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

Interest and OID per $1,000 Face Value for 2024

CUSIP Number	912828V49	Interest 01/15/24 (184 days)	$2.3860
Dated Date	January 15, 2017	Interest 07/15/24 (182 days)	$2.4356
Ref CPI on Dated Date	241.55919	Interest Total	$4.8216
Original Issue Date	January 31, 2017	Interest 01/15/25 (184 days)

						Purchased on Settelment Date & held to 01/01/25				Held on 01/01/24 & 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
Mon	01/01/24	307.67100	1.27369	170	2.2065	x	x	2.6151	33.09			2.2065	0.00
Tue	01/02/24	307.65100	1.27361	171	2.2193	x	x	2.6023	33.17			2.2193	-0.08
Wed	01/03/24	307.63100	1.27352	172	2.2321	x	x	2.5895	33.26			2.2321	-0.17
Thu	01/04/24	307.61100	1.27344	173	2.2450	x	x	2.5766	33.34			2.2450	-0.25
Fri	01/05/24	307.59100	1.27336	174	2.2578	x	x	2.5638	33.42			2.2578	-0.33
Mon	01/08/24	307.53100	1.27311	177	2.2963	x	x	2.5253	33.67			2.2963	-0.58
Tue	01/09/24	307.51100	1.27303	178	2.3091	x	x	2.5125	33.75			2.3091	-0.66
Wed	01/10/24	307.49100	1.27294	179	2.3219	x	x	2.4997	33.84			2.3219	-0.75
Thu	01/11/24	307.47100	1.27286	180	2.3347	x	x	2.4869	33.92			2.3347	-0.83
Fri	01/12/24	307.45100	1.27278	181	2.3476	x	x	2.4740	34.00			2.3476	-0.91
Mon	01/15/24	307.39100	1.27253	0	0.0000		x	2.4356	34.25	x		2.3860	-1.16
Tue	01/16/24	307.37100	1.27245	1	0.0131		x	2.4225	34.33	x		2.3991	-1.24
Wed	01/17/24	307.35100	1.27236	2	0.0262		x	2.4094	34.42	x		2.4122	-1.33
Thu	01/18/24	307.33100	1.27228	3	0.0393		x	2.3963	34.50	x		2.4253	-1.41
Fri	01/19/24	307.31100	1.27220	4	0.0524		x	2.3832	34.58	x		2.4384	-1.49
Mon	01/22/24	307.25100	1.27195	7	0.0917		x	2.3439	34.83	x		2.4777	-1.74
Tue	01/23/24	307.23100	1.27187	8	0.1048		x	2.3308	34.91	x		2.4908	-1.82
Wed	01/24/24	307.21100	1.27178	9	0.1179		x	2.3177	35.00	x		2.5039	-1.91
Thu	01/25/24	307.19100	1.27170	10	0.1310		x	2.3046	35.08	x		2.5170	-1.99
Fri	01/26/24	307.17100	1.27162	11	0.1441		x	2.2915	35.16	x		2.5301	-2.07
Mon	01/29/24	307.11100	1.27137	14	0.1834		x	2.2522	35.41	x		2.5694	-2.32
Tue	01/30/24	307.09100	1.27129	15	0.1965		x	2.2391	35.49	x		2.5825	-2.40
Wed	01/31/24	307.07100	1.27120	16	0.2095		x	2.2261	35.58	x		2.5955	-2.49
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Thu	02/01/24	307.05100	1.27112	17	0.2226		x	2.2130	35.66	x		2.6086	-2.57
Fri	02/02/24	307.04048	1.27108	18	0.2357		x	2.1999	35.70	x		2.6217	-2.61
Mon	02/05/24	307.00893	1.27095	21	0.2750		x	2.1606	35.83	x		2.6610	-2.74
Tue	02/06/24	306.99841	1.27090	22	0.2880		x	2.1476	35.88	x		2.6740	-2.79
