0.125% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2026

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

CUSIP Number	912828S50	Interest 01/15/23 (184 days)	$0.7767
Dated Date	July 15, 2016	Interest 07/15/23 (181 days)	$0.7919
Ref CPI on Dated Date	239.70132	Interest Total	$1.5686
Original Issue Date	July 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	1.24326	170	0.7179	x	x	0.8507	40.30			0.7179	0.00
Mon	01/02/23	298.00229	1.24322	171	0.7221	x	x	0.8465	40.34			0.7221	-0.04
Tue	01/03/23	297.99258	1.24318	172	0.7263	x	x	0.8423	40.38			0.7263	-0.08
Wed	01/04/23	297.98287	1.24314	173	0.7305	x	x	0.8381	40.42			0.7305	-0.12
Thu	01/05/23	297.97316	1.24310	174	0.7347	x	x	0.8339	40.46			0.7347	-0.16
Fri	01/06/23	297.96345	1.24306	175	0.7389	x	x	0.8297	40.50			0.7389	-0.20
Mon	01/09/23	297.93432	1.24294	178	0.7515	x	x	0.8171	40.62			0.7515	-0.32
Tue	01/10/23	297.92461	1.24290	179	0.7557	x	x	0.8129	40.66			0.7557	-0.36
Wed	01/11/23	297.91490	1.24286	180	0.7599	x	x	0.8087	40.70			0.7599	-0.40
Thu	01/12/23	297.90519	1.24282	181	0.7641	x	x	0.8045	40.74			0.7641	-0.44
Fri	01/13/23	297.89548	1.24278	182	0.7683	x	x	0.8003	40.78			0.7683	-0.48
Sun	01/15/23	297.87606	1.24270	0	0.0000		x	0.7919	40.86	x		0.7767	-0.56
Mon	01/16/23	297.86635	1.24266	1	0.0043		x	0.7876	40.90	x		0.7810	-0.60
Tue	01/17/23	297.85665	1.24262	2	0.0086		x	0.7833	40.94	x		0.7853	-0.64
Wed	01/18/23	297.84694	1.24258	3	0.0129		x	0.7790	40.98	x		0.7896	-0.68
Thu	01/19/23	297.83723	1.24253	4	0.0172		x	0.7747	41.03	x		0.7939	-0.73
Fri	01/20/23	297.82752	1.24249	5	0.0215		x	0.7704	41.07	x		0.7982	-0.77
Mon	01/23/23	297.79839	1.24237	8	0.0343		x	0.7576	41.19	x		0.8110	-0.89
Tue	01/24/23	297.78868	1.24233	9	0.0386		x	0.7533	41.23	x		0.8153	-0.93
Wed	01/25/23	297.77897	1.24229	10	0.0429		x	0.7490	41.27	x		0.8196	-0.97
Thu	01/26/23	297.76926	1.24225	11	0.0472		x	0.7447	41.31	x		0.8239	-1.01
Fri	01/27/23	297.75955	1.24221	12	0.0515		x	0.7404	41.35	x		0.8282	-1.05
Mon	01/30/23	297.73042	1.24209	15	0.0643		x	0.7276	41.47	x		0.8410	-1.17
Tue	01/31/23	297.72071	1.24205	16	0.0686		x	0.7233	41.51	x		0.8453	-1.21
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Wed	02/01/23	297.71100	1.24201	17	0.0729		x	0.7190	41.55	x		0.8496	-1.25
Thu	02/02/23	297.67836	1.24187	18	0.0772		x	0.7147	41.69	x		0.8539	-1.39
Fri	02/03/23	297.64571	1.24174	19	0.0815		x	0.7104	41.82	x		0.8582	-1.52
Mon	02/06/23	297.54779	1.24133	22	0.0943		x	0.6976	42.23	x		0.8710	-1.93
Tue	02/07/23	297.51514	1.24119	23	0.0986		x	0.6933	42.37	x		0.8753	-2.07
