0.25% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2029

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

CUSIP Number	9128287D6	Interest 01/15/23 (184 days)	$1.4556
Dated Date	July 15, 2019	Interest 07/15/23 (181 days)	$1.4841
Ref CPI on Dated Date	255.79368	Interest Total	$2.9397
Original Issue Date	July 31, 2019	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	1.16505	170	1.3455	x	x	1.5942	37.76			1.3455	0.00
Mon	01/02/23	298.00229	1.16501	171	1.3534	x	x	1.5863	37.80			1.3534	-0.04
Tue	01/03/23	297.99258	1.16497	172	1.3612	x	x	1.5785	37.84			1.3612	-0.08
Wed	01/04/23	297.98287	1.16493	173	1.3691	x	x	1.5706	37.88			1.3691	-0.12
Thu	01/05/23	297.97316	1.16490	174	1.3770	x	x	1.5627	37.91			1.3770	-0.15
Fri	01/06/23	297.96345	1.16486	175	1.3849	x	x	1.5548	37.95			1.3849	-0.19
Mon	01/09/23	297.93432	1.16474	178	1.4084	x	x	1.5313	38.07			1.4084	-0.31
Tue	01/10/23	297.92461	1.16471	179	1.4163	x	x	1.5234	38.10			1.4163	-0.34
Wed	01/11/23	297.91490	1.16467	180	1.4242	x	x	1.5155	38.14			1.4242	-0.38
Thu	01/12/23	297.90519	1.16463	181	1.4321	x	x	1.5076	38.18			1.4321	-0.42
Fri	01/13/23	297.89548	1.16459	182	1.4399	x	x	1.4998	38.22			1.4399	-0.46
Sun	01/15/23	297.87606	1.16452	0	0.0000		x	1.4841	38.29	x		1.4556	-0.53
Mon	01/16/23	297.86635	1.16448	1	0.0080		x	1.4761	38.33	x		1.4636	-0.57
Tue	01/17/23	297.85665	1.16444	2	0.0161		x	1.4680	38.37	x		1.4717	-0.61
Wed	01/18/23	297.84694	1.16440	3	0.0241		x	1.4600	38.41	x		1.4797	-0.65
Thu	01/19/23	297.83723	1.16437	4	0.0322		x	1.4519	38.44	x		1.4878	-0.68
Fri	01/20/23	297.82752	1.16433	5	0.0402		x	1.4439	38.48	x		1.4958	-0.72
Mon	01/23/23	297.79839	1.16421	8	0.0643		x	1.4198	38.60	x		1.5199	-0.84
Tue	01/24/23	297.78868	1.16418	9	0.0724		x	1.4117	38.63	x		1.5280	-0.87
Wed	01/25/23	297.77897	1.16414	10	0.0804		x	1.4037	38.67	x		1.5360	-0.91
Thu	01/26/23	297.76926	1.16410	11	0.0884		x	1.3957	38.71	x		1.5440	-0.95
Fri	01/27/23	297.75955	1.16406	12	0.0965		x	1.3876	38.75	x		1.5521	-0.99
Mon	01/30/23	297.73042	1.16395	15	0.1206		x	1.3635	38.86	x		1.5762	-1.10
Tue	01/31/23	297.72071	1.16391	16	0.1286		x	1.3555	38.90	x		1.5842	-1.14
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	02/01/23	297.71100	1.16387	17	0.1366		x	1.3475	38.94	x		1.5922	-1.18
Thu	02/02/23	297.67836	1.16374	18	0.1447		x	1.3394	39.07	x		1.6003	-1.31
Fri	02/03/23	297.64571	1.16362	19	0.1527		x	1.3314	39.19	x		1.6083	-1.43
Mon	02/06/23	297.54779	1.16323	22	0.1767		x	1.3074	39.58	x		1.6323	-1.82
Tue	02/07/23	297.51514	1.16311	23	0.1847		x	1.2994	39.70	x		1.6403	-1.94