Wed	02/07/24	306.98790	1.27086	23	0.3011		x	2.1345	35.92	x		2.6871	-2.83
Thu	02/08/24	306.97738	1.27082	24	0.3142		x	2.1214	35.96	x		2.7002	-2.87
Fri	02/09/24	306.96686	1.27077	25	0.3273		x	2.1083	36.01	x		2.7133	-2.92
Mon	02/12/24	306.93531	1.27064	28	0.3665		x	2.0691	36.14	x		2.7525	-3.05
Tue	02/13/24	306.92479	1.27060	29	0.3796		x	2.0560	36.18	x		2.7656	-3.09
Wed	02/14/24	306.91428	1.27056	30	0.3927		x	2.0429	36.22	x		2.7787	-3.13
Thu	02/15/24	306.90376	1.27051	31	0.4058		x	2.0298	36.27	x		2.7918	-3.18
Fri	02/16/24	306.89324	1.27047	32	0.4188		x	2.0168	36.31	x		2.8048	-3.22
Mon	02/19/24	306.86169	1.27034	35	0.4581		x	1.9775	36.44	x		2.8441	-3.35
Tue	02/20/24	306.85117	1.27029	36	0.4711		x	1.9645	36.49	x		2.8571	-3.40
Wed	02/21/24	306.84066	1.27025	37	0.4842		x	1.9514	36.53	x		2.8702	-3.44
Thu	02/22/24	306.83014	1.27021	38	0.4973		x	1.9383	36.57	x		2.8833	-3.48
Fri	02/23/24	306.81962	1.27016	39	0.5103		x	1.9253	36.62	x		2.8963	-3.53
Mon	02/26/24	306.78807	1.27003	42	0.5495		x	1.8861	36.75	x		2.9355	-3.66
Tue	02/27/24	306.77755	1.26999	43	0.5626		x	1.8730	36.79	x		2.9486	-3.70
Wed	02/28/24	306.76703	1.26995	44	0.5757		x	1.8599	36.83	x		2.9617	-3.74
Thu	02/29/24	306.75652	1.26990	45	0.5887		x	1.8469	36.88	x		2.9747	-3.79
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	03/01/24	306.74600	1.26986	46	0.6018		x	1.8338	36.92	x		2.9878	-3.83
Mon	03/04/24	306.90771	1.27053	49	0.6414		x	1.7942	36.25	x		3.0274	-3.16
Tue	03/05/24	306.96161	1.27075	50	0.6546		x	1.7810	36.03	x		3.0406	-2.94
Wed	03/06/24	307.01552	1.27097	51	0.6678		x	1.7678	35.81	x		3.0538	-2.72
Thu	03/07/24	307.06942	1.27120	52	0.6810		x	1.7546	35.58	x		3.0670	-2.49
Fri	03/08/24	307.12332	1.27142	53	0.6942		x	1.7414	35.36	x		3.0802	-2.27
Mon	03/11/24	307.28503	1.27209	56	0.7339		x	1.7017	34.69	x		3.1199	-1.60
Tue	03/12/24	307.33894	1.27231	57	0.7471		x	1.6885	34.47	x		3.1331	-1.38
Wed	03/13/24	307.39284	1.27254	58	0.7604		x	1.6752	34.24	x		3.1464	-1.15
Thu	03/14/24	307.44674	1.27276	59	0.7736		x	1.6620	34.02	x		3.1596	-0.93
Fri	03/15/24	307.50065	1.27298	60	0.7869		x	1.6487	33.80	x		3.1729	-0.71
Mon	03/18/24	307.66235	1.27365	63	0.8266		x	1.6090	33.13	x		3.2126	-0.04
Tue	03/19/24	307.71626	1.27388	64	0.8399		x	1.5957	32.90	x		3.2259	0.19
Wed	03/20/24	307.77016	1.27410	65	0.8532		x	1.5824	32.68	x		3.2392	0.41
Thu	03/21/24	307.82406	1.27432	66	0.8665		x	1.5691	32.46	x		3.2525	0.63
Fri	03/22/24	307.87797	1.27454	67	0.8797		x	1.5559	32.24	x		3.2657	0.85
Mon	03/25/24	308.03968	1.27521	70	0.9196		x	1.5160	31.57	x		3.3056	1.52
Tue	03/26/24	308.09358	1.27544	71	0.9329		x	1.5027	31.34	x		3.3189	1.75
