Immunocore Holdings plc bonds IMCR
Who owns Immunocore Holdings plc'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. IMCR 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 |
|---|---|---|---|---|---|---|---|---|---|
| 45258DAB1 convertible | 2.5% fixed | 2030-02-01 | USD | 92.27 | — | — | 9 | $32.0M | 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 | 1 | $32.0M | 92.27 | — | — | 9 |
| Jun 2026 | 1 | $19.6M | 90.66 | — | — | 8 |
| May 2026 | 1 | $215K | 89.69 | — | — | 1 |
| Apr 2026 | 1 | $31.9M | 89.39 | — | — | 10 |
| Mar 2026 | 1 | $20.7M | 90.13 | — | — | 8 |
| Feb 2026 | 1 | $218K | 90.69 | — | — | 1 |
| Jan 2026 | 1 | $31.7M | 90.17 | — | — | 8 |
| Dec 2025 | 1 | $21.0M | 90.44 | — | — | 8 |
| Nov 2025 | 1 | $220K | 91.62 | — | — | 1 |
| Oct 2025 | 1 | $30.1M | 88.52 | — | — | 10 |
| Sep 2025 | 1 | $20.9M | 90.51 | — | — | 8 |
| Aug 2025 | 1 | $208K | 86.86 | — | — | 1 |
| Jul 2025 | 1 | $29.9M | 87.62 | — | — | 11 |
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. 1 added, 6 cut, 0 new holders and 1 exits in the latest quarter.
| Fund series | Report | Face value | Value | Change in face value |
|---|---|---|---|---|
| Franklin Convertible Securities Fund Franklin Investors Securities Trust | 2026-07-31 | $20.0M | $18.5M | $0 |
| T. Rowe Price Health Sciences Fund, Inc. T. ROWE PRICE HEALTH SCIENCES FUND, INC. | 2026-06-30 | $14.3M | $12.9M | -$1.2M |
| iShares Convertible Bond ETF iShares Trust | 2026-07-31 | $8.2M | $7.5M | $1.8M |
| State Street(R) SPDR(R) Bloomberg Convertible Securities ETF SPDR SERIES TRUST | 2026-06-30 | $5.0M | $4.5M | $0 |
| Miller Market Neutral Income Fund Miller Investment Trust | 2026-07-31 | $2.2M | $2.1M | $0 |
| THE HARTFORD STRATEGIC INCOME FUND HARTFORD MUTUAL FUNDS, INC | 2026-07-31 | $2.2M | $2.0M | -$2.2M |
| KKR Income Opportunities Fund | 2026-07-31 | $1.6M | $1.5M | -$25K |
| T. Rowe Price Health Sciences Portfolio T. ROWE PRICE EQUITY SERIES, INC. | 2026-06-30 | $739K | $670K | $0 |
| T. Rowe Price Dynamic Credit Fund T. ROWE PRICE INTERNATIONAL FUNDS, INC. | 2026-06-30 | $553K | $502K | $0 |
| Mercer Opportunistic Fixed Income Fund Mercer Funds | 2026-06-30 | $400K | $368K | -$175K |
| Opportunistic Fixed Income Trust John Hancock Variable Insurance Trust | 2026-06-30 | $305K | $279K | $0 |
| Health Sciences Trust John Hancock Variable Insurance Trust | 2026-06-30 | $277K | $253K | $0 |
| Opportunistic Fixed Income Fund John Hancock Funds II | 2026-05-31 | $240K | $215K | $0 |
| Hartford Multi-Asset Income Fund HARTFORD MUTUAL FUNDS, INC | 2026-07-31 | $185K | $170K | -$200K |
| Hartford Strategic Income ETF Hartford Funds Exchange-Traded Trust | 2026-07-31 | $179K | $165K | -$100K |
| Multi-Asset Strategy Fund RUSSELL INVESTMENT CO | 2026-07-31 | $95K | $87K | $0 |
| 1290 VT Convertible Securities Portfolio EQ Advisors Trust | 2026-06-30 | $70K | $64K | $0 |
| Multi-Strategy Income Fund RUSSELL INVESTMENT CO | 2026-07-31 | $58K | $53K | $0 |
| THE HARTFORD INFLATION PLUS FUND HARTFORD MUTUAL FUNDS, INC | 2026-07-31 | $0 | $0 | -$280K |
Largest exits in the latest quarter (fund held the bonds in its previous report, none now): THE HARTFORD INFLATION PLUS FUND ($280K).
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.
Default risk, three ways
Stock market: distance-to-default
Distance-to-default 6.76: safer than 64% of companies (60th percentile in Healthcare). Market-implied, prices to 2026-10-16, balance sheet 2026-06-30.
| Equity value | $1.54B |
| Debt barrier (short-term + ½ long-term debt) | $197.1M |
| Equity volatility (1 year) | 35.9% |
| Asset value / asset volatility (solved) | $1.72B / 32.0% |
| 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'' = 3.10 (latest balance sheet). A fundamentals cross-check; see methods for the variant used.
The stock side: 13F filings
What institutions report holding in IMCR'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 | 6 | $4.6M | 0 | — | 0 | — | 0 |
| 2026-06-30 | 132 | $1.59B | 7 | $18.5M | 6 | $6.1M | 26 |
| 2026-03-31 | 136 | $1.48B | 7 | $49.7M | 6 | $6.0M | 22 |
| 2025-12-31 | 143 | $1.53B | 6 | $3.2M | 5 | $4.6M | 23 |
| 2025-09-30 | 126 | $1.48B | 7 | $63.0M | 5 | $11.7M | 27 |
| 2025-06-30 | 125 | $1.23B | 8 | $36.6M | 5 | $9.2M | 25 |
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.