0.875% 30-Year Treasury Inflation Protected Security (TIPS) due February 15, 2047

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

CUSIP Number	912810RW0	Interest 02/15/24 (184 days)	$5.5623
Dated Date	February 15, 2017	Interest 08/15/24 (182 days)	$5.6931
Ref CPI on Dated Date	241.39250	Interest Total	$11.2554
Original Issue Date	February 28, 2017	Interest 02/15/25 (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	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Mon	01/01/24	307.67100	1.27457	139	4.2125	x	x	7.0429	33.11			4.2125	0.00
Tue	01/02/24	307.65100	1.27448	140	4.2425	x	x	7.0129	33.20			4.2425	-0.09
Wed	01/03/24	307.63100	1.27440	141	4.2725	x	x	6.9829	33.28			4.2725	-0.17
Thu	01/04/24	307.61100	1.27432	142	4.3026	x	x	6.9528	33.36			4.3026	-0.25
Fri	01/05/24	307.59100	1.27424	143	4.3326	x	x	6.9228	33.44			4.3326	-0.33
Mon	01/08/24	307.53100	1.27399	146	4.4226	x	x	6.8328	33.69			4.4226	-0.58
Tue	01/09/24	307.51100	1.27390	147	4.4526	x	x	6.8028	33.78			4.4526	-0.67
Wed	01/10/24	307.49100	1.27382	148	4.4826	x	x	6.7728	33.86			4.4826	-0.75
Thu	01/11/24	307.47100	1.27374	149	4.5126	x	x	6.7428	33.94			4.5126	-0.83
Fri	01/12/24	307.45100	1.27366	150	4.5426	x	x	6.7128	34.02			4.5426	-0.91
Mon	01/15/24	307.39100	1.27341	153	4.6325	x	x	6.6229	34.27			4.6325	-1.16
Tue	01/16/24	307.37100	1.27332	154	4.6625	x	x	6.5929	34.36			4.6625	-1.25
Wed	01/17/24	307.35100	1.27324	155	4.6925	x	x	6.5629	34.44			4.6925	-1.33
Thu	01/18/24	307.33100	1.27316	156	4.7225	x	x	6.5329	34.52			4.7225	-1.41
Fri	01/19/24	307.31100	1.27308	157	4.7524	x	x	6.5030	34.60			4.7524	-1.49
Mon	01/22/24	307.25100	1.27283	160	4.8423	x	x	6.4131	34.85			4.8423	-1.74
Tue	01/23/24	307.23100	1.27274	161	4.8722	x	x	6.3832	34.94			4.8722	-1.83
Wed	01/24/24	307.21100	1.27266	162	4.9022	x	x	6.3532	35.02			4.9022	-1.91
Thu	01/25/24	307.19100	1.27258	163	4.9321	x	x	6.3233	35.10			4.9321	-1.99
Fri	01/26/24	307.17100	1.27250	164	4.9621	x	x	6.2933	35.18			4.9621	-2.07
Mon	01/29/24	307.11100	1.27225	167	5.0518	x	x	6.2036	35.43			5.0518	-2.32
Tue	01/30/24	307.09100	1.27216	168	5.0817	x	x	6.1737	35.52			5.0817	-2.41
Wed	01/31/24	307.07100	1.27208	169	5.1117	x	x	6.1437	35.60			5.1117	-2.49
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Thu	02/01/24	307.05100	1.27200	170	5.1416	x	x	6.1138	35.68			5.1416	-2.57
Fri	02/02/24	307.04048	1.27196	171	5.1717	x	x	6.0837	35.72			5.1717	-2.61
Mon	02/05/24	307.00893	1.27182	174	5.2618	x	x	5.9936	35.86			5.2618	-2.75
