0.375% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2025

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

CUSIP Number	912828XL9	Interest 01/15/23 (184 days)	$2.3552
Dated Date	July 15, 2015	Interest 07/15/23 (181 days)	$2.4013
Ref CPI on Dated Date	237.14365	Interest Total	$4.7565
Original Issue Date	July 31, 2015	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	1.25667	170	2.1770	x	x	2.5795	40.73			2.1770	0.00
Mon	01/02/23	298.00229	1.25663	171	2.1897	x	x	2.5668	40.77			2.1897	-0.04
Tue	01/03/23	297.99258	1.25659	172	2.2024	x	x	2.5541	40.81			2.2024	-0.08
Wed	01/04/23	297.98287	1.25655	173	2.2152	x	x	2.5413	40.85			2.2152	-0.12
Thu	01/05/23	297.97316	1.25651	174	2.2279	x	x	2.5286	40.89			2.2279	-0.16
Fri	01/06/23	297.96345	1.25647	175	2.2406	x	x	2.5159	40.93			2.2406	-0.20
Mon	01/09/23	297.93432	1.25635	178	2.2788	x	x	2.4777	41.05			2.2788	-0.32
Tue	01/10/23	297.92461	1.25630	179	2.2916	x	x	2.4649	41.10			2.2916	-0.37
Wed	01/11/23	297.91490	1.25626	180	2.3043	x	x	2.4522	41.14			2.3043	-0.41
Thu	01/12/23	297.90519	1.25622	181	2.3170	x	x	2.4395	41.18			2.3170	-0.45
Fri	01/13/23	297.89548	1.25618	182	2.3297	x	x	2.4268	41.22			2.3297	-0.49
Sun	01/15/23	297.87606	1.25610	0	0.0000		x	2.4013	41.30	x		2.3552	-0.57
Mon	01/16/23	297.86635	1.25606	1	0.0130		x	2.3883	41.34	x		2.3682	-0.61
Tue	01/17/23	297.85665	1.25602	2	0.0260		x	2.3753	41.38	x		2.3812	-0.65
Wed	01/18/23	297.84694	1.25598	3	0.0390		x	2.3623	41.42	x		2.3942	-0.69
Thu	01/19/23	297.83723	1.25594	4	0.0520		x	2.3493	41.46	x		2.4072	-0.73
Fri	01/20/23	297.82752	1.25589	5	0.0650		x	2.3363	41.51	x		2.4202	-0.78
Mon	01/23/23	297.79839	1.25577	8	0.1041		x	2.2972	41.63	x		2.4593	-0.90
Tue	01/24/23	297.78868	1.25573	9	0.1171		x	2.2842	41.67	x		2.4723	-0.94
Wed	01/25/23	297.77897	1.25569	10	0.1301		x	2.2712	41.71	x		2.4853	-0.98
Thu	01/26/23	297.76926	1.25565	11	0.1431		x	2.2582	41.75	x		2.4983	-1.02
Fri	01/27/23	297.75955	1.25561	12	0.1561		x	2.2452	41.79	x		2.5113	-1.06
Mon	01/30/23	297.73042	1.25549	15	0.1951		x	2.2062	41.91	x		2.5503	-1.18
Tue	01/31/23	297.72071	1.25544	16	0.2081		x	2.1932	41.96	x		2.5633	-1.23
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	1.25540	17	0.2211		x	2.1802	42.00	x		2.5763	-1.27
Thu	02/02/23	297.67836	1.25527	18	0.2341		x	2.1672	42.13	x		2.5893	-1.40
Fri	02/03/23	297.64571	1.25513	19	0.2470		x	2.1543	42.27	x		2.6022	-1.54
Mon	02/06/23	297.54779	1.25472	22	0.2860		x	2.1153	42.68	x		2.6412	-1.95
Tue	02/07/23	297.51514	1.25458	23	0.2989		x	2.1024	42.82	x		2.6541	-2.09
