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HomeMy WebLinkAbout11-20-2025 IOC Agenda Packet Investment Oversight Committee AGENDA Thursday, November 20, 2025, 10:00 a.m. Council Chambers, 990 Palm Street, San Luis Obispo The Investment Oversight Commission holds in-person meetings. Zoom participation will not be supported. Attendees of City Council or Advisory Body meetings are eligible to receive one hour of complimentary parking; restrictions apply, visit Parking for Public Meetings for more details. INSTRUCTIONS FOR PUBLIC COMMENT: Public Comment prior to the meeting (must be received 3 hours in advance of the meeting): Mail - Delivered by the U.S. Postal Service. Address letters to the City Clerk's Office at 990 Palm Street, San Luis Obispo, California, 93401. Email - Submit Public Comments via email to advisorybodies@slocity.org. In the body of your email, please include the date of the meeting and the item number (if applicable). Emails will not be read aloud during the meeting. Voicemail - Call (805) 781-7164 and leave a voicemail. Please state and spell your name, the agenda item number you are calling about, and leave your comment. Verbal comments must be limited to 3 minutes. Voicemails will not be played during the meeting. *All correspondence will be archived and distributed to members, however, submissions received after the deadline may not be processed until the following day. Public Comment during the meeting: Meetings are held in-person. To provide public comment during the meeting, you must be present at the meeting location. Electronic Visual Aid Presentation. To conform with the City's Network Access and Use Policy, Chapter 1.3.8 of the Council Policies & Procedures Manual, members of the public who desire to utilize electronic visual aids to supplement their oral presentation must provide display-ready material to the City Clerk by 12:00 p.m. on the day of the meeting. Contact the City Clerk's Office at cityclerk@slocity.org or (805) 781-7114. Pages 1.CALL TO ORDER Chair Emily Jackson will call the Regular Meeting of the Investment Oversight Committee to order. 2.PUBLIC COMMENT FOR ITEMS NOT ON THE AGENDA The public is encouraged to submit comments on any subject within the jurisdiction of the Investment Oversight Committee that does not appear on this agenda. Although the Committee will not take action on items presented during the Public Comment Period, the Chair may direct staff to place an item on a future agenda for discussion. 3.CONSENT Matters appearing on the Consent Calendar are expected to be non- controversial and will be acted upon at one time. A member of the public may request the Revenue Enhancement Oversight Commission to pull an item for discussion. The public may comment on any and all items on the Consent Agenda within the three-minute time limit. 3.a CONSIDERATION OF MINUTES - OCTOBER 30, 2025 INVESTMENT OVERSIGHT COMMITTEE MINUTES 5 Recommendation: To approve the Investment Oversight Committee Minutes of October 30, 2025. 4.BUSINESS ITEMS 4.a PRESENTATION OF THE QUARTERLY INVESTMENT REPORT ON PORTFOLIO PERFORMANCE & ECONOMIC OUTLOOK 9 Recommendation: Receive and confirm investment policy compliance. 4.b ANNUAL REVIEW OF CITY INVESTMENT POLICY AND MANAGEMENT PLAN Review and reaffirm the City's Investment Policy and Management Plan. Report will be available by end of day on Tuesday, November 18, 2025. 5.COMMENT AND DISCUSSION 5.a STAFF UPDATES AND AGENDA FORECAST Chair Jackson will provide a brief agenda forecast and updates. 