0.625% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2026

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

CUSIP Number	912828N71	Interest 01/15/23 (184 days)	$3.9176
Dated Date	January 15, 2016	Interest 07/15/23 (181 days)	$3.9943
Ref CPI on Dated Date	237.61129	Interest Total	$7.9119
Original Issue Date	January 29, 2016	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	1.25420	170	3.6212	x	x	4.2907	40.65			3.6212	0.00
Mon	01/02/23	298.00229	1.25416	171	3.6423	x	x	4.2696	40.69			3.6423	-0.04
Tue	01/03/23	297.99258	1.25412	172	3.6635	x	x	4.2484	40.73			3.6635	-0.08
Wed	01/04/23	297.98287	1.25408	173	3.6847	x	x	4.2272	40.77			3.6847	-0.12
Thu	01/05/23	297.97316	1.25404	174	3.7059	x	x	4.2060	40.81			3.7059	-0.16
Fri	01/06/23	297.96345	1.25400	175	3.7271	x	x	4.1848	40.85			3.7271	-0.20
Mon	01/09/23	297.93432	1.25387	178	3.7906	x	x	4.1213	40.98			3.7906	-0.33
Tue	01/10/23	297.92461	1.25383	179	3.8117	x	x	4.1002	41.02			3.8117	-0.37
Wed	01/11/23	297.91490	1.25379	180	3.8329	x	x	4.0790	41.06			3.8329	-0.41
Thu	01/12/23	297.90519	1.25375	181	3.8541	x	x	4.0578	41.10			3.8541	-0.45
Fri	01/13/23	297.89548	1.25371	182	3.8753	x	x	4.0366	41.14			3.8753	-0.49
Sun	01/15/23	297.87606	1.25363	0	0.0000		x	3.9943	41.22	x		3.9176	-0.57
Mon	01/16/23	297.86635	1.25359	1	0.0216		x	3.9727	41.26	x		3.9392	-0.61
Tue	01/17/23	297.85665	1.25355	2	0.0433		x	3.9510	41.30	x		3.9609	-0.65
Wed	01/18/23	297.84694	1.25350	3	0.0649		x	3.9294	41.35	x		3.9825	-0.70
Thu	01/19/23	297.83723	1.25346	4	0.0866		x	3.9077	41.39	x		4.0042	-0.74
Fri	01/20/23	297.82752	1.25342	5	0.1082		x	3.8861	41.43	x		4.0258	-0.78
Mon	01/23/23	297.79839	1.25330	8	0.1731		x	3.8212	41.55	x		4.0907	-0.90
Tue	01/24/23	297.78868	1.25326	9	0.1947		x	3.7996	41.59	x		4.1123	-0.94
Wed	01/25/23	297.77897	1.25322	10	0.2164		x	3.7779	41.63	x		4.1340	-0.98
Thu	01/26/23	297.76926	1.25318	11	0.2380		x	3.7563	41.67	x		4.1556	-1.02
Fri	01/27/23	297.75955	1.25314	12	0.2596		x	3.7347	41.71	x		4.1772	-1.06
Mon	01/30/23	297.73042	1.25301	15	0.3245		x	3.6698	41.84	x		4.2421	-1.19
Tue	01/31/23	297.72071	1.25297	16	0.3461		x	3.6482	41.88	x		4.2637	-1.23
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	1.25293	17	0.3677		x	3.6266	41.92	x		4.2853	-1.27
Thu	02/02/23	297.67836	1.25280	18	0.3893		x	3.6050	42.05	x		4.3069	-1.40
Fri	02/03/23	297.64571	1.25266	19	0.4109		x	3.5834	42.19	x		4.3285	-1.54
Mon	02/06/23	297.54779	1.25225	22	0.4756		x	3.5187	42.60	x		4.3932	-1.95
Tue	02/07/23	297.51514	1.25211	23	0.4972		x	3.4971	42.74	x		4.4148	-2.09
