Rubio wants MSCI to treat China different than it does every country. : Senator Marco Rubio (R-Florida) and Senator Jeanne Shaheen (D-New Hampshire) want the Thrift Pension ... [+] System, which manages military pensions, to avoid indexes weighted to China. Florida Senator Marco Rubio wishes the MSCI Indexes were more strict in how they pick China stocks for their major benchmarks, but plucking out companies Washington deems bad is not part of their methodology. In July, MSCI CEO Henry Fernandez responded to a letter from Rubio inquiring about how they pick China stocks for their indexes.