0.125% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2030

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

CUSIP Number	912828Z37	Interest 01/15/23 (184 days)	$0.7236
Dated Date	January 15, 2020	Interest 07/15/23 (181 days)	$0.7378
Ref CPI on Dated Date	257.28368	Interest Total	$1.4614
Original Issue Date	January 31, 2020	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	1.15830	170	0.6689	x	x	0.7925	37.54			0.6689	0.00
Mon	01/02/23	298.00229	1.15826	171	0.6728	x	x	0.7886	37.58			0.6728	-0.04
Tue	01/03/23	297.99258	1.15823	172	0.6767	x	x	0.7847	37.61			0.6767	-0.07
Wed	01/04/23	297.98287	1.15819	173	0.6806	x	x	0.7808	37.65			0.6806	-0.11
Thu	01/05/23	297.97316	1.15815	174	0.6845	x	x	0.7769	37.69			0.6845	-0.15
Fri	01/06/23	297.96345	1.15811	175	0.6884	x	x	0.7730	37.73			0.6884	-0.19
Mon	01/09/23	297.93432	1.15800	178	0.7001	x	x	0.7613	37.84			0.7001	-0.30
Tue	01/10/23	297.92461	1.15796	179	0.7041	x	x	0.7573	37.88			0.7041	-0.34
Wed	01/11/23	297.91490	1.15792	180	0.7080	x	x	0.7534	37.92			0.7080	-0.38
Thu	01/12/23	297.90519	1.15789	181	0.7119	x	x	0.7495	37.95			0.7119	-0.41
Fri	01/13/23	297.89548	1.15785	182	0.7158	x	x	0.7456	37.99			0.7158	-0.45
Sun	01/15/23	297.87606	1.15777	0	0.0000		x	0.7378	38.07	x		0.7236	-0.53
Mon	01/16/23	297.86635	1.15774	1	0.0040		x	0.7338	38.10	x		0.7276	-0.56
Tue	01/17/23	297.85665	1.15770	2	0.0080		x	0.7298	38.14	x		0.7316	-0.60
Wed	01/18/23	297.84694	1.15766	3	0.0120		x	0.7258	38.18	x		0.7356	-0.64
Thu	01/19/23	297.83723	1.15762	4	0.0160		x	0.7218	38.22	x		0.7396	-0.68
Fri	01/20/23	297.82752	1.15758	5	0.0200		x	0.7178	38.26	x		0.7436	-0.72
Mon	01/23/23	297.79839	1.15747	8	0.0320		x	0.7058	38.37	x		0.7556	-0.83
Tue	01/24/23	297.78868	1.15743	9	0.0360		x	0.7018	38.41	x		0.7596	-0.87
Wed	01/25/23	297.77897	1.15740	10	0.0400		x	0.6978	38.44	x		0.7636	-0.90
Thu	01/26/23	297.76926	1.15736	11	0.0440		x	0.6938	38.48	x		0.7676	-0.94
Fri	01/27/23	297.75955	1.15732	12	0.0480		x	0.6898	38.52	x		0.7716	-0.98
Mon	01/30/23	297.73042	1.15721	15	0.0599		x	0.6779	38.63	x		0.7835	-1.09
Tue	01/31/23	297.72071	1.15717	16	0.0639		x	0.6739	38.67	x		0.7875	-1.13
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	1.15713	17	0.0679		x	0.6699	38.71	x		0.7915	-1.17
Thu	02/02/23	297.67836	1.15700	18	0.0719		x	0.6659	38.84	x		0.7955	-1.30
Fri	02/03/23	297.64571	1.15688	19	0.0759		x	0.6619	38.96	x		0.7995	-1.42
Mon	02/06/23	297.54779	1.15650	22	0.0879		x	0.6499	39.34	x		0.8115	-1.80
Tue	02/07/23	297.51514	1.15637	23	0.0918		x	0.6460	39.47	x		0.8154	-1.93