Wed	02/08/23	297.48250	1.24105	24	0.1028		x	0.6891	42.51	x		0.8795	-2.21
Thu	02/09/23	297.44986	1.24092	25	0.1071		x	0.6848	42.64	x		0.8838	-2.34
Fri	02/10/23	297.41721	1.24078	26	0.1114		x	0.6805	42.78	x		0.8881	-2.48
Mon	02/13/23	297.31929	1.24037	29	0.1242		x	0.6677	43.19	x		0.9009	-2.89
Tue	02/14/23	297.28664	1.24024	30	0.1285		x	0.6634	43.32	x		0.9052	-3.02
Wed	02/15/23	297.25400	1.24010	31	0.1327		x	0.6592	43.46	x		0.9094	-3.16
Thu	02/16/23	297.22136	1.23997	32	0.1370		x	0.6549	43.59	x		0.9137	-3.29
Fri	02/17/23	297.18871	1.23983	33	0.1413		x	0.6506	43.73	x		0.9180	-3.43
Mon	02/20/23	297.09079	1.23942	36	0.1541		x	0.6378	44.14	x		0.9308	-3.84
Tue	02/21/23	297.05814	1.23928	37	0.1583		x	0.6336	44.28	x		0.9350	-3.98
Wed	02/22/23	297.02550	1.23915	38	0.1626		x	0.6293	44.41	x		0.9393	-4.11
Thu	02/23/23	296.99286	1.23901	39	0.1669		x	0.6250	44.55	x		0.9436	-4.25
Fri	02/24/23	296.96021	1.23888	40	0.1711		x	0.6208	44.68	x		0.9478	-4.38
Mon	02/27/23	296.86229	1.23847	43	0.1839		x	0.6080	45.09	x		0.9606	-4.79
Tue	02/28/23	296.82964	1.23833	44	0.1881		x	0.6038	45.23	x		0.9648	-4.93
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	1.23820	45	0.1924		x	0.5995	45.36	x		0.9691	-5.06
Thu	03/02/23	296.87355	1.23851	46	0.1967		x	0.5952	45.05	x		0.9734	-4.75
Fri	03/03/23	296.95010	1.23883	47	0.2011		x	0.5908	44.73	x		0.9778	-4.43
Mon	03/06/23	297.17974	1.23979	50	0.2141		x	0.5778	43.77	x		0.9908	-3.47
Tue	03/07/23	297.25629	1.24011	51	0.2184		x	0.5735	43.45	x		0.9951	-3.15
Wed	03/08/23	297.33284	1.24043	52	0.2227		x	0.5692	43.13	x		0.9994	-2.83
Thu	03/09/23	297.40939	1.24075	53	0.2271		x	0.5648	42.81	x		1.0038	-2.51
Fri	03/10/23	297.48594	1.24107	54	0.2314		x	0.5605	42.49	x		1.0081	-2.19
Mon	03/13/23	297.71558	1.24203	57	0.2445		x	0.5474	41.53	x		1.0212	-1.23
Tue	03/14/23	297.79213	1.24235	58	0.2488		x	0.5431	41.21	x		1.0255	-0.91
Wed	03/15/23	297.86868	1.24267	59	0.2532		x	0.5387	40.89	x		1.0299	-0.59
Thu	03/16/23	297.94523	1.24299	60	0.2575		x	0.5344	40.57	x		1.0342	-0.27
Fri	03/17/23	298.02177	1.24330	61	0.2619		x	0.5300	40.26	x		1.0386	0.04
Mon	03/20/23	298.25142	1.24426	64	0.2750		x	0.5169	39.30	x		1.0517	1.00
Tue	03/21/23	298.32797	1.24458	65	0.2793		x	0.5126	38.98	x		1.0560	1.32
Wed	03/22/23	298.40452	1.24490	66	0.2837		x	0.5082	38.66	x		1.0604	1.64
Thu	03/23/23	298.48106	1.24522	67	0.2881		x	0.5038	38.34	x		1.0648	1.96
Fri	03/24/23	298.55761	1.24554	68	0.2925		x	0.4994	38.02	x		1.0692	2.28
Mon	03/27/23	298.78726	1.24650	71	0.3056		x	0.4863	37.06	x		1.0823	3.24
