0.375% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2027

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

CUSIP Number	9128282L3	Interest 01/15/23 (184 days)	$2.2832
Dated Date	July 15, 2017	Interest 07/15/23 (181 days)	$2.3279
Ref CPI on Dated Date	244.61839	Interest Total	$4.6111
Original Issue Date	July 31, 2017	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	1.21827	170	2.1105	x	x	2.5006	39.49			2.1105	0.00
Mon	01/02/23	298.00229	1.21823	171	2.1228	x	x	2.4883	39.53			2.1228	-0.04
Tue	01/03/23	297.99258	1.21819	172	2.1351	x	x	2.4760	39.57			2.1351	-0.08
Wed	01/04/23	297.98287	1.21815	173	2.1475	x	x	2.4636	39.61			2.1475	-0.12
Thu	01/05/23	297.97316	1.21811	174	2.1598	x	x	2.4513	39.65			2.1598	-0.16
Fri	01/06/23	297.96345	1.21807	175	2.1722	x	x	2.4389	39.69			2.1722	-0.20
Mon	01/09/23	297.93432	1.21796	178	2.2092	x	x	2.4019	39.80			2.2092	-0.31
Tue	01/10/23	297.92461	1.21792	179	2.2215	x	x	2.3896	39.84			2.2215	-0.35
Wed	01/11/23	297.91490	1.21788	180	2.2339	x	x	2.3772	39.88			2.2339	-0.39
Thu	01/12/23	297.90519	1.21784	181	2.2462	x	x	2.3649	39.92			2.2462	-0.43
Fri	01/13/23	297.89548	1.21780	182	2.2586	x	x	2.3525	39.96			2.2586	-0.47
Sun	01/15/23	297.87606	1.21772	0	0.0000		x	2.3279	40.04	x		2.2832	-0.55
Mon	01/16/23	297.86635	1.21768	1	0.0126		x	2.3153	40.08	x		2.2958	-0.59
Tue	01/17/23	297.85665	1.21764	2	0.0252		x	2.3027	40.12	x		2.3084	-0.63
Wed	01/18/23	297.84694	1.21760	3	0.0378		x	2.2901	40.16	x		2.3210	-0.67
Thu	01/19/23	297.83723	1.21756	4	0.0505		x	2.2774	40.20	x		2.3337	-0.71
Fri	01/20/23	297.82752	1.21752	5	0.0631		x	2.2648	40.24	x		2.3463	-0.75
Mon	01/23/23	297.79839	1.21740	8	0.1009		x	2.2270	40.36	x		2.3841	-0.87
Tue	01/24/23	297.78868	1.21736	9	0.1135		x	2.2144	40.40	x		2.3967	-0.91
Wed	01/25/23	297.77897	1.21732	10	0.1261		x	2.2018	40.44	x		2.4093	-0.95
Thu	01/26/23	297.76926	1.21728	11	0.1387		x	2.1892	40.48	x		2.4219	-0.99
Fri	01/27/23	297.75955	1.21724	12	0.1513		x	2.1766	40.52	x		2.4345	-1.03
Mon	01/30/23	297.73042	1.21712	15	0.1891		x	2.1388	40.64	x		2.4723	-1.15
Tue	01/31/23	297.72071	1.21708	16	0.2017		x	2.1262	40.68	x		2.4849	-1.19
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	1.21704	17	0.2143		x	2.1136	40.72	x		2.4975	-1.23
Thu	02/02/23	297.67836	1.21691	18	0.2269		x	2.1010	40.85	x		2.5101	-1.36
Fri	02/03/23	297.64571	1.21678	19	0.2395		x	2.0884	40.98	x		2.5227	-1.49
Mon	02/06/23	297.54779	1.21638	22	0.2772		x	2.0507	41.38	x		2.5604	-1.89
Tue	02/07/23	297.51514	1.21624	23	0.2898		x	2.0381	41.52	x		2.5730	-2.03
