0.375% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2027

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

CUSIP Number	912828V49	Interest 01/15/23 (184 days)	$2.3121
Dated Date	January 15, 2017	Interest 07/15/23 (181 days)	$2.3574
Ref CPI on Dated Date	241.55919	Interest Total	$4.6695
Original Issue Date	January 31, 2017	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	1.23370	170	2.1372	x	x	2.5323	39.99			2.1372	0.00
Mon	01/02/23	298.00229	1.23366	171	2.1497	x	x	2.5198	40.03			2.1497	-0.04
Tue	01/03/23	297.99258	1.23362	172	2.1622	x	x	2.5073	40.07			2.1622	-0.08
Wed	01/04/23	297.98287	1.23358	173	2.1747	x	x	2.4948	40.11			2.1747	-0.12
Thu	01/05/23	297.97316	1.23354	174	2.1872	x	x	2.4823	40.15			2.1872	-0.16
Fri	01/06/23	297.96345	1.23350	175	2.1997	x	x	2.4698	40.19			2.1997	-0.20
Mon	01/09/23	297.93432	1.23338	178	2.2372	x	x	2.4323	40.31			2.2372	-0.32
Tue	01/10/23	297.92461	1.23334	179	2.2497	x	x	2.4198	40.35			2.2497	-0.36
Wed	01/11/23	297.91490	1.23330	180	2.2622	x	x	2.4073	40.39			2.2622	-0.40
Thu	01/12/23	297.90519	1.23326	181	2.2747	x	x	2.3948	40.43			2.2747	-0.44
Fri	01/13/23	297.89548	1.23322	182	2.2872	x	x	2.3823	40.47			2.2872	-0.48
Sun	01/15/23	297.87606	1.23314	0	0.0000		x	2.3574	40.55	x		2.3121	-0.56
Mon	01/16/23	297.86635	1.23310	1	0.0128		x	2.3446	40.59	x		2.3249	-0.60
Tue	01/17/23	297.85665	1.23306	2	0.0255		x	2.3319	40.63	x		2.3376	-0.64
Wed	01/18/23	297.84694	1.23302	3	0.0383		x	2.3191	40.67	x		2.3504	-0.68
Thu	01/19/23	297.83723	1.23298	4	0.0511		x	2.3063	40.71	x		2.3632	-0.72
Fri	01/20/23	297.82752	1.23294	5	0.0639		x	2.2935	40.75	x		2.3760	-0.76
Mon	01/23/23	297.79839	1.23282	8	0.1022		x	2.2552	40.87	x		2.4143	-0.88
Tue	01/24/23	297.78868	1.23278	9	0.1149		x	2.2425	40.91	x		2.4270	-0.92
Wed	01/25/23	297.77897	1.23274	10	0.1277		x	2.2297	40.95	x		2.4398	-0.96
Thu	01/26/23	297.76926	1.23270	11	0.1405		x	2.2169	40.99	x		2.4526	-1.00
Fri	01/27/23	297.75955	1.23266	12	0.1532		x	2.2042	41.03	x		2.4653	-1.04
Mon	01/30/23	297.73042	1.23254	15	0.1915		x	2.1659	41.15	x		2.5036	-1.16
Tue	01/31/23	297.72071	1.23250	16	0.2043		x	2.1531	41.19	x		2.5164	-1.20
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Wed	02/01/23	297.71100	1.23246	17	0.2170		x	2.1404	41.23	x		2.5291	-1.24
Thu	02/02/23	297.67836	1.23232	18	0.2298		x	2.1276	41.37	x		2.5419	-1.38
Fri	02/03/23	297.64571	1.23219	19	0.2425		x	2.1149	41.50	x		2.5546	-1.51
Mon	02/06/23	297.54779	1.23178	22	0.2807		x	2.0767	41.91	x		2.5928	-1.92
Tue	02/07/23	297.51514	1.23164	23	0.2935		x	2.0639	42.05	x		2.6056	-2.06
