0.625% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2024

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

CUSIP Number	912828B25	Interest 01/15/23 (184 days)	$3.9895
Dated Date	January 15, 2014	Interest 07/15/23 (181 days)	$4.0676
Ref CPI on Dated Date	233.33058	Interest Total	$8.0571
Original Issue Date	January 31, 2014	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	1.27721	170	3.6876	x	x	4.3695	41.40			3.6876	0.00
Mon	01/02/23	298.00229	1.27717	171	3.7092	x	x	4.3479	41.44			3.7092	-0.04
Tue	01/03/23	297.99258	1.27713	172	3.7307	x	x	4.3264	41.48			3.7307	-0.08
Wed	01/04/23	297.98287	1.27708	173	3.7523	x	x	4.3048	41.53			3.7523	-0.13
Thu	01/05/23	297.97316	1.27704	174	3.7739	x	x	4.2832	41.57			3.7739	-0.17
Fri	01/06/23	297.96345	1.27700	175	3.7954	x	x	4.2617	41.61			3.7954	-0.21
Mon	01/09/23	297.93432	1.27688	178	3.8601	x	x	4.1970	41.73			3.8601	-0.33
Tue	01/10/23	297.92461	1.27683	179	3.8817	x	x	4.1754	41.78			3.8817	-0.38
Wed	01/11/23	297.91490	1.27679	180	3.9032	x	x	4.1539	41.82			3.9032	-0.42
Thu	01/12/23	297.90519	1.27675	181	3.9248	x	x	4.1323	41.86			3.9248	-0.46
Fri	01/13/23	297.89548	1.27671	182	3.9464	x	x	4.1107	41.90			3.9464	-0.50
Sun	01/15/23	297.87606	1.27663	0	0.0000		x	4.0676	41.98	x		3.9895	-0.58
Mon	01/16/23	297.86635	1.27659	1	0.0220		x	4.0456	42.02	x		4.0115	-0.62
Tue	01/17/23	297.85665	1.27654	2	0.0441		x	4.0235	42.07	x		4.0336	-0.67
Wed	01/18/23	297.84694	1.27650	3	0.0661		x	4.0015	42.11	x		4.0556	-0.71
Thu	01/19/23	297.83723	1.27646	4	0.0882		x	3.9794	42.15	x		4.0777	-0.75
Fri	01/20/23	297.82752	1.27642	5	0.1102		x	3.9574	42.19	x		4.0997	-0.79
Mon	01/23/23	297.79839	1.27629	8	0.1763		x	3.8913	42.32	x		4.1658	-0.92
Tue	01/24/23	297.78868	1.27625	9	0.1983		x	3.8693	42.36	x		4.1878	-0.96
Wed	01/25/23	297.77897	1.27621	10	0.2203		x	3.8473	42.40	x		4.2098	-1.00
Thu	01/26/23	297.76926	1.27617	11	0.2424		x	3.8252	42.44	x		4.2319	-1.04
Fri	01/27/23	297.75955	1.27613	12	0.2644		x	3.8032	42.48	x		4.2539	-1.08
Mon	01/30/23	297.73042	1.27600	15	0.3305		x	3.7371	42.61	x		4.3200	-1.21
Tue	01/31/23	297.72071	1.27596	16	0.3525		x	3.7151	42.65	x		4.3420	-1.25
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Wed	02/01/23	297.71100	1.27592	17	0.3745		x	3.6931	42.69	x		4.3640	-1.29
Thu	02/02/23	297.67836	1.27578	18	0.3965		x	3.6711	42.83	x		4.3860	-1.43
Fri	02/03/23	297.64571	1.27564	19	0.4185		x	3.6491	42.97	x		4.4080	-1.57
Mon	02/06/23	297.54779	1.27522	22	0.4844		x	3.5832	43.39	x		4.4739	-1.99
Tue	02/07/23	297.51514	1.27508	23	0.5063		x	3.5613	43.53	x		4.4958	-2.13
