2.375% 20-Year Treasury Inflation Protected Security (TIPS) due January 15, 2027

Interest and OID per $1,000 Face Value for 2023

CUSIP Number	912810PS1	Interest 01/15/23 (184 days)	$17.5404
Dated Date	January 15, 2007	Interest 07/15/23 (181 days)	$17.8839
Ref CPI on Dated Date	201.66452	Interest Total	$35.4243
Original Issue Date	January 31, 2007	Interest 01/15/24 (184 days)

						Purchased on Settelment Date & held to 01/01/24				Held on 01/01/23 & Sold on Settlement Date
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Sun	01/01/23	298.01200	1.47776	170	16.2132	x	x	19.2111	47.90			16.2132	0.00
Mon	01/02/23	298.00229	1.47771	171	16.3080	x	x	19.1163	47.95			16.3080	-0.05
Tue	01/03/23	297.99258	1.47766	172	16.4028	x	x	19.0215	48.00			16.4028	-0.10
Wed	01/04/23	297.98287	1.47762	173	16.4977	x	x	18.9266	48.04			16.4977	-0.14
Thu	01/05/23	297.97316	1.47757	174	16.5925	x	x	18.8318	48.09			16.5925	-0.19
Fri	01/06/23	297.96345	1.47752	175	16.6873	x	x	18.7370	48.14			16.6873	-0.24
Mon	01/09/23	297.93432	1.47738	178	16.9718	x	x	18.4525	48.28			16.9718	-0.38
Tue	01/10/23	297.92461	1.47733	179	17.0666	x	x	18.3577	48.33			17.0666	-0.43
Wed	01/11/23	297.91490	1.47728	180	17.1613	x	x	18.2630	48.38			17.1613	-0.48
Thu	01/12/23	297.90519	1.47723	181	17.2561	x	x	18.1682	48.43			17.2561	-0.53
Fri	01/13/23	297.89548	1.47718	182	17.3508	x	x	18.0735	48.48			17.3508	-0.58
Sun	01/15/23	297.87606	1.47709	0	0.0000		x	17.8839	48.57	x		17.5404	-0.67
Mon	01/16/23	297.86635	1.47704	1	0.0969		x	17.7870	48.62	x		17.6373	-0.72
Tue	01/17/23	297.85665	1.47699	2	0.1938		x	17.6901	48.67	x		17.7342	-0.77
Wed	01/18/23	297.84694	1.47694	3	0.2907		x	17.5932	48.72	x		17.8311	-0.82
Thu	01/19/23	297.83723	1.47689	4	0.3876		x	17.4963	48.77	x		17.9280	-0.87
Fri	01/20/23	297.82752	1.47685	5	0.4845		x	17.3994	48.81	x		18.0249	-0.91
Mon	01/23/23	297.79839	1.47670	8	0.7751		x	17.1088	48.96	x		18.3155	-1.06
Tue	01/24/23	297.78868	1.47665	9	0.8719		x	17.0120	49.01	x		18.4123	-1.11
Wed	01/25/23	297.77897	1.47661	10	0.9688		x	16.9151	49.05	x		18.5092	-1.15
Thu	01/26/23	297.76926	1.47656	11	1.0656		x	16.8183	49.10	x		18.6060	-1.20
Fri	01/27/23	297.75955	1.47651	12	1.1624		x	16.7215	49.15	x		18.7028	-1.25
Mon	01/30/23	297.73042	1.47636	15	1.4529		x	16.4310	49.30	x		18.9933	-1.40
Tue	01/31/23	297.72071	1.47632	16	1.5497		x	16.3342	49.34	x		19.0901	-1.44
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Wed	02/01/23	297.71100	1.47627	17	1.6465		x	16.2374	49.39	x		19.1869	-1.49
Thu	02/02/23	297.67836	1.47611	18	1.7432		x	16.1407	49.55	x		19.2836	-1.65
Fri	02/03/23	297.64571	1.47594	19	1.8398		x	16.0441	49.72	x		19.3802	-1.82