Tue	02/06/24	306.99841	1.27178	175	5.2919	x	x	5.9635	35.90			5.2919	-2.79
Wed	02/07/24	306.98790	1.27174	176	5.3220	x	x	5.9334	35.94			5.3220	-2.83
Thu	02/08/24	306.97738	1.27169	177	5.3520	x	x	5.9034	35.99			5.3520	-2.88
Fri	02/09/24	306.96686	1.27165	178	5.3821	x	x	5.8733	36.03			5.3821	-2.92
Mon	02/12/24	306.93531	1.27152	181	5.4722	x	x	5.7832	36.16			5.4722	-3.05
Tue	02/13/24	306.92479	1.27148	182	5.5023	x	x	5.7531	36.20			5.5023	-3.09
Wed	02/14/24	306.91428	1.27143	183	5.5323	x	x	5.7231	36.25			5.5323	-3.14
Thu	02/15/24	306.90376	1.27139	0	0.0000		x	5.6931	36.29	x		5.5623	-3.18
Fri	02/16/24	306.89324	1.27135	1	0.0306		x	5.6625	36.33	x		5.5929	-3.22
Mon	02/19/24	306.86169	1.27121	4	0.1222		x	5.5709	36.47	x		5.6845	-3.36
Tue	02/20/24	306.85117	1.27117	5	0.1528		x	5.5403	36.51	x		5.7151	-3.40
Wed	02/21/24	306.84066	1.27113	6	0.1833		x	5.5098	36.55	x		5.7456	-3.44
Thu	02/22/24	306.83014	1.27108	7	0.2139		x	5.4792	36.60	x		5.7762	-3.49
Fri	02/23/24	306.81962	1.27104	8	0.2444		x	5.4487	36.64	x		5.8067	-3.53
Mon	02/26/24	306.78807	1.27091	11	0.3361		x	5.3570	36.77	x		5.8984	-3.66
Tue	02/27/24	306.77755	1.27087	12	0.3666		x	5.3265	36.81	x		5.9289	-3.70
Wed	02/28/24	306.76703	1.27082	13	0.3971		x	5.2960	36.86	x		5.9594	-3.75
Thu	02/29/24	306.75652	1.27078	14	0.4277		x	5.2654	36.90	x		5.9900	-3.79
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Fri	03/01/24	306.74600	1.27074	15	0.4582		x	5.2349	36.94	x		6.0205	-3.83
Mon	03/04/24	306.90771	1.27141	18	0.5501		x	5.1430	36.27	x		6.1124	-3.16
Tue	03/05/24	306.96161	1.27163	19	0.5808		x	5.1123	36.05	x		6.1431	-2.94
Wed	03/06/24	307.01552	1.27185	20	0.6115		x	5.0816	35.83	x		6.1738	-2.72
Thu	03/07/24	307.06942	1.27208	21	0.6422		x	5.0509	35.60	x		6.2045	-2.49
Fri	03/08/24	307.12332	1.27230	22	0.6729		x	5.0202	35.38	x		6.2352	-2.27
Mon	03/11/24	307.28503	1.27297	25	0.7650		x	4.9281	34.71	x		6.3273	-1.60
Tue	03/12/24	307.33894	1.27319	26	0.7957		x	4.8974	34.49	x		6.3580	-1.38
Wed	03/13/24	307.39284	1.27342	27	0.8265		x	4.8666	34.26	x		6.3888	-1.15
Thu	03/14/24	307.44674	1.27364	28	0.8573		x	4.8358	34.04	x		6.4196	-0.93
Fri	03/15/24	307.50065	1.27386	29	0.8880		x	4.8051	33.82	x		6.4503	-0.71
Mon	03/18/24	307.66235	1.27453	32	0.9804		x	4.7127	33.15	x		6.5427	-0.04
Tue	03/19/24	307.71626	1.27475	33	1.0112		x	4.6819	32.93	x		6.5735	0.18
Wed	03/20/24	307.77016	1.27498	34	1.0421		x	4.6510	32.70	x		6.6044	0.41
Thu	03/21/24	307.82406	1.27520	35	1.0729		x	4.6202	32.48	x		6.6352	0.63