Wed	02/08/23	297.48250	1.21611	24	0.3023		x	2.0256	41.65	x		2.5855	-2.16
Thu	02/09/23	297.44986	1.21598	25	0.3149		x	2.0130	41.78	x		2.5981	-2.29
Fri	02/10/23	297.41721	1.21584	26	0.3275		x	2.0004	41.92	x		2.6107	-2.43
Mon	02/13/23	297.31929	1.21544	29	0.3651		x	1.9628	42.32	x		2.6483	-2.83
Tue	02/14/23	297.28664	1.21531	30	0.3777		x	1.9502	42.45	x		2.6609	-2.96
Wed	02/15/23	297.25400	1.21517	31	0.3902		x	1.9377	42.59	x		2.6734	-3.10
Thu	02/16/23	297.22136	1.21504	32	0.4028		x	1.9251	42.72	x		2.6860	-3.23
Fri	02/17/23	297.18871	1.21491	33	0.4153		x	1.9126	42.85	x		2.6985	-3.36
Mon	02/20/23	297.09079	1.21451	36	0.4529		x	1.8750	43.25	x		2.7361	-3.76
Tue	02/21/23	297.05814	1.21437	37	0.4655		x	1.8624	43.39	x		2.7487	-3.90
Wed	02/22/23	297.02550	1.21424	38	0.4780		x	1.8499	43.52	x		2.7612	-4.03
Thu	02/23/23	296.99286	1.21411	39	0.4905		x	1.8374	43.65	x		2.7737	-4.16
Fri	02/24/23	296.96021	1.21397	40	0.5030		x	1.8249	43.79	x		2.7862	-4.30
Mon	02/27/23	296.86229	1.21357	43	0.5406		x	1.7873	44.19	x		2.8238	-4.70
Tue	02/28/23	296.82964	1.21344	44	0.5531		x	1.7748	44.32	x		2.8363	-4.83
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	1.21331	45	0.5656		x	1.7623	44.45	x		2.8488	-4.96
Thu	03/02/23	296.87355	1.21362	46	0.5783		x	1.7496	44.14	x		2.8615	-4.65
Fri	03/03/23	296.95010	1.21393	47	0.5910		x	1.7369	43.83	x		2.8742	-4.34
Mon	03/06/23	297.17974	1.21487	50	0.6292		x	1.6987	42.89	x		2.9124	-3.40
Tue	03/07/23	297.25629	1.21518	51	0.6420		x	1.6859	42.58	x		2.9252	-3.09
Wed	03/08/23	297.33284	1.21550	52	0.6548		x	1.6731	42.26	x		2.9380	-2.77
Thu	03/09/23	297.40939	1.21581	53	0.6675		x	1.6604	41.95	x		2.9507	-2.46
Fri	03/10/23	297.48594	1.21612	54	0.6803		x	1.6476	41.64	x		2.9635	-2.15
Mon	03/13/23	297.71558	1.21706	57	0.7186		x	1.6093	40.70	x		3.0018	-1.21
Tue	03/14/23	297.79213	1.21737	58	0.7314		x	1.5965	40.39	x		3.0146	-0.90
Wed	03/15/23	297.86868	1.21769	59	0.7442		x	1.5837	40.07	x		3.0274	-0.58
Thu	03/16/23	297.94523	1.21800	60	0.7570		x	1.5709	39.76	x		3.0402	-0.27
Fri	03/17/23	298.02177	1.21831	61	0.7699		x	1.5580	39.45	x		3.0531	0.04
Mon	03/20/23	298.25142	1.21925	64	0.8083		x	1.5196	38.51	x		3.0915	0.98
Tue	03/21/23	298.32797	1.21956	65	0.8212		x	1.5067	38.20	x		3.1044	1.29
Wed	03/22/23	298.40452	1.21988	66	0.8340		x	1.4939	37.88	x		3.1172	1.61
Thu	03/23/23	298.48106	1.22019	67	0.8469		x	1.4810	37.57	x		3.1301	1.92
Fri	03/24/23	298.55761	1.22050	68	0.8597		x	1.4682	37.26	x		3.1429	2.23
Mon	03/27/23	298.78726	1.22144	71	0.8984		x	1.4295	36.32	x		3.1816	3.17
