2.375% 20-Year Treasury Inflation Protected Security (TIPS) due January 15, 2027

Interest and OID per $1,000 Face Value for 2022

CUSIP Number	912810PS1	Interest 01/15/22 (184 days)	$16.3230
Dated Date	January 15, 2007	Interest 07/15/22 (181 days)	$17.1089
Ref CPI on Dated Date	201.66452	Interest Total	$33.4319
Original Issue Date	January 31, 2007	Interest 01/15/23 (184 days)

						Purchased on Settelment Date & held to 01/01/23				Held on 01/01/22 & 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
Sat	01/01/22	276.58900	1.37153	170	15.0477	x	x	18.3842	106.23			15.0477	0.00
Mon	01/03/22	276.67668	1.37197	172	15.2296	x	x	18.2023	105.79			15.2296	0.44
Tue	01/04/22	276.72052	1.37218	173	15.3205	x	x	18.1114	105.58			15.3205	0.65
Wed	01/05/22	276.76435	1.37240	174	15.4115	x	x	18.0204	105.36			15.4115	0.87
Thu	01/06/22	276.80819	1.37262	175	15.5026	x	x	17.9293	105.14			15.5026	1.09
Fri	01/07/22	276.85203	1.37283	176	15.5936	x	x	17.8383	104.93			15.5936	1.30
Mon	01/10/22	276.98355	1.37349	179	15.8670	x	x	17.5649	104.27			15.8670	1.96
Tue	01/11/22	277.02739	1.37370	180	15.9581	x	x	17.4738	104.06			15.9581	2.17
Wed	01/12/22	277.07123	1.37392	181	16.0493	x	x	17.3826	103.84			16.0493	2.39
Thu	01/13/22	277.11506	1.37414	182	16.1405	x	x	17.2914	103.62			16.1405	2.61
Fri	01/14/22	277.15890	1.37436	183	16.2318	x	x	17.2001	103.40			16.2318	2.83
Sat	01/15/22	277.20274	1.37457	0	0.0000		x	17.1089	103.19	x		16.3230	3.04
Mon	01/17/22	277.29042	1.37501	2	0.1804		x	16.9285	102.75	x		16.5034	3.48
Tue	01/18/22	277.33426	1.37523	3	0.2707		x	16.8382	102.53	x		16.5937	3.70
Wed	01/19/22	277.37810	1.37544	4	0.3610		x	16.7479	102.32	x		16.6840	3.91
Thu	01/20/22	277.42194	1.37566	5	0.4513		x	16.6576	102.10	x		16.7743	4.13
Fri	01/21/22	277.46577	1.37588	6	0.5416		x	16.5673	101.88	x		16.8646	4.35
Mon	01/24/22	277.59729	1.37653	9	0.8128		x	16.2961	101.23	x		17.1358	5.00
Tue	01/25/22	277.64113	1.37675	10	0.9033		x	16.2056	101.01	x		17.2263	5.22
Wed	01/26/22	277.68497	1.37696	11	0.9937		x	16.1152	100.80	x		17.3167	5.43
Thu	01/27/22	277.72881	1.37718	12	1.0842		x	16.0247	100.58	x		17.4072	5.65
Fri	01/28/22	277.77265	1.37740	13	1.1748		x	15.9341	100.36	x		17.4978	5.87
Mon	01/31/22	277.90416	1.37805	16	1.4466		x	15.6623	99.71	x		17.7696	6.52
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Tue	02/01/22	277.94800	1.37827	17	1.5372		x	15.5717	99.49	x		17.8602	6.74
Wed	02/02/22	277.97850	1.37842	18	1.6278		x	15.4811	99.34	x		17.9508	6.89
Thu	02/03/22	278.00900	1.37857	19	1.7185		x	15.3904	99.19	x		18.0415	7.04
Fri	02/04/22	278.03950	1.37872	20	1.8091		x	15.2998	99.04	x		18.1321	7.19
