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

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

CUSIP Number	912828Z37	Interest 01/15/24 (184 days)	$0.7467
Dated Date	January 15, 2020	Interest 07/15/24 (182 days)	$0.7623
Ref CPI on Dated Date	257.28368	Interest Total	$1.5090
Original Issue Date	January 31, 2020	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	1.19584	170	0.6905	x	x	0.8185	31.07			0.6905	0.00
Tue	01/02/24	307.65100	1.19577	171	0.6946	x	x	0.8144	31.14			0.6946	-0.07
Wed	01/03/24	307.63100	1.19569	172	0.6986	x	x	0.8104	31.22			0.6986	-0.15
Thu	01/04/24	307.61100	1.19561	173	0.7026	x	x	0.8064	31.30			0.7026	-0.23
Fri	01/05/24	307.59100	1.19553	174	0.7066	x	x	0.8024	31.38			0.7066	-0.31
Mon	01/08/24	307.53100	1.19530	177	0.7186	x	x	0.7904	31.61			0.7186	-0.54
Tue	01/09/24	307.51100	1.19522	178	0.7227	x	x	0.7863	31.69			0.7227	-0.62
Wed	01/10/24	307.49100	1.19514	179	0.7267	x	x	0.7823	31.77			0.7267	-0.70
Thu	01/11/24	307.47100	1.19507	180	0.7307	x	x	0.7783	31.84			0.7307	-0.77
Fri	01/12/24	307.45100	1.19499	181	0.7347	x	x	0.7743	31.92			0.7347	-0.85
Mon	01/15/24	307.39100	1.19476	0	0.0000		x	0.7623	32.15	x		0.7467	-1.08
Tue	01/16/24	307.37100	1.19468	1	0.0041		x	0.7582	32.23	x		0.7508	-1.16
Wed	01/17/24	307.35100	1.19460	2	0.0082		x	0.7541	32.31	x		0.7549	-1.24
Thu	01/18/24	307.33100	1.19452	3	0.0123		x	0.7500	32.39	x		0.7590	-1.32
Fri	01/19/24	307.31100	1.19444	4	0.0164		x	0.7459	32.47	x		0.7631	-1.40
Mon	01/22/24	307.25100	1.19421	7	0.0287		x	0.7336	32.70	x		0.7754	-1.63
Tue	01/23/24	307.23100	1.19413	8	0.0328		x	0.7295	32.78	x		0.7795	-1.71
Wed	01/24/24	307.21100	1.19406	9	0.0369		x	0.7254	32.85	x		0.7836	-1.78
Thu	01/25/24	307.19100	1.19398	10	0.0410		x	0.7213	32.93	x		0.7877	-1.86
Fri	01/26/24	307.17100	1.19390	11	0.0451		x	0.7172	33.01	x		0.7918	-1.94
Mon	01/29/24	307.11100	1.19367	14	0.0574		x	0.7049	33.24	x		0.8041	-2.17
Tue	01/30/24	307.09100	1.19359	15	0.0615		x	0.7008	33.32	x		0.8082	-2.25
Wed	01/31/24	307.07100	1.19351	16	0.0656		x	0.6967	33.40	x		0.8123	-2.33
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	1.19343	17	0.0697		x	0.6926	33.48	x		0.8164	-2.41
Fri	02/02/24	307.04048	1.19339	18	0.0738		x	0.6885	33.52	x		0.8205	-2.45
Mon	02/05/24	307.00893	1.19327	21	0.0861		x	0.6762	33.64	x		0.8328	-2.57
Tue	02/06/24	306.99841	1.19323	22	0.0901		x	0.6722	33.68	x		0.8368	-2.61
Wed	02/07/24	306.98790	1.19319	23	0.0942		x	0.6681	33.72	x		0.8409	-2.65
Thu	02/08/24	306.97738	1.19315	24	0.0983		x	0.6640	33.76	x		0.8450	-2.69