6.ADJOURNMENT The next series of Regular Meeting of the Investment Oversight Committee will be scheduled for in 2026 in the Council Hearing Room at City Hall, 990 Palm Street, San Luis Obispo. LISTENING ASSISTIVE DEVICES are available -- see the Clerk The City of San Luis Obispo wishes to make all of its public meetings accessible to the public. Upon request, this agenda will be made available in appropriate alternative formats to persons with disabilities. Any person with a disability who requires a modification or accommodation in order to participate in a meeting should direct such request to the City Clerk’s Office at (805) 781-7114 at least 48 hours before the meeting, if possible. Telecommunications Device for the Deaf (805) 781-7410. Agenda related writings or documents provided to the Investment Oversight Committee are available for public inspection on the City’s website, under the Public Meeting Agendas web page: https://www.slocity.org/government/mayor- and-city-council/agendas-and-minutes. Meeting video recordings can be found on the City’s website: http://opengov.slocity.org/WebLink/Browse.aspx?id=61037&dbid=0&repo=CityCl erk Page 4 of 32 1 Investment Oversight Committee Minutes October 30, 2025, 10:30 a.m. Conference Room 6 at City Hall, 990 Palm Street, San Luis Obispo Investment Oversight Committee Members Present: City Manager Whitney McDonald, Member Anni Wang, Chair Emily Jackson, Riley Kuhn, Emily Francis Investment Oversight Committee Members Absent: Member Debbie Malicoat City Staff Present: Administrative Assistant Michelle Karpovich _____________________________________________________________________ 1. CALL TO ORDER A Regular Meeting of the San Luis Obispo Investment Oversight Committee was called to order on October 30, 2025 at 10:30 a.m. in Room # 6 at City Hall, 990 Palm Street, San Luis Obispo, by Chair Jackson. 2. PUBLIC COMMENT FOR ITEMS NOT ON THE AGENDA Public Comment: --End of Public Comment-- 3. CONSENT 3.a CONSIDERATION OF MINUTES - MAY 29, 2025 INVESTMENT OVERSIGHT COMMITTEE MINUTES Motion By Member Wang Second By Riley Kuhn To approve the Investment Oversight Committee Minutes of May 29, 2025. Page 5 of 32 2 Ayes (4): City Manager Whitney McDonald, Member Wang, Riley Kuhn, and Chair Jackson Abstained (1): Emily Francis Absent (1): Member Malicoat CARRIED (4 to 0) 4. BUSINESS ITEMS 4.a PRESENTATION OF THE QUARTERLY INVESTMENT REPORT ON PORTFOLIO PERFORMANCE & ECONOMIC OUTLOOK Motion By Emily Francis Second By Riley Kuhn To approve the Quarterly Investment Report on Portfolio Performance and Economic Outlook for the second quarter. Ayes (5): City Manager Whitney McDonald, Member Wang, Chair Jackson, Riley Kuhn, and Emily Francis Absent (1): Member Malicoat CARRIED (5 to 0) 4.b ANNUAL REVIEW OF CITY INVESTMENT POLICY AND MANAGEMENT PLAN Justin Resuello with PFM Asset Management LLC, provided an update via PowerPoint presentation and responded to Committee inquiries. Public Comment: --End of Public Comment-- Motion By City Manager Whitney McDonald Second By Member Wang Committee directed staff to continue the item to the next meeting scheduled for November 20, 2025 and provided direction to staff to revise the City's Investment Policy and Management Plan as follows: Page 6 of 32 3  Add the following industries to the list of the City’s investment exclusions: e-cigarettes, gambling, casinos, and racetracks.  Incorporate language to reflect recently signed legislation. Ayes (5): City Manager Whitney McDonald, Member Wang, Chair Jackson, Riley Kuhn, and Emily Francis Absent (1): Member Malicoat CARRIED (5 to 0) 5. COMMENT AND DISCUSSION 5.a STAFF UPDATES AND AGENDA FORECAST Chair Jackson provided updates. 6. ADJOURNMENT The meeting was adjourned at 11:40 a.m. The next Regular Meeting of the Investment Oversight Committee is scheduled for November 20, 2025. _________________________ APPROVED BY INVESTMENT OVERSIGHT COMMITTEE: XX/XX/202X Page 7 of 32 Page 8 of 32 Quarterly Investment Report AS OF September 30, 2025 Page 9 of 32 This report presents the City’s investment portfolio for the quarter ending September 30,2025.It has been prepared to comply with regulations contained in California Government Code Section 53646.The report includes all investments managed by the City on its own behalf as well as for other third-party agencies on a fiduciary basis such as the Whale Rock Commission. It also includes all City related investments held by trustees for bond debt service obligations.As required, the report provides information on the investment type, issuer,maturity date,cost,and current market value for each security. Page 10 of 32 Market Considerations U.S. economy is resilient but a cooling