Mon	02/07/22	278.13100	1.37918	23	2.0812		x	15.0277	98.58	x		18.4042	7.65
Tue	02/08/22	278.16150	1.37933	24	2.1719		x	14.9370	98.43	x		18.4949	7.80
Wed	02/09/22	278.19200	1.37948	25	2.2626		x	14.8463	98.28	x		18.5856	7.95
Thu	02/10/22	278.22250	1.37963	26	2.3534		x	14.7555	98.13	x		18.6764	8.10
Fri	02/11/22	278.25300	1.37978	27	2.4442		x	14.6647	97.98	x		18.7672	8.25
Mon	02/14/22	278.34450	1.38024	30	2.7166		x	14.3923	97.52	x		19.0396	8.71
Tue	02/15/22	278.37500	1.38039	31	2.8075		x	14.3014	97.37	x		19.1305	8.86
Wed	02/16/22	278.40550	1.38054	32	2.8984		x	14.2105	97.22	x		19.2214	9.01
Thu	02/17/22	278.43600	1.38069	33	2.9893		x	14.1196	97.07	x		19.3123	9.16
Fri	02/18/22	278.46650	1.38084	34	3.0802		x	14.0287	96.92	x		19.4032	9.31
Mon	02/21/22	278.55800	1.38129	37	3.3531		x	13.7558	96.47	x		19.6761	9.76
Tue	02/22/22	278.58850	1.38145	38	3.4441		x	13.6648	96.31	x		19.7671	9.92
Wed	02/23/22	278.61900	1.38160	39	3.5351		x	13.5738	96.16	x		19.8581	10.07
Thu	02/24/22	278.64950	1.38175	40	3.6261		x	13.4828	96.01	x		19.9491	10.22
Fri	02/25/22	278.68000	1.38190	41	3.7172		x	13.3917	95.86	x		20.0402	10.37
Mon	02/28/22	278.77150	1.38235	44	3.9905		x	13.1184	95.41	x		20.3135	10.82
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Tue	03/01/22	278.80200	1.38250	45	4.0816		x	13.0273	95.26	x		20.4046	10.97
Wed	03/02/22	278.87768	1.38288	46	4.1735		x	12.9354	94.88	x		20.4965	11.35
Thu	03/03/22	278.95335	1.38325	47	4.2653		x	12.8436	94.51	x		20.5883	11.72
Fri	03/04/22	279.02903	1.38363	48	4.3573		x	12.7516	94.13	x		20.6803	12.10
Mon	03/07/22	279.25606	1.38476	51	4.6334		x	12.4755	93.00	x		20.9564	13.23
Tue	03/08/22	279.33174	1.38513	52	4.7255		x	12.3834	92.63	x		21.0485	13.60
Wed	03/09/22	279.40742	1.38551	53	4.8177		x	12.2912	92.25	x		21.1407	13.98
Thu	03/10/22	279.48310	1.38588	54	4.9099		x	12.1990	91.88	x		21.2329	14.35
Fri	03/11/22	279.55877	1.38626	55	5.0022		x	12.1067	91.50	x		21.3252	14.73
Mon	03/14/22	279.78581	1.38738	58	5.2793		x	11.8296	90.38	x		21.6023	15.85
Tue	03/15/22	279.86148	1.38776	59	5.3718		x	11.7371	90.00	x		21.6948	16.23
Wed	03/16/22	279.93716	1.38813	60	5.4643		x	11.6446	89.63	x		21.7873	16.60
Thu	03/17/22	280.01284	1.38851	61	5.5569		x	11.5520	89.25	x		21.8799	16.98
Fri	03/18/22	280.08852	1.38888	62	5.6495		x	11.4594	88.88	x		21.9725	17.35
Mon	03/21/22	280.31555	1.39001	65	5.9277		x	11.1812	87.75	x		22.2507	18.48
Tue	03/22/22	280.39123	1.39038	66	6.0205		x	11.0884	87.38	x		22.3435	18.85
Wed	03/23/22	280.46690	1.39076	67	6.1134		x	10.9955	87.00	x		22.4364	19.23
Thu	03/24/22	280.54258	1.39114	68	6.2063		x	10.9026	86.62	x		22.5293	19.61
