Core Scientific Inc New bonds CORZR
Who owns Core Scientific Inc New's debt and what their own filings say it is worth. Bond prices and yields are fund-reported marks (SEC Form N-PORT) as of Jul 2026; they lag the market by about two months. CORZR stock page.
Every bond funds hold
Each bond's latest fund-reported mark. Price per 100 of face value; yield to maturity from price, coupon and maturity; spread over the matched-maturity Treasury for US-dollar bonds.
| Bond | Coupon | Maturity | Ccy | Price | Yield | Spread | Funds | Held | As of |
|---|---|---|---|---|---|---|---|---|---|
| 21874AAC0 convertible | 3% fixed | 2029-09-01 | USD | 205.25 | — | — | 6 | $22.2M | Jul 2026 |
| 21874AAE6 convertible | 0% none | 2031-06-15 | USD | 125.40 | — | — | 9 | $24.2M | Jul 2026 |
Spread history
Median spread of the US-dollar bonds over Treasuries, month-ends with complete filings. Fund-reported.
Not enough US-dollar bonds with a yield.
Price history
Median fund-marked price across the bonds, per 100 of face value.
By month
Funds file on staggered quarter-ends, so each month-end is marked by the funds that reported for it; the amount held moves with which funds filed, not only with buying and selling.
| Month-end | Bonds | Held | Median price | USD yield | USD spread | Most funds on one bond |
|---|---|---|---|---|---|---|
| Jul 2026 | 2 | $46.4M | 165.32 | — | — | 9 |
| Jun 2026 | 2 | $42.7M | 192.55 | — | — | 19 |
| May 2026 | 2 | $25.3M | 201.56 | — | — | 5 |
| Apr 2026 | 2 | $40.6M | 162.92 | — | — | 9 |
| Mar 2026 | 2 | $29.2M | 134.80 | — | — | 17 |
| Feb 2026 | 2 | $23.8M | 145.43 | — | — | 5 |
| Jan 2026 | 2 | $31.9M | 150.49 | — | — | 6 |
| Dec 2025 | 2 | $29.0M | 130.85 | — | — | 17 |
| Nov 2025 | 2 | $22.7M | 142.64 | — | — | 4 |
| Oct 2025 | 2 | $75.0M | 170.41 | — | — | 10 |
| Sep 2025 | 2 | $38.7M | 145.85 | — | — | 18 |
| Aug 2025 | 2 | $28.5M | 127.21 | — | — | 5 |
| Jul 2025 | 2 | $119.8M | 123.44 | — | — | 17 |
Who holds the debt
Fund series in their latest quarterly N-PORT report, largest first, with the change in face value against each fund's own previous report. Names as reported in the filings. 8 added, 6 cut, 5 new holders and 6 exits in the latest quarter.
| Fund series | Report | Face value | Value | Change in face value |
|---|---|---|---|---|
| iShares Convertible Bond ETF iShares Trust | 2026-07-31 | $22.8M | $36.4M | $4.2M |
| State Street(R) SPDR(R) Bloomberg Convertible Securities ETF SPDR SERIES TRUST | 2026-06-30 | $16.0M | $29.9M | $2.8M |
| Fidelity Convertible Securities Fund Fidelity Financial Trust | 2026-05-31 | $7.1M | $13.7M | $0 |
| Fidelity Strategic Dividend and Income Fund Fidelity Salem Street Trust | 2026-05-31 | $2.6M | $5.1M | -$315K |
| JNL Multi-Manager Alternative Fund JNL Series Trust | 2026-06-30 | $2.5M | $4.8M | $75K |
| Lord Abbett High Yield Fund LORD ABBETT INVESTMENT TRUST | 2026-05-31 | $1.6M | $4.0M | new |
| BlackRock Strategic Income Opportunities Portfolio BlackRock Funds V | 2026-06-30 | $2.1M | $3.0M | $0 |
| Putnam Convertible Securities Fund | 2026-07-31 | $2.4M | $3.0M | $350K |
| Advent Convertible & Income Fund ADVENT CONVERTIBLE & INCOME FUND | 2026-07-31 | $2.2M | $2.7M | -$443K |
| Franklin Alternative Strategies Fund Franklin Alternative Strategies Funds | 2026-05-29 | $925K | $2.0M | $98K |