Wed	02/08/23	297.48250	1.25444	24	0.3119		x	2.0894	42.96	x		2.6671	-2.23
Thu	02/09/23	297.44986	1.25430	25	0.3248		x	2.0765	43.10	x		2.6800	-2.37
Fri	02/10/23	297.41721	1.25416	26	0.3378		x	2.0635	43.24	x		2.6930	-2.51
Mon	02/13/23	297.31929	1.25375	29	0.3766		x	2.0247	43.65	x		2.7318	-2.92
Tue	02/14/23	297.28664	1.25361	30	0.3896		x	2.0117	43.79	x		2.7448	-3.06
Wed	02/15/23	297.25400	1.25348	31	0.4025		x	1.9988	43.92	x		2.7577	-3.19
Thu	02/16/23	297.22136	1.25334	32	0.4155		x	1.9858	44.06	x		2.7707	-3.33
Fri	02/17/23	297.18871	1.25320	33	0.4284		x	1.9729	44.20	x		2.7836	-3.47
Mon	02/20/23	297.09079	1.25279	36	0.4672		x	1.9341	44.61	x		2.8224	-3.88
Tue	02/21/23	297.05814	1.25265	37	0.4801		x	1.9212	44.75	x		2.8353	-4.02
Wed	02/22/23	297.02550	1.25251	38	0.4930		x	1.9083	44.89	x		2.8482	-4.16
Thu	02/23/23	296.99286	1.25238	39	0.5060		x	1.8953	45.02	x		2.8612	-4.29
Fri	02/24/23	296.96021	1.25224	40	0.5189		x	1.8824	45.16	x		2.8741	-4.43
Mon	02/27/23	296.86229	1.25182	43	0.5576		x	1.8437	45.58	x		2.9128	-4.85
Tue	02/28/23	296.82964	1.25169	44	0.5705		x	1.8308	45.71	x		2.9257	-4.98
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	1.25155	45	0.5834		x	1.8179	45.85	x		2.9386	-5.12
Thu	03/02/23	296.87355	1.25187	46	0.5965		x	1.8048	45.53	x		2.9517	-4.80
Fri	03/03/23	296.95010	1.25220	47	0.6097		x	1.7916	45.20	x		2.9649	-4.47
Mon	03/06/23	297.17974	1.25316	50	0.6491		x	1.7522	44.24	x		3.0043	-3.51
Tue	03/07/23	297.25629	1.25349	51	0.6622		x	1.7391	43.91	x		3.0174	-3.18
Wed	03/08/23	297.33284	1.25381	52	0.6754		x	1.7259	43.59	x		3.0306	-2.86
Thu	03/09/23	297.40939	1.25413	53	0.6886		x	1.7127	43.27	x		3.0438	-2.54
Fri	03/10/23	297.48594	1.25445	54	0.7017		x	1.6996	42.95	x		3.0569	-2.22
Mon	03/13/23	297.71558	1.25542	57	0.7413		x	1.6600	41.98	x		3.0965	-1.25
Tue	03/14/23	297.79213	1.25575	58	0.7545		x	1.6468	41.65	x		3.1097	-0.92
Wed	03/15/23	297.86868	1.25607	59	0.7677		x	1.6336	41.33	x		3.1229	-0.60
Thu	03/16/23	297.94523	1.25639	60	0.7809		x	1.6204	41.01	x		3.1361	-0.28
Fri	03/17/23	298.02177	1.25671	61	0.7941		x	1.6072	40.69	x		3.1493	0.04
Mon	03/20/23	298.25142	1.25768	64	0.8338		x	1.5675	39.72	x		3.1890	1.01
Tue	03/21/23	298.32797	1.25801	65	0.8471		x	1.5542	39.39	x		3.2023	1.34
Wed	03/22/23	298.40452	1.25833	66	0.8603		x	1.5410	39.07	x		3.2155	1.66
Thu	03/23/23	298.48106	1.25865	67	0.8736		x	1.5277	38.75	x		3.2288	1.98
Fri	03/24/23	298.55761	1.25897	68	0.8868		x	1.5145	38.43	x		3.2420	2.30
Mon	03/27/23	298.78726	1.25994	71	0.9267		x	1.4746	37.46	x		3.2819	3.27
