The fund tracks an index of corporate investment grade bonds that have higher ESG ratings (based on MSCI ESG ratings) relative to their peers, and a term to maturity greater than one year. The CAD-denominated index screens issuers from the parent index, Bloomberg Canadian Corporate Index, including securities with ESG ratings of BBB or above. These securities can come from industrial, utility and financial issuers. The index excludes 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, unconventional oil and gas, and other controversial companies. Eligible securities are then market-value-weighted within the portfolio and rebalanced on a monthly basis.