labor market presents risks •Net new job creation neared zero as employers follow a “no hire, no fire” approach •Inflation accelerated but Fed expects further price pressures to be short-lived •Uncertainty eased as tariff and fiscal announcements were digested The Fed’s September “dot plot” signals 50 bps in additional cuts for 2025, though views remain split, with 7 members favoring no additional cuts in 2025. Treasury yields moved lower across the curve in Q3 Front end Treasury yields moved lower on Fed rate cut expectations while yields settled into a narrow trading range as market volatility eased. Credit spreads continued to tighten and neared historically narrow levels Source: Bloomberg Financial L.P. and ICE BofA Indices. ABS indices are 0-5 year, based on weighted average life. As of September 30, 2025. 3.… 3.61% 3.74% 3.93% 4.15% 4.73% 3.00% 3.20% 3.40% 3.60% 3.80% 4.00% 4.20% 4.40% 4.60% 4.80% 5.00% Yi e l d Maturity U.S. Treasury Yield Curve September 30, 2025 June 30, 2025 3mo 2yr 5yr 7yr 10yr 20yr 30yr 1.14%1.20% 1.37% 1.56% 1.76% 0.0% 2.0% U. S . T r e a s u r y Ag e n c y AB S Co r p A - A A A Co r p B B B Third Quarter 2025 Returns Page 11 of 32 3.0% 2.6% 2.1%2.0%2.0% 0% 1% 2% 3% 4% 2025 2026 2027 2028 Longer Run PCE Inflation Jun Projections Sep Projections 3.6%3.4%3.1%3.1%3.0% 0% 1% 2% 3% 4% 5% 6% 2025 2026 2027 2028 Longer Run Federal Funds Rate Jun Projections Sep Projections What we are watching… U.S. growth continues to be resilient driven by an unwind of the trade and inventory dynamics earlier in the year as well as robust consumer spending and elevated business investment Financial conditions eased as tariff announcements were digested. This sparked renewed market confidence which resulted in equities reaching new all-time highs and credit spreads tightening to historically narrow levels. Labor market conditions continued to cool with net new job creation nearing zero while being concentrated in just a few service sectors. Inflation accelerated in Q3 led by rising goods prices and sticky services costs, keeping core inflation closer to 3%, well above the Fed’s 2% target. Financial conditions eased as tariff announcements were digested. This sparked renewed market confidence which resulted in equities reaching new all-time highs and credit spreads tightening to historically narrow levels. Source: Federal Reserve, latest economic projections as of September 2025. 1.6%1.8%1.9%1.8% 0% 1% 2% 3% 4% 2025 2026 2027 2028 Change in Real GDP Jun Projections Sep Projections 4.5%4.4%4.3%4.2%4.2% 0% 1% 2% 3% 4% 5% 6% 2025 2026 2027 2028 Longer Run Unemployment Rate Jun Projections Sep Projections Page 12 of 32 Current Cash and Investment Summary The following is a summary of the City’s cash and investments based on market value, as of September 30, 2025, compared to the prior quarter. Investment Entity September 30, 2025 Percent of Total**June 30, 2025 City Held Cash & Investments $51,949,030.96 19.7%$64,050,985.87 JPMorgan Money Market Account $50,000,000.00 18.9%$50,000,000.00 LAIF Held Investments $49,714,578.66 18.8%$49,175,806.49 PFMAM Managed Investments*$112,485,961.94 42.6%$111,147,388.38 TOTAL**$264,149,571.56 100.0%$274,374,180.74 *Figures shown exclude accrued interest. **Details may not add up to total due to rounding. Page 13 of 32 Current Cash and Investment Summary There are several factors which result in changes in cash and investment balances from month-to- month and quarter-to- quarter, dependent on the receipt of revenues or a large disbursement. •Some major City revenues are received on a periodic rather than a monthly basis. Property Tax is received in December, January, April, and May of each year. Transient Occupancy Tax is received monthly but varies considerably due to seasonality. •Payments for bonded indebtedness or large capital projects can reduce the portfolio substantially in the quarter in which they occur. •The City pays its CalPERS obligation in a lump sum at the beginning of the fiscal year to achieve interest savings. Factors Page 14 of 32 Securities Securities in the City’s portfolio are priced by