Fri	03/25/22	280.61826	1.39151	69	6.2993		x	10.8096	86.25	x		22.6223	19.98
Mon	03/28/22	280.84529	1.39264	72	6.5785		x	10.5304	85.12	x		22.9015	21.11
Tue	03/29/22	280.92097	1.39301	73	6.6716		x	10.4373	84.75	x		22.9946	21.48
Wed	03/30/22	280.99665	1.39339	74	6.7649		x	10.3440	84.37	x		23.0879	21.86
Thu	03/31/22	281.07232	1.39376	75	6.8581		x	10.2508	84.00	x		23.1811	22.23
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Fri	04/01/22	281.14800	1.39414	76	6.9514		x	10.1575	83.62	x		23.2744	22.61
Mon	04/04/22	281.40480	1.39541	79	7.2324		x	9.8765	82.35	x		23.5554	23.88
Tue	04/05/22	281.49040	1.39584	80	7.3262		x	9.7827	81.92	x		23.6492	24.31
Wed	04/06/22	281.57600	1.39626	81	7.4200		x	9.6889	81.50	x		23.7430	24.73
Thu	04/07/22	281.66160	1.39668	82	7.5139		x	9.5950	81.08	x		23.8369	25.15
Fri	04/08/22	281.74720	1.39711	83	7.6079		x	9.5010	80.65	x		23.9309	25.58
Mon	04/11/22	282.00400	1.39838	86	7.8900		x	9.2189	79.38	x		24.2130	26.85
Tue	04/12/22	282.08960	1.39881	87	7.9842		x	9.1247	78.95	x		24.3072	27.28
Wed	04/13/22	282.17520	1.39923	88	8.0784		x	9.0305	78.53	x		24.4014	27.70
Thu	04/14/22	282.26080	1.39966	89	8.1727		x	8.9362	78.10	x		24.4957	28.13
Fri	04/15/22	282.34640	1.40008	90	8.2670		x	8.8419	77.68	x		24.5900	28.55
Mon	04/18/22	282.60320	1.40135	93	8.5504		x	8.5585	76.41	x		24.8734	29.82
Tue	04/19/22	282.68880	1.40178	94	8.6450		x	8.4639	75.98	x		24.9680	30.25
Wed	04/20/22	282.77440	1.40220	95	8.7395		x	8.3694	75.56	x		25.0625	30.67
Thu	04/21/22	282.86000	1.40263	96	8.8342		x	8.2747	75.13	x		25.1572	31.10
Fri	04/22/22	282.94560	1.40305	97	8.9289		x	8.1800	74.71	x		25.2519	31.52
Mon	04/25/22	283.20240	1.40432	100	9.2134		x	7.8955	73.44	x		25.5364	32.79
Tue	04/26/22	283.28800	1.40475	101	9.3084		x	7.8005	73.01	x		25.6314	33.22
Wed	04/27/22	283.37360	1.40517	102	9.4034		x	7.7055	72.59	x		25.7264	33.64
Thu	04/28/22	283.45920	1.40560	103	9.4985		x	7.6104	72.16	x		25.8215	34.07
Fri	04/29/22	283.54480	1.40602	104	9.5936		x	7.5153	71.74	x		25.9166	34.49
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	05/02/22	283.83819	1.40748	107	9.8805		x	7.2284	70.28	x		26.2035	35.95
Tue	05/03/22	283.96039	1.40808	108	9.9771		x	7.1318	69.68	x		26.3001	36.55
Wed	05/04/22	284.08258	1.40869	109	10.0739		x	7.0350	69.07	x		26.3969	37.16
Thu	05/05/22	284.20477	1.40929	110	10.1706		x	6.9383	68.47	x		26.4936	37.76
Fri	05/06/22	284.32697	1.40990	111	10.2675		x	6.8414	67.86	x		26.5905	38.37
Mon	05/09/22	284.69355	1.41172	114	10.5587		x	6.5502	66.04	x		26.8817	40.19
Tue	05/10/22	284.81574	1.41232	115	10.6558		x	6.4531	65.44	x		26.9788	40.79
Wed	05/11/22	284.93794	1.41293	116	10.7531		x	6.3558	64.83	x		27.0761	41.40
