Bloomberg Barclays MSCI Canadian Corporate Sustainability SRI Index screens issuers from the parent index, Bloomberg Barclays Canadian Corporate Index, based on MSCI ESG ratings. The Index aims to capture the performance of fixed income securities with ESG ratings of BBB or above. The index excludes securities of companies that earn a significant portion of revenues from tobacco, adult entertainment, alcohol, gambling, conventional weapons and civilian firearms, any controversial weapons, significant generation of nuclear power as well as companies involved in severe business controversies. Eligible securities must have greater than one year to maturity and greater than $150 million outstanding and issued by industrial, utility and financial issuers. The index is rebalanced monthly.