Mon	02/06/23	297.54779	1.47546	22	2.1296		x	15.7543	50.20	x		19.6700	-2.30
Tue	02/07/23	297.51514	1.47530	23	2.2262		x	15.6577	50.36	x		19.7666	-2.46
Wed	02/08/23	297.48250	1.47514	24	2.3227		x	15.5612	50.52	x		19.8631	-2.62
Thu	02/09/23	297.44986	1.47497	25	2.4192		x	15.4647	50.69	x		19.9596	-2.79
Fri	02/10/23	297.41721	1.47481	26	2.5157		x	15.3682	50.85	x		20.0561	-2.95
Mon	02/13/23	297.31929	1.47433	29	2.8051		x	15.0788	51.33	x		20.3455	-3.43
Tue	02/14/23	297.28664	1.47416	30	2.9015		x	14.9824	51.50	x		20.4419	-3.60
Wed	02/15/23	297.25400	1.47400	31	2.9979		x	14.8860	51.66	x		20.5383	-3.76
Thu	02/16/23	297.22136	1.47384	32	3.0942		x	14.7897	51.82	x		20.6346	-3.92
Fri	02/17/23	297.18871	1.47368	33	3.1906		x	14.6933	51.98	x		20.7310	-4.08
Mon	02/20/23	297.09079	1.47319	36	3.4795		x	14.4044	52.47	x		21.0199	-4.57
Tue	02/21/23	297.05814	1.47303	37	3.5758		x	14.3081	52.63	x		21.1162	-4.73
Wed	02/22/23	297.02550	1.47287	38	3.6720		x	14.2119	52.79	x		21.2124	-4.89
Thu	02/23/23	296.99286	1.47271	39	3.7682		x	14.1157	52.95	x		21.3086	-5.05
Fri	02/24/23	296.96021	1.47255	40	3.8644		x	14.0195	53.11	x		21.4048	-5.21
Mon	02/27/23	296.86229	1.47206	43	4.1529		x	13.7310	53.60	x		21.6933	-5.70
Tue	02/28/23	296.82964	1.47190	44	4.2490		x	13.6349	53.76	x		21.7894	-5.86
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Wed	03/01/23	296.79700	1.47174	45	4.3451		x	13.5388	53.92	x		21.8855	-6.02
Thu	03/02/23	296.87355	1.47212	46	4.4428		x	13.4411	53.54	x		21.9832	-5.64
Fri	03/03/23	296.95010	1.47250	47	4.5405		x	13.3434	53.16	x		22.0809	-5.26
Mon	03/06/23	297.17974	1.47363	50	4.8341		x	13.0498	52.03	x		22.3745	-4.13
Tue	03/07/23	297.25629	1.47401	51	4.9320		x	12.9519	51.65	x		22.4724	-3.75
Wed	03/08/23	297.33284	1.47439	52	5.0300		x	12.8539	51.27	x		22.5704	-3.37
Thu	03/09/23	297.40939	1.47477	53	5.1281		x	12.7558	50.89	x		22.6685	-2.99
Fri	03/10/23	297.48594	1.47515	54	5.2262		x	12.6577	50.51	x		22.7666	-2.61
Mon	03/13/23	297.71558	1.47629	57	5.5208		x	12.3631	49.37	x		23.0612	-1.47
Tue	03/14/23	297.79213	1.47667	58	5.6191		x	12.2648	48.99	x		23.1595	-1.09
Wed	03/15/23	297.86868	1.47705	59	5.7174		x	12.1665	48.61	x		23.2578	-0.71
Thu	03/16/23	297.94523	1.47743	60	5.8159		x	12.0680	48.23	x		23.3563	-0.33
Fri	03/17/23	298.02177	1.47781	61	5.9143		x	11.9696	47.85	x		23.4547	0.05
Mon	03/20/23	298.25142	1.47895	64	6.2100		x	11.6739	46.71	x		23.7504	1.19
Tue	03/21/23	298.32797	1.47933	65	6.3086		x	11.5753	46.33	x		23.8490	1.57
Wed	03/22/23	298.40452	1.47971	66	6.4073		x	11.4766	45.95	x		23.9477	1.95
Thu	03/23/23	298.48106	1.48009	67	6.5061		x	11.3778	45.57	x		24.0465	2.33
