0.125% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2031

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

CUSIP Number	91282CCM1	Interest 01/15/23 (184 days)	$0.6946
Dated Date	July 15, 2021	Interest 07/15/23 (181 days)	$0.7082
Ref CPI on Dated Date	268.02090	Interest Total	$1.4028
Original Issue Date	July 30, 2021	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	1.11190	170	0.6421	x	x	0.7607	36.04			0.6421	0.00
Mon	01/02/23	298.00229	1.11186	171	0.6458	x	x	0.7570	36.08			0.6458	-0.04
Tue	01/03/23	297.99258	1.11183	172	0.6496	x	x	0.7532	36.11			0.6496	-0.07
Wed	01/04/23	297.98287	1.11179	173	0.6533	x	x	0.7495	36.15			0.6533	-0.11
Thu	01/05/23	297.97316	1.11175	174	0.6571	x	x	0.7457	36.19			0.6571	-0.15
Fri	01/06/23	297.96345	1.11172	175	0.6608	x	x	0.7420	36.22			0.6608	-0.18
Mon	01/09/23	297.93432	1.11161	178	0.6721	x	x	0.7307	36.33			0.6721	-0.29
Tue	01/10/23	297.92461	1.11157	179	0.6759	x	x	0.7269	36.37			0.6759	-0.33
Wed	01/11/23	297.91490	1.11154	180	0.6796	x	x	0.7232	36.40			0.6796	-0.36
Thu	01/12/23	297.90519	1.11150	181	0.6834	x	x	0.7194	36.44			0.6834	-0.40
Fri	01/13/23	297.89548	1.11146	182	0.6871	x	x	0.7157	36.48			0.6871	-0.44
Sun	01/15/23	297.87606	1.11139	0	0.0000		x	0.7082	36.55	x		0.6946	-0.51
Mon	01/16/23	297.86635	1.11135	1	0.0038		x	0.7044	36.59	x		0.6984	-0.55
Tue	01/17/23	297.85665	1.11132	2	0.0077		x	0.7005	36.62	x		0.7023	-0.58
Wed	01/18/23	297.84694	1.11128	3	0.0115		x	0.6967	36.66	x		0.7061	-0.62
Thu	01/19/23	297.83723	1.11125	4	0.0153		x	0.6929	36.69	x		0.7099	-0.65
Fri	01/20/23	297.82752	1.11121	5	0.0192		x	0.6890	36.73	x		0.7138	-0.69
Mon	01/23/23	297.79839	1.11110	8	0.0307		x	0.6775	36.84	x		0.7253	-0.80
Tue	01/24/23	297.78868	1.11107	9	0.0345		x	0.6737	36.87	x		0.7291	-0.83
Wed	01/25/23	297.77897	1.11103	10	0.0384		x	0.6698	36.91	x		0.7330	-0.87
Thu	01/26/23	297.76926	1.11099	11	0.0422		x	0.6660	36.95	x		0.7368	-0.91
Fri	01/27/23	297.75955	1.11096	12	0.0460		x	0.6622	36.98	x		0.7406	-0.94
Mon	01/30/23	297.73042	1.11085	15	0.0575		x	0.6507	37.09	x		0.7521	-1.05
Tue	01/31/23	297.72071	1.11081	16	0.0614		x	0.6468	37.13	x		0.7560	-1.09
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	1.11078	17	0.0652		x	0.6430	37.16	x		0.7598	-1.12
Thu	02/02/23	297.67836	1.11065	18	0.0690		x	0.6392	37.29	x		0.7636	-1.25
Fri	02/03/23	297.64571	1.11053	19	0.0729		x	0.6353	37.41	x		0.7675	-1.37
Mon	02/06/23	297.54779	1.11017	22	0.0843		x	0.6239	37.77	x		0.7789	-1.73
Tue	02/07/23	297.51514	1.11004	23	0.0882		x	0.6200	37.90	x		0.7828	-1.86
