0.125% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2030

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

CUSIP Number	912828ZZ6	Interest 01/15/23 (184 days)	$0.7261
Dated Date	July 15, 2020	Interest 07/15/23 (181 days)	$0.7403
Ref CPI on Dated Date	256.39126	Interest Total	$1.4664
Original Issue Date	July 31, 2020	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	1.16233	170	0.6712	x	x	0.7952	37.68			0.6712	0.00
Mon	01/02/23	298.00229	1.16230	171	0.6751	x	x	0.7913	37.71			0.6751	-0.03
Tue	01/03/23	297.99258	1.16226	172	0.6790	x	x	0.7874	37.75			0.6790	-0.07
Wed	01/04/23	297.98287	1.16222	173	0.6830	x	x	0.7834	37.79			0.6830	-0.11
Thu	01/05/23	297.97316	1.16218	174	0.6869	x	x	0.7795	37.83			0.6869	-0.15
Fri	01/06/23	297.96345	1.16214	175	0.6908	x	x	0.7756	37.87			0.6908	-0.19
Mon	01/09/23	297.93432	1.16203	178	0.7026	x	x	0.7638	37.98			0.7026	-0.30
Tue	01/10/23	297.92461	1.16199	179	0.7065	x	x	0.7599	38.02			0.7065	-0.34
Wed	01/11/23	297.91490	1.16195	180	0.7104	x	x	0.7560	38.06			0.7104	-0.38
Thu	01/12/23	297.90519	1.16192	181	0.7144	x	x	0.7520	38.09			0.7144	-0.41
Fri	01/13/23	297.89548	1.16188	182	0.7183	x	x	0.7481	38.13			0.7183	-0.45
Sun	01/15/23	297.87606	1.16180	0	0.0000		x	0.7403	38.21	x		0.7261	-0.53
Mon	01/16/23	297.86635	1.16176	1	0.0040		x	0.7363	38.25	x		0.7301	-0.57
Tue	01/17/23	297.85665	1.16173	2	0.0080		x	0.7323	38.28	x		0.7341	-0.60
Wed	01/18/23	297.84694	1.16169	3	0.0120		x	0.7283	38.32	x		0.7381	-0.64
Thu	01/19/23	297.83723	1.16165	4	0.0160		x	0.7243	38.36	x		0.7421	-0.68
Fri	01/20/23	297.82752	1.16161	5	0.0201		x	0.7202	38.40	x		0.7462	-0.72
Mon	01/23/23	297.79839	1.16150	8	0.0321		x	0.7082	38.51	x		0.7582	-0.83
Tue	01/24/23	297.78868	1.16146	9	0.0361		x	0.7042	38.55	x		0.7622	-0.87
Wed	01/25/23	297.77897	1.16142	10	0.0401		x	0.7002	38.59	x		0.7662	-0.91
Thu	01/26/23	297.76926	1.16139	11	0.0441		x	0.6962	38.62	x		0.7702	-0.94
Fri	01/27/23	297.75955	1.16135	12	0.0481		x	0.6922	38.66	x		0.7742	-0.98
Mon	01/30/23	297.73042	1.16123	15	0.0601		x	0.6802	38.78	x		0.7862	-1.10
Tue	01/31/23	297.72071	1.16120	16	0.0642		x	0.6761	38.81	x		0.7903	-1.13
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	1.16116	17	0.0682		x	0.6721	38.85	x		0.7943	-1.17
Thu	02/02/23	297.67836	1.16103	18	0.0722		x	0.6681	38.98	x		0.7983	-1.30
Fri	02/03/23	297.64571	1.16090	19	0.0762		x	0.6641	39.11	x		0.8023	-1.43
Mon	02/06/23	297.54779	1.16052	22	0.0882		x	0.6521	39.49	x		0.8143	-1.81
Tue	02/07/23	297.51514	1.16040	23	0.0922		x	0.6481	39.61	x		0.8183	-1.93
