The E.W. Scripps Company bonds SSP
Who owns The E.W. Scripps Company'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. SSP 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 |
|---|---|---|---|---|---|---|---|---|---|
| 81105DAA3 | 3.875% fixed | 2029-01-15 | USD | 91.37 | 7.80% | 356 bp | 46 | $98.9M | Jul 2026 |
| 811054AH8 | 9.875% fixed | 2030-08-15 | USD | 87.79 | 13.92% | 963 bp | 42 | $75.0M | Jul 2026 |
| 81105DAB1 | 5.375% fixed | 2031-01-15 | USD | 58.31 | 19.92% | 1560 bp | 23 | $15.7M | 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 | $189.6M | 87.79 | 13.92% | 963 bp | 46 |
| Jun 2026 | 3 | $156.7M | 87.56 | 13.93% | 974 bp | 63 |
| May 2026 | 3 | $87.5M | 92.62 | 11.22% | 712 bp | 41 |
| Apr 2026 | 3 | $208.1M | 94.76 | 9.79% | 590 bp | 52 |
| Mar 2026 | 3 | $208.9M | 92.50 | 10.69% | 688 bp | 62 |
| Feb 2026 | 3 | $91.4M | 94.25 | 9.68% | 604 bp | 36 |
| Jan 2026 | 3 | $200.3M | 92.36 | 9.97% | 623 bp | 58 |
| Dec 2025 | 3 | $248.0M | 92.00 | 9.89% | 622 bp | 65 |
| Nov 2025 | 3 | $94.7M | 93.00 | 9.71% | 606 bp | 36 |
| Oct 2025 | 3 | $180.1M | 90.41 | 11.29% | 765 bp | 58 |
| Sep 2025 | 3 | $277.4M | 88.18 | 11.53% | 788 bp | 60 |
| Aug 2025 | 3 | $78.4M | 88.53 | 11.51% | 772 bp | 38 |
| Jul 2025 | 4 | $209.7M | 94.10 | 8.82% | 491 bp | 58 |
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. 58 added, 45 cut, 11 new holders and 15 exits in the latest quarter.
| Fund series | Report | Face value | Value | Change in face value |
|---|---|---|---|---|
| VANGUARD HIGH-YIELD CORPORATE FUND VANGUARD FIXED INCOME SECURITIES FUNDS | 2026-07-31 | $59.1M | $53.3M | $9.5M |
| iShares Broad USD High Yield Corporate Bond ETF iShares Trust | 2026-07-31 | $32.0M | $26.4M | $3.0M |
| Lord Abbett Credit Opportunities Fund | 2026-06-30 | $36.1M | $21.7M | -$5.0M |
| T. Rowe Price High Yield Fund, Inc. T. ROWE PRICE HIGH YIELD FUND, INC. | 2026-05-31 | $16.8M | $16.0M | -$570K |
| iShares iBoxx $ High Yield Corporate Bond ETF iShares Trust | 2026-05-31 | $16.4M | $15.4M | -$1.9M |
| Franklin High Income Fund Franklin High Income Trust | 2026-06-30 | $15.0M | $13.1M | $0 |
| iShares 0-5 Year High Yield Corporate Bond ETF iShares Trust | 2026-07-31 | $14.5M | $12.0M | $75K |
| State Street(R) SPDR(R) Portfolio High Yield Bond ETF SPDR SERIES TRUST | 2026-06-30 | $14.3M | $11.9M | $412K |
| High Yield Fund Principal Funds, Inc | 2026-07-31 | $12.3M | $11.2M | -$8.0M |
| Income Fund of America | 2026-07-31 | $12.0M | $11.0M | $0 |
| Lord Abbett Short Duration High Yield Fund LORD ABBETT TRUST I | 2026-07-31 | $12.3M | $9.0M | $0 |
| State Street(R) SPDR Bloomberg Short Term High Yield Bond ETF SPDR SERIES TRUST | 2026-06-30 | $10.5M | $8.7M | $277K |
| American High Income Trust | 2026-06-30 | $9.0M | $8.2M | $0 |
| RBC BlueBay High Yield Bond Fund RBC Funds Trust | 2026-06-30 | $8.0M | $7.2M | -$3.6M |
| PIMCO 0-5 Year High Yield Corporate Bond Index Exchange-Traded Fund PIMCO ETF Trust | 2026-06-30 | $8.1M | $6.6M | $48K |
| Nuveen High Yield Fund TIAA-CREF Funds | 2026-06-30 | $7.0M | $6.4M | $0 |
| Fidelity Series High Income Fund Fidelity Summer Street Trust | 2026-07-31 | $7.0M | $6.2M | $2.1M |
| State Street(R) SPDR(R) Bloomberg High Yield Bond ETF SPDR SERIES TRUST | 2026-06-30 | $6.6M | $5.8M | -$1.6M |
| Goldman Sachs Multi-Manager Non-Core Fixed Income Fund Goldman Sachs Trust II | 2026-07-31 | $6.0M | $5.4M | $815K |
| Franklin High Yield Corporate ETF Franklin Templeton ETF Trust | 2026-06-30 | $5.9M | $5.2M | $300K |
| Touchstone Funds Group Trust-Touchstone Ares Credit Opportunities Fund Touchstone Funds Group Trust | 2026-06-30 | $5.5M | $5.0M | $0 |
