0.125% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2024

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

CUSIP Number	912828WU0	Interest 01/15/23 (184 days)	$0.7841
Dated Date	July 15, 2014	Interest 07/15/23 (181 days)	$0.7994
Ref CPI on Dated Date	237.44594	Interest Total	$1.5835
Original Issue Date	July 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	1.25507	170	0.7247	x	x	0.8588	40.68			0.7247	0.00
Mon	01/02/23	298.00229	1.25503	171	0.7290	x	x	0.8545	40.72			0.7290	-0.04
Tue	01/03/23	297.99258	1.25499	172	0.7332	x	x	0.8503	40.76			0.7332	-0.08
Wed	01/04/23	297.98287	1.25495	173	0.7375	x	x	0.8460	40.80			0.7375	-0.12
Thu	01/05/23	297.97316	1.25491	174	0.7417	x	x	0.8418	40.84			0.7417	-0.16
Fri	01/06/23	297.96345	1.25487	175	0.7459	x	x	0.8376	40.88			0.7459	-0.20
Mon	01/09/23	297.93432	1.25475	178	0.7586	x	x	0.8249	41.00			0.7586	-0.32
Tue	01/10/23	297.92461	1.25471	179	0.7629	x	x	0.8206	41.04			0.7629	-0.36
Wed	01/11/23	297.91490	1.25466	180	0.7671	x	x	0.8164	41.09			0.7671	-0.41
Thu	01/12/23	297.90519	1.25462	181	0.7714	x	x	0.8121	41.13			0.7714	-0.45
Fri	01/13/23	297.89548	1.25458	182	0.7756	x	x	0.8079	41.17			0.7756	-0.49
Sun	01/15/23	297.87606	1.25450	0	0.0000		x	0.7994	41.25	x		0.7841	-0.57
Mon	01/16/23	297.86635	1.25446	1	0.0043		x	0.7951	41.29	x		0.7884	-0.61
Tue	01/17/23	297.85665	1.25442	2	0.0087		x	0.7907	41.33	x		0.7928	-0.65
Wed	01/18/23	297.84694	1.25438	3	0.0130		x	0.7864	41.37	x		0.7971	-0.69
Thu	01/19/23	297.83723	1.25434	4	0.0173		x	0.7821	41.41	x		0.8014	-0.73
Fri	01/20/23	297.82752	1.25430	5	0.0217		x	0.7777	41.45	x		0.8058	-0.77
Mon	01/23/23	297.79839	1.25417	8	0.0346		x	0.7648	41.58	x		0.8187	-0.90
Tue	01/24/23	297.78868	1.25413	9	0.0390		x	0.7604	41.62	x		0.8231	-0.94
Wed	01/25/23	297.77897	1.25409	10	0.0433		x	0.7561	41.66	x		0.8274	-0.98
Thu	01/26/23	297.76926	1.25405	11	0.0476		x	0.7518	41.70	x		0.8317	-1.02
Fri	01/27/23	297.75955	1.25401	12	0.0520		x	0.7474	41.74	x		0.8361	-1.06
Mon	01/30/23	297.73042	1.25389	15	0.0649		x	0.7345	41.86	x		0.8490	-1.18
Tue	01/31/23	297.72071	1.25385	16	0.0693		x	0.7301	41.90	x		0.8534	-1.22
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Wed	02/01/23	297.71100	1.25381	17	0.0736		x	0.7258	41.94	x		0.8577	-1.26
Thu	02/02/23	297.67836	1.25367	18	0.0779		x	0.7215	42.08	x		0.8620	-1.40
Fri	02/03/23	297.64571	1.25353	19	0.0822		x	0.7172	42.22	x		0.8663	-1.54
Mon	02/06/23	297.54779	1.25312	22	0.0952		x	0.7042	42.63	x		0.8793	-1.95
Tue	02/07/23	297.51514	1.25298	23	0.0995		x	0.6999	42.77	x		0.8836	-2.09