Wed	02/08/23	297.48250	1.25197	24	0.5188		x	3.4755	42.88	x		4.4364	-2.23
Thu	02/09/23	297.44986	1.25183	25	0.5403		x	3.4540	43.02	x		4.4579	-2.37
Fri	02/10/23	297.41721	1.25170	26	0.5619		x	3.4324	43.15	x		4.4795	-2.50
Mon	02/13/23	297.31929	1.25128	29	0.6265		x	3.3678	43.57	x		4.5441	-2.92
Tue	02/14/23	297.28664	1.25115	30	0.6480		x	3.3463	43.70	x		4.5656	-3.05
Wed	02/15/23	297.25400	1.25101	31	0.6696		x	3.3247	43.84	x		4.5872	-3.19
Thu	02/16/23	297.22136	1.25087	32	0.6911		x	3.3032	43.98	x		4.6087	-3.33
Fri	02/17/23	297.18871	1.25073	33	0.7126		x	3.2817	44.12	x		4.6302	-3.47
Mon	02/20/23	297.09079	1.25032	36	0.7771		x	3.2172	44.53	x		4.6947	-3.88
Tue	02/21/23	297.05814	1.25019	37	0.7986		x	3.1957	44.66	x		4.7162	-4.01
Wed	02/22/23	297.02550	1.25005	38	0.8201		x	3.1742	44.80	x		4.7377	-4.15
Thu	02/23/23	296.99286	1.24991	39	0.8416		x	3.1527	44.94	x		4.7592	-4.29
Fri	02/24/23	296.96021	1.24977	40	0.8631		x	3.1312	45.08	x		4.7807	-4.43
Mon	02/27/23	296.86229	1.24936	43	0.9275		x	3.0668	45.49	x		4.8451	-4.84
Tue	02/28/23	296.82964	1.24922	44	0.9490		x	3.0453	45.63	x		4.8666	-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	1.24909	45	0.9705		x	3.0238	45.76	x		4.8881	-5.11
Thu	03/02/23	296.87355	1.24941	46	0.9923		x	3.0020	45.44	x		4.9099	-4.79
Fri	03/03/23	296.95010	1.24973	47	1.0141		x	2.9802	45.12	x		4.9317	-4.47
Mon	03/06/23	297.17974	1.25070	50	1.0797		x	2.9146	44.15	x		4.9973	-3.50
Tue	03/07/23	297.25629	1.25102	51	1.1016		x	2.8927	43.83	x		5.0192	-3.18
Wed	03/08/23	297.33284	1.25134	52	1.1234		x	2.8709	43.51	x		5.0410	-2.86
Thu	03/09/23	297.40939	1.25166	53	1.1453		x	2.8490	43.19	x		5.0629	-2.54
Fri	03/10/23	297.48594	1.25199	54	1.1673		x	2.8270	42.86	x		5.0849	-2.21
Mon	03/13/23	297.71558	1.25295	57	1.2330		x	2.7613	41.90	x		5.1506	-1.25
Tue	03/14/23	297.79213	1.25327	58	1.2550		x	2.7393	41.58	x		5.1726	-0.93
Wed	03/15/23	297.86868	1.25360	59	1.2770		x	2.7173	41.25	x		5.1946	-0.60
Thu	03/16/23	297.94523	1.25392	60	1.2990		x	2.6953	40.93	x		5.2166	-0.28
Fri	03/17/23	298.02177	1.25424	61	1.3209		x	2.6734	40.61	x		5.2385	0.04
Mon	03/20/23	298.25142	1.25521	64	1.3870		x	2.6073	39.64	x		5.3046	1.01
Tue	03/21/23	298.32797	1.25553	65	1.4090		x	2.5853	39.32	x		5.3266	1.33
Wed	03/22/23	298.40452	1.25585	66	1.4310		x	2.5633	39.00	x		5.3486	1.65
Thu	03/23/23	298.48106	1.25617	67	1.4531		x	2.5412	38.68	x		5.3707	1.97
Fri	03/24/23	298.55761	1.25650	68	1.4752		x	2.5191	38.35	x		5.3928	2.30
Mon	03/27/23	298.78726	1.25746	71	1.5414		x	2.4529	37.39	x		5.4590	3.26