Wed	03/27/24	308.14748	1.27566	72	0.9462		x	1.4894	31.12	x		3.3322	1.97
Thu	03/28/24	308.20139	1.27588	73	0.9595		x	1.4761	30.90	x		3.3455	2.19
Fri	03/29/24	308.25529	1.27611	74	0.9729		x	1.4627	30.67	x		3.3589	2.42
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	04/01/24	308.41700	1.27678	77	1.0128		x	1.4228	30.00	x		3.3988	3.09
Tue	04/02/24	308.48063	1.27704	78	1.0262		x	1.4094	29.74	x		3.4122	3.35
Wed	04/03/24	308.54427	1.27730	79	1.0396		x	1.3960	29.48	x		3.4256	3.61
Thu	04/04/24	308.60790	1.27757	80	1.0529		x	1.3827	29.21	x		3.4389	3.88
Fri	04/05/24	308.67153	1.27783	81	1.0663		x	1.3693	28.95	x		3.4523	4.14
Mon	04/08/24	308.86243	1.27862	84	1.1065		x	1.3291	28.16	x		3.4925	4.93
Tue	04/09/24	308.92607	1.27888	85	1.1199		x	1.3157	27.90	x		3.5059	5.19
Wed	04/10/24	308.98970	1.27915	86	1.1333		x	1.3023	27.63	x		3.5193	5.46
Thu	04/11/24	309.05333	1.27941	87	1.1467		x	1.2889	27.37	x		3.5327	5.72
Fri	04/12/24	309.11697	1.27967	88	1.1601		x	1.2755	27.11	x		3.5461	5.98
Mon	04/15/24	309.30787	1.28046	91	1.2004		x	1.2352	26.32	x		3.5864	6.77
Tue	04/16/24	309.37150	1.28073	92	1.2139		x	1.2217	26.05	x		3.5999	7.04
Wed	04/17/24	309.43513	1.28099	93	1.2273		x	1.2083	25.79	x		3.6133	7.30
Thu	04/18/24	309.49877	1.28125	94	1.2408		x	1.1948	25.53	x		3.6268	7.56
Fri	04/19/24	309.56240	1.28152	95	1.2542		x	1.1814	25.26	x		3.6402	7.83
Mon	04/22/24	309.75330	1.28231	98	1.2946		x	1.1410	24.47	x		3.6806	8.62
Tue	04/23/24	309.81693	1.28257	99	1.3081		x	1.1275	24.21	x		3.6941	8.88
Wed	04/24/24	309.88057	1.28283	100	1.3216		x	1.1140	23.95	x		3.7076	9.14
Thu	04/25/24	309.94420	1.28310	101	1.3351		x	1.1005	23.68	x		3.7211	9.41
Fri	04/26/24	310.00783	1.28336	102	1.3486		x	1.0870	23.42	x		3.7346	9.67
Mon	04/29/24	310.19873	1.28415	105	1.3891		x	1.0465	22.63	x		3.7751	10.46
Tue	04/30/24	310.26237	1.28442	106	1.4026		x	1.0330	22.36	x		3.7886	10.73
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Wed	05/01/24	310.32600	1.28468	107	1.4161		x	1.0195	22.10	x		3.8021	10.99
Thu	05/02/24	310.39071	1.28495	108	1.4297		x	1.0059	21.83	x		3.8157	11.26
Fri	05/03/24	310.45542	1.28521	109	1.4432		x	0.9924	21.57	x		3.8292	11.52
Mon	05/06/24	310.64955	1.28602	112	1.4839		x	0.9517	20.76	x		3.8699	12.33
Tue	05/07/24	310.71426	1.28629	113	1.4974		x	0.9382	20.49	x		3.8834	12.60
Wed	05/08/24	310.77897	1.28655	114	1.5110		x	0.9246	20.23	x		3.8970	12.86
Thu	05/09/24	310.84368	1.28682	115	1.5246		x	0.9110	19.96	x		3.9106	13.13
Fri	05/10/24	310.90839	1.28709	116	1.5381		x	0.8975	19.69	x		3.9241	13.40