Wed	02/08/23	297.48250	1.15624	24	0.0958		x	0.6420	39.60	x		0.8194	-2.06
Thu	02/09/23	297.44986	1.15612	25	0.0998		x	0.6380	39.72	x		0.8234	-2.18
Fri	02/10/23	297.41721	1.15599	26	0.1038		x	0.6340	39.85	x		0.8274	-2.31
Mon	02/13/23	297.31929	1.15561	29	0.1157		x	0.6221	40.23	x		0.8393	-2.69
Tue	02/14/23	297.28664	1.15548	30	0.1197		x	0.6181	40.36	x		0.8433	-2.82
Wed	02/15/23	297.25400	1.15536	31	0.1237		x	0.6141	40.48	x		0.8473	-2.94
Thu	02/16/23	297.22136	1.15523	32	0.1276		x	0.6102	40.61	x		0.8512	-3.07
Fri	02/17/23	297.18871	1.15510	33	0.1316		x	0.6062	40.74	x		0.8552	-3.20
Mon	02/20/23	297.09079	1.15472	36	0.1435		x	0.5943	41.12	x		0.8671	-3.58
Tue	02/21/23	297.05814	1.15459	37	0.1475		x	0.5903	41.25	x		0.8711	-3.71
Wed	02/22/23	297.02550	1.15447	38	0.1515		x	0.5863	41.37	x		0.8751	-3.83
Thu	02/23/23	296.99286	1.15434	39	0.1555		x	0.5823	41.50	x		0.8791	-3.96
Fri	02/24/23	296.96021	1.15421	40	0.1594		x	0.5784	41.63	x		0.8830	-4.09
Mon	02/27/23	296.86229	1.15383	43	0.1713		x	0.5665	42.01	x		0.8949	-4.47
Tue	02/28/23	296.82964	1.15371	44	0.1753		x	0.5625	42.13	x		0.8989	-4.59
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	03/01/23	296.79700	1.15358	45	0.1793		x	0.5585	42.26	x		0.9029	-4.72
Thu	03/02/23	296.87355	1.15388	46	0.1833		x	0.5545	41.96	x		0.9069	-4.42
Fri	03/03/23	296.95010	1.15417	47	0.1873		x	0.5505	41.67	x		0.9109	-4.13
Mon	03/06/23	297.17974	1.15507	50	0.1994		x	0.5384	40.77	x		0.9230	-3.23
Tue	03/07/23	297.25629	1.15536	51	0.2035		x	0.5343	40.48	x		0.9271	-2.94
Wed	03/08/23	297.33284	1.15566	52	0.2075		x	0.5303	40.18	x		0.9311	-2.64
Thu	03/09/23	297.40939	1.15596	53	0.2116		x	0.5262	39.88	x		0.9352	-2.34
Fri	03/10/23	297.48594	1.15626	54	0.2156		x	0.5222	39.58	x		0.9392	-2.04
Mon	03/13/23	297.71558	1.15715	57	0.2278		x	0.5100	38.69	x		0.9514	-1.15
Tue	03/14/23	297.79213	1.15745	58	0.2318		x	0.5060	38.39	x		0.9554	-0.85
Wed	03/15/23	297.86868	1.15774	59	0.2359		x	0.5019	38.10	x		0.9595	-0.56
Thu	03/16/23	297.94523	1.15804	60	0.2399		x	0.4979	37.80	x		0.9635	-0.26
Fri	03/17/23	298.02177	1.15834	61	0.2440		x	0.4938	37.50	x		0.9676	0.04
Mon	03/20/23	298.25142	1.15923	64	0.2562		x	0.4816	36.61	x		0.9798	0.93
Tue	03/21/23	298.32797	1.15953	65	0.2603		x	0.4775	36.31	x		0.9839	1.23
Wed	03/22/23	298.40452	1.15983	66	0.2643		x	0.4735	36.01	x		0.9879	1.53
Thu	03/23/23	298.48106	1.16012	67	0.2684		x	0.4694	35.72	x		0.9920	1.82
Fri	03/24/23	298.55761	1.16042	68	0.2725		x	0.4653	35.42	x		0.9961	2.12
Mon	03/27/23	298.78726	1.16131	71	0.2847		x	0.4531	34.53	x		1.0083	3.01
