2.375% 20.5-Year Treasury Inflation Protected Security (TIPS) due January 15, 2025

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

CUSIP Number	912810FR4	Interest 01/15/24 (184 days)	$19.3652
Dated Date	July 15, 2004	Interest 07/15/24 (182 days)	$19.7678
Ref CPI on Dated Date	188.49677	Interest Total	$39.1330
Original Issue Date	July 30, 2004	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	1.63223	170	17.9080	x	x	21.2250	42.41			17.9080	0.00
Tue	01/02/24	307.65100	1.63213	171	18.0122	x	x	21.1208	42.51			18.0122	-0.10
Wed	01/03/24	307.63100	1.63202	172	18.1163	x	x	21.0167	42.62			18.1163	-0.21
Thu	01/04/24	307.61100	1.63192	173	18.2205	x	x	20.9125	42.72			18.2205	-0.31
Fri	01/05/24	307.59100	1.63181	174	18.3246	x	x	20.8084	42.83			18.3246	-0.42
Mon	01/08/24	307.53100	1.63149	177	18.6369	x	x	20.4961	43.15			18.6369	-0.74
Tue	01/09/24	307.51100	1.63139	178	18.7410	x	x	20.3920	43.25			18.7410	-0.84
Wed	01/10/24	307.49100	1.63128	179	18.8451	x	x	20.2879	43.36			18.8451	-0.95
Thu	01/11/24	307.47100	1.63117	180	18.9491	x	x	20.1839	43.47			18.9491	-1.06
Fri	01/12/24	307.45100	1.63107	181	19.0532	x	x	20.0798	43.57			19.0532	-1.16
Mon	01/15/24	307.39100	1.63075	0	0.0000		x	19.7678	43.89	x		19.3652	-1.48
Tue	01/16/24	307.37100	1.63064	1	0.1064		x	19.6614	44.00	x		19.4716	-1.59
Wed	01/17/24	307.35100	1.63054	2	0.2128		x	19.5550	44.10	x		19.5780	-1.69
Thu	01/18/24	307.33100	1.63043	3	0.3191		x	19.4487	44.21	x		19.6843	-1.80
Fri	01/19/24	307.31100	1.63033	4	0.4255		x	19.3423	44.31	x		19.7907	-1.90
Mon	01/22/24	307.25100	1.63001	7	0.7445		x	19.0233	44.63	x		20.1097	-2.22
Tue	01/23/24	307.23100	1.62990	8	0.8508		x	18.9170	44.74	x		20.2160	-2.33
Wed	01/24/24	307.21100	1.62979	9	0.9571		x	18.8107	44.85	x		20.3223	-2.44
Thu	01/25/24	307.19100	1.62969	10	1.0633		x	18.7045	44.95	x		20.4285	-2.54
Fri	01/26/24	307.17100	1.62958	11	1.1696		x	18.5982	45.06	x		20.5348	-2.65
Mon	01/29/24	307.11100	1.62926	14	1.4883		x	18.2795	45.38	x		20.8535	-2.97
Tue	01/30/24	307.09100	1.62916	15	1.5945		x	18.1733	45.48	x		20.9597	-3.07
Wed	01/31/24	307.07100	1.62905	16	1.7007		x	18.0671	45.59	x		21.0659	-3.18
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	1.62895	17	1.8068		x	17.9610	45.69	x		21.1720	-3.28
Fri	02/02/24	307.04048	1.62889	18	1.9131		x	17.8547	45.75	x		21.2783	-3.34
Mon	02/05/24	307.00893	1.62872	21	2.2317		x	17.5361	45.92	x		21.5969	-3.51
Tue	02/06/24	306.99841	1.62867	22	2.3379		x	17.4299	45.97	x		21.7031	-3.56
Wed	02/07/24	306.98790	1.62861	23	2.4440		x	17.3238	46.03	x		21.8092	-3.62