Wed	02/08/23	297.48250	1.10992	24	0.0920		x	0.6162	38.02	x		0.7866	-1.98
Thu	02/09/23	297.44986	1.10980	25	0.0958		x	0.6124	38.14	x		0.7904	-2.10
Fri	02/10/23	297.41721	1.10968	26	0.0996		x	0.6086	38.26	x		0.7942	-2.22
Mon	02/13/23	297.31929	1.10931	29	0.1111		x	0.5971	38.63	x		0.8057	-2.59
Tue	02/14/23	297.28664	1.10919	30	0.1149		x	0.5933	38.75	x		0.8095	-2.71
Wed	02/15/23	297.25400	1.10907	31	0.1187		x	0.5895	38.87	x		0.8133	-2.83
Thu	02/16/23	297.22136	1.10895	32	0.1225		x	0.5857	38.99	x		0.8171	-2.95
Fri	02/17/23	297.18871	1.10883	33	0.1264		x	0.5818	39.11	x		0.8210	-3.07
Mon	02/20/23	297.09079	1.10846	36	0.1378		x	0.5704	39.48	x		0.8324	-3.44
Tue	02/21/23	297.05814	1.10834	37	0.1416		x	0.5666	39.60	x		0.8362	-3.56
Wed	02/22/23	297.02550	1.10822	38	0.1454		x	0.5628	39.72	x		0.8400	-3.68
Thu	02/23/23	296.99286	1.10810	39	0.1492		x	0.5590	39.84	x		0.8438	-3.80
Fri	02/24/23	296.96021	1.10797	40	0.1530		x	0.5552	39.97	x		0.8476	-3.93
Mon	02/27/23	296.86229	1.10761	43	0.1645		x	0.5437	40.33	x		0.8591	-4.29
Tue	02/28/23	296.82964	1.10749	44	0.1683		x	0.5399	40.45	x		0.8629	-4.41
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	1.10737	45	0.1721		x	0.5361	40.57	x		0.8667	-4.53
Thu	03/02/23	296.87355	1.10765	46	0.1759		x	0.5323	40.29	x		0.8705	-4.25
Fri	03/03/23	296.95010	1.10794	47	0.1798		x	0.5284	40.00	x		0.8744	-3.96
Mon	03/06/23	297.17974	1.10879	50	0.1914		x	0.5168	39.15	x		0.8860	-3.11
Tue	03/07/23	297.25629	1.10908	51	0.1953		x	0.5129	38.86	x		0.8899	-2.82
Wed	03/08/23	297.33284	1.10936	52	0.1992		x	0.5090	38.58	x		0.8938	-2.54
Thu	03/09/23	297.40939	1.10965	53	0.2031		x	0.5051	38.29	x		0.8977	-2.25
Fri	03/10/23	297.48594	1.10994	54	0.2070		x	0.5012	38.00	x		0.9016	-1.96
Mon	03/13/23	297.71558	1.11079	57	0.2186		x	0.4896	37.15	x		0.9132	-1.11
Tue	03/14/23	297.79213	1.11108	58	0.2225		x	0.4857	36.86	x		0.9171	-0.82
Wed	03/15/23	297.86868	1.11136	59	0.2264		x	0.4818	36.58	x		0.9210	-0.54
Thu	03/16/23	297.94523	1.11165	60	0.2303		x	0.4779	36.29	x		0.9249	-0.25
Fri	03/17/23	298.02177	1.11193	61	0.2342		x	0.4740	36.01	x		0.9288	0.03
Mon	03/20/23	298.25142	1.11279	64	0.2459		x	0.4623	35.15	x		0.9405	0.89
Tue	03/21/23	298.32797	1.11308	65	0.2498		x	0.4584	34.86	x		0.9444	1.18
Wed	03/22/23	298.40452	1.11336	66	0.2537		x	0.4545	34.58	x		0.9483	1.46
Thu	03/23/23	298.48106	1.11365	67	0.2576		x	0.4506	34.29	x		0.9522	1.75
Fri	03/24/23	298.55761	1.11393	68	0.2616		x	0.4466	34.01	x		0.9562	2.03
Mon	03/27/23	298.78726	1.11479	71	0.2733		x	0.4349	33.15	x		0.9679	2.89
