0.375% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2025

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

CUSIP Number	912828XL9	Interest 01/15/24 (184 days)	$2.4304
Dated Date	July 15, 2015	Interest 07/15/24 (182 days)	$2.4810
Ref CPI on Dated Date	237.14365	Interest Total	$4.9114
Original Issue Date	July 31, 2015	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	1.29740	170	2.2475	x	x	2.6639	33.71			2.2475	0.00
Tue	01/02/24	307.65100	1.29732	171	2.2606	x	x	2.6508	33.79			2.2606	-0.08
Wed	01/03/24	307.63100	1.29723	172	2.2737	x	x	2.6377	33.88			2.2737	-0.17
Thu	01/04/24	307.61100	1.29715	173	2.2868	x	x	2.6246	33.96			2.2868	-0.25
Fri	01/05/24	307.59100	1.29707	174	2.2998	x	x	2.6116	34.04			2.2998	-0.33
Mon	01/08/24	307.53100	1.29681	177	2.3390	x	x	2.5724	34.30			2.3390	-0.59
Tue	01/09/24	307.51100	1.29673	178	2.3521	x	x	2.5593	34.38			2.3521	-0.67
Wed	01/10/24	307.49100	1.29664	179	2.3651	x	x	2.5463	34.47			2.3651	-0.76
Thu	01/11/24	307.47100	1.29656	180	2.3782	x	x	2.5332	34.55			2.3782	-0.84
Fri	01/12/24	307.45100	1.29648	181	2.3913	x	x	2.5201	34.63			2.3913	-0.92
Mon	01/15/24	307.39100	1.29622	0	0.0000		x	2.4810	34.89	x		2.4304	-1.18
Tue	01/16/24	307.37100	1.29614	1	0.0134		x	2.4676	34.97	x		2.4438	-1.26
Wed	01/17/24	307.35100	1.29605	2	0.0267		x	2.4543	35.06	x		2.4571	-1.35
Thu	01/18/24	307.33100	1.29597	3	0.0401		x	2.4409	35.14	x		2.4705	-1.43
Fri	01/19/24	307.31100	1.29589	4	0.0534		x	2.4276	35.22	x		2.4838	-1.51
Mon	01/22/24	307.25100	1.29563	7	0.0934		x	2.3876	35.48	x		2.5238	-1.77
Tue	01/23/24	307.23100	1.29555	8	0.1068		x	2.3742	35.56	x		2.5372	-1.85
Wed	01/24/24	307.21100	1.29546	9	0.1201		x	2.3609	35.65	x		2.5505	-1.94
Thu	01/25/24	307.19100	1.29538	10	0.1335		x	2.3475	35.73	x		2.5639	-2.02
Fri	01/26/24	307.17100	1.29530	11	0.1468		x	2.3342	35.81	x		2.5772	-2.10
Mon	01/29/24	307.11100	1.29504	14	0.1868		x	2.2942	36.07	x		2.6172	-2.36
Tue	01/30/24	307.09100	1.29496	15	0.2001		x	2.2809	36.15	x		2.6305	-2.44
Wed	01/31/24	307.07100	1.29487	16	0.2134		x	2.2676	36.24	x		2.6438	-2.53
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Thu	02/01/24	307.05100	1.29479	17	0.2268		x	2.2542	36.32	x		2.6572	-2.61
Fri	02/02/24	307.04048	1.29474	18	0.2401		x	2.2409	36.37	x		2.6705	-2.66
Mon	02/05/24	307.00893	1.29461	21	0.2801		x	2.2009	36.50	x		2.7105	-2.79
Tue	02/06/24	306.99841	1.29457	22	0.2934		x	2.1876	36.54	x		2.7238	-2.83
Wed	02/07/24	306.98790	1.29452	23	0.3067		x	2.1743	36.59	x		2.7371	-2.88
Thu	02/08/24	306.97738	1.29448	24	0.3201		x	2.1609	36.63	x		2.7505	-2.92