Thu	02/08/24	306.97738	1.62856	24	2.5502		x	17.2176	46.08	x		21.9154	-3.67
Fri	02/09/24	306.96686	1.62850	25	2.6564		x	17.1114	46.14	x		22.0216	-3.73
Mon	02/12/24	306.93531	1.62833	28	2.9748		x	16.7930	46.31	x		22.3400	-3.90
Tue	02/13/24	306.92479	1.62828	29	3.0810		x	16.6868	46.36	x		22.4462	-3.95
Wed	02/14/24	306.91428	1.62822	30	3.1871		x	16.5807	46.42	x		22.5523	-4.01
Thu	02/15/24	306.90376	1.62816	31	3.2932		x	16.4746	46.48	x		22.6584	-4.07
Fri	02/16/24	306.89324	1.62811	32	3.3994		x	16.3684	46.53	x		22.7646	-4.12
Mon	02/19/24	306.86169	1.62794	35	3.7177		x	16.0501	46.70	x		23.0829	-4.29
Tue	02/20/24	306.85117	1.62789	36	3.8238		x	15.9440	46.75	x		23.1890	-4.34
Wed	02/21/24	306.84066	1.62783	37	3.9298		x	15.8380	46.81	x		23.2950	-4.40
Thu	02/22/24	306.83014	1.62777	38	4.0359		x	15.7319	46.87	x		23.4011	-4.46
Fri	02/23/24	306.81962	1.62772	39	4.1420		x	15.6258	46.92	x		23.5072	-4.51
Mon	02/26/24	306.78807	1.62755	42	4.4601		x	15.3077	47.09	x		23.8253	-4.68
Tue	02/27/24	306.77755	1.62749	43	4.5661		x	15.2017	47.15	x		23.9313	-4.74
Wed	02/28/24	306.76703	1.62744	44	4.6722		x	15.0956	47.20	x		24.0374	-4.79
Thu	02/29/24	306.75652	1.62738	45	4.7782		x	14.9896	47.26	x		24.1434	-4.85
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	1.62733	46	4.8842		x	14.8836	47.31	x		24.2494	-4.90
Mon	03/04/24	306.90771	1.62819	49	5.2055		x	14.5623	46.45	x		24.5707	-4.04
Tue	03/05/24	306.96161	1.62847	50	5.3127		x	14.4551	46.17	x		24.6779	-3.76
Wed	03/06/24	307.01552	1.62876	51	5.4199		x	14.3479	45.88	x		24.7851	-3.47
Thu	03/07/24	307.06942	1.62904	52	5.5271		x	14.2407	45.60	x		24.8923	-3.19
Fri	03/08/24	307.12332	1.62933	53	5.6344		x	14.1334	45.31	x		24.9996	-2.90
Mon	03/11/24	307.28503	1.63019	56	5.9565		x	13.8113	44.45	x		25.3217	-2.04
Tue	03/12/24	307.33894	1.63047	57	6.0639		x	13.7039	44.17	x		25.4291	-1.76
Wed	03/13/24	307.39284	1.63076	58	6.1714		x	13.5964	43.88	x		25.5366	-1.47
Thu	03/14/24	307.44674	1.63105	59	6.2789		x	13.4889	43.59	x		25.6441	-1.18
Fri	03/15/24	307.50065	1.63133	60	6.3864		x	13.3814	43.31	x		25.7516	-0.90
Mon	03/18/24	307.66235	1.63219	63	6.7092		x	13.0586	42.45	x		26.0744	-0.04
Tue	03/19/24	307.71626	1.63247	64	6.8169		x	12.9509	42.17	x		26.1821	0.24
Wed	03/20/24	307.77016	1.63276	65	6.9247		x	12.8431	41.88	x		26.2899	0.53
Thu	03/21/24	307.82406	1.63305	66	7.0324		x	12.7354	41.59	x		26.3976	0.82
Fri	03/22/24	307.87797	1.63333	67	7.1402		x	12.6276	41.31	x		26.5054	1.10
Mon	03/25/24	308.03968	1.63419	70	7.4638		x	12.3040	40.45	x		26.8290	1.96
Tue	03/26/24	308.09358	1.63448	71	7.5718		x	12.1960	40.16	x		26.9370	2.25