Tue	03/28/23	298.86381	1.11508	72	0.2772		x	0.4310	32.86	x		0.9718	3.18
Wed	03/29/23	298.94035	1.11536	73	0.2812		x	0.4270	32.58	x		0.9758	3.46
Thu	03/30/23	299.01690	1.11565	74	0.2851		x	0.4231	32.29	x		0.9797	3.75
Fri	03/31/23	299.09345	1.11593	75	0.2890		x	0.4192	32.01	x		0.9836	4.03
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	1.11663	78	0.3007		x	0.4075	31.31	x		0.9953	4.73
Tue	04/04/23	299.33700	1.11684	79	0.3047		x	0.4035	31.10	x		0.9993	4.94
Wed	04/05/23	299.39267	1.11705	80	0.3086		x	0.3996	30.89	x		1.0032	5.15
Thu	04/06/23	299.44833	1.11726	81	0.3125		x	0.3957	30.68	x		1.0071	5.36
Fri	04/07/23	299.50400	1.11747	82	0.3164		x	0.3918	30.47	x		1.0110	5.57
Mon	04/10/23	299.67100	1.11809	85	0.3282		x	0.3800	29.85	x		1.0228	6.19
Tue	04/11/23	299.72667	1.11830	86	0.3321		x	0.3761	29.64	x		1.0267	6.40
Wed	04/12/23	299.78233	1.11850	87	0.3360		x	0.3722	29.44	x		1.0306	6.60
Thu	04/13/23	299.83800	1.11871	88	0.3399		x	0.3683	29.23	x		1.0345	6.81
Fri	04/14/23	299.89367	1.11892	89	0.3439		x	0.3643	29.02	x		1.0385	7.02
Mon	04/17/23	300.06067	1.11954	92	0.3557		x	0.3525	28.40	x		1.0503	7.64
Tue	04/18/23	300.11633	1.11975	93	0.3596		x	0.3486	28.19	x		1.0542	7.85
Wed	04/19/23	300.17200	1.11996	94	0.3635		x	0.3447	27.98	x		1.0581	8.06
Thu	04/20/23	300.22767	1.12017	95	0.3675		x	0.3407	27.77	x		1.0621	8.27
Fri	04/21/23	300.28333	1.12037	96	0.3714		x	0.3368	27.57	x		1.0660	8.47
Mon	04/24/23	300.45033	1.12100	99	0.3832		x	0.3250	26.94	x		1.0778	9.10
Tue	04/25/23	300.50600	1.12120	100	0.3872		x	0.3210	26.74	x		1.0818	9.30
Wed	04/26/23	300.56167	1.12141	101	0.3911		x	0.3171	26.53	x		1.0857	9.51
Thu	04/27/23	300.61733	1.12162	102	0.3950		x	0.3132	26.32	x		1.0896	9.72
Fri	04/28/23	300.67300	1.12183	103	0.3990		x	0.3092	26.11	x		1.0936	9.93
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	1.12245	106	0.4108		x	0.2974	25.49	x		1.1054	10.55
Tue	05/02/23	300.87213	1.12257	107	0.4148		x	0.2934	25.37	x		1.1094	10.67
Wed	05/03/23	300.90426	1.12269	108	0.4187		x	0.2895	25.25	x		1.1133	10.79
Thu	05/04/23	300.93639	1.12281	109	0.4226		x	0.2856	25.13	x		1.1172	10.91
Fri	05/05/23	300.96852	1.12293	110	0.4265		x	0.2817	25.01	x		1.1211	11.03
Mon	05/08/23	301.06490	1.12329	113	0.4383		x	0.2699	24.65	x		1.1329	11.39
Tue	05/09/23	301.09703	1.12341	114	0.4422		x	0.2660	24.53	x		1.1368	11.51
Wed	05/10/23	301.12916	1.12353	115	0.4462		x	0.2620	24.41	x		1.1408	11.63
Thu	05/11/23	301.16129	1.12365	116	0.4501		x	0.2581	24.29	x		1.1447	11.75
Fri	05/12/23	301.19342	1.12377	117	0.4540		x	0.2542	24.17	x		1.1486	11.87