Wed	02/08/23	297.48250	1.16298	24	0.1928		x	1.2913	39.83	x		1.6484	-2.07
Thu	02/09/23	297.44986	1.16285	25	0.2008		x	1.2833	39.96	x		1.6564	-2.20
Fri	02/10/23	297.41721	1.16272	26	0.2088		x	1.2753	40.09	x		1.6644	-2.33
Mon	02/13/23	297.31929	1.16234	29	0.2328		x	1.2513	40.47	x		1.6884	-2.71
Tue	02/14/23	297.28664	1.16221	30	0.2408		x	1.2433	40.60	x		1.6964	-2.84
Wed	02/15/23	297.25400	1.16209	31	0.2488		x	1.2353	40.72	x		1.7044	-2.96
Thu	02/16/23	297.22136	1.16196	32	0.2568		x	1.2273	40.85	x		1.7124	-3.09
Fri	02/17/23	297.18871	1.16183	33	0.2648		x	1.2193	40.98	x		1.7204	-3.22
Mon	02/20/23	297.09079	1.16145	36	0.2888		x	1.1953	41.36	x		1.7444	-3.60
Tue	02/21/23	297.05814	1.16132	37	0.2967		x	1.1874	41.49	x		1.7523	-3.73
Wed	02/22/23	297.02550	1.16119	38	0.3047		x	1.1794	41.62	x		1.7603	-3.86
Thu	02/23/23	296.99286	1.16106	39	0.3127		x	1.1714	41.75	x		1.7683	-3.99
Fri	02/24/23	296.96021	1.16094	40	0.3207		x	1.1634	41.87	x		1.7763	-4.11
Mon	02/27/23	296.86229	1.16055	43	0.3446		x	1.1395	42.26	x		1.8002	-4.50
Tue	02/28/23	296.82964	1.16043	44	0.3526		x	1.1315	42.38	x		1.8082	-4.62
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	1.16030	45	0.3606		x	1.1235	42.51	x		1.8162	-4.75
Thu	03/02/23	296.87355	1.16060	46	0.3687		x	1.1154	42.21	x		1.8243	-4.45
Fri	03/03/23	296.95010	1.16090	47	0.3768		x	1.1073	41.91	x		1.8324	-4.15
Mon	03/06/23	297.17974	1.16179	50	0.4012		x	1.0829	41.02	x		1.8568	-3.26
Tue	03/07/23	297.25629	1.16209	51	0.4093		x	1.0748	40.72	x		1.8649	-2.96
Wed	03/08/23	297.33284	1.16239	52	0.4174		x	1.0667	40.42	x		1.8730	-2.66
Thu	03/09/23	297.40939	1.16269	53	0.4256		x	1.0585	40.12	x		1.8812	-2.36
Fri	03/10/23	297.48594	1.16299	54	0.4337		x	1.0504	39.82	x		1.8893	-2.06
Mon	03/13/23	297.71558	1.16389	57	0.4582		x	1.0259	38.92	x		1.9138	-1.16
Tue	03/14/23	297.79213	1.16419	58	0.4663		x	1.0178	38.62	x		1.9219	-0.86
Wed	03/15/23	297.86868	1.16449	59	0.4745		x	1.0096	38.32	x		1.9301	-0.56
Thu	03/16/23	297.94523	1.16479	60	0.4826		x	1.0015	38.02	x		1.9382	-0.26
Fri	03/17/23	298.02177	1.16509	61	0.4908		x	0.9933	37.72	x		1.9464	0.04
Mon	03/20/23	298.25142	1.16598	64	0.5154		x	0.9687	36.83	x		1.9710	0.93
Tue	03/21/23	298.32797	1.16628	65	0.5235		x	0.9606	36.53	x		1.9791	1.23
Wed	03/22/23	298.40452	1.16658	66	0.5317		x	0.9524	36.23	x		1.9873	1.53
Thu	03/23/23	298.48106	1.16688	67	0.5399		x	0.9442	35.93	x		1.9955	1.83
Fri	03/24/23	298.55761	1.16718	68	0.5481		x	0.9360	35.63	x		2.0037	2.13
Mon	03/27/23	298.78726	1.16808	71	0.5727		x	0.9114	34.73	x		2.0283	3.03