Wed	02/08/23	297.48250	1.23151	24	0.3062		x	2.0512	42.18	x		2.6183	-2.19
Thu	02/09/23	297.44986	1.23137	25	0.3189		x	2.0385	42.32	x		2.6310	-2.33
Fri	02/10/23	297.41721	1.23124	26	0.3316		x	2.0258	42.45	x		2.6437	-2.46
Mon	02/13/23	297.31929	1.23083	29	0.3698		x	1.9876	42.86	x		2.6819	-2.87
Tue	02/14/23	297.28664	1.23070	30	0.3825		x	1.9749	42.99	x		2.6946	-3.00
Wed	02/15/23	297.25400	1.23056	31	0.3952		x	1.9622	43.13	x		2.7073	-3.14
Thu	02/16/23	297.22136	1.23043	32	0.4079		x	1.9495	43.26	x		2.7200	-3.27
Fri	02/17/23	297.18871	1.23029	33	0.4206		x	1.9368	43.40	x		2.7327	-3.41
Mon	02/20/23	297.09079	1.22989	36	0.4587		x	1.8987	43.80	x		2.7708	-3.81
Tue	02/21/23	297.05814	1.22975	37	0.4713		x	1.8861	43.94	x		2.7834	-3.95
Wed	02/22/23	297.02550	1.22962	38	0.4840		x	1.8734	44.07	x		2.7961	-4.08
Thu	02/23/23	296.99286	1.22948	39	0.4967		x	1.8607	44.21	x		2.8088	-4.22
Fri	02/24/23	296.96021	1.22935	40	0.5094		x	1.8480	44.34	x		2.8215	-4.35
Mon	02/27/23	296.86229	1.22894	43	0.5474		x	1.8100	44.75	x		2.8595	-4.76
Tue	02/28/23	296.82964	1.22881	44	0.5601		x	1.7973	44.88	x		2.8722	-4.89
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Wed	03/01/23	296.79700	1.22867	45	0.5728		x	1.7846	45.02	x		2.8849	-5.03
Thu	03/02/23	296.87355	1.22899	46	0.5856		x	1.7718	44.70	x		2.8977	-4.71
Fri	03/03/23	296.95010	1.22931	47	0.5985		x	1.7589	44.38	x		2.9106	-4.39
Mon	03/06/23	297.17974	1.23026	50	0.6372		x	1.7202	43.43	x		2.9493	-3.44
Tue	03/07/23	297.25629	1.23057	51	0.6501		x	1.7073	43.12	x		2.9622	-3.13
Wed	03/08/23	297.33284	1.23089	52	0.6630		x	1.6944	42.80	x		2.9751	-2.81
Thu	03/09/23	297.40939	1.23121	53	0.6760		x	1.6814	42.48	x		2.9881	-2.49
Fri	03/10/23	297.48594	1.23152	54	0.6889		x	1.6685	42.17	x		3.0010	-2.18
Mon	03/13/23	297.71558	1.23247	57	0.7277		x	1.6297	41.22	x		3.0398	-1.23
Tue	03/14/23	297.79213	1.23279	58	0.7407		x	1.6167	40.90	x		3.0528	-0.91
Wed	03/15/23	297.86868	1.23311	59	0.7537		x	1.6037	40.58	x		3.0658	-0.59
Thu	03/16/23	297.94523	1.23343	60	0.7666		x	1.5908	40.26	x		3.0787	-0.27
Fri	03/17/23	298.02177	1.23374	61	0.7796		x	1.5778	39.95	x		3.0917	0.04
Mon	03/20/23	298.25142	1.23469	64	0.8186		x	1.5388	39.00	x		3.1307	0.99
Tue	03/21/23	298.32797	1.23501	65	0.8316		x	1.5258	38.68	x		3.1437	1.31
Wed	03/22/23	298.40452	1.23533	66	0.8446		x	1.5128	38.36	x		3.1567	1.63
Thu	03/23/23	298.48106	1.23564	67	0.8576		x	1.4998	38.05	x		3.1697	1.94
Fri	03/24/23	298.55761	1.23596	68	0.8706		x	1.4868	37.73	x		3.1827	2.26
Mon	03/27/23	298.78726	1.23691	71	0.9097		x	1.4477	36.78	x		3.2218	3.21