Tue	03/28/23	298.86381	1.24682	72	0.3100		x	0.4819	36.74	x		1.0867	3.56
Wed	03/29/23	298.94035	1.24714	73	0.3144		x	0.4775	36.42	x		1.0911	3.88
Thu	03/30/23	299.01690	1.24746	74	0.3188		x	0.4731	36.10	x		1.0955	4.20
Fri	03/31/23	299.09345	1.24778	75	0.3231		x	0.4688	35.78	x		1.0998	4.52
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	1.24856	78	0.3363		x	0.4556	35.00	x		1.1130	5.30
Tue	04/04/23	299.33700	1.24879	79	0.3407		x	0.4512	34.77	x		1.1174	5.53
Wed	04/05/23	299.39267	1.24902	80	0.3450		x	0.4469	34.54	x		1.1217	5.76
Thu	04/06/23	299.44833	1.24926	81	0.3494		x	0.4425	34.30	x		1.1261	6.00
Fri	04/07/23	299.50400	1.24949	82	0.3538		x	0.4381	34.07	x		1.1305	6.23
Mon	04/10/23	299.67100	1.25019	85	0.3669		x	0.4250	33.37	x		1.1436	6.93
Tue	04/11/23	299.72667	1.25042	86	0.3713		x	0.4206	33.14	x		1.1480	7.16
Wed	04/12/23	299.78233	1.25065	87	0.3757		x	0.4162	32.91	x		1.1524	7.39
Thu	04/13/23	299.83800	1.25088	88	0.3801		x	0.4118	32.68	x		1.1568	7.62
Fri	04/14/23	299.89367	1.25111	89	0.3845		x	0.4074	32.45	x		1.1612	7.85
Mon	04/17/23	300.06067	1.25181	92	0.3977		x	0.3942	31.75	x		1.1744	8.55
Tue	04/18/23	300.11633	1.25204	93	0.4021		x	0.3898	31.52	x		1.1788	8.78
Wed	04/19/23	300.17200	1.25228	94	0.4065		x	0.3854	31.28	x		1.1832	9.02
Thu	04/20/23	300.22767	1.25251	95	0.4109		x	0.3810	31.05	x		1.1876	9.25
Fri	04/21/23	300.28333	1.25274	96	0.4153		x	0.3766	30.82	x		1.1920	9.48
Mon	04/24/23	300.45033	1.25344	99	0.4285		x	0.3634	30.12	x		1.2052	10.18
Tue	04/25/23	300.50600	1.25367	100	0.4329		x	0.3590	29.89	x		1.2096	10.41
Wed	04/26/23	300.56167	1.25390	101	0.4373		x	0.3546	29.66	x		1.2140	10.64
Thu	04/27/23	300.61733	1.25413	102	0.4417		x	0.3502	29.43	x		1.2184	10.87
Fri	04/28/23	300.67300	1.25437	103	0.4461		x	0.3458	29.19	x		1.2228	11.11
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	1.25506	106	0.4594		x	0.3325	28.50	x		1.2361	11.80
Tue	05/02/23	300.87213	1.25520	107	0.4638		x	0.3281	28.36	x		1.2405	11.94
Wed	05/03/23	300.90426	1.25533	108	0.4681		x	0.3238	28.23	x		1.2448	12.07
Thu	05/04/23	300.93639	1.25546	109	0.4725		x	0.3194	28.10	x		1.2492	12.20
Fri	05/05/23	300.96852	1.25560	110	0.4769		x	0.3150	27.96	x		1.2536	12.34
Mon	05/08/23	301.06490	1.25600	113	0.4901		x	0.3018	27.56	x		1.2668	12.74
Tue	05/09/23	301.09703	1.25613	114	0.4945		x	0.2974	27.43	x		1.2712	12.87
Wed	05/10/23	301.12916	1.25627	115	0.4989		x	0.2930	27.29	x		1.2756	13.01
Thu	05/11/23	301.16129	1.25640	116	0.5033		x	0.2886	27.16	x		1.2800	13.14
Fri	05/12/23	301.19342	1.25654	117	0.5076		x	0.2843	27.02	x		1.2843	13.28