Tue	03/28/23	298.86381	1.16838	72	0.5810		x	0.9031	34.43	x		2.0366	3.33
Wed	03/29/23	298.94035	1.16868	73	0.5892		x	0.8949	34.13	x		2.0448	3.63
Thu	03/30/23	299.01690	1.16898	74	0.5974		x	0.8867	33.83	x		2.0530	3.93
Fri	03/31/23	299.09345	1.16928	75	0.6056		x	0.8785	33.53	x		2.0612	4.23
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	04/03/23	299.28133	1.17001	78	0.6303		x	0.8538	32.80	x		2.0859	4.96
Tue	04/04/23	299.33700	1.17023	79	0.6385		x	0.8456	32.58	x		2.0941	5.18
Wed	04/05/23	299.39267	1.17045	80	0.6467		x	0.8374	32.36	x		2.1023	5.40
Thu	04/06/23	299.44833	1.17066	81	0.6549		x	0.8292	32.15	x		2.1105	5.61
Fri	04/07/23	299.50400	1.17088	82	0.6631		x	0.8210	31.93	x		2.1187	5.83
Mon	04/10/23	299.67100	1.17153	85	0.6877		x	0.7964	31.28	x		2.1433	6.48
Tue	04/11/23	299.72667	1.17175	86	0.6959		x	0.7882	31.06	x		2.1515	6.70
Wed	04/12/23	299.78233	1.17197	87	0.7042		x	0.7799	30.84	x		2.1598	6.92
Thu	04/13/23	299.83800	1.17219	88	0.7124		x	0.7717	30.62	x		2.1680	7.14
Fri	04/14/23	299.89367	1.17240	89	0.7206		x	0.7635	30.41	x		2.1762	7.35
Mon	04/17/23	300.06067	1.17306	92	0.7453		x	0.7388	29.75	x		2.2009	8.01
Tue	04/18/23	300.11633	1.17328	93	0.7536		x	0.7305	29.53	x		2.2092	8.23
Wed	04/19/23	300.17200	1.17349	94	0.7618		x	0.7223	29.32	x		2.2174	8.44
Thu	04/20/23	300.22767	1.17371	95	0.7700		x	0.7141	29.10	x		2.2256	8.66
Fri	04/21/23	300.28333	1.17393	96	0.7783		x	0.7058	28.88	x		2.2339	8.88
Mon	04/24/23	300.45033	1.17458	99	0.8031		x	0.6810	28.23	x		2.2587	9.53
Tue	04/25/23	300.50600	1.17480	100	0.8113		x	0.6728	28.01	x		2.2669	9.75
Wed	04/26/23	300.56167	1.17502	101	0.8196		x	0.6645	27.79	x		2.2752	9.97
Thu	04/27/23	300.61733	1.17523	102	0.8279		x	0.6562	27.58	x		2.2835	10.18
Fri	04/28/23	300.67300	1.17545	103	0.8361		x	0.6480	27.36	x		2.2917	10.40
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	1.17610	106	0.8610		x	0.6231	26.71	x		2.3166	11.05
Tue	05/02/23	300.87213	1.17623	107	0.8692		x	0.6149	26.58	x		2.3248	11.18
Wed	05/03/23	300.90426	1.17636	108	0.8774		x	0.6067	26.45	x		2.3330	11.31
Thu	05/04/23	300.93639	1.17648	109	0.8856		x	0.5985	26.33	x		2.3412	11.43
Fri	05/05/23	300.96852	1.17661	110	0.8938		x	0.5903	26.20	x		2.3494	11.56
Mon	05/08/23	301.06490	1.17698	113	0.9185		x	0.5656	25.83	x		2.3741	11.93
Tue	05/09/23	301.09703	1.17711	114	0.9267		x	0.5574	25.70	x		2.3823	12.06
Wed	05/10/23	301.12916	1.17723	115	0.9350		x	0.5491	25.58	x		2.3906	12.18
Thu	05/11/23	301.16129	1.17736	116	0.9432		x	0.5409	25.45	x		2.3988	12.31
