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
THORNBURG MORTGAGEMVRCOV0.00%N/AUS4.89%
MASHANTUCKET WEST PEQUOTMVRCOV7.35%N/AUS5.06%
EXCO RESOURCES INCMVRCOV7.50%N/AUS1.02%
IHEARTCOMMUNICATIONS INCMVRCOV9.00%N/AUS4.51%
IHEARTCOMMUNICATIONS INCMVRCOV9.00%N/AUS3.96%
IHEARTCOMMUNICATIONS INCMVRCOV11.25%N/AUS1.48%
PHI INCMVRCOV5.25%N/AUS2.68%
WINDSTREAM CORPMVRCOV6.38%N/AUS1.11%
BON-TON DEPT STORESMVRCOV8.00%N/AUS0.24%
PARKER DRILLING COMVRCOV6.75%N/AUS0.00%
ROLTA AMERICAS LLCMVRCOV8.88%N/AUS2.72%
IHEARTCOMMUNICATIONS INCMVRCOV9.00%N/AUS2.58%
IHEARTCOMMUNICATIONS INCMVRCOV10.63%N/AUS2.45%
HEARTCOMMUNICMVRCOV9.00%N/AUS1.19%
HEARTCOMMUNICMVRCOV7.25%N/AUS0.10%
GIBSON BRANDS INCMVRCOV8.88%N/AUS2.33%
ROLTA LLCMVRCOV0.00%N/AUS0.77%
FIRSTENERGY SOLUTIONS COMVRCOV6.05%N/AUS9.16%
BRUCE MANSFLD UNIT 1-07MVRCOV6.85%N/AUS1.90%
FIRSTENERGY SOLUTIONMVRCOV6.80%N/AUS9.99%
IHEARTCOMMUNICATIONS INCMVRCOV11.25%N/AUS1.01%
SPANISH BROADCASTING SYSTEM INMVRCOV12.50%N/AUS1.92%
WINDSTREAM SRVC / FINMVRCOV6.38%N/AUS0.82%
WINDSTREAM SRVC / FINMVRCOV8.75%N/AUS0.25%
BUFFALO THUNDER DEV AUTHMVRCOV11.00%N/AUS0.44%
IHEARTCOMMUNICATIONS INCMVRCOV6.88%N/AUS0.06%
IHEARTCOMMUNICATIONS INCMVRCOV12.00%N/AUS0.24%
IHEARTCOMMUNICATIONS INCMVRCOV12.00%N/AUS0.81%
WINDSTREAM SRVC / FINMVRCOV10.50%N/AUS3.13%
WINDSTREAM SRVC / FINMVRCOV9.00%N/AUS5.83%
NRG REMA LLCMVRCOV9.68%N/AUS1.36%
PARKER DRILLING COMVRCOV7.50%N/AUS0.00%
PACIFIC GAS & ELECTRIC COMVRCOV3.50%N/AUS0.86%
PACIFIC GAS & ELECTRICMVRCOV4.25%N/AUS0.33%
PACIFIC GAS & ELECTRICMVRCOV6.05%N/AUS3.53%
PACIFIC GAS & ELECTRICMVRCOV5.80%N/AUS1.09%
PACIFIC GAS & ELECTRICMVRCOV6.35%N/AUS0.47%
PACIFIC GAS & ELECTRICMVRCOV6.25%N/AUS0.64%
PACIFIC GAS & ELECTRICMVRCOV5.40%N/AUS0.91%
PACIFIC GAS & ELECTRICMVRCOV3.25%N/AUS0.27%
PACIFIC GAS & ELECTRICMVRCOV4.50%N/AUS0.26%
PACIFIC GAS & ELECTRICMVRCOV4.45%N/AUS0.41%
PACIFIC GAS & ELECTRICMVRCOV3.75%N/AUS0.34%
PACIFIC GAS & ELECTRICMVRCOV2.45%N/AUS0.42%
PACIFIC GAS & ELECTRICMVRCOV3.25%N/AUS0.40%
PACIFIC GAS & ELECTRIC COMVRCOV4.60%N/AUS0.39%
PACIFIC GAS & ELECTRICMVRCOV3.85%N/AUS0.32%
PACIFIC GAS & ELECTRICMVRCOV5.13%N/AUS0.54%
PACIFIC GAS & ELECTRICMVRCOV3.75%N/AUS0.48%
PACIFIC GAS & ELECTRICMVRCOV4.75%N/AUS0.72%
Items 1-50 of total 63
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