Fri	02/09/24	306.96686	1.19311	25	0.1024		x	0.6599	33.80	x		0.8491	-2.73
Mon	02/12/24	306.93531	1.19298	28	0.1147		x	0.6476	33.93	x		0.8614	-2.86
Tue	02/13/24	306.92479	1.19294	29	0.1188		x	0.6435	33.97	x		0.8655	-2.90
Wed	02/14/24	306.91428	1.19290	30	0.1229		x	0.6394	34.01	x		0.8696	-2.94
Thu	02/15/24	306.90376	1.19286	31	0.1270		x	0.6353	34.05	x		0.8737	-2.98
Fri	02/16/24	306.89324	1.19282	32	0.1311		x	0.6312	34.09	x		0.8778	-3.02
Mon	02/19/24	306.86169	1.19270	35	0.1434		x	0.6189	34.21	x		0.8901	-3.14
Tue	02/20/24	306.85117	1.19266	36	0.1474		x	0.6149	34.25	x		0.8941	-3.18
Wed	02/21/24	306.84066	1.19262	37	0.1515		x	0.6108	34.29	x		0.8982	-3.22
Thu	02/22/24	306.83014	1.19258	38	0.1556		x	0.6067	34.33	x		0.9023	-3.26
Fri	02/23/24	306.81962	1.19253	39	0.1597		x	0.6026	34.38	x		0.9064	-3.31
Mon	02/26/24	306.78807	1.19241	42	0.1720		x	0.5903	34.50	x		0.9187	-3.43
Tue	02/27/24	306.77755	1.19237	43	0.1761		x	0.5862	34.54	x		0.9228	-3.47
Wed	02/28/24	306.76703	1.19233	44	0.1802		x	0.5821	34.58	x		0.9269	-3.51
Thu	02/29/24	306.75652	1.19229	45	0.1842		x	0.5781	34.62	x		0.9309	-3.55
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	1.19225	46	0.1883		x	0.5740	34.66	x		0.9350	-3.59
Mon	03/04/24	306.90771	1.19288	49	0.2007		x	0.5616	34.03	x		0.9474	-2.96
Tue	03/05/24	306.96161	1.19309	50	0.2049		x	0.5574	33.82	x		0.9516	-2.75
Wed	03/06/24	307.01552	1.19330	51	0.2090		x	0.5533	33.61	x		0.9557	-2.54
Thu	03/07/24	307.06942	1.19351	52	0.2131		x	0.5492	33.40	x		0.9598	-2.33
Fri	03/08/24	307.12332	1.19371	53	0.2173		x	0.5450	33.20	x		0.9640	-2.13
Mon	03/11/24	307.28503	1.19434	56	0.2297		x	0.5326	32.57	x		0.9764	-1.50
Tue	03/12/24	307.33894	1.19455	57	0.2338		x	0.5285	32.36	x		0.9805	-1.29
Wed	03/13/24	307.39284	1.19476	58	0.2380		x	0.5243	32.15	x		0.9847	-1.08
Thu	03/14/24	307.44674	1.19497	59	0.2421		x	0.5202	31.94	x		0.9888	-0.87
Fri	03/15/24	307.50065	1.19518	60	0.2463		x	0.5160	31.73	x		0.9930	-0.66
Mon	03/18/24	307.66235	1.19581	63	0.2587		x	0.5036	31.10	x		1.0054	-0.03
Tue	03/19/24	307.71626	1.19602	64	0.2629		x	0.4994	30.89	x		1.0096	0.18
Wed	03/20/24	307.77016	1.19623	65	0.2670		x	0.4953	30.68	x		1.0137	0.39
Thu	03/21/24	307.82406	1.19644	66	0.2712		x	0.4911	30.47	x		1.0179	0.60
Fri	03/22/24	307.87797	1.19665	67	0.2753		x	0.4870	30.26	x		1.0220	0.81
Mon	03/25/24	308.03968	1.19728	70	0.2878		x	0.4745	29.63	x		1.0345	1.44
Tue	03/26/24	308.09358	1.19749	71	0.2920		x	0.4703	29.42	x		1.0387	1.65
Wed	03/27/24	308.14748	1.19770	72	0.2961		x	0.4662	29.21	x		1.0428	1.86