Tue	03/28/23	298.86381	1.25778	72	1.5635		x	2.4308	37.07	x		5.4811	3.58
Wed	03/29/23	298.94035	1.25811	73	1.5857		x	2.4086	36.74	x		5.5033	3.91
Thu	03/30/23	299.01690	1.25843	74	1.6078		x	2.3865	36.42	x		5.5254	4.23
Fri	03/31/23	299.09345	1.25875	75	1.6299		x	2.3644	36.10	x		5.5475	4.55
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	1.25954	78	1.6962		x	2.2981	35.31	x		5.6138	5.34
Tue	04/04/23	299.33700	1.25978	79	1.7183		x	2.2760	35.07	x		5.6359	5.58
Wed	04/05/23	299.39267	1.26001	80	1.7403		x	2.2540	34.84	x		5.6579	5.81
Thu	04/06/23	299.44833	1.26024	81	1.7624		x	2.2319	34.61	x		5.6800	6.04
Fri	04/07/23	299.50400	1.26048	82	1.7845		x	2.2098	34.37	x		5.7021	6.28
Mon	04/10/23	299.67100	1.26118	85	1.8508		x	2.1435	33.67	x		5.7684	6.98
Tue	04/11/23	299.72667	1.26142	86	1.8730		x	2.1213	33.43	x		5.7906	7.22
Wed	04/12/23	299.78233	1.26165	87	1.8951		x	2.0992	33.20	x		5.8127	7.45
Thu	04/13/23	299.83800	1.26188	88	1.9172		x	2.0771	32.97	x		5.8348	7.68
Fri	04/14/23	299.89367	1.26212	89	1.9394		x	2.0549	32.73	x		5.8570	7.92
Mon	04/17/23	300.06067	1.26282	92	2.0059		x	1.9884	32.03	x		5.9235	8.62
Tue	04/18/23	300.11633	1.26306	93	2.0280		x	1.9663	31.79	x		5.9456	8.86
Wed	04/19/23	300.17200	1.26329	94	2.0502		x	1.9441	31.56	x		5.9678	9.09
Thu	04/20/23	300.22767	1.26352	95	2.0724		x	1.9219	31.33	x		5.9900	9.32
Fri	04/21/23	300.28333	1.26376	96	2.0946		x	1.8997	31.09	x		6.0122	9.56
Mon	04/24/23	300.45033	1.26446	99	2.1613		x	1.8330	30.39	x		6.0789	10.26
Tue	04/25/23	300.50600	1.26470	100	2.1835		x	1.8108	30.15	x		6.1011	10.50
Wed	04/26/23	300.56167	1.26493	101	2.2058		x	1.7885	29.92	x		6.1234	10.73
Thu	04/27/23	300.61733	1.26516	102	2.2280		x	1.7663	29.69	x		6.1456	10.96
Fri	04/28/23	300.67300	1.26540	103	2.2503		x	1.7440	29.45	x		6.1679	11.20
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	1.26610	106	2.3171		x	1.6772	28.75	x		6.2347	11.90
Tue	05/02/23	300.87213	1.26624	107	2.3392		x	1.6551	28.61	x		6.2568	12.04
Wed	05/03/23	300.90426	1.26637	108	2.3613		x	1.6330	28.48	x		6.2789	12.17
Thu	05/04/23	300.93639	1.26651	109	2.3835		x	1.6108	28.34	x		6.3011	12.31
Fri	05/05/23	300.96852	1.26664	110	2.4056		x	1.5887	28.21	x		6.3232	12.44
Mon	05/08/23	301.06490	1.26705	113	2.4720		x	1.5223	27.80	x		6.3896	12.85
Tue	05/09/23	301.09703	1.26718	114	2.4941		x	1.5002	27.67	x		6.4117	12.98
Wed	05/10/23	301.12916	1.26732	115	2.5163		x	1.4780	27.53	x		6.4339	13.12
Thu	05/11/23	301.16129	1.26745	116	2.5384		x	1.4559	27.40	x		6.4560	13.25
Fri	05/12/23	301.19342	1.26759	117	2.5606		x	1.4337	27.26	x		6.4782	13.39
