We formulate and test holography between a supersymmetric mass deformation of the Ishibashi-Kawai-Kitazawa-Tsuchiya (IKKT) matrix model and type IIB supergravity backgrounds with exceptional F4 supersymmetry. This is arguably the simplest example of holography in which the dual description contains Einstein gravity. We conjecture a one-to-one correspondence between saddle points of matrix integral and supergravity backgrounds, and test it through the supersymmetric localization of the matrix