Mon	05/15/23	301.28981	1.25694	120	0.5208		x	0.2711	26.62	x		1.2975	13.68
Tue	05/16/23	301.32194	1.25707	121	0.5252		x	0.2667	26.49	x		1.3019	13.81
Wed	05/17/23	301.35406	1.25721	122	0.5296		x	0.2623	26.35	x		1.3063	13.95
Thu	05/18/23	301.38619	1.25734	123	0.5340		x	0.2579	26.22	x		1.3107	14.08
Fri	05/19/23	301.41832	1.25747	124	0.5384		x	0.2535	26.09	x		1.3151	14.21
Mon	05/22/23	301.51471	1.25788	127	0.5516		x	0.2403	25.68	x		1.3283	14.62
Tue	05/23/23	301.54684	1.25801	128	0.5560		x	0.2359	25.55	x		1.3327	14.75
Wed	05/24/23	301.57897	1.25814	129	0.5604		x	0.2315	25.42	x		1.3371	14.88
Thu	05/25/23	301.61110	1.25828	130	0.5648		x	0.2271	25.28	x		1.3415	15.02
Fri	05/26/23	301.64323	1.25841	131	0.5692		x	0.2227	25.15	x		1.3459	15.15
Mon	05/29/23	301.73961	1.25881	134	0.5825		x	0.2094	24.75	x		1.3592	15.55
Tue	05/30/23	301.77174	1.25895	135	0.5869		x	0.2050	24.61	x		1.3636	15.69
Wed	05/31/23	301.80387	1.25908	136	0.5913		x	0.2006	24.48	x		1.3680	15.82
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	1.25922	137	0.5957		x	0.1962	24.34	x		1.3724	15.96
Fri	06/02/23	301.88690	1.25943	138	0.6001		x	0.1918	24.13	x		1.3768	16.17
Mon	06/05/23	302.03960	1.26007	141	0.6135		x	0.1784	23.49	x		1.3902	16.81
Tue	06/06/23	302.09050	1.26028	142	0.6180		x	0.1739	23.28	x		1.3947	17.02
Wed	06/07/23	302.14140	1.26049	143	0.6224		x	0.1695	23.07	x		1.3991	17.23
Thu	06/08/23	302.19230	1.26070	144	0.6269		x	0.1650	22.86	x		1.4036	17.44
Fri	06/09/23	302.24320	1.26092	145	0.6313		x	0.1606	22.64	x		1.4080	17.66
Mon	06/12/23	302.39590	1.26155	148	0.6447		x	0.1472	22.01	x		1.4214	18.29
Tue	06/13/23	302.44680	1.26177	149	0.6492		x	0.1427	21.79	x		1.4259	18.51
Wed	06/14/23	302.49770	1.26198	150	0.6536		x	0.1383	21.58	x		1.4303	18.72
Thu	06/15/23	302.54860	1.26219	151	0.6581		x	0.1338	21.37	x		1.4348	18.93
Fri	06/16/23	302.59950	1.26240	152	0.6626		x	0.1293	21.16	x		1.4393	19.14
Mon	06/19/23	302.75220	1.26304	155	0.6760		x	0.1159	20.52	x		1.4527	19.78
Tue	06/20/23	302.80310	1.26325	156	0.6805		x	0.1114	20.31	x		1.4572	19.99
Wed	06/21/23	302.85400	1.26346	157	0.6850		x	0.1069	20.10	x		1.4617	20.20
Thu	06/22/23	302.90490	1.26368	158	0.6894		x	0.1025	19.88	x		1.4661	20.42
Fri	06/23/23	302.95580	1.26389	159	0.6939		x	0.0980	19.67	x		1.4706	20.63
Mon	06/26/23	303.10850	1.26453	162	0.7074		x	0.0845	19.03	x		1.4841	21.27
Tue	06/27/23	303.15940	1.26474	163	0.7119		x	0.0800	18.82	x		1.4886	21.48
Wed	06/28/23	303.21030	1.26495	164	0.7163		x	0.0756	18.61	x		1.4930	21.69