Mon	05/15/23	301.28981	1.26799	120	2.6271		x	1.3672	26.86	x		6.5447	13.79
Tue	05/16/23	301.32194	1.26813	121	2.6492		x	1.3451	26.72	x		6.5668	13.93
Wed	05/17/23	301.35406	1.26826	122	2.6714		x	1.3229	26.59	x		6.5890	14.06
Thu	05/18/23	301.38619	1.26840	123	2.6936		x	1.3007	26.45	x		6.6112	14.20
Fri	05/19/23	301.41832	1.26854	124	2.7158		x	1.2785	26.31	x		6.6334	14.34
Mon	05/22/23	301.51471	1.26894	127	2.7824		x	1.2119	25.91	x		6.7000	14.74
Tue	05/23/23	301.54684	1.26908	128	2.8046		x	1.1897	25.77	x		6.7222	14.88
Wed	05/24/23	301.57897	1.26921	129	2.8268		x	1.1675	25.64	x		6.7444	15.01
Thu	05/25/23	301.61110	1.26935	130	2.8490		x	1.1453	25.50	x		6.7666	15.15
Fri	05/26/23	301.64323	1.26948	131	2.8712		x	1.1231	25.37	x		6.7888	15.28
Mon	05/29/23	301.73961	1.26989	134	2.9379		x	1.0564	24.96	x		6.8555	15.69
Tue	05/30/23	301.77174	1.27002	135	2.9602		x	1.0341	24.83	x		6.8778	15.82
Wed	05/31/23	301.80387	1.27016	136	2.9824		x	1.0119	24.69	x		6.9000	15.96
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	1.27029	137	3.0047		x	0.9896	24.56	x		6.9223	16.09
Fri	06/02/23	301.88690	1.27051	138	3.0271		x	0.9672	24.34	x		6.9447	16.31
Mon	06/05/23	302.03960	1.27115	141	3.0945		x	0.8998	23.70	x		7.0121	16.95
Tue	06/06/23	302.09050	1.27136	142	3.1169		x	0.8774	23.49	x		7.0345	17.16
Wed	06/07/23	302.14140	1.27158	143	3.1394		x	0.8549	23.27	x		7.0570	17.38
Thu	06/08/23	302.19230	1.27179	144	3.1619		x	0.8324	23.06	x		7.0795	17.59
Fri	06/09/23	302.24320	1.27201	145	3.1844		x	0.8099	22.84	x		7.1020	17.81
Mon	06/12/23	302.39590	1.27265	148	3.2519		x	0.7424	22.20	x		7.1695	18.45
Tue	06/13/23	302.44680	1.27286	149	3.2744		x	0.7199	21.99	x		7.1920	18.66
Wed	06/14/23	302.49770	1.27308	150	3.2970		x	0.6973	21.77	x		7.2146	18.88
Thu	06/15/23	302.54860	1.27329	151	3.3195		x	0.6748	21.56	x		7.2371	19.09
Fri	06/16/23	302.59950	1.27351	152	3.3421		x	0.6522	21.34	x		7.2597	19.31
Mon	06/19/23	302.75220	1.27415	155	3.4098		x	0.5845	20.70	x		7.3274	19.95
Tue	06/20/23	302.80310	1.27436	156	3.4323		x	0.5620	20.49	x		7.3499	20.16
Wed	06/21/23	302.85400	1.27458	157	3.4549		x	0.5394	20.27	x		7.3725	20.38
Thu	06/22/23	302.90490	1.27479	158	3.4775		x	0.5168	20.06	x		7.3951	20.59
Fri	06/23/23	302.95580	1.27501	159	3.5001		x	0.4942	19.84	x		7.4177	20.81
Mon	06/26/23	303.10850	1.27565	162	3.5679		x	0.4264	19.20	x		7.4855	21.45
Tue	06/27/23	303.15940	1.27586	163	3.5906		x	0.4037	18.99	x		7.5082	21.66
Wed	06/28/23	303.21030	1.27608	164	3.6132		x	0.3811	18.77	x		7.5308	21.88
Thu	06/29/23	303.26120	1.27629	165	3.6358		x	0.3585	18.56	x		7.5534	22.09