Tue	03/28/23	298.86381	1.26026	72	0.9400		x	1.4613	37.14	x		3.2952	3.59
Wed	03/29/23	298.94035	1.26059	73	0.9533		x	1.4480	36.81	x		3.3085	3.92
Thu	03/30/23	299.01690	1.26091	74	0.9666		x	1.4347	36.49	x		3.3218	4.24
Fri	03/31/23	299.09345	1.26123	75	0.9799		x	1.4214	36.17	x		3.3351	4.56
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	1.26203	78	1.0197		x	1.3816	35.37	x		3.3749	5.36
Tue	04/04/23	299.33700	1.26226	79	1.0330		x	1.3683	35.14	x		3.3882	5.59
Wed	04/05/23	299.39267	1.26249	80	1.0463		x	1.3550	34.91	x		3.4015	5.82
Thu	04/06/23	299.44833	1.26273	81	1.0595		x	1.3418	34.67	x		3.4147	6.06
Fri	04/07/23	299.50400	1.26296	82	1.0728		x	1.3285	34.44	x		3.4280	6.29
Mon	04/10/23	299.67100	1.26367	85	1.1127		x	1.2886	33.73	x		3.4679	7.00
Tue	04/11/23	299.72667	1.26390	86	1.1260		x	1.2753	33.50	x		3.4812	7.23
Wed	04/12/23	299.78233	1.26414	87	1.1393		x	1.2620	33.26	x		3.4945	7.47
Thu	04/13/23	299.83800	1.26437	88	1.1526		x	1.2487	33.03	x		3.5078	7.70
Fri	04/14/23	299.89367	1.26461	89	1.1659		x	1.2354	32.79	x		3.5211	7.94
Mon	04/17/23	300.06067	1.26531	92	1.2059		x	1.1954	32.09	x		3.5611	8.64
Tue	04/18/23	300.11633	1.26555	93	1.2192		x	1.1821	31.85	x		3.5744	8.88
Wed	04/19/23	300.17200	1.26578	94	1.2326		x	1.1687	31.62	x		3.5878	9.11
Thu	04/20/23	300.22767	1.26602	95	1.2459		x	1.1554	31.38	x		3.6011	9.35
Fri	04/21/23	300.28333	1.26625	96	1.2593		x	1.1420	31.15	x		3.6145	9.58
Mon	04/24/23	300.45033	1.26695	99	1.2993		x	1.1020	30.45	x		3.6545	10.28
Tue	04/25/23	300.50600	1.26719	100	1.3127		x	1.0886	30.21	x		3.6679	10.52
Wed	04/26/23	300.56167	1.26742	101	1.3261		x	1.0752	29.98	x		3.6813	10.75
Thu	04/27/23	300.61733	1.26766	102	1.3394		x	1.0619	29.74	x		3.6946	10.99
Fri	04/28/23	300.67300	1.26789	103	1.3528		x	1.0485	29.51	x		3.7080	11.22
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	1.26860	106	1.3930		x	1.0083	28.80	x		3.7482	11.93
Tue	05/02/23	300.87213	1.26873	107	1.4063		x	0.9950	28.67	x		3.7615	12.06
Wed	05/03/23	300.90426	1.26887	108	1.4196		x	0.9817	28.53	x		3.7748	12.20
Thu	05/04/23	300.93639	1.26900	109	1.4329		x	0.9684	28.40	x		3.7881	12.33
Fri	05/05/23	300.96852	1.26914	110	1.4462		x	0.9551	28.26	x		3.8014	12.47
Mon	05/08/23	301.06490	1.26955	113	1.4861		x	0.9152	27.85	x		3.8413	12.88
Tue	05/09/23	301.09703	1.26968	114	1.4994		x	0.9019	27.72	x		3.8546	13.01
Wed	05/10/23	301.12916	1.26982	115	1.5127		x	0.8886	27.58	x		3.8679	13.15
Thu	05/11/23	301.16129	1.26995	116	1.5260		x	0.8753	27.45	x		3.8812	13.28
Fri	05/12/23	301.19342	1.27009	117	1.5394		x	0.8619	27.31	x		3.8946	13.42