Mon	05/15/23	301.28981	1.12413	120	0.4658		x	0.2424	23.81	x		1.1604	12.23
Tue	05/16/23	301.32194	1.12425	121	0.4697		x	0.2385	23.69	x		1.1643	12.35
Wed	05/17/23	301.35406	1.12437	122	0.4737		x	0.2345	23.57	x		1.1683	12.47
Thu	05/18/23	301.38619	1.12449	123	0.4776		x	0.2306	23.45	x		1.1722	12.59
Fri	05/19/23	301.41832	1.12461	124	0.4815		x	0.2267	23.33	x		1.1761	12.71
Mon	05/22/23	301.51471	1.12497	127	0.4933		x	0.2149	22.97	x		1.1879	13.07
Tue	05/23/23	301.54684	1.12509	128	0.4973		x	0.2109	22.85	x		1.1919	13.19
Wed	05/24/23	301.57897	1.12521	129	0.5012		x	0.2070	22.73	x		1.1958	13.31
Thu	05/25/23	301.61110	1.12533	130	0.5052		x	0.2030	22.61	x		1.1998	13.43
Fri	05/26/23	301.64323	1.12545	131	0.5091		x	0.1991	22.49	x		1.2037	13.55
Mon	05/29/23	301.73961	1.12581	134	0.5209		x	0.1873	22.13	x		1.2155	13.91
Tue	05/30/23	301.77174	1.12593	135	0.5249		x	0.1833	22.01	x		1.2195	14.03
Wed	05/31/23	301.80387	1.12605	136	0.5288		x	0.1794	21.89	x		1.2234	14.15
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	1.12617	137	0.5328		x	0.1754	21.77	x		1.2274	14.27
Fri	06/02/23	301.88690	1.12636	138	0.5367		x	0.1715	21.58	x		1.2313	14.46
Mon	06/05/23	302.03960	1.12693	141	0.5487		x	0.1595	21.01	x		1.2433	15.03
Tue	06/06/23	302.09050	1.12712	142	0.5527		x	0.1555	20.82	x		1.2473	15.22
Wed	06/07/23	302.14140	1.12731	143	0.5566		x	0.1516	20.63	x		1.2512	15.41
Thu	06/08/23	302.19230	1.12750	144	0.5606		x	0.1476	20.44	x		1.2552	15.60
Fri	06/09/23	302.24320	1.12769	145	0.5646		x	0.1436	20.25	x		1.2592	15.79
Mon	06/12/23	302.39590	1.12825	148	0.5766		x	0.1316	19.69	x		1.2712	16.35
Tue	06/13/23	302.44680	1.12844	149	0.5806		x	0.1276	19.50	x		1.2752	16.54
Wed	06/14/23	302.49770	1.12863	150	0.5846		x	0.1236	19.31	x		1.2792	16.73
Thu	06/15/23	302.54860	1.12882	151	0.5886		x	0.1196	19.12	x		1.2832	16.92
Fri	06/16/23	302.59950	1.12901	152	0.5926		x	0.1156	18.93	x		1.2872	17.11
Mon	06/19/23	302.75220	1.12958	155	0.6046		x	0.1036	18.36	x		1.2992	17.68
Tue	06/20/23	302.80310	1.12977	156	0.6086		x	0.0996	18.17	x		1.3032	17.87
Wed	06/21/23	302.85400	1.12996	157	0.6126		x	0.0956	17.98	x		1.3072	18.06
Thu	06/22/23	302.90490	1.13015	158	0.6166		x	0.0916	17.79	x		1.3112	18.25
Fri	06/23/23	302.95580	1.13034	159	0.6206		x	0.0876	17.60	x		1.3152	18.44
Mon	06/26/23	303.10850	1.13091	162	0.6326		x	0.0756	17.03	x		1.3272	19.01
Tue	06/27/23	303.15940	1.13110	163	0.6366		x	0.0716	16.84	x		1.3312	19.20
Wed	06/28/23	303.21030	1.13129	164	0.6406		x	0.0676	16.65	x		1.3352	19.39
Thu	06/29/23	303.26120	1.13148	165	0.6447		x	0.0635	16.46	x		1.3393	19.58