Fri	06/30/23	303.31210	1.27651	166	3.6585		x	0.3358	18.34	x		7.5761	22.31
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	07/03/23	303.41229	1.27693	169	3.7258		x	0.2685	17.92	x		7.6434	22.73
Tue	07/04/23	303.43694	1.27703	170	3.7482		x	0.2461	17.82	x		7.6658	22.83
Wed	07/05/23	303.46158	1.27713	171	3.7705		x	0.2238	17.72	x		7.6881	22.93
Thu	07/06/23	303.48623	1.27724	172	3.7929		x	0.2014	17.61	x		7.7105	23.04
Fri	07/07/23	303.51087	1.27734	173	3.8153		x	0.1790	17.51	x		7.7329	23.14
Mon	07/10/23	303.58481	1.27765	176	3.8824		x	0.1119	17.20	x		7.8000	23.45
Tue	07/11/23	303.60945	1.27776	177	3.9048		x	0.0895	17.09	x		7.8224	23.56
Wed	07/12/23	303.63410	1.27786	178	3.9271		x	0.0672	16.99	x		7.8447	23.66
Thu	07/13/23	303.65874	1.27796	179	3.9495		x	0.0448	16.89	x		7.8671	23.76
Fri	07/14/23	303.68339	1.27807	180	3.9719		x	0.0224	16.78	x		7.8895	23.87
Sat	07/15/23	303.70803	1.27817	0	0.0000			0.0000	16.68	x	x	7.9119	23.97
Mon	07/17/23	303.75732	1.27838	2	0.0434			-0.0434	16.47	x	x	7.9553	24.18
Tue	07/18/23	303.78197	1.27848	3	0.0651			-0.0651	16.37	x	x	7.9770	24.28
Wed	07/19/23	303.80661	1.27859	4	0.0869			-0.0869	16.26	x	x	7.9988	24.39
Thu	07/20/23	303.83126	1.27869	5	0.1086			-0.1086	16.16	x	x	8.0205	24.49
Fri	07/21/23	303.85590	1.27879	6	0.1303			-0.1303	16.06	x	x	8.0422	24.59
Mon	07/24/23	303.92984	1.27911	9	0.1955			-0.1955	15.74	x	x	8.1074	24.91
Tue	07/25/23	303.95448	1.27921	10	0.2173			-0.2173	15.64	x	x	8.1292	25.01
Wed	07/26/23	303.97913	1.27931	11	0.2390			-0.2390	15.54	x	x	8.1509	25.11
Thu	07/27/23	304.00377	1.27942	12	0.2608			-0.2608	15.43	x	x	8.1727	25.22
Fri	07/28/23	304.02842	1.27952	13	0.2825			-0.2825	15.33	x	x	8.1944	25.32
Mon	07/31/23	304.10235	1.27983	16	0.3478			-0.3478	15.02	x	x	8.2597	25.63
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Tue	08/01/23	304.12700	1.27993	17	0.3695			-0.3695	14.92	x	x	8.2814	25.73
Wed	08/02/23	304.15868	1.28007	18	0.3913			-0.3913	14.78	x	x	8.3032	25.87
Thu	08/03/23	304.19035	1.28020	19	0.4131			-0.4131	14.65	x	x	8.3250	26.00
Fri	08/04/23	304.22203	1.28033	20	0.4349			-0.4349	14.52	x	x	8.3468	26.13
Mon	08/07/23	304.31706	1.28073	23	0.5003			-0.5003	14.12	x	x	8.4122	26.53
Tue	08/08/23	304.34874	1.28087	24	0.5221			-0.5221	13.98	x	x	8.4340	26.67
Wed	08/09/23	304.38042	1.28100	25	0.5439			-0.5439	13.85	x	x	8.4558	26.80
Thu	08/10/23	304.41210	1.28113	26	0.5657			-0.5657	13.72	x	x	8.4776	26.93
Fri	08/11/23	304.44377	1.28127	27	0.5875			-0.5875	13.58	x	x	8.4994	27.07
Mon	08/14/23	304.53881	1.28167	30	0.6530			-0.6530	13.18	x	x	8.5649	27.47
