2.375% 20.5-Year Treasury Inflation Protected Security (TIPS) due January 15, 2025

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

CUSIP Number	912810FR4	Interest 01/15/23 (184 days)	$18.7657
Dated Date	July 15, 2004	Interest 07/15/23 (181 days)	$19.1331
Ref CPI on Dated Date	188.49677	Interest Total	$37.8988
Original Issue Date	July 30, 2004	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	1.58099	170	17.3458	x	x	20.5530	51.24			17.3458	0.00
Mon	01/02/23	298.00229	1.58094	171	17.4473	x	x	20.4515	51.29			17.4473	-0.05
Tue	01/03/23	297.99258	1.58089	172	17.5487	x	x	20.3501	51.34			17.5487	-0.10
Wed	01/04/23	297.98287	1.58084	173	17.6502	x	x	20.2486	51.39			17.6502	-0.15
Thu	01/05/23	297.97316	1.58079	174	17.7517	x	x	20.1471	51.44			17.7517	-0.20
Fri	01/06/23	297.96345	1.58074	175	17.8531	x	x	20.0457	51.49			17.8531	-0.25
Mon	01/09/23	297.93432	1.58058	178	18.1573	x	x	19.7415	51.65			18.1573	-0.41
Tue	01/10/23	297.92461	1.58053	179	18.2588	x	x	19.6400	51.70			18.2588	-0.46
Wed	01/11/23	297.91490	1.58048	180	18.3602	x	x	19.5386	51.75			18.3602	-0.51
Thu	01/12/23	297.90519	1.58043	181	18.4616	x	x	19.4372	51.80			18.4616	-0.56
Fri	01/13/23	297.89548	1.58037	182	18.5629	x	x	19.3359	51.86			18.5629	-0.62
Sun	01/15/23	297.87606	1.58027	0	0.0000		x	19.1331	51.96	x		18.7657	-0.72
Mon	01/16/23	297.86635	1.58022	1	0.1037		x	19.0294	52.01	x		18.8694	-0.77
Tue	01/17/23	297.85665	1.58017	2	0.2073		x	18.9258	52.06	x		18.9730	-0.82
Wed	01/18/23	297.84694	1.58012	3	0.3110		x	18.8221	52.11	x		19.0767	-0.87
Thu	01/19/23	297.83723	1.58007	4	0.4147		x	18.7184	52.16	x		19.1804	-0.92
Fri	01/20/23	297.82752	1.58001	5	0.5183		x	18.6148	52.22	x		19.2840	-0.98
Mon	01/23/23	297.79839	1.57986	8	0.8292		x	18.3039	52.37	x		19.5949	-1.13
Tue	01/24/23	297.78868	1.57981	9	0.9328		x	18.2003	52.42	x		19.6985	-1.18
Wed	01/25/23	297.77897	1.57976	10	1.0364		x	18.0967	52.47	x		19.8021	-1.23
Thu	01/26/23	297.76926	1.57970	11	1.1400		x	17.9931	52.53	x		19.9057	-1.29
Fri	01/27/23	297.75955	1.57965	12	1.2436		x	17.8895	52.58	x		20.0093	-1.34
Mon	01/30/23	297.73042	1.57950	15	1.5544		x	17.5787	52.73	x		20.3201	-1.49
Tue	01/31/23	297.72071	1.57945	16	1.6580		x	17.4751	52.78	x		20.4237	-1.54
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	1.57940	17	1.7616		x	17.3715	52.83	x		20.5273	-1.59
Thu	02/02/23	297.67836	1.57922	18	1.8650		x	17.2681	53.01	x		20.6307	-1.77
Fri	02/03/23	297.64571	1.57905	19	1.9684		x	17.1647	53.18	x		20.7341	-1.94
Mon	02/06/23	297.54779	1.57853	22	2.2784		x	16.8547	53.70	x		21.0441	-2.46
Tue	02/07/23	297.51514	1.57836	23	2.3817		x	16.7514	53.87	x		21.1474	-2.63