Refinitiv, an independent pricing service, at the end of every month. In some cases, the City may have investments with a current market value that is greater or less than the recorded value. These changes in market value are due to fluctuations in the marketplace, having no effect on yield, as the City does not intend to sell securities prior to maturity. Nevertheless, these market changes can impact the total value of the portfolio. Security Type Market Value % of Portfolio % Change vs. 6/30/25 Permitted by Policy U.S. Treasury 71,321,921 63.01%-0.23%100% Federal Agency 752,197 0.66%-3.77%100% Municipal Obligations 213,323 0.19%0.00%30% Negotiable CDs 1,011,888 0.89%-0.01%30% Corporate Notes 24,075,986 21.27%0.18%30% Asset-Backed Securities 13,927,854 12.30%2.80%15% Securities Sub-Total 111,303,169 -1.04% Money Market Fund 1,182,793 1.04%1.00%20% Accrued Interest 704,792 0.62%0.04% Securities Total 113,190,754 100.0%1.04% Page 15 of 32 PFMAM Managed 9/30/2025 6/30/2025 Average Maturity (Years)2.52 2.49 Effective Duration1 2.05 2.07 Average Market Yield 3.93%4.06% Total Return Total return is calculated based on interest and both realized and unrealized changes in market value; this is expressed as a rate of return over a specified period of time based on cost and is backward- looking. •Focused on long-term performance and growth •Affected by both yield and market value fluctuations •Reflects “true value” of the portfolio •Recommended approach by the Government Finance Officers Association Total Rate of Return 3 Months 1 Year 3 Years Since Inception City of SLO 1.24%4.16%4.73%1.97% 0-5 Treasury Index 1.15%3.91%4.52%1.77% Variance +0.09% +0.25% +0.21% +0.20% 1Effective duration is the approximate percentage change in price for each 1% change in interest rates. Page 16 of 32 The picture can't be displayed. Investment Objectives The investment objectives of the City of San Luis Obispo are first, to provide safety of principal to ensure the preservation of capital in the overall portfolio; second, to provide sufficient liquidity to meet all operating requirements; and third, to earn a commensurate rate of return consistent with the constraints imposed by the safety and liquidity objectives. The City follows the practice of pooling cash and investments for all funds under its direct control. Funds held by outside fiscal agents under provisions of bond indentures are maintained separately. Interest earned on pooled cash and investments is allocated quarterly to the various Quarterly Investment Report funds based on the respective fund’s average quarterly cash balance. Interest earned from cash and investments with fiscal agents is credited directly to the related accounts. It is common for governments to pool the cash and investments of various funds to improve investment performance. By pooling funds, the City can benefit from economies of scale, diversification, liquidity, and ease of administration. The City uses the services of an investment advisor, PFM Asset Management, to manage a portion of the City’s portfolio. The City’s strategy is to retain approximately 25% of the portfolio to manage its day-to-day cash flow needs, while PFM’s focus is on longer-term investment management. In addition, the City has retained direct control of several investments that had been acquired before the City began to use investment advisors. All investments are held by the City in a safekeeping account with Bank of New York Mellon, except for investments held by trustees related to bond financings, which are held by either US Bank or Bank of New York Mellon. Page 17 of 32 Environmental, Social, and Governance (ESG) Investment Objectives ESG investing is the process of incorporating the analysis of non-financial environmental, social, and governance factors into investment decisions alongside traditional financial criteria. As set forth in the City’s Investment Management Plan dated August 18, 2020, it is City’s objective to integrate environmental, social, and governance (“ESG”) factors into investment decisions for its investment portfolio to the extent practical and