Fri	03/24/23	298.55761	1.48047	68	6.6049		x	11.2790	45.19	x		24.1453	2.71
Mon	03/27/23	298.78726	1.48161	71	6.9016		x	10.9823	44.05	x		24.4420	3.85
Tue	03/28/23	298.86381	1.48199	72	7.0006		x	10.8833	43.67	x		24.5410	4.23
Wed	03/29/23	298.94035	1.48236	73	7.0996		x	10.7843	43.30	x		24.6400	4.60
Thu	03/30/23	299.01690	1.48274	74	7.1987		x	10.6852	42.92	x		24.7391	4.98
Fri	03/31/23	299.09345	1.48312	75	7.2978		x	10.5861	42.54	x		24.8382	5.36
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	04/03/23	299.28133	1.48406	78	7.5945		x	10.2894	41.60	x		25.1349	6.30
Tue	04/04/23	299.33700	1.48433	79	7.6933		x	10.1906	41.33	x		25.2337	6.57
Wed	04/05/23	299.39267	1.48461	80	7.7922		x	10.0917	41.05	x		25.3326	6.85
Thu	04/06/23	299.44833	1.48488	81	7.8910		x	9.9929	40.78	x		25.4314	7.12
Fri	04/07/23	299.50400	1.48516	82	7.9899		x	9.8940	40.50	x		25.5303	7.40
Mon	04/10/23	299.67100	1.48599	85	8.2869		x	9.5970	39.67	x		25.8273	8.23
Tue	04/11/23	299.72667	1.48626	86	8.3859		x	9.4980	39.40	x		25.9263	8.50
Wed	04/12/23	299.78233	1.48654	87	8.4850		x	9.3989	39.12	x		26.0254	8.78
Thu	04/13/23	299.83800	1.48682	88	8.5841		x	9.2998	38.84	x		26.1245	9.06
Fri	04/14/23	299.89367	1.48709	89	8.6832		x	9.2007	38.57	x		26.2236	9.33
Mon	04/17/23	300.06067	1.48792	92	8.9810		x	8.9029	37.74	x		26.5214	10.16
Tue	04/18/23	300.11633	1.48820	93	9.0803		x	8.8036	37.46	x		26.6207	10.44
Wed	04/19/23	300.17200	1.48847	94	9.1796		x	8.7043	37.19	x		26.7200	10.71
Thu	04/20/23	300.22767	1.48875	95	9.2790		x	8.6049	36.91	x		26.8194	10.99
Fri	04/21/23	300.28333	1.48902	96	9.3784		x	8.5055	36.64	x		26.9188	11.26
Mon	04/24/23	300.45033	1.48985	99	9.6768		x	8.2071	35.81	x		27.2172	12.09
Tue	04/25/23	300.50600	1.49013	100	9.7764		x	8.1075	35.53	x		27.3168	12.37
Wed	04/26/23	300.56167	1.49040	101	9.8760		x	8.0079	35.26	x		27.4164	12.64
Thu	04/27/23	300.61733	1.49068	102	9.9756		x	7.9083	34.98	x		27.5160	12.92
Fri	04/28/23	300.67300	1.49096	103	10.0753		x	7.8086	34.70	x		27.6157	13.20
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	05/01/23	300.84000	1.49178	106	10.3745		x	7.5094	33.88	x		27.9149	14.02
Tue	05/02/23	300.87213	1.49194	107	10.4735		x	7.4104	33.72	x		28.0139	14.18
Wed	05/03/23	300.90426	1.49210	108	10.5725		x	7.3114	33.56	x		28.1129	14.34
Thu	05/04/23	300.93639	1.49226	109	10.6715		x	7.2124	33.40	x		28.2119	14.50
Fri	05/05/23	300.96852	1.49242	110	10.7706		x	7.1133	33.24	x		28.3110	14.66
Mon	05/08/23	301.06490	1.49290	113	11.0679		x	6.8160	32.76	x		28.6083	15.14
Tue	05/09/23	301.09703	1.49306	114	11.1670		x	6.7169	32.60	x		28.7074	15.30
Wed	05/10/23	301.12916	1.49322	115	11.2662		x	6.6177	32.44	x		28.8066	15.46