Tue	03/28/23	298.86381	1.22176	72	0.9113		x	1.4166	36.00	x		3.1945	3.49
Wed	03/29/23	298.94035	1.22207	73	0.9241		x	1.4038	35.69	x		3.2073	3.80
Thu	03/30/23	299.01690	1.22238	74	0.9370		x	1.3909	35.38	x		3.2202	4.11
Fri	03/31/23	299.09345	1.22269	75	0.9499		x	1.3780	35.07	x		3.2331	4.42
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	1.22346	78	0.9886		x	1.3393	34.30	x		3.2718	5.19
Tue	04/04/23	299.33700	1.22369	79	1.0014		x	1.3265	34.07	x		3.2846	5.42
Wed	04/05/23	299.39267	1.22392	80	1.0143		x	1.3136	33.84	x		3.2975	5.65
Thu	04/06/23	299.44833	1.22414	81	1.0272		x	1.3007	33.62	x		3.3104	5.87
Fri	04/07/23	299.50400	1.22437	82	1.0400		x	1.2879	33.39	x		3.3232	6.10
Mon	04/10/23	299.67100	1.22506	85	1.0787		x	1.2492	32.70	x		3.3619	6.79
Tue	04/11/23	299.72667	1.22528	86	1.0916		x	1.2363	32.48	x		3.3748	7.01
Wed	04/12/23	299.78233	1.22551	87	1.1045		x	1.2234	32.25	x		3.3877	7.24
Thu	04/13/23	299.83800	1.22574	88	1.1174		x	1.2105	32.02	x		3.4006	7.47
Fri	04/14/23	299.89367	1.22597	89	1.1303		x	1.1976	31.79	x		3.4135	7.70
Mon	04/17/23	300.06067	1.22665	92	1.1690		x	1.1589	31.11	x		3.4522	8.38
Tue	04/18/23	300.11633	1.22688	93	1.1820		x	1.1459	30.88	x		3.4652	8.61
Wed	04/19/23	300.17200	1.22710	94	1.1949		x	1.1330	30.66	x		3.4781	8.83
Thu	04/20/23	300.22767	1.22733	95	1.2078		x	1.1201	30.43	x		3.4910	9.06
Fri	04/21/23	300.28333	1.22756	96	1.2208		x	1.1071	30.20	x		3.5040	9.29
Mon	04/24/23	300.45033	1.22824	99	1.2596		x	1.0683	29.52	x		3.5428	9.97
Tue	04/25/23	300.50600	1.22847	100	1.2726		x	1.0553	29.29	x		3.5558	10.20
Wed	04/26/23	300.56167	1.22870	101	1.2856		x	1.0423	29.06	x		3.5688	10.43
Thu	04/27/23	300.61733	1.22892	102	1.2985		x	1.0294	28.84	x		3.5817	10.65
Fri	04/28/23	300.67300	1.22915	103	1.3115		x	1.0164	28.61	x		3.5947	10.88
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	05/01/23	300.84000	1.22983	106	1.3504		x	0.9775	27.93	x		3.6336	11.56
Tue	05/02/23	300.87213	1.22997	107	1.3633		x	0.9646	27.79	x		3.6465	11.70
Wed	05/03/23	300.90426	1.23010	108	1.3762		x	0.9517	27.66	x		3.6594	11.83
Thu	05/04/23	300.93639	1.23023	109	1.3891		x	0.9388	27.53	x		3.6723	11.96
Fri	05/05/23	300.96852	1.23036	110	1.4020		x	0.9259	27.40	x		3.6852	12.09
Mon	05/08/23	301.06490	1.23075	113	1.4407		x	0.8872	27.01	x		3.7239	12.48
Tue	05/09/23	301.09703	1.23088	114	1.4536		x	0.8743	26.88	x		3.7368	12.61
Wed	05/10/23	301.12916	1.23102	115	1.4665		x	0.8614	26.74	x		3.7497	12.75
Thu	05/11/23	301.16129	1.23115	116	1.4794		x	0.8485	26.61	x		3.7626	12.88
Fri	05/12/23	301.19342	1.23128	117	1.4923		x	0.8356	26.48	x		3.7755	13.01
