Prospect Capital Corporation bonds PBY
Who owns Prospect Capital 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. PBY 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 |
|---|---|---|---|---|---|---|---|---|---|
| 74348TAV4 | 3.36% fixed | 2026-11-15 | USD | 98.45 | 8.84% | 509 bp | 2 | $8.4M | Jul 2026 |
| 74348TAW2 | 3.44% fixed | 2028-10-15 | USD | 93.69 | 6.56% | 233 bp | 14 | $31.3M | 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 | 2 | $39.8M | 96.07 | 6.56% | 233 bp | 14 |
| Jun 2026 | 2 | $5.1M | 96.15 | 6.37% | 225 bp | 9 |
| May 2026 | 1 | $566K | 92.56 | 6.89% | 288 bp | 2 |
| Apr 2026 | 2 | $38.0M | 93.39 | 8.49% | 468 bp | 16 |
| Mar 2026 | 2 | $4.8M | 92.43 | 8.97% | 525 bp | 7 |
| Feb 2026 | 1 | $4.8M | 88.58 | 8.37% | 487 bp | 4 |
| Jan 2026 | 2 | $44.5M | 93.40 | 8.07% | 448 bp | 16 |
| Dec 2025 | 2 | $3.1M | 93.34 | 8.06% | 452 bp | 8 |
| Nov 2025 | 2 | $1.5M | 92.77 | 7.82% | 426 bp | 4 |
| Oct 2025 | 2 | $67.2M | 93.46 | 6.86% | 330 bp | 16 |
| Sep 2025 | 2 | $10.8M | 93.28 | 6.82% | 322 bp | 10 |
| Aug 2025 | 2 | $3.6M | 93.24 | 6.80% | 304 bp | 5 |
| Jul 2025 | 2 | $65.2M | 93.14 | 6.76% | 283 bp | 14 |
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. 10 added, 7 cut, 1 new holders and 4 exits in the latest quarter.
| Fund series | Report | Face value | Value | Change in face value |
|---|---|---|---|---|
| VanEck Fallen Angel High Yield Bond ETF VanEck ETF Trust | 2026-07-31 | $12.6M | $11.8M | -$900K |
| iShares iBonds 2026 Term High Yield and Income ETF iShares Trust | 2026-07-31 | $8.3M | $8.1M | -$487K |
| iShares Fallen Angels USD Bond ETF iShares Trust | 2026-07-31 | $8.3M | $7.8M | -$700K |
| iShares Broad USD High Yield Corporate Bond ETF iShares Trust | 2026-07-31 | $5.9M | $5.5M | $744K |
| Catalyst/SMH High Income Fund MUTUAL FUND SERIES TRUST | 2026-06-30 | $4.0M | $3.8M | $500K |
| FlexShares High Yield Value - Scored Bond Index Fund FlexShares Trust | 2026-07-31 | $1.2M | $1.1M | $1.2M |
| Nuveen High Yield Corporate Bond ETF NuShares ETF Trust | 2026-07-31 | $1.2M | $1.1M | $835K |
| Opportunistic Credit Fund RUSSELL INVESTMENT CO | 2026-07-31 | $1.0M | $963K | $168K |
| iShares iBonds 2028 Term High Yield and Income ETF iShares Trust | 2026-07-31 | $881K | $825K | $40K |
| Strategic Bond Fund RUSSELL INVESTMENT CO | 2026-07-31 | $753K | $705K | $0 |
| Hilton BDC Corporate Bond ETF Tidal Trust II | 2026-07-31 | $659K | $635K | $23K |
| Invesco High Yield Systematic Bond ETF Invesco Actively Managed Exchange-Traded Fund Trust | 2026-07-31 | $590K | $553K | $0 |
| State Street(R) SPDR(R) Portfolio High Yield Bond ETF SPDR SERIES TRUST | 2026-06-30 | $502K | $472K | -$656K |
| Schwab High Yield Bond ETF SCHWAB STRATEGIC TRUST | 2026-05-31 | $497K | $460K | -$125K |
| Strategic Bond Fund RUSSELL INVESTMENT FUNDS | 2026-06-30 | $325K | $306K | -$10K |
| iShares Core Universal USD Bond ETF iShares Trust | 2026-07-31 | $300K | $281K | -$455K |
| PD High Yield Bond Market Portfolio PACIFIC SELECT FUND | 2026-06-30 | $171K | $161K | $0 |
| Six Circles Credit Opportunities Fund SIX CIRCLES TRUST | 2026-06-30 | $163K | $153K | $49K |
| iMGP Low Duration Income Fund LITMAN GREGORY FUNDS TRUST | 2026-06-30 | $154K | $144K | $0 |