Tue	03/28/23	298.86381	1.23723	72	0.9228		x	1.4346	36.46	x		3.2349	3.53
Wed	03/29/23	298.94035	1.23754	73	0.9358		x	1.4216	36.15	x		3.2479	3.84
Thu	03/30/23	299.01690	1.23786	74	0.9489		x	1.4085	35.83	x		3.2610	4.16
Fri	03/31/23	299.09345	1.23818	75	0.9620		x	1.3954	35.51	x		3.2741	4.48
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	1.23896	78	1.0011		x	1.3563	34.73	x		3.3132	5.26
Tue	04/04/23	299.33700	1.23919	79	1.0141		x	1.3433	34.50	x		3.3262	5.49
Wed	04/05/23	299.39267	1.23942	80	1.0271		x	1.3303	34.27	x		3.3392	5.72
Thu	04/06/23	299.44833	1.23965	81	1.0402		x	1.3172	34.04	x		3.3523	5.95
Fri	04/07/23	299.50400	1.23988	82	1.0532		x	1.3042	33.81	x		3.3653	6.18
Mon	04/10/23	299.67100	1.24057	85	1.0924		x	1.2650	33.12	x		3.4045	6.87
Tue	04/11/23	299.72667	1.24080	86	1.1054		x	1.2520	32.89	x		3.4175	7.10
Wed	04/12/23	299.78233	1.24103	87	1.1185		x	1.2389	32.66	x		3.4306	7.33
Thu	04/13/23	299.83800	1.24126	88	1.1315		x	1.2259	32.43	x		3.4436	7.56
Fri	04/14/23	299.89367	1.24149	89	1.1446		x	1.2128	32.20	x		3.4567	7.79
Mon	04/17/23	300.06067	1.24218	92	1.1838		x	1.1736	31.51	x		3.4959	8.48
Tue	04/18/23	300.11633	1.24241	93	1.1969		x	1.1605	31.28	x		3.5090	8.71
Wed	04/19/23	300.17200	1.24264	94	1.2100		x	1.1474	31.05	x		3.5221	8.94
Thu	04/20/23	300.22767	1.24287	95	1.2231		x	1.1343	30.82	x		3.5352	9.17
Fri	04/21/23	300.28333	1.24310	96	1.2362		x	1.1212	30.59	x		3.5483	9.40
Mon	04/24/23	300.45033	1.24380	99	1.2756		x	1.0818	29.89	x		3.5877	10.10
Tue	04/25/23	300.50600	1.24403	100	1.2887		x	1.0687	29.66	x		3.6008	10.33
Wed	04/26/23	300.56167	1.24426	101	1.3018		x	1.0556	29.43	x		3.6139	10.56
Thu	04/27/23	300.61733	1.24449	102	1.3150		x	1.0424	29.20	x		3.6271	10.79
Fri	04/28/23	300.67300	1.24472	103	1.3281		x	1.0293	28.97	x		3.6402	11.02
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	1.24541	106	1.3675		x	0.9899	28.28	x		3.6796	11.71
Tue	05/02/23	300.87213	1.24554	107	1.3806		x	0.9768	28.15	x		3.6927	11.84
Wed	05/03/23	300.90426	1.24568	108	1.3936		x	0.9638	28.01	x		3.7057	11.98
Thu	05/04/23	300.93639	1.24581	109	1.4067		x	0.9507	27.88	x		3.7188	12.11
Fri	05/05/23	300.96852	1.24594	110	1.4198		x	0.9376	27.75	x		3.7319	12.24
Mon	05/08/23	301.06490	1.24634	113	1.4589		x	0.8985	27.35	x		3.7710	12.64
Tue	05/09/23	301.09703	1.24647	114	1.4720		x	0.8854	27.22	x		3.7841	12.77
Wed	05/10/23	301.12916	1.24661	115	1.4851		x	0.8723	27.08	x		3.7972	12.91
Thu	05/11/23	301.16129	1.24674	116	1.4982		x	0.8592	26.95	x		3.8103	13.04