Mon	05/15/23	301.28981	1.23167	120	1.5311		x	0.7968	26.09	x		3.8143	13.40
Tue	05/16/23	301.32194	1.23180	121	1.5440		x	0.7839	25.96	x		3.8272	13.53
Wed	05/17/23	301.35406	1.23194	122	1.5569		x	0.7710	25.82	x		3.8401	13.67
Thu	05/18/23	301.38619	1.23207	123	1.5699		x	0.7580	25.69	x		3.8531	13.80
Fri	05/19/23	301.41832	1.23220	124	1.5828		x	0.7451	25.56	x		3.8660	13.93
Mon	05/22/23	301.51471	1.23259	127	1.6216		x	0.7063	25.17	x		3.9048	14.32
Tue	05/23/23	301.54684	1.23272	128	1.6345		x	0.6934	25.04	x		3.9177	14.45
Wed	05/24/23	301.57897	1.23285	129	1.6475		x	0.6804	24.91	x		3.9307	14.58
Thu	05/25/23	301.61110	1.23299	130	1.6604		x	0.6675	24.77	x		3.9436	14.72
Fri	05/26/23	301.64323	1.23312	131	1.6734		x	0.6545	24.64	x		3.9566	14.85
Mon	05/29/23	301.73961	1.23351	134	1.7123		x	0.6156	24.25	x		3.9955	15.24
Tue	05/30/23	301.77174	1.23364	135	1.7252		x	0.6027	24.12	x		4.0084	15.37
Wed	05/31/23	301.80387	1.23377	136	1.7382		x	0.5897	23.99	x		4.0214	15.50
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	1.23391	137	1.7512		x	0.5767	23.85	x		4.0344	15.64
Fri	06/02/23	301.88690	1.23411	138	1.7642		x	0.5637	23.65	x		4.0474	15.84
Mon	06/05/23	302.03960	1.23474	141	1.8035		x	0.5244	23.02	x		4.0867	16.47
Tue	06/06/23	302.09050	1.23495	142	1.8166		x	0.5113	22.81	x		4.0998	16.68
Wed	06/07/23	302.14140	1.23515	143	1.8297		x	0.4982	22.61	x		4.1129	16.88
Thu	06/08/23	302.19230	1.23536	144	1.8428		x	0.4851	22.40	x		4.1260	17.09
Fri	06/09/23	302.24320	1.23557	145	1.8559		x	0.4720	22.19	x		4.1391	17.30
Mon	06/12/23	302.39590	1.23619	148	1.8953		x	0.4326	21.57	x		4.1785	17.92
Tue	06/13/23	302.44680	1.23640	149	1.9084		x	0.4195	21.36	x		4.1916	18.13
Wed	06/14/23	302.49770	1.23661	150	1.9215		x	0.4064	21.15	x		4.2047	18.34
Thu	06/15/23	302.54860	1.23682	151	1.9347		x	0.3932	20.94	x		4.2179	18.55
Fri	06/16/23	302.59950	1.23703	152	1.9478		x	0.3801	20.73	x		4.2310	18.76
Mon	06/19/23	302.75220	1.23765	155	1.9872		x	0.3407	20.11	x		4.2704	19.38
Tue	06/20/23	302.80310	1.23786	156	2.0004		x	0.3275	19.90	x		4.2836	19.59
Wed	06/21/23	302.85400	1.23807	157	2.0136		x	0.3143	19.69	x		4.2968	19.80
Thu	06/22/23	302.90490	1.23828	158	2.0267		x	0.3012	19.48	x		4.3099	20.01
Fri	06/23/23	302.95580	1.23848	159	2.0399		x	0.2880	19.28	x		4.3231	20.21
Mon	06/26/23	303.10850	1.23911	162	2.0794		x	0.2485	18.65	x		4.3626	20.84
Tue	06/27/23	303.15940	1.23932	163	2.0926		x	0.2353	18.44	x		4.3758	21.05
Wed	06/28/23	303.21030	1.23952	164	2.1058		x	0.2221	18.24	x		4.3890	21.25
Thu	06/29/23	303.26120	1.23973	165	2.1190		x	0.2089	18.03	x		4.4022	21.46