Mon	05/13/24	311.10252	1.28789	119	1.5789		x	0.8567	18.89	x		3.9649	14.20
Tue	05/14/24	311.16723	1.28816	120	1.5925		x	0.8431	18.62	x		3.9785	14.47
Wed	05/15/24	311.23194	1.28843	121	1.6061		x	0.8295	18.35	x		3.9921	14.74
Thu	05/16/24	311.29665	1.28870	122	1.6197		x	0.8159	18.08	x		4.0057	15.01
Fri	05/17/24	311.36135	1.28897	123	1.6333		x	0.8023	17.81	x		4.0193	15.28
Mon	05/20/24	311.55548	1.28977	126	1.6742		x	0.7614	17.01	x		4.0602	16.08
Tue	05/21/24	311.62019	1.29004	127	1.6879		x	0.7477	16.74	x		4.0739	16.35
Wed	05/22/24	311.68490	1.29030	128	1.7015		x	0.7341	16.48	x		4.0875	16.61
Thu	05/23/24	311.74961	1.29057	129	1.7151		x	0.7205	16.21	x		4.1011	16.88
Fri	05/24/24	311.81432	1.29084	130	1.7288		x	0.7068	15.94	x		4.1148	17.15
Mon	05/27/24	312.00845	1.29164	133	1.7698		x	0.6658	15.14	x		4.1558	17.95
Tue	05/28/24	312.07316	1.29191	134	1.7835		x	0.6521	14.87	x		4.1695	18.22
Wed	05/29/24	312.13787	1.29218	135	1.7972		x	0.6384	14.60	x		4.1832	18.49
Thu	05/30/24	312.20258	1.29245	136	1.8109		x	0.6247	14.33	x		4.1969	18.76
Fri	05/31/24	312.26729	1.29272	137	1.8245		x	0.6111	14.06	x		4.2105	19.03
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	06/03/24	312.41307	1.29332	140	1.8654		x	0.5702	13.46	x		4.2514	19.63
Tue	06/04/24	312.45360	1.29349	141	1.8789		x	0.5567	13.29	x		4.2649	19.80
Wed	06/05/24	312.49413	1.29365	142	1.8925		x	0.5431	13.13	x		4.2785	19.96
Thu	06/06/24	312.53467	1.29382	143	1.9061		x	0.5295	12.96	x		4.2921	20.13
Fri	06/07/24	312.57520	1.29399	144	1.9197		x	0.5159	12.79	x		4.3057	20.30
Mon	06/10/24	312.69680	1.29449	147	1.9604		x	0.4752	12.29	x		4.3464	20.80
Tue	06/11/24	312.73733	1.29466	148	1.9740		x	0.4616	12.12	x		4.3600	20.97
Wed	06/12/24	312.77787	1.29483	149	1.9876		x	0.4480	11.95	x		4.3736	21.14
Thu	06/13/24	312.81840	1.29500	150	2.0012		x	0.4344	11.78	x		4.3872	21.31
Fri	06/14/24	312.85893	1.29516	151	2.0148		x	0.4208	11.62	x		4.4008	21.47
Mon	06/17/24	312.98053	1.29567	154	2.0556		x	0.3800	11.11	x		4.4416	21.98
Tue	06/18/24	313.02107	1.29584	155	2.0693		x	0.3663	10.94	x		4.4553	22.15
Wed	06/19/24	313.06160	1.29600	156	2.0829		x	0.3527	10.78	x		4.4689	22.31
Thu	06/20/24	313.10213	1.29617	157	2.0965		x	0.3391	10.61	x		4.4825	22.48
Fri	06/21/24	313.14267	1.29634	158	2.1101		x	0.3255	10.44	x		4.4961	22.65
Mon	06/24/24	313.26427	1.29684	161	2.1510		x	0.2846	9.94	x		4.5370	23.15
Tue	06/25/24	313.30480	1.29701	162	2.1647		x	0.2709	9.77	x		4.5507	23.32
Wed	06/26/24	313.34533	1.29718	163	2.1783		x	0.2573	9.60	x		4.5643	23.49
Thu	06/27/24	313.38587	1.29735	164	2.1920		x	0.2436	9.43	x		4.5780	23.66
