MVIS® US Investment Grade Floating Rate Index

The MVIS US Investment Grade Floating Rate index (MVFLTR) tracks the performance of US-investment grade floating rate notes. MVFLTR is a modified market cap-weighted index, and Included in the index are USD-denominated floating rate notes issued by corporate entities or similar commercial entities that are public reporting companies in the United States. Additionally, they must have at least one investment grade rating by a rating agency and must not be rated 'below investment grade' by any rating agency. Only bonds with an amount outstanding of at least USD 500 mln are available for inclusion. Securities included in the index must have a minimum of 6 months remaining to maturity.

Components

The MVIS® US Investment Grade Floating Rate Index counts currently 230 components. The full list of the components with the respective weights (as of latest close) is available below.

Items 201-230 of total 230
Component Sub Index Coupon Maturity Country Weight
SOUTHERN CAL EDISON MVFLTR1.27%02 Dec 2022US0.11%
TOYOTA MOTOR CREDIT CORP MVFLTR1.03%14 Dec 2022US0.26%
TOYOTA MOTOR CREDIT CORP MVFLTR1.11%13 Jun 2023US0.15%
FLORIDA POWER & LIGHT CO MVFLTR0.68%12 Jan 2024US0.33%
GOLDMAN SACHS GROUP INC MVFLTR0.96%24 Jan 2025US0.85%
MORGAN STANLEY MVFLTR0.90%24 Jan 2025US1.63%
SIMON PROPERTY GROUP LP MVFLTR0.73%11 Jan 2024US0.16%
BANK OF AMERICA CORP MVFLTR1.45%04 Feb 2025US0.99%
BANK OF AMERICA CORP MVFLTR1.84%04 Feb 2028US0.64%
CAPITAL ONE FINANCIAL CO MVFLTR1.46%06 Dec 2024US1.18%
CITIGROUP INC MVFLTR0.96%25 Jan 2026US0.65%
MORGAN STANLEY MVFLTR1.74%18 Feb 2026US0.98%
STARBUCKS CORP MVFLTR1.21%14 Feb 2024US0.16%
AMERICAN EXPRESS CO MVFLTR1.72%04 Mar 2025US0.66%
BANK OF AMERICA CORP MVFLTR1.60%02 Apr 2026US0.66%
CITIGROUP INC MVFLTR2.06%24 Feb 2028US0.65%
CITIGROUP INC MVFLTR2.98%17 Mar 2026US0.66%
JPMORGAN CHASE & CO MVFLTR1.70%24 Feb 2026US0.98%
JPMORGAN CHASE & CO MVFLTR1.96%24 Feb 2028US0.96%
MAGALLANES INC MVFLTR2.47%15 Mar 2024US0.17%
ROCHE HOLDINGS INC MVFLTR1.08%11 Sep 2023US0.15%
ROCHE HOLDINGS INC MVFLTR1.31%10 Mar 2025US1.00%
CHARLES SCHWAB CORP MVFLTR1.84%03 Mar 2027US0.66%
DAIMLER TRUCKS FINAN NA MVFLTR1.29%05 Apr 2024US0.17%
MORGAN STANLEY MVFLTR2.62%17 Apr 2025US0.66%
AMERICAN EXPRESS CO MVFLTR1.47%03 May 2024US0.16%
BANK OF AMERICA CORP MVFLTR1.84%25 Apr 2025US0.66%
CATERPILLAR FINL SERVICE MVFLTR1.23%13 Nov 2023US0.17%
JPMORGAN CHASE & CO MVFLTR2.03%26 Apr 2026US0.66%
WELLS FARGO & COMPANY MVFLTR2.02%25 Apr 2026US1.00%
Items 201-230 of total 230
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