Wed	02/08/23	297.48250	1.57818	24	2.4850		x	16.6481	54.05	x		21.2507	-2.81
Thu	02/09/23	297.44986	1.57801	25	2.5882		x	16.5449	54.22	x		21.3539	-2.98
Fri	02/10/23	297.41721	1.57784	26	2.6915		x	16.4416	54.39	x		21.4572	-3.15
Mon	02/13/23	297.31929	1.57732	29	3.0010		x	16.1321	54.91	x		21.7667	-3.67
Tue	02/14/23	297.28664	1.57714	30	3.1042		x	16.0289	55.09	x		21.8699	-3.85
Wed	02/15/23	297.25400	1.57697	31	3.2073		x	15.9258	55.26	x		21.9730	-4.02
Thu	02/16/23	297.22136	1.57680	32	3.3104		x	15.8227	55.43	x		22.0761	-4.19
Fri	02/17/23	297.18871	1.57662	33	3.4135		x	15.7196	55.61	x		22.1792	-4.37
Mon	02/20/23	297.09079	1.57611	36	3.7226		x	15.4105	56.12	x		22.4883	-4.88
Tue	02/21/23	297.05814	1.57593	37	3.8255		x	15.3076	56.30	x		22.5912	-5.06
Wed	02/22/23	297.02550	1.57576	38	3.9285		x	15.2046	56.47	x		22.6942	-5.23
Thu	02/23/23	296.99286	1.57559	39	4.0315		x	15.1016	56.64	x		22.7972	-5.40
Fri	02/24/23	296.96021	1.57541	40	4.1344		x	14.9987	56.82	x		22.9001	-5.58
Mon	02/27/23	296.86229	1.57489	43	4.4430		x	14.6901	57.34	x		23.2087	-6.10
Tue	02/28/23	296.82964	1.57472	44	4.5458		x	14.5873	57.51	x		23.3115	-6.27
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	1.57455	45	4.6486		x	14.4845	57.68	x		23.4143	-6.44
Thu	03/02/23	296.87355	1.57495	46	4.7531		x	14.3800	57.28	x		23.5188	-6.04
Fri	03/03/23	296.95010	1.57536	47	4.8577		x	14.2754	56.87	x		23.6234	-5.63
Mon	03/06/23	297.17974	1.57658	50	5.1718		x	13.9613	55.65	x		23.9375	-4.41
Tue	03/07/23	297.25629	1.57698	51	5.2766		x	13.8565	55.25	x		24.0423	-4.01
Wed	03/08/23	297.33284	1.57739	52	5.3814		x	13.7517	54.84	x		24.1471	-3.60
Thu	03/09/23	297.40939	1.57780	53	5.4863		x	13.6468	54.43	x		24.2520	-3.19
Fri	03/10/23	297.48594	1.57820	54	5.5913		x	13.5418	54.03	x		24.3570	-2.79
Mon	03/13/23	297.71558	1.57942	57	5.9065		x	13.2266	52.81	x		24.6722	-1.57
Tue	03/14/23	297.79213	1.57983	58	6.0116		x	13.1215	52.40	x		24.7773	-1.16
Wed	03/15/23	297.86868	1.58023	59	6.1168		x	13.0163	52.00	x		24.8825	-0.76
Thu	03/16/23	297.94523	1.58064	60	6.2221		x	12.9110	51.59	x		24.9878	-0.35
Fri	03/17/23	298.02177	1.58104	61	6.3274		x	12.8057	51.19	x		25.0931	0.05
Mon	03/20/23	298.25142	1.58226	64	6.6437		x	12.4894	49.97	x		25.4094	1.27
Tue	03/21/23	298.32797	1.58267	65	6.7493		x	12.3838	49.56	x		25.5150	1.68
Wed	03/22/23	298.40452	1.58307	66	6.8549		x	12.2782	49.16	x		25.6206	2.08
Thu	03/23/23	298.48106	1.58348	67	6.9605		x	12.1726	48.75	x		25.7262	2.49
Fri	03/24/23	298.55761	1.58389	68	7.0662		x	12.0669	48.34	x		25.8319	2.90
Mon	03/27/23	298.78726	1.58511	71	7.3837		x	11.7494	47.12	x		26.1494	4.12