Fri	06/28/24	313.42640	1.29751	165	2.2056		x	0.2300	9.27	x		4.5916	23.82
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	07/01/24	313.54800	1.29802	168	2.2466		x	0.1890	8.76	x		4.6326	24.33
Tue	07/02/24	313.56481	1.29809	169	2.2601		x	0.1755	8.69	x		4.6461	24.40
Wed	07/03/24	313.58161	1.29816	170	2.2736		x	0.1620	8.62	x		4.6596	24.47
Thu	07/04/24	313.59842	1.29823	171	2.2871		x	0.1485	8.55	x		4.6731	24.54
Fri	07/05/24	313.61523	1.29830	172	2.3006		x	0.1350	8.48	x		4.6866	24.61
Mon	07/08/24	313.66565	1.29850	175	2.3410		x	0.0946	8.28	x		4.7270	24.81
Tue	07/09/24	313.68245	1.29857	176	2.3545		x	0.0811	8.21	x		4.7405	24.88
Wed	07/10/24	313.69926	1.29864	177	2.3681		x	0.0675	8.14	x		4.7541	24.95
Thu	07/11/24	313.71606	1.29871	178	2.3816		x	0.0540	8.07	x		4.7676	25.02
Fri	07/12/24	313.73287	1.29878	179	2.3951		x	0.0405	8.00	x		4.7811	25.09
Mon	07/15/24	313.78329	1.29899	0	0.0000			0.0000	7.79	x	x	4.8216	25.30
Tue	07/16/24	313.80010	1.29906	1	0.0132			-0.0132	7.72	x	x	4.8348	25.37
Wed	07/17/24	313.81690	1.29913	2	0.0265			-0.0265	7.65	x	x	4.8481	25.44
Thu	07/18/24	313.83371	1.29920	3	0.0397			-0.0397	7.58	x	x	4.8613	25.51
Fri	07/19/24	313.85052	1.29927	4	0.0530			-0.0530	7.51	x	x	4.8746	25.58
Mon	07/22/24	313.90094	1.29948	7	0.0927			-0.0927	7.30	x	x	4.9143	25.79
Tue	07/23/24	313.91774	1.29955	8	0.1059			-0.1059	7.23	x	x	4.9275	25.86
Wed	07/24/24	313.93455	1.29962	9	0.1192			-0.1192	7.16	x	x	4.9408	25.93
Thu	07/25/24	313.95135	1.29969	10	0.1324			-0.1324	7.09	x	x	4.9540	26.00
Fri	07/26/24	313.96816	1.29976	11	0.1457			-0.1457	7.02	x	x	4.9673	26.07
Mon	07/29/24	314.01858	1.29997	14	0.1855			-0.1855	6.81	x	x	5.0071	26.28
Tue	07/30/24	314.03539	1.30003	15	0.1987			-0.1987	6.75	x	x	5.0203	26.34
Wed	07/31/24	314.05219	1.30010	16	0.2120			-0.2120	6.68	x	x	5.0336	26.41
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Thu	08/01/24	314.06900	1.30017	17	0.2252			-0.2252	6.61	x	x	5.0468	26.48
Fri	08/02/24	314.07242	1.30019	18	0.2385			-0.2385	6.59	x	x	5.0601	26.50
Mon	08/05/24	314.08268	1.30023	21	0.2782			-0.2782	6.55	x	x	5.0998	26.54
Tue	08/06/24	314.08610	1.30024	22	0.2915			-0.2915	6.54	x	x	5.1131	26.55
Wed	08/07/24	314.08952	1.30026	23	0.3047			-0.3047	6.52	x	x	5.1263	26.57
Thu	08/08/24	314.09294	1.30027	24	0.3180			-0.3180	6.51	x	x	5.1396	26.58
Fri	08/09/24	314.09635	1.30029	25	0.3313			-0.3313	6.49	x	x	5.1529	26.60
Mon	08/12/24	314.10661	1.30033	28	0.3710			-0.3710	6.45	x	x	5.1926	26.64
Tue	08/13/24	314.11003	1.30034	29	0.3843			-0.3843	6.44	x	x	5.2059	26.65