Wed	02/08/23	297.48250	1.27494	24	0.5283		x	3.5393	43.67	x		4.5178	-2.27
Thu	02/09/23	297.44986	1.27480	25	0.5502		x	3.5174	43.81	x		4.5397	-2.41
Fri	02/10/23	297.41721	1.27466	26	0.5722		x	3.4954	43.95	x		4.5617	-2.55
Mon	02/13/23	297.31929	1.27424	29	0.6380		x	3.4296	44.37	x		4.6275	-2.97
Tue	02/14/23	297.28664	1.27410	30	0.6599		x	3.4077	44.51	x		4.6494	-3.11
Wed	02/15/23	297.25400	1.27396	31	0.6819		x	3.3857	44.65	x		4.6714	-3.25
Thu	02/16/23	297.22136	1.27382	32	0.7038		x	3.3638	44.79	x		4.6933	-3.39
Fri	02/17/23	297.18871	1.27368	33	0.7257		x	3.3419	44.93	x		4.7152	-3.53
Mon	02/20/23	297.09079	1.27326	36	0.7914		x	3.2762	45.35	x		4.7809	-3.95
Tue	02/21/23	297.05814	1.27312	37	0.8133		x	3.2543	45.49	x		4.8028	-4.09
Wed	02/22/23	297.02550	1.27298	38	0.8352		x	3.2324	45.63	x		4.8247	-4.23
Thu	02/23/23	296.99286	1.27284	39	0.8571		x	3.2105	45.77	x		4.8466	-4.37
Fri	02/24/23	296.96021	1.27270	40	0.8789		x	3.1887	45.91	x		4.8684	-4.51
Mon	02/27/23	296.86229	1.27228	43	0.9445		x	3.1231	46.33	x		4.9340	-4.93
Tue	02/28/23	296.82964	1.27214	44	0.9664		x	3.1012	46.47	x		4.9559	-5.07
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	03/01/23	296.79700	1.27200	45	0.9883		x	3.0793	46.61	x		4.9778	-5.21
Thu	03/02/23	296.87355	1.27233	46	1.0105		x	3.0571	46.28	x		5.0000	-4.88
Fri	03/03/23	296.95010	1.27266	47	1.0327		x	3.0349	45.95	x		5.0222	-4.55
Mon	03/06/23	297.17974	1.27364	50	1.0995		x	2.9681	44.97	x		5.0890	-3.57
Tue	03/07/23	297.25629	1.27397	51	1.1218		x	2.9458	44.64	x		5.1113	-3.24
Wed	03/08/23	297.33284	1.27430	52	1.1441		x	2.9235	44.31	x		5.1336	-2.91
Thu	03/09/23	297.40939	1.27463	53	1.1664		x	2.9012	43.98	x		5.1559	-2.58
Fri	03/10/23	297.48594	1.27495	54	1.1887		x	2.8789	43.66	x		5.1782	-2.26
Mon	03/13/23	297.71558	1.27594	57	1.2557		x	2.8119	42.67	x		5.2452	-1.27
Tue	03/14/23	297.79213	1.27627	58	1.2780		x	2.7896	42.34	x		5.2675	-0.94
Wed	03/15/23	297.86868	1.27660	59	1.3004		x	2.7672	42.01	x		5.2899	-0.61
Thu	03/16/23	297.94523	1.27692	60	1.3228		x	2.7448	41.69	x		5.3123	-0.29
Fri	03/17/23	298.02177	1.27725	61	1.3452		x	2.7224	41.36	x		5.3347	0.04
Mon	03/20/23	298.25142	1.27824	64	1.4124		x	2.6552	40.37	x		5.4019	1.03
Tue	03/21/23	298.32797	1.27856	65	1.4348		x	2.6328	40.05	x		5.4243	1.35
Wed	03/22/23	298.40452	1.27889	66	1.4573		x	2.6103	39.72	x		5.4468	1.68
Thu	03/23/23	298.48106	1.27922	67	1.4798		x	2.5878	39.39	x		5.4693	2.01
Fri	03/24/23	298.55761	1.27955	68	1.5022		x	2.5654	39.06	x		5.4917	2.34
Mon	03/27/23	298.78726	1.28053	71	1.5697		x	2.4979	38.08	x		5.5592	3.32