Thu	05/12/22	285.06013	1.41354	117	10.8505		x	6.2584	64.22	x		27.1735	42.01
Fri	05/13/22	285.18232	1.41414	118	10.9479		x	6.1610	63.62	x		27.2709	42.61
Mon	05/16/22	285.54890	1.41596	121	11.2406		x	5.8683	61.80	x		27.5636	44.43
Tue	05/17/22	285.67110	1.41657	122	11.3384		x	5.7705	61.19	x		27.6614	45.04
Wed	05/18/22	285.79329	1.41717	123	11.4362		x	5.6727	60.59	x		27.7592	45.64
Thu	05/19/22	285.91548	1.41778	124	11.5341		x	5.5748	59.98	x		27.8571	46.25
Fri	05/20/22	286.03768	1.41838	125	11.6321		x	5.4768	59.38	x		27.9551	46.85
Mon	05/23/22	286.40426	1.42020	128	11.9265		x	5.1824	57.56	x		28.2495	48.67
Tue	05/24/22	286.52645	1.42081	129	12.0249		x	5.0840	56.95	x		28.3479	49.28
Wed	05/25/22	286.64865	1.42141	130	12.1232		x	4.9857	56.35	x		28.4462	49.88
Thu	05/26/22	286.77084	1.42202	131	12.2217		x	4.8872	55.74	x		28.5447	50.49
Fri	05/27/22	286.89303	1.42263	132	12.3203		x	4.7886	55.13	x		28.6433	51.10
Mon	05/30/22	287.25961	1.42444	135	12.6163		x	4.4926	53.32	x		28.9393	52.91
Tue	05/31/22	287.38181	1.42505	136	12.7152		x	4.3937	52.71	x		29.0382	53.52
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Wed	06/01/22	287.50400	1.42565	137	12.8141		x	4.2948	52.11	x		29.1371	54.12
Thu	06/02/22	287.55750	1.42592	138	12.9101		x	4.1988	51.84	x		29.2331	54.39
Fri	06/03/22	287.61100	1.42619	139	13.0061		x	4.1028	51.57	x		29.3291	54.66
Mon	06/06/22	287.77150	1.42698	142	13.2942		x	3.8147	50.78	x		29.6172	55.45
Tue	06/07/22	287.82500	1.42725	143	13.3903		x	3.7186	50.51	x		29.7133	55.72
Wed	06/08/22	287.87850	1.42751	144	13.4864		x	3.6225	50.25	x		29.8094	55.98
Thu	06/09/22	287.93200	1.42778	145	13.5826		x	3.5263	49.98	x		29.9056	56.25
Fri	06/10/22	287.98550	1.42804	146	13.6788		x	3.4301	49.72	x		30.0018	56.51
Mon	06/13/22	288.14600	1.42884	149	13.9677		x	3.1412	48.92	x		30.2907	57.31
Tue	06/14/22	288.19950	1.42910	150	14.0640		x	3.0449	48.66	x		30.3870	57.57
Wed	06/15/22	288.25300	1.42937	151	14.1604		x	2.9485	48.39	x		30.4834	57.84
Thu	06/16/22	288.30650	1.42963	152	14.2568		x	2.8521	48.13	x		30.5798	58.10
Fri	06/17/22	288.36000	1.42990	153	14.3533		x	2.7556	47.86	x		30.6763	58.37
Mon	06/20/22	288.52050	1.43070	156	14.6429		x	2.4660	47.06	x		30.9659	59.17
Tue	06/21/22	288.57400	1.43096	157	14.7395		x	2.3694	46.80	x		31.0625	59.43
Wed	06/22/22	288.62750	1.43123	158	14.8362		x	2.2727	46.53	x		31.1592	59.70
Thu	06/23/22	288.68100	1.43149	159	14.9328		x	2.1761	46.27	x		31.2558	59.96
Fri	06/24/22	288.73450	1.43176	160	15.0295		x	2.0794	46.00	x		31.3525	60.23
Mon	06/27/22	288.89500	1.43255	163	15.3198		x	1.7891	45.21	x		31.6428	61.02
Tue	06/28/22	288.94850	1.43282	164	15.4167		x	1.6922	44.94	x		31.7397	61.29
