99.0%	33,332	0.0%	0.00%	–
RMGCW		RMG ACQUISITION CORP III*w exp 02/08/202	$300	–	10,000	0.0%	0.00%	–
SLAMW		SLAM CORP*w exp 02/23/202	$1,760	+76.0%	19,999	0.0%	0.00%	–
	New	TH INTERNATIONAL LIMITED*w exp 09/28/202	$3,003	–	25,000	+100.0%	0.00%	–
TZPSW		TZP STRATEGIES ACQUISTN CORP*w exp 01/06/202	$517	-74.2%	21,109	0.0%	0.00%	–
ZWRKW	Exit	Z-WORK ACQUISITION CORP*w exp 01/04/202	$0	–	-20,594	-100.0%	0.00%	–
FSNBWS	Exit	FUSION ACQUISITION CORP II*w exp 02/29/202	$0	–	-16,666	-100.0%	0.00%	–
SCLEW	Exit	BROADSCALE ACQUISITION CORP*w exp 02/02/202	$0	–	-12,749	-100.0%	0.00%	–
VELOW	Exit	VELOCITY ACQUISITION CORP*w exp 02/24/202	$0	–	-31,665	-100.0%	0.00%	–
CHAAWS	Exit	CATCHA INVESTMENT CORP*w exp 99/99/999	$0	–	-16,666	-100.0%	0.00%	–
ASZWS	Exit	AUSTERLITZ ACQUISITION CORP*w exp 02/19/202	$0	–	-24,998	-100.0%	0.00%	–
OHPAW	Exit	ORION ACQUISITION CORP*w exp 02/19/202	$0	–	-17,499	-100.0%	0.00%	–
MACCWS	Exit	MISSION ADVANCEMENT CORP*w exp 03/05/202	$0	–	-33,332	-100.0%	0.00%	–
CLRMW	Exit	CLARIM ACQUISITION CORP*w exp 01/05/202	$0	–	-16,666	-100.0%	0.00%	–
HIIIW	Exit	HUDSON EXECUTIVE INVES III*w exp 02/22/202	$0	–	-39,999	-100.0%	0.00%	–
TMACWS	Exit	THE MUSIC ACQUISITION CORP*w exp 02/05/202	$0	–	-75,000	-100.0%	0.00%	–
SHACW	Exit	SCP & CO HEALTHCARE ACQUSTN*w exp 01/27/202	$0	–	-12,499	-100.0%	0.00%	–
TWNIWS	Exit	TAILWIND INTERNATNAL ACQ COR*w exp 03/01/202	$0	–	-49,999	-100.0%	0.00%	–
CPTKWS	Exit	CROWN PROPTECH ACQUISITIONS*w exp 99/99/999	$0	–	-16,666	-100.0%	0.00%	–
EQHAWS	Exit	EQ HEALTH ACQUISITION CORP*w exp 02/02/202	$0	–	-17,499	-100.0%	0.00%	–
KIIIW	Exit	KISMET ACQUISITION THREE COR*w exp 06/30/202	$0	–	-53,522	-100.0%	0.00%	–
GTPBW	Exit	GORES TECHNOLOGY PARTNERS II*w exp 03/16/202	$0	–	-13,999	-100.0%	0.00%	–
TSIBW	Exit	TISHMAN SPEYER INNOVATION CO*w exp 02/11/202	$0	–	-10,000	-100.0%	0.00%	–
HCIIW	Exit	HUDSON EXECUTIVE INVS CORP I*w exp 01/31/202	$0	–	-37,499	-100.0%	0.00%	–
GHACW	Exit	GAMING & HOSPITALITY ACQU CO*w exp 02/04/202	$0	–	-13,333	-100.0%	0.00%	–
OEPWW	Exit	ONE EQUITY PARTNERS OPEN WTR*w exp 01/14/202	$0	–	-19,999	-100.0%	0.00%	–
TSPQWS	Exit	TCW SPECIAL PURPOSE ACQU COR*w exp 99/99/999	$0	–	-49,998	-100.0%	0.00%	–
COLIW	Exit	COLICITY INC*w exp 02/24/202	$0	–	-11,999	-100.0%	0.00%	–
DHBCW	Exit	DHB CAPITAL CORP*w exp 03/31/202	$0	–	-16,666	-100.0%	0.00%	–
FTEVWS	Exit	FINTECH EVOLUTION ACQUIS GRO*w exp 03/31/202	$0	–	-49,998	-100.0%	-0.00%	–
GSQDWS	Exit	G SQUARED ASCEND I INC*w exp 02/01/202	$0	–	-50,000	-100.0%	-0.00%	–
OSTRW	Exit	OYSTER ENTERPRISES ACQ CORP*w exp 01/20/202	$0	–	-21,786	-100.0%	-0.00%	–
AGACWS	Exit	AFRICAN GOLD ACQUISITION COR*w exp 03/31/202	$0	–	-112,498	-100.0%	-0.00%	–
MITWS	Exit	MASON INDUSTRIAL TECHNOLGY I*w exp 99/99/999	$0	–	-83,333	-100.0%	-0.00%	–
GLBLW	Exit	CARTESIAN GROWTH CORP*w exp 02/26/202	$0	–	-16,236	-100.0%	-0.00%	–
AMC	Exit	AMC ENTMT HLDGS INC	$0	–	-4,567	-100.0%	-0.00%	–
UMC	Exit	UNITED MICROELECTRONICS CORPspon adr new	$0	–	-11,500	-100.0%	-0.01%	–
	Exit	PERMIAN RESOURCES CORP	$0	–	-10,000	-100.0%	-0.01%	–
BKLN	Exit	INVESCO EXCH TRADED FD TR IIsr ln etf	$0	–	-5,000	-100.0%	-0.01%	–
