2% 20-Year Treasury Inflation Protected Security (TIPS) due January 15, 2026

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

CUSIP Number	912810FS2	Interest 01/15/24 (184 days)	$15.4875
Dated Date	January 15, 2006	Interest 07/15/24 (182 days)	$15.8095
Ref CPI on Dated Date	198.47742	Interest Total	$31.2970
Original Issue Date	January 31, 2006	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	1.55016	170	14.3221	x	x	16.9749	40.27			14.3221	0.00
Tue	01/02/24	307.65100	1.55006	171	14.4054	x	x	16.8916	40.37			14.4054	-0.10
Wed	01/03/24	307.63100	1.54995	172	14.4887	x	x	16.8083	40.48			14.4887	-0.21
Thu	01/04/24	307.61100	1.54985	173	14.5720	x	x	16.7250	40.58			14.5720	-0.31
Fri	01/05/24	307.59100	1.54975	174	14.6552	x	x	16.6418	40.68			14.6552	-0.41
Mon	01/08/24	307.53100	1.54945	177	14.9050	x	x	16.3920	40.98			14.9050	-0.71
Tue	01/09/24	307.51100	1.54935	178	14.9883	x	x	16.3087	41.08			14.9883	-0.81
Wed	01/10/24	307.49100	1.54925	179	15.0715	x	x	16.2255	41.18			15.0715	-0.91
Thu	01/11/24	307.47100	1.54915	180	15.1547	x	x	16.1423	41.28			15.1547	-1.01
Fri	01/12/24	307.45100	1.54905	181	15.2379	x	x	16.0591	41.38			15.2379	-1.11
Mon	01/15/24	307.39100	1.54875	0	0.0000		x	15.8095	41.68	x		15.4875	-1.41
Tue	01/16/24	307.37100	1.54864	1	0.0851		x	15.7244	41.79	x		15.5726	-1.52
Wed	01/17/24	307.35100	1.54854	2	0.1702		x	15.6393	41.89	x		15.6577	-1.62
Thu	01/18/24	307.33100	1.54844	3	0.2552		x	15.5543	41.99	x		15.7427	-1.72
Fri	01/19/24	307.31100	1.54834	4	0.3403		x	15.4692	42.09	x		15.8278	-1.82
Mon	01/22/24	307.25100	1.54804	7	0.5954		x	15.2141	42.39	x		16.0829	-2.12
Tue	01/23/24	307.23100	1.54794	8	0.6804		x	15.1291	42.49	x		16.1679	-2.22
Wed	01/24/24	307.21100	1.54784	9	0.7654		x	15.0441	42.59	x		16.2529	-2.32
Thu	01/25/24	307.19100	1.54774	10	0.8504		x	14.9591	42.69	x		16.3379	-2.42
Fri	01/26/24	307.17100	1.54764	11	0.9354		x	14.8741	42.79	x		16.4229	-2.52
Mon	01/29/24	307.11100	1.54733	14	1.1903		x	14.6192	43.10	x		16.6778	-2.83
Tue	01/30/24	307.09100	1.54723	15	1.2752		x	14.5343	43.20	x		16.7627	-2.93
Wed	01/31/24	307.07100	1.54713	16	1.3601		x	14.4494	43.30	x		16.8476	-3.03
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Thu	02/01/24	307.05100	1.54703	17	1.4450		x	14.3645	43.40	x		16.9325	-3.13
Fri	02/02/24	307.04048	1.54698	18	1.5300		x	14.2795	43.45	x		17.0175	-3.18
Mon	02/05/24	307.00893	1.54682	21	1.7848		x	14.0247	43.61	x		17.2723	-3.34
Tue	02/06/24	306.99841	1.54677	22	1.8697		x	13.9398	43.66	x		17.3572	-3.39
Wed	02/07/24	306.98790	1.54671	23	1.9546		x	13.8549	43.72	x		17.4421	-3.45