Wed	08/14/24	314.11345	1.30036	30	0.3975			-0.3975	6.42	x	x	5.2191	26.67
Thu	08/15/24	314.11687	1.30037	31	0.4108			-0.4108	6.41	x	x	5.2324	26.68
Fri	08/16/24	314.12029	1.30039	32	0.4240			-0.4240	6.39	x	x	5.2456	26.70
Mon	08/19/24	314.13055	1.30043	35	0.4638			-0.4638	6.35	x	x	5.2854	26.74
Tue	08/20/24	314.13397	1.30044	36	0.4771			-0.4771	6.34	x	x	5.2987	26.75
Wed	08/21/24	314.13739	1.30046	37	0.4903			-0.4903	6.32	x	x	5.3119	26.77
Thu	08/22/24	314.14081	1.30047	38	0.5036			-0.5036	6.31	x	x	5.3252	26.78
Fri	08/23/24	314.14423	1.30049	39	0.5168			-0.5168	6.29	x	x	5.3384	26.80
Mon	08/26/24	314.15448	1.30053	42	0.5566			-0.5566	6.25	x	x	5.3782	26.84
Tue	08/27/24	314.15790	1.30054	43	0.5699			-0.5699	6.24	x	x	5.3915	26.85
Wed	08/28/24	314.16132	1.30056	44	0.5831			-0.5831	6.22	x	x	5.4047	26.87
Thu	08/29/24	314.16474	1.30057	45	0.5964			-0.5964	6.21	x	x	5.4180	26.88
Fri	08/30/24	314.16816	1.30058	46	0.6096			-0.6096	6.20	x	x	5.4312	26.89
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	09/02/24	314.18717	1.30066	49	0.6494			-0.6494	6.12	x	x	5.4710	26.97
Tue	09/03/24	314.19933	1.30071	50	0.6627			-0.6627	6.07	x	x	5.4843	27.02
Wed	09/04/24	314.21150	1.30076	51	0.6760			-0.6760	6.02	x	x	5.4976	27.07
Thu	09/05/24	314.22367	1.30081	52	0.6893			-0.6893	5.97	x	x	5.5109	27.12
Fri	09/06/24	314.23583	1.30086	53	0.7026			-0.7026	5.92	x	x	5.5242	27.17
Mon	09/09/24	314.27233	1.30102	56	0.7424			-0.7424	5.76	x	x	5.5640	27.33
Tue	09/10/24	314.28450	1.30107	57	0.7557			-0.7557	5.71	x	x	5.5773	27.38
Wed	09/11/24	314.29667	1.30112	58	0.7690			-0.7690	5.66	x	x	5.5906	27.43
Thu	09/12/24	314.30883	1.30117	59	0.7823			-0.7823	5.61	x	x	5.6039	27.48
Fri	09/13/24	314.32100	1.30122	60	0.7956			-0.7956	5.56	x	x	5.6172	27.53
Mon	09/16/24	314.35750	1.30137	63	0.8355			-0.8355	5.41	x	x	5.6571	27.68
Tue	09/17/24	314.36967	1.30142	64	0.8488			-0.8488	5.36	x	x	5.6704	27.73
Wed	09/18/24	314.38183	1.30147	65	0.8620			-0.8620	5.31	x	x	5.6836	27.78
Thu	09/19/24	314.39400	1.30152	66	0.8753			-0.8753	5.26	x	x	5.6969	27.83
Fri	09/20/24	314.40617	1.30157	67	0.8886			-0.8886	5.21	x	x	5.7102	27.88
Mon	09/23/24	314.44267	1.30172	70	0.9285			-0.9285	5.06	x	x	5.7501	28.03
Tue	09/24/24	314.45483	1.30177	71	0.9418			-0.9418	5.01	x	x	5.7634	28.08
Wed	09/25/24	314.46700	1.30182	72	0.9551			-0.9551	4.96	x	x	5.7767	28.13
Thu	09/26/24	314.47917	1.30187	73	0.9684			-0.9684	4.91	x	x	5.7900	28.18
Fri	09/27/24	314.49133	1.30192	74	0.9817			-0.9817	4.86	x	x	5.8033	28.23
Mon	09/30/24	314.52783	1.30207	77	1.0217			-1.0217	4.71	x	x	5.8433	28.38