Tue	03/28/23	298.86381	1.58551	72	7.4896		x	11.6435	46.72	x		26.2553	4.52
Wed	03/29/23	298.94035	1.58592	73	7.5955		x	11.5376	46.31	x		26.3612	4.93
Thu	03/30/23	299.01690	1.58632	74	7.7015		x	11.4316	45.91	x		26.4672	5.33
Fri	03/31/23	299.09345	1.58673	75	7.8076		x	11.3255	45.50	x		26.5733	5.74
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	1.58773	78	8.1251		x	11.0080	44.50	x		26.8908	6.74
Tue	04/04/23	299.33700	1.58802	79	8.2307		x	10.9024	44.21	x		26.9964	7.03
Wed	04/05/23	299.39267	1.58832	80	8.3365		x	10.7966	43.91	x		27.1022	7.33
Thu	04/06/23	299.44833	1.58861	81	8.4422		x	10.6909	43.62	x		27.2079	7.62
Fri	04/07/23	299.50400	1.58891	82	8.5481		x	10.5850	43.32	x		27.3138	7.92
Mon	04/10/23	299.67100	1.58979	85	8.8657		x	10.2674	42.44	x		27.6314	8.80
Tue	04/11/23	299.72667	1.59009	86	8.9717		x	10.1614	42.14	x		27.7374	9.10
Wed	04/12/23	299.78233	1.59038	87	9.0777		x	10.0554	41.85	x		27.8434	9.39
Thu	04/13/23	299.83800	1.59068	88	9.1838		x	9.9493	41.55	x		27.9495	9.69
Fri	04/14/23	299.89367	1.59098	89	9.2899		x	9.8432	41.25	x		28.0556	9.99
Mon	04/17/23	300.06067	1.59186	92	9.6083		x	9.5248	40.37	x		28.3740	10.87
Tue	04/18/23	300.11633	1.59216	93	9.7146		x	9.4185	40.07	x		28.4803	11.17
Wed	04/19/23	300.17200	1.59245	94	9.8208		x	9.3123	39.78	x		28.5865	11.46
Thu	04/20/23	300.22767	1.59275	95	9.9272		x	9.2059	39.48	x		28.6929	11.76
Fri	04/21/23	300.28333	1.59304	96	10.0335		x	9.0996	39.19	x		28.7992	12.05
Mon	04/24/23	300.45033	1.59393	99	10.3528		x	8.7803	38.30	x		29.1185	12.94
Tue	04/25/23	300.50600	1.59422	100	10.4593		x	8.6738	38.01	x		29.2250	13.23
Wed	04/26/23	300.56167	1.59452	101	10.5659		x	8.5672	37.71	x		29.3316	13.53
Thu	04/27/23	300.61733	1.59481	102	10.6725		x	8.4606	37.42	x		29.4382	13.82
Fri	04/28/23	300.67300	1.59511	103	10.7791		x	8.3540	37.12	x		29.5448	14.12
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	05/01/23	300.84000	1.59600	106	11.0993		x	8.0338	36.23	x		29.8650	15.01
Tue	05/02/23	300.87213	1.59617	107	11.2052		x	7.9279	36.06	x		29.9709	15.18
Wed	05/03/23	300.90426	1.59634	108	11.3111		x	7.8220	35.89	x		30.0768	15.35
Thu	05/04/23	300.93639	1.59651	109	11.4170		x	7.7161	35.72	x		30.1827	15.52
Fri	05/05/23	300.96852	1.59668	110	11.5230		x	7.6101	35.55	x		30.2887	15.69
Mon	05/08/23	301.06490	1.59719	113	11.8410		x	7.2921	35.04	x		30.6067	16.20
Tue	05/09/23	301.09703	1.59736	114	11.9471		x	7.1860	34.87	x		30.7128	16.37
Wed	05/10/23	301.12916	1.59753	115	12.0532		x	7.0799	34.70	x		30.8189	16.54
Thu	05/11/23	301.16129	1.59770	116	12.1593		x	6.9738	34.53	x		30.9250	16.71
Fri	05/12/23	301.19342	1.59787	117	12.2654		x	6.8677	34.36	x		31.0311	16.88