Mon	05/15/23	301.28981	1.27049	120	1.5793		x	0.8220	26.91	x		3.9345	13.82
Tue	05/16/23	301.32194	1.27063	121	1.5927		x	0.8086	26.77	x		3.9479	13.96
Wed	05/17/23	301.35406	1.27077	122	1.6060		x	0.7953	26.63	x		3.9612	14.10
Thu	05/18/23	301.38619	1.27090	123	1.6193		x	0.7820	26.50	x		3.9745	14.23
Fri	05/19/23	301.41832	1.27104	124	1.6327		x	0.7686	26.36	x		3.9879	14.37
Mon	05/22/23	301.51471	1.27144	127	1.6727		x	0.7286	25.96	x		4.0279	14.77
Tue	05/23/23	301.54684	1.27158	128	1.6861		x	0.7152	25.82	x		4.0413	14.91
Wed	05/24/23	301.57897	1.27171	129	1.6994		x	0.7019	25.69	x		4.0546	15.04
Thu	05/25/23	301.61110	1.27185	130	1.7128		x	0.6885	25.55	x		4.0680	15.18
Fri	05/26/23	301.64323	1.27199	131	1.7261		x	0.6752	25.41	x		4.0813	15.32
Mon	05/29/23	301.73961	1.27239	134	1.7662		x	0.6351	25.01	x		4.1214	15.72
Tue	05/30/23	301.77174	1.27253	135	1.7796		x	0.6217	24.87	x		4.1348	15.86
Wed	05/31/23	301.80387	1.27266	136	1.7930		x	0.6083	24.74	x		4.1482	15.99
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	1.27280	137	1.8064		x	0.5949	24.60	x		4.1616	16.13
Fri	06/02/23	301.88690	1.27301	138	1.8198		x	0.5815	24.39	x		4.1750	16.34
Mon	06/05/23	302.03960	1.27366	141	1.8604		x	0.5409	23.74	x		4.2156	16.99
Tue	06/06/23	302.09050	1.27387	142	1.8739		x	0.5274	23.53	x		4.2291	17.20
Wed	06/07/23	302.14140	1.27409	143	1.8874		x	0.5139	23.31	x		4.2426	17.42
Thu	06/08/23	302.19230	1.27430	144	1.9009		x	0.5004	23.10	x		4.2561	17.63
Fri	06/09/23	302.24320	1.27452	145	1.9144		x	0.4869	22.88	x		4.2696	17.85
Mon	06/12/23	302.39590	1.27516	148	1.9550		x	0.4463	22.24	x		4.3102	18.49
Tue	06/13/23	302.44680	1.27537	149	1.9685		x	0.4328	22.03	x		4.3237	18.70
Wed	06/14/23	302.49770	1.27559	150	1.9821		x	0.4192	21.81	x		4.3373	18.92
Thu	06/15/23	302.54860	1.27580	151	1.9956		x	0.4057	21.60	x		4.3508	19.13
Fri	06/16/23	302.59950	1.27602	152	2.0092		x	0.3921	21.38	x		4.3644	19.35
Mon	06/19/23	302.75220	1.27666	155	2.0499		x	0.3514	20.74	x		4.4051	19.99
Tue	06/20/23	302.80310	1.27688	156	2.0635		x	0.3378	20.52	x		4.4187	20.21
Wed	06/21/23	302.85400	1.27709	157	2.0770		x	0.3243	20.31	x		4.4322	20.42
Thu	06/22/23	302.90490	1.27731	158	2.0906		x	0.3107	20.09	x		4.4458	20.64
Fri	06/23/23	302.95580	1.27752	159	2.1042		x	0.2971	19.88	x		4.4594	20.85
Mon	06/26/23	303.10850	1.27816	162	2.1450		x	0.2563	19.24	x		4.5002	21.49
Tue	06/27/23	303.15940	1.27838	163	2.1586		x	0.2427	19.02	x		4.5138	21.71
Wed	06/28/23	303.21030	1.27859	164	2.1722		x	0.2291	18.81	x		4.5274	21.92