Fri	05/12/23	301.19342	1.24687	117	1.5112		x	0.8462	26.82	x		3.8233	13.17
Mon	05/15/23	301.28981	1.24727	120	1.5505		x	0.8069	26.42	x		3.8626	13.57
Tue	05/16/23	301.32194	1.24740	121	1.5636		x	0.7938	26.29	x		3.8757	13.70
Wed	05/17/23	301.35406	1.24754	122	1.5767		x	0.7807	26.15	x		3.8888	13.84
Thu	05/18/23	301.38619	1.24767	123	1.5897		x	0.7677	26.02	x		3.9018	13.97
Fri	05/19/23	301.41832	1.24780	124	1.6028		x	0.7546	25.89	x		3.9149	14.10
Mon	05/22/23	301.51471	1.24820	127	1.6421		x	0.7153	25.49	x		3.9542	14.50
Tue	05/23/23	301.54684	1.24834	128	1.6553		x	0.7021	25.35	x		3.9674	14.64
Wed	05/24/23	301.57897	1.24847	129	1.6684		x	0.6890	25.22	x		3.9805	14.77
Thu	05/25/23	301.61110	1.24860	130	1.6815		x	0.6759	25.09	x		3.9936	14.90
Fri	05/26/23	301.64323	1.24873	131	1.6946		x	0.6628	24.96	x		4.0067	15.03
Mon	05/29/23	301.73961	1.24913	134	1.7339		x	0.6235	24.56	x		4.0460	15.43
Tue	05/30/23	301.77174	1.24927	135	1.7471		x	0.6103	24.42	x		4.0592	15.57
Wed	05/31/23	301.80387	1.24940	136	1.7602		x	0.5972	24.29	x		4.0723	15.70
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	1.24953	137	1.7733		x	0.5841	24.16	x		4.0854	15.83
Fri	06/02/23	301.88690	1.24974	138	1.7866		x	0.5708	23.95	x		4.0987	16.04
Mon	06/05/23	302.03960	1.25038	141	1.8263		x	0.5311	23.31	x		4.1384	16.68
Tue	06/06/23	302.09050	1.25059	142	1.8396		x	0.5178	23.10	x		4.1517	16.89
Wed	06/07/23	302.14140	1.25080	143	1.8529		x	0.5045	22.89	x		4.1650	17.10
Thu	06/08/23	302.19230	1.25101	144	1.8661		x	0.4913	22.68	x		4.1782	17.31
Fri	06/09/23	302.24320	1.25122	145	1.8794		x	0.4780	22.47	x		4.1915	17.52
Mon	06/12/23	302.39590	1.25185	148	1.9193		x	0.4381	21.84	x		4.2314	18.15
Tue	06/13/23	302.44680	1.25206	149	1.9326		x	0.4248	21.63	x		4.2447	18.36
Wed	06/14/23	302.49770	1.25227	150	1.9459		x	0.4115	21.42	x		4.2580	18.57
Thu	06/15/23	302.54860	1.25248	151	1.9592		x	0.3982	21.21	x		4.2713	18.78
Fri	06/16/23	302.59950	1.25269	152	1.9725		x	0.3849	21.00	x		4.2846	18.99
Mon	06/19/23	302.75220	1.25333	155	2.0124		x	0.3450	20.36	x		4.3245	19.63
Tue	06/20/23	302.80310	1.25354	156	2.0257		x	0.3317	20.15	x		4.3378	19.84
Wed	06/21/23	302.85400	1.25375	157	2.0391		x	0.3183	19.94	x		4.3512	20.05
Thu	06/22/23	302.90490	1.25396	158	2.0524		x	0.3050	19.73	x		4.3645	20.26
Fri	06/23/23	302.95580	1.25417	159	2.0657		x	0.2917	19.52	x		4.3778	20.47
Mon	06/26/23	303.10850	1.25480	162	2.1058		x	0.2516	18.89	x		4.4179	21.10
Tue	06/27/23	303.15940	1.25501	163	2.1191		x	0.2383	18.68	x		4.4312	21.31
Wed	06/28/23	303.21030	1.25522	164	2.1325		x	0.2249	18.47	x		4.4446	21.52