Wed	03/27/24	308.14748	1.63476	72	7.6798		x	12.0880	39.88	x		27.0450	2.53
Thu	03/28/24	308.20139	1.63505	73	7.7878		x	11.9800	39.59	x		27.1530	2.82
Fri	03/29/24	308.25529	1.63533	74	7.8959		x	11.8719	39.31	x		27.2611	3.10
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	1.63619	77	8.2203		x	11.5475	38.45	x		27.5855	3.96
Tue	04/02/24	308.48063	1.63653	78	8.3288		x	11.4390	38.11	x		27.6940	4.30
Wed	04/03/24	308.54427	1.63687	79	8.4373		x	11.3305	37.77	x		27.8025	4.64
Thu	04/04/24	308.60790	1.63721	80	8.5459		x	11.2219	37.43	x		27.9111	4.98
Fri	04/05/24	308.67153	1.63754	81	8.6544		x	11.1134	37.10	x		28.0196	5.31
Mon	04/08/24	308.86243	1.63856	84	8.9806		x	10.7872	36.08	x		28.3458	6.33
Tue	04/09/24	308.92607	1.63889	85	9.0893		x	10.6785	35.75	x		28.4545	6.66
Wed	04/10/24	308.98970	1.63923	86	9.1982		x	10.5696	35.41	x		28.5634	7.00
Thu	04/11/24	309.05333	1.63957	87	9.3070		x	10.4608	35.07	x		28.6722	7.34
Fri	04/12/24	309.11697	1.63991	88	9.4160		x	10.3518	34.73	x		28.7812	7.68
Mon	04/15/24	309.30787	1.64092	91	9.7430		x	10.0248	33.72	x		29.1082	8.69
Tue	04/16/24	309.37150	1.64126	92	9.8521		x	9.9157	33.38	x		29.2173	9.03
Wed	04/17/24	309.43513	1.64159	93	9.9612		x	9.8066	33.05	x		29.3264	9.36
Thu	04/18/24	309.49877	1.64193	94	10.0704		x	9.6974	32.71	x		29.4356	9.70
Fri	04/19/24	309.56240	1.64227	95	10.1796		x	9.5882	32.37	x		29.5448	10.04
Mon	04/22/24	309.75330	1.64328	98	10.5075		x	9.2603	31.36	x		29.8727	11.05
Tue	04/23/24	309.81693	1.64362	99	10.6169		x	9.1509	31.02	x		29.9821	11.39
Wed	04/24/24	309.88057	1.64396	100	10.7264		x	9.0414	30.68	x		30.0916	11.73
Thu	04/25/24	309.94420	1.64429	101	10.8358		x	8.9320	30.35	x		30.2010	12.06
Fri	04/26/24	310.00783	1.64463	102	10.9454		x	8.8224	30.01	x		30.3106	12.40
Mon	04/29/24	310.19873	1.64564	105	11.2742		x	8.4936	29.00	x		30.6394	13.41
Tue	04/30/24	310.26237	1.64598	106	11.3839		x	8.3839	28.66	x		30.7491	13.75
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	1.64632	107	11.4937		x	8.2741	28.32	x		30.8589	14.09
Thu	05/02/24	310.39071	1.64666	108	11.6035		x	8.1643	27.98	x		30.9687	14.43
Fri	05/03/24	310.45542	1.64701	109	11.7135		x	8.0543	27.63	x		31.0787	14.78
Mon	05/06/24	310.64955	1.64804	112	12.0434		x	7.7244	26.60	x		31.4086	15.81
Tue	05/07/24	310.71426	1.64838	113	12.1534		x	7.6144	26.26	x		31.5186	16.15
Wed	05/08/24	310.77897	1.64872	114	12.2635		x	7.5043	25.92	x		31.6287	16.49
Thu	05/09/24	310.84368	1.64907	115	12.3737		x	7.3941	25.57	x		31.7389	16.84
Fri	05/10/24	310.90839	1.64941	116	12.4839		x	7.2839	25.23	x		31.8491	17.18
Mon	05/13/24	311.10252	1.65044	119	12.8147		x	6.9531	24.20	x		32.1799	18.21
