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Contract - Quarterly Investment Report - 8/10/2023
jp�R09,U�ND ROCK TEXAS QUARTERLY INVESTMENT REPORT For the Quarter Ended June 30, 2023 Prepared by Valley View Consulting, L.L.C. The investment portfolio of the City of Round Rock, Texas is in compliance with the Public Funds Investment Act and the Investment Policy and Strategies. C f Financia (icer D p ty C ancial cer Controller reasury untant Valley View eonLlting, LLC Dated Disclaimer: These reports were compiled using information provided by the City. No procedures were performed to test the accuracy or completeness of this information. The market values included in these reports were obtained by Valley View Consulting,L.L.C.from sources believed to be accurate and represent proprietary valuation. Due to market fluctuations these levels are not necessarily reflective of current liquidation values. Yield calculations are not determined using standard performance formulas,are not representative of total return yields and do not account for investment advisor fees. Summary Holdings by Investment Category (Security Sector) June 30,2023 YTM @ Description Cost Book Value Market Value Cash 0.31% $ 17,579,748 $ 17,579,748 Certificates of Deposit 4.04% 96,311,204 96,311,204 Local Government Investment Pool 5.07% 72,616,292 72,616,292 Money Market Accounts 5.28% 1 40,218,376 40,218,376 Municipal 0.36% 5,674,694 5,639,102 US Agency 3.34% 234,314,813 231,005,181 US Treasury 1.91% 96,544,479 94,896,656 Total/Average 3.45% $ 563,259,606 $ 558,266,559 March 31,2023 YTM @ Description Cost Book Value Market Value Cash 0.39% $ 15,734,692 $ 15,734,692 Certificates of Deposit 2.43% 112,731,346 112,731,346 Local Government Investment Pool 4.81% 62,454,540 62,454,540 Money Market Accounts 4.94% 46,696,568 46,696,568 Municipal 0.36% 5,713,655 5,620,656 US Agency 3.18% 240,121,114 237,684,468 US Treasury 1.91% 96,545,127 94,766,759 Total/Average 3.03% $ 579,997,042 $ 575,689,028 Average Yield Current Fiscal Year- Quarter(1) to-Date(2) Total Portfolio 3.45% 2.96% TexPool Yield 5.05% 4.55% Rolling Three Mo.Treas.Yield 5.28% 4.75% Rolling Six Mo.Treas.Yield 5.08% 4.57% Rolling 1 Yr.Treas.Yield 4.44% 3.66% Rolling 2 Yr.Treas.Yield 2.67% 2.15% Investment Income(3) Interest Income(Approximate) $ 4,693,003 $ 11,337,292 WAM at 6/30/2023 Policy WAM Max Total Portfolio 267 days 540 days Pooled Funds 322 days 540 days (1)Average Yield calculated using quarter end report yields and adjusted book values and does not reflect a total return analysis or account for advisory fees. (2)Fiscal Year-to-Date Average Yields calculated using quarter end report yields and adjusted book values and does not reflect a total return analysis or account for advisory fees. (3)Investment Income includes coupon interest,accrued interest,and discount and premium amortization. 1 City of Round Rock Valley View Consulting,L.L.C. Economic Overview 6/30/2023 The Federal Open Market Committee(FOMC)paused and kept the Fed Funds target range 5.00%-5.25%June 14th(Effective Fed Funds are trading+/-5.08%). Another increase is projected after the July 25-26 meeting. First quarter 2023 GDP(Final) recorded 2.0%. June Non-Farm Payroll added 209k new jobs, below the 230k projection. The three month average declined to 244k. The S&P Stock Index continues moderate increases,trading+/-4,400. The yield curve rose from last month but remains steeply inverted with the expectation of future FOMC rate decreases. Crude Oil trades over+/-$70 per barrel. Inflation declined slightly but is still over the FOMC 2%target(Core PCE+/-4.6%and CPI+/-5.3%). The Ukrainian/Russian war and Middle East conflicts increase market anxiety. 6.00 Treasury Yield Curves 5,250 S&P 500 5,000 -- 4,750 -- - - - 5.00 - 4,500 - 4,250 4,000 4.00 - 3,7503500 - - 3,250 3,000 3.00 2,750 ' 2,500 2,250 2.00 - - --- - ------ 2,000 -- folo" 1W - 1,750 ------- 1,500 - 1.00 1,250 1,000 -- 750 500 0.00 250 O ? Q Q Q P 0 `-1b `tea t":D No `1 `� `,cb -June 30,2022 March 31,2023 June 30,2023 6.00 US Treasury Historical Yields-Since 2006 6.00 US Treasury Historical Yields-Since Nov 2015 5.50 5.50 5.00 -- 5.00 - - 4.50 4.50 4.00 - - 4.00 3.50 3.50 low 3.00 Ir 11%- - 3.00 2.50 - - - 2.50 -- 2.00 - -- - 2.00 1.50 - -- - - 1.50 - - - 1.00VkA - r 1.00 0.50 - d 0.50 ~� 0.00 •���� 0.00 0606010106000909101011111 1R'1`31'31R 1C`15151610111110101919`).�'1-�:1.1;�1;L;L�';L�;L`3 '�5 '�6 '�6 '�'� N1 No .10 .19 N11 �"0 `i"0 `�"'� �.^ rj.�' `1.' 