Fri	06/30/23	303.31210	1.23994	166	2.1322		x	0.1957	17.82	x		4.4154	21.67
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	07/03/23	303.41229	1.24035	169	2.1715		x	0.1564	17.41	x		4.4547	22.08
Tue	07/04/23	303.43694	1.24045	170	2.1845		x	0.1434	17.31	x		4.4677	22.18
Wed	07/05/23	303.46158	1.24055	171	2.1975		x	0.1304	17.21	x		4.4807	22.28
Thu	07/06/23	303.48623	1.24065	172	2.2106		x	0.1173	17.11	x		4.4938	22.38
Fri	07/07/23	303.51087	1.24075	173	2.2236		x	0.1043	17.01	x		4.5068	22.48
Mon	07/10/23	303.58481	1.24105	176	2.2627		x	0.0652	16.71	x		4.5459	22.78
Tue	07/11/23	303.60945	1.24116	177	2.2757		x	0.0522	16.60	x		4.5589	22.89
Wed	07/12/23	303.63410	1.24126	178	2.2888		x	0.0391	16.50	x		4.5720	22.99
Thu	07/13/23	303.65874	1.24136	179	2.3018		x	0.0261	16.40	x		4.5850	23.09
Fri	07/14/23	303.68339	1.24146	180	2.3149		x	0.0130	16.30	x		4.5981	23.19
Sat	07/15/23	303.70803	1.24156	0	0.0000			0.0000	16.20	x	x	4.6111	23.29
Mon	07/17/23	303.75732	1.24176	2	0.0253			-0.0253	16.00	x	x	4.6364	23.49
Tue	07/18/23	303.78197	1.24186	3	0.0380			-0.0380	15.90	x	x	4.6491	23.59
Wed	07/19/23	303.80661	1.24196	4	0.0506			-0.0506	15.80	x	x	4.6617	23.69
Thu	07/20/23	303.83126	1.24206	5	0.0633			-0.0633	15.70	x	x	4.6744	23.79
Fri	07/21/23	303.85590	1.24216	6	0.0759			-0.0759	15.60	x	x	4.6870	23.89
Mon	07/24/23	303.92984	1.24247	9	0.1139			-0.1139	15.29	x	x	4.7250	24.20
Tue	07/25/23	303.95448	1.24257	10	0.1266			-0.1266	15.19	x	x	4.7377	24.30
Wed	07/26/23	303.97913	1.24267	11	0.1393			-0.1393	15.09	x	x	4.7504	24.40
Thu	07/27/23	304.00377	1.24277	12	0.1520			-0.1520	14.99	x	x	4.7631	24.50
Fri	07/28/23	304.02842	1.24287	13	0.1646			-0.1646	14.89	x	x	4.7757	24.60
Mon	07/31/23	304.10235	1.24317	16	0.2027			-0.2027	14.59	x	x	4.8138	24.90
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Tue	08/01/23	304.12700	1.24327	17	0.2154			-0.2154	14.49	x	x	4.8265	25.00
Wed	08/02/23	304.15868	1.24340	18	0.2281			-0.2281	14.36	x	x	4.8392	25.13
Thu	08/03/23	304.19035	1.24353	19	0.2408			-0.2408	14.23	x	x	4.8519	25.26
Fri	08/04/23	304.22203	1.24366	20	0.2535			-0.2535	14.10	x	x	4.8646	25.39
Mon	08/07/23	304.31706	1.24405	23	0.2916			-0.2916	13.71	x	x	4.9027	25.78
Tue	08/08/23	304.34874	1.24418	24	0.3043			-0.3043	13.58	x	x	4.9154	25.91
Wed	08/09/23	304.38042	1.24431	25	0.3170			-0.3170	13.45	x	x	4.9281	26.04
Thu	08/10/23	304.41210	1.24444	26	0.3297			-0.3297	13.32	x	x	4.9408	26.17
Fri	08/11/23	304.44377	1.24457	27	0.3424			-0.3424	13.19	x	x	4.9535	26.30