Fri	03/22/24	307.87797	1.27542	36	1.1037		x	4.5894	32.26	x		6.6660	0.85
Mon	03/25/24	308.03968	1.27609	39	1.1963		x	4.4968	31.59	x		6.7586	1.52
Tue	03/26/24	308.09358	1.27632	40	1.2272		x	4.4659	31.36	x		6.7895	1.75
Wed	03/27/24	308.14748	1.27654	41	1.2581		x	4.4350	31.14	x		6.8204	1.97
Thu	03/28/24	308.20139	1.27676	42	1.2890		x	4.4041	30.92	x		6.8513	2.19
Fri	03/29/24	308.25529	1.27699	43	1.3200		x	4.3731	30.69	x		6.8823	2.42
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Mon	04/01/24	308.41700	1.27766	46	1.4128		x	4.2803	30.02	x		6.9751	3.09
Tue	04/02/24	308.48063	1.27792	47	1.4438		x	4.2493	29.76	x		7.0061	3.35
Wed	04/03/24	308.54427	1.27818	48	1.4748		x	4.2183	29.50	x		7.0371	3.61
Thu	04/04/24	308.60790	1.27845	49	1.5059		x	4.1872	29.23	x		7.0682	3.88
Fri	04/05/24	308.67153	1.27871	50	1.5369		x	4.1562	28.97	x		7.0992	4.14
Mon	04/08/24	308.86243	1.27950	53	1.6301		x	4.0630	28.18	x		7.1924	4.93
Tue	04/09/24	308.92607	1.27977	54	1.6612		x	4.0319	27.91	x		7.2235	5.20
Wed	04/10/24	308.98970	1.28003	55	1.6923		x	4.0008	27.65	x		7.2546	5.46
Thu	04/11/24	309.05333	1.28029	56	1.7235		x	3.9696	27.39	x		7.2858	5.72
Fri	04/12/24	309.11697	1.28056	57	1.7546		x	3.9385	27.12	x		7.3169	5.99
Mon	04/15/24	309.30787	1.28135	60	1.8481		x	3.8450	26.33	x		7.4104	6.78
Tue	04/16/24	309.37150	1.28161	61	1.8793		x	3.8138	26.07	x		7.4416	7.04
Wed	04/17/24	309.43513	1.28188	62	1.9105		x	3.7826	25.80	x		7.4728	7.31
Thu	04/18/24	309.49877	1.28214	63	1.9417		x	3.7514	25.54	x		7.5040	7.57
Fri	04/19/24	309.56240	1.28240	64	1.9729		x	3.7202	25.28	x		7.5352	7.83
Mon	04/22/24	309.75330	1.28319	67	2.0667		x	3.6264	24.49	x		7.6290	8.62
Tue	04/23/24	309.81693	1.28346	68	2.0980		x	3.5951	24.22	x		7.6603	8.89
Wed	04/24/24	309.88057	1.28372	69	2.1292		x	3.5639	23.96	x		7.6915	9.15
Thu	04/25/24	309.94420	1.28398	70	2.1605		x	3.5326	23.70	x		7.7228	9.41
Fri	04/26/24	310.00783	1.28425	71	2.1919		x	3.5012	23.43	x		7.7542	9.68
Mon	04/29/24	310.19873	1.28504	74	2.2859		x	3.4072	22.64	x		7.8482	10.47
Tue	04/30/24	310.26237	1.28530	75	2.3172		x	3.3759	22.38	x		7.8795	10.73
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Wed	05/01/24	310.32600	1.28557	76	2.3486		x	3.3445	22.11	x		7.9109	11.00
Thu	05/02/24	310.39071	1.28583	77	2.3800		x	3.3131	21.85	x		7.9423	11.26
Fri	05/03/24	310.45542	1.28610	78	2.4114		x	3.2817	21.58	x		7.9737	11.53
Mon	05/06/24	310.64955	1.28691	81	2.5058		x	3.1873	20.77	x		8.0681	12.34
