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 1-100 of total 230
Component Sub Index Coupon Maturity Country Weight
GOLDMAN SACHS GROUP INC MVFLTR2.68%05 Jun 2023US0.00%
BANK OF NOVA SCO MVFLTR1.73%23 Jun 2023CA0.00%
US BANK NA CINCINNATI MVFLTR1.70%02 Jun 2023US0.00%
DUKE ENERGY CORP MVFLTR1.00%10 Jun 2023US0.10%
CHEVRON USA INC MVFLTR1.60%11 Aug 2023US0.10%
CANADIAN IMPERIAL BANK MVFLTR1.03%22 Jun 2023CA0.10%
DAIMLER TRUCKS FINAN NA MVFLTR1.23%14 Jun 2023US0.10%
ENBRIDGE INC MVFLTR1.20%17 Feb 2023CA0.10%
TORONTO-DOMINION BANK MVFLTR0.73%28 Sep 2023CA0.10%
NEXTERA ENERGY CAPITAL MVFLTR1.33%01 Mar 2023US0.10%
TENCENT HOLDINGS LTD MVFLTR1.67%19 Jan 2023KY0.10%
MET TOWER GLOBAL FUNDING MVFLTR0.84%17 Jan 2023US0.10%
AMERICAN HONDA FINANCE MVFLTR1.63%22 Feb 2023US0.10%
CANADIAN IMPERIAL BANK MVFLTR2.35%13 Sep 2023CA0.10%
MIZUHO FINANCIAL GROUP MVFLTR2.54%13 Sep 2023JP0.10%
NEW YORK LIFE GLOBAL FDG MVFLTR1.27%10 Jan 2023US0.10%
SKANDINAVISKA ENSKILDA MVFLTR2.33%12 Dec 2022SE0.10%
TRUIST BANK MVFLTR1.49%09 Mar 2023US0.10%
AMERICAN EXPRESS CO MVFLTR2.08%03 Aug 2023US0.10%
MIZUHO FINANCIAL GROUP MVFLTR1.88%16 Jul 2023JP0.10%
ASB BANK LIMITED MVFLTR2.71%14 Jun 2023NZ0.10%
WESTPAC BANKING CORP MVFLTR1.56%11 Jan 2023AU0.10%
SUMITOMO MITSUI FINL GRP MVFLTR1.92%19 Jul 2023JP0.10%
QUALCOMM INC MVFLTR1.97%30 Jan 2023US0.10%
SUMITOMO MITSUI FINL GRP MVFLTR1.78%17 Jan 2023JP0.10%
UNITED PARCEL SERVICE MVFLTR1.46%01 Apr 2023US0.10%
NATIONAL AUSTRALIA BANK MVFLTR1.61%12 Apr 2023AU0.10%
CREDIT AGRICOLE LONDON MVFLTR2.16%24 Apr 2023FR0.10%
BANCO SANTANDER SA MVFLTR2.57%23 Feb 2023ES0.10%
BPCE SA MVFLTR2.93%12 Sep 2023FR0.10%
BANCO SANTANDER SA MVFLTR2.13%12 Apr 2023ES0.10%
COMMONWEALTH BANK AUST MVFLTR2.53%16 Mar 2023AU0.11%
SOUTHERN CAL EDISON MVFLTR1.27%02 Dec 2022US0.11%
CENTERPOINT ENERGY RES MVFLTR2.08%02 Mar 2023US0.12%
BANK OF NOVA SCOTIA MVFLTR0.95%15 Sep 2023CA0.12%
SOUTHERN CO MVFLTR1.15%10 May 2023US0.12%
CREDIT SUISSE NEW YORK MVFLTR0.43%09 Aug 2023CH0.12%
TORONTO-DOMINION BANK MVFLTR0.54%06 Jan 2023CA0.12%
AIR LEASE CORP MVFLTR2.09%15 Dec 2022US0.12%
US BANK NA CINCINNATI MVFLTR2.07%09 Dec 2022US0.12%
DNB BANK ASA MVFLTR2.20%02 Dec 2022NO0.12%
BANK OF MONTREAL MVFLTR0.96%15 Sep 2023CA0.13%
EQUITABLE FINANCIAL LIFE MVFLTR0.69%06 Apr 2023US0.13%
CIGNA CORP MVFLTR1.93%15 Jul 2023US0.14%
JOHN DEERE CAPITAL CORP MVFLTR0.42%10 Jul 2023US0.15%
TOYOTA MOTOR CREDIT CORP MVFLTR0.62%06 Apr 2023US0.15%
TOYOTA MOTOR CREDIT CORP MVFLTR1.11%13 Jun 2023US0.15%
ROCHE HOLDINGS INC MVFLTR1.08%11 Sep 2023US0.15%
MITSUBISHI UFJ FIN GRP MVFLTR2.32%02 Mar 2023JP0.15%
CITIGROUP INC MVFLTR2.09%24 Jul 2023US0.15%