Wed	02/08/23	297.48250	1.16027	24	0.0962		x	0.6441	39.74	x		0.8223	-2.06
Thu	02/09/23	297.44986	1.16014	25	0.1002		x	0.6401	39.87	x		0.8263	-2.19
Fri	02/10/23	297.41721	1.16001	26	0.1041		x	0.6362	40.00	x		0.8302	-2.32
Mon	02/13/23	297.31929	1.15963	29	0.1161		x	0.6242	40.38	x		0.8422	-2.70
Tue	02/14/23	297.28664	1.15950	30	0.1201		x	0.6202	40.51	x		0.8462	-2.83
Wed	02/15/23	297.25400	1.15938	31	0.1241		x	0.6162	40.63	x		0.8502	-2.95
Thu	02/16/23	297.22136	1.15925	32	0.1281		x	0.6122	40.76	x		0.8542	-3.08
Fri	02/17/23	297.18871	1.15912	33	0.1321		x	0.6082	40.89	x		0.8582	-3.21
Mon	02/20/23	297.09079	1.15874	36	0.1440		x	0.5963	41.27	x		0.8701	-3.59
Tue	02/21/23	297.05814	1.15861	37	0.1480		x	0.5923	41.40	x		0.8741	-3.72
Wed	02/22/23	297.02550	1.15849	38	0.1520		x	0.5883	41.52	x		0.8781	-3.84
Thu	02/23/23	296.99286	1.15836	39	0.1560		x	0.5843	41.65	x		0.8821	-3.97
Fri	02/24/23	296.96021	1.15823	40	0.1600		x	0.5803	41.78	x		0.8861	-4.10
Mon	02/27/23	296.86229	1.15785	43	0.1719		x	0.5684	42.16	x		0.8980	-4.48
Tue	02/28/23	296.82964	1.15772	44	0.1759		x	0.5644	42.29	x		0.9020	-4.61
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	1.15759	45	0.1799		x	0.5604	42.42	x		0.9060	-4.74
Thu	03/02/23	296.87355	1.15789	46	0.1839		x	0.5564	42.12	x		0.9100	-4.44
Fri	03/03/23	296.95010	1.15819	47	0.1880		x	0.5523	41.82	x		0.9141	-4.14
Mon	03/06/23	297.17974	1.15909	50	0.2001		x	0.5402	40.92	x		0.9262	-3.24
Tue	03/07/23	297.25629	1.15939	51	0.2042		x	0.5361	40.62	x		0.9303	-2.94
Wed	03/08/23	297.33284	1.15968	52	0.2082		x	0.5321	40.33	x		0.9343	-2.65
Thu	03/09/23	297.40939	1.15998	53	0.2123		x	0.5280	40.03	x		0.9384	-2.35
Fri	03/10/23	297.48594	1.16028	54	0.2164		x	0.5239	39.73	x		0.9425	-2.05
Mon	03/13/23	297.71558	1.16118	57	0.2285		x	0.5118	38.83	x		0.9546	-1.15
Tue	03/14/23	297.79213	1.16148	58	0.2326		x	0.5077	38.53	x		0.9587	-0.85
Wed	03/15/23	297.86868	1.16177	59	0.2367		x	0.5036	38.24	x		0.9628	-0.56
Thu	03/16/23	297.94523	1.16207	60	0.2408		x	0.4995	37.94	x		0.9669	-0.26
Fri	03/17/23	298.02177	1.16237	61	0.2448		x	0.4955	37.64	x		0.9709	0.04
Mon	03/20/23	298.25142	1.16327	64	0.2571		x	0.4832	36.74	x		0.9832	0.94
Tue	03/21/23	298.32797	1.16357	65	0.2612		x	0.4791	36.44	x		0.9873	1.24
Wed	03/22/23	298.40452	1.16386	66	0.2652		x	0.4751	36.15	x		0.9913	1.53
Thu	03/23/23	298.48106	1.16416	67	0.2693		x	0.4710	35.85	x		0.9954	1.83
Fri	03/24/23	298.55761	1.16446	68	0.2734		x	0.4669	35.55	x		0.9995	2.13
Mon	03/27/23	298.78726	1.16536	71	0.2857		x	0.4546	34.65	x		1.0118	3.03
