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HomeMy WebLinkAbout02-19-2026 IOC Agenda Packet Investment Oversight Committee AGENDA Thursday, February 19, 2026, 10:00 a.m. Council Hearing Room, 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 - NOVEMBER 20, 2025 INVESTMENT OVERSIGHT COMMITTEE MINUTES 5 Recommendation: To approve the Investment Oversight Committee Minutes of November 20, 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. 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 Regular Meeting of the Investment Oversight Committee is scheduled for May 21, 2026 at 10:00 a.m. 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 31 1 Investment Oversight Committee Minutes November 20, 2025, 10:00 a.m. Council Chambers, 990 Palm Street, San Luis Obispo Investment Oversight Committee Members Present: Member Debbie Malicoat, Member Anni Wang, Chair Emily Jackson, Emily Francis Investment Oversight Committee Members Absent: City Manager Whitney McDonald, Committee Member Jan Marx, Member Erica A. Stewart, Riley Kuhn 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 November 20, 2025 at 10:06 a.m. in the Council Hearing Room 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 - OCTOBER 30, 2025 INVESTMENT OVERSIGHT COMMITTEE MINUTES Motion By Emily Francis Second By Member Wang To approve the Investment Oversight Committee Minutes of October 30, 2025. Page 5 of 31 2 Ayes (5): Member Malicoat, Member Wang, Chair Jackson, Riley Kuhn, and Emily Francis Absent (1): City Manager Whitney McDonald CARRIED (5 to 0) 4. BUSINESS ITEMS 4.a PRESENTATION OF THE QUARTERLY INVESTMENT REPORT ON PORTFOLIO PERFORMANCE & ECONOMIC OUTLOOK Receive and confirm investment policy compliance. Motion By Member Wang Second By Emily Francis Receive and confirm investment policy compliance. Ayes (5): Member Malicoat, Member Wang, Chair Jackson, Riley Kuhn, and Emily Francis Absent (1): City Manager Whitney McDonald CARRIED (5 to 0) 4.b ANNUAL REVIEW OF CITY INVESTMENT POLICY AND MANAGEMENT PLAN To approve the changes to the City's Investment Policy and Management Plan as directed by the October 30, 2025 meeting. Motion By Emily Francis Second By Member Wang Ayes (5): Member Malicoat, Member Wang, Chair Jackson, Riley Kuhn, and Emily Francis Absent (1): City Manager Whitney McDonald CARRIED (5 to 0) 5. COMMENT AND DISCUSSION 5.a STAFF UPDATES AND AGENDA FORECAST 6. ADJOURNMENT Page 6 of 31 3 _________________________ APPROVED BY INVESTMENT OVERSIGHT COMMITTEE: XX/XX/202X Page 7 of 31 Page 8 of 31 Quarterly Investment Report AS OF December 31, 2025 Page 9 of 31 This report presents the City’s investment portfolio for the quarter ending December 31,2025.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 31 Market Considerations U.S. economy remains resilient but government shutdown obscures data •Inflation print likely biased lower due to data collection gaps and technical adjustments •Unemployment rate trends higher with net new job creation near zero •Strong consumer and business spending, along with steadier trade dynamics, support growth The Fed’s December “dot plot” indicates 25 bps of cuts in both 2026 and 2027, but the wide dispersion in underlying projections highlights differing views on path forward The U.S. Treasury yield curve steepened in response to the Fed as yields on the short end fell more than intermediate (2-to 5-year) maturities. Returns across 1-3, 1-5, and 1-10 Treasury benchmarks were similar over the quarter. Yields on longer- maturity securities increased, hurting performance for longer indices lower. Source: Bloomberg Financial L.P. and ICE BofA Indices. ABS indices are 0-5 year, based on weighted average life. As of December 31, 2025. 