Thu	03/28/24	308.20139	1.19790	73	0.3003		x	0.4620	29.01	x		1.0470	2.06
Fri	03/29/24	308.25529	1.19811	74	0.3045		x	0.4578	28.80	x		1.0512	2.27
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	1.19874	77	0.3170		x	0.4453	28.17	x		1.0637	2.90
Tue	04/02/24	308.48063	1.19899	78	0.3212		x	0.4411	27.92	x		1.0679	3.15
Wed	04/03/24	308.54427	1.19924	79	0.3253		x	0.4370	27.67	x		1.0720	3.40
Thu	04/04/24	308.60790	1.19948	80	0.3295		x	0.4328	27.43	x		1.0762	3.64
Fri	04/05/24	308.67153	1.19973	81	0.3337		x	0.4286	27.18	x		1.0804	3.89
Mon	04/08/24	308.86243	1.20047	84	0.3463		x	0.4160	26.44	x		1.0930	4.63
Tue	04/09/24	308.92607	1.20072	85	0.3505		x	0.4118	26.19	x		1.0972	4.88
Wed	04/10/24	308.98970	1.20097	86	0.3547		x	0.4076	25.94	x		1.1014	5.13
Thu	04/11/24	309.05333	1.20122	87	0.3589		x	0.4034	25.69	x		1.1056	5.38
Fri	04/12/24	309.11697	1.20146	88	0.3631		x	0.3992	25.45	x		1.1098	5.62
Mon	04/15/24	309.30787	1.20221	91	0.3757		x	0.3866	24.70	x		1.1224	6.37
Tue	04/16/24	309.37150	1.20245	92	0.3799		x	0.3824	24.46	x		1.1266	6.61
Wed	04/17/24	309.43513	1.20270	93	0.3841		x	0.3782	24.21	x		1.1308	6.86
Thu	04/18/24	309.49877	1.20295	94	0.3883		x	0.3740	23.96	x		1.1350	7.11
Fri	04/19/24	309.56240	1.20319	95	0.3925		x	0.3698	23.72	x		1.1392	7.35
Mon	04/22/24	309.75330	1.20394	98	0.4052		x	0.3571	22.97	x		1.1519	8.10
Tue	04/23/24	309.81693	1.20418	99	0.4094		x	0.3529	22.73	x		1.1561	8.34
Wed	04/24/24	309.88057	1.20443	100	0.4136		x	0.3487	22.48	x		1.1603	8.59
Thu	04/25/24	309.94420	1.20468	101	0.4178		x	0.3445	22.23	x		1.1645	8.84
Fri	04/26/24	310.00783	1.20493	102	0.4221		x	0.3402	21.98	x		1.1688	9.09
Mon	04/29/24	310.19873	1.20567	105	0.4347		x	0.3276	21.24	x		1.1814	9.83
Tue	04/30/24	310.26237	1.20592	106	0.4390		x	0.3233	20.99	x		1.1857	10.08
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	1.20616	107	0.4432		x	0.3191	20.75	x		1.1899	10.32
Thu	05/02/24	310.39071	1.20641	108	0.4474		x	0.3149	20.50	x		1.1941	10.57
Fri	05/03/24	310.45542	1.20667	109	0.4517		x	0.3106	20.24	x		1.1984	10.83
Mon	05/06/24	310.64955	1.20742	112	0.4644		x	0.2979	19.49	x		1.2111	11.58
Tue	05/07/24	310.71426	1.20767	113	0.4686		x	0.2937	19.24	x		1.2153	11.83
Wed	05/08/24	310.77897	1.20792	114	0.4729		x	0.2894	18.99	x		1.2196	12.08
Thu	05/09/24	310.84368	1.20817	115	0.4771		x	0.2852	18.74	x		1.2238	12.33
Fri	05/10/24	310.90839	1.20843	116	0.4814		x	0.2809	18.48	x		1.2281	12.59
Mon	05/13/24	311.10252	1.20918	119	0.4941		x	0.2682	17.73	x		1.2408	13.34
