Bloomberg Barclays MSCI US Corporate Sustainability SRI Index screens issuers from the parent index, the Bloomberg Barclays US 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 $300 million outstanding. The Index is rebalanced monthly. The U.S. dollar currency exposure is hedged back to Canadian dollars.