Wed	02/08/23	297.48250	1.25284	24	0.1038		x	0.6956	42.91	x		0.8879	-2.23
Thu	02/09/23	297.44986	1.25271	25	0.1081		x	0.6913	43.04	x		0.8922	-2.36
Fri	02/10/23	297.41721	1.25257	26	0.1125		x	0.6869	43.18	x		0.8966	-2.50
Mon	02/13/23	297.31929	1.25216	29	0.1254		x	0.6740	43.59	x		0.9095	-2.91
Tue	02/14/23	297.28664	1.25202	30	0.1297		x	0.6697	43.73	x		0.9138	-3.05
Wed	02/15/23	297.25400	1.25188	31	0.1340		x	0.6654	43.87	x		0.9181	-3.19
Thu	02/16/23	297.22136	1.25174	32	0.1383		x	0.6611	44.01	x		0.9224	-3.33
Fri	02/17/23	297.18871	1.25161	33	0.1426		x	0.6568	44.14	x		0.9267	-3.46
Mon	02/20/23	297.09079	1.25119	36	0.1555		x	0.6439	44.56	x		0.9396	-3.88
Tue	02/21/23	297.05814	1.25106	37	0.1598		x	0.6396	44.69	x		0.9439	-4.01
Wed	02/22/23	297.02550	1.25092	38	0.1641		x	0.6353	44.83	x		0.9482	-4.15
Thu	02/23/23	296.99286	1.25078	39	0.1684		x	0.6310	44.97	x		0.9525	-4.29
Fri	02/24/23	296.96021	1.25064	40	0.1727		x	0.6267	45.11	x		0.9568	-4.43
Mon	02/27/23	296.86229	1.25023	43	0.1856		x	0.6138	45.52	x		0.9697	-4.84
Tue	02/28/23	296.82964	1.25009	44	0.1899		x	0.6095	45.66	x		0.9740	-4.98
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	1.24996	45	0.1942		x	0.6052	45.79	x		0.9783	-5.11
Thu	03/02/23	296.87355	1.25028	46	0.1986		x	0.6008	45.47	x		0.9827	-4.79
Fri	03/03/23	296.95010	1.25060	47	0.2030		x	0.5964	45.15	x		0.9871	-4.47
Mon	03/06/23	297.17974	1.25157	50	0.2161		x	0.5833	44.18	x		1.0002	-3.50
Tue	03/07/23	297.25629	1.25189	51	0.2205		x	0.5789	43.86	x		1.0046	-3.18
Wed	03/08/23	297.33284	1.25221	52	0.2248		x	0.5746	43.54	x		1.0089	-2.86
Thu	03/09/23	297.40939	1.25254	53	0.2292		x	0.5702	43.21	x		1.0133	-2.53
Fri	03/10/23	297.48594	1.25286	54	0.2336		x	0.5658	42.89	x		1.0177	-2.21
Mon	03/13/23	297.71558	1.25382	57	0.2468		x	0.5526	41.93	x		1.0309	-1.25
Tue	03/14/23	297.79213	1.25415	58	0.2512		x	0.5482	41.60	x		1.0353	-0.92
Wed	03/15/23	297.86868	1.25447	59	0.2556		x	0.5438	41.28	x		1.0397	-0.60
Thu	03/16/23	297.94523	1.25479	60	0.2600		x	0.5394	40.96	x		1.0441	-0.28
Fri	03/17/23	298.02177	1.25511	61	0.2644		x	0.5350	40.64	x		1.0485	0.04
Mon	03/20/23	298.25142	1.25608	64	0.2776		x	0.5218	39.67	x		1.0617	1.01
Tue	03/21/23	298.32797	1.25640	65	0.2820		x	0.5174	39.35	x		1.0661	1.33
Wed	03/22/23	298.40452	1.25673	66	0.2864		x	0.5130	39.02	x		1.0705	1.66
Thu	03/23/23	298.48106	1.25705	67	0.2908		x	0.5086	38.70	x		1.0749	1.98
Fri	03/24/23	298.55761	1.25737	68	0.2952		x	0.5042	38.38	x		1.0793	2.30
Mon	03/27/23	298.78726	1.25834	71	0.3085		x	0.4909	37.41	x		1.0926	3.27
