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

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

CUSIP Number	912810PS1	Interest 01/15/24 (184 days)	$18.1007
Dated Date	January 15, 2007	Interest 07/15/24 (182 days)	$18.4771
Ref CPI on Dated Date	201.66452	Interest Total	$36.5778
Original Issue Date	January 31, 2007	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	1.52566	170	16.7387	x	x	19.8391	39.63			16.7387	0.00
Tue	01/02/24	307.65100	1.52556	171	16.8361	x	x	19.7417	39.73			16.8361	-0.10
Wed	01/03/24	307.63100	1.52546	172	16.9334	x	x	19.6444	39.83			16.9334	-0.20
Thu	01/04/24	307.61100	1.52536	173	17.0308	x	x	19.5470	39.93			17.0308	-0.30
Fri	01/05/24	307.59100	1.52526	174	17.1281	x	x	19.4497	40.03			17.1281	-0.40
Mon	01/08/24	307.53100	1.52496	177	17.4200	x	x	19.1578	40.33			17.4200	-0.70
Tue	01/09/24	307.51100	1.52486	178	17.5172	x	x	19.0606	40.43			17.5172	-0.80
Wed	01/10/24	307.49100	1.52476	179	17.6145	x	x	18.9633	40.53			17.6145	-0.90
Thu	01/11/24	307.47100	1.52467	180	17.7119	x	x	18.8659	40.62			17.7119	-0.99
Fri	01/12/24	307.45100	1.52457	181	17.8091	x	x	18.7687	40.72			17.8091	-1.09
Mon	01/15/24	307.39100	1.52427	0	0.0000		x	18.4771	41.02	x		18.1007	-1.39
Tue	01/16/24	307.37100	1.52417	1	0.0994		x	18.3777	41.12	x		18.2001	-1.49
Wed	01/17/24	307.35100	1.52407	2	0.1989		x	18.2782	41.22	x		18.2996	-1.59
Thu	01/18/24	307.33100	1.52397	3	0.2983		x	18.1788	41.32	x		18.3990	-1.69
Fri	01/19/24	307.31100	1.52387	4	0.3977		x	18.0794	41.42	x		18.4984	-1.79
Mon	01/22/24	307.25100	1.52357	7	0.6959		x	17.7812	41.72	x		18.7966	-2.09
Tue	01/23/24	307.23100	1.52348	8	0.7952		x	17.6819	41.81	x		18.8959	-2.18
Wed	01/24/24	307.21100	1.52338	9	0.8946		x	17.5825	41.91	x		18.9953	-2.28
Thu	01/25/24	307.19100	1.52328	10	0.9939		x	17.4832	42.01	x		19.0946	-2.38
Fri	01/26/24	307.17100	1.52318	11	1.0932		x	17.3839	42.11	x		19.1939	-2.48
Mon	01/29/24	307.11100	1.52288	14	1.3911		x	17.0860	42.41	x		19.4918	-2.78
Tue	01/30/24	307.09100	1.52278	15	1.4904		x	16.9867	42.51	x		19.5911	-2.88
Wed	01/31/24	307.07100	1.52268	16	1.5896		x	16.8875	42.61	x		19.6903	-2.98
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	1.52258	17	1.6889		x	16.7882	42.71	x		19.7896	-3.08
Fri	02/02/24	307.04048	1.52253	18	1.7881		x	16.6890	42.76	x		19.8888	-3.13
Mon	02/05/24	307.00893	1.52237	21	2.0859		x	16.3912	42.92	x		20.1866	-3.29
Tue	02/06/24	306.99841	1.52232	22	2.1852		x	16.2919	42.97	x		20.2859	-3.34
Wed	02/07/24	306.98790	1.52227	23	2.2845		x	16.1926	43.02	x		20.3852	-3.39
Thu	02/08/24	306.97738	1.52222	24	2.3837		x	16.0934	43.07	x		20.4844	-3.44