Wed	06/29/22	289.00200	1.43308	165	15.5135		x	1.5954	44.68	x		31.8365	61.55
Thu	06/30/22	289.05550	1.43335	166	15.6104		x	1.4985	44.41	x		31.9334	61.82
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Fri	07/01/22	289.10900	1.43361	167	15.7073		x	1.4016	44.15	x		32.0303	62.08
Mon	07/04/22	289.41742	1.43514	170	16.0066		x	1.1023	42.62	x		32.3296	63.61
Tue	07/05/22	289.52023	1.43565	171	16.1064		x	1.0025	42.11	x		32.4294	64.12
Wed	07/06/22	289.62303	1.43616	172	16.2064		x	0.9025	41.60	x		32.5294	64.63
Thu	07/07/22	289.72584	1.43667	173	16.3064		x	0.8025	41.09	x		32.6294	65.14
Fri	07/08/22	289.82865	1.43718	174	16.4065		x	0.7024	40.58	x		32.7295	65.65
Mon	07/11/22	290.13706	1.43871	177	16.7071		x	0.4018	39.05	x		33.0301	67.18
Tue	07/12/22	290.23987	1.43922	178	16.8075		x	0.3014	38.54	x		33.1305	67.69
Wed	07/13/22	290.34268	1.43973	179	16.9079		x	0.2010	38.03	x		33.2309	68.20
Thu	07/14/22	290.44548	1.44024	180	17.0084		x	0.1005	37.52	x		33.3314	68.71
Fri	07/15/22	290.54829	1.44075	0	0.0000			0.0000	37.01	x	x	33.4319	69.22
Mon	07/18/22	290.85671	1.44228	3	0.2792			-0.2792	35.48	x	x	33.7111	70.75
Tue	07/19/22	290.95952	1.44279	4	0.3725			-0.3725	34.97	x	x	33.8044	71.26
Wed	07/20/22	291.06232	1.44330	5	0.4657			-0.4657	34.46	x	x	33.8976	71.77
Thu	07/21/22	291.16513	1.44381	6	0.5591			-0.5591	33.95	x	x	33.9910	72.28
Fri	07/22/22	291.26794	1.44432	7	0.6525			-0.6525	33.44	x	x	34.0844	72.79
Mon	07/25/22	291.57635	1.44585	10	0.9331			-0.9331	31.91	x	x	34.3650	74.32
Tue	07/26/22	291.67916	1.44636	11	1.0268			-1.0268	31.40	x	x	34.4587	74.83
Wed	07/27/22	291.78197	1.44687	12	1.1205			-1.1205	30.89	x	x	34.5524	75.34
Thu	07/28/22	291.88477	1.44738	13	1.2143			-1.2143	30.38	x	x	34.6462	75.85
Fri	07/29/22	291.98758	1.44789	14	1.3082			-1.3082	29.87	x	x	34.7401	76.36
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	08/01/22	292.29600	1.44942	17	1.5902			-1.5902	28.34	x	x	35.0221	77.89
Tue	08/02/22	292.42552	1.45006	18	1.6845			-1.6845	27.70	x	x	35.1164	78.53
Wed	08/03/22	292.55503	1.45070	19	1.7789			-1.7789	27.06	x	x	35.2108	79.17
Thu	08/04/22	292.68455	1.45134	20	1.8733			-1.8733	26.42	x	x	35.3052	79.81
Fri	08/05/22	292.81406	1.45199	21	1.9679			-1.9679	25.77	x	x	35.3998	80.46
Mon	08/08/22	293.20261	1.45391	24	2.2520			-2.2520	23.85	x	x	35.6839	82.38
Tue	08/09/22	293.33213	1.45455	25	2.3468			-2.3468	23.21	x	x	35.7787	83.02
Wed	08/10/22	293.46165	1.45520	26	2.4418			-2.4418	22.56	x	x	35.8737	83.67
Thu	08/11/22	293.59116	1.45584	27	2.5368			-2.5368	21.92	x	x	35.9687	84.31
Fri	08/12/22	293.72068	1.45648	28	2.6320			-2.6320	21.28	x	x	36.0639	84.95