1""1 " " �a1" " " " �a1" " " " - -- � �- Six Month T-Bill Two Year T-Note Ten Year T-Note � -�Six Month T Bill Tw_o Year T-_N9te_ Ten_Year T-Note Valley View Consulting,L.L.C. 2 Holdings by Investment Category June 30, 2023 Pooled Debt Service Debt Service Reserve Capital Project&Special Total Funds Funds Funds Purpose Funds Portfolio Description Book Value %of Portfolio Book Value %of Portfolio Book Value %of Portfolio Book Value %of Portfolio Book Value %of Portfolio Cash $ 17,579.448 3% $ 300 0% $ - 0% $ - 0% $ 17,579,748 3% Certificates of Deposit 79,092.581 14% 2,042,062 0% - 0% 15.176,561 3% 96,311,204 17% Investment Pools 21,848,664 4% 16,552,427 3% 4,316,536 1% 29,898,665 5% 72,616,292 13% Money Market Accounts 17,050,465 3% - 0% 896,908 0% 22,271,003 4% 40,218,376 7% Municipal 5,674,694 1 1% - 0% - 0% - 0% 5,674,694 1% US Agency 216,347,522 38% 7,967,760 1% - 0% 9,999,530 2% 42% US Treasury 96,544.479 17% - 0% - 0% - 0% 96,544,479 17% Total I Average $454,137,854 81%, $ 26,562,549 5% $ 5,213,444 1% $ 77,345,759 14% �234,314,813 563,259,606 100% Portfolio Balances (Millions) Order of Liquidity 5600 - ■Cash S500 ■Local Government Investment Pool S400 - - ■Money Market Account 5300 ■US Treasury $200 ■US Agency o Municipal $100 - ■Certificates of Deposit SO Pooled Funds DS Funds DSR Funds CP&SP Funds Total Portfolio 6/30/2023 6/30/2023 6/30/2023 6/30/2023 - 6/30/2023 City of Round Rock Valley View Consulting, L.L.C. 3 Investment Holdings by Investment Category Quarterly Transactions By Investment Category June 30,2023 June 30, 2023 %of Portfolio Net Cash Equivalent Description Book Value Portfolio Limitation Description Buys Sells Maturities Calls Interest Deposit/(Withdrawal) Cash $ 17,579,748 3.1% 100% Cash $ — $ — $ — $ — $ 83,560 $ 1,845,057 Investment Pools 72,616,292 12.9% 100% Investment Pools — — — — 963,163 10,161,752 Money Market Accounts 40,218,376 7.1% 75% Money Markets Accounts — — — — 521,808 (6,478,192 Certificates of Deposit 96,311,204 17.1% 85% Certificates of Deposit 26,738,344 — 43,158,486 — 752,329 — Commercial Paper 0.0% 10%/5% Commercial Paper — — — — —,Municipal 5,674,694 1.0% 350/./5% Municipal — — — — — — US Agency 234,314,813 41.6% 85% US Agency 8,000,000 — 14,000,000 — 1,476,044 — US Treasury 96,544,479 17.2% 85% US Treasury — — — — 509,375 — Total/Average $ 563,259,606 100% PASSED Totals $ 34,738,344 $ — $ 57,158,486 $ — $ 4,306,279 $ 5,528,617 Portfolio Balances (Millions) Portfolio Composition Order of Liquidity June 30,2023 Certificates of $600 Deposit Money Market Accounts 17.1% Municipal ■Cash 7.1% 1.0% $500 ■Local Government Investment Pools $400 Investment Pool 12.9% ■Money Market Account $300 ■US Treasury Cash 3.1% $200 ■US Agency $100 - - - ❑Municipal US Treasury USA enc 17.1/0 Agency $0 ■Certificates of Deposit 41.6% IbV City of Round Rock Valley View Consulting, L.L.C. 4 City of Round Rock Pooled Funds Performance 5.50 5.00 -- 4.50 ' 4.00 3.50 - - aaIVR r- 3.00 - - m L a 2.50 2.00 - 1.50 Ijfix `% -- - 1.00 ♦ -- � 1 0.50 0.00 / �O �O " O O O O � � �O ,�'1 N1 NA N1 Nb ,� ,�O NO NOj O O O O O O O O O O O O O O o O O '.Ip O O`1' OOOO`1' O`1' O`l� OOOOHO OHO ��ti o�ti o�ti '`�\ N�`L O�`L Opti �ti ��ti o�ti o�ti ,��`L ,��`L O�'L o�ti 4 N\`L O�`L O�`L ��ti ��ti O�`L c\o �r\r� ^�\rt 'a\"5 C b 'r b "b\'1 b\"' p,\� ^�� 'b\� Ib\5 C\"b wry"' rt\,b Q)\`b Offe ^�� O\c ro\r 0\r �rL`� rt\� co\r 0\'b �'1\rt "o\r"' 'st Off"' wry' "b\, Round Rock TexPool Rolling 1.5 yr Treasury (Policy WAM max) Rolling 9 mo Treasury City of Round Rock Valley View Consulting, L.L.C. 5 Portfolio Balances By Fund (Millions) $600 $500 ■Capital Project R Special Purpose Funds $400 ®Debt Service Reserve Funds $300 ❑Debt Service Funds $200 $100 ■Pooled Funds $0 Nh 11y ^6 N6 ^6 N6 N\ N\ N% �1 N- N- N% N% ^") ^q ^C5 Nc� fO r�$ ff� CP ti^ �^ ti^ ti^ tiry tiry tiry ryry ti� ti� City of Round Rock Valley View Consulting, L.L.C. 6 Holdings by Allocation and Portfolio Fund June 30, 2023 Coupon Settlement Face Amount/ Market Days to YTM Issuer Rate Credit Rating Date Shares Book Value Price Market Value Maturity Date Maturity Book Fund 000-Pooled Investments NexBank 5.30% 11/29/2016 $ 11,306,279 $ 11,306,279 100.00 $ 11,306,279 N/A 1 5.30% TexasDAILY 5.14% AAAm 6/1/2021 2,519 2,519 100.00 2,519 N/A 1 5.14% TexasDAILY Select 5.27% AAAm 12/3/2021 5,207,309 5,207,309 100.00 5,207,309 N/A 1 5.27% Veritex Community Bank 5.08% 9/1/2020 196,821 196,821 100.00 196,821 N/A 1 5.08% JPMor an Chase 0.31% 9/30/2015 17,579,448 17,579,448 100.00 17,579,448 N/A 1 0.31% TexSTAR 5.07% AAAm 9/30/2015 208,406 208,406 100.00 208,406 N/A 1 5.07% TexPool 5.05% AAAm 9/30/2015 14,077,174 14,077,174 100.00 14,077,174 N/A 1 5.05% NexBank 5.30% 1/13/2023 5,547,365 5,547,365 100.00 5,547,365 N/A 1 5.30% TexasDAILY 5.14% AAAm 9/30/2015 2,353,257 2,353,257 100.00 2,353,257 N/A 1 5.14% R Bank 0.70% 7/6/2021 1,012,366 1,012,366 100.00 1,012,366 7/6/2023 6 0.70% Treasury 1.25% Aaa/AA+/AAA 7/7/2021 8,000,000 8,006,964 99.70 7,976,183 7/31/2023 31 0.22% Veritex Community Bank 0.25% 7/30/2021 7,030,695 7,030,695 100.00 7,030,695 7/31/2023 31 0.25% Dallas ISD 4.00% Aaa/AAA/AAA 4/22/2021 4,195,000 4,214,694 99.81 4,187,030 8/15/2023 46 0.26% Arlington TX HGR EDU 0.63% -/AAA/- 4/28/2021 1,460,000 1,460,000 99.46 1,452,072 8/15/2023 46 0.63% Veritex Community Bank 0.25% 8/23/2021 4,419,263 4,419,263 100.00 4,419,263 8/23/2023 54 0.25% FHLMC 0.25% Aaa/AA+/AAA 1/28/2022 5,000,000 4,994,051 99.29 4,964,546 8/24/2023 55 1.05% FHLB 0.00% Aaa/AA+/-- 8/31/2022 5,000,000 4,972,385 99.18 4,959,000 8/28/2023 59 3.51% FNMA 2.88% Aaa/AA+/AAA 3/30/2022 4,000,000 4,005,323 99.48 3,979,394 9/12/2023 74 2.20% Treasury 