Tue	08/15/23	304.57048	1.28180	31	0.6749			-0.6749	13.05	x	x	8.5868	27.60
Wed	08/16/23	304.60216	1.28193	32	0.6967			-0.6967	12.92	x	x	8.6086	27.73
Thu	08/17/23	304.63384	1.28207	33	0.7186			-0.7186	12.78	x	x	8.6305	27.87
Fri	08/18/23	304.66552	1.28220	34	0.7404			-0.7404	12.65	x	x	8.6523	28.00
Mon	08/21/23	304.76055	1.28260	37	0.8060			-0.8060	12.25	x	x	8.7179	28.40
Tue	08/22/23	304.79223	1.28273	38	0.8278			-0.8278	12.12	x	x	8.7397	28.53
Wed	08/23/23	304.82390	1.28287	39	0.8497			-0.8497	11.98	x	x	8.7616	28.67
Thu	08/24/23	304.85558	1.28300	40	0.8716			-0.8716	11.85	x	x	8.7835	28.80
Fri	08/25/23	304.88726	1.28313	41	0.8935			-0.8935	11.72	x	x	8.8054	28.93
Mon	08/28/23	304.98229	1.28353	44	0.9592			-0.9592	11.32	x	x	8.8711	29.33
Tue	08/29/23	305.01397	1.28367	45	0.9811			-0.9811	11.18	x	x	8.8930	29.47
Wed	08/30/23	305.04565	1.28380	46	1.0030			-1.0030	11.05	x	x	8.9149	29.60
Thu	08/31/23	305.07732	1.28393	47	1.0249			-1.0249	10.92	x	x	8.9368	29.73
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	1.28407	48	1.0468			-1.0468	10.78	x	x	8.9587	29.87
Mon	09/04/23	305.16720	1.28431	51	1.1124			-1.1124	10.54	x	x	9.0243	30.11
Tue	09/05/23	305.18660	1.28439	52	1.1343			-1.1343	10.46	x	x	9.0462	30.19
Wed	09/06/23	305.20600	1.28448	53	1.1562			-1.1562	10.37	x	x	9.0681	30.28
Thu	09/07/23	305.22540	1.28456	54	1.1781			-1.1781	10.29	x	x	9.0900	30.36
Fri	09/08/23	305.24480	1.28464	55	1.2000			-1.2000	10.21	x	x	9.1119	30.44
Mon	09/11/23	305.30300	1.28488	58	1.2657			-1.2657	9.97	x	x	9.1776	30.68
Tue	09/12/23	305.32240	1.28497	59	1.2876			-1.2876	9.88	x	x	9.1995	30.77
Wed	09/13/23	305.34180	1.28505	60	1.3095			-1.3095	9.80	x	x	9.2214	30.85
Thu	09/14/23	305.36120	1.28513	61	1.3314			-1.3314	9.72	x	x	9.2433	30.93
Fri	09/15/23	305.38060	1.28521	62	1.3533			-1.3533	9.64	x	x	9.2652	31.01
Mon	09/18/23	305.43880	1.28546	65	1.4191			-1.4191	9.39	x	x	9.3310	31.26
Tue	09/19/23	305.45820	1.28554	66	1.4410			-1.4410	9.31	x	x	9.3529	31.34
Wed	09/20/23	305.47760	1.28562	67	1.4629			-1.4629	9.23	x	x	9.3748	31.42
Thu	09/21/23	305.49700	1.28570	68	1.4848			-1.4848	9.15	x	x	9.3967	31.50
Fri	09/22/23	305.51640	1.28578	69	1.5068			-1.5068	9.07	x	x	9.4187	31.58
Mon	09/25/23	305.57460	1.28603	72	1.5726			-1.5726	8.82	x	x	9.4845	31.83
Tue	09/26/23	305.59400	1.28611	73	1.5945			-1.5945	8.74	x	x	9.5064	31.91
Wed	09/27/23	305.61340	1.28619	74	1.6165			-1.6165	8.66	x	x	9.5284	31.99
Thu	09/28/23	305.63280	1.28627	75	1.6384			-1.6384	8.58	x	x	9.5503	32.07
Fri	09/29/23	305.65220	1.28635	76	1.6604			-1.6604	8.50	x	x	9.5723	32.15