Fri	06/30/23	303.31210	1.13167	166	0.6487		x	0.0595	16.27	x		1.3433	19.77
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	1.13205	169	0.6606		x	0.0476	15.89	x		1.3552	20.15
Tue	07/04/23	303.43694	1.13214	170	0.6646		x	0.0436	15.80	x		1.3592	20.24
Wed	07/05/23	303.46158	1.13223	171	0.6685		x	0.0397	15.71	x		1.3631	20.33
Thu	07/06/23	303.48623	1.13232	172	0.6725		x	0.0357	15.62	x		1.3671	20.42
Fri	07/07/23	303.51087	1.13241	173	0.6765		x	0.0317	15.53	x		1.3711	20.51
Mon	07/10/23	303.58481	1.13269	176	0.6884		x	0.0198	15.25	x		1.3830	20.79
Tue	07/11/23	303.60945	1.13278	177	0.6923		x	0.0159	15.16	x		1.3869	20.88
Wed	07/12/23	303.63410	1.13287	178	0.6963		x	0.0119	15.07	x		1.3909	20.97
Thu	07/13/23	303.65874	1.13297	179	0.7003		x	0.0079	14.97	x		1.3949	21.07
Fri	07/14/23	303.68339	1.13306	180	0.7043		x	0.0039	14.88	x		1.3989	21.16
Sat	07/15/23	303.70803	1.13315	0	0.0000			0.0000	14.79	x	x	1.4028	21.25
Mon	07/17/23	303.75732	1.13333	2	0.0077			-0.0077	14.61	x	x	1.4105	21.43
Tue	07/18/23	303.78197	1.13343	3	0.0115			-0.0115	14.51	x	x	1.4143	21.53
Wed	07/19/23	303.80661	1.13352	4	0.0154			-0.0154	14.42	x	x	1.4182	21.62
Thu	07/20/23	303.83126	1.13361	5	0.0193			-0.0193	14.33	x	x	1.4221	21.71
Fri	07/21/23	303.85590	1.13370	6	0.0231			-0.0231	14.24	x	x	1.4259	21.80
Mon	07/24/23	303.92984	1.13398	9	0.0347			-0.0347	13.96	x	x	1.4375	22.08
Tue	07/25/23	303.95448	1.13407	10	0.0385			-0.0385	13.87	x	x	1.4413	22.17
Wed	07/26/23	303.97913	1.13416	11	0.0424			-0.0424	13.78	x	x	1.4452	22.26
Thu	07/27/23	304.00377	1.13425	12	0.0462			-0.0462	13.69	x	x	1.4490	22.35
Fri	07/28/23	304.02842	1.13435	13	0.0501			-0.0501	13.59	x	x	1.4529	22.45
Mon	07/31/23	304.10235	1.13462	16	0.0617			-0.0617	13.32	x	x	1.4645	22.72
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Tue	08/01/23	304.12700	1.13471	17	0.0655			-0.0655	13.23	x	x	1.4683	22.81
Wed	08/02/23	304.15868	1.13483	18	0.0694			-0.0694	13.11	x	x	1.4722	22.93
Thu	08/03/23	304.19035	1.13495	19	0.0732			-0.0732	12.99	x	x	1.4760	23.05
Fri	08/04/23	304.22203	1.13507	20	0.0771			-0.0771	12.87	x	x	1.4799	23.17
Mon	08/07/23	304.31706	1.13542	23	0.0887			-0.0887	12.52	x	x	1.4915	23.52
Tue	08/08/23	304.34874	1.13554	24	0.0926			-0.0926	12.40	x	x	1.4954	23.64
Wed	08/09/23	304.38042	1.13566	25	0.0964			-0.0964	12.28	x	x	1.4992	23.76
Thu	08/10/23	304.41210	1.13578	26	0.1003			-0.1003	12.16	x	x	1.5031	23.88
Fri	08/11/23	304.44377	1.13590	27	0.1042			-0.1042	12.04	x	x	1.5070	24.00
Mon	08/14/23	304.53881	1.13625	30	0.1158			-0.1158	11.69	x	x	1.5186	24.35