| Empower High Yield Bond Fund EMPOWER FUNDS, INC. | 2026-06-30 | $1.0M | $1.5M | $330K |
| WESTWOOD ALTERNATIVE INCOME FUND Ultimus Managers Trust | 2026-07-31 | $700K | $1.4M | $0 |
| BlackRock Global Allocation Fund, Inc. | 2026-07-31 | $894K | $1.1M | $0 |
| BlackRock Total Return Fund BlackRock Bond Fund, Inc. | 2026-06-30 | $546K | $767K | $0 |
| PACE Alternative Strategies Investments PACE SELECT ADVISORS TRUST | 2026-07-31 | $359K | $617K | -$641K |
| Digital Asset Debt Strategy ETF Tidal Trust I | 2026-05-31 | $217K | $559K | $25K |
| First Trust SSI Strategic Convertible Securities ETF First Trust Exchange-Traded Fund IV | 2026-07-31 | $420K | $527K | -$190K |
| BlackRock Capital Allocation Term Trust | 2026-06-30 | $281K | $395K | $0 |
| 1290 VT Convertible Securities Portfolio EQ Advisors Trust | 2026-06-30 | $203K | $370K | $0 |
| THRIVENT CONSERVATIVE ALLOCATION FUND Thrivent Mutual Funds | 2026-06-30 | $181K | $334K | new |
| BlackRock Global Allocation V.I. Fund BlackRock Variable Series Funds, Inc. | 2026-06-30 | $226K | $318K | $0 |
| THRIVENT MULTISECTOR BOND FUND Thrivent Mutual Funds | 2026-07-31 | $160K | $260K | -$37K |
| Putnam Diversified Income Trust | 2026-06-30 | $184K | $260K | $0 |
| THRIVENT CONSERVATIVE ALLOCATION PORTFOLIO Thrivent Series Fund, Inc. | 2026-06-30 | $113K | $208K | new |
| JNL/BlackRock Global Allocation Fund JNL Series Trust | 2026-06-30 | $145K | $202K | $0 |
Largest exits in the latest quarter (fund held the bonds in its previous report, none now): Lord Abbett Convertible Fund ($7.0M), Invesco Convertible Securities Fund ($1.2M), Defensive Market Strategies Fund ($649K), Lazard Enhanced Opportunities Portfolio ($245K), Opportunistic Fixed Income Fund ($10K), Opportunistic Fixed Income Trust ($6K).
ETFs holding these bonds
From each ETF's own latest N-PORT report: the issuer's bonds as a share of the ETF's net assets. A holdings list, not a recommendation.
| ETF | Report | Bonds | Face value | Value | % of net assets |
|---|---|---|---|---|---|
| ICVT iShares Convertible Bond ETF | 2026-07-31 | 2 | $22.8M | $36.4M | 0.51% |
| CWB State Street(R) SPDR(R) Bloomberg Convertible Securities ETF | 2026-06-30 | 2 | $16.0M | $29.9M | 0.48% |
| DADS Digital Asset Debt Strategy ETF | 2026-05-31 | 1 | $217K | $559K | 5.75% |
| FCVT First Trust SSI Strategic Convertible Securities ETF | 2026-07-31 | 1 | $420K | $527K | 0.52% |
Default risk, three ways
Stock market: distance-to-default
Distance-to-default 2.05: safer than 14% of companies (14th percentile in Technology). Market-implied, prices to 2026-10-15, balance sheet 2026-06-30.
| Equity value | $4.43B |
| Debt barrier (short-term + ½ long-term debt) | $2.15B |
| Equity volatility (1 year) | 72.6% |
| Asset value / asset volatility (solved) | $6.48B / 49.9% |
| Risk-free rate (1-year Treasury) | 4.28% |
Bond market: priced-in odds
No US-dollar bond with a yield to compute it from.
Accounts: Altman Z
Altman Z'' = -5.99 (latest balance sheet). A fundamentals cross-check; see methods for the variant used.
Sources: fund holdings and fund-reported marks from SEC Form N-PORT (published about 60 days after each month-end); 13F filings; House and Senate periodic transaction reports and OGE Form 278-T; Treasury yields from FRED. Findings from filings, not advice. How each number is computed.