Thu	06/29/23	303.26120	1.27881	165	2.1858		x	0.2155	18.59	x		4.5410	22.14
Fri	06/30/23	303.31210	1.27902	166	2.1994		x	0.2019	18.38	x		4.5546	22.35
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	1.27945	169	2.2399		x	0.1614	17.95	x		4.5951	22.78
Tue	07/04/23	303.43694	1.27955	170	2.2534		x	0.1479	17.85	x		4.6086	22.88
Wed	07/05/23	303.46158	1.27965	171	2.2668		x	0.1345	17.75	x		4.6220	22.98
Thu	07/06/23	303.48623	1.27976	172	2.2802		x	0.1211	17.64	x		4.6354	23.09
Fri	07/07/23	303.51087	1.27986	173	2.2937		x	0.1076	17.54	x		4.6489	23.19
Mon	07/10/23	303.58481	1.28017	176	2.3340		x	0.0673	17.23	x		4.6892	23.50
Tue	07/11/23	303.60945	1.28028	177	2.3475		x	0.0538	17.12	x		4.7027	23.61
Wed	07/12/23	303.63410	1.28038	178	2.3609		x	0.0404	17.02	x		4.7161	23.71
Thu	07/13/23	303.65874	1.28048	179	2.3744		x	0.0269	16.92	x		4.7296	23.81
Fri	07/14/23	303.68339	1.28059	180	2.3878		x	0.0135	16.81	x		4.7430	23.92
Sat	07/15/23	303.70803	1.28069	0	0.0000			0.0000	16.71	x	x	4.7565	24.02
Mon	07/17/23	303.75732	1.28090	2	0.0261			-0.0261	16.50	x	x	4.7826	24.23
Tue	07/18/23	303.78197	1.28100	3	0.0392			-0.0392	16.40	x	x	4.7957	24.33
Wed	07/19/23	303.80661	1.28111	4	0.0522			-0.0522	16.29	x	x	4.8087	24.44
Thu	07/20/23	303.83126	1.28121	5	0.0653			-0.0653	16.19	x	x	4.8218	24.54
Fri	07/21/23	303.85590	1.28132	6	0.0783			-0.0783	16.08	x	x	4.8348	24.65
Mon	07/24/23	303.92984	1.28163	9	0.1175			-0.1175	15.77	x	x	4.8740	24.96
Tue	07/25/23	303.95448	1.28173	10	0.1306			-0.1306	15.67	x	x	4.8871	25.06
Wed	07/26/23	303.97913	1.28184	11	0.1437			-0.1437	15.56	x	x	4.9002	25.17
Thu	07/27/23	304.00377	1.28194	12	0.1568			-0.1568	15.46	x	x	4.9133	25.27
Fri	07/28/23	304.02842	1.28204	13	0.1698			-0.1698	15.36	x	x	4.9263	25.37
Mon	07/31/23	304.10235	1.28236	16	0.2091			-0.2091	15.04	x	x	4.9656	25.69
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	1.28246	17	0.2222			-0.2222	14.94	x	x	4.9787	25.79
Wed	08/02/23	304.15868	1.28259	18	0.2353			-0.2353	14.81	x	x	4.9918	25.92
Thu	08/03/23	304.19035	1.28273	19	0.2484			-0.2484	14.67	x	x	5.0049	26.06
Fri	08/04/23	304.22203	1.28286	20	0.2615			-0.2615	14.54	x	x	5.0180	26.19
Mon	08/07/23	304.31706	1.28326	23	0.3008			-0.3008	14.14	x	x	5.0573	26.59
Tue	08/08/23	304.34874	1.28339	24	0.3139			-0.3139	14.01	x	x	5.0704	26.72
Wed	08/09/23	304.38042	1.28353	25	0.3270			-0.3270	13.87	x	x	5.0835	26.86
Thu	08/10/23	304.41210	1.28366	26	0.3401			-0.3401	13.74	x	x	5.0966	26.99
Fri	08/11/23	304.44377	1.28379	27	0.3532			-0.3532	13.61	x	x	5.1097	27.12
Mon	08/14/23	304.53881	1.28420	30	0.3926			-0.3926	13.20	x	x	5.1491	27.53
