Emmett Investment Management, LP
SEC Form 13F institutional filer · CIK 0002042845
13F-HR · 9 reported holdings · 2026-03-31
Reported long-US-equity value
$0.05B
Top-10 concentration
100.0%
Emmett Investment Management, LP — $47.1M AUM allocation strategy
Emmett Investment Management, LP files SEC Form 13F and reports $47.1M of long US equity value across 9 reported holdings for 2026-03-31.
Its largest sector bet is Financials 68.1%, followed by Information Technology 11.5% and Energy 9.3%.
The top 10 holdings account for 100% of reported value — a conviction-weighted book concentrated in its best ideas. The sector and industry splits below are of the same reported value. Track quarter-over-quarter adds, trims, new positions and exits below — sourced from SEC 13F filings, public domain.
Emmett Investment Management, LP — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$47.1M
total across 9 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
100% of value
higher = narrower conviction; lower = spread / hedging
Biggest trims (shares)
−$L −19.9K sh · −$1.9M−$IBKR −9.95K sh · −$599K−$CME −444 sh · +$773K
Sector allocation (share of reported value)
each slice is a share of the reported long-US-equity value — smaller sectors and the rest of the book roll into “Other holdings”
Qtr shift = share-point change vs the prior quarter's filing — first period tracked for this filer; the column fills in with the next quarterly refresh.
Industry allocation (share of reported value)
- Financial Exchanges & Data32.0%—
- Multi-line Insurance21.3%—
- Investment Banking & Brokerage14.7%—
- Semiconductor Materials & Equipment11.5%—
- Oil & Gas Equipment & Services9.3%—
- Tobacco4.2%—
- Real Estate Services3.7%—
- Industrial Machinery & Supplies & Components3.2%—
the finer GICS cut of the same book — same denominator — smaller industries roll into “Other holdings”
Qtr shift = share-point change vs the prior quarter's filing — first period tracked for this filer; the column fills in with the next quarterly refresh.
Top S&P 500 holdings
9 of 9 rows · sorted by Value ↓
| Ticker | Holding | Shares | Value | Δ QoQ | Weight |
|---|---|---|---|---|---|
| $L | Loews Corporation | 94.3K | $10.1M | -19.9K | 21.3% |
| $CME | CME Group Inc | 32.7K | $9.72M | -444 | 20.6% |
| $IBKR | Interactive Brokers Group Inc | 102K | $6.94M | -9.95K | 14.7% |
| $LRCX | Lam Research Corporation | 24.5K | $5.43M | +910 | 11.5% |
| $MCO | Moody's Corporation | 12.3K | $5.38M | — | 11.4% |
| $HAL | Halliburton Company | 115K | $4.38M | — | 9.3% |
| $PM | Philip Morris International Inc | 12.5K | $1.97M | — | 4.2% |
| $CBRE | CBRE Group Inc Common Stock Class A | 13K | $1.75M | — | 3.7% |
| $OTIS | Otis Worldwide Corporation | 19.5K | $1.51M | — | 3.2% |
SEC Form 13F data sets · public domain · 45-day filing lag · >$100M AUM managers · as reported
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How to read Δ QoQ — the five insight categories, and the caveats
The categories. Analysts, quants and retail traders look past total portfolio value to isolate actionable signals. Five categories matter.
Conviction & concentration shifts
New positions vs complete exits — a brand-new stock signals high conviction; a full liquidation suggests a broken thesis or tax-loss harvesting. Aggressive sizing — look at share count, not dollars: a 20% share increase during a drawdown is strong dip-buying. Concentration — a narrowing top-5/10 means conviction; spreading capital across more names means hedging.
Sector & macro allocation rotations
Aggregating Δ QoQ moves across sectors shows where smart money is leaning in or sneaking out — rotating out of growth into defensives or energy, for example. The fund's total long equity exposure quarter-over-quarter is a proxy for overall institutional risk appetite.
Crowding & smart-money consensus
When several managers initiate or expand the same stock in the same quarter, that is institutional consensus. Contrarian reads: top pickers buying hard into a beaten-down name the market is selling.
Derivative & option overlays
Reported call/put changes indicate whether managers are adding downside hedges or leveraging upside exposure. Note: a long increase may be half of a market-neutral pair trade.
Who reads this
| Retail "cloners" | High-conviction ideas to replicate ~45 days after quarter-end. |
| Corporate IR | Which funds bought or dumped the stock, before the next call. |
| Quant / algo traders | Cross-sectional factor inputs: flow, momentum, ownership. |
Four caveats before you trade on it
- 45-day lag — holdings are quarter-end; positions may already be closed.
- Long-only — 13Fs miss shorts, pair trades and cash.
- No non-US / fixed income — the picture is US equities plus options.
- Corporate actions — splits and spinoffs distort raw share deltas.
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