Thu	06/29/23	303.26120	1.25543	165	2.1458		x	0.2116	18.26	x		4.4579	21.73
Fri	06/30/23	303.31210	1.25564	166	2.1592		x	0.1982	18.05	x		4.4713	21.94
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	1.25606	169	2.1990		x	0.1584	17.63	x		4.5111	22.36
Tue	07/04/23	303.43694	1.25616	170	2.2122		x	0.1452	17.53	x		4.5243	22.46
Wed	07/05/23	303.46158	1.25626	171	2.2254		x	0.1320	17.43	x		4.5375	22.56
Thu	07/06/23	303.48623	1.25636	172	2.2385		x	0.1189	17.33	x		4.5506	22.66
Fri	07/07/23	303.51087	1.25647	173	2.2518		x	0.1056	17.22	x		4.5639	22.77
Mon	07/10/23	303.58481	1.25677	176	2.2913		x	0.0661	16.92	x		4.6034	23.07
Tue	07/11/23	303.60945	1.25687	177	2.3046		x	0.0528	16.82	x		4.6167	23.17
Wed	07/12/23	303.63410	1.25698	178	2.3178		x	0.0396	16.71	x		4.6299	23.28
Thu	07/13/23	303.65874	1.25708	179	2.3310		x	0.0264	16.61	x		4.6431	23.38
Fri	07/14/23	303.68339	1.25718	180	2.3442		x	0.0132	16.51	x		4.6563	23.48
Sat	07/15/23	303.70803	1.25728	0	0.0000			0.0000	16.41	x	x	4.6695	23.58
Mon	07/17/23	303.75732	1.25749	2	0.0256			-0.0256	16.20	x	x	4.6951	23.79
Tue	07/18/23	303.78197	1.25759	3	0.0384			-0.0384	16.10	x	x	4.7079	23.89
Wed	07/19/23	303.80661	1.25769	4	0.0513			-0.0513	16.00	x	x	4.7208	23.99
Thu	07/20/23	303.83126	1.25779	5	0.0641			-0.0641	15.90	x	x	4.7336	24.09
Fri	07/21/23	303.85590	1.25789	6	0.0769			-0.0769	15.80	x	x	4.7464	24.19
Mon	07/24/23	303.92984	1.25820	9	0.1154			-0.1154	15.49	x	x	4.7849	24.50
Tue	07/25/23	303.95448	1.25830	10	0.1282			-0.1282	15.39	x	x	4.7977	24.60
Wed	07/26/23	303.97913	1.25840	11	0.1411			-0.1411	15.29	x	x	4.8106	24.70
Thu	07/27/23	304.00377	1.25851	12	0.1539			-0.1539	15.18	x	x	4.8234	24.81
Fri	07/28/23	304.02842	1.25861	13	0.1667			-0.1667	15.08	x	x	4.8362	24.91
Mon	07/31/23	304.10235	1.25891	16	0.2053			-0.2053	14.78	x	x	4.8748	25.21
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	1.25902	17	0.2181			-0.2181	14.67	x	x	4.8876	25.32
Wed	08/02/23	304.15868	1.25915	18	0.2310			-0.2310	14.54	x	x	4.9005	25.45
Thu	08/03/23	304.19035	1.25928	19	0.2438			-0.2438	14.41	x	x	4.9133	25.58
Fri	08/04/23	304.22203	1.25941	20	0.2567			-0.2567	14.28	x	x	4.9262	25.71
Mon	08/07/23	304.31706	1.25980	23	0.2953			-0.2953	13.89	x	x	4.9648	26.10
Tue	08/08/23	304.34874	1.25993	24	0.3081			-0.3081	13.76	x	x	4.9776	26.23
Wed	08/09/23	304.38042	1.26007	25	0.3210			-0.3210	13.62	x	x	4.9905	26.37
Thu	08/10/23	304.41210	1.26020	26	0.3339			-0.3339	13.49	x	x	5.0034	26.50
Fri	08/11/23	304.44377	1.26033	27	0.3468			-0.3468	13.36	x	x	5.0163	26.63