Tue	05/07/24	310.71426	1.28717	82	2.5372		x	3.1559	20.51	x		8.0995	12.60
Wed	05/08/24	310.77897	1.28744	83	2.5687		x	3.1244	20.24	x		8.1310	12.87
Thu	05/09/24	310.84368	1.28771	84	2.6002		x	3.0929	19.97	x		8.1625	13.14
Fri	05/10/24	310.90839	1.28798	85	2.6317		x	3.0614	19.70	x		8.1940	13.41
Mon	05/13/24	311.10252	1.28878	88	2.7263		x	2.9668	18.90	x		8.2886	14.21
Tue	05/14/24	311.16723	1.28905	89	2.7578		x	2.9353	18.63	x		8.3201	14.48
Wed	05/15/24	311.23194	1.28932	90	2.7894		x	2.9037	18.36	x		8.3517	14.75
Thu	05/16/24	311.29665	1.28959	91	2.8210		x	2.8721	18.09	x		8.3833	15.02
Fri	05/17/24	311.36135	1.28986	92	2.8526		x	2.8405	17.82	x		8.4149	15.29
Mon	05/20/24	311.55548	1.29066	95	2.9474		x	2.7457	17.02	x		8.5097	16.09
Tue	05/21/24	311.62019	1.29093	96	2.9791		x	2.7140	16.75	x		8.5414	16.36
Wed	05/22/24	311.68490	1.29120	97	3.0107		x	2.6824	16.48	x		8.5730	16.63
Thu	05/23/24	311.74961	1.29146	98	3.0424		x	2.6507	16.22	x		8.6047	16.89
Fri	05/24/24	311.81432	1.29173	99	3.0741		x	2.6190	15.95	x		8.6364	17.16
Mon	05/27/24	312.00845	1.29254	102	3.1692		x	2.5239	15.14	x		8.7315	17.97
Tue	05/28/24	312.07316	1.29280	103	3.2009		x	2.4922	14.88	x		8.7632	18.23
Wed	05/29/24	312.13787	1.29307	104	3.2327		x	2.4604	14.61	x		8.7950	18.50
Thu	05/30/24	312.20258	1.29334	105	3.2644		x	2.4287	14.34	x		8.8267	18.77
Fri	05/31/24	312.26729	1.29361	106	3.2962		x	2.3969	14.07	x		8.8585	19.04
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Mon	06/03/24	312.41307	1.29421	109	3.3911		x	2.3020	13.47	x		8.9534	19.64
Tue	06/04/24	312.45360	1.29438	110	3.4226		x	2.2705	13.30	x		8.9849	19.81
Wed	06/05/24	312.49413	1.29455	111	3.4542		x	2.2389	13.13	x		9.0165	19.98
Thu	06/06/24	312.53467	1.29472	112	3.4858		x	2.2073	12.96	x		9.0481	20.15
Fri	06/07/24	312.57520	1.29488	113	3.5173		x	2.1758	12.80	x		9.0796	20.31
Mon	06/10/24	312.69680	1.29539	116	3.6121		x	2.0810	12.29	x		9.1744	20.82
Tue	06/11/24	312.73733	1.29556	117	3.6438		x	2.0493	12.12	x		9.2061	20.99
Wed	06/12/24	312.77787	1.29572	118	3.6754		x	2.0177	11.96	x		9.2377	21.15
Thu	06/13/24	312.81840	1.29589	119	3.7070		x	1.9861	11.79	x		9.2693	21.32
Fri	06/14/24	312.85893	1.29606	120	3.7386		x	1.9545	11.62	x		9.3009	21.49
Mon	06/17/24	312.98053	1.29656	123	3.8336		x	1.8595	11.12	x		9.3959	21.99
Tue	06/18/24	313.02107	1.29673	124	3.8653		x	1.8278	10.95	x		9.4276	22.16
Wed	06/19/24	313.06160	1.29690	125	3.8969		x	1.7962	10.78	x		9.4592	22.33
Thu	06/20/24	313.10213	1.29707	126	3.9286		x	1.7645	10.61	x		9.4909	22.50