Thu	05/11/23	301.16129	1.49338	116	11.3654		x	6.5185	32.28	x		28.9058	15.62
Fri	05/12/23	301.19342	1.49354	117	11.4646		x	6.4193	32.12	x		29.0050	15.78
Mon	05/15/23	301.28981	1.49401	120	11.7622		x	6.1217	31.65	x		29.3026	16.25
Tue	05/16/23	301.32194	1.49417	121	11.8615		x	6.0224	31.49	x		29.4019	16.41
Wed	05/17/23	301.35406	1.49433	122	11.9608		x	5.9231	31.33	x		29.5012	16.57
Thu	05/18/23	301.38619	1.49449	123	12.0602		x	5.8237	31.17	x		29.6006	16.73
Fri	05/19/23	301.41832	1.49465	124	12.1595		x	5.7244	31.01	x		29.6999	16.89
Mon	05/22/23	301.51471	1.49513	127	12.4577		x	5.4262	30.53	x		29.9981	17.37
Tue	05/23/23	301.54684	1.49529	128	12.5571		x	5.3268	30.37	x		30.0975	17.53
Wed	05/24/23	301.57897	1.49545	129	12.6566		x	5.2273	30.21	x		30.1970	17.69
Thu	05/25/23	301.61110	1.49561	130	12.7561		x	5.1278	30.05	x		30.2965	17.85
Fri	05/26/23	301.64323	1.49577	131	12.8556		x	5.0283	29.89	x		30.3960	18.01
Mon	05/29/23	301.73961	1.49625	134	13.1542		x	4.7297	29.41	x		30.6946	18.49
Tue	05/30/23	301.77174	1.49640	135	13.2537		x	4.6302	29.26	x		30.7941	18.64
Wed	05/31/23	301.80387	1.49656	136	13.3533		x	4.5306	29.10	x		30.8937	18.80
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Thu	06/01/23	301.83600	1.49672	137	13.4529		x	4.4310	28.94	x		30.9933	18.96
Fri	06/02/23	301.88690	1.49698	138	13.5535		x	4.3304	28.68	x		31.0939	19.22
Mon	06/05/23	302.03960	1.49773	141	13.8550		x	4.0289	27.93	x		31.3954	19.97
Tue	06/06/23	302.09050	1.49799	142	13.9557		x	3.9282	27.67	x		31.4961	20.23
Wed	06/07/23	302.14140	1.49824	143	14.0563		x	3.8276	27.42	x		31.5967	20.48
Thu	06/08/23	302.19230	1.49849	144	14.1570		x	3.7269	27.17	x		31.6974	20.73
Fri	06/09/23	302.24320	1.49874	145	14.2577		x	3.6262	26.92	x		31.7981	20.98
Mon	06/12/23	302.39590	1.49950	148	14.5601		x	3.3238	26.16	x		32.1005	21.74
Tue	06/13/23	302.44680	1.49975	149	14.6609		x	3.2230	25.91	x		32.2013	21.99
Wed	06/14/23	302.49770	1.50000	150	14.7617		x	3.1222	25.66	x		32.3021	22.24
Thu	06/15/23	302.54860	1.50026	151	14.8627		x	3.0212	25.40	x		32.4031	22.50
Fri	06/16/23	302.59950	1.50051	152	14.9636		x	2.9203	25.15	x		32.5040	22.75
Mon	06/19/23	302.75220	1.50127	155	15.2667		x	2.6172	24.39	x		32.8071	23.51
Tue	06/20/23	302.80310	1.50152	156	15.3678		x	2.5161	24.14	x		32.9082	23.76
Wed	06/21/23	302.85400	1.50177	157	15.4689		x	2.4150	23.89	x		33.0093	24.01
Thu	06/22/23	302.90490	1.50202	158	15.5700		x	2.3139	23.64	x		33.1104	24.26
Fri	06/23/23	302.95580	1.50228	159	15.6712		x	2.2127	23.38	x		33.2116	24.52
Mon	06/26/23	303.10850	1.50303	162	15.9749		x	1.9090	22.63	x		33.5153	25.27
Tue	06/27/23	303.15940	1.50329	163	16.0763		x	1.8076	22.37	x		33.6167	25.53