Tue	03/28/23	298.86381	1.16161	72	0.2888		x	0.4490	34.23	x		1.0124	3.31
Wed	03/29/23	298.94035	1.16191	73	0.2929		x	0.4449	33.93	x		1.0165	3.61
Thu	03/30/23	299.01690	1.16221	74	0.2970		x	0.4408	33.63	x		1.0206	3.91
Fri	03/31/23	299.09345	1.16250	75	0.3011		x	0.4367	33.34	x		1.0247	4.20
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	04/03/23	299.28133	1.16323	78	0.3133		x	0.4245	32.61	x		1.0369	4.93
Tue	04/04/23	299.33700	1.16345	79	0.3174		x	0.4204	32.39	x		1.0410	5.15
Wed	04/05/23	299.39267	1.16367	80	0.3215		x	0.4163	32.17	x		1.0451	5.37
Thu	04/06/23	299.44833	1.16388	81	0.3255		x	0.4123	31.96	x		1.0491	5.58
Fri	04/07/23	299.50400	1.16410	82	0.3296		x	0.4082	31.74	x		1.0532	5.80
Mon	04/10/23	299.67100	1.16475	85	0.3419		x	0.3959	31.09	x		1.0655	6.45
Tue	04/11/23	299.72667	1.16497	86	0.3460		x	0.3918	30.87	x		1.0696	6.67
Wed	04/12/23	299.78233	1.16518	87	0.3500		x	0.3878	30.66	x		1.0736	6.88
Thu	04/13/23	299.83800	1.16540	88	0.3541		x	0.3837	30.44	x		1.0777	7.10
Fri	04/14/23	299.89367	1.16561	89	0.3582		x	0.3796	30.23	x		1.0818	7.31
Mon	04/17/23	300.06067	1.16626	92	0.3705		x	0.3673	29.58	x		1.0941	7.96
Tue	04/18/23	300.11633	1.16648	93	0.3746		x	0.3632	29.36	x		1.0982	8.18
Wed	04/19/23	300.17200	1.16670	94	0.3787		x	0.3591	29.14	x		1.1023	8.40
Thu	04/20/23	300.22767	1.16691	95	0.3828		x	0.3550	28.93	x		1.1064	8.61
Fri	04/21/23	300.28333	1.16713	96	0.3869		x	0.3509	28.71	x		1.1105	8.83
Mon	04/24/23	300.45033	1.16778	99	0.3992		x	0.3386	28.06	x		1.1228	9.48
Tue	04/25/23	300.50600	1.16799	100	0.4033		x	0.3345	27.85	x		1.1269	9.69
Wed	04/26/23	300.56167	1.16821	101	0.4074		x	0.3304	27.63	x		1.1310	9.91
Thu	04/27/23	300.61733	1.16843	102	0.4115		x	0.3263	27.41	x		1.1351	10.13
Fri	04/28/23	300.67300	1.16864	103	0.4156		x	0.3222	27.20	x		1.1392	10.34
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	1.16929	106	0.4280		x	0.3098	26.55	x		1.1516	10.99
Tue	05/02/23	300.87213	1.16942	107	0.4321		x	0.3057	26.42	x		1.1557	11.12
Wed	05/03/23	300.90426	1.16954	108	0.4362		x	0.3016	26.30	x		1.1598	11.24
Thu	05/04/23	300.93639	1.16967	109	0.4402		x	0.2976	26.17	x		1.1638	11.37
Fri	05/05/23	300.96852	1.16979	110	0.4443		x	0.2935	26.05	x		1.1679	11.49
Mon	05/08/23	301.06490	1.17017	113	0.4566		x	0.2812	25.67	x		1.1802	11.87
Tue	05/09/23	301.09703	1.17029	114	0.4607		x	0.2771	25.55	x		1.1843	11.99
Wed	05/10/23	301.12916	1.17042	115	0.4648		x	0.2730	25.42	x		1.1884	12.12
Thu	05/11/23	301.16129	1.17054	116	0.4689		x	0.2689	25.30	x		1.1925	12.24