Tue	08/15/23	304.57048	1.28433	31	0.4057			-0.4057	13.07	x	x	5.1622	27.66
Wed	08/16/23	304.60216	1.28446	32	0.4188			-0.4188	12.94	x	x	5.1753	27.79
Thu	08/17/23	304.63384	1.28460	33	0.4320			-0.4320	12.80	x	x	5.1885	27.93
Fri	08/18/23	304.66552	1.28473	34	0.4451			-0.4451	12.67	x	x	5.2016	28.06
Mon	08/21/23	304.76055	1.28513	37	0.4845			-0.4845	12.27	x	x	5.2410	28.46
Tue	08/22/23	304.79223	1.28526	38	0.4977			-0.4977	12.14	x	x	5.2542	28.59
Wed	08/23/23	304.82390	1.28540	39	0.5108			-0.5108	12.00	x	x	5.2673	28.73
Thu	08/24/23	304.85558	1.28553	40	0.5240			-0.5240	11.87	x	x	5.2805	28.86
Fri	08/25/23	304.88726	1.28566	41	0.5371			-0.5371	11.74	x	x	5.2936	28.99
Mon	08/28/23	304.98229	1.28607	44	0.5766			-0.5766	11.33	x	x	5.3331	29.40
Tue	08/29/23	305.01397	1.28620	45	0.5898			-0.5898	11.20	x	x	5.3463	29.53
Wed	08/30/23	305.04565	1.28633	46	0.6030			-0.6030	11.07	x	x	5.3595	29.66
Thu	08/31/23	305.07732	1.28647	47	0.6161			-0.6161	10.93	x	x	5.3726	29.80
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Fri	09/01/23	305.10900	1.28660	48	0.6293			-0.6293	10.80	x	x	5.3858	29.93
Mon	09/04/23	305.16720	1.28685	51	0.6688			-0.6688	10.55	x	x	5.4253	30.18
Tue	09/05/23	305.18660	1.28693	52	0.6819			-0.6819	10.47	x	x	5.4384	30.26
Wed	09/06/23	305.20600	1.28701	53	0.6951			-0.6951	10.39	x	x	5.4516	30.34
Thu	09/07/23	305.22540	1.28709	54	0.7082			-0.7082	10.31	x	x	5.4647	30.42
Fri	09/08/23	305.24480	1.28717	55	0.7214			-0.7214	10.23	x	x	5.4779	30.50
Mon	09/11/23	305.30300	1.28742	58	0.7609			-0.7609	9.98	x	x	5.5174	30.75
Tue	09/12/23	305.32240	1.28750	59	0.7741			-0.7741	9.90	x	x	5.5306	30.83
Wed	09/13/23	305.34180	1.28758	60	0.7872			-0.7872	9.82	x	x	5.5437	30.91
Thu	09/14/23	305.36120	1.28766	61	0.8004			-0.8004	9.74	x	x	5.5569	30.99
Fri	09/15/23	305.38060	1.28775	62	0.8136			-0.8136	9.65	x	x	5.5701	31.08
Mon	09/18/23	305.43880	1.28799	65	0.8531			-0.8531	9.41	x	x	5.6096	31.32
Tue	09/19/23	305.45820	1.28807	66	0.8663			-0.8663	9.33	x	x	5.6228	31.40
Wed	09/20/23	305.47760	1.28815	67	0.8795			-0.8795	9.25	x	x	5.6360	31.48
Thu	09/21/23	305.49700	1.28824	68	0.8927			-0.8927	9.16	x	x	5.6492	31.57
Fri	09/22/23	305.51640	1.28832	69	0.9059			-0.9059	9.08	x	x	5.6624	31.65
Mon	09/25/23	305.57460	1.28856	72	0.9454			-0.9454	8.84	x	x	5.7019	31.89
Tue	09/26/23	305.59400	1.28865	73	0.9586			-0.9586	8.75	x	x	5.7151	31.98
Wed	09/27/23	305.61340	1.28873	74	0.9718			-0.9718	8.67	x	x	5.7283	32.06
Thu	09/28/23	305.63280	1.28881	75	0.9850			-0.9850	8.59	x	x	5.7415	32.14