Mon	08/15/22	294.10923	1.45841	31	2.9178			-2.9178	19.35	x	x	36.3497	86.88
Tue	08/16/22	294.23874	1.45905	32	3.0133			-3.0133	18.71	x	x	36.4452	87.52
Wed	08/17/22	294.36826	1.45969	33	3.1088			-3.1088	18.07	x	x	36.5407	88.16
Thu	08/18/22	294.49777	1.46034	34	3.2044			-3.2044	17.42	x	x	36.6363	88.81
Fri	08/19/22	294.62729	1.46098	35	3.3001			-3.3001	16.78	x	x	36.7320	89.45
Mon	08/22/22	295.01584	1.46290	38	3.5877			-3.5877	14.86	x	x	37.0196	91.37
Tue	08/23/22	295.14535	1.46355	39	3.6837			-3.6837	14.21	x	x	37.1156	92.02
Wed	08/24/22	295.27487	1.46419	40	3.7798			-3.7798	13.57	x	x	37.2117	92.66
Thu	08/25/22	295.40439	1.46483	41	3.8760			-3.8760	12.93	x	x	37.3079	93.30
Fri	08/26/22	295.53390	1.46547	42	3.9723			-3.9723	12.29	x	x	37.4042	93.94
Mon	08/29/22	295.92245	1.46740	45	4.2616			-4.2616	10.36	x	x	37.6935	95.87
Tue	08/30/22	296.05197	1.46804	46	4.3582			-4.3582	9.72	x	x	37.7901	96.51
Wed	08/31/22	296.18148	1.46868	47	4.4549			-4.4549	9.08	x	x	37.8868	97.15
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Thu	09/01/22	296.31100	1.46933	48	4.5517			-4.5517	8.43	x	x	37.9836	97.80
Fri	09/02/22	296.30983	1.46932	49	4.6465			-4.6465	8.44	x	x	38.0784	97.79
Mon	09/05/22	296.30633	1.46930	52	4.9309			-4.9309	8.46	x	x	38.3628	97.77
Tue	09/06/22	296.30517	1.46930	53	5.0258			-5.0258	8.46	x	x	38.4577	97.77
Wed	09/07/22	296.30400	1.46929	54	5.1206			-5.1206	8.47	x	x	38.5525	97.76
Thu	09/08/22	296.30283	1.46929	55	5.2154			-5.2154	8.47	x	x	38.6473	97.76
Fri	09/09/22	296.30167	1.46928	56	5.3102			-5.3102	8.48	x	x	38.7421	97.75
Mon	09/12/22	296.29817	1.46926	59	5.5946			-5.5946	8.50	x	x	39.0265	97.73
Tue	09/13/22	296.29700	1.46926	60	5.6894			-5.6894	8.50	x	x	39.1213	97.73
Wed	09/14/22	296.29583	1.46925	61	5.7842			-5.7842	8.51	x	x	39.2161	97.72
Thu	09/15/22	296.29467	1.46925	62	5.8790			-5.8790	8.51	x	x	39.3109	97.72
Fri	09/16/22	296.29350	1.46924	63	5.9738			-5.9738	8.52	x	x	39.4057	97.71
Mon	09/19/22	296.29000	1.46922	66	6.2582			-6.2582	8.54	x	x	39.6901	97.69
Tue	09/20/22	296.28883	1.46922	67	6.3530			-6.3530	8.54	x	x	39.7849	97.69
Wed	09/21/22	296.28767	1.46921	68	6.4478			-6.4478	8.55	x	x	39.8797	97.68
Thu	09/22/22	296.28650	1.46920	69	6.5425			-6.5425	8.56	x	x	39.9744	97.67
Fri	09/23/22	296.28533	1.46920	70	6.6374			-6.6374	8.56	x	x	40.0693	97.67
Mon	09/26/22	296.28183	1.46918	73	6.9217			-6.9217	8.58	x	x	40.3536	97.65
Tue	09/27/22	296.28067	1.46918	74	7.0165			-7.0165	8.58	x	x	40.4484	97.65
Wed	09/28/22	296.27950	1.46917	75	7.1113			-7.1113	8.59	x	x	40.5432	97.64
Thu	09/29/22	296.27833	1.46916	76	7.2061			-7.2061	8.60	x	x	40.6380	97.63