Fri	02/09/24	306.96686	1.29443	25	0.3334		x	2.1476	36.68	x		2.7638	-2.97
Mon	02/12/24	306.93531	1.29430	28	0.3734		x	2.1076	36.81	x		2.8038	-3.10
Tue	02/13/24	306.92479	1.29426	29	0.3867		x	2.0943	36.85	x		2.8171	-3.14
Wed	02/14/24	306.91428	1.29421	30	0.4000		x	2.0810	36.90	x		2.8304	-3.19
Thu	02/15/24	306.90376	1.29417	31	0.4133		x	2.0677	36.94	x		2.8437	-3.23
Fri	02/16/24	306.89324	1.29412	32	0.4266		x	2.0544	36.99	x		2.8570	-3.28
Mon	02/19/24	306.86169	1.29399	35	0.4666		x	2.0144	37.12	x		2.8970	-3.41
Tue	02/20/24	306.85117	1.29395	36	0.4799		x	2.0011	37.16	x		2.9103	-3.45
Wed	02/21/24	306.84066	1.29390	37	0.4932		x	1.9878	37.21	x		2.9236	-3.50
Thu	02/22/24	306.83014	1.29386	38	0.5065		x	1.9745	37.25	x		2.9369	-3.54
Fri	02/23/24	306.81962	1.29381	39	0.5198		x	1.9612	37.30	x		2.9502	-3.59
Mon	02/26/24	306.78807	1.29368	42	0.5598		x	1.9212	37.43	x		2.9902	-3.72
Tue	02/27/24	306.77755	1.29364	43	0.5731		x	1.9079	37.47	x		3.0035	-3.76
Wed	02/28/24	306.76703	1.29359	44	0.5864		x	1.8946	37.52	x		3.0168	-3.81
Thu	02/29/24	306.75652	1.29355	45	0.5997		x	1.8813	37.56	x		3.0301	-3.85
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	1.29350	46	0.6130		x	1.8680	37.61	x		3.0434	-3.90
Mon	03/04/24	306.90771	1.29418	49	0.6533		x	1.8277	36.93	x		3.0837	-3.22
Tue	03/05/24	306.96161	1.29441	50	0.6668		x	1.8142	36.70	x		3.0972	-2.99
Wed	03/06/24	307.01552	1.29464	51	0.6802		x	1.8008	36.47	x		3.1106	-2.76
Thu	03/07/24	307.06942	1.29487	52	0.6937		x	1.7873	36.24	x		3.1241	-2.53
Fri	03/08/24	307.12332	1.29509	53	0.7071		x	1.7739	36.02	x		3.1375	-2.31
Mon	03/11/24	307.28503	1.29578	56	0.7476		x	1.7334	35.33	x		3.1780	-1.62
Tue	03/12/24	307.33894	1.29600	57	0.7610		x	1.7200	35.11	x		3.1914	-1.40
Wed	03/13/24	307.39284	1.29623	58	0.7745		x	1.7065	34.88	x		3.2049	-1.17
Thu	03/14/24	307.44674	1.29646	59	0.7880		x	1.6930	34.65	x		3.2184	-0.94
Fri	03/15/24	307.50065	1.29669	60	0.8015		x	1.6795	34.42	x		3.2319	-0.71
Mon	03/18/24	307.66235	1.29737	63	0.8420		x	1.6390	33.74	x		3.2724	-0.03
Tue	03/19/24	307.71626	1.29759	64	0.8556		x	1.6254	33.52	x		3.2860	0.19
Wed	03/20/24	307.77016	1.29782	65	0.8691		x	1.6119	33.29	x		3.2995	0.42
Thu	03/21/24	307.82406	1.29805	66	0.8826		x	1.5984	33.06	x		3.3130	0.65
Fri	03/22/24	307.87797	1.29828	67	0.8961		x	1.5849	32.83	x		3.3265	0.88
Mon	03/25/24	308.03968	1.29896	70	0.9368		x	1.5442	32.15	x		3.3672	1.56
Tue	03/26/24	308.09358	1.29919	71	0.9503		x	1.5307	31.92	x		3.3807	1.79