Tue	03/28/23	298.86381	1.28086	72	1.5922		x	2.4754	37.75	x		5.5817	3.65
Wed	03/29/23	298.94035	1.28119	73	1.6148		x	2.4528	37.42	x		5.6043	3.98
Thu	03/30/23	299.01690	1.28152	74	1.6373		x	2.4303	37.09	x		5.6268	4.31
Fri	03/31/23	299.09345	1.28184	75	1.6598		x	2.4078	36.77	x		5.6493	4.63
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	04/03/23	299.28133	1.28265	78	1.7273		x	2.3403	35.96	x		5.7168	5.44
Tue	04/04/23	299.33700	1.28289	79	1.7498		x	2.3178	35.72	x		5.7393	5.68
Wed	04/05/23	299.39267	1.28313	80	1.7723		x	2.2953	35.48	x		5.7618	5.92
Thu	04/06/23	299.44833	1.28337	81	1.7948		x	2.2728	35.24	x		5.7843	6.16
Fri	04/07/23	299.50400	1.28360	82	1.8173		x	2.2503	35.01	x		5.8068	6.39
Mon	04/10/23	299.67100	1.28432	85	1.8848		x	2.1828	34.29	x		5.8743	7.11
Tue	04/11/23	299.72667	1.28456	86	1.9073		x	2.1603	34.05	x		5.8968	7.35
Wed	04/12/23	299.78233	1.28480	87	1.9299		x	2.1377	33.81	x		5.9194	7.59
Thu	04/13/23	299.83800	1.28504	88	1.9524		x	2.1152	33.57	x		5.9419	7.83
Fri	04/14/23	299.89367	1.28527	89	1.9749		x	2.0927	33.34	x		5.9644	8.06
Mon	04/17/23	300.06067	1.28599	92	2.0427		x	2.0249	32.62	x		6.0322	8.78
Tue	04/18/23	300.11633	1.28623	93	2.0653		x	2.0023	32.38	x		6.0548	9.02
Wed	04/19/23	300.17200	1.28647	94	2.0878		x	1.9798	32.14	x		6.0773	9.26
Thu	04/20/23	300.22767	1.28671	95	2.1105		x	1.9571	31.90	x		6.1000	9.50
Fri	04/21/23	300.28333	1.28694	96	2.1330		x	1.9346	31.67	x		6.1225	9.73
Mon	04/24/23	300.45033	1.28766	99	2.2009		x	1.8667	30.95	x		6.1904	10.45
Tue	04/25/23	300.50600	1.28790	100	2.2236		x	1.8440	30.71	x		6.2131	10.69
Wed	04/26/23	300.56167	1.28814	101	2.2462		x	1.8214	30.47	x		6.2357	10.93
Thu	04/27/23	300.61733	1.28838	102	2.2689		x	1.7987	30.23	x		6.2584	11.17
Fri	04/28/23	300.67300	1.28861	103	2.2916		x	1.7760	30.00	x		6.2811	11.40
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	1.28933	106	2.3596		x	1.7080	29.28	x		6.3491	12.12
Tue	05/02/23	300.87213	1.28947	107	2.3821		x	1.6855	29.14	x		6.3716	12.26
Wed	05/03/23	300.90426	1.28960	108	2.4046		x	1.6630	29.01	x		6.3941	12.39
Thu	05/04/23	300.93639	1.28974	109	2.4272		x	1.6404	28.87	x		6.4167	12.53
Fri	05/05/23	300.96852	1.28988	110	2.4497		x	1.6179	28.73	x		6.4392	12.67
Mon	05/08/23	301.06490	1.29029	113	2.5173		x	1.5503	28.32	x		6.5068	13.08
Tue	05/09/23	301.09703	1.29043	114	2.5399		x	1.5277	28.18	x		6.5294	13.22
Wed	05/10/23	301.12916	1.29057	115	2.5624		x	1.5052	28.04	x		6.5519	13.36
Thu	05/11/23	301.16129	1.29071	116	2.5850		x	1.4826	27.90	x		6.5745	13.50
Fri	05/12/23	301.19342	1.29084	117	2.6075		x	1.4601	27.77	x		6.5970	13.63