Thu	02/08/24	306.97738	1.54666	24	2.0396		x	13.7699	43.77	x		17.5271	-3.50
Fri	02/09/24	306.96686	1.54661	25	2.1245		x	13.6850	43.82	x		17.6120	-3.55
Mon	02/12/24	306.93531	1.54645	28	2.3792		x	13.4303	43.98	x		17.8667	-3.71
Tue	02/13/24	306.92479	1.54640	29	2.4640		x	13.3455	44.03	x		17.9515	-3.76
Wed	02/14/24	306.91428	1.54634	30	2.5489		x	13.2606	44.09	x		18.0364	-3.82
Thu	02/15/24	306.90376	1.54629	31	2.6338		x	13.1757	44.14	x		18.1213	-3.87
Fri	02/16/24	306.89324	1.54624	32	2.7187		x	13.0908	44.19	x		18.2062	-3.92
Mon	02/19/24	306.86169	1.54608	35	2.9732		x	12.8363	44.35	x		18.4607	-4.08
Tue	02/20/24	306.85117	1.54603	36	3.0581		x	12.7514	44.40	x		18.5456	-4.13
Wed	02/21/24	306.84066	1.54597	37	3.1429		x	12.6666	44.46	x		18.6304	-4.19
Thu	02/22/24	306.83014	1.54592	38	3.2277		x	12.5818	44.51	x		18.7152	-4.24
Fri	02/23/24	306.81962	1.54587	39	3.3126		x	12.4969	44.56	x		18.8001	-4.29
Mon	02/26/24	306.78807	1.54571	42	3.5670		x	12.2425	44.72	x		19.0545	-4.45
Tue	02/27/24	306.77755	1.54565	43	3.6518		x	12.1577	44.78	x		19.1393	-4.51
Wed	02/28/24	306.76703	1.54560	44	3.7366		x	12.0729	44.83	x		19.2241	-4.56
Thu	02/29/24	306.75652	1.54555	45	3.8214		x	11.9881	44.88	x		19.3089	-4.61
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	1.54550	46	3.9062		x	11.9033	44.93	x		19.3937	-4.66
Mon	03/04/24	306.90771	1.54631	49	4.1631		x	11.6464	44.12	x		19.6506	-3.85
Tue	03/05/24	306.96161	1.54658	50	4.2488		x	11.5607	43.85	x		19.7363	-3.58
Wed	03/06/24	307.01552	1.54685	51	4.3346		x	11.4749	43.58	x		19.8221	-3.31
Thu	03/07/24	307.06942	1.54713	52	4.4204		x	11.3891	43.30	x		19.9079	-3.03
Fri	03/08/24	307.12332	1.54740	53	4.5062		x	11.3033	43.03	x		19.9937	-2.76
Mon	03/11/24	307.28503	1.54821	56	4.7637		x	11.0458	42.22	x		20.2512	-1.95
Tue	03/12/24	307.33894	1.54848	57	4.8496		x	10.9599	41.95	x		20.3371	-1.68
Wed	03/13/24	307.39284	1.54875	58	4.9356		x	10.8739	41.68	x		20.4231	-1.41
Thu	03/14/24	307.44674	1.54903	59	5.0216		x	10.7879	41.40	x		20.5091	-1.13
Fri	03/15/24	307.50065	1.54930	60	5.1076		x	10.7019	41.13	x		20.5951	-0.86
Mon	03/18/24	307.66235	1.55011	63	5.3658		x	10.4437	40.32	x		20.8533	-0.05
Tue	03/19/24	307.71626	1.55038	64	5.4519		x	10.3576	40.05	x		20.9394	0.22
Wed	03/20/24	307.77016	1.55066	65	5.5381		x	10.2714	39.77	x		21.0256	0.50
Thu	03/21/24	307.82406	1.55093	66	5.6243		x	10.1852	39.50	x		21.1118	0.77
Fri	03/22/24	307.87797	1.55120	67	5.7105		x	10.0990	39.23	x		21.1980	1.04
Mon	03/25/24	308.03968	1.55201	70	5.9693		x	9.8402	38.42	x		21.4568	1.85
Tue	03/26/24	308.09358	1.55229	71	6.0556		x	9.7539	38.14	x		21.5431	2.13
