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.

Country and Sectors Weightings

Country and Sector weightings are based on the weightings of all index components in a certain country or sector.

Canada16 6.71%
United States66 56.61%
France2 2.38%
Germany6 1.95%
Netherlands2 1.51%
Norway1 0.47%
Spain1 0.22%
Switzerland6 3.74%
United Kingdom8 7.03%
Australia12 9.89%
Japan11 8.84%
South Korea1 0.39%
China1 0.26%
Total133 100.00%
Energy1 0.20%
Industrials5 2.90%
Financials112 87.86%
Utilities2 0.58%
Consumer Cyclicals2 0.34%
Consumer Non-Cyclicals1 2.01%
Technology7 5.06%
Real Estate1 0.24%
Healthcare2 0.82%
Total133 100.00%