3.47% 3.73% 3.94% 4.17% 4.84% 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 December 31, 2025 September 30, 2025 3mo 2yr 5yr 7yr 10yr 20yr 30yr 1.12%1.08%1.14%1.19%1.26% 0% 2% 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 Fourth Quarter 2025 Returns Page 11 of 31 4.5%4.4%4.2%4.2%4.2% 0% 1% 2% 3% 4% 5% 6% 2025 2026 2027 2028 Longer Run Unemployment Rate Sep Projections Dec Projections 1.7% 2.3% 2.0%1.9%1.8% 0% 1% 2% 3% 2025 2026 2027 2028 Longer Run Change in Real GDP Sep Projections Dec Projections What we are watching… The U.S. government shutdown halted the collection of key economic indicators, requiring the Federal Reserve (Fed) and the market to rely on survey-based anecdotal evidence and private data reports. The labor market continued to soften and the unemployment rate edged higher. Core inflation moved lower but remained above the Fed’s 2% target. Gaps in data collection due to the government shutdown likely distorted the official data, though other available private sector data pointed to a slowdown in economic momentum. U.S. inflation decelerated modestly during the fourth quarter, though data collection issues and technical adjustments caused by the government shutdown may have biased the data lower. Headline CPI fell to 2.7% year-over-year and core CPI (ex food and energy) fell to 2.6% year-over-year. Fed Chair Powell noted inflation excluding tariffs is near 2%, suggesting the Fed is looking through these effects. Source: Federal Reserve, latest economic projections as of December 2025. 2.9% 2.4%2.1%2.0%2.0% 0% 1% 2% 3% 4% 2025 2026 2027 2028 Longer Run PCE Inflation Sep Projections Dec Projections 3.6%3.4%3.1%3.1%3.0% 0% 1% 2% 3% 4% 5% 2025 2026 2027 2028 Longer Run Federal Funds Rate Sep Projections Dec Projections Page 12 of 31 Current Cash and Investment Summary The following is a summary of the City’s cash and investments based on market value, as of December 31, 2025, compared to the prior quarter. Investment Entity December 31, 2025 Percent of Total**September 30, 2025 City Held Cash & Investments $54,580,092.62 20.3%$51,949,030.96 JPMorgan Money Market Account $50,000,000.00 18.6%$50,000,000.00 LAIF Held Investments $50,257,651.85 18.7%$49,714,578.66 PFMAM Managed Investments*$113,756,480.36 42.4%$112,485,961.94 TOTAL**$268,594,224.83 100.0%$264,149,571.56 *Figures shown exclude accrued interest. **Details may not add up to total due to rounding. Page 13 of 31 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 31 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. 9/30/25 Permitted by Policy U.S. Treasury 72,343,580 63.20%0.19%100% Federal Agency 0 0.00%-0.66%100% Municipal Obligations 215,000 0.19%0.00%30% Negotiable CDs 1,009,114 0.88%-0.01%30% Corporate Notes 25,026,698 21.86%0.59%30% Asset-Backed Securities 15,008,135 13.11%0.81%15% Securities Sub-Total 113,602,528 99.25%0.91% Money Market Fund 153,953 0.13%-0.91%20% Accrued Interest 708,774 0.62%0.00% Securities Total 114,465,254 100.00%0.00% Page 15 of 31 PFMAM Managed 12/31/2025 9/30/2025 Average Maturity (Years)2.56 2.52 Effective Duration1 2.07 2.05 Average Market Yield 3.76%3.93% 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 1.13%5.60%4.81%2.03% 0-5 Treasury Index 1.10%5.44%4.58%1.83% Variance +0.03% +0.16% +0.23% +0.20% 1Effective duration is the approximate percentage change in price for each 1% change in interest rates. Page 16 of 31 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 31 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 31 Market Value includes accrued interest as of December 31, 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 $41.4 million (36%) Negligible Low Medium High Severe Portfolio Average ESG Risk Rating 17.9 Allocation by ESG Risk Rating Low 27% Medium 8% High 1% Not Rated 64% Page 19 of 31 Industry Diversification Portfolio holdings and Sustainalytics data as of December 31, 2025. Average ESG Risk Rating represents the market value-weighted average ESG risk rating for each industry. 