Fri	05/12/23	301.19342	1.17749	117	0.9514		x	0.5327	25.32	x		2.4070	12.44
Mon	05/15/23	301.28981	1.17786	120	0.9761		x	0.5080	24.95	x		2.4317	12.81
Tue	05/16/23	301.32194	1.17799	121	0.9844		x	0.4997	24.82	x		2.4400	12.94
Wed	05/17/23	301.35406	1.17811	122	0.9926		x	0.4915	24.70	x		2.4482	13.06
Thu	05/18/23	301.38619	1.17824	123	1.0009		x	0.4832	24.57	x		2.4565	13.19
Fri	05/19/23	301.41832	1.17837	124	1.0091		x	0.4750	24.44	x		2.4647	13.32
Mon	05/22/23	301.51471	1.17874	127	1.0338		x	0.4503	24.07	x		2.4894	13.69
Tue	05/23/23	301.54684	1.17887	128	1.0421		x	0.4420	23.94	x		2.4977	13.82
Wed	05/24/23	301.57897	1.17899	129	1.0503		x	0.4338	23.82	x		2.5059	13.94
Thu	05/25/23	301.61110	1.17912	130	1.0586		x	0.4255	23.69	x		2.5142	14.07
Fri	05/26/23	301.64323	1.17924	131	1.0669		x	0.4172	23.57	x		2.5225	14.19
Mon	05/29/23	301.73961	1.17962	134	1.0916		x	0.3925	23.19	x		2.5472	14.57
Tue	05/30/23	301.77174	1.17975	135	1.0999		x	0.3842	23.06	x		2.5555	14.70
Wed	05/31/23	301.80387	1.17987	136	1.1082		x	0.3759	22.94	x		2.5638	14.82
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	1.18000	137	1.1164		x	0.3677	22.81	x		2.5720	14.95
Fri	06/02/23	301.88690	1.18020	138	1.1248		x	0.3593	22.61	x		2.5804	15.15
Mon	06/05/23	302.03960	1.18079	141	1.1498		x	0.3343	22.02	x		2.6054	15.74
Tue	06/06/23	302.09050	1.18099	142	1.1582		x	0.3259	21.82	x		2.6138	15.94
Wed	06/07/23	302.14140	1.18119	143	1.1665		x	0.3176	21.62	x		2.6221	16.14
Thu	06/08/23	302.19230	1.18139	144	1.1749		x	0.3092	21.42	x		2.6305	16.34
Fri	06/09/23	302.24320	1.18159	145	1.1832		x	0.3009	21.22	x		2.6388	16.54
Mon	06/12/23	302.39590	1.18219	148	1.2083		x	0.2758	20.62	x		2.6639	17.14
Tue	06/13/23	302.44680	1.18239	149	1.2167		x	0.2674	20.42	x		2.6723	17.34
Wed	06/14/23	302.49770	1.18258	150	1.2250		x	0.2591	20.23	x		2.6806	17.53
Thu	06/15/23	302.54860	1.18278	151	1.2334		x	0.2507	20.03	x		2.6890	17.73
Fri	06/16/23	302.59950	1.18298	152	1.2418		x	0.2423	19.83	x		2.6974	17.93
Mon	06/19/23	302.75220	1.18358	155	1.2670		x	0.2171	19.23	x		2.7226	18.53
Tue	06/20/23	302.80310	1.18378	156	1.2753		x	0.2088	19.03	x		2.7309	18.73
Wed	06/21/23	302.85400	1.18398	157	1.2837		x	0.2004	18.83	x		2.7393	18.93
Thu	06/22/23	302.90490	1.18418	158	1.2921		x	0.1920	18.63	x		2.7477	19.13
Fri	06/23/23	302.95580	1.18438	159	1.3005		x	0.1836	18.43	x		2.7561	19.33
Mon	06/26/23	303.10850	1.18497	162	1.3257		x	0.1584	17.84	x		2.7813	19.92
Tue	06/27/23	303.15940	1.18517	163	1.3341		x	0.1500	17.64	x		2.7897	20.12
Wed	06/28/23	303.21030	1.18537	164	1.3425		x	0.1416	17.44	x		2.7981	20.32