Wed	03/27/24	308.14748	1.55256	72	6.1420		x	9.6675	37.87	x		21.6295	2.40
Thu	03/28/24	308.20139	1.55283	73	6.2284		x	9.5811	37.60	x		21.7159	2.67
Fri	03/29/24	308.25529	1.55310	74	6.3148		x	9.4947	37.33	x		21.8023	2.94
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	1.55391	77	6.5742		x	9.2353	36.52	x		22.0617	3.75
Tue	04/02/24	308.48063	1.55424	78	6.6610		x	9.1485	36.19	x		22.1485	4.08
Wed	04/03/24	308.54427	1.55456	79	6.7478		x	9.0617	35.87	x		22.2353	4.40
Thu	04/04/24	308.60790	1.55488	80	6.8346		x	8.9749	35.55	x		22.3221	4.72
Fri	04/05/24	308.67153	1.55520	81	6.9215		x	8.8880	35.23	x		22.4090	5.04
Mon	04/08/24	308.86243	1.55616	84	7.1823		x	8.6272	34.27	x		22.6698	6.00
Tue	04/09/24	308.92607	1.55648	85	7.2693		x	8.5402	33.95	x		22.7568	6.32
Wed	04/10/24	308.98970	1.55680	86	7.3563		x	8.4532	33.63	x		22.8438	6.64
Thu	04/11/24	309.05333	1.55712	87	7.4434		x	8.3661	33.31	x		22.9309	6.96
Fri	04/12/24	309.11697	1.55744	88	7.5305		x	8.2790	32.99	x		23.0180	7.28
Mon	04/15/24	309.30787	1.55840	91	7.7920		x	8.0175	32.03	x		23.2795	8.24
Tue	04/16/24	309.37150	1.55872	92	7.8792		x	7.9303	31.71	x		23.3667	8.56
Wed	04/17/24	309.43513	1.55904	93	7.9665		x	7.8430	31.39	x		23.4540	8.88
Thu	04/18/24	309.49877	1.55937	94	8.0539		x	7.7556	31.06	x		23.5414	9.21
Fri	04/19/24	309.56240	1.55969	95	8.1412		x	7.6683	30.74	x		23.6287	9.53
Mon	04/22/24	309.75330	1.56065	98	8.4035		x	7.4060	29.78	x		23.8910	10.49
Tue	04/23/24	309.81693	1.56097	99	8.4910		x	7.3185	29.46	x		23.9785	10.81
Wed	04/24/24	309.88057	1.56129	100	8.5785		x	7.2310	29.14	x		24.0660	11.13
Thu	04/25/24	309.94420	1.56161	101	8.6661		x	7.1434	28.82	x		24.1536	11.45
Fri	04/26/24	310.00783	1.56193	102	8.7537		x	7.0558	28.50	x		24.2412	11.77
Mon	04/29/24	310.19873	1.56289	105	9.0167		x	6.7928	27.54	x		24.5042	12.73
Tue	04/30/24	310.26237	1.56321	106	9.1044		x	6.7051	27.22	x		24.5919	13.05
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	1.56353	107	9.1922		x	6.6173	26.90	x		24.6797	13.37
Thu	05/02/24	310.39071	1.56386	108	9.2800		x	6.5295	26.57	x		24.7675	13.70
Fri	05/03/24	310.45542	1.56419	109	9.3680		x	6.4415	26.24	x		24.8555	14.03
Mon	05/06/24	310.64955	1.56516	112	9.6318		x	6.1777	25.27	x		25.1193	15.00
Tue	05/07/24	310.71426	1.56549	113	9.7198		x	6.0897	24.94	x		25.2073	15.33
Wed	05/08/24	310.77897	1.56582	114	9.8079		x	6.0016	24.61	x		25.2954	15.66
Thu	05/09/24	310.84368	1.56614	115	9.8959		x	5.9136	24.29	x		25.3834	15.98
Fri	05/10/24	310.90839	1.56647	116	9.9841		x	5.8254	23.96	x		25.4716	16.31
Mon	05/13/24	311.10252	1.56745	119	10.2487		x	5.5608	22.98	x		25.7362	17.29