Tue	03/28/23	298.86381	1.16566	72	0.2898		x	0.4505	34.35	x		1.0159	3.33
Wed	03/29/23	298.94035	1.16595	73	0.2939		x	0.4464	34.06	x		1.0200	3.62
Thu	03/30/23	299.01690	1.16625	74	0.2980		x	0.4423	33.76	x		1.0241	3.92
Fri	03/31/23	299.09345	1.16655	75	0.3021		x	0.4382	33.46	x		1.0282	4.22
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	04/03/23	299.28133	1.16728	78	0.3144		x	0.4259	32.73	x		1.0405	4.95
Tue	04/04/23	299.33700	1.16750	79	0.3185		x	0.4218	32.51	x		1.0446	5.17
Wed	04/05/23	299.39267	1.16772	80	0.3226		x	0.4177	32.29	x		1.0487	5.39
Thu	04/06/23	299.44833	1.16794	81	0.3267		x	0.4136	32.07	x		1.0528	5.61
Fri	04/07/23	299.50400	1.16815	82	0.3308		x	0.4095	31.86	x		1.0569	5.82
Mon	04/10/23	299.67100	1.16880	85	0.3431		x	0.3972	31.21	x		1.0692	6.47
Tue	04/11/23	299.72667	1.16902	86	0.3472		x	0.3931	30.99	x		1.0733	6.69
Wed	04/12/23	299.78233	1.16924	87	0.3513		x	0.3890	30.77	x		1.0774	6.91
Thu	04/13/23	299.83800	1.16945	88	0.3554		x	0.3849	30.56	x		1.0815	7.12
Fri	04/14/23	299.89367	1.16967	89	0.3595		x	0.3808	30.34	x		1.0856	7.34
Mon	04/17/23	300.06067	1.17032	92	0.3718		x	0.3685	29.69	x		1.0979	7.99
Tue	04/18/23	300.11633	1.17054	93	0.3759		x	0.3644	29.47	x		1.1020	8.21
Wed	04/19/23	300.17200	1.17076	94	0.3800		x	0.3603	29.25	x		1.1061	8.43
Thu	04/20/23	300.22767	1.17097	95	0.3841		x	0.3562	29.04	x		1.1102	8.64
Fri	04/21/23	300.28333	1.17119	96	0.3882		x	0.3521	28.82	x		1.1143	8.86
Mon	04/24/23	300.45033	1.17184	99	0.4006		x	0.3397	28.17	x		1.1267	9.51
Tue	04/25/23	300.50600	1.17206	100	0.4047		x	0.3356	27.95	x		1.1308	9.73
Wed	04/26/23	300.56167	1.17228	101	0.4088		x	0.3315	27.73	x		1.1349	9.95
Thu	04/27/23	300.61733	1.17249	102	0.4130		x	0.3273	27.52	x		1.1391	10.16
Fri	04/28/23	300.67300	1.17271	103	0.4171		x	0.3232	27.30	x		1.1432	10.38
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	1.17336	106	0.4295		x	0.3108	26.65	x		1.1556	11.03
Tue	05/02/23	300.87213	1.17349	107	0.4336		x	0.3067	26.52	x		1.1597	11.16
Wed	05/03/23	300.90426	1.17361	108	0.4377		x	0.3026	26.40	x		1.1638	11.28
Thu	05/04/23	300.93639	1.17374	109	0.4418		x	0.2985	26.27	x		1.1679	11.41
Fri	05/05/23	300.96852	1.17386	110	0.4459		x	0.2944	26.15	x		1.1720	11.53
Mon	05/08/23	301.06490	1.17424	113	0.4582		x	0.2821	25.77	x		1.1843	11.91
Tue	05/09/23	301.09703	1.17437	114	0.4623		x	0.2780	25.64	x		1.1884	12.04
Wed	05/10/23	301.12916	1.17449	115	0.4664		x	0.2739	25.52	x		1.1925	12.16
Thu	05/11/23	301.16129	1.17462	116	0.4705		x	0.2698	25.39	x		1.1966	12.29
Fri	05/12/23	301.19342	1.17474	117	0.4746		x	0.2657	25.27	x		1.2007	12.41