Mon	05/15/23	301.28981	1.59838	120	12.5839		x	6.5492	33.85	x		31.3496	17.39
Tue	05/16/23	301.32194	1.59855	121	12.6901		x	6.4430	33.68	x		31.4558	17.56
Wed	05/17/23	301.35406	1.59872	122	12.7964		x	6.3367	33.51	x		31.5621	17.73
Thu	05/18/23	301.38619	1.59889	123	12.9026		x	6.2305	33.34	x		31.6683	17.90
Fri	05/19/23	301.41832	1.59906	124	13.0089		x	6.1242	33.17	x		31.7746	18.07
Mon	05/22/23	301.51471	1.59957	127	13.3279		x	5.8052	32.66	x		32.0936	18.58
Tue	05/23/23	301.54684	1.59975	128	13.4344		x	5.6987	32.48	x		32.2001	18.76
Wed	05/24/23	301.57897	1.59992	129	13.5408		x	5.5923	32.31	x		32.3065	18.93
Thu	05/25/23	301.61110	1.60009	130	13.6472		x	5.4859	32.14	x		32.4129	19.10
Fri	05/26/23	301.64323	1.60026	131	13.7536		x	5.3795	31.97	x		32.5193	19.27
Mon	05/29/23	301.73961	1.60077	134	14.0731		x	5.0600	31.46	x		32.8388	19.78
Tue	05/30/23	301.77174	1.60094	135	14.1796		x	4.9535	31.29	x		32.9453	19.95
Wed	05/31/23	301.80387	1.60111	136	14.2861		x	4.8470	31.12	x		33.0518	20.12
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Thu	06/01/23	301.83600	1.60128	137	14.3927		x	4.7404	30.95	x		33.1584	20.29
Fri	06/02/23	301.88690	1.60155	138	14.5002		x	4.6329	30.68	x		33.2659	20.56
Mon	06/05/23	302.03960	1.60236	141	14.8229		x	4.3102	29.87	x		33.5886	21.37
Tue	06/06/23	302.09050	1.60263	142	14.9306		x	4.2025	29.60	x		33.6963	21.64
Wed	06/07/23	302.14140	1.60290	143	15.0383		x	4.0948	29.33	x		33.8040	21.91
Thu	06/08/23	302.19230	1.60317	144	15.1460		x	3.9871	29.06	x		33.9117	22.18
Fri	06/09/23	302.24320	1.60344	145	15.2537		x	3.8794	28.79	x		34.0194	22.45
Mon	06/12/23	302.39590	1.60425	148	15.5772		x	3.5559	27.98	x		34.3429	23.26
Tue	06/13/23	302.44680	1.60452	149	15.6851		x	3.4480	27.71	x		34.4508	23.53
Wed	06/14/23	302.49770	1.60479	150	15.7930		x	3.3401	27.44	x		34.5587	23.80
Thu	06/15/23	302.54860	1.60506	151	15.9010		x	3.2321	27.17	x		34.6667	24.07
Fri	06/16/23	302.59950	1.60533	152	16.0090		x	3.1241	26.90	x		34.7747	24.34
Mon	06/19/23	302.75220	1.60614	155	16.3332		x	2.7999	26.09	x		35.0989	25.15
Tue	06/20/23	302.80310	1.60641	156	16.4413		x	2.6918	25.82	x		35.2070	25.42
Wed	06/21/23	302.85400	1.60668	157	16.5495		x	2.5836	25.55	x		35.3152	25.69
Thu	06/22/23	302.90490	1.60695	158	16.6577		x	2.4754	25.28	x		35.4234	25.96
Fri	06/23/23	302.95580	1.60722	159	16.7659		x	2.3672	25.01	x		35.5316	26.23
Mon	06/26/23	303.10850	1.60803	162	17.0909		x	2.0422	24.20	x		35.8566	27.04
Tue	06/27/23	303.15940	1.60830	163	17.1993		x	1.9338	23.93	x		35.9650	27.31
Wed	06/28/23	303.21030	1.60857	164	17.3077		x	1.8254	23.66	x		36.0734	27.58