Wed	06/28/23	303.21030	1.50354	164	16.1776		x	1.7063	22.12	x		33.7180	25.78
Thu	06/29/23	303.26120	1.50379	165	16.2789		x	1.6050	21.87	x		33.8193	26.03
Fri	06/30/23	303.31210	1.50404	166	16.3803		x	1.5036	21.62	x		33.9207	26.28
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	07/03/23	303.41229	1.50454	169	16.6819		x	1.2020	21.12	x		34.2223	26.78
Tue	07/04/23	303.43694	1.50466	170	16.7819		x	1.1020	21.00	x		34.3223	26.90
Wed	07/05/23	303.46158	1.50478	171	16.8820		x	1.0019	20.88	x		34.4224	27.02
Thu	07/06/23	303.48623	1.50491	172	16.9822		x	0.9017	20.75	x		34.5226	27.15
Fri	07/07/23	303.51087	1.50503	173	17.0823		x	0.8016	20.63	x		34.6227	27.27
Mon	07/10/23	303.58481	1.50540	176	17.3828		x	0.5011	20.26	x		34.9232	27.64
Tue	07/11/23	303.60945	1.50552	177	17.4830		x	0.4009	20.14	x		35.0234	27.76
Wed	07/12/23	303.63410	1.50564	178	17.5831		x	0.3008	20.02	x		35.1235	27.88
Thu	07/13/23	303.65874	1.50576	179	17.6833		x	0.2006	19.90	x		35.2237	28.00
Fri	07/14/23	303.68339	1.50588	180	17.7835		x	0.1004	19.78	x		35.3239	28.12
Sat	07/15/23	303.70803	1.50601	0	0.0000			0.0000	19.65	x	x	35.4243	28.25
Mon	07/17/23	303.75732	1.50625	2	0.1944			-0.1944	19.41	x	x	35.6187	28.49
Tue	07/18/23	303.78197	1.50637	3	0.2917			-0.2917	19.29	x	x	35.7160	28.61
Wed	07/19/23	303.80661	1.50650	4	0.3889			-0.3889	19.16	x	x	35.8132	28.74
Thu	07/20/23	303.83126	1.50662	5	0.4862			-0.4862	19.04	x	x	35.9105	28.86
Fri	07/21/23	303.85590	1.50674	6	0.5835			-0.5835	18.92	x	x	36.0078	28.98
Mon	07/24/23	303.92984	1.50711	9	0.8754			-0.8754	18.55	x	x	36.2997	29.35
Tue	07/25/23	303.95448	1.50723	10	0.9727			-0.9727	18.43	x	x	36.3970	29.47
Wed	07/26/23	303.97913	1.50735	11	1.0701			-1.0701	18.31	x	x	36.4944	29.59
Thu	07/27/23	304.00377	1.50747	12	1.1675			-1.1675	18.19	x	x	36.5918	29.71
Fri	07/28/23	304.02842	1.50759	13	1.2649			-1.2649	18.07	x	x	36.6892	29.83
Mon	07/31/23	304.10235	1.50796	16	1.5571			-1.5571	17.70	x	x	36.9814	30.20
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Tue	08/01/23	304.12700	1.50808	17	1.6546			-1.6546	17.58	x	x	37.0789	30.32
Wed	08/02/23	304.15868	1.50824	18	1.7521			-1.7521	17.42	x	x	37.1764	30.48
Thu	08/03/23	304.19035	1.50840	19	1.8496			-1.8496	17.26	x	x	37.2739	30.64
Fri	08/04/23	304.22203	1.50856	20	1.9472			-1.9472	17.10	x	x	37.3715	30.80
Mon	08/07/23	304.31706	1.50903	23	2.2400			-2.2400	16.63	x	x	37.6643	31.27
Tue	08/08/23	304.34874	1.50918	24	2.3376			-2.3376	16.48	x	x	37.7619	31.42
Wed	08/09/23	304.38042	1.50934	25	2.4352			-2.4352	16.32	x	x	37.8595	31.58
Thu	08/10/23	304.41210	1.50950	26	2.5329			-2.5329	16.16	x	x	37.9572	31.74
Fri	08/11/23	304.44377	1.50965	27	2.6306			-2.6306	16.01	x	x	38.0549	31.89