Fri	05/12/23	301.19342	1.17067	117	0.4730		x	0.2648	25.17	x		1.1966	12.37
Mon	05/15/23	301.28981	1.17104	120	0.4852		x	0.2526	24.80	x		1.2088	12.74
Tue	05/16/23	301.32194	1.17117	121	0.4893		x	0.2485	24.67	x		1.2129	12.87
Wed	05/17/23	301.35406	1.17129	122	0.4934		x	0.2444	24.55	x		1.2170	12.99
Thu	05/18/23	301.38619	1.17142	123	0.4975		x	0.2403	24.42	x		1.2211	13.12
Fri	05/19/23	301.41832	1.17154	124	0.5016		x	0.2362	24.30	x		1.2252	13.24
Mon	05/22/23	301.51471	1.17192	127	0.5139		x	0.2239	23.92	x		1.2375	13.62
Tue	05/23/23	301.54684	1.17204	128	0.5180		x	0.2198	23.80	x		1.2416	13.74
Wed	05/24/23	301.57897	1.17217	129	0.5221		x	0.2157	23.67	x		1.2457	13.87
Thu	05/25/23	301.61110	1.17229	130	0.5262		x	0.2116	23.55	x		1.2498	13.99
Fri	05/26/23	301.64323	1.17241	131	0.5303		x	0.2075	23.43	x		1.2539	14.11
Mon	05/29/23	301.73961	1.17279	134	0.5427		x	0.1951	23.05	x		1.2663	14.49
Tue	05/30/23	301.77174	1.17291	135	0.5468		x	0.1910	22.93	x		1.2704	14.61
Wed	05/31/23	301.80387	1.17304	136	0.5509		x	0.1869	22.80	x		1.2745	14.74
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Thu	06/01/23	301.83600	1.17316	137	0.5550		x	0.1828	22.68	x		1.2786	14.86
Fri	06/02/23	301.88690	1.17336	138	0.5591		x	0.1787	22.48	x		1.2827	15.06
Mon	06/05/23	302.03960	1.17396	141	0.5716		x	0.1662	21.88	x		1.2952	15.66
Tue	06/06/23	302.09050	1.17415	142	0.5757		x	0.1621	21.69	x		1.2993	15.85
Wed	06/07/23	302.14140	1.17435	143	0.5799		x	0.1579	21.49	x		1.3035	16.05
Thu	06/08/23	302.19230	1.17455	144	0.5840		x	0.1538	21.29	x		1.3076	16.25
Fri	06/09/23	302.24320	1.17475	145	0.5882		x	0.1496	21.09	x		1.3118	16.45
Mon	06/12/23	302.39590	1.17534	148	0.6007		x	0.1371	20.50	x		1.3243	17.04
Tue	06/13/23	302.44680	1.17554	149	0.6048		x	0.1330	20.30	x		1.3284	17.24
Wed	06/14/23	302.49770	1.17574	150	0.6090		x	0.1288	20.10	x		1.3326	17.44
Thu	06/15/23	302.54860	1.17593	151	0.6131		x	0.1247	19.91	x		1.3367	17.63
Fri	06/16/23	302.59950	1.17613	152	0.6173		x	0.1205	19.71	x		1.3409	17.83
Mon	06/19/23	302.75220	1.17673	155	0.6298		x	0.1080	19.11	x		1.3534	18.43
Tue	06/20/23	302.80310	1.17692	156	0.6340		x	0.1038	18.92	x		1.3576	18.62
Wed	06/21/23	302.85400	1.17712	157	0.6381		x	0.0997	18.72	x		1.3617	18.82
Thu	06/22/23	302.90490	1.17732	158	0.6423		x	0.0955	18.52	x		1.3659	19.02
Fri	06/23/23	302.95580	1.17752	159	0.6465		x	0.0913	18.32	x		1.3701	19.22
Mon	06/26/23	303.10850	1.17811	162	0.6590		x	0.0788	17.73	x		1.3826	19.81
Tue	06/27/23	303.15940	1.17831	163	0.6632		x	0.0746	17.53	x		1.3868	20.01
Wed	06/28/23	303.21030	1.17851	164	0.6674		x	0.0704	17.33	x		1.3910	20.21