Mon	05/15/23	301.28981	1.17512	120	0.4869		x	0.2534	24.89	x		1.2130	12.79
Tue	05/16/23	301.32194	1.17524	121	0.4910		x	0.2493	24.77	x		1.2171	12.91
Wed	05/17/23	301.35406	1.17537	122	0.4951		x	0.2452	24.64	x		1.2212	13.04
Thu	05/18/23	301.38619	1.17549	123	0.4993		x	0.2410	24.52	x		1.2254	13.16
Fri	05/19/23	301.41832	1.17562	124	0.5034		x	0.2369	24.39	x		1.2295	13.29
Mon	05/22/23	301.51471	1.17599	127	0.5157		x	0.2246	24.02	x		1.2418	13.66
Tue	05/23/23	301.54684	1.17612	128	0.5198		x	0.2205	23.89	x		1.2459	13.79
Wed	05/24/23	301.57897	1.17625	129	0.5240		x	0.2163	23.76	x		1.2501	13.92
Thu	05/25/23	301.61110	1.17637	130	0.5281		x	0.2122	23.64	x		1.2542	14.04
Fri	05/26/23	301.64323	1.17650	131	0.5322		x	0.2081	23.51	x		1.2583	14.17
Mon	05/29/23	301.73961	1.17687	134	0.5445		x	0.1958	23.14	x		1.2706	14.54
Tue	05/30/23	301.77174	1.17700	135	0.5487		x	0.1916	23.01	x		1.2748	14.67
Wed	05/31/23	301.80387	1.17712	136	0.5528		x	0.1875	22.89	x		1.2789	14.79
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	1.17725	137	0.5569		x	0.1834	22.76	x		1.2830	14.92
Fri	06/02/23	301.88690	1.17745	138	0.5611		x	0.1792	22.56	x		1.2872	15.12
Mon	06/05/23	302.03960	1.17804	141	0.5736		x	0.1667	21.97	x		1.2997	15.71
Tue	06/06/23	302.09050	1.17824	142	0.5777		x	0.1626	21.77	x		1.3038	15.91
Wed	06/07/23	302.14140	1.17844	143	0.5819		x	0.1584	21.57	x		1.3080	16.11
Thu	06/08/23	302.19230	1.17864	144	0.5861		x	0.1542	21.37	x		1.3122	16.31
Fri	06/09/23	302.24320	1.17884	145	0.5902		x	0.1501	21.17	x		1.3163	16.51
Mon	06/12/23	302.39590	1.17943	148	0.6027		x	0.1376	20.58	x		1.3288	17.10
Tue	06/13/23	302.44680	1.17963	149	0.6069		x	0.1334	20.38	x		1.3330	17.30
Wed	06/14/23	302.49770	1.17983	150	0.6111		x	0.1292	20.18	x		1.3372	17.50
Thu	06/15/23	302.54860	1.18003	151	0.6153		x	0.1250	19.98	x		1.3414	17.70
Fri	06/16/23	302.59950	1.18023	152	0.6195		x	0.1208	19.78	x		1.3456	17.90
Mon	06/19/23	302.75220	1.18082	155	0.6320		x	0.1083	19.19	x		1.3581	18.49
Tue	06/20/23	302.80310	1.18102	156	0.6362		x	0.1041	18.99	x		1.3623	18.69
Wed	06/21/23	302.85400	1.18122	157	0.6404		x	0.0999	18.79	x		1.3665	18.89
Thu	06/22/23	302.90490	1.18142	158	0.6446		x	0.0957	18.59	x		1.3707	19.09
Fri	06/23/23	302.95580	1.18162	159	0.6487		x	0.0916	18.39	x		1.3748	19.29
Mon	06/26/23	303.10850	1.18221	162	0.6613		x	0.0790	17.80	x		1.3874	19.88
Tue	06/27/23	303.15940	1.18241	163	0.6655		x	0.0748	17.60	x		1.3916	20.08
Wed	06/28/23	303.21030	1.18261	164	0.6697		x	0.0706	17.40	x		1.3958	20.28
Thu	06/29/23	303.26120	1.18281	165	0.6739		x	0.0664	17.20	x		1.4000	20.48