Tue	05/14/24	311.16723	1.65078	120	12.9251		x	6.8427	23.86	x		32.2903	18.55
Wed	05/15/24	311.23194	1.65113	121	13.0355		x	6.7323	23.51	x		32.4007	18.90
Thu	05/16/24	311.29665	1.65147	122	13.1460		x	6.6218	23.17	x		32.5112	19.24
Fri	05/17/24	311.36135	1.65181	123	13.2565		x	6.5113	22.83	x		32.6217	19.58
Mon	05/20/24	311.55548	1.65284	126	13.5883		x	6.1795	21.80	x		32.9535	20.61
Tue	05/21/24	311.62019	1.65319	127	13.6990		x	6.0688	21.45	x		33.0642	20.96
Wed	05/22/24	311.68490	1.65353	128	13.8097		x	5.9581	21.11	x		33.1749	21.30
Thu	05/23/24	311.74961	1.65387	129	13.9205		x	5.8473	20.77	x		33.2857	21.64
Fri	05/24/24	311.81432	1.65422	130	14.0313		x	5.7365	20.42	x		33.3965	21.99
Mon	05/27/24	312.00845	1.65525	133	14.3641		x	5.4037	19.39	x		33.7293	23.02
Tue	05/28/24	312.07316	1.65559	134	14.4750		x	5.2928	19.05	x		33.8402	23.36
Wed	05/29/24	312.13787	1.65593	135	14.5861		x	5.1817	18.71	x		33.9513	23.70
Thu	05/30/24	312.20258	1.65628	136	14.6972		x	5.0706	18.36	x		34.0624	24.05
Fri	05/31/24	312.26729	1.65662	137	14.8083		x	4.9595	18.02	x		34.1735	24.39
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	1.65739	140	15.1396		x	4.6282	17.25	x		34.5048	25.16
Tue	06/04/24	312.45360	1.65761	141	15.2498		x	4.5180	17.03	x		34.6150	25.38
Wed	06/05/24	312.49413	1.65782	142	15.3599		x	4.4079	16.82	x		34.7251	25.59
Thu	06/06/24	312.53467	1.65804	143	15.4701		x	4.2977	16.60	x		34.8353	25.81
Fri	06/07/24	312.57520	1.65825	144	15.5803		x	4.1875	16.39	x		34.9455	26.02
Mon	06/10/24	312.69680	1.65890	147	15.9111		x	3.8567	15.74	x		35.2763	26.67
Tue	06/11/24	312.73733	1.65911	148	16.0214		x	3.7464	15.53	x		35.3866	26.88
Wed	06/12/24	312.77787	1.65933	149	16.1317		x	3.6361	15.31	x		35.4969	27.10
Thu	06/13/24	312.81840	1.65954	150	16.2421		x	3.5257	15.10	x		35.6073	27.31
Fri	06/14/24	312.85893	1.65976	151	16.3525		x	3.4153	14.88	x		35.7177	27.53
Mon	06/17/24	312.98053	1.66040	154	16.6838		x	3.0840	14.24	x		36.0490	28.17
Tue	06/18/24	313.02107	1.66062	155	16.7944		x	2.9734	14.02	x		36.1596	28.39
Wed	06/19/24	313.06160	1.66083	156	16.9049		x	2.8629	13.81	x		36.2701	28.60
Thu	06/20/24	313.10213	1.66105	157	17.0155		x	2.7523	13.59	x		36.3807	28.82
Fri	06/21/24	313.14267	1.66126	158	17.1260		x	2.6418	13.38	x		36.4912	29.03
Mon	06/24/24	313.26427	1.66191	161	17.4580		x	2.3098	12.73	x		36.8232	29.68
Tue	06/25/24	313.30480	1.66212	162	17.5687		x	2.1991	12.52	x		36.9339	29.89
Wed	06/26/24	313.34533	1.66234	163	17.6795		x	2.0883	12.30	x		37.0447	30.11
Thu	06/27/24	313.38587	1.66255	164	17.7902		x	1.9776	12.09	x		37.1554	30.32