Wed	03/27/24	308.14748	1.29941	72	0.9638		x	1.5172	31.70	x		3.3942	2.01
Thu	03/28/24	308.20139	1.29964	73	0.9774		x	1.5036	31.47	x		3.4078	2.24
Fri	03/29/24	308.25529	1.29987	74	0.9910		x	1.4900	31.24	x		3.4214	2.47
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	04/01/24	308.41700	1.30055	77	1.0317		x	1.4493	30.56	x		3.4621	3.15
Tue	04/02/24	308.48063	1.30082	78	1.0453		x	1.4357	30.29	x		3.4757	3.42
Wed	04/03/24	308.54427	1.30109	79	1.0589		x	1.4221	30.02	x		3.4893	3.69
Thu	04/04/24	308.60790	1.30135	80	1.0725		x	1.4085	29.76	x		3.5029	3.95
Fri	04/05/24	308.67153	1.30162	81	1.0862		x	1.3948	29.49	x		3.5166	4.22
Mon	04/08/24	308.86243	1.30243	84	1.1271		x	1.3539	28.68	x		3.5575	5.03
Tue	04/09/24	308.92607	1.30270	85	1.1408		x	1.3402	28.41	x		3.5712	5.30
Wed	04/10/24	308.98970	1.30296	86	1.1544		x	1.3266	28.15	x		3.5848	5.56
Thu	04/11/24	309.05333	1.30323	87	1.1681		x	1.3129	27.88	x		3.5985	5.83
Fri	04/12/24	309.11697	1.30350	88	1.1817		x	1.2993	27.61	x		3.6121	6.10
Mon	04/15/24	309.30787	1.30431	91	1.2228		x	1.2582	26.80	x		3.6532	6.91
Tue	04/16/24	309.37150	1.30457	92	1.2365		x	1.2445	26.54	x		3.6669	7.17
Wed	04/17/24	309.43513	1.30484	93	1.2502		x	1.2308	26.27	x		3.6806	7.44
Thu	04/18/24	309.49877	1.30511	94	1.2639		x	1.2171	26.00	x		3.6943	7.71
Fri	04/19/24	309.56240	1.30538	95	1.2776		x	1.2034	25.73	x		3.7080	7.98
Mon	04/22/24	309.75330	1.30618	98	1.3187		x	1.1623	24.93	x		3.7491	8.78
Tue	04/23/24	309.81693	1.30645	99	1.3325		x	1.1485	24.66	x		3.7629	9.05
Wed	04/24/24	309.88057	1.30672	100	1.3462		x	1.1348	24.39	x		3.7766	9.32
Thu	04/25/24	309.94420	1.30699	101	1.3600		x	1.1210	24.12	x		3.7904	9.59
Fri	04/26/24	310.00783	1.30726	102	1.3737		x	1.1073	23.85	x		3.8041	9.86
Mon	04/29/24	310.19873	1.30806	105	1.4150		x	1.0660	23.05	x		3.8454	10.66
Tue	04/30/24	310.26237	1.30833	106	1.4287		x	1.0523	22.78	x		3.8591	10.93
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	1.30860	107	1.4425		x	1.0385	22.51	x		3.8729	11.20
Thu	05/02/24	310.39071	1.30887	108	1.4563		x	1.0247	22.24	x		3.8867	11.47
Fri	05/03/24	310.45542	1.30914	109	1.4701		x	1.0109	21.97	x		3.9005	11.74
Mon	05/06/24	310.64955	1.30996	112	1.5115		x	0.9695	21.15	x		3.9419	12.56
Tue	05/07/24	310.71426	1.31024	113	1.5253		x	0.9557	20.87	x		3.9557	12.84
Wed	05/08/24	310.77897	1.31051	114	1.5391		x	0.9419	20.60	x		3.9695	13.11
Thu	05/09/24	310.84368	1.31078	115	1.5530		x	0.9280	20.33	x		3.9834	13.38
Fri	05/10/24	310.90839	1.31106	116	1.5668		x	0.9142	20.05	x		3.9972	13.66
Mon	05/13/24	311.10252	1.31187	119	1.6083		x	0.8727	19.24	x		4.0387	14.47