Thu	06/29/23	303.26120	1.60884	165	17.4161		x	1.7170	23.39	x		36.1818	27.85
Fri	06/30/23	303.31210	1.60911	166	17.5246		x	1.6085	23.12	x		36.2903	28.12
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	07/03/23	303.41229	1.60964	169	17.8472		x	1.2859	22.59	x		36.6129	28.65
Tue	07/04/23	303.43694	1.60977	170	17.9543		x	1.1788	22.46	x		36.7200	28.78
Wed	07/05/23	303.46158	1.60990	171	18.0613		x	1.0718	22.33	x		36.8270	28.91
Thu	07/06/23	303.48623	1.61003	172	18.1684		x	0.9647	22.20	x		36.9341	29.04
Fri	07/07/23	303.51087	1.61016	173	18.2755		x	0.8576	22.07	x		37.0412	29.17
Mon	07/10/23	303.58481	1.61056	176	18.5971		x	0.5360	21.67	x		37.3628	29.57
Tue	07/11/23	303.60945	1.61069	177	18.7042		x	0.4289	21.54	x		37.4699	29.70
Wed	07/12/23	303.63410	1.61082	178	18.8114		x	0.3217	21.41	x		37.5771	29.83
Thu	07/13/23	303.65874	1.61095	179	18.9186		x	0.2145	21.28	x		37.6843	29.96
Fri	07/14/23	303.68339	1.61108	180	19.0259		x	0.1072	21.15	x		37.7916	30.09
Sat	07/15/23	303.70803	1.61121	0	0.0000			0.0000	21.02	x	x	37.8988	30.22
Mon	07/17/23	303.75732	1.61147	2	0.2080			-0.2080	20.76	x	x	38.1068	30.48
Tue	07/18/23	303.78197	1.61160	3	0.3120			-0.3120	20.63	x	x	38.2108	30.61
Wed	07/19/23	303.80661	1.61173	4	0.4161			-0.4161	20.50	x	x	38.3149	30.74
Thu	07/20/23	303.83126	1.61186	5	0.5201			-0.5201	20.37	x	x	38.4189	30.87
Fri	07/21/23	303.85590	1.61200	6	0.6242			-0.6242	20.23	x	x	38.5230	31.01
Mon	07/24/23	303.92984	1.61239	9	0.9365			-0.9365	19.84	x	x	38.8353	31.40
Tue	07/25/23	303.95448	1.61252	10	1.0407			-1.0407	19.71	x	x	38.9395	31.53
Wed	07/26/23	303.97913	1.61265	11	1.1449			-1.1449	19.58	x	x	39.0437	31.66
Thu	07/27/23	304.00377	1.61278	12	1.2490			-1.2490	19.45	x	x	39.1478	31.79
Fri	07/28/23	304.02842	1.61291	13	1.3532			-1.3532	19.32	x	x	39.2520	31.92
Mon	07/31/23	304.10235	1.61330	16	1.6659			-1.6659	18.93	x	x	39.5647	32.31
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	1.61343	17	1.7702			-1.7702	18.80	x	x	39.6690	32.44
Wed	08/02/23	304.15868	1.61360	18	1.8745			-1.8745	18.63	x	x	39.7733	32.61
Thu	08/03/23	304.19035	1.61377	19	1.9788			-1.9788	18.46	x	x	39.8776	32.78
Fri	08/04/23	304.22203	1.61394	20	2.0832			-2.0832	18.29	x	x	39.9820	32.95
Mon	08/07/23	304.31706	1.61444	23	2.3964			-2.3964	17.79	x	x	40.2952	33.45
Tue	08/08/23	304.34874	1.61461	24	2.5009			-2.5009	17.62	x	x	40.3997	33.62
Wed	08/09/23	304.38042	1.61478	25	2.6054			-2.6054	17.45	x	x	40.5042	33.79
Thu	08/10/23	304.41210	1.61495	26	2.7099			-2.7099	17.28	x	x	40.6087	33.96
Fri	08/11/23	304.44377	1.61511	27	2.8144			-2.8144	17.12	x	x	40.7132	34.12