Mon	05/15/23	301.28981	1.29126	120	2.6753		x	1.3923	27.35	x		6.6648	14.05
Tue	05/16/23	301.32194	1.29139	121	2.6978		x	1.3698	27.22	x		6.6873	14.18
Wed	05/17/23	301.35406	1.29153	122	2.7204		x	1.3472	27.08	x		6.7099	14.32
Thu	05/18/23	301.38619	1.29167	123	2.7430		x	1.3246	26.94	x		6.7325	14.46
Fri	05/19/23	301.41832	1.29181	124	2.7656		x	1.3020	26.80	x		6.7551	14.60
Mon	05/22/23	301.51471	1.29222	127	2.8334		x	1.2342	26.39	x		6.8229	15.01
Tue	05/23/23	301.54684	1.29236	128	2.8560		x	1.2116	26.25	x		6.8455	15.15
Wed	05/24/23	301.57897	1.29250	129	2.8787		x	1.1889	26.11	x		6.8682	15.29
Thu	05/25/23	301.61110	1.29263	130	2.9013		x	1.1663	25.98	x		6.8908	15.42
Fri	05/26/23	301.64323	1.29277	131	2.9239		x	1.1437	25.84	x		6.9134	15.56
Mon	05/29/23	301.73961	1.29319	134	2.9918		x	1.0758	25.42	x		6.9813	15.98
Tue	05/30/23	301.77174	1.29332	135	3.0145		x	1.0531	25.29	x		7.0040	16.11
Wed	05/31/23	301.80387	1.29346	136	3.0371		x	1.0305	25.15	x		7.0266	16.25
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Thu	06/01/23	301.83600	1.29360	137	3.0598		x	1.0078	25.01	x		7.0493	16.39
Fri	06/02/23	301.88690	1.29382	138	3.0827		x	0.9849	24.79	x		7.0722	16.61
Mon	06/05/23	302.03960	1.29447	141	3.1512		x	0.9164	24.14	x		7.1407	17.26
Tue	06/06/23	302.09050	1.29469	142	3.1741		x	0.8935	23.92	x		7.1636	17.48
Wed	06/07/23	302.14140	1.29491	143	3.1970		x	0.8706	23.70	x		7.1865	17.70
Thu	06/08/23	302.19230	1.29513	144	3.2199		x	0.8477	23.48	x		7.2094	17.92
Fri	06/09/23	302.24320	1.29534	145	3.2428		x	0.8248	23.27	x		7.2323	18.13
Mon	06/12/23	302.39590	1.29600	148	3.3116		x	0.7560	22.61	x		7.3011	18.79
Tue	06/13/23	302.44680	1.29622	149	3.3345		x	0.7331	22.39	x		7.3240	19.01
Wed	06/14/23	302.49770	1.29643	150	3.3575		x	0.7101	22.18	x		7.3470	19.22
Thu	06/15/23	302.54860	1.29665	151	3.3804		x	0.6872	21.96	x		7.3699	19.44
Fri	06/16/23	302.59950	1.29687	152	3.4034		x	0.6642	21.74	x		7.3929	19.66
Mon	06/19/23	302.75220	1.29752	155	3.4723		x	0.5953	21.09	x		7.4618	20.31
Tue	06/20/23	302.80310	1.29774	156	3.4953		x	0.5723	20.87	x		7.4848	20.53
Wed	06/21/23	302.85400	1.29796	157	3.5183		x	0.5493	20.65	x		7.5078	20.75
Thu	06/22/23	302.90490	1.29818	158	3.5413		x	0.5263	20.43	x		7.5308	20.97
Fri	06/23/23	302.95580	1.29840	159	3.5643		x	0.5033	20.21	x		7.5538	21.19
Mon	06/26/23	303.10850	1.29905	162	3.6334		x	0.4342	19.56	x		7.6229	21.84
Tue	06/27/23	303.15940	1.29927	163	3.6564		x	0.4112	19.34	x		7.6459	22.06
Wed	06/28/23	303.21030	1.29949	164	3.6795		x	0.3881	19.12	x		7.6690	22.28