Tue	05/14/24	311.16723	1.31215	120	1.6222		x	0.8588	18.96	x		4.0526	14.75
Wed	05/15/24	311.23194	1.31242	121	1.6360		x	0.8450	18.69	x		4.0664	15.02
Thu	05/16/24	311.29665	1.31269	122	1.6499		x	0.8311	18.42	x		4.0803	15.29
Fri	05/17/24	311.36135	1.31297	123	1.6638		x	0.8172	18.14	x		4.0942	15.57
Mon	05/20/24	311.55548	1.31378	126	1.7054		x	0.7756	17.33	x		4.1358	16.38
Tue	05/21/24	311.62019	1.31406	127	1.7193		x	0.7617	17.05	x		4.1497	16.66
Wed	05/22/24	311.68490	1.31433	128	1.7332		x	0.7478	16.78	x		4.1636	16.93
Thu	05/23/24	311.74961	1.31460	129	1.7471		x	0.7339	16.51	x		4.1775	17.20
Fri	05/24/24	311.81432	1.31488	130	1.7610		x	0.7200	16.23	x		4.1914	17.48
Mon	05/27/24	312.00845	1.31569	133	1.8027		x	0.6783	15.42	x		4.2331	18.29
Tue	05/28/24	312.07316	1.31597	134	1.8167		x	0.6643	15.14	x		4.2471	18.57
Wed	05/29/24	312.13787	1.31624	135	1.8306		x	0.6504	14.87	x		4.2610	18.84
Thu	05/30/24	312.20258	1.31651	136	1.8446		x	0.6364	14.60	x		4.2750	19.11
Fri	05/31/24	312.26729	1.31679	137	1.8585		x	0.6225	14.32	x		4.2889	19.39
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	1.31740	140	1.9001		x	0.5809	13.71	x		4.3305	20.00
Tue	06/04/24	312.45360	1.31757	141	1.9139		x	0.5671	13.54	x		4.3443	20.17
Wed	06/05/24	312.49413	1.31774	142	1.9277		x	0.5533	13.37	x		4.3581	20.34
Thu	06/06/24	312.53467	1.31791	143	1.9416		x	0.5394	13.20	x		4.3720	20.51
Fri	06/07/24	312.57520	1.31808	144	1.9554		x	0.5256	13.03	x		4.3858	20.68
Mon	06/10/24	312.69680	1.31860	147	1.9969		x	0.4841	12.51	x		4.4273	21.20
Tue	06/11/24	312.73733	1.31877	148	2.0108		x	0.4702	12.34	x		4.4412	21.37
Wed	06/12/24	312.77787	1.31894	149	2.0246		x	0.4564	12.17	x		4.4550	21.54
Thu	06/13/24	312.81840	1.31911	150	2.0385		x	0.4425	12.00	x		4.4689	21.71
Fri	06/14/24	312.85893	1.31928	151	2.0523		x	0.4287	11.83	x		4.4827	21.88
Mon	06/17/24	312.98053	1.31979	154	2.0939		x	0.3871	11.32	x		4.5243	22.39
Tue	06/18/24	313.02107	1.31996	155	2.1078		x	0.3732	11.15	x		4.5382	22.56
Wed	06/19/24	313.06160	1.32013	156	2.1216		x	0.3594	10.98	x		4.5520	22.73
Thu	06/20/24	313.10213	1.32031	157	2.1355		x	0.3455	10.80	x		4.5659	22.91
Fri	06/21/24	313.14267	1.32048	158	2.1494		x	0.3316	10.63	x		4.5798	23.08
Mon	06/24/24	313.26427	1.32099	161	2.1911		x	0.2899	10.12	x		4.6215	23.59
Tue	06/25/24	313.30480	1.32116	162	2.2050		x	0.2760	9.95	x		4.6354	23.76
Wed	06/26/24	313.34533	1.32133	163	2.2189		x	0.2621	9.78	x		4.6493	23.93
Thu	06/27/24	313.38587	1.32150	164	2.2328		x	0.2482	9.61	x		4.6632	24.10
