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 51-63 of total 63
ComponentSub IndexCouponMaturityCountryWeight
PACIFIC GAS & ELECTRICMVRCOV3.75%N/AUS0.34%
PACIFIC GAS & ELECTRICMVRCOV4.65%N/AUS0.33%
PACIFIC GAS & ELECTRICMVRCOV4.25%N/AUS0.33%
PACIFIC GAS & ELECTRICMVRCOV3.85%N/AUS0.32%
PACIFIC GAS & ELECTRICMVRCOV3.25%N/AUS0.27%
PACIFIC GAS & ELECTRICMVRCOV4.50%N/AUS0.26%
WINDSTREAM SRVC / FINMVRCOV8.75%N/AUS0.25%
IHEARTCOMMUNICATIONS INCMVRCOV12.00%N/AUS0.24%
BON-TON DEPT STORESMVRCOV8.00%N/AUS0.24%
HEARTCOMMUNICMVRCOV7.25%N/AUS0.10%
IHEARTCOMMUNICATIONS INCMVRCOV6.88%N/AUS0.06%
PARKER DRILLING COMVRCOV6.75%N/AUS0.00%
PARKER DRILLING COMVRCOV7.50%N/AUS0.00%
Items 51-63 of total 63
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