Tue	05/14/24	311.16723	1.56777	120	10.3369		x	5.4726	22.66	x		25.8244	17.61
Wed	05/15/24	311.23194	1.56810	121	10.4253		x	5.3842	22.33	x		25.9128	17.94
Thu	05/16/24	311.29665	1.56842	122	10.5136		x	5.2959	22.01	x		26.0011	18.26
Fri	05/17/24	311.36135	1.56875	123	10.6020		x	5.2075	21.68	x		26.0895	18.59
Mon	05/20/24	311.55548	1.56973	126	10.8674		x	4.9421	20.70	x		26.3549	19.57
Tue	05/21/24	311.62019	1.57005	127	10.9558		x	4.8537	20.38	x		26.4433	19.89
Wed	05/22/24	311.68490	1.57038	128	11.0444		x	4.7651	20.05	x		26.5319	20.22
Thu	05/23/24	311.74961	1.57071	129	11.1331		x	4.6764	19.72	x		26.6206	20.55
Fri	05/24/24	311.81432	1.57103	130	11.2216		x	4.5879	19.40	x		26.7091	20.87
Mon	05/27/24	312.00845	1.57201	133	11.4878		x	4.3217	18.42	x		26.9753	21.85
Tue	05/28/24	312.07316	1.57234	134	11.5766		x	4.2329	18.09	x		27.0641	22.18
Wed	05/29/24	312.13787	1.57266	135	11.6653		x	4.1442	17.77	x		27.1528	22.50
Thu	05/30/24	312.20258	1.57299	136	11.7542		x	4.0553	17.44	x		27.2417	22.83
Fri	05/31/24	312.26729	1.57331	137	11.8430		x	3.9665	17.12	x		27.3305	23.15
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	06/03/24	312.41307	1.57405	140	12.1081		x	3.7014	16.38	x		27.5956	23.89
Tue	06/04/24	312.45360	1.57425	141	12.1961		x	3.6134	16.18	x		27.6836	24.09
Wed	06/05/24	312.49413	1.57446	142	12.2842		x	3.5253	15.97	x		27.7717	24.30
Thu	06/06/24	312.53467	1.57466	143	12.3723		x	3.4372	15.77	x		27.8598	24.50
Fri	06/07/24	312.57520	1.57487	144	12.4605		x	3.3490	15.56	x		27.9480	24.71
Mon	06/10/24	312.69680	1.57548	147	12.7250		x	3.0845	14.95	x		28.2125	25.32
Tue	06/11/24	312.73733	1.57568	148	12.8132		x	2.9963	14.75	x		28.3007	25.52
Wed	06/12/24	312.77787	1.57589	149	12.9015		x	2.9080	14.54	x		28.3890	25.73
Thu	06/13/24	312.81840	1.57609	150	12.9898		x	2.8197	14.34	x		28.4773	25.93
Fri	06/14/24	312.85893	1.57629	151	13.0780		x	2.7315	14.14	x		28.5655	26.13
Mon	06/17/24	312.98053	1.57691	154	13.3431		x	2.4664	13.52	x		28.8306	26.75
Tue	06/18/24	313.02107	1.57711	155	13.4314		x	2.3781	13.32	x		28.9189	26.95
Wed	06/19/24	313.06160	1.57732	156	13.5199		x	2.2896	13.11	x		29.0074	27.16
Thu	06/20/24	313.10213	1.57752	157	13.6083		x	2.2012	12.91	x		29.0958	27.36
Fri	06/21/24	313.14267	1.57772	158	13.6967		x	2.1128	12.71	x		29.1842	27.56
Mon	06/24/24	313.26427	1.57834	161	13.9622		x	1.8473	12.09	x		29.4497	28.18
Tue	06/25/24	313.30480	1.57854	162	14.0507		x	1.7588	11.89	x		29.5382	28.38
Wed	06/26/24	313.34533	1.57875	163	14.1394		x	1.6701	11.68	x		29.6269	28.59
Thu	06/27/24	313.38587	1.57895	164	14.2279		x	1.5816	11.48	x		29.7154	28.79