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	10/01/24	314.54000	1.30212	78	1.0350			-1.0350	4.66	x	x	5.8566	28.43
Wed	10/02/24	314.54826	1.30216	79	1.0483			-1.0483	4.62	x	x	5.8699	28.47
Thu	10/03/24	314.55652	1.30219	80	1.0616			-1.0616	4.59	x	x	5.8832	28.50
Fri	10/04/24	314.56477	1.30223	81	1.0749			-1.0749	4.55	x	x	5.8965	28.54
Mon	10/07/24	314.58955	1.30233	84	1.1148			-1.1148	4.45	x	x	5.9364	28.64
Tue	10/08/24	314.59781	1.30236	85	1.1281			-1.1281	4.42	x	x	5.9497	28.67
Wed	10/09/24	314.60606	1.30240	86	1.1414			-1.1414	4.38	x	x	5.9630	28.71
Thu	10/10/24	314.61432	1.30243	87	1.1547			-1.1547	4.35	x	x	5.9763	28.74
Fri	10/11/24	314.62258	1.30247	88	1.1680			-1.1680	4.31	x	x	5.9896	28.78
Mon	10/14/24	314.64735	1.30257	91	1.2079			-1.2079	4.21	x	x	6.0295	28.88
Tue	10/15/24	314.65561	1.30260	92	1.2212			-1.2212	4.18	x	x	6.0428	28.91
Wed	10/16/24	314.66387	1.30264	93	1.2345			-1.2345	4.14	x	x	6.0561	28.95
Thu	10/17/24	314.67213	1.30267	94	1.2478			-1.2478	4.11	x	x	6.0694	28.98
Fri	10/18/24	314.68039	1.30271	95	1.2611			-1.2611	4.07	x	x	6.0827	29.02
Mon	10/21/24	314.70516	1.30281	98	1.3010			-1.3010	3.97	x	x	6.1226	29.12
Tue	10/22/24	314.71342	1.30284	99	1.3143			-1.3143	3.94	x	x	6.1359	29.15
Wed	10/23/24	314.72168	1.30288	100	1.3277			-1.3277	3.90	x	x	6.1493	29.19
Thu	10/24/24	314.72994	1.30291	101	1.3410			-1.3410	3.87	x	x	6.1626	29.22
Fri	10/25/24	314.73819	1.30294	102	1.3543			-1.3543	3.84	x	x	6.1759	29.25
Mon	10/28/24	314.76297	1.30305	105	1.3942			-1.3942	3.73	x	x	6.2158	29.36
Tue	10/29/24	314.77123	1.30308	106	1.4075			-1.4075	3.70	x	x	6.2291	29.39
Wed	10/30/24	314.77948	1.30312	107	1.4209			-1.4209	3.66	x	x	6.2425	29.43
Thu	10/31/24	314.78774	1.30315	108	1.4342			-1.4342	3.63	x	x	6.2558	29.46
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	11/01/24	314.79600	1.30318	109	1.4475			-1.4475	3.60	x	x	6.2691	29.49
Mon	11/04/24	314.84650	1.30339	112	1.4876			-1.4876	3.39	x	x	6.3092	29.70
Tue	11/05/24	314.86333	1.30346	113	1.5009			-1.5009	3.32	x	x	6.3225	29.77
Wed	11/06/24	314.88017	1.30353	114	1.5143			-1.5143	3.25	x	x	6.3359	29.84
Thu	11/07/24	314.89700	1.30360	115	1.5277			-1.5277	3.18	x	x	6.3493	29.91
Fri	11/08/24	314.91383	1.30367	116	1.5410			-1.5410	3.11	x	x	6.3626	29.98
Mon	11/11/24	314.96433	1.30388	119	1.5811			-1.5811	2.90	x	x	6.4027	30.19
Tue	11/12/24	314.98117	1.30395	120	1.5945			-1.5945	2.83	x	x	6.4161	30.26
Wed	11/13/24	314.99800	1.30402	121	1.6079			-1.6079	2.76	x	x	6.4295	30.33
Thu	11/14/24	315.01483	1.30409	122	1.6213			-1.6213	2.69	x	x	6.4429	30.40