Thu	06/29/23	303.26120	1.17870	165	0.6716		x	0.0662	17.14	x		1.3952	20.40
Fri	06/30/23	303.31210	1.17890	166	0.6758		x	0.0620	16.94	x		1.3994	20.60
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	1.17929	169	0.6882		x	0.0496	16.55	x		1.4118	20.99
Tue	07/04/23	303.43694	1.17939	170	0.6923		x	0.0455	16.45	x		1.4159	21.09
Wed	07/05/23	303.46158	1.17948	171	0.6964		x	0.0414	16.36	x		1.4200	21.18
Thu	07/06/23	303.48623	1.17958	172	0.7006		x	0.0372	16.26	x		1.4242	21.28
Fri	07/07/23	303.51087	1.17967	173	0.7047		x	0.0331	16.17	x		1.4283	21.37
Mon	07/10/23	303.58481	1.17996	176	0.7171		x	0.0207	15.88	x		1.4407	21.66
Tue	07/11/23	303.60945	1.18006	177	0.7212		x	0.0166	15.78	x		1.4448	21.76
Wed	07/12/23	303.63410	1.18015	178	0.7254		x	0.0124	15.69	x		1.4490	21.85
Thu	07/13/23	303.65874	1.18025	179	0.7295		x	0.0083	15.59	x		1.4531	21.95
Fri	07/14/23	303.68339	1.18034	180	0.7336		x	0.0042	15.50	x		1.4572	22.04
Sat	07/15/23	303.70803	1.18044	0	0.0000			0.0000	15.40	x	x	1.4614	22.14
Mon	07/17/23	303.75732	1.18063	2	0.0080			-0.0080	15.21	x	x	1.4694	22.33
Tue	07/18/23	303.78197	1.18073	3	0.0120			-0.0120	15.11	x	x	1.4734	22.43
Wed	07/19/23	303.80661	1.18082	4	0.0160			-0.0160	15.02	x	x	1.4774	22.52
Thu	07/20/23	303.83126	1.18092	5	0.0201			-0.0201	14.92	x	x	1.4815	22.62
Fri	07/21/23	303.85590	1.18102	6	0.0241			-0.0241	14.82	x	x	1.4855	22.72
Mon	07/24/23	303.92984	1.18130	9	0.0361			-0.0361	14.54	x	x	1.4975	23.00
Tue	07/25/23	303.95448	1.18140	10	0.0401			-0.0401	14.44	x	x	1.5015	23.10
Wed	07/26/23	303.97913	1.18149	11	0.0441			-0.0441	14.35	x	x	1.5055	23.19
Thu	07/27/23	304.00377	1.18159	12	0.0482			-0.0482	14.25	x	x	1.5096	23.29
Fri	07/28/23	304.02842	1.18169	13	0.0522			-0.0522	14.15	x	x	1.5136	23.39
Mon	07/31/23	304.10235	1.18197	16	0.0642			-0.0642	13.87	x	x	1.5256	23.67
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	1.18207	17	0.0683			-0.0683	13.77	x	x	1.5297	23.77
Wed	08/02/23	304.15868	1.18219	18	0.0723			-0.0723	13.65	x	x	1.5337	23.89
Thu	08/03/23	304.19035	1.18231	19	0.0763			-0.0763	13.53	x	x	1.5377	24.01
Fri	08/04/23	304.22203	1.18244	20	0.0803			-0.0803	13.40	x	x	1.5417	24.14
Mon	08/07/23	304.31706	1.18281	23	0.0924			-0.0924	13.03	x	x	1.5538	24.51
Tue	08/08/23	304.34874	1.18293	24	0.0964			-0.0964	12.91	x	x	1.5578	24.63
Wed	08/09/23	304.38042	1.18305	25	0.1005			-0.1005	12.79	x	x	1.5619	24.75
Thu	08/10/23	304.41210	1.18318	26	0.1045			-0.1045	12.66	x	x	1.5659	24.88
Fri	08/11/23	304.44377	1.18330	27	0.1085			-0.1085	12.54	x	x	1.5699	25.00