0.25% Aaa/AA+/AAA 9/30/2021 10,000,000 9,998,843 98.82 9,882,099 9/30/2023 92 0.30% FHLMC 2.00% Aaa/AA+/AAA 2/28/2022 5,000,000 5,006,680 99.02 4,951,229 10/17/2023 109 1.55% Treasury 2.88% Aaa/AA+/AAA 11/22/2021 10,000,000 10,080,417 99.21 9,921,400 10/31/2023 123 0.47% FHLB 0.50% Aaa/AA+/-- 11/12/2021 5,000,000 4,999,582 98.32 4,915,880 11/9/2023 132 0.52% Treasury 0.50% Aaa/AA+/AAA 6/23/2022 5,000,000 4,948,602 98.05 4,902,306 11/30/2023 153 3.03% Treasury 2.88% Aaa/AA+/AAA 11/10/2021 5,000,000 5,050,721 99.00 4,950,154 11/30/2023 153 0.44% FHLB 0.50% Aaa/AA+/-- 12/7/2021 8,000,000 7,994,075 97.85 7,827,782 12/8/2023 161 0.67% FHLB 5.00% Aaa/AA+/-- 12/19/2022 10,000,000 10,000,000 99.82 9,982,486 12/19/2023 172 5.00% FHLB 0.63% Aaa/AA+/-- 1/5/2022 5,000,000 4,996,530 97.75 4,887,735 12/22/2023 175 0.77% FFCB 0.90% Aaa/AA+/AAA 1/28/2022 5,000,000 4,992,114 97.58 4,878,965 1/18/2024 202 1.19% Treasury 2.25% Aaa/AA+/AAA 1/5/2022 8,000,000 8,069,143 98.19 7,854,962 1/31/2024 215 0.77% Treasury 2.38% Aaa/AA+/AAA 2/14/2022 14,000,000 14,071,286 98.03 13,723,874 2/29/2024 244 1.60% FHLB 1.88% Aaa/AA+/-- 2/28/2022 15,000,000 15,026,706 97.61 14,641,071 3/8/2024 252 1.61% FAMC 2.58% 4/18/2022 10,000,000 10,000,000 97.64 9,764,010 4/18/2024 293 2.58% Treasury 2.25% Aaa/AA+/AAA 3/30/2022 10,000,000 9,984,830 97.43 9,742,580 4/30/2024 305 2.44% FAMC 2.65% 5/9/2022 3,000,000 2,998,136 97.70 2,930,951 5/2/2024 307 2.73% FFCB 2.63% Aaa/AA+/AAA 6/2/2022 3,051,000 3,049,867 97.71 2,981,196 5/3/2024 308 2.67% Treasury 2.50% Aaa/AA+/AAA 6/2/2022 7,000,000 6,990,170 97.39 6,817,026 5/31/2024 336 2.66% FHLB 3.13% Aaa/AA+/-- 6/23/2022 20,000,000 19,997,528 97.87 19,573,854 6/14/2024 350 3.14% FFCB 3.15% Aaa/AA+/AAA 7/15/2022 10,000,000 10,002,334 97.71 9,770,880 7/15/2024 381 3.13% Treasury 1.75% Aaa/AA+/AAA 9/29/2022 10,000,000 9,748,547 96.20 9,620,366 7/31/2024 397 4.18% FFCB 3.38% Aaa/AA+/AAA 8/31/2022 23,500,000 23,456,408 97.80 22,982,525 8/26/2024 423 3.54% FFCB 3.50% Aaa/AA+/AAA 9/16/2022 20,000,000 19,891,795 97.83 19,566,592 9/13/2024 441 3.97% FHLB 4.50% Aaa/AA+/-- 11/1/2022 2,000,000 1,996,177 98.95 1,979,082 10/3/2024 461 4.66% FHLB 4.50% Aaa/AA+/-- 11/1/2022 3,000,000 2,994,265 98.95 2,968,623 10/3/2024 461 4.66% Treasury 0.63% Aaa/AA+/AAA 12/13/2022 5,000,000 4,766,293 94.22 4,710,765 10/15/2024 473 4.43% FFCB 4.38% Aaa/AA+/AAA 10/17/2022 7,000,000 7,000,517 98.92 6,924,693 10/17/2024 475 4.37% FHLB 4.53% Aaa/AA+/-- 12/14/2022 15,000,000 15,000,000 99.04 14,855,453 11/18/2024 507 4.53% Texas Capital Bank 4.71% 1/19/2023 5,098,269 5,098,269 100.00 5,098,269 12/13/2024 532 4.71% Independent Financial Bank 4.50% 1/31/2023 10,101,096 10,101,096 100.00 10,101,096 12/31/2024 550 4.50% 7 City of Round Rock Valley View Consulting, L.L.C. Holdings by Allocation and Portfolio Fund June 30, 2023 Coupon Settlement Face Amount/ Market Days to YTM @ Issuer Rate Credit Rating Date Shares Book Value Price Market Value Maturity Date Maturity Book Independent Financial Bank P4.:69% 1/31/2023 5,050,548 5,050,548 100.00 5,050,548 1/31/2025 581 4.50% American Nat'l Bank&Trust 2/10/2023 10,148,768 10,148,768 100.00 10,148,768 2/10/2025 591 4.50% FHLB Aaa/AA+/-- 2/24/2023 5,000,000 4,973,051 99.01 4,950,280 2/13/2025 594 4.85% FHLB Aaa/AA+/-- 2/15/2023 20,000,000 20,000,000 99.29 19,858,478 3/14/2025 623 4.69% Treasu Aaa/AA+/AAA 2/24/2023 5,000,000 4,828,663 95.90 4,794,940 4/15/2025 655 4.65% American Nat'l Bank&Trust 3/30/2023 10,111,369 10,111,369 100.00 10,111,369 4/28/2025 668 4.50% Texas Bank 4.56% 1 6/15/2023 5,009,993 5,009,993 100.00 5,009,993 5/8/2025 349 4.56% American Nat'l Bank&Trust 4.50% 3/30/2023 10,095,219 10,095,219 100.00 10,095,219 5/15/2025 685 4.50% Texas Bank 4.56% 6/15/2023 3,005,996 3,005,996 100.00 3,005,996 6/12/2025 H914.56% American Nat'l Bank&Trust 4.56% 6/22/2023 8,009,000 8,009,000 100.00 8,009,000 6/19/2025 356 4.56% FHLB 4.75% Aaa/AA+/-- 6/22/2023 8,000,000 - --- 000 99.68 7,974,309 6/20/2025 in Sub Total/Average 3.05% 454,777,159 454,137,854 98.77 449,175,930 Fund 170-Interest&Sinking GO Bonds TexasDAILY 5.14% AAAm 4/30/2016 28,730 28,730 100.00 28,730 N/A TexPool 5.05% AAAm 9/30/2015 10,975,463 10,975,463 100.00 10,975,463 N/A 1 5.05% East West Bank 4.87% 1/26/2023 2,042,062 2,042,062 100.00 2,042,062 7/26/2023 26 4.87% FHLB 0.00% Aaa/AA+/-- 1/19/2023 8,000,000 7,967,760 99.60 7,967,920 7/31/2023 31 4.80% Sub Total/Average 3.12% 21,046,255 21,014,015 99.85 21,014,175 15 4.94% Fund 210-Interest&Sinking Debt Service JPMor an Chase 0.31% 9/30/2015 300 300 1 100.00 300 N/A 1 0.31% Sub Total/Average 0.31% 300 300 1 100.00 300 1 0.31% Fund 462-2017 Bond Fund TexPool 5.05% AAAm 5/30/2017 3,151,478 3,151,478 100.00 3,151,478 N/A 1 5.05% NexBank 5.30% 3/30/2020 1,683,746 1,683,746 100.00 1,683,746 N/A 1 5.30% East West Bank 4.89% 2/10/2023 5,095,342 5,095,342 100.00 5,095,342 7/10/2023 10 4.89% Sub Total/Average 5.01% 9,930,566 9,930,566 100.00 9,930,566 6 5.01% Fund 465-Road CO Bond Fund TexPool 5.05% AAAm 9/1/2020 23,782,607 23,782,607 100.00 23,782,607 N/A 1 5.05% FHLB 3.63% Aaa/AA+/-- 