Fri	09/29/23	305.65220	1.28889	76	0.9982			-0.9982	8.51	x	x	5.7547	32.22
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	1.28924	79	1.0379			-1.0379	8.16	x	x	5.7944	32.57
Tue	10/03/23	305.77713	1.28942	80	1.0512			-1.0512	7.98	x	x	5.8077	32.75
Wed	10/04/23	305.82019	1.28960	81	1.0644			-1.0644	7.80	x	x	5.8209	32.93
Thu	10/05/23	305.86326	1.28978	82	1.0777			-1.0777	7.62	x	x	5.8342	33.11
Fri	10/06/23	305.90632	1.28996	83	1.0910			-1.0910	7.44	x	x	5.8475	33.29
Mon	10/09/23	306.03552	1.29051	86	1.1309			-1.1309	6.89	x	x	5.8874	33.84
Tue	10/10/23	306.07858	1.29069	87	1.1443			-1.1443	6.71	x	x	5.9008	34.02
Wed	10/11/23	306.12165	1.29087	88	1.1576			-1.1576	6.53	x	x	5.9141	34.20
Thu	10/12/23	306.16471	1.29105	89	1.1709			-1.1709	6.35	x	x	5.9274	34.38
Fri	10/13/23	306.20777	1.29123	90	1.1842			-1.1842	6.17	x	x	5.9407	34.56
Mon	10/16/23	306.33697	1.29178	93	1.2242			-1.2242	5.62	x	x	5.9807	35.11
Tue	10/17/23	306.38003	1.29196	94	1.2375			-1.2375	5.44	x	x	5.9940	35.29
Wed	10/18/23	306.42310	1.29214	95	1.2509			-1.2509	5.26	x	x	6.0074	35.47
Thu	10/19/23	306.46616	1.29232	96	1.2642			-1.2642	5.08	x	x	6.0207	35.65
Fri	10/20/23	306.50923	1.29250	97	1.2776			-1.2776	4.90	x	x	6.0341	35.83
Mon	10/23/23	306.63842	1.29305	100	1.3176			-1.3176	4.35	x	x	6.0741	36.38
Tue	10/24/23	306.68148	1.29323	101	1.3310			-1.3310	4.17	x	x	6.0875	36.56
Wed	10/25/23	306.72455	1.29341	102	1.3444			-1.3444	3.99	x	x	6.1009	36.74
Thu	10/26/23	306.76761	1.29359	103	1.3577			-1.3577	3.81	x	x	6.1142	36.92
Fri	10/27/23	306.81068	1.29378	104	1.3711			-1.3711	3.62	x	x	6.1276	37.11
Mon	10/30/23	306.93987	1.29432	107	1.4113			-1.4113	3.08	x	x	6.1678	37.65
Tue	10/31/23	306.98294	1.29450	108	1.4247			-1.4247	2.90	x	x	6.1812	37.83
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	1.29468	109	1.4380			-1.4380	2.72	x	x	6.1945	38.01
Thu	11/02/23	307.05143	1.29479	110	1.4514			-1.4514	2.61	x	x	6.2079	38.12
Fri	11/03/23	307.07687	1.29490	111	1.4647			-1.4647	2.50	x	x	6.2212	38.23
Mon	11/06/23	307.15317	1.29522	114	1.5046			-1.5046	2.18	x	x	6.2611	38.55
Tue	11/07/23	307.17860	1.29533	115	1.5180			-1.5180	2.07	x	x	6.2745	38.66
Wed	11/08/23	307.20403	1.29543	116	1.5313			-1.5313	1.97	x	x	6.2878	38.76
Thu	11/09/23	307.22947	1.29554	117	1.5446			-1.5446	1.86	x	x	6.3011	38.87
Fri	11/10/23	307.25490	1.29565	118	1.5579			-1.5579	1.75	x	x	6.3144	38.98
Mon	11/13/23	307.33120	1.29597	121	1.5980			-1.5980	1.43	x	x	6.3545	39.30
Tue	11/14/23	307.35663	1.29608	122	1.6113			-1.6113	1.32	x	x	6.3678	39.41
Wed	11/15/23	307.38207	1.29619	123	1.6246			-1.6246	1.21	x	x	6.3811	39.52