Fri	02/09/24	306.96686	1.52217	25	2.4829		x	15.9942	43.12	x		20.5836	-3.49
Mon	02/12/24	306.93531	1.52201	28	2.7806		x	15.6965	43.28	x		20.8813	-3.65
Tue	02/13/24	306.92479	1.52196	29	2.8798		x	15.5973	43.33	x		20.9805	-3.70
Wed	02/14/24	306.91428	1.52191	30	2.9790		x	15.4981	43.38	x		21.0797	-3.75
Thu	02/15/24	306.90376	1.52185	31	3.0782		x	15.3989	43.44	x		21.1789	-3.81
Fri	02/16/24	306.89324	1.52180	32	3.1774		x	15.2997	43.49	x		21.2781	-3.86
Mon	02/19/24	306.86169	1.52164	35	3.4749		x	15.0022	43.65	x		21.5756	-4.02
Tue	02/20/24	306.85117	1.52159	36	3.5741		x	14.9030	43.70	x		21.6748	-4.07
Wed	02/21/24	306.84066	1.52154	37	3.6732		x	14.8039	43.75	x		21.7739	-4.12
Thu	02/22/24	306.83014	1.52149	38	3.7724		x	14.7047	43.80	x		21.8731	-4.17
Fri	02/23/24	306.81962	1.52144	39	3.8715		x	14.6056	43.85	x		21.9722	-4.22
Mon	02/26/24	306.78807	1.52128	42	4.1689		x	14.3082	44.01	x		22.2696	-4.38
Tue	02/27/24	306.77755	1.52123	43	4.2680		x	14.2091	44.06	x		22.3687	-4.43
Wed	02/28/24	306.76703	1.52118	44	4.3671		x	14.1100	44.11	x		22.4678	-4.48
Thu	02/29/24	306.75652	1.52112	45	4.4662		x	14.0109	44.17	x		22.5669	-4.54
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Fri	03/01/24	306.74600	1.52107	46	4.5653		x	13.9118	44.22	x		22.6660	-4.59
Mon	03/04/24	306.90771	1.52187	49	4.8656		x	13.6115	43.42	x		22.9663	-3.79
Tue	03/05/24	306.96161	1.52214	50	4.9658		x	13.5113	43.15	x		23.0665	-3.52
Wed	03/06/24	307.01552	1.52241	51	5.0660		x	13.4111	42.88	x		23.1667	-3.25
Thu	03/07/24	307.06942	1.52267	52	5.1662		x	13.3109	42.62	x		23.2669	-2.99
Fri	03/08/24	307.12332	1.52294	53	5.2665		x	13.2106	42.35	x		23.3672	-2.72
Mon	03/11/24	307.28503	1.52374	56	5.5675		x	12.9096	41.55	x		23.6682	-1.92
Tue	03/12/24	307.33894	1.52401	57	5.6679		x	12.8092	41.28	x		23.7686	-1.65
Wed	03/13/24	307.39284	1.52428	58	5.7684		x	12.7087	41.01	x		23.8691	-1.38
Thu	03/14/24	307.44674	1.52455	59	5.8689		x	12.6082	40.74	x		23.9696	-1.11
Fri	03/15/24	307.50065	1.52481	60	5.9694		x	12.5077	40.48	x		24.0701	-0.85
Mon	03/18/24	307.66235	1.52561	63	6.2711		x	12.2060	39.68	x		24.3718	-0.05
Tue	03/19/24	307.71626	1.52588	64	6.3718		x	12.1053	39.41	x		24.4725	0.22
Wed	03/20/24	307.77016	1.52615	65	6.4725		x	12.0046	39.14	x		24.5732	0.49
Thu	03/21/24	307.82406	1.52642	66	6.5733		x	11.9038	38.87	x		24.6740	0.76
Fri	03/22/24	307.87797	1.52668	67	6.6740		x	11.8031	38.61	x		24.7747	1.02
Mon	03/25/24	308.03968	1.52749	70	6.9765		x	11.5006	37.80	x		25.0772	1.83
Tue	03/26/24	308.09358	1.52775	71	7.0774		x	11.3997	37.54	x		25.1781	2.09