Fri	06/28/24	313.42640	1.32167	165	2.2467		x	0.2343	9.44	x		4.6771	24.27
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	07/01/24	313.54800	1.32219	168	2.2884		x	0.1926	8.92	x		4.7188	24.79
Tue	07/02/24	313.56481	1.32226	169	2.3021		x	0.1789	8.85	x		4.7325	24.86
Wed	07/03/24	313.58161	1.32233	170	2.3159		x	0.1651	8.78	x		4.7463	24.93
Thu	07/04/24	313.59842	1.32240	171	2.3296		x	0.1514	8.71	x		4.7600	25.00
Fri	07/05/24	313.61523	1.32247	172	2.3434		x	0.1376	8.64	x		4.7738	25.07
Mon	07/08/24	313.66565	1.32268	175	2.3846		x	0.0964	8.43	x		4.8150	25.28
Tue	07/09/24	313.68245	1.32275	176	2.3984		x	0.0826	8.36	x		4.8288	25.35
Wed	07/10/24	313.69926	1.32282	177	2.4121		x	0.0689	8.29	x		4.8425	25.42
Thu	07/11/24	313.71606	1.32289	178	2.4259		x	0.0551	8.22	x		4.8563	25.49
Fri	07/12/24	313.73287	1.32297	179	2.4397		x	0.0413	8.14	x		4.8701	25.57
Mon	07/15/24	313.78329	1.32318	0	0.0000			0.0000	7.93	x	x	4.9114	25.78
Tue	07/16/24	313.80010	1.32325	1	0.0135			-0.0135	7.86	x	x	4.9249	25.85
Wed	07/17/24	313.81690	1.32332	2	0.0270			-0.0270	7.79	x	x	4.9384	25.92
Thu	07/18/24	313.83371	1.32339	3	0.0405			-0.0405	7.72	x	x	4.9519	25.99
Fri	07/19/24	313.85052	1.32346	4	0.0539			-0.0539	7.65	x	x	4.9653	26.06
Mon	07/22/24	313.90094	1.32367	7	0.0944			-0.0944	7.44	x	x	5.0058	26.27
Tue	07/23/24	313.91774	1.32375	8	0.1079			-0.1079	7.36	x	x	5.0193	26.35
Wed	07/24/24	313.93455	1.32382	9	0.1214			-0.1214	7.29	x	x	5.0328	26.42
Thu	07/25/24	313.95135	1.32389	10	0.1349			-0.1349	7.22	x	x	5.0463	26.49
Fri	07/26/24	313.96816	1.32396	11	0.1484			-0.1484	7.15	x	x	5.0598	26.56
Mon	07/29/24	314.01858	1.32417	14	0.1889			-0.1889	6.94	x	x	5.1003	26.77
Tue	07/30/24	314.03539	1.32424	15	0.2024			-0.2024	6.87	x	x	5.1138	26.84
Wed	07/31/24	314.05219	1.32431	16	0.2159			-0.2159	6.80	x	x	5.1273	26.91
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	1.32438	17	0.2294			-0.2294	6.73	x	x	5.1408	26.98
Fri	08/02/24	314.07242	1.32440	18	0.2429			-0.2429	6.71	x	x	5.1543	27.00
Mon	08/05/24	314.08268	1.32444	21	0.2834			-0.2834	6.67	x	x	5.1948	27.04
Tue	08/06/24	314.08610	1.32446	22	0.2969			-0.2969	6.65	x	x	5.2083	27.06
Wed	08/07/24	314.08952	1.32447	23	0.3104			-0.3104	6.64	x	x	5.2218	27.07
Thu	08/08/24	314.09294	1.32448	24	0.3239			-0.3239	6.63	x	x	5.2353	27.08
Fri	08/09/24	314.09635	1.32450	25	0.3374			-0.3374	6.61	x	x	5.2488	27.10
Mon	08/12/24	314.10661	1.32454	28	0.3779			-0.3779	6.57	x	x	5.2893	27.14
Tue	08/13/24	314.11003	1.32456	29	0.3914			-0.3914	6.55	x	x	5.3028	27.16