Tue	03/28/23	298.86381	1.25866	72	0.3129		x	0.4865	37.09	x		1.0970	3.59
Wed	03/29/23	298.94035	1.25898	73	0.3174		x	0.4820	36.77	x		1.1015	3.91
Thu	03/30/23	299.01690	1.25931	74	0.3218		x	0.4776	36.44	x		1.1059	4.24
Fri	03/31/23	299.09345	1.25963	75	0.3262		x	0.4732	36.12	x		1.1103	4.56
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	04/03/23	299.28133	1.26042	78	0.3395		x	0.4599	35.33	x		1.1236	5.35
Tue	04/04/23	299.33700	1.26065	79	0.3439		x	0.4555	35.10	x		1.1280	5.58
Wed	04/05/23	299.39267	1.26089	80	0.3483		x	0.4511	34.86	x		1.1324	5.82
Thu	04/06/23	299.44833	1.26112	81	0.3527		x	0.4467	34.63	x		1.1368	6.05
Fri	04/07/23	299.50400	1.26136	82	0.3572		x	0.4422	34.39	x		1.1413	6.29
Mon	04/10/23	299.67100	1.26206	85	0.3704		x	0.4290	33.69	x		1.1545	6.99
Tue	04/11/23	299.72667	1.26229	86	0.3749		x	0.4245	33.46	x		1.1590	7.22
Wed	04/12/23	299.78233	1.26253	87	0.3793		x	0.4201	33.22	x		1.1634	7.46
Thu	04/13/23	299.83800	1.26276	88	0.3837		x	0.4157	32.99	x		1.1678	7.69
Fri	04/14/23	299.89367	1.26300	89	0.3881		x	0.4113	32.75	x		1.1722	7.93
Mon	04/17/23	300.06067	1.26370	92	0.4015		x	0.3979	32.05	x		1.1856	8.63
Tue	04/18/23	300.11633	1.26394	93	0.4059		x	0.3935	31.81	x		1.1900	8.87
Wed	04/19/23	300.17200	1.26417	94	0.4103		x	0.3891	31.58	x		1.1944	9.10
Thu	04/20/23	300.22767	1.26440	95	0.4148		x	0.3846	31.35	x		1.1989	9.33
Fri	04/21/23	300.28333	1.26464	96	0.4192		x	0.3802	31.11	x		1.2033	9.57
Mon	04/24/23	300.45033	1.26534	99	0.4326		x	0.3668	30.41	x		1.2167	10.27
Tue	04/25/23	300.50600	1.26558	100	0.4370		x	0.3624	30.17	x		1.2211	10.51
Wed	04/26/23	300.56167	1.26581	101	0.4415		x	0.3579	29.94	x		1.2256	10.74
Thu	04/27/23	300.61733	1.26605	102	0.4459		x	0.3535	29.70	x		1.2300	10.98
Fri	04/28/23	300.67300	1.26628	103	0.4504		x	0.3490	29.47	x		1.2345	11.21
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	1.26698	106	0.4637		x	0.3357	28.77	x		1.2478	11.91
Tue	05/02/23	300.87213	1.26712	107	0.4682		x	0.3312	28.63	x		1.2523	12.05
Wed	05/03/23	300.90426	1.26725	108	0.4726		x	0.3268	28.50	x		1.2567	12.18
Thu	05/04/23	300.93639	1.26739	109	0.4770		x	0.3224	28.36	x		1.2611	12.32
Fri	05/05/23	300.96852	1.26752	110	0.4814		x	0.3180	28.23	x		1.2655	12.45
Mon	05/08/23	301.06490	1.26793	113	0.4947		x	0.3047	27.82	x		1.2788	12.86
Tue	05/09/23	301.09703	1.26807	114	0.4992		x	0.3002	27.68	x		1.2833	13.00
Wed	05/10/23	301.12916	1.26820	115	0.5036		x	0.2958	27.55	x		1.2877	13.13
Thu	05/11/23	301.16129	1.26834	116	0.5080		x	0.2914	27.41	x		1.2921	13.27
Fri	05/12/23	301.19342	1.26847	117	0.5125		x	0.2869	27.28	x		1.2966	13.40