Fri	06/28/24	313.42640	1.66277	165	17.9010		x	1.8668	11.87	x		37.2662	30.54
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	1.66341	168	18.2335		x	1.5343	11.23	x		37.5987	31.18
Tue	07/02/24	313.56481	1.66350	169	18.3431		x	1.4247	11.14	x		37.7083	31.27
Wed	07/03/24	313.58161	1.66359	170	18.4526		x	1.3152	11.05	x		37.8178	31.36
Thu	07/04/24	313.59842	1.66368	171	18.5621		x	1.2057	10.96	x		37.9273	31.45
Fri	07/05/24	313.61523	1.66377	172	18.6717		x	1.0961	10.87	x		38.0369	31.54
Mon	07/08/24	313.66565	1.66404	175	19.0005		x	0.7673	10.60	x		38.3657	31.81
Tue	07/09/24	313.68245	1.66413	176	19.1101		x	0.6577	10.51	x		38.4753	31.90
Wed	07/10/24	313.69926	1.66422	177	19.2197		x	0.5481	10.42	x		38.5849	31.99
Thu	07/11/24	313.71606	1.66430	178	19.3292		x	0.4386	10.34	x		38.6944	32.07
Fri	07/12/24	313.73287	1.66439	179	19.4388		x	0.3290	10.25	x		38.8040	32.16
Mon	07/15/24	313.78329	1.66466	0	0.0000			0.0000	9.98	x	x	39.1330	32.43
Tue	07/16/24	313.80010	1.66475	1	0.1074			-0.1074	9.89	x	x	39.2404	32.52
Wed	07/17/24	313.81690	1.66484	2	0.2149			-0.2149	9.80	x	x	39.3479	32.61
Thu	07/18/24	313.83371	1.66493	3	0.3224			-0.3224	9.71	x	x	39.4554	32.70
Fri	07/19/24	313.85052	1.66502	4	0.4298			-0.4298	9.62	x	x	39.5628	32.79
Mon	07/22/24	313.90094	1.66529	7	0.7523			-0.7523	9.35	x	x	39.8853	33.06
Tue	07/23/24	313.91774	1.66537	8	0.8598			-0.8598	9.27	x	x	39.9928	33.14
Wed	07/24/24	313.93455	1.66546	9	0.9674			-0.9674	9.18	x	x	40.1004	33.23
Thu	07/25/24	313.95135	1.66555	10	1.0749			-1.0749	9.09	x	x	40.2079	33.32
Fri	07/26/24	313.96816	1.66564	11	1.1825			-1.1825	9.00	x	x	40.3155	33.41
Mon	07/29/24	314.01858	1.66591	14	1.5052			-1.5052	8.73	x	x	40.6382	33.68
Tue	07/30/24	314.03539	1.66600	15	1.6128			-1.6128	8.64	x	x	40.7458	33.77
Wed	07/31/24	314.05219	1.66609	16	1.7204			-1.7204	8.55	x	x	40.8534	33.86
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	1.66618	17	1.8280			-1.8280	8.46	x	x	40.9610	33.95
Fri	08/02/24	314.07242	1.66620	18	1.9356			-1.9356	8.44	x	x	41.0686	33.97
Mon	08/05/24	314.08268	1.66625	21	2.2583			-2.2583	8.39	x	x	41.3913	34.02
Tue	08/06/24	314.08610	1.66627	22	2.3658			-2.3658	8.37	x	x	41.4988	34.04
Wed	08/07/24	314.08952	1.66629	23	2.4734			-2.4734	8.35	x	x	41.6064	34.06
Thu	08/08/24	314.09294	1.66630	24	2.5810			-2.5810	8.34	x	x	41.7140	34.07
Fri	08/09/24	314.09635	1.66632	25	2.6885			-2.6885	8.32	x	x	41.8215	34.09
Mon	08/12/24	314.10661	1.66638	28	3.0113			-3.0113	8.26	x	x	42.1443	34.15
Tue	08/13/24	314.11003	1.66639	29	3.1188			-3.1188	8.25	x	x	42.2518	34.16
Wed	08/14/24	314.11345	1.66641	30	3.2264			-3.2264	8.23	x	x	42.3594	34.18