Thu	06/29/23	303.26120	1.29971	165	3.7026		x	0.3650	18.90	x		7.6921	22.50
Fri	06/30/23	303.31210	1.29992	166	3.7256		x	0.3420	18.69	x		7.7151	22.71
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	1.30035	169	3.7942		x	0.2734	18.26	x		7.7837	23.14
Tue	07/04/23	303.43694	1.30046	170	3.8170		x	0.2506	18.15	x		7.8065	23.25
Wed	07/05/23	303.46158	1.30056	171	3.8397		x	0.2279	18.05	x		7.8292	23.35
Thu	07/06/23	303.48623	1.30067	172	3.8625		x	0.2051	17.94	x		7.8520	23.46
Fri	07/07/23	303.51087	1.30078	173	3.8853		x	0.1823	17.83	x		7.8748	23.57
Mon	07/10/23	303.58481	1.30109	176	3.9536		x	0.1140	17.52	x		7.9431	23.88
Tue	07/11/23	303.60945	1.30120	177	3.9764		x	0.0912	17.41	x		7.9659	23.99
Wed	07/12/23	303.63410	1.30130	178	3.9992		x	0.0684	17.31	x		7.9887	24.09
Thu	07/13/23	303.65874	1.30141	179	4.0220		x	0.0456	17.20	x		8.0115	24.20
Fri	07/14/23	303.68339	1.30152	180	4.0448		x	0.0228	17.09	x		8.0343	24.31
Sat	07/15/23	303.70803	1.30162	0	0.0000			0.0000	16.99	x	x	8.0571	24.41
Mon	07/17/23	303.75732	1.30183	2	0.0442			-0.0442	16.78	x	x	8.1013	24.62
Tue	07/18/23	303.78197	1.30194	3	0.0663			-0.0663	16.67	x	x	8.1234	24.73
Wed	07/19/23	303.80661	1.30204	4	0.0885			-0.0885	16.57	x	x	8.1456	24.83
Thu	07/20/23	303.83126	1.30215	5	0.1106			-0.1106	16.46	x	x	8.1677	24.94
Fri	07/21/23	303.85590	1.30225	6	0.1327			-0.1327	16.36	x	x	8.1898	25.04
Mon	07/24/23	303.92984	1.30257	9	0.1991			-0.1991	16.04	x	x	8.2562	25.36
Tue	07/25/23	303.95448	1.30268	10	0.2212			-0.2212	15.93	x	x	8.2783	25.47
Wed	07/26/23	303.97913	1.30278	11	0.2434			-0.2434	15.83	x	x	8.3005	25.57
Thu	07/27/23	304.00377	1.30289	12	0.2655			-0.2655	15.72	x	x	8.3226	25.68
Fri	07/28/23	304.02842	1.30299	13	0.2877			-0.2877	15.62	x	x	8.3448	25.78
Mon	07/31/23	304.10235	1.30331	16	0.3542			-0.3542	15.30	x	x	8.4113	26.10
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	1.30342	17	0.3763			-0.3763	15.19	x	x	8.4334	26.21
Wed	08/02/23	304.15868	1.30355	18	0.3985			-0.3985	15.06	x	x	8.4556	26.34
Thu	08/03/23	304.19035	1.30369	19	0.4207			-0.4207	14.92	x	x	8.4778	26.48
Fri	08/04/23	304.22203	1.30382	20	0.4429			-0.4429	14.79	x	x	8.5000	26.61
Mon	08/07/23	304.31706	1.30423	23	0.5095			-0.5095	14.38	x	x	8.5666	27.02
Tue	08/08/23	304.34874	1.30437	24	0.5317			-0.5317	14.24	x	x	8.5888	27.16
Wed	08/09/23	304.38042	1.30450	25	0.5539			-0.5539	14.11	x	x	8.6110	27.29
Thu	08/10/23	304.41210	1.30464	26	0.5761			-0.5761	13.97	x	x	8.6332	27.43
Fri	08/11/23	304.44377	1.30477	27	0.5983			-0.5983	13.84	x	x	8.6554	27.56
Mon	08/14/23	304.53881	1.30518	30	0.6650			-0.6650	13.43	x	x	8.7221	27.97