| T. Rowe Price Institutional Floating Rate Fund T. ROWE PRICE INSTITUTIONAL INCOME FUNDS, INC. | 2026-05-31 | $4.9M | $4.7M | new |
| High Yield Fixed Income Fund Northern Funds | 2026-06-30 | $4.9M | $4.3M | $0 |
| T. Rowe Price Institutional High Yield Fund T. ROWE PRICE INSTITUTIONAL INCOME FUNDS, INC. | 2026-05-31 | $4.4M | $4.2M | $0 |
| Putnam High Yield Fund | 2026-05-31 | $3.8M | $3.6M | -$445K |
Largest exits in the latest quarter (fund held the bonds in its previous report, none now): LORD ABBETT BOND DEBENTURE FUND INC ($22.7M), NYLI MacKay High Yield Corporate Bond Fund ($3.5M), NYLI MacKay Short Duration High Income Fund ($3.0M), T. Rowe Price Global High Income Bond Fund ($2.8M), Bond-Debenture Portfolio ($1.2M), WisdomTree U.S. High Yield Corporate Bond Fund ($1.0M), TCW METWEST HIGH YIELD BOND FUND ($594K), JPMorgan Short Duration Core Plus Fund ($565K), T. Rowe Price Short Duration Income Fund ($340K), MFS MULTIMARKET INCOME TRUST ($307K).
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 | $32.0M | $26.4M | 0.09% |
| HYG iShares iBoxx $ High Yield Corporate Bond ETF | 2026-05-31 | 2 | $16.4M | $15.4M | 0.10% |
| SHYG iShares 0-5 Year High Yield Corporate Bond ETF | 2026-07-31 | 3 | $14.5M | $12.0M | 0.16% |
| SPHY State Street(R) SPDR(R) Portfolio High Yield Bond ETF | 2026-06-30 | 3 | $14.3M | $11.9M | 0.11% |
| SJNK State Street(R) SPDR Bloomberg Short Term High Yield Bond ETF | 2026-06-30 | 2 | $10.5M | $8.7M | 0.18% |
| HYS PIMCO 0-5 Year High Yield Corporate Bond Index Exchange-Traded Fund | 2026-06-30 | 3 | $8.1M | $6.6M | 0.39% |
| JNK State Street(R) SPDR(R) Bloomberg High Yield Bond ETF | 2026-06-30 | 1 | $6.6M | $5.8M | 0.08% |
| FLHY Franklin High Yield Corporate ETF | 2026-06-30 | 1 | $5.9M | $5.2M | 0.44% |
| HYGV FlexShares High Yield Value - Scored Bond Index Fund | 2026-07-31 | 2 | $3.6M | $3.2M | 0.29% |
| SCYB Schwab High Yield Bond ETF | 2026-05-31 | 3 | $3.3M | $2.9M | 0.11% |
| XCCC BondBloxx CCC Rated USD High Yield Corporate Bond ETF | 2026-07-31 | 2 | $2.9M | $2.2M | 0.85% |
| HYLB Xtrackers USD High Yield Corporate Bond ETF | 2026-05-29 | 1 | $2.3M | $2.2M | 0.06% |
| IUSB iShares Core Universal USD Bond ETF | 2026-07-31 | 3 | $2.2M | $1.8M | 0.00% |
| HTRB Hartford Total Return Bond ETF | 2026-07-31 | 2 | $1.4M | $1.3M | 0.06% |
| FBND Fidelity Total Bond ETF | 2026-05-31 | 1 | $1.4M | $1.3M | 0.01% |
Default risk, three ways
Stock market: distance-to-default
Distance-to-default 1.12: safer than 8% of companies (11th percentile in Communication Services). Market-implied, prices to 2026-10-16, balance sheet 2026-06-30.
| Equity value | $217.2M |
| Debt barrier (short-term + ½ long-term debt) | $1.25B |
| Equity volatility (1 year) | 77.8% |
| Asset value / asset volatility (solved) | $1.40B / 13.5% |
| Risk-free rate (1-year Treasury) | 4.28% |
Bond market: priced-in odds
A 963 bp spread prices in about 16.0% 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'' = -3.12 (latest balance sheet). A fundamentals cross-check; see methods for the variant used.
The stock side: 13F filings
What institutions report holding in SSP'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 | 9 | $790K | 0 | — | 0 | — | 0 |
| 2026-06-30 | 146 | $151.1M | 3 | $192K | 5 | $367K | 0 |
| 2026-03-31 | 138 | $179.0M | 3 | $234K | 2 | $15K | 0 |
| 2025-12-31 | 134 | $206.3M | 3 | $255K | 2 | $101K | 1 |
| 2025-09-30 | 142 | $139.2M | 1 | $31K | 4 | $446K | 1 |
| 2025-06-30 | 138 | $155.8M | 3 | $76K | 5 | $1.2M | 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.