Wed	03/27/24	308.14748	1.52802	72	7.1783		x	11.2988	37.27	x		25.2790	2.36
Thu	03/28/24	308.20139	1.52829	73	7.2793		x	11.1978	37.00	x		25.3800	2.63
Fri	03/29/24	308.25529	1.52855	74	7.3803		x	11.0968	36.74	x		25.4810	2.89
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	04/01/24	308.41700	1.52936	77	7.6836		x	10.7935	35.93	x		25.7843	3.70
Tue	04/02/24	308.48063	1.52967	78	7.7849		x	10.6922	35.62	x		25.8856	4.01
Wed	04/03/24	308.54427	1.52999	79	7.8864		x	10.5907	35.30	x		25.9871	4.33
Thu	04/04/24	308.60790	1.53030	80	7.9878		x	10.4893	34.99	x		26.0885	4.64
Fri	04/05/24	308.67153	1.53062	81	8.0894		x	10.3877	34.67	x		26.1901	4.96
Mon	04/08/24	308.86243	1.53157	84	8.3942		x	10.0829	33.72	x		26.4949	5.91
Tue	04/09/24	308.92607	1.53188	85	8.4958		x	9.9813	33.41	x		26.5965	6.22
Wed	04/10/24	308.98970	1.53220	86	8.5976		x	9.8795	33.09	x		26.6983	6.54
Thu	04/11/24	309.05333	1.53251	87	8.6993		x	9.7778	32.78	x		26.8000	6.85
Fri	04/12/24	309.11697	1.53283	88	8.8011		x	9.6760	32.46	x		26.9018	7.17
Mon	04/15/24	309.30787	1.53377	91	9.1068		x	9.3703	31.52	x		27.2075	8.11
Tue	04/16/24	309.37150	1.53409	92	9.2088		x	9.2683	31.20	x		27.3095	8.43
Wed	04/17/24	309.43513	1.53441	93	9.3108		x	9.1663	30.88	x		27.4115	8.75
Thu	04/18/24	309.49877	1.53472	94	9.4128		x	9.0643	30.57	x		27.5135	9.06
Fri	04/19/24	309.56240	1.53504	95	9.5149		x	8.9622	30.25	x		27.6156	9.38
Mon	04/22/24	309.75330	1.53598	98	9.8214		x	8.6557	29.31	x		27.9221	10.32
Tue	04/23/24	309.81693	1.53630	99	9.9237		x	8.5534	28.99	x		28.0244	10.64
Wed	04/24/24	309.88057	1.53661	100	10.0260		x	8.4511	28.68	x		28.1267	10.95
Thu	04/25/24	309.94420	1.53693	101	10.1283		x	8.3488	28.36	x		28.2290	11.27
Fri	04/26/24	310.00783	1.53725	102	10.2307		x	8.2464	28.04	x		28.3314	11.59
Mon	04/29/24	310.19873	1.53819	105	10.5381		x	7.9390	27.10	x		28.6388	12.53
Tue	04/30/24	310.26237	1.53851	106	10.6407		x	7.8364	26.78	x		28.7414	12.85
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Wed	05/01/24	310.32600	1.53882	107	10.7432		x	7.7339	26.47	x		28.8439	13.16
Thu	05/02/24	310.39071	1.53914	108	10.8459		x	7.6312	26.15	x		28.9466	13.48
Fri	05/03/24	310.45542	1.53946	109	10.9486		x	7.5285	25.83	x		29.0493	13.80
Mon	05/06/24	310.64955	1.54043	112	11.2570		x	7.2201	24.86	x		29.3577	14.77
Tue	05/07/24	310.71426	1.54075	113	11.3599		x	7.1172	24.54	x		29.4606	15.09
Wed	05/08/24	310.77897	1.54107	114	11.4628		x	7.0143	24.22	x		29.5635	15.41
Thu	05/09/24	310.84368	1.54139	115	11.5657		x	6.9114	23.90	x		29.6664	15.73
Fri	05/10/24	310.90839	1.54171	116	11.6687		x	6.8084	23.58	x		29.7694	16.05
Mon	05/13/24	311.10252	1.54267	119	11.9779		x	6.4992	22.62	x		30.0786	17.01
