Fair Isaac Corporation bonds FICO
Who owns Fair Isaac Corporation'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. FICO 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 |
|---|---|---|---|---|---|---|---|---|---|
| 303250AF1 | 4% fixed | 2028-06-15 | USD | 96.76 | 5.85% | 165 bp | 45 | $77.1M | Jul 2026 |
| 303250AG9 | 6% fixed | 2033-05-15 | USD | 96.82 | 6.59% | 214 bp | 62 | $210.4M | Jul 2026 |
| 303250AJ3 | 6.25% fixed | 2034-09-15 | USD | 96.61 | 6.80% | 228 bp | 44 | $71.4M | Jul 2026 |
Spread history
Median spread of the US-dollar bonds over Treasuries, month-ends with complete filings. Fund-reported.
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 | 3 | $359.0M | 96.76 | 6.59% | 214 bp | 62 |
| Jun 2026 | 3 | $745.1M | 98.49 | 6.27% | 195 bp | 113 |
| May 2026 | 3 | $258.3M | 99.03 | 6.17% | 187 bp | 43 |
| Apr 2026 | 3 | $391.5M | 98.44 | 6.24% | 211 bp | 68 |
| Mar 2026 | 3 | $781.2M | 98.14 | 6.33% | 228 bp | 123 |
| Feb 2026 | 3 | $147.0M | 100.10 | 5.40% | 170 bp | 41 |
| Jan 2026 | 3 | $343.9M | 99.93 | 5.21% | 142 bp | 79 |
| Dec 2025 | 3 | $787.3M | 100.17 | 5.01% | 129 bp | 134 |
| Nov 2025 | 3 | $165.9M | 100.48 | 5.06% | 133 bp | 55 |
| Oct 2025 | 3 | $329.5M | 100.19 | 5.25% | 155 bp | 80 |
| Sep 2025 | 3 | $779.4M | 100.07 | 5.42% | 169 bp | 130 |
| Aug 2025 | 3 | $168.0M | 100.16 | 5.36% | 150 bp | 58 |
| Jul 2025 | 3 | $300.2M | 99.85 | 5.59% | 156 bp | 73 |
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. 77 added, 81 cut, 34 new holders and 31 exits in the latest quarter.
| Fund series | Report | Face value | Value | Change in face value |
|---|---|---|---|---|
| American High Income Trust | 2026-06-30 | $140.8M | $138.4M | $0 |
| Income Fund of America | 2026-07-31 | $70.3M | $68.1M | $18.9M |
| iShares Broad USD High Yield Corporate Bond ETF iShares Trust | 2026-07-31 | $68.1M | $65.9M | $5.9M |
| BlackRock High Yield Portfolio BlackRock Funds V | 2026-06-30 | $59.0M | $58.0M | -$12.4M |
| T. Rowe Price Capital Appreciation Fund T. ROWE PRICE CAPITAL APPRECIATION FUND, INC. | 2026-06-30 | $46.8M | $46.0M | $0 |
| iShares iBoxx $ High Yield Corporate Bond ETF iShares Trust | 2026-05-31 | $46.1M | $45.5M | $12.9M |
| Thornburg Strategic Income Fund THORNBURG INVESTMENT TRUST | 2026-06-30 | $38.1M | $37.3M | $0 |
| Bond Fund John Hancock Sovereign Bond Fund | 2026-05-31 | $36.2M | $35.9M | new |
| BrandywineGLOBAL - HIGH YIELD FUND Legg Mason Partners Investment Trust | 2026-06-30 | $30.0M | $29.6M | -$438K |
| PIMCO High Yield Fund PIMCO FUNDS | 2026-06-30 | $29.3M | $28.8M | $19.6M |
| NYLIM MacKay High Yield Corporate Bond Fund NYLIM FUNDS | 2026-07-31 | $27.2M | $26.4M | $0 |
| Guggenheim Total Return Bond Fund Guggenheim Funds Trust | 2026-06-30 | $24.5M | $24.1M | -$6.6M |
| BrandywineGLOBAL - CORPORATE CREDIT FUND Legg Mason Partners Investment Trust | 2026-06-30 | $24.0M | $23.7M | -$15.4M |
| State Street(R) SPDR(R) Portfolio High Yield Bond ETF SPDR SERIES TRUST | 2026-06-30 | $22.6M | $22.2M | -$2.0M |
| PGIM Short Duration High Yield Income Fund Prudential Investment Portfolios, Inc. 15 | 2026-05-29 | $21.8M | $21.4M | $6.6M |
| Goldman Sachs High Yield Fund GOLDMAN SACHS TRUST | 2026-06-30 | $21.6M | $21.3M | $1.1M |
| Thornburg Investment Income Builder Fund THORNBURG INVESTMENT TRUST | 2026-06-30 | $20.2M | $19.7M | $0 |
| Loomis Sayles Investment Grade Bond Fund LOOMIS SAYLES FUNDS II | 2026-06-30 | $18.8M | $18.6M | $0 |
| Guggenheim Macro Opportunities Fund Guggenheim Funds Trust | 2026-06-30 | $18.2M | $17.9M | -$5.0M |
| First Trust Tactical High Yield ETF First Trust Exchange-Traded Fund IV | 2026-07-31 | $17.8M | $17.3M | $0 |
| State Street(R) SPDR(R) Bloomberg High Yield Bond ETF SPDR SERIES TRUST | 2026-06-30 | $15.4M | $15.2M | -$622K |
| First Trust Smith Opportunistic Fixed Income ETF First Trust Exchange-Traded Fund VIII | 2026-05-31 | $14.0M | $13.9M | $5.1M |
| American Funds Multi-Sector Income Fund | 2026-06-30 | $14.0M | $13.8M | $0 |
| First Trust Smith Unconstrained Bond ETF First Trust Exchange-Traded Fund VIII | 2026-05-31 | $12.6M | $12.5M | $4.8M |
| PGIM High Yield Fund Prudential Investment Portfolios, Inc. 15 | 2026-05-29 | $12.7M | $12.5M | new |
Largest exits in the latest quarter (fund held the bonds in its previous report, none now): VANGUARD HIGH-YIELD CORPORATE FUND ($26.2M), Invesco BulletShares 2026 High Yield Corporate Bond ETF ($9.5M), VANGUARD STAR CORE-PLUS BOND FUND ($3.1M), Transamerica Bond ($2.6M), Transamerica Aegon Bond VP ($2.1M), Transamerica Core Bond ($1.9M), Transamerica Aegon Core Bond VP ($1.6M), Palmer Square Income Plus Fund ($1.5M), Franklin BSP Lending Fund ($1.5M), Destinations Low Duration Fixed Income Fund ($1.1M).