Mon	08/14/23	304.53881	1.51013	30	2.9238			-2.9238	15.53	x	x	38.3481	32.37
Tue	08/15/23	304.57048	1.51028	31	3.0216			-3.0216	15.38	x	x	38.4459	32.52
Wed	08/16/23	304.60216	1.51044	32	3.1194			-3.1194	15.22	x	x	38.5437	32.68
Thu	08/17/23	304.63384	1.51060	33	3.2172			-3.2172	15.06	x	x	38.6415	32.84
Fri	08/18/23	304.66552	1.51075	34	3.3150			-3.3150	14.91	x	x	38.7393	32.99
Mon	08/21/23	304.76055	1.51123	37	3.6087			-3.6087	14.43	x	x	39.0330	33.47
Tue	08/22/23	304.79223	1.51138	38	3.7066			-3.7066	14.28	x	x	39.1309	33.62
Wed	08/23/23	304.82390	1.51154	39	3.8045			-3.8045	14.12	x	x	39.2288	33.78
Thu	08/24/23	304.85558	1.51170	40	3.9025			-3.9025	13.96	x	x	39.3268	33.94
Fri	08/25/23	304.88726	1.51185	41	4.0004			-4.0004	13.81	x	x	39.4247	34.09
Mon	08/28/23	304.98229	1.51232	44	4.2945			-4.2945	13.34	x	x	39.7188	34.56
Tue	08/29/23	305.01397	1.51248	45	4.3926			-4.3926	13.18	x	x	39.8169	34.72
Wed	08/30/23	305.04565	1.51264	46	4.4906			-4.4906	13.02	x	x	39.9149	34.88
Thu	08/31/23	305.07732	1.51280	47	4.5888			-4.5888	12.86	x	x	40.0131	35.04
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Fri	09/01/23	305.10900	1.51295	48	4.6869			-4.6869	12.71	x	x	40.1112	35.19
Mon	09/04/23	305.16720	1.51324	51	4.9807			-4.9807	12.42	x	x	40.4050	35.48
Tue	09/05/23	305.18660	1.51334	52	5.0787			-5.0787	12.32	x	x	40.5030	35.58
Wed	09/06/23	305.20600	1.51343	53	5.1767			-5.1767	12.23	x	x	40.6010	35.67
Thu	09/07/23	305.22540	1.51353	54	5.2747			-5.2747	12.13	x	x	40.6990	35.77
Fri	09/08/23	305.24480	1.51363	55	5.3728			-5.3728	12.03	x	x	40.7971	35.87
Mon	09/11/23	305.30300	1.51392	58	5.6669			-5.6669	11.74	x	x	41.0912	36.16
Tue	09/12/23	305.32240	1.51401	59	5.7650			-5.7650	11.65	x	x	41.1893	36.25
Wed	09/13/23	305.34180	1.51411	60	5.8631			-5.8631	11.55	x	x	41.2874	36.35
Thu	09/14/23	305.36120	1.51420	61	5.9611			-5.9611	11.46	x	x	41.3854	36.44
Fri	09/15/23	305.38060	1.51430	62	6.0593			-6.0593	11.36	x	x	41.4836	36.54
Mon	09/18/23	305.43880	1.51459	65	6.3537			-6.3537	11.07	x	x	41.7780	36.83
Tue	09/19/23	305.45820	1.51468	66	6.4518			-6.4518	10.98	x	x	41.8761	36.92
Wed	09/20/23	305.47760	1.51478	67	6.5500			-6.5500	10.88	x	x	41.9743	37.02
Thu	09/21/23	305.49700	1.51488	68	6.6482			-6.6482	10.78	x	x	42.0725	37.12
Fri	09/22/23	305.51640	1.51497	69	6.7464			-6.7464	10.69	x	x	42.1707	37.21
Mon	09/25/23	305.57460	1.51526	72	7.0410			-7.0410	10.40	x	x	42.4653	37.50
Tue	09/26/23	305.59400	1.51536	73	7.1393			-7.1393	10.30	x	x	42.5636	37.60
Wed	09/27/23	305.61340	1.51545	74	7.2375			-7.2375	10.21	x	x	42.6618	37.69
Thu	09/28/23	305.63280	1.51555	75	7.3358			-7.3358	10.11	x	x	42.7601	37.79