Tue	05/14/24	311.16723	1.54299	120	12.0811		x	6.3960	22.30	x		30.1818	17.33
Wed	05/15/24	311.23194	1.54332	121	12.1844		x	6.2927	21.97	x		30.2851	17.66
Thu	05/16/24	311.29665	1.54364	122	12.2876		x	6.1895	21.65	x		30.3883	17.98
Fri	05/17/24	311.36135	1.54396	123	12.3909		x	6.0862	21.33	x		30.4916	18.30
Mon	05/20/24	311.55548	1.54492	126	12.7010		x	5.7761	20.37	x		30.8017	19.26
Tue	05/21/24	311.62019	1.54524	127	12.8045		x	5.6726	20.05	x		30.9052	19.58
Wed	05/22/24	311.68490	1.54556	128	12.9080		x	5.5691	19.73	x		31.0087	19.90
Thu	05/23/24	311.74961	1.54588	129	13.0115		x	5.4656	19.41	x		31.1122	20.22
Fri	05/24/24	311.81432	1.54620	130	13.1151		x	5.3620	19.09	x		31.2158	20.54
Mon	05/27/24	312.00845	1.54717	133	13.4262		x	5.0509	18.12	x		31.5269	21.51
Tue	05/28/24	312.07316	1.54749	134	13.5299		x	4.9472	17.80	x		31.6306	21.83
Wed	05/29/24	312.13787	1.54781	135	13.6337		x	4.8434	17.48	x		31.7344	22.15
Thu	05/30/24	312.20258	1.54813	136	13.7375		x	4.7396	17.16	x		31.8382	22.47
Fri	05/31/24	312.26729	1.54845	137	13.8414		x	4.6357	16.84	x		31.9421	22.79
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	06/03/24	312.41307	1.54917	140	14.1511		x	4.3260	16.12	x		32.2518	23.51
Tue	06/04/24	312.45360	1.54937	141	14.2540		x	4.2231	15.92	x		32.3547	23.71
Wed	06/05/24	312.49413	1.54957	142	14.3569		x	4.1202	15.72	x		32.4576	23.91
Thu	06/06/24	312.53467	1.54978	143	14.4600		x	4.0171	15.51	x		32.5607	24.12
Fri	06/07/24	312.57520	1.54998	144	14.5630		x	3.9141	15.31	x		32.6637	24.32
Mon	06/10/24	312.69680	1.55058	147	14.8721		x	3.6050	14.71	x		32.9728	24.92
Tue	06/11/24	312.73733	1.55078	148	14.9753		x	3.5018	14.51	x		33.0760	25.12
Wed	06/12/24	312.77787	1.55098	149	15.0784		x	3.3987	14.31	x		33.1791	25.32
Thu	06/13/24	312.81840	1.55118	150	15.1815		x	3.2956	14.11	x		33.2822	25.52
Fri	06/14/24	312.85893	1.55138	151	15.2847		x	3.1924	13.91	x		33.3854	25.72
Mon	06/17/24	312.98053	1.55199	154	15.5945		x	2.8826	13.30	x		33.6952	26.33
Tue	06/18/24	313.02107	1.55219	155	15.6978		x	2.7793	13.10	x		33.7985	26.53
Wed	06/19/24	313.06160	1.55239	156	15.8011		x	2.6760	12.90	x		33.9018	26.73
Thu	06/20/24	313.10213	1.55259	157	15.9045		x	2.5726	12.70	x		34.0052	26.93
Fri	06/21/24	313.14267	1.55279	158	16.0078		x	2.4693	12.50	x		34.1085	27.13
Mon	06/24/24	313.26427	1.55339	161	16.3181		x	2.1590	11.90	x		34.4188	27.73
Tue	06/25/24	313.30480	1.55359	162	16.4215		x	2.0556	11.70	x		34.5222	27.93
Wed	06/26/24	313.34533	1.55380	163	16.5251		x	1.9520	11.49	x		34.6258	28.14
Thu	06/27/24	313.38587	1.55400	164	16.6287		x	1.8484	11.29	x		34.7294	28.34