Mon	08/14/23	304.53881	1.26072	30	0.3854			-0.3854	12.97	x	x	5.0549	27.02
Tue	08/15/23	304.57048	1.26085	31	0.3983			-0.3983	12.84	x	x	5.0678	27.15
Wed	08/16/23	304.60216	1.26098	32	0.4112			-0.4112	12.71	x	x	5.0807	27.28
Thu	08/17/23	304.63384	1.26111	33	0.4241			-0.4241	12.58	x	x	5.0936	27.41
Fri	08/18/23	304.66552	1.26125	34	0.4370			-0.4370	12.44	x	x	5.1065	27.55
Mon	08/21/23	304.76055	1.26164	37	0.4757			-0.4757	12.05	x	x	5.1452	27.94
Tue	08/22/23	304.79223	1.26177	38	0.4886			-0.4886	11.92	x	x	5.1581	28.07
Wed	08/23/23	304.82390	1.26190	39	0.5015			-0.5015	11.79	x	x	5.1710	28.20
Thu	08/24/23	304.85558	1.26203	40	0.5144			-0.5144	11.66	x	x	5.1839	28.33
Fri	08/25/23	304.88726	1.26216	41	0.5273			-0.5273	11.53	x	x	5.1968	28.46
Mon	08/28/23	304.98229	1.26256	44	0.5661			-0.5661	11.13	x	x	5.2356	28.86
Tue	08/29/23	305.01397	1.26269	45	0.5790			-0.5790	11.00	x	x	5.2485	28.99
Wed	08/30/23	305.04565	1.26282	46	0.5919			-0.5919	10.87	x	x	5.2614	29.12
Thu	08/31/23	305.07732	1.26295	47	0.6049			-0.6049	10.74	x	x	5.2744	29.25
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	1.26308	48	0.6178			-0.6178	10.61	x	x	5.2873	29.38
Mon	09/04/23	305.16720	1.26332	51	0.6565			-0.6565	10.37	x	x	5.3260	29.62
Tue	09/05/23	305.18660	1.26340	52	0.6695			-0.6695	10.29	x	x	5.3390	29.70
Wed	09/06/23	305.20600	1.26348	53	0.6824			-0.6824	10.21	x	x	5.3519	29.78
Thu	09/07/23	305.22540	1.26356	54	0.6953			-0.6953	10.13	x	x	5.3648	29.86
Fri	09/08/23	305.24480	1.26364	55	0.7082			-0.7082	10.05	x	x	5.3777	29.94
Mon	09/11/23	305.30300	1.26388	58	0.7470			-0.7470	9.81	x	x	5.4165	30.18
Tue	09/12/23	305.32240	1.26397	59	0.7599			-0.7599	9.72	x	x	5.4294	30.27
Wed	09/13/23	305.34180	1.26405	60	0.7729			-0.7729	9.64	x	x	5.4424	30.35
Thu	09/14/23	305.36120	1.26413	61	0.7858			-0.7858	9.56	x	x	5.4553	30.43
Fri	09/15/23	305.38060	1.26421	62	0.7987			-0.7987	9.48	x	x	5.4682	30.51
Mon	09/18/23	305.43880	1.26445	65	0.8375			-0.8375	9.24	x	x	5.5070	30.75
Tue	09/19/23	305.45820	1.26453	66	0.8505			-0.8505	9.16	x	x	5.5200	30.83
Wed	09/20/23	305.47760	1.26461	67	0.8634			-0.8634	9.08	x	x	5.5329	30.91
Thu	09/21/23	305.49700	1.26469	68	0.8763			-0.8763	9.00	x	x	5.5458	30.99
Fri	09/22/23	305.51640	1.26477	69	0.8893			-0.8893	8.92	x	x	5.5588	31.07
Mon	09/25/23	305.57460	1.26501	72	0.9281			-0.9281	8.68	x	x	5.5976	31.31
Tue	09/26/23	305.59400	1.26509	73	0.9411			-0.9411	8.60	x	x	5.6106	31.39
Wed	09/27/23	305.61340	1.26517	74	0.9540			-0.9540	8.52	x	x	5.6235	31.47
Thu	09/28/23	305.63280	1.26525	75	0.9670			-0.9670	8.44	x	x	5.6365	31.55