Mon	05/15/23	301.28981	1.26888	120	0.5258		x	0.2736	26.87	x		1.3099	13.81
Tue	05/16/23	301.32194	1.26901	121	0.5302		x	0.2692	26.74	x		1.3143	13.94
Wed	05/17/23	301.35406	1.26915	122	0.5347		x	0.2647	26.60	x		1.3188	14.08
Thu	05/18/23	301.38619	1.26928	123	0.5391		x	0.2603	26.47	x		1.3232	14.21
Fri	05/19/23	301.41832	1.26942	124	0.5435		x	0.2559	26.33	x		1.3276	14.35
Mon	05/22/23	301.51471	1.26982	127	0.5569		x	0.2425	25.93	x		1.3410	14.75
Tue	05/23/23	301.54684	1.26996	128	0.5613		x	0.2381	25.79	x		1.3454	14.89
Wed	05/24/23	301.57897	1.27010	129	0.5658		x	0.2336	25.65	x		1.3499	15.03
Thu	05/25/23	301.61110	1.27023	130	0.5702		x	0.2292	25.52	x		1.3543	15.16
Fri	05/26/23	301.64323	1.27037	131	0.5746		x	0.2248	25.38	x		1.3587	15.30
Mon	05/29/23	301.73961	1.27077	134	0.5880		x	0.2114	24.98	x		1.3721	15.70
Tue	05/30/23	301.77174	1.27091	135	0.5924		x	0.2070	24.84	x		1.3765	15.84
Wed	05/31/23	301.80387	1.27104	136	0.5969		x	0.2025	24.71	x		1.3810	15.97
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	1.27118	137	0.6014		x	0.1980	24.57	x		1.3855	16.11
Fri	06/02/23	301.88690	1.27139	138	0.6058		x	0.1936	24.36	x		1.3899	16.32
Mon	06/05/23	302.03960	1.27204	141	0.6193		x	0.1801	23.71	x		1.4034	16.97
Tue	06/06/23	302.09050	1.27225	142	0.6238		x	0.1756	23.50	x		1.4079	17.18
Wed	06/07/23	302.14140	1.27246	143	0.6283		x	0.1711	23.29	x		1.4124	17.39
Thu	06/08/23	302.19230	1.27268	144	0.6328		x	0.1666	23.07	x		1.4169	17.61
Fri	06/09/23	302.24320	1.27289	145	0.6373		x	0.1621	22.86	x		1.4214	17.82
Mon	06/12/23	302.39590	1.27354	148	0.6508		x	0.1486	22.21	x		1.4349	18.47
Tue	06/13/23	302.44680	1.27375	149	0.6553		x	0.1441	22.00	x		1.4394	18.68
Wed	06/14/23	302.49770	1.27396	150	0.6599		x	0.1395	21.79	x		1.4440	18.89
Thu	06/15/23	302.54860	1.27418	151	0.6644		x	0.1350	21.57	x		1.4485	19.11
Fri	06/16/23	302.59950	1.27439	152	0.6689		x	0.1305	21.36	x		1.4530	19.32
Mon	06/19/23	302.75220	1.27504	155	0.6824		x	0.1170	20.71	x		1.4665	19.97
Tue	06/20/23	302.80310	1.27525	156	0.6869		x	0.1125	20.50	x		1.4710	20.18
Wed	06/21/23	302.85400	1.27547	157	0.6915		x	0.1079	20.28	x		1.4756	20.40
Thu	06/22/23	302.90490	1.27568	158	0.6960		x	0.1034	20.07	x		1.4801	20.61
Fri	06/23/23	302.95580	1.27589	159	0.7005		x	0.0989	19.86	x		1.4846	20.82
Mon	06/26/23	303.10850	1.27654	162	0.7141		x	0.0853	19.21	x		1.4982	21.47
Tue	06/27/23	303.15940	1.27675	163	0.7186		x	0.0808	19.00	x		1.5027	21.68
Wed	06/28/23	303.21030	1.27697	164	0.7231		x	0.0763	18.78	x		1.5072	21.90