Wed	08/14/24	314.11345	1.32457	30	0.4049			-0.4049	6.54	x	x	5.3163	27.17
Thu	08/15/24	314.11687	1.32458	31	0.4184			-0.4184	6.53	x	x	5.3298	27.18
Fri	08/16/24	314.12029	1.32460	32	0.4319			-0.4319	6.51	x	x	5.3433	27.20
Mon	08/19/24	314.13055	1.32464	35	0.4724			-0.4724	6.47	x	x	5.3838	27.24
Tue	08/20/24	314.13397	1.32466	36	0.4859			-0.4859	6.45	x	x	5.3973	27.26
Wed	08/21/24	314.13739	1.32467	37	0.4995			-0.4995	6.44	x	x	5.4109	27.27
Thu	08/22/24	314.14081	1.32469	38	0.5130			-0.5130	6.42	x	x	5.4244	27.29
Fri	08/23/24	314.14423	1.32470	39	0.5265			-0.5265	6.41	x	x	5.4379	27.30
Mon	08/26/24	314.15448	1.32474	42	0.5670			-0.5670	6.37	x	x	5.4784	27.34
Tue	08/27/24	314.15790	1.32476	43	0.5805			-0.5805	6.35	x	x	5.4919	27.36
Wed	08/28/24	314.16132	1.32477	44	0.5940			-0.5940	6.34	x	x	5.5054	27.37
Thu	08/29/24	314.16474	1.32479	45	0.6075			-0.6075	6.32	x	x	5.5189	27.39
Fri	08/30/24	314.16816	1.32480	46	0.6210			-0.6210	6.31	x	x	5.5324	27.40
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	1.32488	49	0.6615			-0.6615	6.23	x	x	5.5729	27.48
Tue	09/03/24	314.19933	1.32493	50	0.6751			-0.6751	6.18	x	x	5.5865	27.53
Wed	09/04/24	314.21150	1.32498	51	0.6886			-0.6886	6.13	x	x	5.6000	27.58
Thu	09/05/24	314.22367	1.32504	52	0.7021			-0.7021	6.07	x	x	5.6135	27.64
Fri	09/06/24	314.23583	1.32509	53	0.7157			-0.7157	6.02	x	x	5.6271	27.69
Mon	09/09/24	314.27233	1.32524	56	0.7563			-0.7563	5.87	x	x	5.6677	27.84
Tue	09/10/24	314.28450	1.32529	57	0.7698			-0.7698	5.82	x	x	5.6812	27.89
Wed	09/11/24	314.29667	1.32534	58	0.7833			-0.7833	5.77	x	x	5.6947	27.94
Thu	09/12/24	314.30883	1.32539	59	0.7969			-0.7969	5.72	x	x	5.7083	27.99
Fri	09/13/24	314.32100	1.32545	60	0.8104			-0.8104	5.66	x	x	5.7218	28.05
Mon	09/16/24	314.35750	1.32560	63	0.8510			-0.8510	5.51	x	x	5.7624	28.20
Tue	09/17/24	314.36967	1.32565	64	0.8646			-0.8646	5.46	x	x	5.7760	28.25
Wed	09/18/24	314.38183	1.32570	65	0.8781			-0.8781	5.41	x	x	5.7895	28.30
Thu	09/19/24	314.39400	1.32575	66	0.8916			-0.8916	5.36	x	x	5.8030	28.35
Fri	09/20/24	314.40617	1.32580	67	0.9052			-0.9052	5.31	x	x	5.8166	28.40
Mon	09/23/24	314.44267	1.32596	70	0.9458			-0.9458	5.15	x	x	5.8572	28.56
Tue	09/24/24	314.45483	1.32601	71	0.9594			-0.9594	5.10	x	x	5.8708	28.61
Wed	09/25/24	314.46700	1.32606	72	0.9729			-0.9729	5.05	x	x	5.8843	28.66
Thu	09/26/24	314.47917	1.32611	73	0.9865			-0.9865	5.00	x	x	5.8979	28.71
Fri	09/27/24	314.49133	1.32616	74	1.0000			-1.0000	4.95	x	x	5.9114	28.76
Mon	09/30/24	314.52783	1.32632	77	1.0407			-1.0407	4.79	x	x	5.9521	28.92