possible. In order to achieve this objective, the City will apply the ESG Investment Criteria to the following Investments: Asset-Backed Securities, Bankers’ Acceptances, Commercial Paper, Corporate, Medium-Term & Bank Notes, and Negotiable Bank Deposit Obligations. The ESG investment criteria is based on ESG Risk Ratings, industry and subindustry definitions, and subindustry rankings as provided by Sustainalytics. Page 18 of 32 Market Value includes accrued interest as of September 30, 2025. Average ESG Risk Rating is weighted by market value. Please see important disclosures at the end of this presentation. * U.S. Treasury and municipal obligations are not included in the analysis. ESG Risk Composition Overview The ESG Risk Rating measures economic value at risk based on ESG factors. A company’s ESG Risk Rating is comprised of a quantitative score and a risk category. The score indicates unmanaged ESG risk. Risk categories are absolute and comparable across industries. Lower scores represent less unmanaged risk. Ratings are scored on a scale of 1-100 and are assigned to one of the following ESG risk categories: •Negligible Risk (overall score of 0-9.99 points) •Low Risk (10-19.99 points) •Medium Risk (20-29.99 points) •High Risk (30-39.99 points) •Severe Risk (40 and higher points) 35/37 of portfolio issuers are rated with a total rated market value of $40.0 million (36%) Negligible Low Medium High Severe Portfolio Average ESG Risk Rating 17.4 Allocation by ESG Risk Rating Low 28% Medium 7% High 1% Not Rated 64% Page 19 of 32 Industry Diversification Portfolio holdings and Sustainalytics data as of September 30, 2025. Average ESG Risk Rating represents the market value-weighted average ESG risk rating for each industry. 21.1 16.8 18.7 15.8 20.0 23.0 21.7 15.2 13.1 13.2 10.2 0% 15% 30% 45% 0 10 20 30 Po r t f o l i o W e i g h t ( % ) ES G R i s k R a t i n g Industry Exposure and Weighted Average Risk Score Page 20 of 32 S&P Credit Rating Distribution ESG Risk Rating Key Negligible Low Medium High Severe 0-9.99 10-19.99 20-29.99 30-39.99 40-100 Portfolio holdings and Sustainalytics data as of September 30, 2025. If a security is not rated by S&P, the equivalent Moody’s rating is used. NR stands for ‘no rating’ and implies that the issuer is not rated by S&P or Moody’s but is rated by Fitch. $0 $5 $10 $15 $20 A-1/A-1+ A AA AAA Market Value Allocation (Millions $) Credit Rating Grouped by ESG Risk Rating Category 18.2 13.9 18.4 15.5 0 10 20 30 AAA AA A A-1/A-1+ Average ESG Risk Rating by S&P Credit Rating Page 21 of 32 Holdings as of September 30, 2025 Sorted By ESG Risk Rating Source: Sustainalytics. Holdings as of September 30, 2025. Issuer % Weight Subindustry Subindustry Percentile ESG Risk Rating 9/30/2025 Cisco Systems, Inc.1.6%Communications Equipment 2 10.2 Novartis AG 1.4%Pharmaceuticals 1 10.9 The Home Depot, Inc.0.9%Home Improvement Retail 14 11.7 Federal National Mortgage Association 0.7%Thrifts and Mortgages 7 12.3 Mastercard, Inc.0.5%Data Processing 5 12.5 Microsoft Corp.1.5%Enterprise and Infrastructure Software 4 13.4 Bristol Myers Squibb Co.0.3%Biotechnology 2 14.7 Citigroup, Inc.2.6%Diversified Banks 14 14.8 Deere & Co.0.7%Agricultural Machinery 14 15.1 Target Corp.0.7%Department Stores 2 15.1 Coöperatieve Rabobank UA 0.9%Diversified Banks 16 15.5 PepsiCo, Inc.0.7%Packaged Foods 1 15.8 JPMorgan Chase & Co.3.0%Diversified Banks 19 16.6 Fifth Third Bancorp 0.5%Regional Banks 15 17.3 BlackRock, Inc.1.1%Asset Management and Custody Services 9 17.5 American Express Co.1.9%Consumer Finance 13 17.6 National Rural Utilities Cooperative Finance Corp.0.4%Development Banks 78 17.6 The Bank of New York Mellon Corp.1.5%Asset Management and Custody Services 10 18.0 AstraZeneca PLC 0.7%Pharmaceuticals 5 18.3 Hyundai Motor Co., Ltd.1.6%Automobiles 7 18.6 Kubota Corp.0.6%Agricultural Machinery 41 18.8 Capital One Financial Corp.0.6%Consumer Finance 18 19.1 Page 22 of 32 Holdings as of September 30, 2025 Sorted By ESG Risk Rating Source: Sustainalytics. Holdings as of September 30, 2025. (continued) Issuer % Weight Subindustry Subindustry Percentile ESG