Fri	06/21/24	313.14267	1.29723	127	3.9603		x	1.7328	10.45	x		9.5226	22.66
Mon	06/24/24	313.26427	1.29774	130	4.0554		x	1.6377	9.94	x		9.6177	23.17
Tue	06/25/24	313.30480	1.29791	131	4.0872		x	1.6059	9.77	x		9.6495	23.34
Wed	06/26/24	313.34533	1.29807	132	4.1189		x	1.5742	9.61	x		9.6812	23.50
Thu	06/27/24	313.38587	1.29824	133	4.1506		x	1.5425	9.44	x		9.7129	23.67
Fri	06/28/24	313.42640	1.29841	134	4.1824		x	1.5107	9.27	x		9.7447	23.84
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Mon	07/01/24	313.54800	1.29891	137	4.2777		x	1.4154	8.77	x		9.8400	24.34
Tue	07/02/24	313.56481	1.29898	138	4.3091		x	1.3840	8.70	x		9.8714	24.41
Wed	07/03/24	313.58161	1.29905	139	4.3406		x	1.3525	8.63	x		9.9029	24.48
Thu	07/04/24	313.59842	1.29912	140	4.3720		x	1.3211	8.56	x		9.9343	24.55
Fri	07/05/24	313.61523	1.29919	141	4.4035		x	1.2896	8.49	x		9.9658	24.62
Mon	07/08/24	313.66565	1.29940	144	4.4979		x	1.1952	8.28	x		10.0602	24.83
Tue	07/09/24	313.68245	1.29947	145	4.5294		x	1.1637	8.21	x		10.0917	24.90
Wed	07/10/24	313.69926	1.29954	146	4.5609		x	1.1322	8.14	x		10.1232	24.97
Thu	07/11/24	313.71606	1.29961	147	4.5924		x	1.1007	8.07	x		10.1547	25.04
Fri	07/12/24	313.73287	1.29968	148	4.6239		x	1.0692	8.00	x		10.1862	25.11
Mon	07/15/24	313.78329	1.29989	151	4.7184		x	0.9747	7.79	x		10.2807	25.32
Tue	07/16/24	313.80010	1.29996	152	4.7499		x	0.9432	7.72	x		10.3122	25.39
Wed	07/17/24	313.81690	1.30003	153	4.7814		x	0.9117	7.65	x		10.3437	25.46
Thu	07/18/24	313.83371	1.30010	154	4.8129		x	0.8802	7.58	x		10.3752	25.53
Fri	07/19/24	313.85052	1.30017	155	4.8444		x	0.8487	7.51	x		10.4067	25.60
Mon	07/22/24	313.90094	1.30038	158	4.9389		x	0.7542	7.30	x		10.5012	25.81
Tue	07/23/24	313.91774	1.30045	159	4.9705		x	0.7226	7.23	x		10.5328	25.88
Wed	07/24/24	313.93455	1.30051	160	5.0020		x	0.6911	7.17	x		10.5643	25.94
Thu	07/25/24	313.95135	1.30058	161	5.0335		x	0.6596	7.10	x		10.5958	26.01
Fri	07/26/24	313.96816	1.30065	162	5.0650		x	0.6281	7.03	x		10.6273	26.08
Mon	07/29/24	314.01858	1.30086	165	5.1597		x	0.5334	6.82	x		10.7220	26.29
Tue	07/30/24	314.03539	1.30093	166	5.1912		x	0.5019	6.75	x		10.7535	26.36
Wed	07/31/24	314.05219	1.30100	167	5.2228		x	0.4703	6.68	x		10.7851	26.43
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Thu	08/01/24	314.06900	1.30107	168	5.2543		x	0.4388	6.61	x		10.8166	26.50
Fri	08/02/24	314.07242	1.30109	169	5.2857		x	0.4074	6.59	x		10.8480	26.52
