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 218 components. The full list of the components with the respective weights (as of latest close) is available below.

Items 201-218 of total 218
ComponentSub IndexCouponMaturityCountryWeight
SUMITOMO MITSUI FINL GRPMVFLTR0.98%18 Oct 2022JP0.11%
DBS GROUP HOLDINGS LTDMVFLTR0.75%25 Jul 2022SG0.11%
SUMITOMO MITSUI FINL GRPMVFLTR1.02%12 Jul 2022JP0.11%
PNC BANK NAMVFLTR0.62%27 Jul 2022US0.11%
MET TOWER GLOBAL FUNDINGMVFLTR0.60%17 Jan 2023US0.11%
NEXTERA ENERGY CAPITALMVFLTR0.59%01 Mar 2023US0.11%
WALT DISNEY COMPANY/THEMVFLTR0.57%01 Sep 2022US0.11%
ENBRIDGE INCMVFLTR0.45%17 Feb 2023CA0.11%
NEW YORK LIFE GLOBAL FDGMVFLTR0.51%10 Jan 2023US0.11%
AMERICAN HONDA FINANCEMVFLTR0.31%22 Feb 2023US0.11%
TENCENT HOLDINGS LTDMVFLTR0.85%19 Jan 2023KY0.11%
NATIONAL AUSTRALIA BANKMVFLTR0.84%12 Apr 2023AU0.11%
JPMORGAN CHASE & COMVFLTR1.24%15 Jan 2023US0.00%
BANK OF AMERICA CORPMVFLTR1.41%20 Jan 2023US0.00%
BARCLAYS PLCMVFLTR1.85%10 Jan 2023GB0.00%
STANDARD CHARTERED PLCMVFLTR1.40%20 Jan 2023GB0.00%
OTIS WORLDWIDE CORPMVFLTR0.66%05 Apr 2023US0.00%
MORGAN STANLEYMVFLTR0.73%20 Jan 2023US0.00%
Items 201-218 of total 218
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