Tue	05/14/24	311.16723	1.20943	120	0.4984		x	0.2639	17.48	x		1.2451	13.59
Wed	05/15/24	311.23194	1.20968	121	0.5026		x	0.2597	17.23	x		1.2493	13.84
Thu	05/16/24	311.29665	1.20994	122	0.5069		x	0.2554	16.97	x		1.2536	14.10
Fri	05/17/24	311.36135	1.21019	123	0.5112		x	0.2511	16.72	x		1.2579	14.35
Mon	05/20/24	311.55548	1.21094	126	0.5240		x	0.2383	15.97	x		1.2707	15.10
Tue	05/21/24	311.62019	1.21119	127	0.5282		x	0.2341	15.72	x		1.2749	15.35
Wed	05/22/24	311.68490	1.21144	128	0.5325		x	0.2298	15.47	x		1.2792	15.60
Thu	05/23/24	311.74961	1.21170	129	0.5368		x	0.2255	15.21	x		1.2835	15.86
Fri	05/24/24	311.81432	1.21195	130	0.5410		x	0.2213	14.96	x		1.2877	16.11
Mon	05/27/24	312.00845	1.21270	133	0.5539		x	0.2084	14.21	x		1.3006	16.86
Tue	05/28/24	312.07316	1.21295	134	0.5582		x	0.2041	13.96	x		1.3049	17.11
Wed	05/29/24	312.13787	1.21321	135	0.5624		x	0.1999	13.70	x		1.3091	17.37
Thu	05/30/24	312.20258	1.21346	136	0.5667		x	0.1956	13.45	x		1.3134	17.62
Fri	05/31/24	312.26729	1.21371	137	0.5710		x	0.1913	13.20	x		1.3177	17.87
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	06/03/24	312.41307	1.21427	140	0.5838		x	0.1785	12.64	x		1.3305	18.43
Tue	06/04/24	312.45360	1.21443	141	0.5880		x	0.1743	12.48	x		1.3347	18.59
Wed	06/05/24	312.49413	1.21459	142	0.5923		x	0.1700	12.32	x		1.3390	18.75
Thu	06/06/24	312.53467	1.21475	143	0.5965		x	0.1658	12.16	x		1.3432	18.91
Fri	06/07/24	312.57520	1.21490	144	0.6008		x	0.1615	12.01	x		1.3475	19.06
Mon	06/10/24	312.69680	1.21538	147	0.6135		x	0.1488	11.53	x		1.3602	19.54
Tue	06/11/24	312.73733	1.21554	148	0.6178		x	0.1445	11.37	x		1.3645	19.70
Wed	06/12/24	312.77787	1.21569	149	0.6220		x	0.1403	11.22	x		1.3687	19.85
Thu	06/13/24	312.81840	1.21585	150	0.6263		x	0.1360	11.06	x		1.3730	20.01
Fri	06/14/24	312.85893	1.21601	151	0.6306		x	0.1317	10.90	x		1.3773	20.17
Mon	06/17/24	312.98053	1.21648	154	0.6433		x	0.1190	10.43	x		1.3900	20.64
Tue	06/18/24	313.02107	1.21664	155	0.6476		x	0.1147	10.27	x		1.3943	20.80
Wed	06/19/24	313.06160	1.21680	156	0.6519		x	0.1104	10.11	x		1.3986	20.96
Thu	06/20/24	313.10213	1.21695	157	0.6561		x	0.1062	9.96	x		1.4028	21.11
Fri	06/21/24	313.14267	1.21711	158	0.6604		x	0.1019	9.80	x		1.4071	21.27
Mon	06/24/24	313.26427	1.21758	161	0.6732		x	0.0891	9.33	x		1.4199	21.74
Tue	06/25/24	313.30480	1.21774	162	0.6775		x	0.0848	9.17	x		1.4242	21.90
Wed	06/26/24	313.34533	1.21790	163	0.6817		x	0.0806	9.01	x		1.4284	22.06
Thu	06/27/24	313.38587	1.21806	164	0.6860		x	0.0763	8.85	x		1.4327	22.22
