MVIS Altman North America Defaulted Bond Index

The modified market cap-weighted index covers the U.S. And Canada defaulted bond market and is derived from the MVIS Altman North America Defaulted & Distressed Bond Index (MVRCOV) which tracks the performance of the U.S. And Canada defaulted and distressed bond market with bonds denominated in USD. To be included in the MVIS Altman North America Defaulted Bond Index (MVRCDE) bonds have to be incorporated and domiciled in the United States or Canada.

Components

The MVIS Altman North America Defaulted Bond Index counts currently 63 components. The full list of the components with the respective weights is available below.

Items 1-50 of total 63
ComponentSub IndexCouponMaturityCountryWeight
FIRSTENERGY SOLUTIONMVRCOV6.80%N/AUS9.99%
FIRSTENERGY SOLUTIONS COMVRCOV6.05%N/AUS9.16%
WINDSTREAM SRVC / FINMVRCOV8.63%N/AUS6.41%
WINDSTREAM SRVC / FINMVRCOV9.00%N/AUS5.83%
MASHANTUCKET WEST PEQUOTMVRCOV7.35%N/AUS5.06%
THORNBURG MORTGAGEMVRCOV0.00%N/AUS4.89%
IHEARTCOMMUNICATIONS INCMVRCOV9.00%N/AUS4.51%
IHEARTCOMMUNICATIONS INCMVRCOV9.00%N/AUS3.96%
PACIFIC GAS & ELECTRICMVRCOV6.05%N/AUS3.53%
WINDSTREAM SRVC / FINMVRCOV10.50%N/AUS3.13%
ROLTA AMERICAS LLCMVRCOV8.88%N/AUS2.72%
PHI INCMVRCOV5.25%N/AUS2.68%
IHEARTCOMMUNICATIONS INCMVRCOV9.00%N/AUS2.58%
IHEARTCOMMUNICATIONS INCMVRCOV10.63%N/AUS2.45%
GIBSON BRANDS INCMVRCOV8.88%N/AUS2.33%
SPANISH BROADCASTING SYSTEM INMVRCOV12.50%N/AUS1.92%
BRUCE MANSFLD UNIT 1-07MVRCOV6.85%N/AUS1.90%
IHEARTCOMMUNICATIONS INCMVRCOV11.25%N/AUS1.48%
NRG REMA LLCMVRCOV9.68%N/AUS1.36%
HEARTCOMMUNICMVRCOV9.00%N/AUS1.19%
PACIFIC GAS & ELECTRICMVRCOV3.30%N/AUS1.16%
WINDSTREAM CORPMVRCOV6.38%N/AUS1.11%
PACIFIC GAS & ELECTRICMVRCOV5.80%N/AUS1.09%
EXCO RESOURCES INCMVRCOV7.50%N/AUS1.02%
IHEARTCOMMUNICATIONS INCMVRCOV11.25%N/AUS1.01%
PACIFIC GAS & ELECTRICMVRCOV5.40%N/AUS0.91%
PACIFIC GAS & ELECTRIC COMVRCOV3.50%N/AUS0.86%
PACIFIC GAS & ELECTRICMVRCOV3.95%N/AUS0.83%
WINDSTREAM SRVC / FINMVRCOV6.38%N/AUS0.82%
IHEARTCOMMUNICATIONS INCMVRCOV12.00%N/AUS0.81%
ROLTA LLCMVRCOV0.00%N/AUS0.77%
PACIFIC GAS & ELECTRICMVRCOV4.75%N/AUS0.72%
PACIFIC GAS & ELECTRICMVRCOV6.25%N/AUS0.64%
WINDSTREAM HLDGS MIDWESTMVRCOV6.75%N/AUS0.64%
PACIFIC GAS & ELECTRICMVRCOV3.50%N/AUS0.64%
PACIFIC GAS & ELECTRICMVRCOV4.30%N/AUS0.62%
PACIFIC GAS & ELECTRICMVRCOV2.95%N/AUS0.61%
PACIFIC GAS & ELECTRICMVRCOV4.00%N/AUS0.59%
PACIFIC GAS & ELECTRICMVRCOV4.25%N/AUS0.55%
PACIFIC GAS & ELECTRICMVRCOV5.13%N/AUS0.54%
PACIFIC GAS & ELECTRICMVRCOV3.75%N/AUS0.48%
PACIFIC GAS & ELECTRICMVRCOV6.35%N/AUS0.47%
PACIFIC GAS & ELECTRICMVRCOV4.25%N/AUS0.46%
BUFFALO THUNDER DEV AUTHMVRCOV11.00%N/AUS0.44%
PACIFIC GAS & ELECTRICMVRCOV2.45%N/AUS0.42%
PACIFIC GAS & ELECTRICMVRCOV4.45%N/AUS0.41%
PACIFIC GAS & ELECTRICMVRCOV3.30%N/AUS0.41%
PACIFIC GAS & ELECTRICMVRCOV3.25%N/AUS0.40%
PACIFIC GAS & ELECTRIC COMVRCOV4.60%N/AUS0.39%
PACIFIC GAS & ELECTRICMVRCOV3.40%N/AUS0.37%
Items 1-50 of total 63
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