Thu	06/29/23	303.26120	1.18557	165	1.3510		x	0.1331	17.24	x		2.8066	20.52
Fri	06/30/23	303.31210	1.18577	166	1.3594		x	0.1247	17.04	x		2.8150	20.72
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	1.18616	169	1.3844		x	0.0997	16.65	x		2.8400	21.11
Tue	07/04/23	303.43694	1.18626	170	1.3927		x	0.0914	16.55	x		2.8483	21.21
Wed	07/05/23	303.46158	1.18635	171	1.4010		x	0.0831	16.46	x		2.8566	21.30
Thu	07/06/23	303.48623	1.18645	172	1.4093		x	0.0748	16.36	x		2.8649	21.40
Fri	07/07/23	303.51087	1.18655	173	1.4176		x	0.0665	16.26	x		2.8732	21.50
Mon	07/10/23	303.58481	1.18683	176	1.4426		x	0.0415	15.98	x		2.8982	21.78
Tue	07/11/23	303.60945	1.18693	177	1.4509		x	0.0332	15.88	x		2.9065	21.88
Wed	07/12/23	303.63410	1.18703	178	1.4592		x	0.0249	15.78	x		2.9148	21.98
Thu	07/13/23	303.65874	1.18712	179	1.4675		x	0.0166	15.69	x		2.9231	22.07
Fri	07/14/23	303.68339	1.18722	180	1.4758		x	0.0083	15.59	x		2.9314	22.17
Sat	07/15/23	303.70803	1.18732	0	0.0000			0.0000	15.49	x	x	2.9397	22.27
Mon	07/17/23	303.75732	1.18751	2	0.0161			-0.0161	15.30	x	x	2.9558	22.46
Tue	07/18/23	303.78197	1.18761	3	0.0242			-0.0242	15.20	x	x	2.9639	22.56
Wed	07/19/23	303.80661	1.18770	4	0.0323			-0.0323	15.11	x	x	2.9720	22.65
Thu	07/20/23	303.83126	1.18780	5	0.0403			-0.0403	15.01	x	x	2.9800	22.75
Fri	07/21/23	303.85590	1.18789	6	0.0484			-0.0484	14.92	x	x	2.9881	22.84
Mon	07/24/23	303.92984	1.18818	9	0.0726			-0.0726	14.63	x	x	3.0123	23.13
Tue	07/25/23	303.95448	1.18828	10	0.0807			-0.0807	14.53	x	x	3.0204	23.23
Wed	07/26/23	303.97913	1.18838	11	0.0888			-0.0888	14.43	x	x	3.0285	23.33
Thu	07/27/23	304.00377	1.18847	12	0.0969			-0.0969	14.34	x	x	3.0366	23.42
Fri	07/28/23	304.02842	1.18857	13	0.1050			-0.1050	14.24	x	x	3.0447	23.52
Mon	07/31/23	304.10235	1.18886	16	0.1292			-0.1292	13.95	x	x	3.0689	23.81
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	1.18895	17	0.1373			-0.1373	13.86	x	x	3.0770	23.90
Wed	08/02/23	304.15868	1.18908	18	0.1454			-0.1454	13.73	x	x	3.0851	24.03
Thu	08/03/23	304.19035	1.18920	19	0.1535			-0.1535	13.61	x	x	3.0932	24.15
Fri	08/04/23	304.22203	1.18933	20	0.1616			-0.1616	13.48	x	x	3.1013	24.28
Mon	08/07/23	304.31706	1.18970	23	0.1859			-0.1859	13.11	x	x	3.1256	24.65
Tue	08/08/23	304.34874	1.18982	24	0.1940			-0.1940	12.99	x	x	3.1337	24.77
Wed	08/09/23	304.38042	1.18995	25	0.2021			-0.2021	12.86	x	x	3.1418	24.90
Thu	08/10/23	304.41210	1.19007	26	0.2102			-0.2102	12.74	x	x	3.1499	25.02
Fri	08/11/23	304.44377	1.19019	27	0.2183			-0.2183	12.62	x	x	3.1580	25.14