CARS	Exit	CARS COM INC	$0	–	-10,000	-100.0%	-0.02%	–
UMC	Exit	UNITED MICROELECTRONICS CORPput	$0	–	-25,000	-100.0%	-0.02%	–
NKLA	Exit	NIKOLA CORP	$0	–	-43,750	-100.0%	-0.02%	–
ADI	Exit	ANALOG DEVICES INC	$0	–	-1,330	-100.0%	-0.02%	–
	Exit	PERMIAN RESOURCES CORPcall	$0	–	-30,000	-100.0%	-0.03%	–
TDOC	Exit	TELADOC HEALTH INCcall	$0	–	-10,000	-100.0%	-0.03%	–
NKLA	Exit	NIKOLA CORPcall	$0	–	-75,000	-100.0%	-0.03%	–
NKLA	Exit	NIKOLA CORPput	$0	–	-75,000	-100.0%	-0.03%	–
TCOM	Exit	TRIP COM GROUP LTDput	$0	–	-10,000	-100.0%	-0.04%	–
SNAP	Exit	SNAP INCcl a	$0	–	-27,550	-100.0%	-0.04%	–
SNAP	Exit	SNAP INCput	$0	–	-30,000	-100.0%	-0.04%	–
GT	Exit	GOODYEAR TIRE & RUBR CO	$0	–	-32,000	-100.0%	-0.04%	–
AAL	Exit	AMERICAN AIRLS GROUP INC	$0	–	-30,040	-100.0%	-0.05%	–
DSP	Exit	VIANT TECHNOLOGY INCput	$0	–	-90,000	-100.0%	-0.05%	–
GT	Exit	GOODYEAR TIRE & RUBR COput	$0	–	-57,000	-100.0%	-0.07%	–
AR	Exit	ANTERO RESOURCES CORPput	$0	–	-25,000	-100.0%	-0.10%	–
GOOG	Exit	ALPHABET INCcap stk cl c	$0	–	-8,000	-100.0%	-0.10%	–
BEKE	Exit	KE HLDGS INCput	$0	–	-50,000	-100.0%	-0.11%	–
BEKE	Exit	KE HLDGS INCcall	$0	–	-50,000	-100.0%	-0.11%	–
TRUP	Exit	TRUPANION INCput	$0	–	-15,000	-100.0%	-0.11%	–
BABA	Exit	ALIBABA GROUP HLDG LTDsponsored ads	$0	–	-11,090	-100.0%	-0.11%	–
AR	Exit	ANTERO RESOURCES CORPcall	$0	–	-30,000	-100.0%	-0.12%	–
FNV	Exit	FRANCO NEV CORP	$0	–	-10,000	-100.0%	-0.15%	–
BAC	Exit	BK OF AMERICA CORP	$0	–	-40,000	-100.0%	-0.16%	–
PDD	Exit	PINDUODUO INCput	$0	–	-20,000	-100.0%	-0.16%	–
FNV	Exit	FRANCO NEV CORPput	$0	–	-11,000	-100.0%	-0.17%	–
ADI	Exit	ANALOG DEVICES INCput	$0	–	-9,500	-100.0%	-0.17%	–
IYR	Exit	ISHARES TRcall	$0	–	-17,200	-100.0%	-0.18%	–
	Exit	DIGITAL WORLD ACQUISITION COput	$0	–	-90,000	-100.0%	-0.19%	–
	Exit	DRAFTKINGS INC NEWcall	$0	–	-100,000	-100.0%	-0.19%	–
	Exit	DRAFTKINGS INC NEWput	$0	–	-100,000	-100.0%	-0.19%	–
BKLN	Exit	INVESCO EXCH TRADED FD TR IIcall	$0	–	-100,000	-100.0%	-0.26%	–
JETS	Exit	ETF SER SOLUTIONSput	$0	–	-140,000	-100.0%	-0.27%	–
IAA	Exit	IAA INC	$0	–	-66,805	-100.0%	-0.27%	–
BABA	Exit	ALIBABA GROUP HLDG LTDput	$0	–	-29,000	-100.0%	-0.30%	–
MSFT	Exit	MICROSOFT CORPcall	$0	–	-10,000	-100.0%	-0.30%	–
DIS	Exit	DISNEY WALT COcall	$0	–	-25,000	-100.0%	-0.30%	–
GOOGL	Exit	ALPHABET INCcap stk cl a	$0	–	-25,100	-100.0%	-0.31%	–
BAM	Exit	BROOKFIELD ASSET MGMT INCput	$0	–	-65,000	-100.0%	-0.34%	–
BAC	Exit	BK OF AMERICA CORPput	$0	–	-100,000	-100.0%	-0.39%	–
BMBL	Exit	BUMBLE INCput	$0	–	-157,500	-100.0%	-0.43%	–
BABA	Exit	ALIBABA GROUP HLDG LTDcall	$0	–	-50,000	-100.0%	-0.51%	–
GOOG	Exit	ALPHABET INCcall	$0	–	-50,000	-100.0%	-0.62%	–
MTG	Exit	MGIC INVT CORP WISput	$0	–	-400,000	-100.0%	-0.66%	–
XHB	Exit	SPDR SER TRput	$0	–	-100,000	-100.0%	-0.70%	–
	Exit	ANNALY CAPITAL MANAGEMENT IN	$0	–	-323,975	-100.0%	-0.71%	–
GOOGL	Exit	ALPHABET INCput	$0	–	-90,000	-100.0%	-1.10%	–
HYG	Exit	ISHARES TRcall	$0	–	-175,000	-100.0%	-1.60%	–
AGNC	Exit	AGNC INVT CORP	$0	–	-1,730,200	-100.0%	-1.87%	–
AGNC	Exit	AGNC INVT CORPcall	$0	–	-3,150,000	-100.0%	-3.40%	–
IWM	Exit	ISHARES TRput	$0	–	-855,500	-100.0%	-18.08%	–