Fri	06/28/24	313.42640	1.55420	165	16.7322		x	1.7449	11.09	x		34.8329	28.54
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	1.55480	168	17.0430		x	1.4341	10.49	x		35.1437	29.14
Tue	07/02/24	313.56481	1.55488	169	17.1453		x	1.3318	10.41	x		35.2460	29.22
Wed	07/03/24	313.58161	1.55497	170	17.2478		x	1.2293	10.32	x		35.3485	29.31
Thu	07/04/24	313.59842	1.55505	171	17.3501		x	1.1270	10.24	x		35.4508	29.39
Fri	07/05/24	313.61523	1.55513	172	17.4525		x	1.0246	10.16	x		35.5532	29.47
Mon	07/08/24	313.66565	1.55538	175	17.7597		x	0.7174	9.91	x		35.8604	29.72
Tue	07/09/24	313.68245	1.55547	176	17.8623		x	0.6148	9.82	x		35.9630	29.81
Wed	07/10/24	313.69926	1.55555	177	17.9647		x	0.5124	9.74	x		36.0654	29.89
Thu	07/11/24	313.71606	1.55563	178	18.0671		x	0.4100	9.66	x		36.1678	29.97
Fri	07/12/24	313.73287	1.55572	179	18.1697		x	0.3074	9.57	x		36.2704	30.06
Mon	07/15/24	313.78329	1.55597	0	0.0000			0.0000	9.32	x	x	36.5778	30.31
Tue	07/16/24	313.80010	1.55605	1	0.1004			-0.1004	9.24	x	x	36.6782	30.39
Wed	07/17/24	313.81690	1.55613	2	0.2009			-0.2009	9.16	x	x	36.7787	30.47
Thu	07/18/24	313.83371	1.55622	3	0.3013			-0.3013	9.07	x	x	36.8791	30.56
Fri	07/19/24	313.85052	1.55630	4	0.4018			-0.4018	8.99	x	x	36.9796	30.64
Mon	07/22/24	313.90094	1.55655	7	0.7032			-0.7032	8.74	x	x	37.2810	30.89
Tue	07/23/24	313.91774	1.55663	8	0.8037			-0.8037	8.66	x	x	37.3815	30.97
Wed	07/24/24	313.93455	1.55672	9	0.9042			-0.9042	8.57	x	x	37.4820	31.06
Thu	07/25/24	313.95135	1.55680	10	1.0047			-1.0047	8.49	x	x	37.5825	31.14
Fri	07/26/24	313.96816	1.55688	11	1.1053			-1.1053	8.41	x	x	37.6831	31.22
Mon	07/29/24	314.01858	1.55713	14	1.4069			-1.4069	8.16	x	x	37.9847	31.47
Tue	07/30/24	314.03539	1.55722	15	1.5075			-1.5075	8.07	x	x	38.0853	31.56
Wed	07/31/24	314.05219	1.55730	16	1.6081			-1.6081	7.99	x	x	38.1859	31.64
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	1.55738	17	1.7087			-1.7087	7.91	x	x	38.2865	31.72
Fri	08/02/24	314.07242	1.55740	18	1.8092			-1.8092	7.89	x	x	38.3870	31.74
Mon	08/05/24	314.08268	1.55745	21	2.1108			-2.1108	7.84	x	x	38.6886	31.79
Tue	08/06/24	314.08610	1.55747	22	2.2114			-2.2114	7.82	x	x	38.7892	31.81
Wed	08/07/24	314.08952	1.55749	23	2.3119			-2.3119	7.80	x	x	38.8897	31.83
Thu	08/08/24	314.09294	1.55750	24	2.4124			-2.4124	7.79	x	x	38.9902	31.84
Fri	08/09/24	314.09635	1.55752	25	2.5130			-2.5130	7.77	x	x	39.0908	31.86
Mon	08/12/24	314.10661	1.55757	28	2.8146			-2.8146	7.72	x	x	39.3924	31.91
Tue	08/13/24	314.11003	1.55759	29	2.9152			-2.9152	7.70	x	x	39.4930	31.93