Tue	08/15/23	304.57048	1.30532	31	0.6872			-0.6872	13.29	x	x	8.7443	28.11
Wed	08/16/23	304.60216	1.30545	32	0.7095			-0.7095	13.16	x	x	8.7666	28.24
Thu	08/17/23	304.63384	1.30559	33	0.7317			-0.7317	13.02	x	x	8.7888	28.38
Fri	08/18/23	304.66552	1.30572	34	0.7540			-0.7540	12.89	x	x	8.8111	28.51
Mon	08/21/23	304.76055	1.30613	37	0.8208			-0.8208	12.48	x	x	8.8779	28.92
Tue	08/22/23	304.79223	1.30627	38	0.8430			-0.8430	12.34	x	x	8.9001	29.06
Wed	08/23/23	304.82390	1.30640	39	0.8653			-0.8653	12.21	x	x	8.9224	29.19
Thu	08/24/23	304.85558	1.30654	40	0.8876			-0.8876	12.07	x	x	8.9447	29.33
Fri	08/25/23	304.88726	1.30668	41	0.9099			-0.9099	11.93	x	x	8.9670	29.47
Mon	08/28/23	304.98229	1.30708	44	0.9768			-0.9768	11.53	x	x	9.0339	29.87
Tue	08/29/23	305.01397	1.30722	45	0.9991			-0.9991	11.39	x	x	9.0562	30.01
Wed	08/30/23	305.04565	1.30735	46	1.0214			-1.0214	11.26	x	x	9.0785	30.14
Thu	08/31/23	305.07732	1.30749	47	1.0437			-1.0437	11.12	x	x	9.1008	30.28
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	1.30763	48	1.0660			-1.0660	10.98	x	x	9.1231	30.42
Mon	09/04/23	305.16720	1.30787	51	1.1328			-1.1328	10.74	x	x	9.1899	30.66
Tue	09/05/23	305.18660	1.30796	52	1.1551			-1.1551	10.65	x	x	9.2122	30.75
Wed	09/06/23	305.20600	1.30804	53	1.1774			-1.1774	10.57	x	x	9.2345	30.83
Thu	09/07/23	305.22540	1.30812	54	1.1997			-1.1997	10.49	x	x	9.2568	30.91
Fri	09/08/23	305.24480	1.30821	55	1.2220			-1.2220	10.40	x	x	9.2791	31.00
Mon	09/11/23	305.30300	1.30846	58	1.2889			-1.2889	10.15	x	x	9.3460	31.25
Tue	09/12/23	305.32240	1.30854	59	1.3112			-1.3112	10.07	x	x	9.3683	31.33
Wed	09/13/23	305.34180	1.30862	60	1.3335			-1.3335	9.99	x	x	9.3906	31.41
Thu	09/14/23	305.36120	1.30871	61	1.3558			-1.3558	9.90	x	x	9.4129	31.50
Fri	09/15/23	305.38060	1.30879	62	1.3781			-1.3781	9.82	x	x	9.4352	31.58
Mon	09/18/23	305.43880	1.30904	65	1.4451			-1.4451	9.57	x	x	9.5022	31.83
Tue	09/19/23	305.45820	1.30912	66	1.4674			-1.4674	9.49	x	x	9.5245	31.91
Wed	09/20/23	305.47760	1.30921	67	1.4898			-1.4898	9.40	x	x	9.5469	32.00
Thu	09/21/23	305.49700	1.30929	68	1.5121			-1.5121	9.32	x	x	9.5692	32.08
Fri	09/22/23	305.51640	1.30937	69	1.5344			-1.5344	9.24	x	x	9.5915	32.16
Mon	09/25/23	305.57460	1.30962	72	1.6014			-1.6014	8.99	x	x	9.6585	32.41
Tue	09/26/23	305.59400	1.30970	73	1.6238			-1.6238	8.91	x	x	9.6809	32.49
Wed	09/27/23	305.61340	1.30979	74	1.6461			-1.6461	8.82	x	x	9.7032	32.58
Thu	09/28/23	305.63280	1.30987	75	1.6685			-1.6685	8.74	x	x	9.7256	32.66
Fri	09/29/23	305.65220	1.30995	76	1.6908			-1.6908	8.66	x	x	9.7479	32.74