9/9/2022 10,000,000 9,999,530 99.68 9,968,247 9/6/2023 68 3.65% American Nat'l Bank&Trust 4.85% 4/10/2023 10,081,219 10,081,219 100.00 10,081,219 4/10/2024 285 4.85% Sub Total/Average 4.68% 43,863,826 43,863,357 99.93 43,832,073 82 4.69% Fund 591 -Reserves Fund TexPool 5.05% AAArn 1 9/30/2015 1 9,070 1 9,070 100.00 1 9,070 N/A 1 5.05% NexBank 5.30% 4/29/2019 896,908 896,908 1 100.00 1 896,908 1 N/A 1 5.30% Sub Total/Average 5.30% 905,979 905,979 1 100.00 1 905,979 1 5.30% Fund 602-Interest&Sinking Revenue Bonds TexPool 5.05% AAArn 1 9/30/2015 5,548,234 5,548,234 1 100.00 5,548,234 N/A 1 5.05% Sub Total/Average 5.05% 5,548,234 5,548,234 1 100.00 5,548,234 1 5.05% Fund 604-2022 SIB Loan TexPool 5.05% AAAm 9/29/2022 2,964,579 2,964,579 100.00 2,964,579 N/A 1 5.05% American Nat'l Bank&Trust 5.26% 11/21/2022 20,587,257 20,587,257 100.00 20,587,257 N/A 1 5.26% Sub Total/Average 5.23% 23,551,837 23 551,837 100.00 23,551,837 1 5.23% Fund 605-Kalahari Debt Service Reserve TexPool 5.05% AAAm 8/30/2019 4,307,466 4,307,466 100.00 4,307,466 N/A 1 5.05% 8 City of Round Rock Valley View Consulting,L.L.C. Holdings by Allocation and Portfolio (Fund) June 30, 2023 Coupon Settlement Face Amount/ Market Days to YTM @ Issuer Rate Credit Rating Date Shares Book Value price Market Value Maturity Date Maturity Book Sub Total/Average 5.05% 4,307,466 4,307,466 100.00 4,307,466 1 5.05% Total/Average 3.35% $ 563,931,620 $ 563,259,606 99.00 $ 558,266,559 257 3.45 9 City of Round Rock Valley View Consulting,L.L.C. Book Value Comparison June 30, 2023 Issuer Coupon Settlement Maturity Beginning Book Total Buys/ Total Sells/ Ending Book Change in Book Rate Date Date Value Increases Decreases Value Value Fund 000-Pooled Investments JPMor an Chase N/A 9/30/2015 N/A $ 15,734,692 $ 6,890,444 $ 5,045,687 $ 17,579,448 $ 1,844,757 TexPool N/A 9/30/2015 N/A 3,802,144 11,567,931 1,292,901 14,077,174 10,275,029 TexSTAR N/A 9/30/2015 N/A 205,837 2,569 — 208,406 2,569 TexasDAILY N/A 9/30/2015 N/A 2,324,150 29,107 — 2,353,257 29,107 TexasDAILY N/A 6/1/2021 N/A 2,488 31 — 2,519 31 TexasDAILY Select N/A 12/3/2021 N/A 5,141,121 66,188 — 5,207,309 66,188 NexBank N/A 11/29/2016 N/A 17,529,397 144,076 6,367,195 11,306,279 6,223,119 Veritex Community Bank N/A 9/1/2020 N/A 194,391 2,429 — 196,821 2,429 NexBank N/A 1/13/2023 N/A 6,107,219 72,951 632,805 5,547,365 559,854 Prosperity Bank 0.20% 4/12/2021 4/12/2023 5019,186 — 5,019,186 — 5,019,186 FFCB 0.13% 4/13/2021 4/13/2023 4,999,882 — 5,000,000 — 4,999,882 FFCB 0.38% 1/28/2022 4/27/2023 3,998,460 — 4,000,000 — 3,998,460 Prosperity Bank 0.20% 5/19/2021 5/19/2023 10,036,722 1,705 10,038,427 — 10,036,722 FNMA 0.25% 6/23/2022 5/22/2023 4,981,487 — 5,000,000 — 4,981,487 Veritex Community Bank 0.20% 6/1/2021 6/1/2023 20,070,023 — 20,070,023 — 20,070,023 Bank OZK 0.20% 6/9/2021 6/9/2023 8,028,154 2,697 8,030,851 8,028,154 R Bank 0.70% 7/6/2021 7/6/2023 1,010,615 1,751 — 1,012,366 1,751 Treasury 1.25% 7/7/2021 7/31/2023 8,027,406 — — 8,006 964 20,442 Veritex Community Bank 0.25% 7/30/2021 7/31/2023 7,026,363 4,331 — 7,030,695 4,331 Arlington TX HGR EDU 0.63% 4/28/2021 8/15/2023 1,460,000 — 11460.000 — Dallas ISD 4.00% 4/22/2021 8/15/2023 4,253,655 — — 4,214,694 38,961 Veritex Community Bank 0.25% 8/23/2021 8/23/2023 4,416,571 2,692 — 4,419,263 2,692 FHLMC 0.25% 1/28/2022 8/24/2023 4,984,207 — — 4,994,051 9,843 FHLB 0.00% 8/31/2022 8/28/2023 4,929,792 — — 4,972,385 42,593 FNMA 2.88% 3/30/2022 9/12/2023 4,011,868 — — 4,005,323 6,545 Treasury 0.25% 9/30/2021 9/30/2023 9,997,699 — — 9,998,843 1,144 FHLMC 2.00% 2/28/2022 10/17/2023 5,012,257 — — 5,006,680 5,577 Treasury 2.88% 11/22/2021 10/31/2023 10,139,913 — — 10,080,417 59,496 FHLB 0.50% 11/12/2021 11/9/2023 4,999 295 — — 4,999,582 288 Treasury 2.88% 11/10/2021 11/30/2023 5,080,889 — — 5105017 1 30,167 Treasury 0.50% 6/23/2022 11/30/2023 4,918,031 — — 4,948,602 30,570 FHLB 0.50% 12/7/2021 12/8/2023 7,990,726 — — 7 994,075 3,349 FHLB 5.00% 12/19/2022 12/19/2023 10,000 000 — — 10,000,000 — FHLB 0.63% 1/5/2022 12/22/2023 4,994,726 — — 4,996,530 1,804 FFCB 0.90% 1/28/2022 1/18/2024 4,988,561 — — 4,992,114 3,553 Treasury 2.25% 1/5/2022 1/31/2024 8,098,408 — — 81069,143 29,265 Treasury 2.38% 2/14/2022 2/29/2024 14,097,872 — — 14,071,286 26,586 FHLB 1.88% 2/28/2022 3/8/2024 15,036,350 — — 15,026,706 9,644 FAMC 2.58% 4/18/2022 4/18/2024 10,000,000 — — 10,000,000 — Treasu 2.250/6 3/30/2022 4/30/2024 9,980 304 — — 9,984,830 4,526 FAMC 2.65% 5/9/2022 5/2/2024 1 2,997,584 — — 2,998,136 553 FFCB 2.63% 6/2/2022 5/3/2024 3,049,532 3,049,867 335 Treasury 2.50% 6/2/2022 5/31/2024 6,987,507 — — 6,990,170 2,662 FHLB 3.13% 6/23/2022 6/14/2024 19,996 885 — — 19,997,528 643 FFCB 3.15% 7/15/2022 7/15/2024 10,002,892 — — 10,002,334 558 Treasury 1.75% 9/29/2022 7/31/2024 9,690,909 — — 9,748,547 57,638 FFCB 3.38% 8/31/2022 8/26/2024 23,447 030 — — 23 456,408 9,378 FFCB 3.50% 9/16/2022 9/13/2024 19,869 467 — — 19 891,795 22,328 FHLB 4.50% 11/1/2022 10/3/2024 1,995,422 — — 1,996,177 755 FHLB 4.50% 11/1/2022 10/3/2024 2,993,133 — — 2994,265 1,132 Treasu 0.63% 12/13/2022 