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	1.32637	78	1.0542			-1.0542	4.74	x	x	5.9656	28.97
Wed	10/02/24	314.54826	1.32640	79	1.0678			-1.0678	4.71	x	x	5.9792	29.00
Thu	10/03/24	314.55652	1.32644	80	1.0813			-1.0813	4.67	x	x	5.9927	29.04
Fri	10/04/24	314.56477	1.32647	81	1.0949			-1.0949	4.64	x	x	6.0063	29.07
Mon	10/07/24	314.58955	1.32658	84	1.1355			-1.1355	4.53	x	x	6.0469	29.18
Tue	10/08/24	314.59781	1.32661	85	1.1491			-1.1491	4.50	x	x	6.0605	29.21
Wed	10/09/24	314.60606	1.32665	86	1.1626			-1.1626	4.46	x	x	6.0740	29.25
Thu	10/10/24	314.61432	1.32668	87	1.1762			-1.1762	4.43	x	x	6.0876	29.28
Fri	10/11/24	314.62258	1.32672	88	1.1897			-1.1897	4.39	x	x	6.1011	29.32
Mon	10/14/24	314.64735	1.32682	91	1.2304			-1.2304	4.29	x	x	6.1418	29.42
Tue	10/15/24	314.65561	1.32686	92	1.2439			-1.2439	4.25	x	x	6.1553	29.46
Wed	10/16/24	314.66387	1.32689	93	1.2575			-1.2575	4.22	x	x	6.1689	29.49
Thu	10/17/24	314.67213	1.32693	94	1.2710			-1.2710	4.18	x	x	6.1824	29.53
Fri	10/18/24	314.68039	1.32696	95	1.2846			-1.2846	4.15	x	x	6.1960	29.56
Mon	10/21/24	314.70516	1.32707	98	1.3253			-1.3253	4.04	x	x	6.2367	29.67
Tue	10/22/24	314.71342	1.32710	99	1.3388			-1.3388	4.01	x	x	6.2502	29.70
Wed	10/23/24	314.72168	1.32714	100	1.3524			-1.3524	3.97	x	x	6.2638	29.74
Thu	10/24/24	314.72994	1.32717	101	1.3659			-1.3659	3.94	x	x	6.2773	29.77
Fri	10/25/24	314.73819	1.32720	102	1.3795			-1.3795	3.91	x	x	6.2909	29.80
Mon	10/28/24	314.76297	1.32731	105	1.4202			-1.4202	3.80	x	x	6.3316	29.91
Tue	10/29/24	314.77123	1.32734	106	1.4337			-1.4337	3.77	x	x	6.3451	29.94
Wed	10/30/24	314.77948	1.32738	107	1.4473			-1.4473	3.73	x	x	6.3587	29.98
Thu	10/31/24	314.78774	1.32741	108	1.4609			-1.4609	3.70	x	x	6.3723	30.01
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	1.32745	109	1.4744			-1.4744	3.66	x	x	6.3858	30.05
Mon	11/04/24	314.84650	1.32766	112	1.5153			-1.5153	3.45	x	x	6.4267	30.26
Tue	11/05/24	314.86333	1.32773	113	1.5289			-1.5289	3.38	x	x	6.4403	30.33
Wed	11/06/24	314.88017	1.32780	114	1.5425			-1.5425	3.31	x	x	6.4539	30.40
Thu	11/07/24	314.89700	1.32787	115	1.5561			-1.5561	3.24	x	x	6.4675	30.47
Fri	11/08/24	314.91383	1.32795	116	1.5697			-1.5697	3.16	x	x	6.4811	30.55
Mon	11/11/24	314.96433	1.32816	119	1.6106			-1.6106	2.95	x	x	6.5220	30.76
Tue	11/12/24	314.98117	1.32823	120	1.6242			-1.6242	2.88	x	x	6.5356	30.83
Wed	11/13/24	314.99800	1.32830	121	1.6378			-1.6378	2.81	x	x	6.5492	30.90
Thu	11/14/24	315.01483	1.32837	122	1.6514			-1.6514	2.74	x	x	6.5628	30.97