Mon	08/14/23	304.53881	1.19056	30	0.2426			-0.2426	12.25	x	x	3.1823	25.51
Tue	08/15/23	304.57048	1.19069	31	0.2508			-0.2508	12.12	x	x	3.1905	25.64
Wed	08/16/23	304.60216	1.19081	32	0.2589			-0.2589	12.00	x	x	3.1986	25.76
Thu	08/17/23	304.63384	1.19094	33	0.2670			-0.2670	11.87	x	x	3.2067	25.89
Fri	08/18/23	304.66552	1.19106	34	0.2751			-0.2751	11.75	x	x	3.2148	26.01
Mon	08/21/23	304.76055	1.19143	37	0.2995			-0.2995	11.38	x	x	3.2392	26.38
Tue	08/22/23	304.79223	1.19155	38	0.3076			-0.3076	11.26	x	x	3.2473	26.50
Wed	08/23/23	304.82390	1.19168	39	0.3157			-0.3157	11.13	x	x	3.2554	26.63
Thu	08/24/23	304.85558	1.19180	40	0.3239			-0.3239	11.01	x	x	3.2636	26.75
Fri	08/25/23	304.88726	1.19193	41	0.3320			-0.3320	10.88	x	x	3.2717	26.88
Mon	08/28/23	304.98229	1.19230	44	0.3564			-0.3564	10.51	x	x	3.2961	27.25
Tue	08/29/23	305.01397	1.19242	45	0.3645			-0.3645	10.39	x	x	3.3042	27.37
Wed	08/30/23	305.04565	1.19255	46	0.3727			-0.3727	10.26	x	x	3.3124	27.50
Thu	08/31/23	305.07732	1.19267	47	0.3808			-0.3808	10.14	x	x	3.3205	27.62
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	1.19279	48	0.3890			-0.3890	10.02	x	x	3.3287	27.74
Mon	09/04/23	305.16720	1.19302	51	0.4133			-0.4133	9.79	x	x	3.3530	27.97
Tue	09/05/23	305.18660	1.19310	52	0.4215			-0.4215	9.71	x	x	3.3612	28.05
Wed	09/06/23	305.20600	1.19317	53	0.4296			-0.4296	9.64	x	x	3.3693	28.12
Thu	09/07/23	305.22540	1.19325	54	0.4377			-0.4377	9.56	x	x	3.3774	28.20
Fri	09/08/23	305.24480	1.19332	55	0.4459			-0.4459	9.49	x	x	3.3856	28.27
Mon	09/11/23	305.30300	1.19355	58	0.4703			-0.4703	9.26	x	x	3.4100	28.50
Tue	09/12/23	305.32240	1.19363	59	0.4784			-0.4784	9.18	x	x	3.4181	28.58
Wed	09/13/23	305.34180	1.19370	60	0.4866			-0.4866	9.11	x	x	3.4263	28.65
Thu	09/14/23	305.36120	1.19378	61	0.4947			-0.4947	9.03	x	x	3.4344	28.73
Fri	09/15/23	305.38060	1.19386	62	0.5028			-0.5028	8.95	x	x	3.4425	28.81
Mon	09/18/23	305.43880	1.19408	65	0.5273			-0.5273	8.73	x	x	3.4670	29.03
Tue	09/19/23	305.45820	1.19416	66	0.5354			-0.5354	8.65	x	x	3.4751	29.11
Wed	09/20/23	305.47760	1.19423	67	0.5436			-0.5436	8.58	x	x	3.4833	29.18
Thu	09/21/23	305.49700	1.19431	68	0.5517			-0.5517	8.50	x	x	3.4914	29.26
Fri	09/22/23	305.51640	1.19439	69	0.5599			-0.5599	8.42	x	x	3.4996	29.34
Mon	09/25/23	305.57460	1.19461	72	0.5843			-0.5843	8.20	x	x	3.5240	29.56
Tue	09/26/23	305.59400	1.19469	73	0.5925			-0.5925	8.12	x	x	3.5322	29.64
Wed	09/27/23	305.61340	1.19477	74	0.6006			-0.6006	8.04	x	x	3.5403	29.72
Thu	09/28/23	305.63280	1.19484	75	0.6088			-0.6088	7.97	x	x	3.5485	29.79