Other managers

Other managers that, in addition to the filing manager(s), that filed the EDGAR filing(s):

ELLINGTON MANAGEMENT GROUP LLC #1

Original filings

The following EDGAR filing(s) were analyzed to create this report:

View 13F-HR filed 2023-02-10

Signatures

The EDGAR filing(s) were signed by:

Daniel Caffarelli — Chief Compliance Officer

Top long-term holdings

Name	Quarters owned	Latest quarter owned	Max weighting
ISHARES TR	9	Q3 2023	37.8%
SPDR S&P 500 ETF TR	9	Q3 2023	19.1%
MR COOPER GROUP INC	9	Q3 2023	3.1%
ELLINGTON FINANCIAL INC	9	Q3 2023	3.0%
GREAT AJAX CORP	9	Q3 2023	0.6%
ELLINGTON RESIDENTIAL MTG RE	9	Q3 2023	0.2%
PENNYMAC CORP	9	Q3 2023	0.2%
AMC ENTMT HLDGS INC	8	Q2 2023	11.2%
AG MTG INVT TR INC	8	Q3 2023	0.1%
ARES ACQUISITION CORPORATION	8	Q3 2023	0.0%

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Latest filings

Type	Filed
13F-HR	2024-02-13
13F-HR	2023-11-13
13F-HR	2023-08-11
13F-HR	2023-05-12
13F-HR	2023-02-10
13F-HR	2022-11-09
13F-HR	2022-08-11
13F-HR	2022-05-13
13F-HR	2022-02-14
13F-HR	2021-11-15

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