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	10/02/23	305.73406	1.31030	79	1.7580			-1.7580	8.31	x	x	9.8151	33.09
Tue	10/03/23	305.77713	1.31049	80	1.7806			-1.7806	8.12	x	x	9.8377	33.28
Wed	10/04/23	305.82019	1.31067	81	1.8031			-1.8031	7.94	x	x	9.8602	33.46
Thu	10/05/23	305.86326	1.31086	82	1.8256			-1.8256	7.75	x	x	9.8827	33.65
Fri	10/06/23	305.90632	1.31104	83	1.8481			-1.8481	7.57	x	x	9.9052	33.83
Mon	10/09/23	306.03552	1.31160	86	1.9157			-1.9157	7.01	x	x	9.9728	34.39
Tue	10/10/23	306.07858	1.31178	87	1.9383			-1.9383	6.83	x	x	9.9954	34.57
Wed	10/11/23	306.12165	1.31197	88	1.9608			-1.9608	6.64	x	x	10.0179	34.76
Thu	10/12/23	306.16471	1.31215	89	1.9834			-1.9834	6.46	x	x	10.0405	34.94
Fri	10/13/23	306.20777	1.31233	90	2.0059			-2.0059	6.28	x	x	10.0630	35.12
Mon	10/16/23	306.33697	1.31289	93	2.0737			-2.0737	5.72	x	x	10.1308	35.68
Tue	10/17/23	306.38003	1.31307	94	2.0963			-2.0963	5.54	x	x	10.1534	35.86
Wed	10/18/23	306.42310	1.31326	95	2.1189			-2.1189	5.35	x	x	10.1760	36.05
Thu	10/19/23	306.46616	1.31344	96	2.1415			-2.1415	5.17	x	x	10.1986	36.23
Fri	10/20/23	306.50923	1.31363	97	2.1641			-2.1641	4.98	x	x	10.2212	36.42
Mon	10/23/23	306.63842	1.31418	100	2.2320			-2.2320	4.43	x	x	10.2891	36.97
Tue	10/24/23	306.68148	1.31436	101	2.2546			-2.2546	4.25	x	x	10.3117	37.15
Wed	10/25/23	306.72455	1.31455	102	2.2772			-2.2772	4.06	x	x	10.3343	37.34
Thu	10/26/23	306.76761	1.31473	103	2.2999			-2.2999	3.88	x	x	10.3570	37.52
Fri	10/27/23	306.81068	1.31492	104	2.3225			-2.3225	3.69	x	x	10.3796	37.71
Mon	10/30/23	306.93987	1.31547	107	2.3905			-2.3905	3.14	x	x	10.4476	38.26
Tue	10/31/23	306.98294	1.31566	108	2.4132			-2.4132	2.95	x	x	10.4703	38.45
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	1.31584	109	2.4359			-2.4359	2.77	x	x	10.4930	38.63
Thu	11/02/23	307.05143	1.31595	110	2.4585			-2.4585	2.66	x	x	10.5156	38.74
Fri	11/03/23	307.07687	1.31606	111	2.4810			-2.4810	2.55	x	x	10.5381	38.85
Mon	11/06/23	307.15317	1.31639	114	2.5487			-2.5487	2.22	x	x	10.6058	39.18
Tue	11/07/23	307.17860	1.31650	115	2.5713			-2.5713	2.11	x	x	10.6284	39.29
Wed	11/08/23	307.20403	1.31660	116	2.5938			-2.5938	2.01	x	x	10.6509	39.39
Thu	11/09/23	307.22947	1.31671	117	2.6164			-2.6164	1.90	x	x	10.6735	39.50
Fri	11/10/23	307.25490	1.31682	118	2.6390			-2.6390	1.79	x	x	10.6961	39.61
Mon	11/13/23	307.33120	1.31715	121	2.7068			-2.7068	1.46	x	x	10.7639	39.94
Tue	11/14/23	307.35663	1.31726	122	2.7294			-2.7294	1.35	x	x	10.7865	40.05
Wed	11/15/23	307.38207	1.31737	123	2.7520			-2.7520	1.24	x	x	10.8091	40.16