Wed	08/14/24	314.11345	1.55760	30	3.0157			-3.0157	7.69	x	x	39.5935	31.94
Thu	08/15/24	314.11687	1.55762	31	3.1163			-3.1163	7.67	x	x	39.6941	31.96
Fri	08/16/24	314.12029	1.55764	32	3.2169			-3.2169	7.65	x	x	39.7947	31.98
Mon	08/19/24	314.13055	1.55769	35	3.5186			-3.5186	7.60	x	x	40.0964	32.03
Tue	08/20/24	314.13397	1.55771	36	3.6191			-3.6191	7.58	x	x	40.1969	32.05
Wed	08/21/24	314.13739	1.55772	37	3.7197			-3.7197	7.57	x	x	40.2975	32.06
Thu	08/22/24	314.14081	1.55774	38	3.8203			-3.8203	7.55	x	x	40.3981	32.08
Fri	08/23/24	314.14423	1.55776	39	3.9209			-3.9209	7.53	x	x	40.4987	32.10
Mon	08/26/24	314.15448	1.55781	42	4.2226			-4.2226	7.48	x	x	40.8004	32.15
Tue	08/27/24	314.15790	1.55782	43	4.3232			-4.3232	7.47	x	x	40.9010	32.16
Wed	08/28/24	314.16132	1.55784	44	4.4238			-4.4238	7.45	x	x	41.0016	32.18
Thu	08/29/24	314.16474	1.55786	45	4.5244			-4.5244	7.43	x	x	41.1022	32.20
Fri	08/30/24	314.16816	1.55788	46	4.6250			-4.6250	7.41	x	x	41.2028	32.22
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	1.55797	49	4.9269			-4.9269	7.32	x	x	41.5047	32.31
Tue	09/03/24	314.19933	1.55803	50	5.0276			-5.0276	7.26	x	x	41.6054	32.37
Wed	09/04/24	314.21150	1.55809	51	5.1284			-5.1284	7.20	x	x	41.7062	32.43
Thu	09/05/24	314.22367	1.55815	52	5.2291			-5.2291	7.14	x	x	41.8069	32.49
Fri	09/06/24	314.23583	1.55821	53	5.3299			-5.3299	7.08	x	x	41.9077	32.55
Mon	09/09/24	314.27233	1.55839	56	5.6322			-5.6322	6.90	x	x	42.2100	32.73
Tue	09/10/24	314.28450	1.55845	57	5.7330			-5.7330	6.84	x	x	42.3108	32.79
Wed	09/11/24	314.29667	1.55851	58	5.8338			-5.8338	6.78	x	x	42.4116	32.85
Thu	09/12/24	314.30883	1.55857	59	5.9346			-5.9346	6.72	x	x	42.5124	32.91
Fri	09/13/24	314.32100	1.55863	60	6.0355			-6.0355	6.66	x	x	42.6133	32.97
Mon	09/16/24	314.35750	1.55881	63	6.3380			-6.3380	6.48	x	x	42.9158	33.15
Tue	09/17/24	314.36967	1.55887	64	6.4388			-6.4388	6.42	x	x	43.0166	33.21
Wed	09/18/24	314.38183	1.55893	65	6.5397			-6.5397	6.36	x	x	43.1175	33.27
Thu	09/19/24	314.39400	1.55900	66	6.6406			-6.6406	6.29	x	x	43.2184	33.34
Fri	09/20/24	314.40617	1.55906	67	6.7415			-6.7415	6.23	x	x	43.3193	33.40
Mon	09/23/24	314.44267	1.55924	70	7.0441			-7.0441	6.05	x	x	43.6219	33.58
Tue	09/24/24	314.45483	1.55930	71	7.1450			-7.1450	5.99	x	x	43.7228	33.64
Wed	09/25/24	314.46700	1.55936	72	7.2459			-7.2459	5.93	x	x	43.8237	33.70
Thu	09/26/24	314.47917	1.55942	73	7.3469			-7.3469	5.87	x	x	43.9247	33.76
Fri	09/27/24	314.49133	1.55948	74	7.4478			-7.4478	5.81	x	x	44.0256	33.82
Mon	09/30/24	314.52783	1.55966	77	7.7506			-7.7506	5.63	x	x	44.3284	34.00