WESTPAC BANKING CORP MVFLTR1.40%13 Jan 2023AU0.15%
GOLDMAN SACHS GROUP INC MVFLTR2.14%24 Jul 2023US0.15%
WESTPAC BANKING CORP MVFLTR2.14%15 May 2023AU0.16%
JACKSON NATL LIFE GLOBAL MVFLTR0.90%06 Jan 2023US0.16%
SIMON PROPERTY GROUP LP MVFLTR0.73%11 Jan 2024US0.16%
GOLDMAN SACHS GROUP INC MVFLTR1.40%06 Dec 2023US0.16%
AERCAP IRELAND CAP/GLOBA MVFLTR0.96%29 Sep 2023IE0.16%
THERMO FISHER SCIENTIFIC MVFLTR0.68%18 Oct 2023US0.16%
CATERPILLAR FINL SERVICE MVFLTR1.05%17 May 2024US0.16%
TORONTO-DOMINION BANK MVFLTR1.02%02 Jun 2023CA0.16%
FED CAISSES DESJARDINS MVFLTR1.22%21 May 2024CA0.16%
GOLDMAN SACHS GROUP INC MVFLTR1.34%17 Nov 2023US0.16%
NEW YORK LIFE GLOBAL FDG MVFLTR0.50%02 Feb 2023US0.16%
AMERICAN EXPRESS CO MVFLTR1.47%03 May 2024US0.16%
BANK OF MONTREAL MVFLTR1.48%08 Mar 2024CA0.16%
STARBUCKS CORP MVFLTR1.21%14 Feb 2024US0.16%
CATERPILLAR FINL SERVICE MVFLTR1.23%13 Nov 2023US0.17%
MAGALLANES INC MVFLTR2.47%15 Mar 2024US0.17%
JPMORGAN CHASE & CO MVFLTR1.87%23 Apr 2024US0.17%
SHELL INTERNATIONAL FIN MVFLTR1.80%13 Nov 2023NL0.17%
BANK OF AMERICA CORP MVFLTR2.10%23 Jul 2024US0.17%
CREDIT SUISSE GROUP AG MVFLTR2.94%14 Dec 2023CH0.17%
DAIMLER TRUCKS FINAN NA MVFLTR1.29%05 Apr 2024US0.17%
COMCAST CORP MVFLTR1.67%15 Apr 2024US0.17%
WESTPAC BANKING CORP MVFLTR2.29%26 Feb 2024AU0.17%
STANDARD CHARTERED PLC MVFLTR1.54%14 Oct 2023GB0.17%
ING GROEP NV MVFLTR1.97%02 Oct 2023NL0.17%
ROYAL BANK OF CANADA MVFLTR1.40%17 Jan 2023CA0.18%
MIZUHO FINANCIAL GROUP MVFLTR2.42%05 Mar 2023JP0.18%
BANK OF MONTREAL MVFLTR0.62%09 Jul 2024CA0.18%
MACQUARIE GROUP LTD MVFLTR2.32%27 Mar 2024AU0.18%
TOYOTA MOTOR CREDIT CORP MVFLTR0.96%13 Feb 2023US0.19%
AMERICAN EXPRESS CO MVFLTR0.53%03 Nov 2023US0.20%
BANK OF MONTREAL MVFLTR1.12%08 Dec 2023CA0.20%
MASSMUTUAL GLOBAL FUNDIN MVFLTR0.66%12 Apr 2024US0.20%
CANADIAN IMPERIAL BANK MVFLTR1.13%14 Dec 2023CA0.20%
AMERICAN ELECTRIC POWER MVFLTR1.72%01 Nov 2023US0.20%
ENBRIDGE INC MVFLTR1.42%16 Feb 2024CA0.20%
DOMINION ENERGY INC MVFLTR2.27%15 Sep 2023US0.20%
FLORIDA POWER & LIGHT CO MVFLTR1.03%10 May 2023US0.20%
UBS AG LONDON MVFLTR1.11%01 Jun 2023CH0.21%
THERMO FISHER SCIENTIFIC MVFLTR0.64%18 Apr 2023US0.21%
NATIONAL AUSTRALIA BANK MVFLTR2.10%13 Dec 2022AU0.21%
TORONTO-DOMINION BANK MVFLTR0.75%27 Jan 2023CA0.21%
MET LIFE GLOB FUNDING I MVFLTR0.62%07 Jan 2024US0.21%
MET LIFE GLOB FUNDING I MVFLTR0.86%13 Jan 2023US0.21%
PPL ELECTRIC UTI MVFLTR0.61%24 Jun 2024US0.21%
ROYAL BANK OF CANADA MVFLTR0.64%29 Jul 2024CA0.21%
BANK OF NOVA SCOTIA MVFLTR0.66%31 Jul 2024CA0.21%
BANK OF NOVA SCOTIA MVFLTR0.74%15 Apr 2024CA0.21%
Items 1-100 of total 230
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