Fri	06/28/24	313.42640	1.57915	165	14.3165		x	1.4930	11.28	x		29.8040	28.99
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	1.57977	168	14.5825		x	1.2270	10.66	x		30.0700	29.61
Tue	07/02/24	313.56481	1.57985	169	14.6700		x	1.1395	10.58	x		30.1575	29.69
Wed	07/03/24	313.58161	1.57994	170	14.7577		x	1.0518	10.49	x		30.2452	29.78
Thu	07/04/24	313.59842	1.58002	171	14.8452		x	0.9643	10.41	x		30.3327	29.86
Fri	07/05/24	313.61523	1.58011	172	14.9329		x	0.8766	10.32	x		30.4204	29.95
Mon	07/08/24	313.66565	1.58036	175	15.1958		x	0.6137	10.07	x		30.6833	30.20
Tue	07/09/24	313.68245	1.58044	176	15.2834		x	0.5261	9.99	x		30.7709	30.28
Wed	07/10/24	313.69926	1.58053	177	15.3711		x	0.4384	9.90	x		30.8586	30.37
Thu	07/11/24	313.71606	1.58061	178	15.4587		x	0.3508	9.82	x		30.9462	30.45
Fri	07/12/24	313.73287	1.58070	179	15.5464		x	0.2631	9.73	x		31.0339	30.54
Mon	07/15/24	313.78329	1.58095	0	0.0000			0.0000	9.48	x	x	31.2970	30.79
Tue	07/16/24	313.80010	1.58104	1	0.0859			-0.0859	9.39	x	x	31.3829	30.88
Wed	07/17/24	313.81690	1.58112	2	0.1719			-0.1719	9.31	x	x	31.4689	30.96
Thu	07/18/24	313.83371	1.58121	3	0.2578			-0.2578	9.22	x	x	31.5548	31.05
Fri	07/19/24	313.85052	1.58129	4	0.3438			-0.3438	9.14	x	x	31.6408	31.13
Mon	07/22/24	313.90094	1.58154	7	0.6017			-0.6017	8.89	x	x	31.8987	31.38
Tue	07/23/24	313.91774	1.58163	8	0.6877			-0.6877	8.80	x	x	31.9847	31.47
Wed	07/24/24	313.93455	1.58171	9	0.7737			-0.7737	8.72	x	x	32.0707	31.55
Thu	07/25/24	313.95135	1.58180	10	0.8597			-0.8597	8.63	x	x	32.1567	31.64
Fri	07/26/24	313.96816	1.58188	11	0.9457			-0.9457	8.55	x	x	32.2427	31.72
Mon	07/29/24	314.01858	1.58214	14	1.2038			-1.2038	8.29	x	x	32.5008	31.98
Tue	07/30/24	314.03539	1.58222	15	1.2899			-1.2899	8.21	x	x	32.5869	32.06
Wed	07/31/24	314.05219	1.58231	16	1.3759			-1.3759	8.12	x	x	32.6729	32.15
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	08/01/24	314.06900	1.58239	17	1.4620			-1.4620	8.04	x	x	32.7590	32.23
Fri	08/02/24	314.07242	1.58241	18	1.5480			-1.5480	8.02	x	x	32.8450	32.25
Mon	08/05/24	314.08268	1.58246	21	1.8061			-1.8061	7.97	x	x	33.1031	32.30
Tue	08/06/24	314.08610	1.58248	22	1.8921			-1.8921	7.95	x	x	33.1891	32.32
Wed	08/07/24	314.08952	1.58249	23	1.9781			-1.9781	7.94	x	x	33.2751	32.33
Thu	08/08/24	314.09294	1.58251	24	2.0641			-2.0641	7.92	x	x	33.3611	32.35
Fri	08/09/24	314.09635	1.58253	25	2.1502			-2.1502	7.90	x	x	33.4472	32.37
Mon	08/12/24	314.10661	1.58258	28	2.4083			-2.4083	7.85	x	x	33.7053	32.42
Tue	08/13/24	314.11003	1.58260	29	2.4943			-2.4943	7.83	x	x	33.7913	32.44
Wed	08/14/24	314.11345	1.58262	30	2.5804			-2.5804	7.81	x	x	33.8774	32.46