Mon	08/14/23	304.53881	1.24495	30	0.3806			-0.3806	12.81	x	x	4.9917	26.68
Tue	08/15/23	304.57048	1.24508	31	0.3933			-0.3933	12.68	x	x	5.0044	26.81
Wed	08/16/23	304.60216	1.24521	32	0.4060			-0.4060	12.55	x	x	5.0171	26.94
Thu	08/17/23	304.63384	1.24534	33	0.4188			-0.4188	12.42	x	x	5.0299	27.07
Fri	08/18/23	304.66552	1.24547	34	0.4315			-0.4315	12.29	x	x	5.0426	27.20
Mon	08/21/23	304.76055	1.24586	37	0.4697			-0.4697	11.90	x	x	5.0808	27.59
Tue	08/22/23	304.79223	1.24599	38	0.4825			-0.4825	11.77	x	x	5.0936	27.72
Wed	08/23/23	304.82390	1.24612	39	0.4952			-0.4952	11.64	x	x	5.1063	27.85
Thu	08/24/23	304.85558	1.24625	40	0.5080			-0.5080	11.51	x	x	5.1191	27.98
Fri	08/25/23	304.88726	1.24638	41	0.5207			-0.5207	11.38	x	x	5.1318	28.11
Mon	08/28/23	304.98229	1.24677	44	0.5590			-0.5590	10.99	x	x	5.1701	28.50
Tue	08/29/23	305.01397	1.24690	45	0.5718			-0.5718	10.86	x	x	5.1829	28.63
Wed	08/30/23	305.04565	1.24703	46	0.5845			-0.5845	10.73	x	x	5.1956	28.76
Thu	08/31/23	305.07732	1.24716	47	0.5973			-0.5973	10.60	x	x	5.2084	28.89
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	1.24729	48	0.6101			-0.6101	10.47	x	x	5.2212	29.02
Mon	09/04/23	305.16720	1.24752	51	0.6483			-0.6483	10.24	x	x	5.2594	29.25
Tue	09/05/23	305.18660	1.24760	52	0.6611			-0.6611	10.16	x	x	5.2722	29.33
Wed	09/06/23	305.20600	1.24768	53	0.6738			-0.6738	10.08	x	x	5.2849	29.41
Thu	09/07/23	305.22540	1.24776	54	0.6866			-0.6866	10.00	x	x	5.2977	29.49
Fri	09/08/23	305.24480	1.24784	55	0.6994			-0.6994	9.92	x	x	5.3105	29.57
Mon	09/11/23	305.30300	1.24808	58	0.7377			-0.7377	9.68	x	x	5.3488	29.81
Tue	09/12/23	305.32240	1.24816	59	0.7504			-0.7504	9.60	x	x	5.3615	29.89
Wed	09/13/23	305.34180	1.24824	60	0.7632			-0.7632	9.52	x	x	5.3743	29.97
Thu	09/14/23	305.36120	1.24832	61	0.7760			-0.7760	9.44	x	x	5.3871	30.05
Fri	09/15/23	305.38060	1.24840	62	0.7887			-0.7887	9.36	x	x	5.3998	30.13
Mon	09/18/23	305.43880	1.24863	65	0.8270			-0.8270	9.13	x	x	5.4381	30.36
Tue	09/19/23	305.45820	1.24871	66	0.8398			-0.8398	9.05	x	x	5.4509	30.44
Wed	09/20/23	305.47760	1.24879	67	0.8526			-0.8526	8.97	x	x	5.4637	30.52
Thu	09/21/23	305.49700	1.24887	68	0.8654			-0.8654	8.89	x	x	5.4765	30.60
Fri	09/22/23	305.51640	1.24895	69	0.8782			-0.8782	8.81	x	x	5.4893	30.68
Mon	09/25/23	305.57460	1.24919	72	0.9165			-0.9165	8.57	x	x	5.5276	30.92
Tue	09/26/23	305.59400	1.24927	73	0.9293			-0.9293	8.49	x	x	5.5404	31.00
Wed	09/27/23	305.61340	1.24935	74	0.9421			-0.9421	8.41	x	x	5.5532	31.08
Thu	09/28/23	305.63280	1.24943	75	0.9549			-0.9549	8.33	x	x	5.5660	31.16