Mon	08/14/23	304.53881	1.18367	30	0.1206			-0.1206	12.17	x	x	1.5820	25.37
Tue	08/15/23	304.57048	1.18379	31	0.1247			-0.1247	12.05	x	x	1.5861	25.49
Wed	08/16/23	304.60216	1.18392	32	0.1287			-0.1287	11.92	x	x	1.5901	25.62
Thu	08/17/23	304.63384	1.18404	33	0.1327			-0.1327	11.80	x	x	1.5941	25.74
Fri	08/18/23	304.66552	1.18416	34	0.1368			-0.1368	11.68	x	x	1.5982	25.86
Mon	08/21/23	304.76055	1.18453	37	0.1489			-0.1489	11.31	x	x	1.6103	26.23
Tue	08/22/23	304.79223	1.18465	38	0.1529			-0.1529	11.19	x	x	1.6143	26.35
Wed	08/23/23	304.82390	1.18478	39	0.1570			-0.1570	11.06	x	x	1.6184	26.48
Thu	08/24/23	304.85558	1.18490	40	0.1610			-0.1610	10.94	x	x	1.6224	26.60
Fri	08/25/23	304.88726	1.18502	41	0.1650			-0.1650	10.82	x	x	1.6264	26.72
Mon	08/28/23	304.98229	1.18539	44	0.1772			-0.1772	10.45	x	x	1.6386	27.09
Tue	08/29/23	305.01397	1.18552	45	0.1812			-0.1812	10.32	x	x	1.6426	27.22
Wed	08/30/23	305.04565	1.18564	46	0.1853			-0.1853	10.20	x	x	1.6467	27.34
Thu	08/31/23	305.07732	1.18576	47	0.1893			-0.1893	10.08	x	x	1.6507	27.46
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	1.18589	48	0.1934			-0.1934	9.95	x	x	1.6548	27.59
Mon	09/04/23	305.16720	1.18611	51	0.2055			-0.2055	9.73	x	x	1.6669	27.81
Tue	09/05/23	305.18660	1.18619	52	0.2095			-0.2095	9.65	x	x	1.6709	27.89
Wed	09/06/23	305.20600	1.18626	53	0.2136			-0.2136	9.58	x	x	1.6750	27.96
Thu	09/07/23	305.22540	1.18634	54	0.2176			-0.2176	9.50	x	x	1.6790	28.04
Fri	09/08/23	305.24480	1.18641	55	0.2216			-0.2216	9.43	x	x	1.6830	28.11
Mon	09/11/23	305.30300	1.18664	58	0.2338			-0.2338	9.20	x	x	1.6952	28.34
Tue	09/12/23	305.32240	1.18671	59	0.2378			-0.2378	9.13	x	x	1.6992	28.41
Wed	09/13/23	305.34180	1.18679	60	0.2419			-0.2419	9.05	x	x	1.7033	28.49
Thu	09/14/23	305.36120	1.18687	61	0.2459			-0.2459	8.97	x	x	1.7073	28.57
Fri	09/15/23	305.38060	1.18694	62	0.2500			-0.2500	8.90	x	x	1.7114	28.64
Mon	09/18/23	305.43880	1.18717	65	0.2621			-0.2621	8.67	x	x	1.7235	28.87
Tue	09/19/23	305.45820	1.18724	66	0.2662			-0.2662	8.60	x	x	1.7276	28.94
Wed	09/20/23	305.47760	1.18732	67	0.2702			-0.2702	8.52	x	x	1.7316	29.02
Thu	09/21/23	305.49700	1.18739	68	0.2743			-0.2743	8.45	x	x	1.7357	29.09
Fri	09/22/23	305.51640	1.18747	69	0.2783			-0.2783	8.37	x	x	1.7397	29.17
Mon	09/25/23	305.57460	1.18770	72	0.2905			-0.2905	8.14	x	x	1.7519	29.40
Tue	09/26/23	305.59400	1.18777	73	0.2945			-0.2945	8.07	x	x	1.7559	29.47
Wed	09/27/23	305.61340	1.18785	74	0.2986			-0.2986	7.99	x	x	1.7600	29.55
Thu	09/28/23	305.63280	1.18792	75	0.3026			-0.3026	7.92	x	x	1.7640	29.62