Fri	09/29/23	305.65220	1.19492	76	0.6169			-0.6169	7.89	x	x	3.5566	29.87
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	1.19524	79	0.6415			-0.6415	7.57	x	x	3.5812	30.19
Tue	10/03/23	305.77713	1.19541	80	0.6497			-0.6497	7.40	x	x	3.5894	30.36
Wed	10/04/23	305.82019	1.19557	81	0.6579			-0.6579	7.24	x	x	3.5976	30.52
Thu	10/05/23	305.86326	1.19574	82	0.6661			-0.6661	7.07	x	x	3.6058	30.69
Fri	10/06/23	305.90632	1.19591	83	0.6743			-0.6743	6.90	x	x	3.6140	30.86
Mon	10/09/23	306.03552	1.19642	86	0.6990			-0.6990	6.39	x	x	3.6387	31.37
Tue	10/10/23	306.07858	1.19658	87	0.7072			-0.7072	6.23	x	x	3.6469	31.53
Wed	10/11/23	306.12165	1.19675	88	0.7154			-0.7154	6.06	x	x	3.6551	31.70
Thu	10/12/23	306.16471	1.19692	89	0.7237			-0.7237	5.89	x	x	3.6634	31.87
Fri	10/13/23	306.20777	1.19709	90	0.7319			-0.7319	5.72	x	x	3.6716	32.04
Mon	10/16/23	306.33697	1.19759	93	0.7566			-0.7566	5.22	x	x	3.6963	32.54
Tue	10/17/23	306.38003	1.19776	94	0.7649			-0.7649	5.05	x	x	3.7046	32.71
Wed	10/18/23	306.42310	1.19793	95	0.7731			-0.7731	4.88	x	x	3.7128	32.88
Thu	10/19/23	306.46616	1.19810	96	0.7814			-0.7814	4.71	x	x	3.7211	33.05
Fri	10/20/23	306.50923	1.19827	97	0.7896			-0.7896	4.54	x	x	3.7293	33.22
Mon	10/23/23	306.63842	1.19877	100	0.8144			-0.8144	4.04	x	x	3.7541	33.72
Tue	10/24/23	306.68148	1.19894	101	0.8226			-0.8226	3.87	x	x	3.7623	33.89
Wed	10/25/23	306.72455	1.19911	102	0.8309			-0.8309	3.70	x	x	3.7706	34.06
Thu	10/26/23	306.76761	1.19928	103	0.8392			-0.8392	3.53	x	x	3.7789	34.23
Fri	10/27/23	306.81068	1.19945	104	0.8474			-0.8474	3.36	x	x	3.7871	34.40
Mon	10/30/23	306.93987	1.19995	107	0.8722			-0.8722	2.86	x	x	3.8119	34.90
Tue	10/31/23	306.98294	1.20012	108	0.8805			-0.8805	2.69	x	x	3.8202	35.07
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	1.20029	109	0.8888			-0.8888	2.52	x	x	3.8285	35.24
Thu	11/02/23	307.05143	1.20039	110	0.8970			-0.8970	2.42	x	x	3.8367	35.34
Fri	11/03/23	307.07687	1.20049	111	0.9053			-0.9053	2.32	x	x	3.8450	35.44
Mon	11/06/23	307.15317	1.20078	114	0.9300			-0.9300	2.03	x	x	3.8697	35.73
Tue	11/07/23	307.17860	1.20088	115	0.9382			-0.9382	1.93	x	x	3.8779	35.83
Wed	11/08/23	307.20403	1.20098	116	0.9464			-0.9464	1.83	x	x	3.8861	35.93
Thu	11/09/23	307.22947	1.20108	117	0.9547			-0.9547	1.73	x	x	3.8944	36.03
Fri	11/10/23	307.25490	1.20118	118	0.9629			-0.9629	1.63	x	x	3.9026	36.13
Mon	11/13/23	307.33120	1.20148	121	0.9876			-0.9876	1.33	x	x	3.9273	36.43
Tue	11/14/23	307.35663	1.20158	122	0.9959			-0.9959	1.23	x	x	3.9356	36.53
Wed	11/15/23	307.38207	1.20168	123	1.0041			-1.0041	1.13	x	x	3.9438	36.63