Fri	09/29/23	305.65220	1.24951	76	0.9677			-0.9677	8.25	x	x	5.5788	31.24
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	1.24984	79	1.0062			-1.0062	7.92	x	x	5.6173	31.57
Tue	10/03/23	305.77713	1.25002	80	1.0190			-1.0190	7.74	x	x	5.6301	31.75
Wed	10/04/23	305.82019	1.25019	81	1.0319			-1.0319	7.57	x	x	5.6430	31.92
Thu	10/05/23	305.86326	1.25037	82	1.0448			-1.0448	7.39	x	x	5.6559	32.10
Fri	10/06/23	305.90632	1.25055	83	1.0577			-1.0577	7.21	x	x	5.6688	32.28
Mon	10/09/23	306.03552	1.25107	86	1.0964			-1.0964	6.69	x	x	5.7075	32.80
Tue	10/10/23	306.07858	1.25125	87	1.1093			-1.1093	6.51	x	x	5.7204	32.98
Wed	10/11/23	306.12165	1.25143	88	1.1222			-1.1222	6.33	x	x	5.7333	33.16
Thu	10/12/23	306.16471	1.25160	89	1.1351			-1.1351	6.16	x	x	5.7462	33.33
Fri	10/13/23	306.20777	1.25178	90	1.1480			-1.1480	5.98	x	x	5.7591	33.51
Mon	10/16/23	306.33697	1.25231	93	1.1868			-1.1868	5.45	x	x	5.7979	34.04
Tue	10/17/23	306.38003	1.25248	94	1.1997			-1.1997	5.28	x	x	5.8108	34.21
Wed	10/18/23	306.42310	1.25266	95	1.2127			-1.2127	5.10	x	x	5.8238	34.39
Thu	10/19/23	306.46616	1.25283	96	1.2256			-1.2256	4.93	x	x	5.8367	34.56
Fri	10/20/23	306.50923	1.25301	97	1.2385			-1.2385	4.75	x	x	5.8496	34.74
Mon	10/23/23	306.63842	1.25354	100	1.2774			-1.2774	4.22	x	x	5.8885	35.27
Tue	10/24/23	306.68148	1.25371	101	1.2903			-1.2903	4.05	x	x	5.9014	35.44
Wed	10/25/23	306.72455	1.25389	102	1.3033			-1.3033	3.87	x	x	5.9144	35.62
Thu	10/26/23	306.76761	1.25407	103	1.3163			-1.3163	3.69	x	x	5.9274	35.80
Fri	10/27/23	306.81068	1.25424	104	1.3292			-1.3292	3.52	x	x	5.9403	35.97
Mon	10/30/23	306.93987	1.25477	107	1.3681			-1.3681	2.99	x	x	5.9792	36.50
Tue	10/31/23	306.98294	1.25495	108	1.3811			-1.3811	2.81	x	x	5.9922	36.68
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	1.25512	109	1.3941			-1.3941	2.64	x	x	6.0052	36.85
Thu	11/02/23	307.05143	1.25523	110	1.4070			-1.4070	2.53	x	x	6.0181	36.96
Fri	11/03/23	307.07687	1.25533	111	1.4199			-1.4199	2.43	x	x	6.0310	37.06
Mon	11/06/23	307.15317	1.25564	114	1.4587			-1.4587	2.12	x	x	6.0698	37.37
Tue	11/07/23	307.17860	1.25575	115	1.4716			-1.4716	2.01	x	x	6.0827	37.48
Wed	11/08/23	307.20403	1.25585	116	1.4845			-1.4845	1.91	x	x	6.0956	37.58
Thu	11/09/23	307.22947	1.25595	117	1.4974			-1.4974	1.81	x	x	6.1085	37.68
Fri	11/10/23	307.25490	1.25606	118	1.5103			-1.5103	1.70	x	x	6.1214	37.79
Mon	11/13/23	307.33120	1.25637	121	1.5491			-1.5491	1.39	x	x	6.1602	38.10
Tue	11/14/23	307.35663	1.25647	122	1.5621			-1.5621	1.29	x	x	6.1732	38.20
Wed	11/15/23	307.38207	1.25658	123	1.5750			-1.5750	1.18	x	x	6.1861	38.31