Mon	08/14/23	304.53881	1.61562	30	3.1281			-3.1281	16.61	x	x	41.0269	34.63
Tue	08/15/23	304.57048	1.61579	31	3.2327			-3.2327	16.44	x	x	41.1315	34.80
Wed	08/16/23	304.60216	1.61595	32	3.3373			-3.3373	16.28	x	x	41.2361	34.96
Thu	08/17/23	304.63384	1.61612	33	3.4419			-3.4419	16.11	x	x	41.3407	35.13
Fri	08/18/23	304.66552	1.61629	34	3.5466			-3.5466	15.94	x	x	41.4454	35.30
Mon	08/21/23	304.76055	1.61679	37	3.8607			-3.8607	15.44	x	x	41.7595	35.80
Tue	08/22/23	304.79223	1.61696	38	3.9655			-3.9655	15.27	x	x	41.8643	35.97
Wed	08/23/23	304.82390	1.61713	39	4.0703			-4.0703	15.10	x	x	41.9691	36.14
Thu	08/24/23	304.85558	1.61730	40	4.1751			-4.1751	14.93	x	x	42.0739	36.31
Fri	08/25/23	304.88726	1.61747	41	4.2799			-4.2799	14.76	x	x	42.1787	36.48
Mon	08/28/23	304.98229	1.61797	44	4.5945			-4.5945	14.26	x	x	42.4933	36.98
Tue	08/29/23	305.01397	1.61814	45	4.6994			-4.6994	14.09	x	x	42.5982	37.15
Wed	08/30/23	305.04565	1.61831	46	4.8044			-4.8044	13.92	x	x	42.7032	37.32
Thu	08/31/23	305.07732	1.61848	47	4.9093			-4.9093	13.75	x	x	42.8081	37.49
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	1.61864	48	5.0143			-5.0143	13.59	x	x	42.9131	37.65
Mon	09/04/23	305.16720	1.61895	51	5.3287			-5.3287	13.28	x	x	43.2275	37.96
Tue	09/05/23	305.18660	1.61905	52	5.4335			-5.4335	13.18	x	x	43.3323	38.06
Wed	09/06/23	305.20600	1.61916	53	5.5384			-5.5384	13.07	x	x	43.4372	38.17
Thu	09/07/23	305.22540	1.61926	54	5.6432			-5.6432	12.97	x	x	43.5420	38.27
Fri	09/08/23	305.24480	1.61936	55	5.7481			-5.7481	12.87	x	x	43.6469	38.37
Mon	09/11/23	305.30300	1.61967	58	6.0628			-6.0628	12.56	x	x	43.9616	38.68
Tue	09/12/23	305.32240	1.61978	59	6.1677			-6.1677	12.45	x	x	44.0665	38.79
Wed	09/13/23	305.34180	1.61988	60	6.2726			-6.2726	12.35	x	x	44.1714	38.89
Thu	09/14/23	305.36120	1.61998	61	6.3776			-6.3776	12.25	x	x	44.2764	38.99
Fri	09/15/23	305.38060	1.62008	62	6.4825			-6.4825	12.15	x	x	44.3813	39.09
Mon	09/18/23	305.43880	1.62039	65	6.7975			-6.7975	11.84	x	x	44.6963	39.40
Tue	09/19/23	305.45820	1.62050	66	6.9025			-6.9025	11.73	x	x	44.8013	39.51
Wed	09/20/23	305.47760	1.62060	67	7.0076			-7.0076	11.63	x	x	44.9064	39.61
Thu	09/21/23	305.49700	1.62070	68	7.1126			-7.1126	11.53	x	x	45.0114	39.71
Fri	09/22/23	305.51640	1.62080	69	7.2176			-7.2176	11.43	x	x	45.1164	39.81
Mon	09/25/23	305.57460	1.62111	72	7.5329			-7.5329	11.12	x	x	45.4317	40.12
Tue	09/26/23	305.59400	1.62122	73	7.6380			-7.6380	11.01	x	x	45.5368	40.23
Wed	09/27/23	305.61340	1.62132	74	7.7431			-7.7431	10.91	x	x	45.6419	40.33
Thu	09/28/23	305.63280	1.62142	75	7.8482			-7.8482	10.81	x	x	45.7470	40.43