Fri	09/29/23	305.65220	1.26533	76	0.9799			-0.9799	8.36	x	x	5.6494	31.63
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	1.26567	79	1.0189			-1.0189	8.02	x	x	5.6884	31.97
Tue	10/03/23	305.77713	1.26585	80	1.0319			-1.0319	7.84	x	x	5.7014	32.15
Wed	10/04/23	305.82019	1.26603	81	1.0450			-1.0450	7.66	x	x	5.7145	32.33
Thu	10/05/23	305.86326	1.26620	82	1.0580			-1.0580	7.49	x	x	5.7275	32.50
Fri	10/06/23	305.90632	1.26638	83	1.0711			-1.0711	7.31	x	x	5.7406	32.68
Mon	10/09/23	306.03552	1.26692	86	1.1103			-1.1103	6.77	x	x	5.7798	33.22
Tue	10/10/23	306.07858	1.26710	87	1.1233			-1.1233	6.59	x	x	5.7928	33.40
Wed	10/11/23	306.12165	1.26727	88	1.1364			-1.1364	6.42	x	x	5.8059	33.57
Thu	10/12/23	306.16471	1.26745	89	1.1495			-1.1495	6.24	x	x	5.8190	33.75
Fri	10/13/23	306.20777	1.26763	90	1.1626			-1.1626	6.06	x	x	5.8321	33.93
Mon	10/16/23	306.33697	1.26817	93	1.2018			-1.2018	5.52	x	x	5.8713	34.47
Tue	10/17/23	306.38003	1.26834	94	1.2149			-1.2149	5.35	x	x	5.8844	34.64
Wed	10/18/23	306.42310	1.26852	95	1.2280			-1.2280	5.17	x	x	5.8975	34.82
Thu	10/19/23	306.46616	1.26870	96	1.2411			-1.2411	4.99	x	x	5.9106	35.00
Fri	10/20/23	306.50923	1.26888	97	1.2542			-1.2542	4.81	x	x	5.9237	35.18
Mon	10/23/23	306.63842	1.26941	100	1.2936			-1.2936	4.28	x	x	5.9631	35.71
Tue	10/24/23	306.68148	1.26959	101	1.3067			-1.3067	4.10	x	x	5.9762	35.89
Wed	10/25/23	306.72455	1.26977	102	1.3198			-1.3198	3.92	x	x	5.9893	36.07
Thu	10/26/23	306.76761	1.26995	103	1.3329			-1.3329	3.74	x	x	6.0024	36.25
Fri	10/27/23	306.81068	1.27013	104	1.3461			-1.3461	3.56	x	x	6.0156	36.43
Mon	10/30/23	306.93987	1.27066	107	1.3855			-1.3855	3.03	x	x	6.0550	36.96
Tue	10/31/23	306.98294	1.27084	108	1.3986			-1.3986	2.85	x	x	6.0681	37.14
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	1.27102	109	1.4118			-1.4118	2.67	x	x	6.0813	37.32
Thu	11/02/23	307.05143	1.27112	110	1.4248			-1.4248	2.57	x	x	6.0943	37.42
Fri	11/03/23	307.07687	1.27123	111	1.4379			-1.4379	2.46	x	x	6.1074	37.53
Mon	11/06/23	307.15317	1.27154	114	1.4771			-1.4771	2.15	x	x	6.1466	37.84
Tue	11/07/23	307.17860	1.27165	115	1.4902			-1.4902	2.04	x	x	6.1597	37.95
Wed	11/08/23	307.20403	1.27175	116	1.5033			-1.5033	1.94	x	x	6.1728	38.05
Thu	11/09/23	307.22947	1.27186	117	1.5164			-1.5164	1.83	x	x	6.1859	38.16
Fri	11/10/23	307.25490	1.27197	118	1.5295			-1.5295	1.72	x	x	6.1990	38.27
Mon	11/13/23	307.33120	1.27228	121	1.5687			-1.5687	1.41	x	x	6.2382	38.58
Tue	11/14/23	307.35663	1.27239	122	1.5818			-1.5818	1.30	x	x	6.2513	38.69