Thu	08/15/24	314.11687	1.58263	31	2.6664			-2.6664	7.80	x	x	33.9634	32.47
Fri	08/16/24	314.12029	1.58265	32	2.7524			-2.7524	7.78	x	x	34.0494	32.49
Mon	08/19/24	314.13055	1.58270	35	3.0106			-3.0106	7.73	x	x	34.3076	32.54
Tue	08/20/24	314.13397	1.58272	36	3.0966			-3.0966	7.71	x	x	34.3936	32.56
Wed	08/21/24	314.13739	1.58274	37	3.1827			-3.1827	7.69	x	x	34.4797	32.58
Thu	08/22/24	314.14081	1.58275	38	3.2687			-3.2687	7.68	x	x	34.5657	32.59
Fri	08/23/24	314.14423	1.58277	39	3.3548			-3.3548	7.66	x	x	34.6518	32.61
Mon	08/26/24	314.15448	1.58282	42	3.6130			-3.6130	7.61	x	x	34.9100	32.66
Tue	08/27/24	314.15790	1.58284	43	3.6990			-3.6990	7.59	x	x	34.9960	32.68
Wed	08/28/24	314.16132	1.58286	44	3.7851			-3.7851	7.57	x	x	35.0821	32.70
Thu	08/29/24	314.16474	1.58287	45	3.8711			-3.8711	7.56	x	x	35.1681	32.71
Fri	08/30/24	314.16816	1.58289	46	3.9572			-3.9572	7.54	x	x	35.2542	32.73
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	09/02/24	314.18717	1.58299	49	4.2156			-4.2156	7.44	x	x	35.5126	32.83
Tue	09/03/24	314.19933	1.58305	50	4.3018			-4.3018	7.38	x	x	35.5988	32.89
Wed	09/04/24	314.21150	1.58311	51	4.3880			-4.3880	7.32	x	x	35.6850	32.95
Thu	09/05/24	314.22367	1.58317	52	4.4742			-4.4742	7.26	x	x	35.7712	33.01
Fri	09/06/24	314.23583	1.58323	53	4.5604			-4.5604	7.20	x	x	35.8574	33.07
Mon	09/09/24	314.27233	1.58342	56	4.8191			-4.8191	7.01	x	x	36.1161	33.26
Tue	09/10/24	314.28450	1.58348	57	4.9053			-4.9053	6.95	x	x	36.2023	33.32
Wed	09/11/24	314.29667	1.58354	58	4.9916			-4.9916	6.89	x	x	36.2886	33.38
Thu	09/12/24	314.30883	1.58360	59	5.0778			-5.0778	6.83	x	x	36.3748	33.44
Fri	09/13/24	314.32100	1.58366	60	5.1641			-5.1641	6.77	x	x	36.4611	33.50
Mon	09/16/24	314.35750	1.58385	63	5.4230			-5.4230	6.58	x	x	36.7200	33.69
Tue	09/17/24	314.36967	1.58391	64	5.5093			-5.5093	6.52	x	x	36.8063	33.75
Wed	09/18/24	314.38183	1.58397	65	5.5955			-5.5955	6.46	x	x	36.8925	33.81
Thu	09/19/24	314.39400	1.58403	66	5.6818			-5.6818	6.40	x	x	36.9788	33.87
Fri	09/20/24	314.40617	1.58409	67	5.7682			-5.7682	6.34	x	x	37.0652	33.93
Mon	09/23/24	314.44267	1.58427	70	6.0271			-6.0271	6.16	x	x	37.3241	34.11
Tue	09/24/24	314.45483	1.58434	71	6.1135			-6.1135	6.09	x	x	37.4105	34.18
Wed	09/25/24	314.46700	1.58440	72	6.1998			-6.1998	6.03	x	x	37.4968	34.24
Thu	09/26/24	314.47917	1.58446	73	6.2862			-6.2862	5.97	x	x	37.5832	34.30
Fri	09/27/24	314.49133	1.58452	74	6.3725			-6.3725	5.91	x	x	37.6695	34.36
Mon	09/30/24	314.52783	1.58470	77	6.6316			-6.6316	5.73	x	x	37.9286	34.54
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Tue	10/01/24	314.54000	1.58476	78	6.7180			-6.7180	5.67	x	x	38.0150	34.60