Fri	11/15/24	315.03167	1.30416	123	1.6346			-1.6346	2.62	x	x	6.4562	30.47
Mon	11/18/24	315.08217	1.30437	126	1.6748			-1.6748	2.41	x	x	6.4964	30.68
Tue	11/19/24	315.09900	1.30444	127	1.6882			-1.6882	2.34	x	x	6.5098	30.75
Wed	11/20/24	315.11583	1.30451	128	1.7015			-1.7015	2.27	x	x	6.5231	30.82
Thu	11/21/24	315.13267	1.30458	129	1.7149			-1.7149	2.20	x	x	6.5365	30.89
Fri	11/22/24	315.14950	1.30465	130	1.7283			-1.7283	2.13	x	x	6.5499	30.96
Mon	11/25/24	315.20000	1.30486	133	1.7685			-1.7685	1.92	x	x	6.5901	31.17
Tue	11/26/24	315.21683	1.30493	134	1.7819			-1.7819	1.85	x	x	6.6035	31.24
Wed	11/27/24	315.23367	1.30500	135	1.7953			-1.7953	1.78	x	x	6.6169	31.31
Thu	11/28/24	315.25050	1.30507	136	1.8087			-1.8087	1.71	x	x	6.6303	31.38
Fri	11/29/24	315.26733	1.30513	137	1.8220			-1.8220	1.65	x	x	6.6436	31.44
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	12/02/24	315.31271	1.30532	140	1.8622			-1.8622	1.46	x	x	6.6838	31.63
Tue	12/03/24	315.32442	1.30537	141	1.8756			-1.8756	1.41	x	x	6.6972	31.68
Wed	12/04/24	315.33613	1.30542	142	1.8890			-1.8890	1.36	x	x	6.7106	31.73
Thu	12/05/24	315.34784	1.30547	143	1.9023			-1.9023	1.31	x	x	6.7239	31.78
Fri	12/06/24	315.35955	1.30552	144	1.9157			-1.9157	1.26	x	x	6.7373	31.83
Mon	12/09/24	315.39468	1.30566	147	1.9558			-1.9558	1.12	x	x	6.7774	31.97
Tue	12/10/24	315.40639	1.30571	148	1.9692			-1.9692	1.07	x	x	6.7908	32.02
Wed	12/11/24	315.41810	1.30576	149	1.9826			-1.9826	1.02	x	x	6.8042	32.07
Thu	12/12/24	315.42981	1.30581	150	1.9960			-1.9960	0.97	x	x	6.8176	32.12
Fri	12/13/24	315.44152	1.30586	151	2.0094			-2.0094	0.92	x	x	6.8310	32.17
Mon	12/16/24	315.47665	1.30600	154	2.0495			-2.0495	0.78	x	x	6.8711	32.31
Tue	12/17/24	315.48835	1.30605	155	2.0629			-2.0629	0.73	x	x	6.8845	32.36
Wed	12/18/24	315.50006	1.30610	156	2.0763			-2.0763	0.68	x	x	6.8979	32.41
Thu	12/19/24	315.51177	1.30615	157	2.0897			-2.0897	0.63	x	x	6.9113	32.46
Fri	12/20/24	315.52348	1.30620	158	2.1031			-2.1031	0.58	x	x	6.9247	32.51
Mon	12/23/24	315.55861	1.30634	161	2.1432			-2.1432	0.44	x	x	6.9648	32.65
Tue	12/24/24	315.57032	1.30639	162	2.1566			-2.1566	0.39	x	x	6.9782	32.70
Wed	12/25/24	315.58203	1.30644	163	2.1700			-2.1700	0.34	x	x	6.9916	32.75
Thu	12/26/24	315.59374	1.30649	164	2.1834			-2.1834	0.29	x	x	7.0050	32.80
Fri	12/27/24	315.60545	1.30653	165	2.1968			-2.1968	0.25	x	x	7.0184	32.84
Mon	12/30/24	315.64058	1.30668	168	2.2370			-2.2370	0.10	x	x	7.0586	32.99
Tue	12/31/24	315.65229	1.30673	169	2.2504			-2.2504	0.05	x	x	7.0720	33.04
Wed	01/01/25	315.66400	1.30678

Generated 12/11/24 08:49