Mon	08/05/24	314.08268	1.30113	172	5.3797		x	0.3134	6.55	x		10.9420	26.56
Tue	08/06/24	314.08610	1.30114	173	5.4110		x	0.2821	6.54	x		10.9733	26.57
Wed	08/07/24	314.08952	1.30116	174	5.4424		x	0.2507	6.52	x		11.0047	26.59
Thu	08/08/24	314.09294	1.30117	175	5.4737		x	0.2194	6.51	x		11.0360	26.60
Fri	08/09/24	314.09635	1.30119	176	5.5050		x	0.1881	6.49	x		11.0673	26.62
Mon	08/12/24	314.10661	1.30123	179	5.5990		x	0.0941	6.45	x		11.1613	26.66
Tue	08/13/24	314.11003	1.30124	180	5.6304		x	0.0627	6.44	x		11.1927	26.67
Wed	08/14/24	314.11345	1.30126	181	5.6617		x	0.0314	6.42	x		11.2240	26.69
Thu	08/15/24	314.11687	1.30127	0	0.0000			0.0000	6.41	x	x	11.2554	26.70
Fri	08/16/24	314.12029	1.30128	1	0.0309			-0.0309	6.40	x	x	11.2863	26.71
Mon	08/19/24	314.13055	1.30133	4	0.1238			-0.1238	6.35	x	x	11.3792	26.76
Tue	08/20/24	314.13397	1.30134	5	0.1547			-0.1547	6.34	x	x	11.4101	26.77
Wed	08/21/24	314.13739	1.30136	6	0.1857			-0.1857	6.32	x	x	11.4411	26.79
Thu	08/22/24	314.14081	1.30137	7	0.2166			-0.2166	6.31	x	x	11.4720	26.80
Fri	08/23/24	314.14423	1.30138	8	0.2475			-0.2475	6.30	x	x	11.5029	26.81
Mon	08/26/24	314.15448	1.30143	11	0.3404			-0.3404	6.25	x	x	11.5958	26.86
Tue	08/27/24	314.15790	1.30144	12	0.3713			-0.3713	6.24	x	x	11.6267	26.87
Wed	08/28/24	314.16132	1.30145	13	0.4023			-0.4023	6.23	x	x	11.6577	26.88
Thu	08/29/24	314.16474	1.30147	14	0.4332			-0.4332	6.21	x	x	11.6886	26.90
Fri	08/30/24	314.16816	1.30148	15	0.4642			-0.4642	6.20	x	x	11.7196	26.91
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Mon	09/02/24	314.18717	1.30156	18	0.5571			-0.5571	6.12	x	x	11.8125	26.99
Tue	09/03/24	314.19933	1.30161	19	0.5880			-0.5880	6.07	x	x	11.8434	27.04
Wed	09/04/24	314.21150	1.30166	20	0.6190			-0.6190	6.02	x	x	11.8744	27.09
Thu	09/05/24	314.22367	1.30171	21	0.6500			-0.6500	5.97	x	x	11.9054	27.14
Fri	09/06/24	314.23583	1.30176	22	0.6809			-0.6809	5.92	x	x	11.9363	27.19
Mon	09/09/24	314.27233	1.30191	25	0.7739			-0.7739	5.77	x	x	12.0293	27.34
Tue	09/10/24	314.28450	1.30196	26	0.8049			-0.8049	5.72	x	x	12.0603	27.39
Wed	09/11/24	314.29667	1.30202	27	0.8359			-0.8359	5.66	x	x	12.0913	27.45
Thu	09/12/24	314.30883	1.30207	28	0.8669			-0.8669	5.61	x	x	12.1223	27.50
Fri	09/13/24	314.32100	1.30212	29	0.8979			-0.8979	5.56	x	x	12.1533	27.55
Mon	09/16/24	314.35750	1.30227	32	0.9909			-0.9909	5.41	x	x	12.2463	27.70
Tue	09/17/24	314.36967	1.30232	33	1.0219			-1.0219	5.36	x	x	12.2773	27.75
Wed	09/18/24	314.38183	1.30237	34	1.0529			-1.0529	5.31	x	x	12.3083	27.80