Tue	08/15/23	304.57048	1.13637	31	0.1197			-0.1197	11.57	x	x	1.5225	24.47
Wed	08/16/23	304.60216	1.13649	32	0.1235			-0.1235	11.45	x	x	1.5263	24.59
Thu	08/17/23	304.63384	1.13660	33	0.1274			-0.1274	11.34	x	x	1.5302	24.70
Fri	08/18/23	304.66552	1.13672	34	0.1313			-0.1313	11.22	x	x	1.5341	24.82
Mon	08/21/23	304.76055	1.13708	37	0.1429			-0.1429	10.86	x	x	1.5457	25.18
Tue	08/22/23	304.79223	1.13720	38	0.1468			-0.1468	10.74	x	x	1.5496	25.30
Wed	08/23/23	304.82390	1.13731	39	0.1507			-0.1507	10.63	x	x	1.5535	25.41
Thu	08/24/23	304.85558	1.13743	40	0.1545			-0.1545	10.51	x	x	1.5573	25.53
Fri	08/25/23	304.88726	1.13755	41	0.1584			-0.1584	10.39	x	x	1.5612	25.65
Mon	08/28/23	304.98229	1.13790	44	0.1701			-0.1701	10.04	x	x	1.5729	26.00
Tue	08/29/23	305.01397	1.13802	45	0.1740			-0.1740	9.92	x	x	1.5768	26.12
Wed	08/30/23	305.04565	1.13814	46	0.1778			-0.1778	9.80	x	x	1.5806	26.24
Thu	08/31/23	305.07732	1.13826	47	0.1817			-0.1817	9.68	x	x	1.5845	26.36
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	09/01/23	305.10900	1.13838	48	0.1856			-0.1856	9.56	x	x	1.5884	26.48
Mon	09/04/23	305.16720	1.13859	51	0.1972			-0.1972	9.35	x	x	1.6000	26.69
Tue	09/05/23	305.18660	1.13867	52	0.2011			-0.2011	9.27	x	x	1.6039	26.77
Wed	09/06/23	305.20600	1.13874	53	0.2050			-0.2050	9.20	x	x	1.6078	26.84
Thu	09/07/23	305.22540	1.13881	54	0.2089			-0.2089	9.13	x	x	1.6117	26.91
Fri	09/08/23	305.24480	1.13888	55	0.2128			-0.2128	9.06	x	x	1.6156	26.98
Mon	09/11/23	305.30300	1.13910	58	0.2244			-0.2244	8.84	x	x	1.6272	27.20
Tue	09/12/23	305.32240	1.13917	59	0.2283			-0.2283	8.77	x	x	1.6311	27.27
Wed	09/13/23	305.34180	1.13925	60	0.2322			-0.2322	8.69	x	x	1.6350	27.35
Thu	09/14/23	305.36120	1.13932	61	0.2361			-0.2361	8.62	x	x	1.6389	27.42
Fri	09/15/23	305.38060	1.13939	62	0.2400			-0.2400	8.55	x	x	1.6428	27.49
Mon	09/18/23	305.43880	1.13961	65	0.2516			-0.2516	8.33	x	x	1.6544	27.71
Tue	09/19/23	305.45820	1.13968	66	0.2555			-0.2555	8.26	x	x	1.6583	27.78
Wed	09/20/23	305.47760	1.13975	67	0.2594			-0.2594	8.19	x	x	1.6622	27.85
Thu	09/21/23	305.49700	1.13983	68	0.2633			-0.2633	8.11	x	x	1.6661	27.93
Fri	09/22/23	305.51640	1.13990	69	0.2672			-0.2672	8.04	x	x	1.6700	28.00
Mon	09/25/23	305.57460	1.14011	72	0.2788			-0.2788	7.83	x	x	1.6816	28.21
Tue	09/26/23	305.59400	1.14019	73	0.2827			-0.2827	7.75	x	x	1.6855	28.29
Wed	09/27/23	305.61340	1.14026	74	0.2866			-0.2866	7.68	x	x	1.6894	28.36
Thu	09/28/23	305.63280	1.14033	75	0.2905			-0.2905	7.61	x	x	1.6933	28.43
