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
PARKER DRILLING COMVRCOV6.75%N/AUS0.00%
PARKER DRILLING COMVRCOV7.50%N/AUS0.00%
IHEARTCOMMUNICATIONS INCMVRCOV6.88%N/AUS0.06%
HEARTCOMMUNICMVRCOV7.25%N/AUS0.10%
BON-TON DEPT STORESMVRCOV8.00%N/AUS0.24%
IHEARTCOMMUNICATIONS INCMVRCOV12.00%N/AUS0.24%
WINDSTREAM SRVC / FINMVRCOV8.75%N/AUS0.25%
PACIFIC GAS & ELECTRICMVRCOV4.50%N/AUS0.26%
PACIFIC GAS & ELECTRICMVRCOV3.25%N/AUS0.27%
PACIFIC GAS & ELECTRICMVRCOV3.85%N/AUS0.32%
PACIFIC GAS & ELECTRICMVRCOV4.25%N/AUS0.33%
PACIFIC GAS & ELECTRICMVRCOV4.65%N/AUS0.33%
PACIFIC GAS & ELECTRICMVRCOV3.75%N/AUS0.34%
PACIFIC GAS & ELECTRICMVRCOV3.40%N/AUS0.37%
PACIFIC GAS & ELECTRIC COMVRCOV4.60%N/AUS0.39%
PACIFIC GAS & ELECTRICMVRCOV3.25%N/AUS0.40%
PACIFIC GAS & ELECTRICMVRCOV4.45%N/AUS0.41%
PACIFIC GAS & ELECTRICMVRCOV3.30%N/AUS0.41%
PACIFIC GAS & ELECTRICMVRCOV2.45%N/AUS0.42%
BUFFALO THUNDER DEV AUTHMVRCOV11.00%N/AUS0.44%
PACIFIC GAS & ELECTRICMVRCOV4.25%N/AUS0.46%
PACIFIC GAS & ELECTRICMVRCOV6.35%N/AUS0.47%
PACIFIC GAS & ELECTRICMVRCOV3.75%N/AUS0.48%
PACIFIC GAS & ELECTRICMVRCOV5.13%N/AUS0.54%
PACIFIC GAS & ELECTRICMVRCOV4.25%N/AUS0.55%
PACIFIC GAS & ELECTRICMVRCOV4.00%N/AUS0.59%
PACIFIC GAS & ELECTRICMVRCOV2.95%N/AUS0.61%
PACIFIC GAS & ELECTRICMVRCOV4.30%N/AUS0.62%
PACIFIC GAS & ELECTRICMVRCOV3.50%N/AUS0.64%
WINDSTREAM HLDGS MIDWESTMVRCOV6.75%N/AUS0.64%
PACIFIC GAS & ELECTRICMVRCOV6.25%N/AUS0.64%
PACIFIC GAS & ELECTRICMVRCOV4.75%N/AUS0.72%
ROLTA LLCMVRCOV0.00%N/AUS0.77%
IHEARTCOMMUNICATIONS INCMVRCOV12.00%N/AUS0.81%
WINDSTREAM SRVC / FINMVRCOV6.38%N/AUS0.82%
PACIFIC GAS & ELECTRICMVRCOV3.95%N/AUS0.83%
PACIFIC GAS & ELECTRIC COMVRCOV3.50%N/AUS0.86%
PACIFIC GAS & ELECTRICMVRCOV5.40%N/AUS0.91%
IHEARTCOMMUNICATIONS INCMVRCOV11.25%N/AUS1.01%
EXCO RESOURCES INCMVRCOV7.50%N/AUS1.02%
PACIFIC GAS & ELECTRICMVRCOV5.80%N/AUS1.09%
WINDSTREAM CORPMVRCOV6.38%N/AUS1.11%
PACIFIC GAS & ELECTRICMVRCOV3.30%N/AUS1.16%
HEARTCOMMUNICMVRCOV9.00%N/AUS1.19%
NRG REMA LLCMVRCOV9.68%N/AUS1.36%
IHEARTCOMMUNICATIONS INCMVRCOV11.25%N/AUS1.48%
BRUCE MANSFLD UNIT 1-07MVRCOV6.85%N/AUS1.90%
SPANISH BROADCASTING SYSTEM INMVRCOV12.50%N/AUS1.92%
GIBSON BRANDS INCMVRCOV8.88%N/AUS2.33%
IHEARTCOMMUNICATIONS INCMVRCOV10.63%N/AUS2.45%
Items 1-50 of total 63
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