10/15/2024 4,721,331 — — 4,766,293 44,963 FFCB 4.38% 1 10/17/2022 10/17/2024 1 7,000,616 — — 7,000,517 99 10 City of Round Rock Valley View Consulting,L.L.C. Book Value Comparison June 30, 2023 Issuer Coupon Settlement Maturity Beginning Book Total Buys/ Total Sells/ Ending Book Change in Book Rate Date Date Value Increases Decreases Value Value FHLB 4.53% 12/14/2022 11/18/2024 15,000,000 - - 15,000,000 - Texas Capital Bank 4.71% 1/19/2023 12/13/2024 5038,169 60,100 - 5,098269 60,100 Independent Financial Bank 4.50% 1/31/2023 12/31/2024 10,000,000 101,096 - 10 101,096 101,096 Independent Financial Bank 4.50% 1/31/2023 1/31/2025 5,000,000 50,548 - 5,050,548 50,548 American Nat'l Bank&Trust 4.50% 2/10/2023 2/10/2025 10,034,521 114,247 - 10,148,768 114,247 FHLB 4.500% 2/24/2023 2/13/2025 4,968,922 - - 4973,051 4,129 FHLB 4.69% 2/15/2023 3/14/2025 20,000,000 - - 20,000,000 - Treasury 2.63% 2/24/2023 4/15/2025 4,804 859 - - 4,828,663 23,804 American Nat'l Bank&Trust 4.50% 3/30/2023 4/28/2025 10,000,000 111,369 - 10,111,369 111,369 Texas Bank 4.56% 6/15/2023 5/8/2025 - 5,009,993 - 5,009,993 5,009,993 American Nat'l Bank&Trust 4.50% 3/30/2023 5/15/2025 10,000,000 95,219 - 10,095,219 95.219 Texas Bank 4.56% 6/15/2023 6/12/2025 3,005,996 - 3,005 996 3,005,996 American Nat'l Bank&Trust 4.56% 6/22/2023 6/19/2025 - 8,009,000 - 8,009,000 8,009,000 FHLB 4.75% 6/22/2023 6/20/2025 - 8,000,000 - 8,000,000 8,000,000 Sub Total/Average Fund 000-Pooled Investments 481,229,637 43,346,470 70,497,075 454,137,854 27,091,783 Fund 170-Interest&Sinking GO Bonds TexPool N/A 9/30/2015 N/A 10,464,019 511,444 - 10,975,463 511,444 TexasDAILY N/A 4/30/2016 N/A 28,374 355 - 28,730 355 East West Bank 4.87% 1/26/2023 7/26/2023 2,017,419 24,642 - 2,042,062 24,642 FHLB 0.00% 1/19/2023 7/31/2023 7,873,120 - 7,967,760 94,640 Sub Total/Average Fund 170-Interest&Sinking GO Bonds 20,382,933 536,442 - 21,014,015 631,082 Fund 210-Interest&Sinking Debt Service JPMor an Chase N/A 9/30/2015 N/A - 300 - 300 300 Sub Total/Average Fund 210-Interest&Sinking Debt Service - 300 - 300 300 Fund 460-Bond Fund TexPool N/A 9/30/2015 N/A 358,097 2,940 361,037 - 358,097 Sub Total/Average Fund 460-Bond Fund 358,097 2,940 361,037 - 358,097 Fund 462-2017 Bond Fund TexPool N/A 5/30/2017 N/A 3,112,341 39,137 - 3,151,478 39,137 NexBank N/A 3/30/2020 N/A 1,662,290 21,456 - 1,683,746 21,456 East West Bank 4.89% 2/10/2023 7/10/2023 5,033,603 61,739 - 5,095,342 61.739 Sub Total/Average Fund 462-2017 Bond Fund 9,808,234 122,332 - 9,930,566 122,332 Fund 465-Road CO Bond Fund TexPool N/A 9/1/2020 N/A 25,841,230 1,316,711 3,375,333 23,782,607 2,058,622 FHLB 3.63% 9/9/2022 9/6/2023 9,998,902 - - 9,999,530 628 American Nat'l Bank&Trust 4.85% 4/10/2023 4/10/2024 - 10,081,219 - 10,081,219 10,081,219 Sub Total/Avera a Fund 465-Road CO Bond Fund 35,840,132 11,397,930 3,375,333 43,863,357 8,023,225 Fund 591 -Reserves Fund TexPool N/A 9/30/2015 N/A 8,959 111 - 9,070 111 NexBank N/A 4/29/2019 N/A 885,479 11,429 0 896,908 11,429 Sub Total/Average Fund 591-Reserves Fund 894,438 11,540 0 905,979 11,540 Fund 602-Interest&Sinking Revenue Bonds TexPool N/A 9/30/2015 N/A 5,615,493 68,941 136,200 5,548,234 67,259 Sub Total/Average Fund 602-Interest&Sinking Revenue Bonds 5,615,493 68,941 136,200 5,548,234 67,259 Fund 604-2022 SIB Loan TexPool N/A 9/29/2022 N/A 2,928,273 36,306 - 2,964,579 36,306 American Nat'l Bank&Trust N/A 11/21/2022 N/A 20,317 792 269,466 - 20 587,257 269,466 City of Round Rock Valley View Consulting,L.L.C. 11 Book Value Comparison June 30, 2023 Issuer Coupon Settlement Maturity Beginning Book Total Buys/ Total Sells/ Ending Book Change in Book Rate Date Date Value Increases Decreases Value Value Sub Total/Average Fund 604-2022 SIB Loan 23,246,065 305,772 — 23,551,837 305,772 Fund 605-Kalahari Debt Service Reserve TexPool N/A 8/30/2019 N/A 2.622.013 1 1.685,453 1 4.307,466 1.685.453 Sub Total/Average Fund 605-Kalahari Debt Service Reserve 1 2,622,013 1,685,453 1 4,307,466 1,685,453 Total/Average I $ 579,997,042 $ 57,478,120 $ 74,369,645 $ 563,259,606 $ (16,737,436 City of Round Rock Valley View Consulting,L.L.C. 12 Market Value Comparison June 30, 2023 Issuer Coupon Settlement Maturity Beginning Total Buys/ Total Sells/ Ending Market Change in Rate Date Date Market Value Increases Decreases Value Market Value Fund 000-Pooled Investments JPMor an Chase N/A 9/30/2015 N/A $ 15,734,692 $ 6,890,444 $ 5,045,687 $ 17,579,448 $ — TexPool N/A 9/30/2015 N/A 3,802,144 11,567931 1,292,901 14,077,174 — TexSTAR N/A 9/30/2015 N/A 205,837 2,569 — 208,406 — TexasDAl LY N/A 9/30/2015 N/A 2,324,150 29,107 — 2,353,257 — TexasDAILY N/A 6/1/2021 N/A 2,488 31 — 2,519 — TexasDAILY Select N/A 12/3/2021 N/A 5,141,121 66,188 — 5,207,309 — NexBank N/A 11/29/2016 N/A 1 17,529,397 144,076 6,367,195 11,306,279 — Veritex Community Bank N/A 9/1/2020 N/A 194,391 2,429 — 196,821 — NexBank N/A 1/13/2023 N/A 6,107,219 72,951 632,805 5,547,365 Prosperity Bank 0.20% 4/12/2021 4/12/2023 5,019,186 — 5,019,186 — — FFCB 0.13% 4/13/2021 4/13/2023 4,993.509 — 5,000,000 — 6.492 FFCB 0.38% 1/28/2022 