| iShares BB Rated Corporate Bond ETF iShares Trust | 2026-07-31 | $137K | $128K | $0 |
| iShares Core 1-5 Year USD Bond ETF iShares Trust | 2026-07-31 | $120K | $112K | $0 |
| JPMorgan BetaBuilders USD High Yield Corporate Bond ETF J.P. Morgan Exchange-Traded Fund Trust | 2026-05-31 | $114K | $106K | new |
| BNY Mellon High Yield ETF BNY Mellon ETF Trust | 2026-07-31 | $105K | $98K | $8K |
| John Hancock High Yield ETF John Hancock Exchange-Traded Fund Trust | 2026-06-30 | $60K | $59K | $24K |
| Russell Investments Core Plus Bond ETF Russell Investments Exchange Traded Funds | 2026-06-30 | $53K | $50K | first report |
Largest exits in the latest quarter (fund held the bonds in its previous report, none now): Invesco Bloomberg Enhanced Fallen Angels ETF ($4.6M), BondBloxx BB Rated USD High Yield Corporate Bond ETF ($155K), Destinations Global Fixed Income Opportunities Fund ($150K), Goldman Sachs Access High Yield Corporate Bond ETF ($114K).
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 |
|---|---|---|---|---|---|
| ANGL VanEck Fallen Angel High Yield Bond ETF | 2026-07-31 | 1 | $12.6M | $11.8M | 0.39% |
| IBHF iShares iBonds 2026 Term High Yield and Income ETF | 2026-07-31 | 1 | $8.3M | $8.1M | 1.00% |
| FALN iShares Fallen Angels USD Bond ETF | 2026-07-31 | 1 | $8.3M | $7.8M | 0.48% |
| USHY iShares Broad USD High Yield Corporate Bond ETF | 2026-07-31 | 1 | $5.9M | $5.5M | 0.02% |
| HYGV FlexShares High Yield Value - Scored Bond Index Fund | 2026-07-31 | 1 | $1.2M | $1.1M | 0.10% |
| IBHH iShares iBonds 2028 Term High Yield and Income ETF | 2026-07-31 | 1 | $881K | $825K | 0.18% |
| GTOQ Invesco High Yield Systematic Bond ETF | 2026-07-31 | 1 | $590K | $553K | 0.31% |
| SPHY State Street(R) SPDR(R) Portfolio High Yield Bond ETF | 2026-06-30 | 1 | $502K | $472K | 0.00% |
| SCYB Schwab High Yield Bond ETF | 2026-05-31 | 1 | $497K | $460K | 0.02% |
| IUSB iShares Core Universal USD Bond ETF | 2026-07-31 | 1 | $300K | $281K | 0.00% |
| HYBB iShares BB Rated Corporate Bond ETF | 2026-07-31 | 1 | $137K | $128K | 0.03% |
| ISTB iShares Core 1-5 Year USD Bond ETF | 2026-07-31 | 1 | $120K | $112K | 0.00% |
| BBHY JPMorgan BetaBuilders USD High Yield Corporate Bond ETF | 2026-05-31 | 1 | $114K | $106K | 0.02% |
| BKHY BNY Mellon High Yield ETF | 2026-07-31 | 1 | $105K | $98K | 0.06% |
| JHHY John Hancock High Yield ETF | 2026-06-30 | 1 | $60K | $59K | 0.07% |
Default risk, three ways
Stock market: distance-to-default
No stock-market measure for this issuer.
Bond market: priced-in odds
A 233 bp spread prices in about 3.9% 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
Not available.
The stock side: 13F filings
What institutions report holding in PBY'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 | 23 | $7.1M | 0 | — | 0 | — | 0 |
| 2026-06-30 | 202 | $206.7M | 6 | $7.9M | 6 | $2.4M | 0 |
| 2026-03-31 | 212 | $205.3M | 6 | $5.0M | 5 | $2.4M | 0 |
| 2025-12-31 | 220 | $189.7M | 6 | $4.6M | 4 | $1.0M | 0 |
| 2025-09-30 | 224 | $196.2M | 6 | $19.4M | 5 | $598K | 0 |
| 2025-06-30 | 216 | $174.8M | 7 | $8.1M | 6 | $1.0M | 0 |
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.