Thu	06/29/23	303.26120	1.27718	165	0.7277		x	0.0717	18.57	x		1.5118	22.11
Fri	06/30/23	303.31210	1.27739	166	0.7322		x	0.0672	18.36	x		1.5163	22.32
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	1.27782	169	0.7457		x	0.0537	17.93	x		1.5298	22.75
Tue	07/04/23	303.43694	1.27792	170	0.7502		x	0.0492	17.83	x		1.5343	22.85
Wed	07/05/23	303.46158	1.27802	171	0.7546		x	0.0448	17.73	x		1.5387	22.95
Thu	07/06/23	303.48623	1.27813	172	0.7591		x	0.0403	17.62	x		1.5432	23.06
Fri	07/07/23	303.51087	1.27823	173	0.7636		x	0.0358	17.52	x		1.5477	23.16
Mon	07/10/23	303.58481	1.27854	176	0.7770		x	0.0224	17.21	x		1.5611	23.47
Tue	07/11/23	303.60945	1.27865	177	0.7815		x	0.0179	17.10	x		1.5656	23.58
Wed	07/12/23	303.63410	1.27875	178	0.7860		x	0.0134	17.00	x		1.5701	23.68
Thu	07/13/23	303.65874	1.27885	179	0.7904		x	0.0090	16.90	x		1.5745	23.78
Fri	07/14/23	303.68339	1.27896	180	0.7949		x	0.0045	16.79	x		1.5790	23.89
Sat	07/15/23	303.70803	1.27906	0	0.0000			0.0000	16.69	x	x	1.5835	23.99
Mon	07/17/23	303.75732	1.27927	2	0.0087			-0.0087	16.48	x	x	1.5922	24.20
Tue	07/18/23	303.78197	1.27937	3	0.0130			-0.0130	16.38	x	x	1.5965	24.30
Wed	07/19/23	303.80661	1.27948	4	0.0174			-0.0174	16.27	x	x	1.6009	24.41
Thu	07/20/23	303.83126	1.27958	5	0.0217			-0.0217	16.17	x	x	1.6052	24.51
Fri	07/21/23	303.85590	1.27968	6	0.0261			-0.0261	16.07	x	x	1.6096	24.61
Mon	07/24/23	303.92984	1.28000	9	0.0391			-0.0391	15.75	x	x	1.6226	24.93
Tue	07/25/23	303.95448	1.28010	10	0.0435			-0.0435	15.65	x	x	1.6270	25.03
Wed	07/26/23	303.97913	1.28020	11	0.0478			-0.0478	15.55	x	x	1.6313	25.13
Thu	07/27/23	304.00377	1.28031	12	0.0522			-0.0522	15.44	x	x	1.6357	25.24
Fri	07/28/23	304.02842	1.28041	13	0.0565			-0.0565	15.34	x	x	1.6400	25.34
Mon	07/31/23	304.10235	1.28072	16	0.0696			-0.0696	15.03	x	x	1.6531	25.65
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	1.28083	17	0.0740			-0.0740	14.92	x	x	1.6575	25.76
Wed	08/02/23	304.15868	1.28096	18	0.0783			-0.0783	14.79	x	x	1.6618	25.89
Thu	08/03/23	304.19035	1.28109	19	0.0827			-0.0827	14.66	x	x	1.6662	26.02
Fri	08/04/23	304.22203	1.28123	20	0.0870			-0.0870	14.52	x	x	1.6705	26.16
Mon	08/07/23	304.31706	1.28163	23	0.1001			-0.1001	14.12	x	x	1.6836	26.56
Tue	08/08/23	304.34874	1.28176	24	0.1045			-0.1045	13.99	x	x	1.6880	26.69
Wed	08/09/23	304.38042	1.28189	25	0.1089			-0.1089	13.86	x	x	1.6924	26.82
Thu	08/10/23	304.41210	1.28203	26	0.1132			-0.1132	13.72	x	x	1.6967	26.96
Fri	08/11/23	304.44377	1.28216	27	0.1176			-0.1176	13.59	x	x	1.7011	27.09
Mon	08/14/23	304.53881	1.28256	30	0.1307			-0.1307	13.19	x	x	1.7142	27.49