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	1.55972	78	7.8516			-7.8516	5.57	x	x	44.4294	34.06
Wed	10/02/24	314.54826	1.55976	79	7.9524			-7.9524	5.53	x	x	44.5302	34.10
Thu	10/03/24	314.55652	1.55980	80	8.0533			-8.0533	5.49	x	x	44.6311	34.14
Fri	10/04/24	314.56477	1.55984	81	8.1542			-8.1542	5.45	x	x	44.7320	34.18
Mon	10/07/24	314.58955	1.55996	84	8.4568			-8.4568	5.33	x	x	45.0346	34.30
Tue	10/08/24	314.59781	1.56001	85	8.5578			-8.5578	5.28	x	x	45.1356	34.35
Wed	10/09/24	314.60606	1.56005	86	8.6587			-8.6587	5.24	x	x	45.2365	34.39
Thu	10/10/24	314.61432	1.56009	87	8.7596			-8.7596	5.20	x	x	45.3374	34.43
Fri	10/11/24	314.62258	1.56013	88	8.8605			-8.8605	5.16	x	x	45.4383	34.47
Mon	10/14/24	314.64735	1.56025	91	9.1633			-9.1633	5.04	x	x	45.7411	34.59
Tue	10/15/24	314.65561	1.56029	92	9.2642			-9.2642	5.00	x	x	45.8420	34.63
Wed	10/16/24	314.66387	1.56033	93	9.3652			-9.3652	4.96	x	x	45.9430	34.67
Thu	10/17/24	314.67213	1.56037	94	9.4661			-9.4661	4.92	x	x	46.0439	34.71
Fri	10/18/24	314.68039	1.56042	95	9.5671			-9.5671	4.87	x	x	46.1449	34.76
Mon	10/21/24	314.70516	1.56054	98	9.8700			-9.8700	4.75	x	x	46.4478	34.88
Tue	10/22/24	314.71342	1.56058	99	9.9710			-9.9710	4.71	x	x	46.5488	34.92
Wed	10/23/24	314.72168	1.56062	100	10.0719			-10.0719	4.67	x	x	46.6497	34.96
Thu	10/24/24	314.72994	1.56066	101	10.1729			-10.1729	4.63	x	x	46.7507	35.00
Fri	10/25/24	314.73819	1.56070	102	10.2739			-10.2739	4.59	x	x	46.8517	35.04
Mon	10/28/24	314.76297	1.56082	105	10.5769			-10.5769	4.47	x	x	47.1547	35.16
Tue	10/29/24	314.77123	1.56087	106	10.6780			-10.6780	4.42	x	x	47.2558	35.21
Wed	10/30/24	314.77948	1.56091	107	10.7790			-10.7790	4.38	x	x	47.3568	35.25
Thu	10/31/24	314.78774	1.56095	108	10.8800			-10.8800	4.34	x	x	47.4578	35.29
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	1.56099	109	10.9810			-10.9810	4.30	x	x	47.5588	35.33
Mon	11/04/24	314.84650	1.56124	112	11.2851			-11.2851	4.05	x	x	47.8629	35.58
Tue	11/05/24	314.86333	1.56132	113	11.3864			-11.3864	3.97	x	x	47.9642	35.66
Wed	11/06/24	314.88017	1.56141	114	11.4878			-11.4878	3.88	x	x	48.0656	35.75
Thu	11/07/24	314.89700	1.56149	115	11.5892			-11.5892	3.80	x	x	48.1670	35.83
Fri	11/08/24	314.91383	1.56157	116	11.6906			-11.6906	3.72	x	x	48.2684	35.91
Mon	11/11/24	314.96433	1.56182	119	11.9948			-11.9948	3.47	x	x	48.5726	36.16
Tue	11/12/24	314.98117	1.56191	120	12.0963			-12.0963	3.38	x	x	48.6741	36.25
Wed	11/13/24	314.99800	1.56199	121	12.1977			-12.1977	3.30	x	x	48.7755	36.33
Thu	11/14/24	315.01483	1.56207	122	12.2992			-12.2992	3.22	x	x	48.8770	36.41
Fri	11/15/24	315.03167	1.56216	123	12.4007			-12.4007	3.13	x	x	48.9785	36.50
