Home » Indexes » Index Types » Bond Indexes » MVIS US Investment Grade Floating Rate Index » Components
Share Print

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
COMMONWEALTH BANK AUST MVFLTR2.53%16 Mar 2023AU0.11%
MORGAN STANLEY MVFLTR2.54%24 Oct 2023US0.83%
MIZUHO FINANCIAL GROUP MVFLTR2.54%13 Sep 2023JP0.10%
CITIGROUP INC MVFLTR2.54%17 May 2024US0.50%
BANCO SANTANDER SA MVFLTR2.57%23 Feb 2023ES0.10%
MACQUARIE GROUP LTD MVFLTR2.57%28 Nov 2023AU0.22%
GOLDMAN SACHS GROUP INC MVFLTR2.59%15 May 2026US1.98%
MORGAN STANLEY MVFLTR2.62%17 Apr 2025US0.66%
CITIGROUP INC MVFLTR2.62%01 Jun 2024US0.33%
MORGAN STANLEY MVFLTR2.63%08 May 2024US0.58%
GOLDMAN SACHS GROUP INC MVFLTR2.68%05 Jun 2023US0.00%
MIZUHO FINANCIAL GROUP MVFLTR2.69%11 Sep 2024JP0.87%
ASB BANK LIMITED MVFLTR2.71%14 Jun 2023NZ0.10%
BAYER US FINANCE II LLC MVFLTR2.75%15 Dec 2023US0.41%
MACQUARIE BANK LTD MVFLTR2.76%21 Mar 2025AU0.67%
BARCLAYS PLC MVFLTR2.80%16 May 2024GB0.50%
SHINHAN BANK MVFLTR2.84%24 Apr 2025KR0.69%
AT&T INC MVFLTR2.87%12 Jun 2024US0.54%
NATWEST MARKETS PLC MVFLTR2.90%22 Mar 2025GB0.67%
HSBC HOLDINGS PLC MVFLTR2.92%11 Mar 2025GB0.67%
CREDIT SUISSE GROUP AG MVFLTR2.93%12 Jun 2024CH0.25%
BPCE SA MVFLTR2.93%12 Sep 2023FR0.10%
CREDIT SUISSE GROUP AG MVFLTR2.94%14 Dec 2023CH0.17%
GOLDMAN SACHS GROUP INC MVFLTR2.97%28 Oct 2027US1.34%
CITIGROUP INC MVFLTR2.98%17 Mar 2026US0.66%
CITIGROUP INC MVFLTR3.03%01 Sep 2023US0.41%
HSBC HOLDINGS PLC MVFLTR3.07%12 Sep 2026GB1.00%
GOLDMAN SACHS GROUP INC MVFLTR3.15%29 Nov 2023US0.60%
HARTFORD FINL SVCS GRP MVFLTR3.55%12 Feb 2067US0.54%
LINCOLN NATIONAL CORP MVFLTR3.80%17 May 2066US0.52%
Items 201-230 of total 230
Up