Thu	11/16/23	307.40750	1.25668	124	1.5879			-1.5879	1.08	x	x	6.1990	38.41
Fri	11/17/23	307.43293	1.25679	125	1.6009			-1.6009	0.97	x	x	6.2120	38.52
Mon	11/20/23	307.50923	1.25710	128	1.6397			-1.6397	0.66	x	x	6.2508	38.83
Tue	11/21/23	307.53467	1.25720	129	1.6526			-1.6526	0.56	x	x	6.2637	38.93
Wed	11/22/23	307.56010	1.25731	130	1.6656			-1.6656	0.45	x	x	6.2767	39.04
Thu	11/23/23	307.58553	1.25741	131	1.6785			-1.6785	0.35	x	x	6.2896	39.14
Fri	11/24/23	307.61097	1.25751	132	1.6915			-1.6915	0.25	x	x	6.3026	39.24
Mon	11/27/23	307.68727	1.25783	135	1.7304			-1.7304	-0.07	x	x	6.3415	39.56
Tue	11/28/23	307.71270	1.25793	136	1.7433			-1.7433	-0.17	x	x	6.3544	39.66
Wed	11/29/23	307.73813	1.25803	137	1.7563			-1.7563	-0.27	x	x	6.3674	39.76
Thu	11/30/23	307.76357	1.25814	138	1.7693			-1.7693	-0.38	x	x	6.3804	39.87
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Fri	12/01/23	307.78900	1.25824	139	1.7822			-1.7822	-0.48	x	x	6.3933	39.97
Mon	12/04/23	307.77758	1.25819	142	1.8206			-1.8206	-0.43	x	x	6.4317	39.92
Tue	12/05/23	307.77377	1.25818	143	1.8334			-1.8334	-0.42	x	x	6.4445	39.91
Wed	12/06/23	307.76997	1.25816	144	1.8462			-1.8462	-0.40	x	x	6.4573	39.89
Thu	12/07/23	307.76616	1.25815	145	1.8590			-1.8590	-0.39	x	x	6.4701	39.88
Fri	12/08/23	307.76235	1.25813	146	1.8718			-1.8718	-0.37	x	x	6.4829	39.86
Mon	12/11/23	307.75094	1.25809	149	1.9102			-1.9102	-0.33	x	x	6.5213	39.82
Tue	12/12/23	307.74713	1.25807	150	1.9230			-1.9230	-0.31	x	x	6.5341	39.80
Wed	12/13/23	307.74332	1.25805	151	1.9358			-1.9358	-0.29	x	x	6.5469	39.78
Thu	12/14/23	307.73952	1.25804	152	1.9486			-1.9486	-0.28	x	x	6.5597	39.77
Fri	12/15/23	307.73571	1.25802	153	1.9614			-1.9614	-0.26	x	x	6.5725	39.75
Mon	12/18/23	307.72429	1.25798	156	1.9998			-1.9998	-0.22	x	x	6.6109	39.71
Tue	12/19/23	307.72048	1.25796	157	2.0126			-2.0126	-0.20	x	x	6.6237	39.69
Wed	12/20/23	307.71668	1.25795	158	2.0254			-2.0254	-0.19	x	x	6.6365	39.68
Thu	12/21/23	307.71287	1.25793	159	2.0382			-2.0382	-0.17	x	x	6.6493	39.66
Fri	12/22/23	307.70906	1.25791	160	2.0509			-2.0509	-0.15	x	x	6.6620	39.64
Mon	12/25/23	307.69765	1.25787	163	2.0893			-2.0893	-0.11	x	x	6.7004	39.60
Tue	12/26/23	307.69384	1.25785	164	2.1021			-2.1021	-0.09	x	x	6.7132	39.58
Wed	12/27/23	307.69003	1.25784	165	2.1149			-2.1149	-0.08	x	x	6.7260	39.57
Thu	12/28/23	307.68623	1.25782	166	2.1277			-2.1277	-0.06	x	x	6.7388	39.55
Fri	12/29/23	307.68242	1.25781	167	2.1405			-2.1405	-0.05	x	x	6.7516	39.54
Mon	01/01/24	307.67100	1.25776

Generated 12/12/23 08:55