Fri	09/29/23	305.65220	1.14040	76	0.2944			-0.2944	7.54	x	x	1.6972	28.50
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	1.14071	79	0.3061			-0.3061	7.23	x	x	1.7089	28.81
Tue	10/03/23	305.77713	1.14087	80	0.3100			-0.3100	7.07	x	x	1.7128	28.97
Wed	10/04/23	305.82019	1.14103	81	0.3139			-0.3139	6.91	x	x	1.7167	29.13
Thu	10/05/23	305.86326	1.14119	82	0.3179			-0.3179	6.75	x	x	1.7207	29.29
Fri	10/06/23	305.90632	1.14135	83	0.3218			-0.3218	6.59	x	x	1.7246	29.45
Mon	10/09/23	306.03552	1.14183	86	0.3336			-0.3336	6.11	x	x	1.7364	29.93
Tue	10/10/23	306.07858	1.14200	87	0.3375			-0.3375	5.94	x	x	1.7403	30.10
Wed	10/11/23	306.12165	1.14216	88	0.3414			-0.3414	5.78	x	x	1.7442	30.26
Thu	10/12/23	306.16471	1.14232	89	0.3453			-0.3453	5.62	x	x	1.7481	30.42
Fri	10/13/23	306.20777	1.14248	90	0.3493			-0.3493	5.46	x	x	1.7521	30.58
Mon	10/16/23	306.33697	1.14296	93	0.3611			-0.3611	4.98	x	x	1.7639	31.06
Tue	10/17/23	306.38003	1.14312	94	0.3650			-0.3650	4.82	x	x	1.7678	31.22
Wed	10/18/23	306.42310	1.14328	95	0.3689			-0.3689	4.66	x	x	1.7717	31.38
Thu	10/19/23	306.46616	1.14344	96	0.3729			-0.3729	4.50	x	x	1.7757	31.54
Fri	10/20/23	306.50923	1.14360	97	0.3768			-0.3768	4.34	x	x	1.7796	31.70
Mon	10/23/23	306.63842	1.14408	100	0.3886			-0.3886	3.86	x	x	1.7914	32.18
Tue	10/24/23	306.68148	1.14424	101	0.3926			-0.3926	3.70	x	x	1.7954	32.34
Wed	10/25/23	306.72455	1.14441	102	0.3965			-0.3965	3.53	x	x	1.7993	32.51
Thu	10/26/23	306.76761	1.14457	103	0.4004			-0.4004	3.37	x	x	1.8032	32.67
Fri	10/27/23	306.81068	1.14473	104	0.4044			-0.4044	3.21	x	x	1.8072	32.83
Mon	10/30/23	306.93987	1.14521	107	0.4162			-0.4162	2.73	x	x	1.8190	33.31
Tue	10/31/23	306.98294	1.14537	108	0.4202			-0.4202	2.57	x	x	1.8230	33.47
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	1.14553	109	0.4241			-0.4241	2.41	x	x	1.8269	33.63
Thu	11/02/23	307.05143	1.14562	110	0.4281			-0.4281	2.32	x	x	1.8309	33.72
Fri	11/03/23	307.07687	1.14572	111	0.4320			-0.4320	2.22	x	x	1.8348	33.82
Mon	11/06/23	307.15317	1.14600	114	0.4438			-0.4438	1.94	x	x	1.8466	34.10
Tue	11/07/23	307.17860	1.14610	115	0.4477			-0.4477	1.84	x	x	1.8505	34.20
Wed	11/08/23	307.20403	1.14619	116	0.4516			-0.4516	1.75	x	x	1.8544	34.29
Thu	11/09/23	307.22947	1.14629	117	0.4556			-0.4556	1.65	x	x	1.8584	34.39
Fri	11/10/23	307.25490	1.14638	118	0.4595			-0.4595	1.56	x	x	1.8623	34.48
Mon	11/13/23	307.33120	1.14667	121	0.4713			-0.4713	1.27	x	x	1.8741	34.77
Tue	11/14/23	307.35663	1.14676	122	0.4752			-0.4752	1.18	x	x	1.8780	34.86
Wed	11/15/23	307.38207	1.14686	123	0.4792			-0.4792	1.08	x	x	1.8820	34.96