Fri	09/30/22	296.27717	1.46916	77	7.3009			-7.3009	8.60	x	x	40.7328	97.63
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	10/03/22	296.26923	1.46912	80	7.5851			-7.5851	8.64	x	x	41.0170	97.59
Tue	10/04/22	296.26584	1.46910	81	7.6798			-7.6798	8.66	x	x	41.1117	97.57
Wed	10/05/22	296.26245	1.46909	82	7.7746			-7.7746	8.67	x	x	41.2065	97.56
Thu	10/06/22	296.25906	1.46907	83	7.8693			-7.8693	8.69	x	x	41.3012	97.54
Fri	10/07/22	296.25568	1.46905	84	7.9640			-7.9640	8.71	x	x	41.3959	97.52
Mon	10/10/22	296.24552	1.46900	87	8.2482			-8.2482	8.76	x	x	41.6801	97.47
Tue	10/11/22	296.24213	1.46898	88	8.3428			-8.3428	8.78	x	x	41.7747	97.45
Wed	10/12/22	296.23874	1.46897	89	8.4376			-8.4376	8.79	x	x	41.8695	97.44
Thu	10/13/22	296.23535	1.46895	90	8.5323			-8.5323	8.81	x	x	41.9642	97.42
Fri	10/14/22	296.23197	1.46893	91	8.6270			-8.6270	8.83	x	x	42.0589	97.40
Mon	10/17/22	296.22181	1.46888	94	8.9111			-8.9111	8.88	x	x	42.3430	97.35
Tue	10/18/22	296.21842	1.46887	95	9.0058			-9.0058	8.89	x	x	42.4377	97.34
Wed	10/19/22	296.21503	1.46885	96	9.1005			-9.1005	8.91	x	x	42.5324	97.32
Thu	10/20/22	296.21165	1.46883	97	9.1952			-9.1952	8.93	x	x	42.6271	97.30
Fri	10/21/22	296.20826	1.46882	98	9.2899			-9.2899	8.94	x	x	42.7218	97.29
Mon	10/24/22	296.19810	1.46877	101	9.5739			-9.5739	8.99	x	x	43.0058	97.24
Tue	10/25/22	296.19471	1.46875	102	9.6686			-9.6686	9.01	x	x	43.1005	97.22
Wed	10/26/22	296.19132	1.46873	103	9.7633			-9.7633	9.03	x	x	43.1952	97.20
Thu	10/27/22	296.18794	1.46872	104	9.8580			-9.8580	9.04	x	x	43.2899	97.19
Fri	10/28/22	296.18455	1.46870	105	9.9526			-9.9526	9.06	x	x	43.3845	97.17
Mon	10/31/22	296.17439	1.46865	108	10.2367			-10.2367	9.11	x	x	43.6686	97.12
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Tue	11/01/22	296.17100	1.46863	109	10.3313			-10.3313	9.13	x	x	43.7632	97.10
Wed	11/02/22	296.19223	1.46874	110	10.4269			-10.4269	9.02	x	x	43.8588	97.21
Thu	11/03/22	296.21347	1.46884	111	10.5224			-10.5224	8.92	x	x	43.9543	97.31
Fri	11/04/22	296.23470	1.46895	112	10.6180			-10.6180	8.81	x	x	44.0499	97.42
Mon	11/07/22	296.29840	1.46926	115	10.9047			-10.9047	8.50	x	x	44.3366	97.73
Tue	11/08/22	296.31963	1.46937	116	11.0003			-11.0003	8.39	x	x	44.4322	97.84
Wed	11/09/22	296.34087	1.46947	117	11.0959			-11.0959	8.29	x	x	44.5278	97.94
Thu	11/10/22	296.36210	1.46958	118	11.1916			-11.1916	8.18	x	x	44.6235	98.05
Fri	11/11/22	296.38333	1.46969	119	11.2873			-11.2873	8.07	x	x	44.7192	98.16
Mon	11/14/22	296.44703	1.47000	122	11.5743			-11.5743	7.76	x	x	45.0062	98.47
Tue	11/15/22	296.46827	1.47011	123	11.6700			-11.6700	7.65	x	x	45.1019	98.58
Wed	11/16/22	296.48950	1.47021	124	11.7657			-11.7657	7.55	x	x	45.1976	98.68
