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%
ROLTA LLCMVRCOV0.00%N/AUS0.77%
PACIFIC GAS & ELECTRICMVRCOV2.45%N/AUS0.42%
PACIFIC GAS & ELECTRICMVRCOV2.95%N/AUS0.61%
PACIFIC GAS & ELECTRICMVRCOV3.25%N/AUS0.27%
PACIFIC GAS & ELECTRICMVRCOV3.25%N/AUS0.40%
PACIFIC GAS & ELECTRICMVRCOV3.30%N/AUS0.41%
PACIFIC GAS & ELECTRICMVRCOV3.30%N/AUS1.16%
PACIFIC GAS & ELECTRICMVRCOV3.40%N/AUS0.37%
PACIFIC GAS & ELECTRIC COMVRCOV3.50%N/AUS0.86%
PACIFIC GAS & ELECTRICMVRCOV3.50%N/AUS0.64%
PACIFIC GAS & ELECTRICMVRCOV3.75%N/AUS0.34%
PACIFIC GAS & ELECTRICMVRCOV3.75%N/AUS0.48%
PACIFIC GAS & ELECTRICMVRCOV3.85%N/AUS0.32%
PACIFIC GAS & ELECTRICMVRCOV3.95%N/AUS0.83%
PACIFIC GAS & ELECTRICMVRCOV4.00%N/AUS0.59%
PACIFIC GAS & ELECTRICMVRCOV4.25%N/AUS0.33%
PACIFIC GAS & ELECTRICMVRCOV4.25%N/AUS0.46%
PACIFIC GAS & ELECTRICMVRCOV4.25%N/AUS0.55%
PACIFIC GAS & ELECTRICMVRCOV4.30%N/AUS0.62%
PACIFIC GAS & ELECTRICMVRCOV4.45%N/AUS0.41%
PACIFIC GAS & ELECTRICMVRCOV4.50%N/AUS0.26%
PACIFIC GAS & ELECTRIC COMVRCOV4.60%N/AUS0.39%
PACIFIC GAS & ELECTRICMVRCOV4.65%N/AUS0.33%
PACIFIC GAS & ELECTRICMVRCOV4.75%N/AUS0.72%
PACIFIC GAS & ELECTRICMVRCOV5.13%N/AUS0.54%
PHI INCMVRCOV5.25%N/AUS2.68%
PACIFIC GAS & ELECTRICMVRCOV5.40%N/AUS0.91%
PACIFIC GAS & ELECTRICMVRCOV5.80%N/AUS1.09%
FIRSTENERGY SOLUTIONS COMVRCOV6.05%N/AUS9.16%
PACIFIC GAS & ELECTRICMVRCOV6.05%N/AUS3.53%
PACIFIC GAS & ELECTRICMVRCOV6.25%N/AUS0.64%
PACIFIC GAS & ELECTRICMVRCOV6.35%N/AUS0.47%
WINDSTREAM CORPMVRCOV6.38%N/AUS1.11%
WINDSTREAM SRVC / FINMVRCOV6.38%N/AUS0.82%
PARKER DRILLING COMVRCOV6.75%N/AUS0.00%
WINDSTREAM HLDGS MIDWESTMVRCOV6.75%N/AUS0.64%
FIRSTENERGY SOLUTIONMVRCOV6.80%N/AUS9.99%
BRUCE MANSFLD UNIT 1-07MVRCOV6.85%N/AUS1.90%
IHEARTCOMMUNICATIONS INCMVRCOV6.88%N/AUS0.06%
HEARTCOMMUNICMVRCOV7.25%N/AUS0.10%
MASHANTUCKET WEST PEQUOTMVRCOV7.35%N/AUS5.06%
EXCO RESOURCES INCMVRCOV7.50%N/AUS1.02%
PARKER DRILLING COMVRCOV7.50%N/AUS0.00%
BON-TON DEPT STORESMVRCOV8.00%N/AUS0.24%
WINDSTREAM SRVC / FINMVRCOV8.63%N/AUS6.41%
WINDSTREAM SRVC / FINMVRCOV8.75%N/AUS0.25%
ROLTA AMERICAS LLCMVRCOV8.88%N/AUS2.72%
GIBSON BRANDS INCMVRCOV8.88%N/AUS2.33%
IHEARTCOMMUNICATIONS INCMVRCOV9.00%N/AUS4.51%
Items 1-50 of total 63
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