Fri	09/29/23	305.65220	1.51565	76	7.4341			-7.4341	10.01	x	x	42.8584	37.89
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	10/02/23	305.73406	1.51605	79	7.7296			-7.7296	9.61	x	x	43.1539	38.29
Tue	10/03/23	305.77713	1.51627	80	7.8286			-7.8286	9.39	x	x	43.2529	38.51
Wed	10/04/23	305.82019	1.51648	81	7.9275			-7.9275	9.18	x	x	43.3518	38.72
Thu	10/05/23	305.86326	1.51669	82	8.0265			-8.0265	8.97	x	x	43.4508	38.93
Fri	10/06/23	305.90632	1.51691	83	8.1256			-8.1256	8.75	x	x	43.5499	39.15
Mon	10/09/23	306.03552	1.51755	86	8.4228			-8.4228	8.11	x	x	43.8471	39.79
Tue	10/10/23	306.07858	1.51776	87	8.5219			-8.5219	7.90	x	x	43.9462	40.00
Wed	10/11/23	306.12165	1.51797	88	8.6211			-8.6211	7.69	x	x	44.0454	40.21
Thu	10/12/23	306.16471	1.51819	89	8.7203			-8.7203	7.47	x	x	44.1446	40.43
Fri	10/13/23	306.20777	1.51840	90	8.8195			-8.8195	7.26	x	x	44.2438	40.64
Mon	10/16/23	306.33697	1.51904	93	9.1173			-9.1173	6.62	x	x	44.5416	41.28
Tue	10/17/23	306.38003	1.51926	94	9.2167			-9.2167	6.40	x	x	44.6410	41.50
Wed	10/18/23	306.42310	1.51947	95	9.3160			-9.3160	6.19	x	x	44.7403	41.71
Thu	10/19/23	306.46616	1.51968	96	9.4154			-9.4154	5.98	x	x	44.8397	41.92
Fri	10/20/23	306.50923	1.51990	97	9.5149			-9.5149	5.76	x	x	44.9392	42.14
Mon	10/23/23	306.63842	1.52054	100	9.8133			-9.8133	5.12	x	x	45.2376	42.78
Tue	10/24/23	306.68148	1.52075	101	9.9128			-9.9128	4.91	x	x	45.3371	42.99
Wed	10/25/23	306.72455	1.52096	102	10.0123			-10.0123	4.70	x	x	45.4366	43.20
Thu	10/26/23	306.76761	1.52118	103	10.1119			-10.1119	4.48	x	x	45.5362	43.42
Fri	10/27/23	306.81068	1.52139	104	10.2115			-10.2115	4.27	x	x	45.6358	43.63
Mon	10/30/23	306.93987	1.52203	107	10.5105			-10.5105	3.63	x	x	45.9348	44.27
Tue	10/31/23	306.98294	1.52225	108	10.6102			-10.6102	3.41	x	x	46.0345	44.49
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Wed	11/01/23	307.02600	1.52246	109	10.7100			-10.7100	3.20	x	x	46.1343	44.70
Thu	11/02/23	307.05143	1.52259	110	10.8091			-10.8091	3.07	x	x	46.2334	44.83
Fri	11/03/23	307.07687	1.52271	111	10.9083			-10.9083	2.95	x	x	46.3326	44.95
Mon	11/06/23	307.15317	1.52309	114	11.2059			-11.2059	2.57	x	x	46.6302	45.33
Tue	11/07/23	307.17860	1.52322	115	11.3051			-11.3051	2.44	x	x	46.7294	45.46
Wed	11/08/23	307.20403	1.52334	116	11.4044			-11.4044	2.32	x	x	46.8287	45.58
Thu	11/09/23	307.22947	1.52347	117	11.5036			-11.5036	2.19	x	x	46.9279	45.71
Fri	11/10/23	307.25490	1.52359	118	11.6029			-11.6029	2.07	x	x	47.0272	45.83
Mon	11/13/23	307.33120	1.52397	121	11.9008			-11.9008	1.69	x	x	47.3251	46.21
Tue	11/14/23	307.35663	1.52410	122	12.0002			-12.0002	1.56	x	x	47.4245	46.34
Wed	11/15/23	307.38207	1.52422	123	12.0995			-12.0995	1.44	x	x	47.5238	46.46