Thu	06/29/23	303.26120	1.26516	165	0.7208		x	0.0711	18.40	x		1.4975	21.90
Fri	06/30/23	303.31210	1.26538	166	0.7253		x	0.0666	18.18	x		1.5020	22.12
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	1.26579	169	0.7387		x	0.0532	17.77	x		1.5154	22.53
Tue	07/04/23	303.43694	1.26590	170	0.7431		x	0.0488	17.66	x		1.5198	22.64
Wed	07/05/23	303.46158	1.26600	171	0.7475		x	0.0444	17.56	x		1.5242	22.74
Thu	07/06/23	303.48623	1.26610	172	0.7520		x	0.0399	17.46	x		1.5287	22.84
Fri	07/07/23	303.51087	1.26620	173	0.7564		x	0.0355	17.36	x		1.5331	22.94
Mon	07/10/23	303.58481	1.26651	176	0.7697		x	0.0222	17.05	x		1.5464	23.25
Tue	07/11/23	303.60945	1.26662	177	0.7741		x	0.0178	16.94	x		1.5508	23.36
Wed	07/12/23	303.63410	1.26672	178	0.7786		x	0.0133	16.84	x		1.5553	23.46
Thu	07/13/23	303.65874	1.26682	179	0.7830		x	0.0089	16.74	x		1.5597	23.56
Fri	07/14/23	303.68339	1.26692	180	0.7875		x	0.0044	16.64	x		1.5642	23.66
Sat	07/15/23	303.70803	1.26703	0	0.0000			0.0000	16.53	x	x	1.5686	23.77
Mon	07/17/23	303.75732	1.26723	2	0.0086			-0.0086	16.33	x	x	1.5772	23.97
Tue	07/18/23	303.78197	1.26734	3	0.0129			-0.0129	16.22	x	x	1.5815	24.08
Wed	07/19/23	303.80661	1.26744	4	0.0172			-0.0172	16.12	x	x	1.5858	24.18
Thu	07/20/23	303.83126	1.26754	5	0.0215			-0.0215	16.02	x	x	1.5901	24.28
Fri	07/21/23	303.85590	1.26764	6	0.0258			-0.0258	15.92	x	x	1.5944	24.38
Mon	07/24/23	303.92984	1.26795	9	0.0388			-0.0388	15.61	x	x	1.6074	24.69
Tue	07/25/23	303.95448	1.26806	10	0.0431			-0.0431	15.50	x	x	1.6117	24.80
Wed	07/26/23	303.97913	1.26816	11	0.0474			-0.0474	15.40	x	x	1.6160	24.90
Thu	07/27/23	304.00377	1.26826	12	0.0517			-0.0517	15.30	x	x	1.6203	25.00
Fri	07/28/23	304.02842	1.26836	13	0.0560			-0.0560	15.20	x	x	1.6246	25.10
Mon	07/31/23	304.10235	1.26867	16	0.0689			-0.0689	14.89	x	x	1.6375	25.41
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	1.26877	17	0.0733			-0.0733	14.79	x	x	1.6419	25.51
Wed	08/02/23	304.15868	1.26891	18	0.0776			-0.0776	14.65	x	x	1.6462	25.65
Thu	08/03/23	304.19035	1.26904	19	0.0819			-0.0819	14.52	x	x	1.6505	25.78
Fri	08/04/23	304.22203	1.26917	20	0.0862			-0.0862	14.39	x	x	1.6548	25.91
Mon	08/07/23	304.31706	1.26957	23	0.0992			-0.0992	13.99	x	x	1.6678	26.31
Tue	08/08/23	304.34874	1.26970	24	0.1035			-0.1035	13.86	x	x	1.6721	26.44
Wed	08/09/23	304.38042	1.26983	25	0.1078			-0.1078	13.73	x	x	1.6764	26.57
Thu	08/10/23	304.41210	1.26996	26	0.1122			-0.1122	13.60	x	x	1.6808	26.70
Fri	08/11/23	304.44377	1.27010	27	0.1165			-0.1165	13.46	x	x	1.6851	26.84