Tue	08/15/23	304.57048	1.28269	31	0.1351			-0.1351	13.06	x	x	1.7186	27.62
Wed	08/16/23	304.60216	1.28283	32	0.1394			-0.1394	12.92	x	x	1.7229	27.76
Thu	08/17/23	304.63384	1.28296	33	0.1438			-0.1438	12.79	x	x	1.7273	27.89
Fri	08/18/23	304.66552	1.28309	34	0.1482			-0.1482	12.66	x	x	1.7317	28.02
Mon	08/21/23	304.76055	1.28349	37	0.1613			-0.1613	12.26	x	x	1.7448	28.42
Tue	08/22/23	304.79223	1.28363	38	0.1657			-0.1657	12.12	x	x	1.7492	28.56
Wed	08/23/23	304.82390	1.28376	39	0.1701			-0.1701	11.99	x	x	1.7536	28.69
Thu	08/24/23	304.85558	1.28389	40	0.1744			-0.1744	11.86	x	x	1.7579	28.82
Fri	08/25/23	304.88726	1.28403	41	0.1788			-0.1788	11.72	x	x	1.7623	28.96
Mon	08/28/23	304.98229	1.28443	44	0.1920			-0.1920	11.32	x	x	1.7755	29.36
Tue	08/29/23	305.01397	1.28456	45	0.1963			-0.1963	11.19	x	x	1.7798	29.49
Wed	08/30/23	305.04565	1.28470	46	0.2007			-0.2007	11.05	x	x	1.7842	29.63
Thu	08/31/23	305.07732	1.28483	47	0.2051			-0.2051	10.92	x	x	1.7886	29.76
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Fri	09/01/23	305.10900	1.28496	48	0.2095			-0.2095	10.79	x	x	1.7930	29.89
Mon	09/04/23	305.16720	1.28521	51	0.2226			-0.2226	10.54	x	x	1.8061	30.14
Tue	09/05/23	305.18660	1.28529	52	0.2270			-0.2270	10.46	x	x	1.8105	30.22
Wed	09/06/23	305.20600	1.28537	53	0.2314			-0.2314	10.38	x	x	1.8149	30.30
Thu	09/07/23	305.22540	1.28545	54	0.2358			-0.2358	10.30	x	x	1.8193	30.38
Fri	09/08/23	305.24480	1.28553	55	0.2402			-0.2402	10.22	x	x	1.8237	30.46
Mon	09/11/23	305.30300	1.28578	58	0.2533			-0.2533	9.97	x	x	1.8368	30.71
Tue	09/12/23	305.32240	1.28586	59	0.2577			-0.2577	9.89	x	x	1.8412	30.79
Wed	09/13/23	305.34180	1.28594	60	0.2621			-0.2621	9.81	x	x	1.8456	30.87
Thu	09/14/23	305.36120	1.28602	61	0.2665			-0.2665	9.73	x	x	1.8500	30.95
Fri	09/15/23	305.38060	1.28611	62	0.2709			-0.2709	9.64	x	x	1.8544	31.04
Mon	09/18/23	305.43880	1.28635	65	0.2840			-0.2840	9.40	x	x	1.8675	31.28
Tue	09/19/23	305.45820	1.28643	66	0.2884			-0.2884	9.32	x	x	1.8719	31.36
Wed	09/20/23	305.47760	1.28651	67	0.2928			-0.2928	9.24	x	x	1.8763	31.44
Thu	09/21/23	305.49700	1.28660	68	0.2972			-0.2972	9.15	x	x	1.8807	31.53
Fri	09/22/23	305.51640	1.28668	69	0.3016			-0.3016	9.07	x	x	1.8851	31.61
Mon	09/25/23	305.57460	1.28692	72	0.3147			-0.3147	8.83	x	x	1.8982	31.85
Tue	09/26/23	305.59400	1.28700	73	0.3191			-0.3191	8.75	x	x	1.9026	31.93
Wed	09/27/23	305.61340	1.28709	74	0.3235			-0.3235	8.66	x	x	1.9070	32.02
Thu	09/28/23	305.63280	1.28717	75	0.3279			-0.3279	8.58	x	x	1.9114	32.10