Fri	11/15/24	315.03167	1.32844	123	1.6651			-1.6651	2.67	x	x	6.5765	31.04
Mon	11/18/24	315.08217	1.32866	126	1.7060			-1.7060	2.45	x	x	6.6174	31.26
Tue	11/19/24	315.09900	1.32873	127	1.7196			-1.7196	2.38	x	x	6.6310	31.33
Wed	11/20/24	315.11583	1.32880	128	1.7332			-1.7332	2.31	x	x	6.6446	31.40
Thu	11/21/24	315.13267	1.32887	129	1.7469			-1.7469	2.24	x	x	6.6583	31.47
Fri	11/22/24	315.14950	1.32894	130	1.7605			-1.7605	2.17	x	x	6.6719	31.54
Mon	11/25/24	315.20000	1.32915	133	1.8014			-1.8014	1.96	x	x	6.7128	31.75
Tue	11/26/24	315.21683	1.32922	134	1.8150			-1.8150	1.89	x	x	6.7264	31.82
Wed	11/27/24	315.23367	1.32929	135	1.8287			-1.8287	1.82	x	x	6.7401	31.89
Thu	11/28/24	315.25050	1.32937	136	1.8423			-1.8423	1.74	x	x	6.7537	31.97
Fri	11/29/24	315.26733	1.32944	137	1.8560			-1.8560	1.67	x	x	6.7674	32.04
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	1.32963	140	1.8969			-1.8969	1.48	x	x	6.8083	32.23
Tue	12/03/24	315.32442	1.32968	141	1.9105			-1.9105	1.43	x	x	6.8219	32.28
Wed	12/04/24	315.33613	1.32973	142	1.9241			-1.9241	1.38	x	x	6.8355	32.33
Thu	12/05/24	315.34784	1.32978	143	1.9378			-1.9378	1.33	x	x	6.8492	32.38
Fri	12/06/24	315.35955	1.32982	144	1.9514			-1.9514	1.29	x	x	6.8628	32.42
Mon	12/09/24	315.39468	1.32997	147	1.9922			-1.9922	1.14	x	x	6.9036	32.57
Tue	12/10/24	315.40639	1.33002	148	2.0059			-2.0059	1.09	x	x	6.9173	32.62
Wed	12/11/24	315.41810	1.33007	149	2.0195			-2.0195	1.04	x	x	6.9309	32.67
Thu	12/12/24	315.42981	1.33012	150	2.0331			-2.0331	0.99	x	x	6.9445	32.72
Fri	12/13/24	315.44152	1.33017	151	2.0468			-2.0468	0.94	x	x	6.9582	32.77
Mon	12/16/24	315.47665	1.33032	154	2.0877			-2.0877	0.79	x	x	6.9991	32.92
Tue	12/17/24	315.48835	1.33037	155	2.1013			-2.1013	0.74	x	x	7.0127	32.97
Wed	12/18/24	315.50006	1.33042	156	2.1149			-2.1149	0.69	x	x	7.0263	33.02
Thu	12/19/24	315.51177	1.33047	157	2.1286			-2.1286	0.64	x	x	7.0400	33.07
Fri	12/20/24	315.52348	1.33052	158	2.1422			-2.1422	0.59	x	x	7.0536	33.12
Mon	12/23/24	315.55861	1.33066	161	2.1831			-2.1831	0.45	x	x	7.0945	33.26
Tue	12/24/24	315.57032	1.33071	162	2.1968			-2.1968	0.40	x	x	7.1082	33.31
Wed	12/25/24	315.58203	1.33076	163	2.2104			-2.2104	0.35	x	x	7.1218	33.36
Thu	12/26/24	315.59374	1.33081	164	2.2240			-2.2240	0.30	x	x	7.1354	33.41
Fri	12/27/24	315.60545	1.33086	165	2.2377			-2.2377	0.25	x	x	7.1491	33.46
Mon	12/30/24	315.64058	1.33101	168	2.2786			-2.2786	0.10	x	x	7.1900	33.61
Tue	12/31/24	315.65229	1.33106	169	2.2923			-2.2923	0.05	x	x	7.2037	33.66
Wed	01/01/25	315.66400	1.33111

Generated 12/11/24 08:49