Thu	11/16/23	307.40750	1.31748	124	2.7746			-2.7746	1.13	x	x	10.8317	40.27
Fri	11/17/23	307.43293	1.31759	125	2.7972			-2.7972	1.02	x	x	10.8543	40.38
Mon	11/20/23	307.50923	1.31791	128	2.8650			-2.8650	0.70	x	x	10.9221	40.70
Tue	11/21/23	307.53467	1.31802	129	2.8876			-2.8876	0.59	x	x	10.9447	40.81
Wed	11/22/23	307.56010	1.31813	130	2.9103			-2.9103	0.48	x	x	10.9674	40.92
Thu	11/23/23	307.58553	1.31824	131	2.9329			-2.9329	0.37	x	x	10.9900	41.03
Fri	11/24/23	307.61097	1.31835	132	2.9555			-2.9555	0.26	x	x	11.0126	41.14
Mon	11/27/23	307.68727	1.31868	135	3.0235			-3.0235	-0.07	x	x	11.0806	41.47
Tue	11/28/23	307.71270	1.31878	136	3.0461			-3.0461	-0.17	x	x	11.1032	41.57
Wed	11/29/23	307.73813	1.31889	137	3.0687			-3.0687	-0.28	x	x	11.1258	41.68
Thu	11/30/23	307.76357	1.31900	138	3.0914			-3.0914	-0.39	x	x	11.1485	41.79
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Fri	12/01/23	307.78900	1.31911	139	3.1141			-3.1141	-0.50	x	x	11.1712	41.90
Mon	12/04/23	307.77758	1.31906	142	3.1812			-3.1812	-0.45	x	x	11.2383	41.85
Tue	12/05/23	307.77377	1.31905	143	3.2035			-3.2035	-0.44	x	x	11.2606	41.84
Wed	12/06/23	307.76997	1.31903	144	3.2259			-3.2259	-0.42	x	x	11.2830	41.82
Thu	12/07/23	307.76616	1.31901	145	3.2482			-3.2482	-0.40	x	x	11.3053	41.80
Fri	12/08/23	307.76235	1.31900	146	3.2706			-3.2706	-0.39	x	x	11.3277	41.79
Mon	12/11/23	307.75094	1.31895	149	3.3377			-3.3377	-0.34	x	x	11.3948	41.74
Tue	12/12/23	307.74713	1.31893	150	3.3600			-3.3600	-0.32	x	x	11.4171	41.72
Wed	12/13/23	307.74332	1.31892	151	3.3824			-3.3824	-0.31	x	x	11.4395	41.71
Thu	12/14/23	307.73952	1.31890	152	3.4048			-3.4048	-0.29	x	x	11.4619	41.69
Fri	12/15/23	307.73571	1.31888	153	3.4271			-3.4271	-0.27	x	x	11.4842	41.67
Mon	12/18/23	307.72429	1.31883	156	3.4942			-3.4942	-0.22	x	x	11.5513	41.62
Tue	12/19/23	307.72048	1.31882	157	3.5166			-3.5166	-0.21	x	x	11.5737	41.61
Wed	12/20/23	307.71668	1.31880	158	3.5389			-3.5389	-0.19	x	x	11.5960	41.59
Thu	12/21/23	307.71287	1.31879	159	3.5613			-3.5613	-0.18	x	x	11.6184	41.58
Fri	12/22/23	307.70906	1.31877	160	3.5836			-3.5836	-0.16	x	x	11.6407	41.56
Mon	12/25/23	307.69765	1.31872	163	3.6507			-3.6507	-0.11	x	x	11.7078	41.51
Tue	12/26/23	307.69384	1.31870	164	3.6730			-3.6730	-0.09	x	x	11.7301	41.49
Wed	12/27/23	307.69003	1.31869	165	3.6954			-3.6954	-0.08	x	x	11.7525	41.48
Thu	12/28/23	307.68623	1.31867	166	3.7177			-3.7177	-0.06	x	x	11.7748	41.46
Fri	12/29/23	307.68242	1.31865	167	3.7401			-3.7401	-0.04	x	x	11.7972	41.44
Mon	01/01/24	307.67100	1.31861

Generated 12/12/23 08:55