Thu	11/17/22	296.51073	1.47032	125	11.8614			-11.8614	7.44	x	x	45.2933	98.79
Fri	11/18/22	296.53197	1.47042	126	11.9572			-11.9572	7.34	x	x	45.3891	98.89
Mon	11/21/22	296.59567	1.47074	129	12.2445			-12.2445	7.02	x	x	45.6764	99.21
Tue	11/22/22	296.61690	1.47084	130	12.3403			-12.3403	6.92	x	x	45.7722	99.31
Wed	11/23/22	296.63813	1.47095	131	12.4361			-12.4361	6.81	x	x	45.8680	99.42
Thu	11/24/22	296.65937	1.47105	132	12.5319			-12.5319	6.71	x	x	45.9638	99.52
Fri	11/25/22	296.68060	1.47116	133	12.6278			-12.6278	6.60	x	x	46.0597	99.63
Mon	11/28/22	296.74430	1.47148	136	12.9154			-12.9154	6.28	x	x	46.3473	99.95
Tue	11/29/22	296.76553	1.47158	137	13.0113			-13.0113	6.18	x	x	46.4432	100.05
Wed	11/30/22	296.78677	1.47169	138	13.1072			-13.1072	6.07	x	x	46.5391	100.16
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	12/01/22	296.80800	1.47179	139	13.2031			-13.2031	5.97	x	x	46.6350	100.26
Fri	12/02/22	296.84684	1.47198	140	13.2998			-13.2998	5.78	x	x	46.7317	100.45
Mon	12/05/22	296.96335	1.47256	143	13.5902			-13.5902	5.20	x	x	47.0221	101.03
Tue	12/06/22	297.00219	1.47275	144	13.6870			-13.6870	5.01	x	x	47.1189	101.22
Wed	12/07/22	297.04103	1.47295	145	13.7839			-13.7839	4.81	x	x	47.2158	101.42
Thu	12/08/22	297.07987	1.47314	146	13.8807			-13.8807	4.62	x	x	47.3126	101.61
Fri	12/09/22	297.11871	1.47333	147	13.9776			-13.9776	4.43	x	x	47.4095	101.80
Mon	12/12/22	297.23523	1.47391	150	14.2685			-14.2685	3.85	x	x	47.7004	102.38
Tue	12/13/22	297.27406	1.47410	151	14.3655			-14.3655	3.66	x	x	47.7974	102.57
Wed	12/14/22	297.31290	1.47429	152	14.4625			-14.4625	3.47	x	x	47.8944	102.76
Thu	12/15/22	297.35174	1.47449	153	14.5596			-14.5596	3.27	x	x	47.9915	102.96
Fri	12/16/22	297.39058	1.47468	154	14.6566			-14.6566	3.08	x	x	48.0885	103.15
Mon	12/19/22	297.50710	1.47526	157	14.9480			-14.9480	2.50	x	x	48.3799	103.73
Tue	12/20/22	297.54594	1.47545	158	15.0452			-15.0452	2.31	x	x	48.4771	103.92
Wed	12/21/22	297.58477	1.47564	159	15.1424			-15.1424	2.12	x	x	48.5743	104.11
Thu	12/22/22	297.62361	1.47584	160	15.2397			-15.2397	1.92	x	x	48.6716	104.31
Fri	12/23/22	297.66245	1.47603	161	15.3369			-15.3369	1.73	x	x	48.7688	104.50
Mon	12/26/22	297.77897	1.47661	164	15.6288			-15.6288	1.15	x	x	49.0607	105.08
Tue	12/27/22	297.81781	1.47680	165	15.7261			-15.7261	0.96	x	x	49.1580	105.27
Wed	12/28/22	297.85665	1.47699	166	15.8235			-15.8235	0.77	x	x	49.2554	105.46
Thu	12/29/22	297.89548	1.47718	167	15.9208			-15.9208	0.58	x	x	49.3527	105.65
Fri	12/30/22	297.93432	1.47738	168	16.0183			-16.0183	0.38	x	x	49.4502	105.85
Sun	01/01/23	298.01200	1.47776

Generated 01/16/23 21:30