Mon	08/14/23	304.53881	1.27049	30	0.1295			-0.1295	13.07	x	x	1.6981	27.23
Tue	08/15/23	304.57048	1.27062	31	0.1338			-0.1338	12.94	x	x	1.7024	27.36
Wed	08/16/23	304.60216	1.27076	32	0.1381			-0.1381	12.80	x	x	1.7067	27.50
Thu	08/17/23	304.63384	1.27089	33	0.1425			-0.1425	12.67	x	x	1.7111	27.63
Fri	08/18/23	304.66552	1.27102	34	0.1468			-0.1468	12.54	x	x	1.7154	27.76
Mon	08/21/23	304.76055	1.27142	37	0.1598			-0.1598	12.14	x	x	1.7284	28.16
Tue	08/22/23	304.79223	1.27155	38	0.1641			-0.1641	12.01	x	x	1.7327	28.29
Wed	08/23/23	304.82390	1.27168	39	0.1685			-0.1685	11.88	x	x	1.7371	28.42
Thu	08/24/23	304.85558	1.27181	40	0.1728			-0.1728	11.75	x	x	1.7414	28.55
Fri	08/25/23	304.88726	1.27195	41	0.1771			-0.1771	11.61	x	x	1.7457	28.69
Mon	08/28/23	304.98229	1.27234	44	0.1902			-0.1902	11.22	x	x	1.7588	29.08
Tue	08/29/23	305.01397	1.27248	45	0.1945			-0.1945	11.08	x	x	1.7631	29.22
Wed	08/30/23	305.04565	1.27261	46	0.1988			-0.1988	10.95	x	x	1.7674	29.35
Thu	08/31/23	305.07732	1.27274	47	0.2032			-0.2032	10.82	x	x	1.7718	29.48
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	1.27287	48	0.2075			-0.2075	10.69	x	x	1.7761	29.61
Mon	09/04/23	305.16720	1.27311	51	0.2205			-0.2205	10.45	x	x	1.7891	29.85
Tue	09/05/23	305.18660	1.27320	52	0.2249			-0.2249	10.36	x	x	1.7935	29.94
Wed	09/06/23	305.20600	1.27328	53	0.2292			-0.2292	10.28	x	x	1.7978	30.02
Thu	09/07/23	305.22540	1.27336	54	0.2336			-0.2336	10.20	x	x	1.8022	30.10
Fri	09/08/23	305.24480	1.27344	55	0.2379			-0.2379	10.12	x	x	1.8065	30.18
Mon	09/11/23	305.30300	1.27368	58	0.2509			-0.2509	9.88	x	x	1.8195	30.42
Tue	09/12/23	305.32240	1.27376	59	0.2553			-0.2553	9.80	x	x	1.8239	30.50
Wed	09/13/23	305.34180	1.27384	60	0.2596			-0.2596	9.72	x	x	1.8282	30.58
Thu	09/14/23	305.36120	1.27392	61	0.2640			-0.2640	9.64	x	x	1.8326	30.66
Fri	09/15/23	305.38060	1.27400	62	0.2683			-0.2683	9.56	x	x	1.8369	30.74
Mon	09/18/23	305.43880	1.27425	65	0.2813			-0.2813	9.31	x	x	1.8499	30.99
Tue	09/19/23	305.45820	1.27433	66	0.2857			-0.2857	9.23	x	x	1.8543	31.07
Wed	09/20/23	305.47760	1.27441	67	0.2900			-0.2900	9.15	x	x	1.8586	31.15
Thu	09/21/23	305.49700	1.27449	68	0.2944			-0.2944	9.07	x	x	1.8630	31.23
Fri	09/22/23	305.51640	1.27457	69	0.2987			-0.2987	8.99	x	x	1.8673	31.31
Mon	09/25/23	305.57460	1.27481	72	0.3118			-0.3118	8.75	x	x	1.8804	31.55
Tue	09/26/23	305.59400	1.27489	73	0.3161			-0.3161	8.67	x	x	1.8847	31.63
Wed	09/27/23	305.61340	1.27498	74	0.3205			-0.3205	8.58	x	x	1.8891	31.72
Thu	09/28/23	305.63280	1.27506	75	0.3248			-0.3248	8.50	x	x	1.8934	31.80