Fri	06/28/24	313.42640	1.21821	165	0.6903		x	0.0720	8.70	x		1.4370	22.37
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	1.21869	168	0.7031		x	0.0592	8.22	x		1.4498	22.85
Tue	07/02/24	313.56481	1.21875	169	0.7073		x	0.0550	8.16	x		1.4540	22.91
Wed	07/03/24	313.58161	1.21882	170	0.7115		x	0.0508	8.09	x		1.4582	22.98
Thu	07/04/24	313.59842	1.21888	171	0.7158		x	0.0465	8.03	x		1.4625	23.04
Fri	07/05/24	313.61523	1.21895	172	0.7200		x	0.0423	7.96	x		1.4667	23.11
Mon	07/08/24	313.66565	1.21914	175	0.7327		x	0.0296	7.77	x		1.4794	23.30
Tue	07/09/24	313.68245	1.21921	176	0.7369		x	0.0254	7.70	x		1.4836	23.37
Wed	07/10/24	313.69926	1.21927	177	0.7411		x	0.0212	7.64	x		1.4878	23.43
Thu	07/11/24	313.71606	1.21934	178	0.7453		x	0.0170	7.57	x		1.4920	23.50
Fri	07/12/24	313.73287	1.21940	179	0.7496		x	0.0127	7.51	x		1.4963	23.56
Mon	07/15/24	313.78329	1.21960	0	0.0000			0.0000	7.31	x	x	1.5090	23.76
Tue	07/16/24	313.80010	1.21967	1	0.0041			-0.0041	7.24	x	x	1.5131	23.83
Wed	07/17/24	313.81690	1.21973	2	0.0083			-0.0083	7.18	x	x	1.5173	23.89
Thu	07/18/24	313.83371	1.21980	3	0.0124			-0.0124	7.11	x	x	1.5214	23.96
Fri	07/19/24	313.85052	1.21986	4	0.0166			-0.0166	7.05	x	x	1.5256	24.02
Mon	07/22/24	313.90094	1.22006	7	0.0290			-0.0290	6.85	x	x	1.5380	24.22
Tue	07/23/24	313.91774	1.22012	8	0.0332			-0.0332	6.79	x	x	1.5422	24.28
Wed	07/24/24	313.93455	1.22019	9	0.0373			-0.0373	6.72	x	x	1.5463	24.35
Thu	07/25/24	313.95135	1.22025	10	0.0414			-0.0414	6.66	x	x	1.5504	24.41
Fri	07/26/24	313.96816	1.22032	11	0.0456			-0.0456	6.59	x	x	1.5546	24.48
Mon	07/29/24	314.01858	1.22051	14	0.0580			-0.0580	6.40	x	x	1.5670	24.67
Tue	07/30/24	314.03539	1.22058	15	0.0622			-0.0622	6.33	x	x	1.5712	24.74
Wed	07/31/24	314.05219	1.22065	16	0.0663			-0.0663	6.26	x	x	1.5753	24.81
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	1.22071	17	0.0705			-0.0705	6.20	x	x	1.5795	24.87
Fri	08/02/24	314.07242	1.22072	18	0.0746			-0.0746	6.19	x	x	1.5836	24.88
Mon	08/05/24	314.08268	1.22076	21	0.0871			-0.0871	6.15	x	x	1.5961	24.92
Tue	08/06/24	314.08610	1.22078	22	0.0912			-0.0912	6.13	x	x	1.6002	24.94
Wed	08/07/24	314.08952	1.22079	23	0.0954			-0.0954	6.12	x	x	1.6044	24.95
Thu	08/08/24	314.09294	1.22080	24	0.0995			-0.0995	6.11	x	x	1.6085	24.96
Fri	08/09/24	314.09635	1.22082	25	0.1037			-0.1037	6.09	x	x	1.6127	24.98
Mon	08/12/24	314.10661	1.22086	28	0.1161			-0.1161	6.05	x	x	1.6251	25.02
Tue	08/13/24	314.11003	1.22087	29	0.1203			-0.1203	6.04	x	x	1.6293	25.03
Wed	08/14/24	314.11345	1.22088	30	0.1244			-0.1244	6.03	x	x	1.6334	25.04