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 |
|---|---|---|---|---|---|
| USHY iShares Broad USD High Yield Corporate Bond ETF | 2026-07-31 | 3 | $68.1M | $65.9M | 0.23% |
| HYG iShares iBoxx $ High Yield Corporate Bond ETF | 2026-05-31 | 3 | $46.1M | $45.5M | 0.28% |
| SPHY State Street(R) SPDR(R) Portfolio High Yield Bond ETF | 2026-06-30 | 3 | $22.6M | $22.2M | 0.20% |
| HYLS First Trust Tactical High Yield ETF | 2026-07-31 | 1 | $17.8M | $17.3M | 1.07% |
| JNK State Street(R) SPDR(R) Bloomberg High Yield Bond ETF | 2026-06-30 | 2 | $15.4M | $15.2M | 0.21% |
| FIXD First Trust Smith Opportunistic Fixed Income ETF | 2026-05-31 | 2 | $14.0M | $13.9M | 0.42% |
| UCON First Trust Smith Unconstrained Bond ETF | 2026-05-31 | 2 | $12.6M | $12.5M | 0.38% |
| HYDB iShares High Yield Systematic Bond ETF | 2026-05-31 | 1 | $12.3M | $12.2M | 0.75% |
| HYLB Xtrackers USD High Yield Corporate Bond ETF | 2026-05-29 | 3 | $10.2M | $10.1M | 0.29% |
| FSIG First Trust Limited Duration Investment Grade Corporate ETF | 2026-07-31 | 1 | $9.0M | $8.7M | 0.58% |
| SHYG iShares 0-5 Year High Yield Corporate Bond ETF | 2026-07-31 | 1 | $8.1M | $7.8M | 0.10% |
| BHYB Xtrackers USD High Yield BB-B ex Financials ETF | 2026-05-31 | 3 | $6.7M | $6.6M | 0.28% |
| CGMS Capital Group U.S. Multi-Sector Income ETF | 2026-06-30 | 1 | $6.6M | $6.5M | 0.12% |
| SMTH ALPS | Smith Core Plus Bond ETF | 2026-05-31 | 1 | $6.1M | $6.0M | 0.22% |
| SCYB Schwab High Yield Bond ETF | 2026-05-31 | 3 | $6.0M | $6.0M | 0.23% |
Default risk, three ways
Stock market: distance-to-default
Distance-to-default 3.20: safer than 27% of companies (25th percentile in Technology). Market-implied, prices to 2026-10-16, balance sheet 2026-06-30.
| Equity value | $16.89B |
| Debt barrier (short-term + ½ long-term debt) | $2.94B |
| Equity volatility (1 year) | 65.3% |
| Asset value / asset volatility (solved) | $19.71B / 55.9% |
| Risk-free rate (1-year Treasury) | 4.28% |
Bond market: priced-in odds
A 214 bp spread prices in about 3.6% a year of default odds (spread ÷ (1 − 40% recovery)). Fund-reported marks as of Jul 2026; the spread also pays for liquidity and risk premium, so this overstates actual defaults.
Accounts: Altman Z
Altman Z'' = 12.21 (latest balance sheet). A fundamentals cross-check; see methods for the variant used.
The stock side: 13F filings
What institutions report holding in FICO's stock and options. Options are reported at the value of the underlying shares, not the premium paid; 13F lists long positions only, lags 45 days after quarter-end, and does not show whether puts hedge a stock position.
| Quarter-end | Stock holders | Stock value | Put managers | Puts (underlying value) | Call managers | Calls (underlying value) | Convertible holders |
|---|---|---|---|---|---|---|---|
| 2026-09-30 filings still arriving | 75 | $129.4M | 0 | — | 2 | $885K | 0 |
| 2026-06-30 | 837 | $25.44B | 23 | $614.5M | 20 | $710.4M | 0 |
| 2026-03-31 | 840 | $19.04B | 18 | $515.2M | 21 | $689.5M | 0 |
| 2025-12-31 | 972 | $35.05B | 16 | $470.7M | 15 | $515.8M | 1 |
| 2025-09-30 | 931 | $30.53B | 21 | $555.7M | 26 | $652.1M | 1 |
| 2025-06-30 | 1,005 | $36.58B | 19 | $710.8M | 21 | $512.1M | 1 |
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.