Fri	06/30/23	303.31210	1.18300	166	0.6781		x	0.0622	17.01	x		1.4042	20.67
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	1.18340	169	0.6906		x	0.0497	16.61	x		1.4167	21.07
Tue	07/04/23	303.43694	1.18349	170	0.6947		x	0.0456	16.52	x		1.4208	21.16
Wed	07/05/23	303.46158	1.18359	171	0.6989		x	0.0414	16.42	x		1.4250	21.26
Thu	07/06/23	303.48623	1.18368	172	0.7030		x	0.0373	16.33	x		1.4291	21.35
Fri	07/07/23	303.51087	1.18378	173	0.7072		x	0.0331	16.23	x		1.4333	21.45
Mon	07/10/23	303.58481	1.18407	176	0.7196		x	0.0207	15.94	x		1.4457	21.74
Tue	07/11/23	303.60945	1.18416	177	0.7237		x	0.0166	15.85	x		1.4498	21.83
Wed	07/12/23	303.63410	1.18426	178	0.7279		x	0.0124	15.75	x		1.4540	21.93
Thu	07/13/23	303.65874	1.18436	179	0.7320		x	0.0083	15.65	x		1.4581	22.03
Fri	07/14/23	303.68339	1.18445	180	0.7362		x	0.0041	15.56	x		1.4623	22.12
Sat	07/15/23	303.70803	1.18455	0	0.0000			0.0000	15.46	x	x	1.4664	22.22
Mon	07/17/23	303.75732	1.18474	2	0.0080			-0.0080	15.27	x	x	1.4744	22.41
Tue	07/18/23	303.78197	1.18484	3	0.0121			-0.0121	15.17	x	x	1.4785	22.51
Wed	07/19/23	303.80661	1.18493	4	0.0161			-0.0161	15.08	x	x	1.4825	22.60
Thu	07/20/23	303.83126	1.18503	5	0.0201			-0.0201	14.98	x	x	1.4865	22.70
Fri	07/21/23	303.85590	1.18513	6	0.0242			-0.0242	14.88	x	x	1.4906	22.80
Mon	07/24/23	303.92984	1.18541	9	0.0362			-0.0362	14.60	x	x	1.5026	23.08
Tue	07/25/23	303.95448	1.18551	10	0.0403			-0.0403	14.50	x	x	1.5067	23.18
Wed	07/26/23	303.97913	1.18561	11	0.0443			-0.0443	14.40	x	x	1.5107	23.28
Thu	07/27/23	304.00377	1.18570	12	0.0483			-0.0483	14.31	x	x	1.5147	23.37
Fri	07/28/23	304.02842	1.18580	13	0.0524			-0.0524	14.21	x	x	1.5188	23.47
Mon	07/31/23	304.10235	1.18609	16	0.0645			-0.0645	13.92	x	x	1.5309	23.76
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	1.18618	17	0.0685			-0.0685	13.83	x	x	1.5349	23.85
Wed	08/02/23	304.15868	1.18631	18	0.0725			-0.0725	13.70	x	x	1.5389	23.98
Thu	08/03/23	304.19035	1.18643	19	0.0766			-0.0766	13.58	x	x	1.5430	24.10
Fri	08/04/23	304.22203	1.18655	20	0.0806			-0.0806	13.46	x	x	1.5470	24.22
Mon	08/07/23	304.31706	1.18692	23	0.0927			-0.0927	13.09	x	x	1.5591	24.59
Tue	08/08/23	304.34874	1.18705	24	0.0968			-0.0968	12.96	x	x	1.5632	24.72
Wed	08/09/23	304.38042	1.18717	25	0.1008			-0.1008	12.84	x	x	1.5672	24.84
Thu	08/10/23	304.41210	1.18730	26	0.1049			-0.1049	12.71	x	x	1.5713	24.97
Fri	08/11/23	304.44377	1.18742	27	0.1089			-0.1089	12.59	x	x	1.5753	25.09
Mon	08/14/23	304.53881	1.18779	30	0.1210			-0.1210	12.22	x	x	1.5874	25.46