Thu	11/16/23	307.40750	1.29629	124	1.6380			-1.6380	1.11	x	x	6.3945	39.62
Fri	11/17/23	307.43293	1.29640	125	1.6513			-1.6513	1.00	x	x	6.4078	39.73
Mon	11/20/23	307.50923	1.29672	128	1.6914			-1.6914	0.68	x	x	6.4479	40.05
Tue	11/21/23	307.53467	1.29683	129	1.7047			-1.7047	0.57	x	x	6.4612	40.16
Wed	11/22/23	307.56010	1.29694	130	1.7181			-1.7181	0.46	x	x	6.4746	40.27
Thu	11/23/23	307.58553	1.29704	131	1.7314			-1.7314	0.36	x	x	6.4879	40.37
Fri	11/24/23	307.61097	1.29715	132	1.7448			-1.7448	0.25	x	x	6.5013	40.48
Mon	11/27/23	307.68727	1.29747	135	1.7849			-1.7849	-0.07	x	x	6.5414	40.80
Tue	11/28/23	307.71270	1.29758	136	1.7983			-1.7983	-0.18	x	x	6.5548	40.91
Wed	11/29/23	307.73813	1.29769	137	1.8117			-1.8117	-0.29	x	x	6.5682	41.02
Thu	11/30/23	307.76357	1.29779	138	1.8250			-1.8250	-0.39	x	x	6.5815	41.12
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	1.29790	139	1.8384			-1.8384	-0.50	x	x	6.5949	41.23
Mon	12/04/23	307.77758	1.29785	142	1.8780			-1.8780	-0.45	x	x	6.6345	41.18
Tue	12/05/23	307.77377	1.29784	143	1.8912			-1.8912	-0.44	x	x	6.6477	41.17
Wed	12/06/23	307.76997	1.29782	144	1.9044			-1.9044	-0.42	x	x	6.6609	41.15
Thu	12/07/23	307.76616	1.29780	145	1.9176			-1.9176	-0.40	x	x	6.6741	41.13
Fri	12/08/23	307.76235	1.29779	146	1.9308			-1.9308	-0.39	x	x	6.6873	41.12
Mon	12/11/23	307.75094	1.29774	149	1.9704			-1.9704	-0.34	x	x	6.7269	41.07
Tue	12/12/23	307.74713	1.29772	150	1.9836			-1.9836	-0.32	x	x	6.7401	41.05
Wed	12/13/23	307.74332	1.29771	151	1.9968			-1.9968	-0.31	x	x	6.7533	41.04
Thu	12/14/23	307.73952	1.29769	152	2.0100			-2.0100	-0.29	x	x	6.7665	41.02
Fri	12/15/23	307.73571	1.29768	153	2.0232			-2.0232	-0.28	x	x	6.7797	41.01
Mon	12/18/23	307.72429	1.29763	156	2.0628			-2.0628	-0.23	x	x	6.8193	40.96
Tue	12/19/23	307.72048	1.29761	157	2.0760			-2.0760	-0.21	x	x	6.8325	40.94
Wed	12/20/23	307.71668	1.29760	158	2.0892			-2.0892	-0.20	x	x	6.8457	40.93
Thu	12/21/23	307.71287	1.29758	159	2.1024			-2.1024	-0.18	x	x	6.8589	40.91
Fri	12/22/23	307.70906	1.29756	160	2.1156			-2.1156	-0.16	x	x	6.8721	40.89
Mon	12/25/23	307.69765	1.29752	163	2.1552			-2.1552	-0.12	x	x	6.9117	40.85
Tue	12/26/23	307.69384	1.29750	164	2.1684			-2.1684	-0.10	x	x	6.9249	40.83
Wed	12/27/23	307.69003	1.29748	165	2.1816			-2.1816	-0.08	x	x	6.9381	40.81
Thu	12/28/23	307.68623	1.29747	166	2.1948			-2.1948	-0.07	x	x	6.9513	40.80
Fri	12/29/23	307.68242	1.29745	167	2.2080			-2.2080	-0.05	x	x	6.9645	40.78
Mon	01/01/24	307.67100	1.29740

Generated 12/12/23 08:55