Wed	11/15/23	307.38207	1.27249	123	1.5949			-1.5949	1.20	x	x	6.2644	38.79
Thu	11/16/23	307.40750	1.27260	124	1.6080			-1.6080	1.09	x	x	6.2775	38.90
Fri	11/17/23	307.43293	1.27270	125	1.6211			-1.6211	0.99	x	x	6.2906	39.00
Mon	11/20/23	307.50923	1.27302	128	1.6605			-1.6605	0.67	x	x	6.3300	39.32
Tue	11/21/23	307.53467	1.27312	129	1.6736			-1.6736	0.57	x	x	6.3431	39.42
Wed	11/22/23	307.56010	1.27323	130	1.6867			-1.6867	0.46	x	x	6.3562	39.53
Thu	11/23/23	307.58553	1.27333	131	1.6998			-1.6998	0.36	x	x	6.3693	39.63
Fri	11/24/23	307.61097	1.27344	132	1.7129			-1.7129	0.25	x	x	6.3824	39.74
Mon	11/27/23	307.68727	1.27376	135	1.7523			-1.7523	-0.07	x	x	6.4218	40.06
Tue	11/28/23	307.71270	1.27386	136	1.7654			-1.7654	-0.17	x	x	6.4349	40.16
Wed	11/29/23	307.73813	1.27397	137	1.7785			-1.7785	-0.28	x	x	6.4480	40.27
Thu	11/30/23	307.76357	1.27407	138	1.7917			-1.7917	-0.38	x	x	6.4612	40.37
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	1.27418	139	1.8048			-1.8048	-0.49	x	x	6.4743	40.48
Mon	12/04/23	307.77758	1.27413	142	1.8437			-1.8437	-0.44	x	x	6.5132	40.43
Tue	12/05/23	307.77377	1.27411	143	1.8566			-1.8566	-0.42	x	x	6.5261	40.41
Wed	12/06/23	307.76997	1.27410	144	1.8696			-1.8696	-0.41	x	x	6.5391	40.40
Thu	12/07/23	307.76616	1.27408	145	1.8826			-1.8826	-0.39	x	x	6.5521	40.38
Fri	12/08/23	307.76235	1.27407	146	1.8955			-1.8955	-0.38	x	x	6.5650	40.37
Mon	12/11/23	307.75094	1.27402	149	1.9344			-1.9344	-0.33	x	x	6.6039	40.32
Tue	12/12/23	307.74713	1.27400	150	1.9474			-1.9474	-0.31	x	x	6.6169	40.30
Wed	12/13/23	307.74332	1.27399	151	1.9603			-1.9603	-0.30	x	x	6.6298	40.29
Thu	12/14/23	307.73952	1.27397	152	1.9733			-1.9733	-0.28	x	x	6.6428	40.27
Fri	12/15/23	307.73571	1.27396	153	1.9862			-1.9862	-0.27	x	x	6.6557	40.26
Mon	12/18/23	307.72429	1.27391	156	2.0251			-2.0251	-0.22	x	x	6.6946	40.21
Tue	12/19/23	307.72048	1.27389	157	2.0381			-2.0381	-0.20	x	x	6.7076	40.19
Wed	12/20/23	307.71668	1.27388	158	2.0510			-2.0510	-0.19	x	x	6.7205	40.18
Thu	12/21/23	307.71287	1.27386	159	2.0640			-2.0640	-0.17	x	x	6.7335	40.16
Fri	12/22/23	307.70906	1.27385	160	2.0769			-2.0769	-0.16	x	x	6.7464	40.15
Mon	12/25/23	307.69765	1.27380	163	2.1158			-2.1158	-0.11	x	x	6.7853	40.10
Tue	12/26/23	307.69384	1.27378	164	2.1287			-2.1287	-0.09	x	x	6.7982	40.08
Wed	12/27/23	307.69003	1.27377	165	2.1417			-2.1417	-0.08	x	x	6.8112	40.07
Thu	12/28/23	307.68623	1.27375	166	2.1546			-2.1546	-0.06	x	x	6.8241	40.05
Fri	12/29/23	307.68242	1.27374	167	2.1676			-2.1676	-0.05	x	x	6.8371	40.04
Mon	01/01/24	307.67100	1.27369

Generated 12/12/23 08:55