Risk Rating 9/30/2025 Bank of America Corp.3.0%Diversified Banks 26 19.2 Walmart, Inc.0.3%Food Retail 19 20.0 State Street Corp.0.5%Asset Management and Custody Services 16 20.0 The PNC Financial Services Group, Inc.0.7%Regional Banks 23 20.5 Eli Lilly & Co.0.7%Pharmaceuticals 8 20.7 The Goldman Sachs Group, Inc.0.7%Investment Banking and Brokerage 12 21.0 Morgan Stanley 0.7%Investment Banking and Brokerage 13 21.1 Honda Motor Co., Ltd.1.8%Automobiles 15 21.3 Toyota Motor Corp.1.3%Automobiles 25 22.8 Kenvue, Inc.0.5%Personal Products 23 23.0 Nissan Motor Co., Ltd.0.2%Automobiles 32 23.8 General Motors Co.0.2%Automobiles 36 24.2 PACCAR, Inc.0.7%Heavy Machinery and Trucks 46 30.9 Page 23 of 32 Environmental,Social, And GovernancePolicy The City’s ESG criteria restricts portfolio issuers whose Sustainalytics industry and subindustry definitions include Energy Services, Oil & Gas Producers, Refiners & Pipelines, Aerospace & Defense, Paper & Forestry, and Tobacco. The City will also not invest in companies or organizations that operate private or for-profit prisons. The tables to the right show the Bloomberg Industry Classifications (“BICS”) for all the portfolio’s holdings. Issuer Sector (BICS) American Express Co Credit Card ABS AstraZeneca PLC Pharmaceuticals BA Credit Card Trust Credit Card ABS Bank of America Corp Diversified Banks Bank of New York Mellon Corp Banks BlackRock Inc Financial Services Bristol-Myers Squibb Co Pharmaceuticals Cisco Systems Inc Communications Equipment Citigroup Inc Banks Cooperatieve Rabobank UA Banks Deere & Co Machinery Manufacturing Eli Lilly & Co Pharmaceuticals Federal Home Loan Mortgage Corp Government Agencies Federal National Mortgage Association Government Agencies Fifth Third Auto Trust Automobile ABS GM Financial Consumer Automobile Receiv Automobile ABS Goldman Sachs Group Inc Banks Home Depot Inc Retail - Consumer Discretionary Honda Auto Receivables Owner Trust Automobile ABS Issuer Sector (BICS) Hyundai Auto Receivables Trust Automobile ABS JPMorgan Chase & Co Diversified Banks Kenvue Inc Consumer Products Kubota Credit Owner Trust Other ABS Mastercard Inc Consumer Finance Microsoft Corp Software & Services Morgan Stanley Banks New Jersey Turnpike Authority Transportation Nissan Auto Receivables Owner Trust Automobile ABS Novartis AG Pharmaceuticals PACCAR Inc Transportation & Logistics PepsiCo Inc Food & Beverage PNC Financial Services Group Inc Banks State Street Corp Financial Services Target Corp Mass Merchants Toyota Auto Receivables Owner Trust Automobile ABS Toyota Motor Corp Automobiles United States Treasury Sovereigns Walmart Inc Mass Merchants Source: Bloomberg Finance L.P. BICs is an industry classification system developed and utilized by Bloomberg that classifies securities based on business, economic function, and other characteristics.Page 24 of 32 Distribution List City Council Erica A. Stewart Mayor Michelle Shoresman Vice Mayor Michael R. Boswell Council Member Emily Francis Council Member Jan Marx Council Member Investment Oversight Committee Emily Francis Council Liaison Anni Wang Public Member Whitney McDonald City Manager Emily Jackson Director of Finance Debbie Malicoat Deputy Director of Finance/City Controller Riley Kuhn Principal Financial Analyst—Budget Independent Auditor Badawi & Associates PFM Asset Management Monique Spyke Managing Director Justin Resuello Institutional Sales & Relationship Manager Page 25 of 32 Appendix •Additional ESG Information •ESG Themes Information Page 26 of 32 0 5 10 15 20 25 30 35 40 Federal Agency & MBS Certificates of Deposit Corporate Notes ABS ESG Risk Rating ESG Risk Rating Range and Average by Sector Source: Sustainalytics. Data as of September 30, 2025. Bars represent the range of held issuers’ ESG risk rating that fall under each sector, and lines indicate the sectors market value-weighted average ESG risk rating. Please see important disclosures at the end of this presentation. Sector Analysis 18.7 16.8 15.5 12.3 Page 27 of 32 ESG Themes Glossary ESG Theme Theme Description Key Indicators Environment Carbon Output & Energy Use Refers to