Fri	09/29/23	305.65220	1.27514	76	0.3292			-0.3292	8.42	x	x	1.8978	31.88
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	1.27548	79	0.3423			-0.3423	8.08	x	x	1.9109	32.22
Tue	10/03/23	305.77713	1.27566	80	0.3466			-0.3466	7.90	x	x	1.9152	32.40
Wed	10/04/23	305.82019	1.27584	81	0.3510			-0.3510	7.72	x	x	1.9196	32.58
Thu	10/05/23	305.86326	1.27602	82	0.3554			-0.3554	7.54	x	x	1.9240	32.76
Fri	10/06/23	305.90632	1.27620	83	0.3598			-0.3598	7.36	x	x	1.9284	32.94
Mon	10/09/23	306.03552	1.27674	86	0.3730			-0.3730	6.82	x	x	1.9416	33.48
Tue	10/10/23	306.07858	1.27692	87	0.3774			-0.3774	6.64	x	x	1.9460	33.66
Wed	10/11/23	306.12165	1.27710	88	0.3817			-0.3817	6.46	x	x	1.9503	33.84
Thu	10/12/23	306.16471	1.27728	89	0.3861			-0.3861	6.28	x	x	1.9547	34.02
Fri	10/13/23	306.20777	1.27746	90	0.3905			-0.3905	6.10	x	x	1.9591	34.20
Mon	10/16/23	306.33697	1.27799	93	0.4037			-0.4037	5.57	x	x	1.9723	34.73
Tue	10/17/23	306.38003	1.27817	94	0.4081			-0.4081	5.39	x	x	1.9767	34.91
Wed	10/18/23	306.42310	1.27835	95	0.4125			-0.4125	5.21	x	x	1.9811	35.09
Thu	10/19/23	306.46616	1.27853	96	0.4169			-0.4169	5.03	x	x	1.9855	35.27
Fri	10/20/23	306.50923	1.27871	97	0.4213			-0.4213	4.85	x	x	1.9899	35.45
Mon	10/23/23	306.63842	1.27925	100	0.4345			-0.4345	4.31	x	x	2.0031	35.99
Tue	10/24/23	306.68148	1.27943	101	0.4389			-0.4389	4.13	x	x	2.0075	36.17
Wed	10/25/23	306.72455	1.27961	102	0.4433			-0.4433	3.95	x	x	2.0119	36.35
Thu	10/26/23	306.76761	1.27979	103	0.4478			-0.4478	3.77	x	x	2.0164	36.53
Fri	10/27/23	306.81068	1.27997	104	0.4522			-0.4522	3.59	x	x	2.0208	36.71
Mon	10/30/23	306.93987	1.28051	107	0.4654			-0.4654	3.05	x	x	2.0340	37.25
Tue	10/31/23	306.98294	1.28069	108	0.4698			-0.4698	2.87	x	x	2.0384	37.43
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	1.28087	109	0.4742			-0.4742	2.69	x	x	2.0428	37.61
Thu	11/02/23	307.05143	1.28098	110	0.4786			-0.4786	2.58	x	x	2.0472	37.72
Fri	11/03/23	307.07687	1.28108	111	0.4830			-0.4830	2.48	x	x	2.0516	37.82
Mon	11/06/23	307.15317	1.28140	114	0.4962			-0.4962	2.16	x	x	2.0648	38.14
Tue	11/07/23	307.17860	1.28151	115	0.5006			-0.5006	2.05	x	x	2.0692	38.25
Wed	11/08/23	307.20403	1.28161	116	0.5050			-0.5050	1.95	x	x	2.0736	38.35
Thu	11/09/23	307.22947	1.28172	117	0.5094			-0.5094	1.84	x	x	2.0780	38.46
Fri	11/10/23	307.25490	1.28182	118	0.5138			-0.5138	1.74	x	x	2.0824	38.56
Mon	11/13/23	307.33120	1.28214	121	0.5270			-0.5270	1.42	x	x	2.0956	38.88
Tue	11/14/23	307.35663	1.28225	122	0.5314			-0.5314	1.31	x	x	2.1000	38.99
Wed	11/15/23	307.38207	1.28235	123	0.5358			-0.5358	1.21	x	x	2.1044	39.09