Thu	08/15/24	314.11687	1.22090	31	0.1286			-0.1286	6.01	x	x	1.6376	25.06
Fri	08/16/24	314.12029	1.22091	32	0.1327			-0.1327	6.00	x	x	1.6417	25.07
Mon	08/19/24	314.13055	1.22095	35	0.1452			-0.1452	5.96	x	x	1.6542	25.11
Tue	08/20/24	314.13397	1.22096	36	0.1493			-0.1493	5.95	x	x	1.6583	25.12
Wed	08/21/24	314.13739	1.22098	37	0.1535			-0.1535	5.93	x	x	1.6625	25.14
Thu	08/22/24	314.14081	1.22099	38	0.1576			-0.1576	5.92	x	x	1.6666	25.15
Fri	08/23/24	314.14423	1.22100	39	0.1617			-0.1617	5.91	x	x	1.6707	25.16
Mon	08/26/24	314.15448	1.22104	42	0.1742			-0.1742	5.87	x	x	1.6832	25.20
Tue	08/27/24	314.15790	1.22106	43	0.1783			-0.1783	5.85	x	x	1.6873	25.22
Wed	08/28/24	314.16132	1.22107	44	0.1825			-0.1825	5.84	x	x	1.6915	25.23
Thu	08/29/24	314.16474	1.22108	45	0.1866			-0.1866	5.83	x	x	1.6956	25.24
Fri	08/30/24	314.16816	1.22110	46	0.1908			-0.1908	5.81	x	x	1.6998	25.26
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	1.22117	49	0.2033			-0.2033	5.74	x	x	1.7123	25.33
Tue	09/03/24	314.19933	1.22122	50	0.2074			-0.2074	5.69	x	x	1.7164	25.38
Wed	09/04/24	314.21150	1.22126	51	0.2116			-0.2116	5.65	x	x	1.7206	25.42
Thu	09/05/24	314.22367	1.22131	52	0.2157			-0.2157	5.60	x	x	1.7247	25.47
Fri	09/06/24	314.23583	1.22136	53	0.2199			-0.2199	5.55	x	x	1.7289	25.52
Mon	09/09/24	314.27233	1.22150	56	0.2324			-0.2324	5.41	x	x	1.7414	25.66
Tue	09/10/24	314.28450	1.22155	57	0.2365			-0.2365	5.36	x	x	1.7455	25.71
Wed	09/11/24	314.29667	1.22160	58	0.2407			-0.2407	5.31	x	x	1.7497	25.76
Thu	09/12/24	314.30883	1.22164	59	0.2448			-0.2448	5.27	x	x	1.7538	25.80
Fri	09/13/24	314.32100	1.22169	60	0.2490			-0.2490	5.22	x	x	1.7580	25.85
Mon	09/16/24	314.35750	1.22183	63	0.2615			-0.2615	5.08	x	x	1.7705	25.99
Tue	09/17/24	314.36967	1.22188	64	0.2656			-0.2656	5.03	x	x	1.7746	26.04
Wed	09/18/24	314.38183	1.22193	65	0.2698			-0.2698	4.98	x	x	1.7788	26.09
Thu	09/19/24	314.39400	1.22197	66	0.2739			-0.2739	4.94	x	x	1.7829	26.13
Fri	09/20/24	314.40617	1.22202	67	0.2781			-0.2781	4.89	x	x	1.7871	26.18
Mon	09/23/24	314.44267	1.22216	70	0.2906			-0.2906	4.75	x	x	1.7996	26.32
Tue	09/24/24	314.45483	1.22221	71	0.2948			-0.2948	4.70	x	x	1.8038	26.37
Wed	09/25/24	314.46700	1.22226	72	0.2989			-0.2989	4.65	x	x	1.8079	26.42
Thu	09/26/24	314.47917	1.22231	73	0.3031			-0.3031	4.60	x	x	1.8121	26.47
Fri	09/27/24	314.49133	1.22235	74	0.3072			-0.3072	4.56	x	x	1.8162	26.51
Mon	09/30/24	314.52783	1.22249	77	0.3197			-0.3197	4.42	x	x	1.8287	26.65