4/27/2023 3,988,312 — 4,000,000 — 11,688 Prosperity Bank 0.20% 5/19/2021 5/19/2023 10,036,722 1,705 10,038,427 — — FNMA 0.25% 6/23/2022 5/22/2023 4,968,082 — 5,000,000 — 31,919 Veritex Community Bank 0.20% 6/1/2021 6/1/2023 20,070,023 — 20,070,023 — — Bank OZK 0.20% 6/9/2021 6/9/2023 8,028,154 2,697 8,030,851 — — R Bank 0.70% 7/6/2021 7/6/2023 1,010,615 1,751 — 1,012,366 — Treasury 1.25% 7/7/2021 7/31/2023 7,907,617 — — 7,976,183 68,566 Veritex Community Bank 0.25% 7/30/2021 7/31/2023 7,026,363 4,331 — 7,030,695 — Arlin ton TX HGR EDU 0.63% 4/28/2021 8/15/2023 1,436,479 — — 1,452,072 15,593 Dallas ISD 4.00% 4/22/2021 8/15/2023 4,184,177 — — 4,187,030 2,853 Veritex Community Bank 0.25% 8/23/2021 8/23/2023 4,416,571 2,692 — 4,419,263 — FHLMC 0.25% 1/28/2022 8/24/2023 4,911,231 — — 4,964,546 53,315 FHLB 0.00% 8/31/2022 8/28/2023 4,899,350 — — 4,959,000 59,650 FNMA 2.88% 3/30/2022 9/12/2023 3,966,176 — — 3,979,394 13.218 Treasury 0.25% 9/30/2021 9/30/2023 9,785,615 — — 9,882,099 96,484 FHLMC 2.00% 2/28/2022 10/17/2023 4,921,574 — — 4.951,229 29.655 Treasury 2.88% 11/22/2021 10/31/2023 9,898,393 — — 9921400 23,007 FHLB 0.50% 11/12/2021 11/9/2023 4,862,550 — — 4!915!880 53,330 Treasury 2.88% 11/10/2021 11/30/2023 4,939,955 — — 4950,154 10,199 Treasury 0.50% 6/23/2022 11/30/2023 4,862,069 — — 4,902,306 40,238 FHLB 0.50% 12/7/2021 12/8/2023 7,764,518 — — 7,827,782 63,264 FHLB 5.00% 12/19/2022 12/19/2023 9,995,226 — — 9,982,486 12,740 FHLB 0.63% 1/5/2022 12/22/2023 4,850,858 — — 4,887,735 36,878 FFCB 0.90% 1/28/2022 1/18/2024 4,845,170 — — 4,878,965 33,795 Treasury 2.25% 1/5/2022 1/31/2024 7,837 171 — — 7,854,962 17,791 Treasury 2.38% 2/14/2022 2/29/2024 13,709,426 — — 13,723,874 14,448 FHLB 1.88% 2/28/2022 3/8/2024 14,596,619 — — 14,641,071 44,453 FAMC 2.58% 4/18/2022 4/18/2024 9,756,400 — — 9,764,010 7,610 Treasury 2.25% 3/30/2022 4/30/2024 9,749,252 — — 9,742,580 6,672 FAMC 2.65% 5/9/2022 5/2/2024 2,931,746 — — 2,930,951 795 FFCB 2.63% 6/2/2022 5/3/2024 2,983,928 — — 2981,196 2,732 Treasury 2.50% 6/2/2022 5/31/2024 6,838,822 — — 6,817,026 21,795 FHLB 3.13% 6/23/2022 6/14/2024 19,654,004 — — 19,573,854 80,150 FFCB 3.15% 7/15/2022 7/15/2024 9,820,300 — — 9,770,880 49,420 Treasury 1.75% 9/29/2022 7/31/2024 9,655,938 — — 91620,36 35,572 FFCB 3.38% 8/31/2022 8/26/2024 23,242 210 — — 22 982,525 259,684 FFCB 3.50% 9/16/2022 9/13/2024 19,718 732 — — 19 566,592 152,140 FHLB 4.50% 11/1/2022 10/3/2024 2,003,394 — — 1,979,082 24,312 FHLB 4.50% 11/1/2022 10/3/2024 3,005,091 — — 2,968,623 36,468 ,Treasury 0.63% 12/13/2022 10/15/2024 4,726,650 — — 4,710,765 15,885 FFCB 4.38% 1 10/17/2022 10/17/2024 7,000,591 — — 6,924,693 75,898 City of Round Rock Valley View Consulting,L.L.C. 13 Market Value Comparison June 30, 2023 Issuer Coupon Settlement Maturity Beginning Total Buys/ Total Sells/ Ending Market Change in Rate Date Date Market Value Increases Decreases Value Market Value FHLB 4.53% 12/14/2022 11/18/2024 15,035.178 - - 14,855,453 179,726 Texas Capital Bank 4.71% 1/19/2023 12/13/2024 51038,169 60,100 - 51098,269 - Inde endent Financial Bank 4.50% 1/31/2023 12/31/2024 10,000,000 101,096 - 10,101,096 Independent Financial Bank 4.50% 1/31/2023 1/31/2025 1 5,000,000 50,548 - 5,050,548 - American Nat'l Bank&Trust 4.50% 2/10/2023 2/10/2025 10,034,521 114,247 - 10,148,768 - FHLB 4.50% 2/24/2023 2/13/2025 5,010,980 - - 4,950,280 60,700 FHLB 4.69% 2/15/2023 3/14/2025 20,135,928 - - 19858,478 277,450 Treasury 2.630% 2/24/2023 4/15/2025 4,855 852 - - 417941,94 60,912 American Nat'l Bank&Trust 4.50% 3/30/2023 4/28/2025 10,000,000 111,369 - 10 111,369 - Texas Bank 4.56% 6/15/2023 5/8/2025 - 5,009,993 - 5,009,993 - American Nat'l Bank&Trust 4.50% 3/30/2023 5/15/2025 10,000,000 95,219 - 10,095,219 - Texas Bank 4.56% 6/15/2023 6/12/2025 - 3,005,996 - 3,005 996 - American Nat'l Bank&Trust 4.56% 6/22/2023 6/19/2025 - 8,009,000 - 8,009,000 - FHLB 4.75% 6/22/2023 6/20/2025 - 8,000,000 - 7,974,309 25,691 Sub Total/Average Fund 000-Pooled Investments 476,970,833 43,346,470 70,497,075 449,175,930 644,298 Fund 170-Interest&Sinking GO Bonds TexPool N/A 9/30/2015 N/A 10,464,019 511,444 - 10,975,463 - TexasDAILY N/A 4/30/2016 N/A 28 374 355 - 28,730 - East West Bank 4.87% 1/26/2023 7/26/2023 2,017,419 24,642 - 2,042,062 - FHLB 0.00% 1/19/2023 7/31/2023 7,869,600 - - 7,967,920 98,320 Sub Total/Average Fund 170-Interest&Sinkin GO Bonds 20,379,413 536,442 - 21,014,175 98,320 Fund 210-Interest&Sinking Debt Service JPMor an Chase N/A 9/30/2015 N/A - 300 - 300 - Sub Total/Average Fund 210-Interest&Sinking Debt Service - 300 - 300 - Fund 460-Bond Fund TexPool N/A 9/30/2015 N/A 358,097 2,940 361,037 1 - - Sub Total/Average Fund 460-Bond Fund 358,097 1 2,940 361,037 1 - - Fund 462-2017 Bond Fund TexPool N/A 5/30/2017 N/A 3,112 341 39,137 - 3,151,478 - NexBank N/A 3/30/2020 N/A 1,662,290 21,456 - 1,683,746 - East West Bank 4.89% 2/10/2023 7/10/2023 1 5,033,603 61,739 - 5,095,342 - Sub Total/Average Fund 462-2017 Bond Fund 9,808,234 122,332 - 9,930,566 - Fund 465-Road CO Bond Fund TexPool N/A 9/1/2020 N/A 25,841,230 1,316,711 3,375,333 23,782,607 - FHLB 3.63% 9/9/2022 9/6/2023 9,953,213 - - 9,968,247 15,034 American Nat'l Bank&Trust 4.85% 4/10/2023 4/10/2024 - 10,081,219 - 10,081,219 - Sub Total/Average Fund 465-Road CO Bond Fund 35,794,443 11,397,930 3,375,333 43,832,073 15,034 Fund 591 -Reserves Fund TexPool N/A 9/30/2015 N/A 8,959 111 - 9,070 - NexBank N/A 4/29/2019 N/A 885,479 11,429 0 896,908 - Sub Total/Average Fund 591-Reserves Fund 894,438 11,540 0 905,979 Fund 602-Interest&Sinking Revenue Bonds TexPool N/A 9/30/2015 N/A 5,615.493 68,941 136,200 5,548,234 - Sub Total/Average Fund 602-Interest&Sinking Revenue Bonds 5,615,493 68,941 136,200 5,548,234 Fund 604-2022 SIB Loan TexPool N/A 9/29/2022 N/A 2,928,273 36,306 2,964,579 - American Nat'l Bank&Trust N/A 11/21/2022 N/A 20,317,792 269,466 - 20 587,257 - 14 City of Round Rock Valley View Consulting,L.L.C. Market Value Comparison June 30, 2023 Coupon Settlement Maturity Beginning Total Buys/ Total Sells/ Ending Market Change in Issuer Rate Date Date Market Value Increases Decreases Value Market Value Sub Total/Average Fund 604-2022 SIB Loan 23,246,065 305,772 — 23,551,837 — Fund 605-Kalahari Debt Service Reserve TexPool N/A 8/30/2019 N/A 1 2.622,013 1.685,453 — 4.307,466 — Sub Total/Average Fund 605-Kalahari Debt Service Reserve 1 2,622,013 1,685,453 — 4,307,466 — Total/Average 1 $ 575,689,028 $ 57,478,120 $ 74,369,645 $ 558,266,559 $ (530,944) City of Round Rock Valley View Consulting,L.L.C. 15 Holdings by Allocation and Portfolio Fund) March 31, 2023 Coupon Settlement Face Amount/ Book Days to YTIN Issuer Rate Credit Rating Date Shares Book Value Price Market Value Maturity Date Maturity Book Fund 000-Pooled Investments Nexl3ank 5.00% 11/29/2016 $ 17,529,397 $ 17,529,397 100.00 $ 17,529,397 N/A 1 5.00% TexasDAILY 4.85% AAAm 6/1/2021 2,488 2,488 100.00 2,488 N/A 1 4.85% TexasDAILY Select 4.98% AAAm 12/3/2021 5,141,121 5,141,121 100.00 5,141,121 N/A 1 4.98% Veritex Community Bank 4.83% 9/1/2020 194,391 194,391 100.00 194,391 N/A 1 4.83% JPMor an Chase 0.39% 9/30/2015 15,734,692 15,734,692 100.00 15,734,692 N/A 1 0.39% TexSTAR 4.79% AAAm 9/30/2015 205,837 205,837 100.00 205,837 N/A 1 4.79% TexPool 4.79% 1 AAAm 9/30/2015 3,802,144 3,802,144 100.00 3,802,144 N/A 1 4.79% American National Bank&Trust 5.00% 1/13/2023 6,107,219 6,107,219 100.00 6,107,219 N/A 1 5.00% TexasDAILY 4.85% AAAm 9/30/2015 2,324,150 2,324,150 100.00 2,324,150 N/A 1 4.85% Prosperity Bank 0.20% 4/12/2021 5,019,186 5,019,186 100.00 5,019,186 4/12/2023 12 0.20% FFCB 0.13% Aaa/AA+/AAA 4/13/2021 5,000,000 4,999,882 99.87 4,993,509 4/13/2023 13 0.19% FFCB 0.38% Aaa/AA+/AAA 1/28/2022 4,000,000 3,998,460 99.71 3,988,312 4/27/2023 27 0.90% Prosperity Bank 0.20% 5/19/2021 10,036,722 10,036,722 100.00 10,036,722 5/19/2023 49 0.20% FNMA 0.25% Aaa/AA+/AAA 6/23/2022 5,000,000 4,981,487 99.36 4,968,082 5/22/2023 52 2.90% Veritex Community Bank 0.20% 6/1/2021 20,070,023 20,070,023 100.00 20,070,023 6/1/2023 62 0.20% Bank OZK 0.20% 6/9/2021 8,028,154 8,028,154 100.00 8,028,154 6/9/2023 70 0.20% R Bank 0.70% 7/6/2021 1,010,615 1,010,615 100.00 1,010,615 7/6/2023 97 0.70% Treasury 1.25% Aaa/AA+/AAA 7/7/2021 8,000,000 8,027,406 98.85 7,907,617 7/31/2023 122 0.22% Veritex Community Bank 0.25% 7/30/2021 7,026,363 7,026,363 100.00 7,026,363 7/31/2023 122 0.25% Dallas ISD 4.00% Aaa/AAA/AAA 4/22/2021 4,195,000 4,253,655 99.74 4,184,177 8/15/2023 137 0.26% Arlington TX HGR EDU 0.63% -/AAA/- 4/28/2021 1,460,000 1,460,000 98.39 1,436,479 8/15/2023 137 0.63% Veritex Community Bank 0.25% 8/23/2021 4,416,571 4,416,571 100.00 4,416,571 8/23/2023 145 0.25% FHLMC 0.25% Aaa/AA+/AAA 1/28/2022 5,000,000 4,984,207 98.22 4,911,231 8/24/2023 146 1.05% FHLB 0.00% Aaa/AA+/- 8/31/2022 5,000,000 4,929,792 97.99 1 4,899,350 8/28/2023 150 3.51% FNMA 2.88% Aaa/AA+/AAA 3/30/2022 4,000,000 4,011,868 99.15 3,966,176 9/12/2023 165 2.20% Treasury 0.25% Aaa/AA+/AAA 9/30/2021 10,000,000 9,997,699 97.86 9,785,615 9/30/2023 183 0.30% FHLMC 2.00% Aaa/AA+/AAA 2/28/2022 5,000,000 5,012,257 98.43 4,921,574 10/17/2023 200 1.55% Treasury 2.88% 1 Aaa/AA+/AAA 11/22/2021 10,000,000 10,139,913 98.98 9,898,393 10/31/2023 214 0.47% FHLB 0.50% Aaa/AA+/-- 11/12/2021 5,000,000 4,999,295 97.25 4,862,550 11/9/2023 223 0.52% Treasury 0.50% Aaa/AA+/AAA 6/23/2022 5,000,000 4,918,031 97.24 4,862,069 11/30/2023 244 3.03% Treasury 2.88% Aaa/AA+/AAA 11/10/2021 5,000,000 5,080,889 98.80 4,939,955 11/30/2023 244 0.44% FHLB 0.50% Aaa/AA+/-- 12/7/2021 8,000,000 7,990,726 97.06 7,764,518 12/8/2023 252 0.67% FHLB 5.00% Aaa/AA+/-- 12/19/2022 10,000,000 10,000,000 99.95 9,995,226 12/19/2023 263 5.00% FHLB 0.63% Aaa/AA+/-- 1/5/2022 5,000,000 4,994,726 97.02 4,850,858 12/22/2023 266 0.77% FFCB 0.90% 1 Aaa/AA+/AAA 1/28/2022 5,000,000 4,988,561 96.90 4,845,170 1/18/2024 293 1.19% Treasury 2.25% Aaa/AA+/AAA 1/5/2022 8,000,000 8,098,408 97.96 7,837,171 1/31/2024 306 0.77% Treasury 2.38% Aaa/AA+/AAA 2/14/2022 14,000,000 14,097,872 97.92 13,709,426 2/29/2024 335 1.60% FHLB 1.88% Aaa/AA+/- 2/28/2022 15,000,000 15,036,350 97.31 14,596,619 3/8/2024 3431 1.61% FAMC 2.58% 4/18/2022 10,000,000 10,000,000 