Fri	09/29/23	305.65220	1.28725	76	0.3323			-0.3323	8.50	x	x	1.9158	32.18
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	1.28759	79	0.3455			-0.3455	8.16	x	x	1.9290	32.52
Tue	10/03/23	305.77713	1.28778	80	0.3499			-0.3499	7.97	x	x	1.9334	32.71
Wed	10/04/23	305.82019	1.28796	81	0.3544			-0.3544	7.79	x	x	1.9379	32.89
Thu	10/05/23	305.86326	1.28814	82	0.3588			-0.3588	7.61	x	x	1.9423	33.07
Fri	10/06/23	305.90632	1.28832	83	0.3632			-0.3632	7.43	x	x	1.9467	33.25
Mon	10/09/23	306.03552	1.28886	86	0.3765			-0.3765	6.89	x	x	1.9600	33.79
Tue	10/10/23	306.07858	1.28905	87	0.3809			-0.3809	6.70	x	x	1.9644	33.98
Wed	10/11/23	306.12165	1.28923	88	0.3854			-0.3854	6.52	x	x	1.9689	34.16
Thu	10/12/23	306.16471	1.28941	89	0.3898			-0.3898	6.34	x	x	1.9733	34.34
Fri	10/13/23	306.20777	1.28959	90	0.3942			-0.3942	6.16	x	x	1.9777	34.52
Mon	10/16/23	306.33697	1.29013	93	0.4075			-0.4075	5.62	x	x	1.9910	35.06
Tue	10/17/23	306.38003	1.29031	94	0.4120			-0.4120	5.44	x	x	1.9955	35.24
Wed	10/18/23	306.42310	1.29050	95	0.4164			-0.4164	5.25	x	x	1.9999	35.43
Thu	10/19/23	306.46616	1.29068	96	0.4209			-0.4209	5.07	x	x	2.0044	35.61
Fri	10/20/23	306.50923	1.29086	97	0.4253			-0.4253	4.89	x	x	2.0088	35.79
Mon	10/23/23	306.63842	1.29140	100	0.4387			-0.4387	4.35	x	x	2.0222	36.33
Tue	10/24/23	306.68148	1.29158	101	0.4431			-0.4431	4.17	x	x	2.0266	36.51
Wed	10/25/23	306.72455	1.29177	102	0.4476			-0.4476	3.98	x	x	2.0311	36.70
Thu	10/26/23	306.76761	1.29195	103	0.4520			-0.4520	3.80	x	x	2.0355	36.88
Fri	10/27/23	306.81068	1.29213	104	0.4565			-0.4565	3.62	x	x	2.0400	37.06
Mon	10/30/23	306.93987	1.29267	107	0.4698			-0.4698	3.08	x	x	2.0533	37.60
Tue	10/31/23	306.98294	1.29285	108	0.4743			-0.4743	2.90	x	x	2.0578	37.78
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	1.29304	109	0.4787			-0.4787	2.71	x	x	2.0622	37.97
Thu	11/02/23	307.05143	1.29314	110	0.4832			-0.4832	2.61	x	x	2.0667	38.07
Fri	11/03/23	307.07687	1.29325	111	0.4876			-0.4876	2.50	x	x	2.0711	38.18
Mon	11/06/23	307.15317	1.29357	114	0.5009			-0.5009	2.18	x	x	2.0844	38.50
Tue	11/07/23	307.17860	1.29368	115	0.5053			-0.5053	2.07	x	x	2.0888	38.61
Wed	11/08/23	307.20403	1.29379	116	0.5098			-0.5098	1.96	x	x	2.0933	38.72
Thu	11/09/23	307.22947	1.29389	117	0.5142			-0.5142	1.86	x	x	2.0977	38.82
Fri	11/10/23	307.25490	1.29400	118	0.5187			-0.5187	1.75	x	x	2.1022	38.93
Mon	11/13/23	307.33120	1.29432	121	0.5320			-0.5320	1.43	x	x	2.1155	39.25
Tue	11/14/23	307.35663	1.29443	122	0.5364			-0.5364	1.32	x	x	2.1199	39.36
Wed	11/15/23	307.38207	1.29453	123	0.5409			-0.5409	1.22	x	x	2.1244	39.46