Tue	08/15/23	304.57048	1.18791	31	0.1251			-0.1251	12.10	x	x	1.5915	25.58
Wed	08/16/23	304.60216	1.18804	32	0.1291			-0.1291	11.97	x	x	1.5955	25.71
Thu	08/17/23	304.63384	1.18816	33	0.1332			-0.1332	11.85	x	x	1.5996	25.83
Fri	08/18/23	304.66552	1.18828	34	0.1372			-0.1372	11.73	x	x	1.6036	25.95
Mon	08/21/23	304.76055	1.18865	37	0.1494			-0.1494	11.36	x	x	1.6158	26.32
Tue	08/22/23	304.79223	1.18878	38	0.1534			-0.1534	11.23	x	x	1.6198	26.45
Wed	08/23/23	304.82390	1.18890	39	0.1575			-0.1575	11.11	x	x	1.6239	26.57
Thu	08/24/23	304.85558	1.18902	40	0.1616			-0.1616	10.99	x	x	1.6280	26.69
Fri	08/25/23	304.88726	1.18915	41	0.1656			-0.1656	10.86	x	x	1.6320	26.82
Mon	08/28/23	304.98229	1.18952	44	0.1778			-0.1778	10.49	x	x	1.6442	27.19
Tue	08/29/23	305.01397	1.18964	45	0.1818			-0.1818	10.37	x	x	1.6482	27.31
Wed	08/30/23	305.04565	1.18977	46	0.1859			-0.1859	10.24	x	x	1.6523	27.44
Thu	08/31/23	305.07732	1.18989	47	0.1900			-0.1900	10.12	x	x	1.6564	27.56
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Fri	09/01/23	305.10900	1.19001	48	0.1940			-0.1940	10.00	x	x	1.6604	27.68
Mon	09/04/23	305.16720	1.19024	51	0.2062			-0.2062	9.77	x	x	1.6726	27.91
Tue	09/05/23	305.18660	1.19032	52	0.2102			-0.2102	9.69	x	x	1.6766	27.99
Wed	09/06/23	305.20600	1.19039	53	0.2143			-0.2143	9.62	x	x	1.6807	28.06
Thu	09/07/23	305.22540	1.19047	54	0.2184			-0.2184	9.54	x	x	1.6848	28.14
Fri	09/08/23	305.24480	1.19054	55	0.2224			-0.2224	9.47	x	x	1.6888	28.21
Mon	09/11/23	305.30300	1.19077	58	0.2346			-0.2346	9.24	x	x	1.7010	28.44
Tue	09/12/23	305.32240	1.19085	59	0.2387			-0.2387	9.16	x	x	1.7051	28.52
Wed	09/13/23	305.34180	1.19092	60	0.2427			-0.2427	9.09	x	x	1.7091	28.59
Thu	09/14/23	305.36120	1.19100	61	0.2468			-0.2468	9.01	x	x	1.7132	28.67
Fri	09/15/23	305.38060	1.19107	62	0.2508			-0.2508	8.94	x	x	1.7172	28.74
Mon	09/18/23	305.43880	1.19130	65	0.2630			-0.2630	8.71	x	x	1.7294	28.97
Tue	09/19/23	305.45820	1.19138	66	0.2671			-0.2671	8.63	x	x	1.7335	29.05
Wed	09/20/23	305.47760	1.19145	67	0.2712			-0.2712	8.56	x	x	1.7376	29.12
Thu	09/21/23	305.49700	1.19153	68	0.2752			-0.2752	8.48	x	x	1.7416	29.20
Fri	09/22/23	305.51640	1.19160	69	0.2793			-0.2793	8.41	x	x	1.7457	29.27
Mon	09/25/23	305.57460	1.19183	72	0.2915			-0.2915	8.18	x	x	1.7579	29.50
Tue	09/26/23	305.59400	1.19190	73	0.2955			-0.2955	8.11	x	x	1.7619	29.57
Wed	09/27/23	305.61340	1.19198	74	0.2996			-0.2996	8.03	x	x	1.7660	29.65
Thu	09/28/23	305.63280	1.19206	75	0.3037			-0.3037	7.95	x	x	1.7701	29.73