Mon	11/18/24	315.08217	1.56241	126	12.7052			-12.7052	2.88	x	x	49.2830	36.75
Tue	11/19/24	315.09900	1.56249	127	12.8067			-12.8067	2.80	x	x	49.3845	36.83
Wed	11/20/24	315.11583	1.56257	128	12.9082			-12.9082	2.72	x	x	49.4860	36.91
Thu	11/21/24	315.13267	1.56266	129	13.0098			-13.0098	2.63	x	x	49.5876	37.00
Fri	11/22/24	315.14950	1.56274	130	13.1113			-13.1113	2.55	x	x	49.6891	37.08
Mon	11/25/24	315.20000	1.56299	133	13.4160			-13.4160	2.30	x	x	49.9938	37.33
Tue	11/26/24	315.21683	1.56308	134	13.5177			-13.5177	2.21	x	x	50.0955	37.42
Wed	11/27/24	315.23367	1.56316	135	13.6192			-13.6192	2.13	x	x	50.1970	37.50
Thu	11/28/24	315.25050	1.56324	136	13.7208			-13.7208	2.05	x	x	50.2986	37.58
Fri	11/29/24	315.26733	1.56333	137	13.8225			-13.8225	1.96	x	x	50.4003	37.67
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	1.56355	140	14.1272			-14.1272	1.74	x	x	50.7050	37.89
Tue	12/03/24	315.32442	1.56361	141	14.2286			-14.2286	1.68	x	x	50.8064	37.95
Wed	12/04/24	315.33613	1.56367	142	14.3301			-14.3301	1.62	x	x	50.9079	38.01
Thu	12/05/24	315.34784	1.56372	143	14.4315			-14.4315	1.57	x	x	51.0093	38.06
Fri	12/06/24	315.35955	1.56378	144	14.5330			-14.5330	1.51	x	x	51.1108	38.12
Mon	12/09/24	315.39468	1.56396	147	14.8374			-14.8374	1.33	x	x	51.4152	38.30
Tue	12/10/24	315.40639	1.56402	148	14.9389			-14.9389	1.27	x	x	51.5167	38.36
Wed	12/11/24	315.41810	1.56407	149	15.0404			-15.0404	1.22	x	x	51.6182	38.41
Thu	12/12/24	315.42981	1.56413	150	15.1419			-15.1419	1.16	x	x	51.7197	38.47
Fri	12/13/24	315.44152	1.56419	151	15.2434			-15.2434	1.10	x	x	51.8212	38.53
Mon	12/16/24	315.47665	1.56436	154	15.5480			-15.5480	0.93	x	x	52.1258	38.70
Tue	12/17/24	315.48835	1.56442	155	15.6495			-15.6495	0.87	x	x	52.2273	38.76
Wed	12/18/24	315.50006	1.56448	156	15.7511			-15.7511	0.81	x	x	52.3289	38.82
Thu	12/19/24	315.51177	1.56454	157	15.8527			-15.8527	0.75	x	x	52.4305	38.88
Fri	12/20/24	315.52348	1.56460	158	15.9542			-15.9542	0.69	x	x	52.5320	38.94
Mon	12/23/24	315.55861	1.56477	161	16.2589			-16.2589	0.52	x	x	52.8367	39.11
Tue	12/24/24	315.57032	1.56483	162	16.3606			-16.3606	0.46	x	x	52.9384	39.17
Wed	12/25/24	315.58203	1.56489	163	16.4622			-16.4622	0.40	x	x	53.0400	39.23
Thu	12/26/24	315.59374	1.56494	164	16.5637			-16.5637	0.35	x	x	53.1415	39.28
Fri	12/27/24	315.60545	1.56500	165	16.6653			-16.6653	0.29	x	x	53.2431	39.34
Mon	12/30/24	315.64058	1.56518	168	16.9703			-16.9703	0.11	x	x	53.5481	39.52
Tue	12/31/24	315.65229	1.56523	169	17.0719			-17.0719	0.06	x	x	53.6497	39.57
Wed	01/01/25	315.66400	1.56529

Generated 12/11/24 08:49