Wed	10/02/24	314.54826	1.58481	79	6.8043			-6.8043	5.62	x	x	38.1013	34.65
Thu	10/03/24	314.55652	1.58485	80	6.8907			-6.8907	5.58	x	x	38.1877	34.69
Fri	10/04/24	314.56477	1.58489	81	6.9770			-6.9770	5.54	x	x	38.2740	34.73
Mon	10/07/24	314.58955	1.58501	84	7.2359			-7.2359	5.42	x	x	38.5329	34.85
Tue	10/08/24	314.59781	1.58506	85	7.3223			-7.3223	5.37	x	x	38.6193	34.90
Wed	10/09/24	314.60606	1.58510	86	7.4086			-7.4086	5.33	x	x	38.7056	34.94
Thu	10/10/24	314.61432	1.58514	87	7.4950			-7.4950	5.29	x	x	38.7920	34.98
Fri	10/11/24	314.62258	1.58518	88	7.5813			-7.5813	5.25	x	x	38.8783	35.02
Mon	10/14/24	314.64735	1.58531	91	7.8404			-7.8404	5.12	x	x	39.1374	35.15
Tue	10/15/24	314.65561	1.58535	92	7.9268			-7.9268	5.08	x	x	39.2238	35.19
Wed	10/16/24	314.66387	1.58539	93	8.0131			-8.0131	5.04	x	x	39.3101	35.23
Thu	10/17/24	314.67213	1.58543	94	8.0995			-8.0995	5.00	x	x	39.3965	35.27
Fri	10/18/24	314.68039	1.58547	95	8.1859			-8.1859	4.96	x	x	39.4829	35.31
Mon	10/21/24	314.70516	1.58560	98	8.4450			-8.4450	4.83	x	x	39.7420	35.44
Tue	10/22/24	314.71342	1.58564	99	8.5314			-8.5314	4.79	x	x	39.8284	35.48
Wed	10/23/24	314.72168	1.58568	100	8.6178			-8.6178	4.75	x	x	39.9148	35.52
Thu	10/24/24	314.72994	1.58572	101	8.7042			-8.7042	4.71	x	x	40.0012	35.56
Fri	10/25/24	314.73819	1.58576	102	8.7906			-8.7906	4.67	x	x	40.0876	35.60
Mon	10/28/24	314.76297	1.58589	105	9.0499			-9.0499	4.54	x	x	40.3469	35.73
Tue	10/29/24	314.77123	1.58593	106	9.1363			-9.1363	4.50	x	x	40.4333	35.77
Wed	10/30/24	314.77948	1.58597	107	9.2228			-9.2228	4.46	x	x	40.5198	35.81
Thu	10/31/24	314.78774	1.58601	108	9.3092			-9.3092	4.42	x	x	40.6062	35.85
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	11/01/24	314.79600	1.58605	109	9.3956			-9.3956	4.38	x	x	40.6926	35.89
Mon	11/04/24	314.84650	1.58631	112	9.6558			-9.6558	4.12	x	x	40.9528	36.15
Tue	11/05/24	314.86333	1.58639	113	9.7425			-9.7425	4.04	x	x	41.0395	36.23
Wed	11/06/24	314.88017	1.58648	114	9.8293			-9.8293	3.95	x	x	41.1263	36.32
Thu	11/07/24	314.89700	1.58656	115	9.9160			-9.9160	3.87	x	x	41.2130	36.40
Fri	11/08/24	314.91383	1.58665	116	10.0028			-10.0028	3.78	x	x	41.2998	36.49
Mon	11/11/24	314.96433	1.58690	119	10.2631			-10.2631	3.53	x	x	41.5601	36.74
Tue	11/12/24	314.98117	1.58699	120	10.3499			-10.3499	3.44	x	x	41.6469	36.83
Wed	11/13/24	314.99800	1.58707	121	10.4367			-10.4367	3.36	x	x	41.7337	36.91
Thu	11/14/24	315.01483	1.58716	122	10.5236			-10.5236	3.27	x	x	41.8206	37.00
Fri	11/15/24	315.03167	1.58724	123	10.6104			-10.6104	3.19	x	x	41.9074	37.08