Fri	09/29/23	305.65220	1.18800	76	0.3067			-0.3067	7.84	x	x	1.7681	29.70
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	1.18832	79	0.3189			-0.3189	7.52	x	x	1.7803	30.02
Tue	10/03/23	305.77713	1.18848	80	0.3230			-0.3230	7.36	x	x	1.7844	30.18
Wed	10/04/23	305.82019	1.18865	81	0.3270			-0.3270	7.19	x	x	1.7884	30.35
Thu	10/05/23	305.86326	1.18882	82	0.3311			-0.3311	7.02	x	x	1.7925	30.52
Fri	10/06/23	305.90632	1.18898	83	0.3352			-0.3352	6.86	x	x	1.7966	30.68
Mon	10/09/23	306.03552	1.18949	86	0.3475			-0.3475	6.35	x	x	1.8089	31.19
Tue	10/10/23	306.07858	1.18965	87	0.3516			-0.3516	6.19	x	x	1.8130	31.35
Wed	10/11/23	306.12165	1.18982	88	0.3557			-0.3557	6.02	x	x	1.8171	31.52
Thu	10/12/23	306.16471	1.18999	89	0.3597			-0.3597	5.85	x	x	1.8211	31.69
Fri	10/13/23	306.20777	1.19016	90	0.3638			-0.3638	5.68	x	x	1.8252	31.86
Mon	10/16/23	306.33697	1.19066	93	0.3761			-0.3761	5.18	x	x	1.8375	32.36
Tue	10/17/23	306.38003	1.19083	94	0.3802			-0.3802	5.01	x	x	1.8416	32.53
Wed	10/18/23	306.42310	1.19099	95	0.3843			-0.3843	4.85	x	x	1.8457	32.69
Thu	10/19/23	306.46616	1.19116	96	0.3884			-0.3884	4.68	x	x	1.8498	32.86
Fri	10/20/23	306.50923	1.19133	97	0.3925			-0.3925	4.51	x	x	1.8539	33.03
Mon	10/23/23	306.63842	1.19183	100	0.4048			-0.4048	4.01	x	x	1.8662	33.53
Tue	10/24/23	306.68148	1.19200	101	0.4089			-0.4089	3.84	x	x	1.8703	33.70
Wed	10/25/23	306.72455	1.19216	102	0.4130			-0.4130	3.68	x	x	1.8744	33.86
Thu	10/26/23	306.76761	1.19233	103	0.4172			-0.4172	3.51	x	x	1.8786	34.03
Fri	10/27/23	306.81068	1.19250	104	0.4213			-0.4213	3.34	x	x	1.8827	34.20
Mon	10/30/23	306.93987	1.19300	107	0.4336			-0.4336	2.84	x	x	1.8950	34.70
Tue	10/31/23	306.98294	1.19317	108	0.4377			-0.4377	2.67	x	x	1.8991	34.87
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	1.19334	109	0.4418			-0.4418	2.50	x	x	1.9032	35.04
Thu	11/02/23	307.05143	1.19344	110	0.4459			-0.4459	2.40	x	x	1.9073	35.14
Fri	11/03/23	307.07687	1.19353	111	0.4500			-0.4500	2.31	x	x	1.9114	35.23
Mon	11/06/23	307.15317	1.19383	114	0.4623			-0.4623	2.01	x	x	1.9237	35.53
Tue	11/07/23	307.17860	1.19393	115	0.4664			-0.4664	1.91	x	x	1.9278	35.63
Wed	11/08/23	307.20403	1.19403	116	0.4705			-0.4705	1.81	x	x	1.9319	35.73
Thu	11/09/23	307.22947	1.19413	117	0.4746			-0.4746	1.71	x	x	1.9360	35.83
Fri	11/10/23	307.25490	1.19423	118	0.4787			-0.4787	1.61	x	x	1.9401	35.93
Mon	11/13/23	307.33120	1.19452	121	0.4910			-0.4910	1.32	x	x	1.9524	36.22
Tue	11/14/23	307.35663	1.19462	122	0.4951			-0.4951	1.22	x	x	1.9565	36.32