a company’s management of risks related to its energy efficiency and greenhouse gas emissions in its operation as well as its products and services in the production phase and during the product use phase •Carbon intensity •Renewable energy use •Env. Mgt. System certification •GHG reporting / risk management •Hazardous products •Sustainable products & services Waste & Pollution Evaluates the management of emissions and releases from a company’s own operations to air, water, and land, excluding greenhouse gas emissions •Emergency response program •Solid waste management •Effluent management •Radioactive waste management •Hazardous waste management •Non-GHG air emissions programs •Oil spill disclosure & performance •Recycled material use Resource Use & Biodiversity Analyzes how efficiently and effectively a company uses its raw material inputs and water in production. It also encompasses how a company manages the impact of its operations on land, ecosystems, and wildlife •Biodiversity programs •Deforestation programs / polices •Site closure & rehabilitation •Water intensity & risk management •Forest certifications •Supplier environmental programs / certifications •Sustainable agriculture programs Community Impact (Environmental) Evaluates the community impact from an environmental risk perspective based on an assessment of Community Relations, Products & Services, Occupational Health and Safety, and Product Governance •Env Impact – Community Relations •Env Impact – Products & Services •Env Impact – Occupational Health and Safety •Env Impact – Product Governance Page 28 of 32 ESG Theme Theme Description Key Indicators Social Human Capital Management Evaluates the management of risks related to human rights, labor rights, equality, talent development, employee retention, and labor health and safety •Discrimination policy •Diversity programs •Gender pay equality / disclosures •Employee development •Supply chain management / standards •Human rights policies & programs •Employee health & safety Product Governance Focuses on the management of risks related to product quality, safety, wellness, and nutrition, as well as customer data privacy & cybersecurity •Product & service safety programs / c certifications •Data privacy management •Media & advertising ethics policy •Organic products / GMO policy •Product health statement Community Impact (Social) Assesses how companies engage with local communities and their management of access to essential products or services to disadvantaged communities or groups •Equitable pricing and availability •Access to health care •Price transparency •Human rights / indigenous policy •Community involvement programs •Noise management ESG Financial Integration & Resilience Analyzes financial stability and issues that pose systemic risks and potential external costs to society in the financial services industry. Also measures ESG activities by financial institutions •Systemic risk management / reporting •Tier 1 capital •Leverage ratio •Responsible investment / asset management •Underwriting standards •Financial inclusion •Credit & loan standards •Green buildings investments ESG Themes Glossary Page 29 of 32 ESG Themes Glossary ESG Theme Theme Description Key Indicators Governance Corporate Governance Evaluates a company’s rules, policies, and practices with a focus on how a company's board of directors manages and oversees the operations of a company. Also assesses the management of general professional ethics and lobbying activities •Board / management quality & integrity •Board structure •Ownership & shareholder rights •Remuneration •Audit & financial reporting •Stakeholder governance •Bribery & corruption policies / programs •Money laundering policy •Whistleblower programs •Business ethics programs •Political involvement policy •Lobbying and political expenses Page 30 of 32 Disclosures This report contains information developed by Sustainalytics. Such information and data are proprietary of Sustainalytics and/or its third-party suppliers (Third Party Data) and are provided for informational purposes only. The use of the data