Thu	08/15/24	314.11687	1.66643	31	3.3340			-3.3340	8.21	x	x	42.4670	34.20
Fri	08/16/24	314.12029	1.66645	32	3.4416			-3.4416	8.19	x	x	42.5746	34.22
Mon	08/19/24	314.13055	1.66650	35	3.7643			-3.7643	8.14	x	x	42.8973	34.27
Tue	08/20/24	314.13397	1.66652	36	3.8719			-3.8719	8.12	x	x	43.0049	34.29
Wed	08/21/24	314.13739	1.66654	37	3.9795			-3.9795	8.10	x	x	43.1125	34.31
Thu	08/22/24	314.14081	1.66656	38	4.0871			-4.0871	8.08	x	x	43.2201	34.33
Fri	08/23/24	314.14423	1.66658	39	4.1948			-4.1948	8.06	x	x	43.3278	34.35
Mon	08/26/24	314.15448	1.66663	42	4.5176			-4.5176	8.01	x	x	43.6506	34.40
Tue	08/27/24	314.15790	1.66665	43	4.6252			-4.6252	7.99	x	x	43.7582	34.42
Wed	08/28/24	314.16132	1.66667	44	4.7328			-4.7328	7.97	x	x	43.8658	34.44
Thu	08/29/24	314.16474	1.66669	45	4.8404			-4.8404	7.95	x	x	43.9734	34.46
Fri	08/30/24	314.16816	1.66670	46	4.9480			-4.9480	7.94	x	x	44.0810	34.47
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	1.66680	49	5.2710			-5.2710	7.84	x	x	44.4040	34.57
Tue	09/03/24	314.19933	1.66687	50	5.3788			-5.3788	7.77	x	x	44.5118	34.64
Wed	09/04/24	314.21150	1.66693	51	5.4866			-5.4866	7.71	x	x	44.6196	34.70
Thu	09/05/24	314.22367	1.66700	52	5.5944			-5.5944	7.64	x	x	44.7274	34.77
Fri	09/06/24	314.23583	1.66706	53	5.7022			-5.7022	7.58	x	x	44.8352	34.83
Mon	09/09/24	314.27233	1.66726	56	6.0257			-6.0257	7.38	x	x	45.1587	35.03
Tue	09/10/24	314.28450	1.66732	57	6.1335			-6.1335	7.32	x	x	45.2665	35.09
Wed	09/11/24	314.29667	1.66738	58	6.2413			-6.2413	7.26	x	x	45.3743	35.15
Thu	09/12/24	314.30883	1.66745	59	6.3492			-6.3492	7.19	x	x	45.4822	35.22
Fri	09/13/24	314.32100	1.66751	60	6.4571			-6.4571	7.13	x	x	45.5901	35.28
Mon	09/16/24	314.35750	1.66771	63	6.7807			-6.7807	6.93	x	x	45.9137	35.48
Tue	09/17/24	314.36967	1.66777	64	6.8886			-6.8886	6.87	x	x	46.0216	35.54
Wed	09/18/24	314.38183	1.66784	65	6.9965			-6.9965	6.80	x	x	46.1295	35.61
Thu	09/19/24	314.39400	1.66790	66	7.1044			-7.1044	6.74	x	x	46.2374	35.67
Fri	09/20/24	314.40617	1.66797	67	7.2124			-7.2124	6.67	x	x	46.3454	35.74
Mon	09/23/24	314.44267	1.66816	70	7.5362			-7.5362	6.48	x	x	46.6692	35.93
Tue	09/24/24	314.45483	1.66822	71	7.6441			-7.6441	6.42	x	x	46.7771	35.99
Wed	09/25/24	314.46700	1.66829	72	7.7521			-7.7521	6.35	x	x	46.8851	36.06
Thu	09/26/24	314.47917	1.66835	73	7.8601			-7.8601	6.29	x	x	46.9931	36.12
Fri	09/27/24	314.49133	1.66842	74	7.9681			-7.9681	6.22	x	x	47.1011	36.19
Mon	09/30/24	314.52783	1.66861	77	8.2920			-8.2920	6.03	x	x	47.4250	36.38
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	1.66868	78	8.4001			-8.4001	5.96	x	x	47.5331	36.45
