Ryoko-san's answer is not necessarily wrong. It's just that she doesn't seem to know the nuance of "happen to...", so allow me to show you another way to say this.
You can use the word: "心当たり" (kokoro atari). For instance, if you want to say: "I happen to know her phone number", you can say: "彼女の電話番号なら、心当たりがあるんだけど”. If you want it to be more polite, you can say: "......あるんですが”
But if you want to say: "I don't have any foreign friends", kokoro atari is not a good choice in that case, you probably want to follow what Ryoko-san wrote.
However, in my opinion, in Japanese, people don't usually say "happen to...". In a casual situation, one would simply likely to say something like:
PS: You probably shouldn't learn a language by translating a sentence to another, especially when it comes to two completely different languages like Japanese and English.