Mon	11/18/24	315.08217	1.58750	126	10.8709			-10.8709	2.93	x	x	42.1679	37.34
Tue	11/19/24	315.09900	1.58758	127	10.9578			-10.9578	2.85	x	x	42.2548	37.42
Wed	11/20/24	315.11583	1.58767	128	11.0447			-11.0447	2.76	x	x	42.3417	37.51
Thu	11/21/24	315.13267	1.58775	129	11.1315			-11.1315	2.68	x	x	42.4285	37.59
Fri	11/22/24	315.14950	1.58784	130	11.2184			-11.2184	2.59	x	x	42.5154	37.68
Mon	11/25/24	315.20000	1.58809	133	11.4791			-11.4791	2.34	x	x	42.7761	37.93
Tue	11/26/24	315.21683	1.58817	134	11.5660			-11.5660	2.26	x	x	42.8630	38.01
Wed	11/27/24	315.23367	1.58826	135	11.6530			-11.6530	2.17	x	x	42.9500	38.10
Thu	11/28/24	315.25050	1.58834	136	11.7399			-11.7399	2.09	x	x	43.0369	38.18
Fri	11/29/24	315.26733	1.58843	137	11.8269			-11.8269	2.00	x	x	43.1239	38.27
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	12/02/24	315.31271	1.58866	140	12.0876			-12.0876	1.77	x	x	43.3846	38.50
Tue	12/03/24	315.32442	1.58872	141	12.1744			-12.1744	1.71	x	x	43.4714	38.56
Wed	12/04/24	315.33613	1.58878	142	12.2612			-12.2612	1.65	x	x	43.5582	38.62
Thu	12/05/24	315.34784	1.58883	143	12.3480			-12.3480	1.60	x	x	43.6450	38.67
Fri	12/06/24	315.35955	1.58889	144	12.4348			-12.4348	1.54	x	x	43.7318	38.73
Mon	12/09/24	315.39468	1.58907	147	12.6953			-12.6953	1.36	x	x	43.9923	38.91
Tue	12/10/24	315.40639	1.58913	148	12.7821			-12.7821	1.30	x	x	44.0791	38.97
Wed	12/11/24	315.41810	1.58919	149	12.8690			-12.8690	1.24	x	x	44.1660	39.03
Thu	12/12/24	315.42981	1.58925	150	12.9558			-12.9558	1.18	x	x	44.2528	39.09
Fri	12/13/24	315.44152	1.58931	151	13.0427			-13.0427	1.12	x	x	44.3397	39.15
Mon	12/16/24	315.47665	1.58948	154	13.3033			-13.3033	0.95	x	x	44.6003	39.32
Tue	12/17/24	315.48835	1.58954	155	13.3901			-13.3901	0.89	x	x	44.6871	39.38
Wed	12/18/24	315.50006	1.58960	156	13.4770			-13.4770	0.83	x	x	44.7740	39.44
Thu	12/19/24	315.51177	1.58966	157	13.5639			-13.5639	0.77	x	x	44.8609	39.50
Fri	12/20/24	315.52348	1.58972	158	13.6509			-13.6509	0.71	x	x	44.9479	39.56
Mon	12/23/24	315.55861	1.58990	161	13.9116			-13.9116	0.53	x	x	45.2086	39.74
Tue	12/24/24	315.57032	1.58996	162	13.9986			-13.9986	0.47	x	x	45.2956	39.80
Wed	12/25/24	315.58203	1.59001	163	14.0854			-14.0854	0.42	x	x	45.3824	39.85
Thu	12/26/24	315.59374	1.59007	164	14.1724			-14.1724	0.36	x	x	45.4694	39.91
Fri	12/27/24	315.60545	1.59013	165	14.2593			-14.2593	0.30	x	x	45.5563	39.97
Mon	12/30/24	315.64058	1.59031	168	14.5202			-14.5202	0.12	x	x	45.8172	40.15
Tue	12/31/24	315.65229	1.59037	169	14.6072			-14.6072	0.06	x	x	45.9042	40.21
Wed	01/01/25	315.66400	1.59043

Generated 12/11/24 08:49