Wed	10/02/24	314.54826	1.66872	79	8.5080			-8.5080	5.92	x	x	47.6410	36.49
Thu	10/03/24	314.55652	1.66876	80	8.6159			-8.6159	5.88	x	x	47.7489	36.53
Fri	10/04/24	314.56477	1.66881	81	8.7238			-8.7238	5.83	x	x	47.8568	36.58
Mon	10/07/24	314.58955	1.66894	84	9.0477			-9.0477	5.70	x	x	48.1807	36.71
Tue	10/08/24	314.59781	1.66898	85	9.1556			-9.1556	5.66	x	x	48.2886	36.75
Wed	10/09/24	314.60606	1.66903	86	9.2636			-9.2636	5.61	x	x	48.3966	36.80
Thu	10/10/24	314.61432	1.66907	87	9.3715			-9.3715	5.57	x	x	48.5045	36.84
Fri	10/11/24	314.62258	1.66911	88	9.4795			-9.4795	5.53	x	x	48.6125	36.88
Mon	10/14/24	314.64735	1.66925	91	9.8034			-9.8034	5.39	x	x	48.9364	37.02
Tue	10/15/24	314.65561	1.66929	92	9.9114			-9.9114	5.35	x	x	49.0444	37.06
Wed	10/16/24	314.66387	1.66933	93	10.0194			-10.0194	5.31	x	x	49.1524	37.10
Thu	10/17/24	314.67213	1.66938	94	10.1274			-10.1274	5.26	x	x	49.2604	37.15
Fri	10/18/24	314.68039	1.66942	95	10.2354			-10.2354	5.22	x	x	49.3684	37.19
Mon	10/21/24	314.70516	1.66955	98	10.5595			-10.5595	5.09	x	x	49.6925	37.32
Tue	10/22/24	314.71342	1.66960	99	10.6675			-10.6675	5.04	x	x	49.8005	37.37
Wed	10/23/24	314.72168	1.66964	100	10.7755			-10.7755	5.00	x	x	49.9085	37.41
Thu	10/24/24	314.72994	1.66968	101	10.8835			-10.8835	4.96	x	x	50.0165	37.45
Fri	10/25/24	314.73819	1.66973	102	10.9916			-10.9916	4.91	x	x	50.1246	37.50
Mon	10/28/24	314.76297	1.66986	105	11.3158			-11.3158	4.78	x	x	50.4488	37.63
Tue	10/29/24	314.77123	1.66990	106	11.4238			-11.4238	4.74	x	x	50.5568	37.67
Wed	10/30/24	314.77948	1.66995	107	11.5320			-11.5320	4.69	x	x	50.6650	37.72
Thu	10/31/24	314.78774	1.66999	108	11.6400			-11.6400	4.65	x	x	50.7730	37.76
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	1.67003	109	11.7481			-11.7481	4.61	x	x	50.8811	37.80
Mon	11/04/24	314.84650	1.67030	112	12.0734			-12.0734	4.34	x	x	51.2064	38.07
Tue	11/05/24	314.86333	1.67039	113	12.1818			-12.1818	4.25	x	x	51.3148	38.16
Wed	11/06/24	314.88017	1.67048	114	12.2903			-12.2903	4.16	x	x	51.4233	38.25
Thu	11/07/24	314.89700	1.67057	115	12.3988			-12.3988	4.07	x	x	51.5318	38.34
Fri	11/08/24	314.91383	1.67066	116	12.5073			-12.5073	3.98	x	x	51.6403	38.43
Mon	11/11/24	314.96433	1.67093	119	12.8328			-12.8328	3.71	x	x	51.9658	38.70
Tue	11/12/24	314.98117	1.67102	120	12.9413			-12.9413	3.62	x	x	52.0743	38.79
Wed	11/13/24	314.99800	1.67111	121	13.0499			-13.0499	3.53	x	x	52.1829	38.88
Thu	11/14/24	315.01483	1.67119	122	13.1584			-13.1584	3.45	x	x	52.2914	38.96
Fri	11/15/24	315.03167	1.67128	123	13.2669			-13.2669	3.36	x	x	52.3999	39.05