Fri	09/29/23	305.65220	1.19213	76	0.3078			-0.3078	7.88	x	x	1.7742	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
Mon	10/02/23	305.73406	1.19245	79	0.3200			-0.3200	7.56	x	x	1.7864	30.12
Tue	10/03/23	305.77713	1.19262	80	0.3241			-0.3241	7.39	x	x	1.7905	30.29
Wed	10/04/23	305.82019	1.19279	81	0.3282			-0.3282	7.22	x	x	1.7946	30.46
Thu	10/05/23	305.86326	1.19296	82	0.3323			-0.3323	7.05	x	x	1.7987	30.63
Fri	10/06/23	305.90632	1.19312	83	0.3364			-0.3364	6.89	x	x	1.8028	30.79
Mon	10/09/23	306.03552	1.19363	86	0.3487			-0.3487	6.38	x	x	1.8151	31.30
Tue	10/10/23	306.07858	1.19379	87	0.3528			-0.3528	6.22	x	x	1.8192	31.46
Wed	10/11/23	306.12165	1.19396	88	0.3569			-0.3569	6.05	x	x	1.8233	31.63
Thu	10/12/23	306.16471	1.19413	89	0.3610			-0.3610	5.88	x	x	1.8274	31.80
Fri	10/13/23	306.20777	1.19430	90	0.3651			-0.3651	5.71	x	x	1.8315	31.97
Mon	10/16/23	306.33697	1.19480	93	0.3774			-0.3774	5.21	x	x	1.8438	32.47
Tue	10/17/23	306.38003	1.19497	94	0.3815			-0.3815	5.04	x	x	1.8479	32.64
Wed	10/18/23	306.42310	1.19514	95	0.3857			-0.3857	4.87	x	x	1.8521	32.81
Thu	10/19/23	306.46616	1.19531	96	0.3898			-0.3898	4.70	x	x	1.8562	32.98
Fri	10/20/23	306.50923	1.19547	97	0.3939			-0.3939	4.54	x	x	1.8603	33.14
Mon	10/23/23	306.63842	1.19598	100	0.4062			-0.4062	4.03	x	x	1.8726	33.65
Tue	10/24/23	306.68148	1.19615	101	0.4104			-0.4104	3.86	x	x	1.8768	33.82
Wed	10/25/23	306.72455	1.19631	102	0.4145			-0.4145	3.70	x	x	1.8809	33.98
Thu	10/26/23	306.76761	1.19648	103	0.4186			-0.4186	3.53	x	x	1.8850	34.15
Fri	10/27/23	306.81068	1.19665	104	0.4227			-0.4227	3.36	x	x	1.8891	34.32
Mon	10/30/23	306.93987	1.19715	107	0.4351			-0.4351	2.86	x	x	1.9015	34.82
Tue	10/31/23	306.98294	1.19732	108	0.4392			-0.4392	2.69	x	x	1.9056	34.99
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Wed	11/01/23	307.02600	1.19749	109	0.4434			-0.4434	2.52	x	x	1.9098	35.16
Thu	11/02/23	307.05143	1.19759	110	0.4475			-0.4475	2.42	x	x	1.9139	35.26
Fri	11/03/23	307.07687	1.19769	111	0.4516			-0.4516	2.32	x	x	1.9180	35.36
Mon	11/06/23	307.15317	1.19799	114	0.4639			-0.4639	2.02	x	x	1.9303	35.66
Tue	11/07/23	307.17860	1.19809	115	0.4680			-0.4680	1.92	x	x	1.9344	35.76
Wed	11/08/23	307.20403	1.19818	116	0.4721			-0.4721	1.83	x	x	1.9385	35.85
Thu	11/09/23	307.22947	1.19828	117	0.4762			-0.4762	1.73	x	x	1.9426	35.95
Fri	11/10/23	307.25490	1.19838	118	0.4803			-0.4803	1.63	x	x	1.9467	36.05
Mon	11/13/23	307.33120	1.19868	121	0.4927			-0.4927	1.33	x	x	1.9591	36.35
Tue	11/14/23	307.35663	1.19878	122	0.4968			-0.4968	1.23	x	x	1.9632	36.45
Wed	11/15/23	307.38207	1.19888	123	0.5009			-0.5009	1.13	x	x	1.9673	36.55