Thu	11/16/23	307.40750	1.52435	124	12.1989			-12.1989	1.31	x	x	47.6232	46.59
Fri	11/17/23	307.43293	1.52448	125	12.2984			-12.2984	1.18	x	x	47.7227	46.72
Mon	11/20/23	307.50923	1.52486	128	12.5967			-12.5967	0.80	x	x	48.0210	47.10
Tue	11/21/23	307.53467	1.52498	129	12.6961			-12.6961	0.68	x	x	48.1204	47.22
Wed	11/22/23	307.56010	1.52511	130	12.7956			-12.7956	0.55	x	x	48.2199	47.35
Thu	11/23/23	307.58553	1.52523	131	12.8950			-12.8950	0.43	x	x	48.3193	47.47
Fri	11/24/23	307.61097	1.52536	132	12.9946			-12.9946	0.30	x	x	48.4189	47.60
Mon	11/27/23	307.68727	1.52574	135	13.2932			-13.2932	-0.08	x	x	48.7175	47.98
Tue	11/28/23	307.71270	1.52586	136	13.3927			-13.3927	-0.20	x	x	48.8170	48.10
Wed	11/29/23	307.73813	1.52599	137	13.4924			-13.4924	-0.33	x	x	48.9167	48.23
Thu	11/30/23	307.76357	1.52612	138	13.5920			-13.5920	-0.46	x	x	49.0163	48.36
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Fri	12/01/23	307.78900	1.52624	139	13.6916			-13.6916	-0.58	x	x	49.1159	48.48
Mon	12/04/23	307.77758	1.52619	142	13.9866			-13.9866	-0.53	x	x	49.4109	48.43
Tue	12/05/23	307.77377	1.52617	143	14.0849			-14.0849	-0.51	x	x	49.5092	48.41
Wed	12/06/23	307.76997	1.52615	144	14.1832			-14.1832	-0.49	x	x	49.6075	48.39
Thu	12/07/23	307.76616	1.52613	145	14.2815			-14.2815	-0.47	x	x	49.7058	48.37
Fri	12/08/23	307.76235	1.52611	146	14.3799			-14.3799	-0.45	x	x	49.8042	48.35
Mon	12/11/23	307.75094	1.52605	149	14.6748			-14.6748	-0.39	x	x	50.0991	48.29
Tue	12/12/23	307.74713	1.52604	150	14.7731			-14.7731	-0.38	x	x	50.1974	48.28
Wed	12/13/23	307.74332	1.52602	151	14.8714			-14.8714	-0.36	x	x	50.2957	48.26
Thu	12/14/23	307.73952	1.52600	152	14.9697			-14.9697	-0.34	x	x	50.3940	48.24
Fri	12/15/23	307.73571	1.52598	153	15.0680			-15.0680	-0.32	x	x	50.4923	48.22
Mon	12/18/23	307.72429	1.52592	156	15.3629			-15.3629	-0.26	x	x	50.7872	48.16
Tue	12/19/23	307.72048	1.52590	157	15.4611			-15.4611	-0.24	x	x	50.8854	48.14
Wed	12/20/23	307.71668	1.52588	158	15.5594			-15.5594	-0.22	x	x	50.9837	48.12
Thu	12/21/23	307.71287	1.52587	159	15.6578			-15.6578	-0.21	x	x	51.0821	48.11
Fri	12/22/23	307.70906	1.52585	160	15.7561			-15.7561	-0.19	x	x	51.1804	48.09
Mon	12/25/23	307.69765	1.52579	163	16.0509			-16.0509	-0.13	x	x	51.4752	48.03
Tue	12/26/23	307.69384	1.52577	164	16.1491			-16.1491	-0.11	x	x	51.5734	48.01
Wed	12/27/23	307.69003	1.52575	165	16.2474			-16.2474	-0.09	x	x	51.6717	47.99
Thu	12/28/23	307.68623	1.52573	166	16.3456			-16.3456	-0.07	x	x	51.7699	47.97
Fri	12/29/23	307.68242	1.52571	167	16.4439			-16.4439	-0.05	x	x	51.8682	47.95
Mon	01/01/24	307.67100	1.52566

Generated 12/12/23 08:55