Fri	09/29/23	305.65220	1.62152	76	7.9534			-7.9534	10.71	x	x	45.8522	40.53
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	1.62196	79	8.2696			-8.2696	10.27	x	x	46.1684	40.97
Tue	10/03/23	305.77713	1.62219	80	8.3754			-8.3754	10.04	x	x	46.2742	41.20
Wed	10/04/23	305.82019	1.62242	81	8.4813			-8.4813	9.81	x	x	46.3801	41.43
Thu	10/05/23	305.86326	1.62264	82	8.5872			-8.5872	9.59	x	x	46.4860	41.65
Fri	10/06/23	305.90632	1.62287	83	8.6932			-8.6932	9.36	x	x	46.5920	41.88
Mon	10/09/23	306.03552	1.62356	86	9.0112			-9.0112	8.67	x	x	46.9100	42.57
Tue	10/10/23	306.07858	1.62379	87	9.1173			-9.1173	8.44	x	x	47.0161	42.80
Wed	10/11/23	306.12165	1.62402	88	9.2234			-9.2234	8.21	x	x	47.1222	43.03
Thu	10/12/23	306.16471	1.62424	89	9.3294			-9.3294	7.99	x	x	47.2282	43.25
Fri	10/13/23	306.20777	1.62447	90	9.4356			-9.4356	7.76	x	x	47.3344	43.48
Mon	10/16/23	306.33697	1.62516	93	9.7543			-9.7543	7.07	x	x	47.6531	44.17
Tue	10/17/23	306.38003	1.62539	94	9.8606			-9.8606	6.84	x	x	47.7594	44.40
Wed	10/18/23	306.42310	1.62561	95	9.9668			-9.9668	6.62	x	x	47.8656	44.62
Thu	10/19/23	306.46616	1.62584	96	10.0731			-10.0731	6.39	x	x	47.9719	44.85
Fri	10/20/23	306.50923	1.62607	97	10.1795			-10.1795	6.16	x	x	48.0783	45.08
Mon	10/23/23	306.63842	1.62676	100	10.4988			-10.4988	5.47	x	x	48.3976	45.77
Tue	10/24/23	306.68148	1.62699	101	10.6053			-10.6053	5.24	x	x	48.5041	46.00
Wed	10/25/23	306.72455	1.62721	102	10.7117			-10.7117	5.02	x	x	48.6105	46.22
Thu	10/26/23	306.76761	1.62744	103	10.8183			-10.8183	4.79	x	x	48.7171	46.45
Fri	10/27/23	306.81068	1.62767	104	10.9249			-10.9249	4.56	x	x	48.8237	46.68
Mon	10/30/23	306.93987	1.62836	107	11.2448			-11.2448	3.87	x	x	49.1436	47.37
Tue	10/31/23	306.98294	1.62858	108	11.3514			-11.3514	3.65	x	x	49.2502	47.59
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	1.62881	109	11.4581			-11.4581	3.42	x	x	49.3569	47.82
Thu	11/02/23	307.05143	1.62895	110	11.5642			-11.5642	3.28	x	x	49.4630	47.96
Fri	11/03/23	307.07687	1.62908	111	11.6703			-11.6703	3.15	x	x	49.5691	48.09
Mon	11/06/23	307.15317	1.62949	114	11.9887			-11.9887	2.74	x	x	49.8875	48.50
Tue	11/07/23	307.17860	1.62962	115	12.0948			-12.0948	2.61	x	x	49.9936	48.63
Wed	11/08/23	307.20403	1.62976	116	12.2011			-12.2011	2.47	x	x	50.0999	48.77
Thu	11/09/23	307.22947	1.62989	117	12.3072			-12.3072	2.34	x	x	50.2060	48.90
Fri	11/10/23	307.25490	1.63003	118	12.4135			-12.4135	2.20	x	x	50.3123	49.04
Mon	11/13/23	307.33120	1.63043	121	12.7322			-12.7322	1.80	x	x	50.6310	49.44
Tue	11/14/23	307.35663	1.63057	122	12.8385			-12.8385	1.66	x	x	50.7373	49.58
Wed	11/15/23	307.38207	1.63070	123	12.9448			-12.9448	1.53	x	x	50.8436	49.71