21.2 17.1 18.6 15.8 18.6 23.0 22.2 15.4 14.9 18.9 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 31 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 December 31, 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 19.0 15.2 18.5 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 31 Holdings as of December 31, 2025 Sorted By ESG Risk Rating Source: Sustainalytics. Holdings as of December 31, 2025. Issuer % Weight Subindustry Subindustry Percentile ESG Risk Rating 12/31/2025 Cisco Systems, Inc.1.6%Communications Equipment 2 10.2 Novartis AG 1.3%Pharmaceuticals 1 10.9 The Home Depot, Inc.0.9%Home Improvement Retail 17 12.6 Target Corp.0.7%Department Stores 2 14.3 Citigroup, Inc.2.4%Diversified Banks 13 14.8 Coöperatieve Rabobank UA 0.9%Diversified Banks 15 15.5 Deere & Co.0.7%Agricultural Machinery 21 15.6 PepsiCo, Inc.0.7%Packaged Foods 1 15.8 National Rural Utilities Cooperative Finance Corp.0.4%Development Banks 69 16.0 Mastercard, Inc.0.5%Data Processing 18 16.3 Amazon.com, Inc.1.5%Online and Direct Marketing Retail 2 16.6 JPMorgan Chase & Co.3.2%Diversified Banks 18 16.6 Fifth Third Bancorp 0.4%Regional Banks 15 17.3 BlackRock, Inc.1.1%Asset Management and Custody Services 9 17.5 American Express Co.1.8%Consumer Finance 13 17.6 State Street Corp.0.5%Asset Management and Custody Services 10 18.0 The Bank of New York Mellon Corp.1.4%Asset Management and Custody Services 10 18.0 AstraZeneca PLC 0.7%Pharmaceuticals 4 18.3 Hyundai Motor Co., Ltd.1.5%Automobiles 5 18.6 Walmart, Inc.0.3%Food Retail 9 18.6 Kubota Corp.0.6%Agricultural Machinery 41 18.9 Capital One Financial Corp.0.8%Consumer Finance 18 19.1 Page 22 of 31 Issuer % Weight Subindustry Subindustry Percentile ESG Risk Rating 12/31/2025 Bank of America Corp.2.8%Diversified Banks 25 19.2 Alphabet, Inc.1.1%Internet Software and Services 26 20.0 The PNC Financial Services Group, Inc.0.7%Regional Banks 24 20.5 Ally Financial, Inc.0.2%Consumer Finance 27 20.6 Eli Lilly & Co.0.7%Pharmaceuticals 9 20.7 The Goldman Sachs Group, Inc.0.7%Investment Banking and Brokerage 13 21.0 Morgan Stanley 0.7%Investment Banking and Brokerage 13 21.1 Honda Motor Co., Ltd.2.1%Automobiles 13 21.3 Toyota Motor Corp.1.7%Automobiles 23 22.7 Kenvue, Inc.0.5%Personal Products 21 23.0 Nissan Motor Co., Ltd.0.2%Automobiles 35 23.8 General Motors Co.0.2%Automobiles 37 24.2 PACCAR, Inc.0.7%Heavy Machinery and Trucks 51 31.5 Holdings as of December 31, 2025 Sorted By ESG Risk Rating Source: Sustainalytics. Holdings as of December 31, 2025. (continued) Page 23 of 31 Distribution List City Council Erica A. Stewart Mayor Emily Francis Vice Mayor Michael R. Boswell Council Member Jan Marx Council Member Michelle Shoresman 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 24 of 31 Appendix •Additional ESG Information •ESG Themes Information Page 25 of 31 0 5 10 15 20 25 30 35 40 Certificates of Deposit Corporate Notes ABS ESG Risk Rating ESG Risk Rating Range and Average by Sector Source: Sustainalytics. Data as of December 31, 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 19.0 17.3 15.5 Page 26 of 31 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 27 of 31 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 28 of 31 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 29 of 31 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 30 of 31 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 31 of 31