does not constitute an endorsement of any product or project, nor investment advice and are not warranted to be complete, timely, accurate or suitable for a particular purpose. The use of their data is subject to their conditions. For more information visit http://www.sustainalytics.com/legal-disclaimer. Although PFM Asset Management’s information providers, including without limitation, Sustainalytics, Inc. and its affiliates (the “ESG Parties”), obtain information from sources they consider reliable, none of the ESG Parties warrants or guarantees the originality, accurate and/or completeness of any data herein. None of the ESG Parties make any express or implied warranties of any kind, and the ESG Parties hereby expressly disclaim all warranties of merchantability and fitness for a particular purpose, with respect to any data herein. None of the ESG Parties shall have any liability for any errors or omissions in connect with any data herein. Further, without limiting any of the foregoing, in no event shall any of the ESG Parties have any liability for any direct, indirect, special, punitive, consequential or any other damages (including lost profits) even if notified of the possibility of such damages. There is a risk that the issuers selected to support client sustainable objectives may not perform as expected in addressing sustainability considerations or such performance may change over time, which could cause a client account to temporarily hold securities that are not in alignment with the account’s sustainable objectives. Further, there is a risk that information used to evaluate ESG criteria may not be readily available, complete or accurate, which could negatively impact an account’s ability to apply its sustainable objectives. In managing client's sustainability objectives, PFM Asset Management may rely on analysis and ratings provided by third parties in determining whether an issuer meets an account’s sustainability objectives. A client’s perception may differ from PFM Asset Management’s or a third party’s on how to judge an issuer’s adherence to client's guidelines. PFM Asset Management serves clients in the public sector and is a division of U.S. Bancorp Asset Management, Inc., which is the legal entity providing investment advisory services. U.S. Bancorp Asset Management, Inc. is a registered investment adviser, a direct subsidiary of U.S. Bank N.A. and an indirect subsidiary of U.S. Bancorp. U.S. Bank N.A. is not responsible for and does not guarantee the products, services, or performance of U.S. Bancorp Asset Management, Inc. For more information regarding PFMAM’s services or entities, please visit www.pfmam.com. Page 31 of 32 Disclosures (cont.) The views expressed within this material constitute the perspective and judgment of U.S. Bancorp Asset Management, Inc. at the time of distribution and are subject to change. Any forecast, projection, or prediction of the market, the economy, economic trends, and equity or fixed-income markets are based upon current opinion as of the date of issue and are also subject to change. Opinions and data presented are not necessarily indicative of future events or expected performance. Information contained herein is based on data obtained from recognized statistical services, issuer reports or communications, or other sources, believed to be reliable. No representation is made as to its accuracy or completeness. PFM Asset Management serves clients in the public sector and is a division of U.S. Bancorp Asset Management, Inc., which is the legal entity providing investment advisory services. U.S. Bancorp Asset Management, Inc. is a registered investment adviser, a direct subsidiary of U.S. Bank N.A. and an indirect subsidiary of U.S. Bancorp. U.S. Bank N.A. is not responsible for and does not guarantee the products, services, or performance of U.S. Bancorp Asset Management, Inc. NOT FDIC INSURED : NO BANK GUARANTEE : MAY LOSE VALUE For Institutional Investor or Investment Professional Use Only – This material is not for inspection by, distribution to, or quotation to the general public. Page 32 of 32