Thu	11/16/23	307.40750	1.20178	124	1.0124			-1.0124	1.03	x	x	3.9521	36.73
Fri	11/17/23	307.43293	1.20188	125	1.0206			-1.0206	0.93	x	x	3.9603	36.83
Mon	11/20/23	307.50923	1.20218	128	1.0454			-1.0454	0.63	x	x	3.9851	37.13
Tue	11/21/23	307.53467	1.20228	129	1.0536			-1.0536	0.53	x	x	3.9933	37.23
Wed	11/22/23	307.56010	1.20238	130	1.0619			-1.0619	0.43	x	x	4.0016	37.33
Thu	11/23/23	307.58553	1.20248	131	1.0701			-1.0701	0.33	x	x	4.0098	37.43
Fri	11/24/23	307.61097	1.20257	132	1.0784			-1.0784	0.24	x	x	4.0181	37.52
Mon	11/27/23	307.68727	1.20287	135	1.1032			-1.1032	-0.06	x	x	4.0429	37.82
Tue	11/28/23	307.71270	1.20297	136	1.1114			-1.1114	-0.16	x	x	4.0511	37.92
Wed	11/29/23	307.73813	1.20307	137	1.1197			-1.1197	-0.26	x	x	4.0594	38.02
Thu	11/30/23	307.76357	1.20317	138	1.1280			-1.1280	-0.36	x	x	4.0677	38.12
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	1.20327	139	1.1362			-1.1362	-0.46	x	x	4.0759	38.22
Mon	12/04/23	307.77758	1.20323	142	1.1607			-1.1607	-0.42	x	x	4.1004	38.18
Tue	12/05/23	307.77377	1.20321	143	1.1689			-1.1689	-0.40	x	x	4.1086	38.16
Wed	12/06/23	307.76997	1.20320	144	1.1770			-1.1770	-0.39	x	x	4.1167	38.15
Thu	12/07/23	307.76616	1.20318	145	1.1852			-1.1852	-0.37	x	x	4.1249	38.13
Fri	12/08/23	307.76235	1.20317	146	1.1934			-1.1934	-0.36	x	x	4.1331	38.12
Mon	12/11/23	307.75094	1.20312	149	1.2178			-1.2178	-0.31	x	x	4.1575	38.07
Tue	12/12/23	307.74713	1.20311	150	1.2260			-1.2260	-0.30	x	x	4.1657	38.06
Wed	12/13/23	307.74332	1.20309	151	1.2341			-1.2341	-0.28	x	x	4.1738	38.04
Thu	12/14/23	307.73952	1.20308	152	1.2423			-1.2423	-0.27	x	x	4.1820	38.03
Fri	12/15/23	307.73571	1.20306	153	1.2505			-1.2505	-0.25	x	x	4.1902	38.01
Mon	12/18/23	307.72429	1.20302	156	1.2749			-1.2749	-0.21	x	x	4.2146	37.97
Tue	12/19/23	307.72048	1.20300	157	1.2831			-1.2831	-0.19	x	x	4.2228	37.95
Wed	12/20/23	307.71668	1.20299	158	1.2913			-1.2913	-0.18	x	x	4.2310	37.94
Thu	12/21/23	307.71287	1.20297	159	1.2994			-1.2994	-0.16	x	x	4.2391	37.92
Fri	12/22/23	307.70906	1.20296	160	1.3076			-1.3076	-0.15	x	x	4.2473	37.91
Mon	12/25/23	307.69765	1.20291	163	1.3320			-1.3320	-0.10	x	x	4.2717	37.86
Tue	12/26/23	307.69384	1.20290	164	1.3402			-1.3402	-0.09	x	x	4.2799	37.85
Wed	12/27/23	307.69003	1.20288	165	1.3483			-1.3483	-0.07	x	x	4.2880	37.83
Thu	12/28/23	307.68623	1.20287	166	1.3565			-1.3565	-0.06	x	x	4.2962	37.82
Fri	12/29/23	307.68242	1.20285	167	1.3646			-1.3646	-0.04	x	x	4.3043	37.80
Mon	01/01/24	307.67100	1.20281

Generated 12/12/23 08:55