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	10/02/23	305.73406	1.28670	79	1.7264			-1.7264	8.15	x	x	9.6383	32.50
Tue	10/03/23	305.77713	1.28688	80	1.7485			-1.7485	7.97	x	x	9.6604	32.68
Wed	10/04/23	305.82019	1.28706	81	1.7706			-1.7706	7.79	x	x	9.6825	32.86
Thu	10/05/23	305.86326	1.28724	82	1.7927			-1.7927	7.61	x	x	9.7046	33.04
Fri	10/06/23	305.90632	1.28742	83	1.8148			-1.8148	7.43	x	x	9.7267	33.22
Mon	10/09/23	306.03552	1.28797	86	1.8812			-1.8812	6.88	x	x	9.7931	33.77
Tue	10/10/23	306.07858	1.28815	87	1.9033			-1.9033	6.70	x	x	9.8152	33.95
Wed	10/11/23	306.12165	1.28833	88	1.9255			-1.9255	6.52	x	x	9.8374	34.13
Thu	10/12/23	306.16471	1.28851	89	1.9476			-1.9476	6.34	x	x	9.8595	34.31
Fri	10/13/23	306.20777	1.28869	90	1.9698			-1.9698	6.16	x	x	9.8817	34.49
Mon	10/16/23	306.33697	1.28924	93	2.0363			-2.0363	5.61	x	x	9.9482	35.04
Tue	10/17/23	306.38003	1.28942	94	2.0585			-2.0585	5.43	x	x	9.9704	35.22
Wed	10/18/23	306.42310	1.28960	95	2.0807			-2.0807	5.25	x	x	9.9926	35.40
Thu	10/19/23	306.46616	1.28978	96	2.1029			-2.1029	5.07	x	x	10.0148	35.58
Fri	10/20/23	306.50923	1.28996	97	2.1251			-2.1251	4.89	x	x	10.0370	35.76
Mon	10/23/23	306.63842	1.29050	100	2.1917			-2.1917	4.35	x	x	10.1036	36.30
Tue	10/24/23	306.68148	1.29069	101	2.2140			-2.2140	4.16	x	x	10.1259	36.49
Wed	10/25/23	306.72455	1.29087	102	2.2362			-2.2362	3.98	x	x	10.1481	36.67
Thu	10/26/23	306.76761	1.29105	103	2.2585			-2.2585	3.80	x	x	10.1704	36.85
Fri	10/27/23	306.81068	1.29123	104	2.2807			-2.2807	3.62	x	x	10.1926	37.03
Mon	10/30/23	306.93987	1.29177	107	2.3475			-2.3475	3.08	x	x	10.2594	37.57
Tue	10/31/23	306.98294	1.29195	108	2.3697			-2.3697	2.90	x	x	10.2816	37.75
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	1.29214	109	2.3920			-2.3920	2.71	x	x	10.3039	37.94
Thu	11/02/23	307.05143	1.29224	110	2.4142			-2.4142	2.61	x	x	10.3261	38.04
Fri	11/03/23	307.07687	1.29235	111	2.4363			-2.4363	2.50	x	x	10.3482	38.15
Mon	11/06/23	307.15317	1.29267	114	2.5028			-2.5028	2.18	x	x	10.4147	38.47
Tue	11/07/23	307.17860	1.29278	115	2.5250			-2.5250	2.07	x	x	10.4369	38.58
Wed	11/08/23	307.20403	1.29288	116	2.5471			-2.5471	1.97	x	x	10.4590	38.68
Thu	11/09/23	307.22947	1.29299	117	2.5693			-2.5693	1.86	x	x	10.4812	38.79
Fri	11/10/23	307.25490	1.29310	118	2.5915			-2.5915	1.75	x	x	10.5034	38.90
Mon	11/13/23	307.33120	1.29342	121	2.6580			-2.6580	1.43	x	x	10.5699	39.22
Tue	11/14/23	307.35663	1.29353	122	2.6802			-2.6802	1.32	x	x	10.5921	39.33
Wed	11/15/23	307.38207	1.29363	123	2.7024			-2.7024	1.22	x	x	10.6143	39.43