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	1.22254	78	0.3239			-0.3239	4.37	x	x	1.8329	26.70
Wed	10/02/24	314.54826	1.22257	79	0.3281			-0.3281	4.34	x	x	1.8371	26.73
Thu	10/03/24	314.55652	1.22261	80	0.3322			-0.3322	4.30	x	x	1.8412	26.77
Fri	10/04/24	314.56477	1.22264	81	0.3364			-0.3364	4.27	x	x	1.8454	26.80
Mon	10/07/24	314.58955	1.22273	84	0.3489			-0.3489	4.18	x	x	1.8579	26.89
Tue	10/08/24	314.59781	1.22277	85	0.3530			-0.3530	4.14	x	x	1.8620	26.93
Wed	10/09/24	314.60606	1.22280	86	0.3572			-0.3572	4.11	x	x	1.8662	26.96
Thu	10/10/24	314.61432	1.22283	87	0.3614			-0.3614	4.08	x	x	1.8704	26.99
Fri	10/11/24	314.62258	1.22286	88	0.3655			-0.3655	4.05	x	x	1.8745	27.02
Mon	10/14/24	314.64735	1.22296	91	0.3780			-0.3780	3.95	x	x	1.8870	27.12
Tue	10/15/24	314.65561	1.22299	92	0.3822			-0.3822	3.92	x	x	1.8912	27.15
Wed	10/16/24	314.66387	1.22302	93	0.3863			-0.3863	3.89	x	x	1.8953	27.18
Thu	10/17/24	314.67213	1.22306	94	0.3905			-0.3905	3.85	x	x	1.8995	27.22
Fri	10/18/24	314.68039	1.22309	95	0.3947			-0.3947	3.82	x	x	1.9037	27.25
Mon	10/21/24	314.70516	1.22318	98	0.4072			-0.4072	3.73	x	x	1.9162	27.34
Tue	10/22/24	314.71342	1.22322	99	0.4113			-0.4113	3.69	x	x	1.9203	27.38
Wed	10/23/24	314.72168	1.22325	100	0.4155			-0.4155	3.66	x	x	1.9245	27.41
Thu	10/24/24	314.72994	1.22328	101	0.4197			-0.4197	3.63	x	x	1.9287	27.44
Fri	10/25/24	314.73819	1.22331	102	0.4238			-0.4238	3.60	x	x	1.9328	27.47
Mon	10/28/24	314.76297	1.22341	105	0.4363			-0.4363	3.50	x	x	1.9453	27.57
Tue	10/29/24	314.77123	1.22344	106	0.4405			-0.4405	3.47	x	x	1.9495	27.60
Wed	10/30/24	314.77948	1.22347	107	0.4447			-0.4447	3.44	x	x	1.9537	27.63
Thu	10/31/24	314.78774	1.22350	108	0.4488			-0.4488	3.41	x	x	1.9578	27.66
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	1.22354	109	0.4530			-0.4530	3.37	x	x	1.9620	27.70
Mon	11/04/24	314.84650	1.22373	112	0.4655			-0.4655	3.18	x	x	1.9745	27.89
Tue	11/05/24	314.86333	1.22380	113	0.4697			-0.4697	3.11	x	x	1.9787	27.96
Wed	11/06/24	314.88017	1.22386	114	0.4739			-0.4739	3.05	x	x	1.9829	28.02
Thu	11/07/24	314.89700	1.22393	115	0.4781			-0.4781	2.98	x	x	1.9871	28.09
Fri	11/08/24	314.91383	1.22399	116	0.4823			-0.4823	2.92	x	x	1.9913	28.15
Mon	11/11/24	314.96433	1.22419	119	0.4948			-0.4948	2.72	x	x	2.0038	28.35
Tue	11/12/24	314.98117	1.22426	120	0.4990			-0.4990	2.65	x	x	2.0080	28.42
Wed	11/13/24	314.99800	1.22432	121	0.5032			-0.5032	2.59	x	x	2.0122	28.48
Thu	11/14/24	315.01483	1.22439	122	0.5074			-0.5074	2.52	x	x	2.0164	28.55
