Isabella Capital Management LLP
CIK 0002134988
Annualised vol
6.996019%
Beta
0.09102
HHI
2792.54836
Top-10 weight
100.0%
VaR 95%
0.512252%
VaR 99%
1.452797%
Max drawdown
13.135554%
Matched value
25.968149%
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.
Holdings (latest quarter)
| Ticker | Change | Issuer | Class | CUSIP | Value ($) | Weight % | Shares |
|---|---|---|---|---|---|---|---|
| - | ALIBABA GROUP HLDG LTD | NOTE 0.500% 6/0 | 01609WBG6 | 83,853,283 | 44.52 | 7.1E7 | |
| - | ISHARES TR | IBOXX HI YD ETF | 464288513 | 39,985,001 | 21.23 | 500000.0 | |
| MARA | ADDED | MARA HOLDINGS INC | NOTE 2.125% 9/0 | 565788AD8 | 27,962,437 | 14.85 | 2.5E7 |
| - | ISHARES TR | IBOXX HI YD ETF | 464288513 | 15,594,150 | 8.28 | 195000.0 | |
| WB | NEW | WEIBO CORP | NOTE 1.375%12/0 | 948596AJ0 | 15,033,615 | 7.98 | 1.5E7 |
| SMCI | ADDED | SUPER MICRO COMPUTER INC | NOTE 6/1 | 86800UAF1 | 4,906,170 | 2.6 | 5500000.0 |
| GOOGL | NEW | ALPHABET INC | DEP SHS RP1/20 A | 02079K404 | 505,640 | 0.27 | 10000.0 |
| GOOGL | NEW | ALPHABET INC | DEP SHS RP1/20 B | 02079K602 | 500,847 | 0.27 | 10000.0 |
Quarterly portfolios
| Period | Filed | Value ($) | Positions | Vol % | Beta | Max DD % |
|---|---|---|---|---|---|---|
| 2026-06-30 | 2026-08-03 | 188,341,143 | 8 | 6.996019 | 0.09102 | 13.135554 |
| 2026-03-31 | 2026-05-15 | 134,925,682 | 9 | 17.656105 | 0.357199 | 29.772332 |
| 2025-12-31 | 2026-05-15 | 140,565,388 | 8 | 13.517298 | 0.271343 | 23.233487 |