Thu	11/16/23	307.40750	1.14695	124	0.4831			-0.4831	0.99	x	x	1.8859	35.05
Fri	11/17/23	307.43293	1.14705	125	0.4870			-0.4870	0.89	x	x	1.8898	35.15
Mon	11/20/23	307.50923	1.14733	128	0.4988			-0.4988	0.61	x	x	1.9016	35.43
Tue	11/21/23	307.53467	1.14743	129	0.5028			-0.5028	0.51	x	x	1.9056	35.53
Wed	11/22/23	307.56010	1.14752	130	0.5067			-0.5067	0.42	x	x	1.9095	35.62
Thu	11/23/23	307.58553	1.14762	131	0.5107			-0.5107	0.32	x	x	1.9135	35.72
Fri	11/24/23	307.61097	1.14771	132	0.5146			-0.5146	0.23	x	x	1.9174	35.81
Mon	11/27/23	307.68727	1.14800	135	0.5264			-0.5264	-0.06	x	x	1.9292	36.10
Tue	11/28/23	307.71270	1.14809	136	0.5304			-0.5304	-0.15	x	x	1.9332	36.19
Wed	11/29/23	307.73813	1.14819	137	0.5343			-0.5343	-0.25	x	x	1.9371	36.29
Thu	11/30/23	307.76357	1.14828	138	0.5383			-0.5383	-0.34	x	x	1.9411	36.38
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Fri	12/01/23	307.78900	1.14838	139	0.5422			-0.5422	-0.44	x	x	1.9450	36.48
Mon	12/04/23	307.77758	1.14833	142	0.5539			-0.5539	-0.39	x	x	1.9567	36.43
Tue	12/05/23	307.77377	1.14832	143	0.5578			-0.5578	-0.38	x	x	1.9606	36.42
Wed	12/06/23	307.76997	1.14831	144	0.5617			-0.5617	-0.37	x	x	1.9645	36.41
Thu	12/07/23	307.76616	1.14829	145	0.5656			-0.5656	-0.35	x	x	1.9684	36.39
Fri	12/08/23	307.76235	1.14828	146	0.5695			-0.5695	-0.34	x	x	1.9723	36.38
Mon	12/11/23	307.75094	1.14823	149	0.5811			-0.5811	-0.29	x	x	1.9839	36.33
Tue	12/12/23	307.74713	1.14822	150	0.5850			-0.5850	-0.28	x	x	1.9878	36.32
Wed	12/13/23	307.74332	1.14821	151	0.5889			-0.5889	-0.27	x	x	1.9917	36.31
Thu	12/14/23	307.73952	1.14819	152	0.5928			-0.5928	-0.25	x	x	1.9956	36.29
Fri	12/15/23	307.73571	1.14818	153	0.5967			-0.5967	-0.24	x	x	1.9995	36.28
Mon	12/18/23	307.72429	1.14814	156	0.6084			-0.6084	-0.20	x	x	2.0112	36.24
Tue	12/19/23	307.72048	1.14812	157	0.6123			-0.6123	-0.18	x	x	2.0151	36.22
Wed	12/20/23	307.71668	1.14811	158	0.6162			-0.6162	-0.17	x	x	2.0190	36.21
Thu	12/21/23	307.71287	1.14809	159	0.6201			-0.6201	-0.15	x	x	2.0229	36.19
Fri	12/22/23	307.70906	1.14808	160	0.6240			-0.6240	-0.14	x	x	2.0268	36.18
Mon	12/25/23	307.69765	1.14804	163	0.6356			-0.6356	-0.10	x	x	2.0384	36.14
Tue	12/26/23	307.69384	1.14802	164	0.6395			-0.6395	-0.08	x	x	2.0423	36.12
Wed	12/27/23	307.69003	1.14801	165	0.6434			-0.6434	-0.07	x	x	2.0462	36.11
Thu	12/28/23	307.68623	1.14799	166	0.6473			-0.6473	-0.05	x	x	2.0501	36.09
Fri	12/29/23	307.68242	1.14798	167	0.6512			-0.6512	-0.04	x	x	2.0540	36.08
Mon	01/01/24	307.67100	1.14794

Generated 12/12/23 08:55