Mon	11/18/24	315.08217	1.67155	126	13.5927			-13.5927	3.09	x	x	52.7257	39.32
Tue	11/19/24	315.09900	1.67164	127	13.7013			-13.7013	3.00	x	x	52.8343	39.41
Wed	11/20/24	315.11583	1.67173	128	13.8099			-13.8099	2.91	x	x	52.9429	39.50
Thu	11/21/24	315.13267	1.67182	129	13.9186			-13.9186	2.82	x	x	53.0516	39.59
Fri	11/22/24	315.14950	1.67191	130	14.0272			-14.0272	2.73	x	x	53.1602	39.68
Mon	11/25/24	315.20000	1.67218	133	14.3533			-14.3533	2.46	x	x	53.4863	39.95
Tue	11/26/24	315.21683	1.67227	134	14.4620			-14.4620	2.37	x	x	53.5950	40.04
Wed	11/27/24	315.23367	1.67236	135	14.5707			-14.5707	2.28	x	x	53.7037	40.13
Thu	11/28/24	315.25050	1.67245	136	14.6794			-14.6794	2.19	x	x	53.8124	40.22
Fri	11/29/24	315.26733	1.67253	137	14.7880			-14.7880	2.11	x	x	53.9210	40.30
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	1.67278	140	15.1141			-15.1141	1.86	x	x	54.2471	40.55
Tue	12/03/24	315.32442	1.67284	141	15.2226			-15.2226	1.80	x	x	54.3556	40.61
Wed	12/04/24	315.33613	1.67290	142	15.3311			-15.3311	1.74	x	x	54.4641	40.67
Thu	12/05/24	315.34784	1.67296	143	15.4396			-15.4396	1.68	x	x	54.5726	40.73
Fri	12/06/24	315.35955	1.67302	144	15.5482			-15.5482	1.62	x	x	54.6812	40.79
Mon	12/09/24	315.39468	1.67321	147	15.8739			-15.8739	1.43	x	x	55.0069	40.98
Tue	12/10/24	315.40639	1.67327	148	15.9825			-15.9825	1.37	x	x	55.1155	41.04
Wed	12/11/24	315.41810	1.67333	149	16.0910			-16.0910	1.31	x	x	55.2240	41.10
Thu	12/12/24	315.42981	1.67340	150	16.1997			-16.1997	1.24	x	x	55.3327	41.17
Fri	12/13/24	315.44152	1.67346	151	16.3083			-16.3083	1.18	x	x	55.4413	41.23
Mon	12/16/24	315.47665	1.67364	154	16.6341			-16.6341	1.00	x	x	55.7671	41.41
Tue	12/17/24	315.48835	1.67371	155	16.7428			-16.7428	0.93	x	x	55.8758	41.48
Wed	12/18/24	315.50006	1.67377	156	16.8514			-16.8514	0.87	x	x	55.9844	41.54
Thu	12/19/24	315.51177	1.67383	157	16.9600			-16.9600	0.81	x	x	56.0930	41.60
Fri	12/20/24	315.52348	1.67389	158	17.0687			-17.0687	0.75	x	x	56.2017	41.66
Mon	12/23/24	315.55861	1.67408	161	17.3947			-17.3947	0.56	x	x	56.5277	41.85
Tue	12/24/24	315.57032	1.67414	162	17.5034			-17.5034	0.50	x	x	56.6364	41.91
Wed	12/25/24	315.58203	1.67420	163	17.6121			-17.6121	0.44	x	x	56.7451	41.97
Thu	12/26/24	315.59374	1.67427	164	17.7209			-17.7209	0.37	x	x	56.8539	42.04
Fri	12/27/24	315.60545	1.67433	165	17.8296			-17.8296	0.31	x	x	56.9626	42.10
Mon	12/30/24	315.64058	1.67451	168	18.1557			-18.1557	0.13	x	x	57.2887	42.28
Tue	12/31/24	315.65229	1.67458	169	18.2645			-18.2645	0.06	x	x	57.3975	42.35
Wed	01/01/25	315.66400	1.67464

Generated 12/11/24 08:49