Thu	11/16/23	307.40750	1.29464	124	0.5453			-0.5453	1.11	x	x	2.1288	39.57
Fri	11/17/23	307.43293	1.29475	125	0.5497			-0.5497	1.00	x	x	2.1332	39.68
Mon	11/20/23	307.50923	1.29507	128	0.5631			-0.5631	0.68	x	x	2.1466	40.00
Tue	11/21/23	307.53467	1.29518	129	0.5675			-0.5675	0.57	x	x	2.1510	40.11
Wed	11/22/23	307.56010	1.29528	130	0.5720			-0.5720	0.47	x	x	2.1555	40.21
Thu	11/23/23	307.58553	1.29539	131	0.5764			-0.5764	0.36	x	x	2.1599	40.32
Fri	11/24/23	307.61097	1.29550	132	0.5809			-0.5809	0.25	x	x	2.1644	40.43
Mon	11/27/23	307.68727	1.29582	135	0.5942			-0.5942	-0.07	x	x	2.1777	40.75
Tue	11/28/23	307.71270	1.29593	136	0.5987			-0.5987	-0.18	x	x	2.1822	40.86
Wed	11/29/23	307.73813	1.29603	137	0.6031			-0.6031	-0.28	x	x	2.1866	40.96
Thu	11/30/23	307.76357	1.29614	138	0.6076			-0.6076	-0.39	x	x	2.1911	41.07
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Fri	12/01/23	307.78900	1.29625	139	0.6120			-0.6120	-0.50	x	x	2.1955	41.18
Mon	12/04/23	307.77758	1.29620	142	0.6252			-0.6252	-0.45	x	x	2.2087	41.13
Tue	12/05/23	307.77377	1.29618	143	0.6296			-0.6296	-0.43	x	x	2.2131	41.11
Wed	12/06/23	307.76997	1.29617	144	0.6340			-0.6340	-0.42	x	x	2.2175	41.10
Thu	12/07/23	307.76616	1.29615	145	0.6384			-0.6384	-0.40	x	x	2.2219	41.08
Fri	12/08/23	307.76235	1.29614	146	0.6428			-0.6428	-0.39	x	x	2.2263	41.07
Mon	12/11/23	307.75094	1.29609	149	0.6560			-0.6560	-0.34	x	x	2.2395	41.02
Tue	12/12/23	307.74713	1.29607	150	0.6604			-0.6604	-0.32	x	x	2.2439	41.00
Wed	12/13/23	307.74332	1.29606	151	0.6648			-0.6648	-0.31	x	x	2.2483	40.99
Thu	12/14/23	307.73952	1.29604	152	0.6692			-0.6692	-0.29	x	x	2.2527	40.97
Fri	12/15/23	307.73571	1.29602	153	0.6735			-0.6735	-0.27	x	x	2.2570	40.95
Mon	12/18/23	307.72429	1.29598	156	0.6867			-0.6867	-0.23	x	x	2.2702	40.91
Tue	12/19/23	307.72048	1.29596	157	0.6911			-0.6911	-0.21	x	x	2.2746	40.89
Wed	12/20/23	307.71668	1.29594	158	0.6955			-0.6955	-0.19	x	x	2.2790	40.87
Thu	12/21/23	307.71287	1.29593	159	0.6999			-0.6999	-0.18	x	x	2.2834	40.86
Fri	12/22/23	307.70906	1.29591	160	0.7043			-0.7043	-0.16	x	x	2.2878	40.84
Mon	12/25/23	307.69765	1.29586	163	0.7175			-0.7175	-0.11	x	x	2.3010	40.79
Tue	12/26/23	307.69384	1.29585	164	0.7219			-0.7219	-0.10	x	x	2.3054	40.78
Wed	12/27/23	307.69003	1.29583	165	0.7263			-0.7263	-0.08	x	x	2.3098	40.76
Thu	12/28/23	307.68623	1.29582	166	0.7307			-0.7307	-0.07	x	x	2.3142	40.75
Fri	12/29/23	307.68242	1.29580	167	0.7350			-0.7350	-0.05	x	x	2.3185	40.73
Mon	01/01/24	307.67100	1.29575

Generated 11/14/23 09:00