Fri	11/15/24	315.03167	1.22445	123	0.5116			-0.5116	2.46	x	x	2.0206	28.61
Mon	11/18/24	315.08217	1.22465	126	0.5241			-0.5241	2.26	x	x	2.0331	28.81
Tue	11/19/24	315.09900	1.22471	127	0.5283			-0.5283	2.20	x	x	2.0373	28.87
Wed	11/20/24	315.11583	1.22478	128	0.5325			-0.5325	2.13	x	x	2.0415	28.94
Thu	11/21/24	315.13267	1.22485	129	0.5367			-0.5367	2.06	x	x	2.0457	29.01
Fri	11/22/24	315.14950	1.22491	130	0.5409			-0.5409	2.00	x	x	2.0499	29.07
Mon	11/25/24	315.20000	1.22511	133	0.5535			-0.5535	1.80	x	x	2.0625	29.27
Tue	11/26/24	315.21683	1.22517	134	0.5577			-0.5577	1.74	x	x	2.0667	29.33
Wed	11/27/24	315.23367	1.22524	135	0.5618			-0.5618	1.67	x	x	2.0708	29.40
Thu	11/28/24	315.25050	1.22530	136	0.5660			-0.5660	1.61	x	x	2.0750	29.46
Fri	11/29/24	315.26733	1.22537	137	0.5702			-0.5702	1.54	x	x	2.0792	29.53
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	1.22554	140	0.5828			-0.5828	1.37	x	x	2.0918	29.70
Tue	12/03/24	315.32442	1.22559	141	0.5870			-0.5870	1.32	x	x	2.0960	29.75
Wed	12/04/24	315.33613	1.22564	142	0.5912			-0.5912	1.27	x	x	2.1002	29.80
Thu	12/05/24	315.34784	1.22568	143	0.5954			-0.5954	1.23	x	x	2.1044	29.84
Fri	12/06/24	315.35955	1.22573	144	0.5995			-0.5995	1.18	x	x	2.1085	29.89
Mon	12/09/24	315.39468	1.22586	147	0.6121			-0.6121	1.05	x	x	2.1211	30.02
Tue	12/10/24	315.40639	1.22591	148	0.6163			-0.6163	1.00	x	x	2.1253	30.07
Wed	12/11/24	315.41810	1.22595	149	0.6205			-0.6205	0.96	x	x	2.1295	30.11
Thu	12/12/24	315.42981	1.22600	150	0.6247			-0.6247	0.91	x	x	2.1337	30.16
Fri	12/13/24	315.44152	1.22605	151	0.6289			-0.6289	0.86	x	x	2.1379	30.21
Mon	12/16/24	315.47665	1.22618	154	0.6414			-0.6414	0.73	x	x	2.1504	30.34
Tue	12/17/24	315.48835	1.22623	155	0.6456			-0.6456	0.68	x	x	2.1546	30.39
Wed	12/18/24	315.50006	1.22627	156	0.6498			-0.6498	0.64	x	x	2.1588	30.43
Thu	12/19/24	315.51177	1.22632	157	0.6540			-0.6540	0.59	x	x	2.1630	30.48
Fri	12/20/24	315.52348	1.22636	158	0.6582			-0.6582	0.55	x	x	2.1672	30.52
Mon	12/23/24	315.55861	1.22650	161	0.6707			-0.6707	0.41	x	x	2.1797	30.66
Tue	12/24/24	315.57032	1.22655	162	0.6749			-0.6749	0.36	x	x	2.1839	30.71
Wed	12/25/24	315.58203	1.22659	163	0.6791			-0.6791	0.32	x	x	2.1881	30.75
Thu	12/26/24	315.59374	1.22664	164	0.6833			-0.6833	0.27	x	x	2.1923	30.80
Fri	12/27/24	315.60545	1.22668	165	0.6875			-0.6875	0.23	x	x	2.1965	30.84
Mon	12/30/24	315.64058	1.22682	168	0.7001			-0.7001	0.09	x	x	2.2091	30.98
Tue	12/31/24	315.65229	1.22686	169	0.7043			-0.7043	0.05	x	x	2.2133	31.02
Wed	01/01/25	315.66400	1.22691

Generated 12/11/24 08:49