Thu	11/16/23	307.40750	1.63084	124	13.0512			-13.0512	1.39	x	x	50.9500	49.85
Fri	11/17/23	307.43293	1.63097	125	13.1575			-13.1575	1.26	x	x	51.0563	49.98
Mon	11/20/23	307.50923	1.63138	128	13.4766			-13.4766	0.85	x	x	51.3754	50.39
Tue	11/21/23	307.53467	1.63151	129	13.5830			-13.5830	0.72	x	x	51.4818	50.52
Wed	11/22/23	307.56010	1.63165	130	13.6895			-13.6895	0.58	x	x	51.5883	50.66
Thu	11/23/23	307.58553	1.63178	131	13.7959			-13.7959	0.45	x	x	51.6947	50.79
Fri	11/24/23	307.61097	1.63192	132	13.9024			-13.9024	0.31	x	x	51.8012	50.93
Mon	11/27/23	307.68727	1.63232	135	14.2218			-14.2218	-0.09	x	x	52.1206	51.33
Tue	11/28/23	307.71270	1.63246	136	14.3284			-14.3284	-0.23	x	x	52.2272	51.47
Wed	11/29/23	307.73813	1.63259	137	14.4349			-14.4349	-0.36	x	x	52.3337	51.60
Thu	11/30/23	307.76357	1.63273	138	14.5415			-14.5415	-0.50	x	x	52.4403	51.74
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	1.63286	139	14.6480			-14.6480	-0.63	x	x	52.5468	51.87
Mon	12/04/23	307.77758	1.63280	142	14.9636			-14.9636	-0.57	x	x	52.8624	51.81
Tue	12/05/23	307.77377	1.63278	143	15.0688			-15.0688	-0.55	x	x	52.9676	51.79
Wed	12/06/23	307.76997	1.63276	144	15.1740			-15.1740	-0.53	x	x	53.0728	51.77
Thu	12/07/23	307.76616	1.63274	145	15.2792			-15.2792	-0.51	x	x	53.1780	51.75
Fri	12/08/23	307.76235	1.63272	146	15.3844			-15.3844	-0.49	x	x	53.2832	51.73
Mon	12/11/23	307.75094	1.63266	149	15.6999			-15.6999	-0.43	x	x	53.5987	51.67
Tue	12/12/23	307.74713	1.63264	150	15.8051			-15.8051	-0.41	x	x	53.7039	51.65
Wed	12/13/23	307.74332	1.63262	151	15.9103			-15.9103	-0.39	x	x	53.8091	51.63
Thu	12/14/23	307.73952	1.63260	152	16.0155			-16.0155	-0.37	x	x	53.9143	51.61
Fri	12/15/23	307.73571	1.63258	153	16.1206			-16.1206	-0.35	x	x	54.0194	51.59
Mon	12/18/23	307.72429	1.63252	156	16.4361			-16.4361	-0.29	x	x	54.3349	51.53
Tue	12/19/23	307.72048	1.63250	157	16.5413			-16.5413	-0.27	x	x	54.4401	51.51
Wed	12/20/23	307.71668	1.63248	158	16.6464			-16.6464	-0.25	x	x	54.5452	51.49
Thu	12/21/23	307.71287	1.63246	159	16.7516			-16.7516	-0.23	x	x	54.6504	51.47
Fri	12/22/23	307.70906	1.63244	160	16.8567			-16.8567	-0.21	x	x	54.7555	51.45
Mon	12/25/23	307.69765	1.63238	163	17.1721			-17.1721	-0.15	x	x	55.0709	51.39
Tue	12/26/23	307.69384	1.63236	164	17.2773			-17.2773	-0.13	x	x	55.1761	51.37
Wed	12/27/23	307.69003	1.63234	165	17.3824			-17.3824	-0.11	x	x	55.2812	51.35
Thu	12/28/23	307.68623	1.63232	166	17.4876			-17.4876	-0.09	x	x	55.3864	51.33
Fri	12/29/23	307.68242	1.63230	167	17.5927			-17.5927	-0.07	x	x	55.4915	51.31
Mon	01/01/24	307.67100	1.63223

Generated 12/12/23 08:55