Thu	11/16/23	307.40750	1.28246	124	0.5402			-0.5402	1.10	x	x	2.1088	39.20
Fri	11/17/23	307.43293	1.28257	125	0.5446			-0.5446	0.99	x	x	2.1132	39.31
Mon	11/20/23	307.50923	1.28289	128	0.5578			-0.5578	0.67	x	x	2.1264	39.63
Tue	11/21/23	307.53467	1.28299	129	0.5622			-0.5622	0.57	x	x	2.1308	39.73
Wed	11/22/23	307.56010	1.28310	130	0.5666			-0.5666	0.46	x	x	2.1352	39.84
Thu	11/23/23	307.58553	1.28320	131	0.5710			-0.5710	0.36	x	x	2.1396	39.94
Fri	11/24/23	307.61097	1.28331	132	0.5754			-0.5754	0.25	x	x	2.1440	40.05
Mon	11/27/23	307.68727	1.28363	135	0.5886			-0.5886	-0.07	x	x	2.1572	40.37
Tue	11/28/23	307.71270	1.28373	136	0.5930			-0.5930	-0.17	x	x	2.1616	40.47
Wed	11/29/23	307.73813	1.28384	137	0.5974			-0.5974	-0.28	x	x	2.1660	40.58
Thu	11/30/23	307.76357	1.28395	138	0.6019			-0.6019	-0.39	x	x	2.1705	40.69
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	1.28405	139	0.6063			-0.6063	-0.49	x	x	2.1749	40.79
Mon	12/04/23	307.77758	1.28400	142	0.6193			-0.6193	-0.44	x	x	2.1879	40.74
Tue	12/05/23	307.77377	1.28399	143	0.6237			-0.6237	-0.43	x	x	2.1923	40.73
Wed	12/06/23	307.76997	1.28397	144	0.6280			-0.6280	-0.41	x	x	2.1966	40.71
Thu	12/07/23	307.76616	1.28396	145	0.6324			-0.6324	-0.40	x	x	2.2010	40.70
Fri	12/08/23	307.76235	1.28394	146	0.6367			-0.6367	-0.38	x	x	2.2053	40.68
Mon	12/11/23	307.75094	1.28389	149	0.6498			-0.6498	-0.33	x	x	2.2184	40.63
Tue	12/12/23	307.74713	1.28388	150	0.6542			-0.6542	-0.32	x	x	2.2228	40.62
Wed	12/13/23	307.74332	1.28386	151	0.6585			-0.6585	-0.30	x	x	2.2271	40.60
Thu	12/14/23	307.73952	1.28385	152	0.6629			-0.6629	-0.29	x	x	2.2315	40.59
Fri	12/15/23	307.73571	1.28383	153	0.6672			-0.6672	-0.27	x	x	2.2358	40.57
Mon	12/18/23	307.72429	1.28378	156	0.6803			-0.6803	-0.22	x	x	2.2489	40.52
Tue	12/19/23	307.72048	1.28377	157	0.6846			-0.6846	-0.21	x	x	2.2532	40.51
Wed	12/20/23	307.71668	1.28375	158	0.6890			-0.6890	-0.19	x	x	2.2576	40.49
Thu	12/21/23	307.71287	1.28373	159	0.6933			-0.6933	-0.17	x	x	2.2619	40.47
Fri	12/22/23	307.70906	1.28372	160	0.6977			-0.6977	-0.16	x	x	2.2663	40.46
Mon	12/25/23	307.69765	1.28367	163	0.7107			-0.7107	-0.11	x	x	2.2793	40.41
Tue	12/26/23	307.69384	1.28366	164	0.7151			-0.7151	-0.10	x	x	2.2837	40.40
Wed	12/27/23	307.69003	1.28364	165	0.7194			-0.7194	-0.08	x	x	2.2880	40.38
Thu	12/28/23	307.68623	1.28362	166	0.7238			-0.7238	-0.06	x	x	2.2924	40.36
Fri	12/29/23	307.68242	1.28361	167	0.7281			-0.7281	-0.05	x	x	2.2967	40.35
Mon	01/01/24	307.67100	1.28356

Generated 12/12/23 08:55