Wed	11/15/23	307.38207	1.19472	123	0.4992			-0.4992	1.12	x	x	1.9606	36.42
Thu	11/16/23	307.40750	1.19482	124	0.5033			-0.5033	1.02	x	x	1.9647	36.52
Fri	11/17/23	307.43293	1.19492	125	0.5074			-0.5074	0.92	x	x	1.9688	36.62
Mon	11/20/23	307.50923	1.19521	128	0.5197			-0.5197	0.63	x	x	1.9811	36.91
Tue	11/21/23	307.53467	1.19531	129	0.5238			-0.5238	0.53	x	x	1.9852	37.01
Wed	11/22/23	307.56010	1.19541	130	0.5279			-0.5279	0.43	x	x	1.9893	37.11
Thu	11/23/23	307.58553	1.19551	131	0.5320			-0.5320	0.33	x	x	1.9934	37.21
Fri	11/24/23	307.61097	1.19561	132	0.5361			-0.5361	0.23	x	x	1.9975	37.31
Mon	11/27/23	307.68727	1.19591	135	0.5484			-0.5484	-0.07	x	x	2.0098	37.61
Tue	11/28/23	307.71270	1.19601	136	0.5525			-0.5525	-0.17	x	x	2.0139	37.71
Wed	11/29/23	307.73813	1.19610	137	0.5566			-0.5566	-0.26	x	x	2.0180	37.80
Thu	11/30/23	307.76357	1.19620	138	0.5607			-0.5607	-0.36	x	x	2.0221	37.90
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	1.19630	139	0.5648			-0.5648	-0.46	x	x	2.0262	38.00
Mon	12/04/23	307.77758	1.19626	142	0.5770			-0.5770	-0.42	x	x	2.0384	37.96
Tue	12/05/23	307.77377	1.19624	143	0.5811			-0.5811	-0.40	x	x	2.0425	37.94
Wed	12/06/23	307.76997	1.19623	144	0.5851			-0.5851	-0.39	x	x	2.0465	37.93
Thu	12/07/23	307.76616	1.19621	145	0.5892			-0.5892	-0.37	x	x	2.0506	37.91
Fri	12/08/23	307.76235	1.19620	146	0.5932			-0.5932	-0.36	x	x	2.0546	37.90
Mon	12/11/23	307.75094	1.19615	149	0.6054			-0.6054	-0.31	x	x	2.0668	37.85
Tue	12/12/23	307.74713	1.19614	150	0.6094			-0.6094	-0.30	x	x	2.0708	37.84
Wed	12/13/23	307.74332	1.19612	151	0.6135			-0.6135	-0.28	x	x	2.0749	37.82
Thu	12/14/23	307.73952	1.19611	152	0.6176			-0.6176	-0.27	x	x	2.0790	37.81
Fri	12/15/23	307.73571	1.19609	153	0.6216			-0.6216	-0.25	x	x	2.0830	37.79
Mon	12/18/23	307.72429	1.19605	156	0.6338			-0.6338	-0.21	x	x	2.0952	37.75
Tue	12/19/23	307.72048	1.19604	157	0.6378			-0.6378	-0.20	x	x	2.0992	37.74
Wed	12/20/23	307.71668	1.19602	158	0.6419			-0.6419	-0.18	x	x	2.1033	37.72
Thu	12/21/23	307.71287	1.19601	159	0.6459			-0.6459	-0.17	x	x	2.1073	37.71
Fri	12/22/23	307.70906	1.19599	160	0.6500			-0.6500	-0.15	x	x	2.1114	37.69
Mon	12/25/23	307.69765	1.19595	163	0.6622			-0.6622	-0.11	x	x	2.1236	37.65
Tue	12/26/23	307.69384	1.19593	164	0.6662			-0.6662	-0.09	x	x	2.1276	37.63
Wed	12/27/23	307.69003	1.19592	165	0.6703			-0.6703	-0.08	x	x	2.1317	37.62
Thu	12/28/23	307.68623	1.19590	166	0.6743			-0.6743	-0.06	x	x	2.1357	37.60
Fri	12/29/23	307.68242	1.19589	167	0.6784			-0.6784	-0.05	x	x	2.1398	37.59
Mon	01/01/24	307.67100	1.19584

Generated 12/12/23 08:55