Thu	11/16/23	307.40750	1.19898	124	0.5050			-0.5050	1.03	x	x	1.9714	36.65
Fri	11/17/23	307.43293	1.19908	125	0.5091			-0.5091	0.93	x	x	1.9755	36.75
Mon	11/20/23	307.50923	1.19937	128	0.5215			-0.5215	0.64	x	x	1.9879	37.04
Tue	11/21/23	307.53467	1.19947	129	0.5256			-0.5256	0.54	x	x	1.9920	37.14
Wed	11/22/23	307.56010	1.19957	130	0.5297			-0.5297	0.44	x	x	1.9961	37.24
Thu	11/23/23	307.58553	1.19967	131	0.5338			-0.5338	0.34	x	x	2.0002	37.34
Fri	11/24/23	307.61097	1.19977	132	0.5379			-0.5379	0.24	x	x	2.0043	37.44
Mon	11/27/23	307.68727	1.20007	135	0.5503			-0.5503	-0.06	x	x	2.0167	37.74
Tue	11/28/23	307.71270	1.20017	136	0.5544			-0.5544	-0.16	x	x	2.0208	37.84
Wed	11/29/23	307.73813	1.20027	137	0.5585			-0.5585	-0.26	x	x	2.0249	37.94
Thu	11/30/23	307.76357	1.20037	138	0.5627			-0.5627	-0.36	x	x	2.0291	38.04
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	12/01/23	307.78900	1.20047	139	0.5668			-0.5668	-0.46	x	x	2.0332	38.14
Mon	12/04/23	307.77758	1.20042	142	0.5790			-0.5790	-0.41	x	x	2.0454	38.09
Tue	12/05/23	307.77377	1.20041	143	0.5831			-0.5831	-0.40	x	x	2.0495	38.08
Wed	12/06/23	307.76997	1.20039	144	0.5871			-0.5871	-0.38	x	x	2.0535	38.06
Thu	12/07/23	307.76616	1.20038	145	0.5912			-0.5912	-0.37	x	x	2.0576	38.05
Fri	12/08/23	307.76235	1.20036	146	0.5953			-0.5953	-0.35	x	x	2.0617	38.03
Mon	12/11/23	307.75094	1.20032	149	0.6075			-0.6075	-0.31	x	x	2.0739	37.99
Tue	12/12/23	307.74713	1.20030	150	0.6116			-0.6116	-0.29	x	x	2.0780	37.97
Wed	12/13/23	307.74332	1.20029	151	0.6156			-0.6156	-0.28	x	x	2.0820	37.96
Thu	12/14/23	307.73952	1.20027	152	0.6197			-0.6197	-0.26	x	x	2.0861	37.94
Fri	12/15/23	307.73571	1.20026	153	0.6238			-0.6238	-0.25	x	x	2.0902	37.93
Mon	12/18/23	307.72429	1.20021	156	0.6360			-0.6360	-0.20	x	x	2.1024	37.88
Tue	12/19/23	307.72048	1.20020	157	0.6401			-0.6401	-0.19	x	x	2.1065	37.87
Wed	12/20/23	307.71668	1.20018	158	0.6441			-0.6441	-0.17	x	x	2.1105	37.85
Thu	12/21/23	307.71287	1.20017	159	0.6482			-0.6482	-0.16	x	x	2.1146	37.84
Fri	12/22/23	307.70906	1.20015	160	0.6523			-0.6523	-0.14	x	x	2.1187	37.82
Mon	12/25/23	307.69765	1.20011	163	0.6645			-0.6645	-0.10	x	x	2.1309	37.78
Tue	12/26/23	307.69384	1.20009	164	0.6685			-0.6685	-0.08	x	x	2.1349	37.76
Wed	12/27/23	307.69003	1.20008	165	0.6726			-0.6726	-0.07	x	x	2.1390	37.75
Thu	12/28/23	307.68623	1.20007	166	0.6767			-0.6767	-0.06	x	x	2.1431	37.74
Fri	12/29/23	307.68242	1.20005	167	0.6807			-0.6807	-0.04	x	x	2.1471	37.72
Mon	01/01/24	307.67100	1.20001

Generated 12/12/23 08:55