Thu	11/16/23	307.40750	1.29374	124	2.7246			-2.7246	1.11	x	x	10.6365	39.54
Fri	11/17/23	307.43293	1.29385	125	2.7468			-2.7468	1.00	x	x	10.6587	39.65
Mon	11/20/23	307.50923	1.29417	128	2.8134			-2.8134	0.68	x	x	10.7253	39.97
Tue	11/21/23	307.53467	1.29428	129	2.8356			-2.8356	0.57	x	x	10.7475	40.08
Wed	11/22/23	307.56010	1.29438	130	2.8578			-2.8578	0.47	x	x	10.7697	40.18
Thu	11/23/23	307.58553	1.29449	131	2.8801			-2.8801	0.36	x	x	10.7920	40.29
Fri	11/24/23	307.61097	1.29460	132	2.9023			-2.9023	0.25	x	x	10.8142	40.40
Mon	11/27/23	307.68727	1.29492	135	2.9690			-2.9690	-0.07	x	x	10.8809	40.72
Tue	11/28/23	307.71270	1.29503	136	2.9912			-2.9912	-0.18	x	x	10.9031	40.83
Wed	11/29/23	307.73813	1.29513	137	3.0135			-3.0135	-0.28	x	x	10.9254	40.93
Thu	11/30/23	307.76357	1.29524	138	3.0357			-3.0357	-0.39	x	x	10.9476	41.04
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	1.29535	139	3.0580			-3.0580	-0.50	x	x	10.9699	41.15
Mon	12/04/23	307.77758	1.29530	142	3.1239			-3.1239	-0.45	x	x	11.0358	41.10
Tue	12/05/23	307.77377	1.29528	143	3.1458			-3.1458	-0.43	x	x	11.0577	41.08
Wed	12/06/23	307.76997	1.29527	144	3.1678			-3.1678	-0.42	x	x	11.0797	41.07
Thu	12/07/23	307.76616	1.29525	145	3.1897			-3.1897	-0.40	x	x	11.1016	41.05
Fri	12/08/23	307.76235	1.29523	146	3.2117			-3.2117	-0.38	x	x	11.1236	41.03
Mon	12/11/23	307.75094	1.29519	149	3.2776			-3.2776	-0.34	x	x	11.1895	40.99
Tue	12/12/23	307.74713	1.29517	150	3.2995			-3.2995	-0.32	x	x	11.2114	40.97
Wed	12/13/23	307.74332	1.29515	151	3.3215			-3.3215	-0.30	x	x	11.2334	40.95
Thu	12/14/23	307.73952	1.29514	152	3.3434			-3.3434	-0.29	x	x	11.2553	40.94
Fri	12/15/23	307.73571	1.29512	153	3.3654			-3.3654	-0.27	x	x	11.2773	40.92
Mon	12/18/23	307.72429	1.29507	156	3.4312			-3.4312	-0.22	x	x	11.3431	40.87
Tue	12/19/23	307.72048	1.29506	157	3.4532			-3.4532	-0.21	x	x	11.3651	40.86
Wed	12/20/23	307.71668	1.29504	158	3.4751			-3.4751	-0.19	x	x	11.3870	40.84
Thu	12/21/23	307.71287	1.29503	159	3.4971			-3.4971	-0.18	x	x	11.4090	40.83
Fri	12/22/23	307.70906	1.29501	160	3.5190			-3.5190	-0.16	x	x	11.4309	40.81
Mon	12/25/23	307.69765	1.29496	163	3.5849			-3.5849	-0.11	x	x	11.4968	40.76
Tue	12/26/23	307.69384	1.29495	164	3.6069			-3.6069	-0.10	x	x	11.5188	40.75
Wed	12/27/23	307.69003	1.29493	165	3.6288			-3.6288	-0.08	x	x	11.5407	40.73
Thu	12/28/23	307.68623	1.29491	166	3.6507			-3.6507	-0.06	x	x	11.5626	40.71
Fri	12/29/23	307.68242	1.29490	167	3.6727			-3.6727	-0.05	x	x	11.5846	40.70
Mon	01/01/24	307.67100	1.29485

Generated 12/12/23 08:55