97.56 9,756,400 4/18/2024 384 2.58% Treasury 2.25% Aaa/AA+/AAA 3/30/2022 10,000,000 9,980,304 97.49 9,749,252 4/30/2024 396 2.440/6 FAMC 2.65% 5/9/2022 3,000,000 2,997,584 97.72 2,931,746 5/2/2024 398 2.73% FFCB 2.63% Aaa/AA+/AAA 6/2/2022 3,051,000 3,049,532 97.80 2,983,928 5/3/2024 399 2.67% Treasury 2.50% Aaa/AA+/AAA 6/2/2022 7,000,000 6,987,507 97.70 6,838,822 5/31/2024 427 2.66% FHLB 3.13% Aaa/AA+/- 6/23/2022 20,000,000 19,996,885 98.27 19,654,004 6/14/2024 441 3.14% FFCB 3.15% Aaa/AA+/AAA 7/15/2022 10,000,000 10,002,892 98.20 9,820,300 7/15/2024 472 3.13% Treasury 1.75% Aaa/AA+/AAA 9/29/2022 10,000,000 9,690,909 96.56 9,655,938 7/31/2024 488 4.18% FFCB 3.38% Aaa/AA+/AAA 8/31/2022 23,500,000 23,447,030 98.90 23,242,210 8/26/2024 514 3.54% FFCB 3.50% Aaa/AA+/AAA 9/16/2022 20,000,000 19,869,467 98.59 19,718,732 9/13/2024 532 3.97% 16 City of Round Rock Valley View Consulting, L.L.C. Holdings by Allocation and Portfolio Fund March 31, 2023 Coupon Settlement Face Amount/ Market Days to YTM Issuer Rate Credit Rating Date Shares Book Value Price Market Value Maturity Date Maturity Book FHLB 4.50% Aaa/AA+/-- 11/1/2022 3,000,000 2,993,133 100.17 3,005,091 10/3/2024 552 4.66% FHLB 4.50% Aaa/AA+/-- 11/1/2022 2,000,000 1,995,422 100.17 2,003,394 10/3/2024 552 4.66% Treasury 0.63% Aaa/AA+/AAA 12/13/2022 5,000,000 4,721,331 94.53 4,726,650 10/15/2024 564 4.43% FFCB 4.38% Aaa/AA+/AAA 10/17/2022 7,000,000 7,000,616 100.01 7,000,591 10/17/2024 566 4.37% FHLB 4.53% Aaa/AA+/-- 12/14/2022 15,000,000 15,000,000 100.23 15,035,178 11/18/2024 598 4.53% Texas Capital Bank 4.71% 1/19/2023 5,038,169 5,038,169 100.00 5,038,169 12/13/2024 623 4.71% Independent Financial Bank 4.50% 1/31/2023 10,000,000 10,000,000 100.00 10,000,000 12/31/2024 641 4.50% Independent Financial Bank 4.50% 1/31/2023 5,000,000 5,000,000 100.00 5,000,000 1/31/2025 672 4.50% American Nat'l Bank&Trust 4.50% 2/10/2023 10,034,521 10,034,521 100.00 10,034,521 2/10/2025 682 4.50% FHLB 4.50% Aaa/AA+/- 2/24/2023 5,000,000 4,968,922 100.22 5,010,980 2/13/2025 685 4.85% FHLB 4.69% Aaa/AA+/-- 2/15/2023 20,000,000 20,000,000 100.68 20,135,928 3/14/2025 714 4.69% Treasury 2.63% Aaa/AA+/AAA 2/24/2023 5,000,000 4,804,859 97.12 4,855,852 4/15/2025 746 4.65% American Nat'l Bank&Trust 4.50% 3/30/2023 10,000,000 10,000,000 100.00 10,000,000 4/28/2025 759 4.50% American Nat'l Bank&Trust 4.59% 3/30/2023 10,000,000 10,000,000 100.00 10,000,000 5/15/2025 776 4.59% Sub Total/Avera a 2.62% 481,927,763 481,229,637 98.97 1 476,970,833 1 3441 2.69% Fund 170-Interest&Sinking GO Bonds TexasDAILY 4.85% AAAm 4/30/2016 28,374 28,374 100.00 28,374 N/A 1 4.85% TexPool 4.79% AAAm 9/30/2015 10,464,019 10,464,019 100.00 10,464,019 N/A 1 4.79% East West Bank 4.87% 1/26/2023 2,017,419 2,017,419 100.00 2,017,419 7/26/2023 117 4.87% FHLB 0.00% Aaa/AA+/-- 1/19/2023 8,000,000 7,873,120 98.37 7,869,600 7/31/2023 122 4.80% Sub Total/Average 2.93% 20,509,813 20,382,933 99.36 20,379,413 60 4.80% Fund 460-Bond Fund TexPool 1 4.79% 1 AAAm J 9/30/2015 1 358,097 1 358,097 1 100.00 1 358,097 1 N/A 1 1 4.79% Sub Total/Average 1 4.79% 1 1 1 358,097 1 358,097 1 100.00 1 358,097 1 1 1 4.79% Fund 462-2017 Bond Fund TexPool 4.79% AAArn 1 5/30/2017 1 3,112,341 1 3,112,341A__ 100.00 1 3,112,341 1 N/A 1 1 4.79% NexBank 5.00% 1 3/30/2020 1 1,662,290 1,662,290 100.00 1 1,662,290 1 N/A 1 1 5.00% East West Bank 4.89% 2/10/2023 5,033,603 5,033,603 100.00 1 5,033,603 1 7/10/2023 1 1011 4.89% Sub Total/Average 4.88% 9,808,234 9,808,234 100.00 1 9,808,234 1 1 521 4.88% Fund 465-Road CO Bond Fund TexPool 1 4.79% AAAm 1 9/1/2020 25,841,230 25,841,230 100.00 25,841,230 N/A 1 4.79% FHLB 3.63% Aaa/AA+/- 9/9/2022 10,000,000 9,998,902 99.53 9,953,213 9/6/2023 159 3.65% Sub Total/Average 4.47% 35,841,230 35,840,132 99.87 35,794,443 1 451 4.47% Fund 591 -Reserves Fund TexPool 4.79% AAAm 9/30/2015 8,959 8,959 100.00 8,959 N/A 1 4.79% NexBank 5.00% 4/29/2019 885,479 885,479 100.00 885,479 N/A 1 5.00% Sub Total/Average 5.00% 894,438 894,438 100.00 894,438 1 5.00% Fund 602-Interest&Sinking Revenue Bonds TexPool 4.79% AAAm 9/30/2015 5,615,493 5,615,493 100.00 5,615,493 N/A 1 4.79% Sub Total/Average 4.79% 5,615,493 5,615,493 100.00 1 5,615,493 1 4.79% Fund 604-2022 SIB Loan TexPool 4.79% AAAm 9/29/2022 2,928,273 2,928,273 1 100.00 1 2,928,273 N/A 1 4.79% American Nat'l Bank&Trust 4.87% 11/21/2022 20,317,792 20,317,792 100.00 20,317,792 N/A 1 4.87% Sub Total/Average 4.86% 23,246,065 1 23,246,065 100.00 23,246,065 1 1 4.86% 17 City of Round Rock Valley View Consulting, L.L.C. Holdings by Allocation and Portfolio (Fund) March 31, 2023 Coupon Settlement Face Amount/ Market Days to YTM @ Issuer Rate Credit Rating Date Shares Book Value Price Market Value Maturity Date Maturity Book Fund 605-Kalahari Debt Service Reserve TexPool 4.79% AAArn 1 8/30/2019 1 2,622,013 1 2,622,013 1 100.00 1 2,622,013 1 N/A --174.79% Sub Total/Average 4.79% 2,622,013 1 2,622,013 1 100.00 1 2,622,013 1 11 4.79% Total/Average 2.91% $ 580,823,145 $ 579,997,042 99.12 1 $ 575,689,028 1 1 2921 3.03% 18 City of Round Rock Valley View Consulting, L.L.C.