Thu	09/19/24	314.39400	1.30242	35	1.0839			-1.0839	5.26	x	x	12.3393	27.85
Fri	09/20/24	314.40617	1.30247	36	1.1149			-1.1149	5.21	x	x	12.3703	27.90
Mon	09/23/24	314.44267	1.30262	39	1.2079			-1.2079	5.06	x	x	12.4633	28.05
Tue	09/24/24	314.45483	1.30267	40	1.2390			-1.2390	5.01	x	x	12.4944	28.10
Wed	09/25/24	314.46700	1.30272	41	1.2700			-1.2700	4.96	x	x	12.5254	28.15
Thu	09/26/24	314.47917	1.30277	42	1.3010			-1.3010	4.91	x	x	12.5564	28.20
Fri	09/27/24	314.49133	1.30282	43	1.3320			-1.3320	4.86	x	x	12.5874	28.25
Mon	09/30/24	314.52783	1.30297	46	1.4251			-1.4251	4.71	x	x	12.6805	28.40
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Tue	10/01/24	314.54000	1.30302	47	1.4562			-1.4562	4.66	x	x	12.7116	28.45
Wed	10/02/24	314.54826	1.30306	48	1.4872			-1.4872	4.62	x	x	12.7426	28.49
Thu	10/03/24	314.55652	1.30309	49	1.5182			-1.5182	4.59	x	x	12.7736	28.52
Fri	10/04/24	314.56477	1.30313	50	1.5492			-1.5492	4.55	x	x	12.8046	28.56
Mon	10/07/24	314.58955	1.30323	53	1.6423			-1.6423	4.45	x	x	12.8977	28.66
Tue	10/08/24	314.59781	1.30326	54	1.6733			-1.6733	4.42	x	x	12.9287	28.69
Wed	10/09/24	314.60606	1.30330	55	1.7044			-1.7044	4.38	x	x	12.9598	28.73
Thu	10/10/24	314.61432	1.30333	56	1.7354			-1.7354	4.35	x	x	12.9908	28.76
Fri	10/11/24	314.62258	1.30337	57	1.7665			-1.7665	4.31	x	x	13.0219	28.80
Mon	10/14/24	314.64735	1.30347	60	1.8596			-1.8596	4.21	x	x	13.1150	28.90
Tue	10/15/24	314.65561	1.30350	61	1.8906			-1.8906	4.18	x	x	13.1460	28.93
Wed	10/16/24	314.66387	1.30354	62	1.9217			-1.9217	4.14	x	x	13.1771	28.97
Thu	10/17/24	314.67213	1.30357	63	1.9527			-1.9527	4.11	x	x	13.2081	29.00
Fri	10/18/24	314.68039	1.30360	64	1.9837			-1.9837	4.08	x	x	13.2391	29.03
Mon	10/21/24	314.70516	1.30371	67	2.0769			-2.0769	3.97	x	x	13.3323	29.14
Tue	10/22/24	314.71342	1.30374	68	2.1079			-2.1079	3.94	x	x	13.3633	29.17
Wed	10/23/24	314.72168	1.30378	69	2.1390			-2.1390	3.90	x	x	13.3944	29.21
Thu	10/24/24	314.72994	1.30381	70	2.1701			-2.1701	3.87	x	x	13.4255	29.24
Fri	10/25/24	314.73819	1.30384	71	2.2011			-2.2011	3.84	x	x	13.4565	29.27
Mon	10/28/24	314.76297	1.30395	74	2.2943			-2.2943	3.73	x	x	13.5497	29.38
Tue	10/29/24	314.77123	1.30398	75	2.3254			-2.3254	3.70	x	x	13.5808	29.41
Wed	10/30/24	314.77948	1.30402	76	2.3564			-2.3564	3.66	x	x	13.6118	29.45
Thu	10/31/24	314.78774	1.30405	77	2.3875			-2.3875	3.63	x	x	13.6429	29.48
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Fri	11/01/24	314.79600	1.30408	78	2.4186			-2.4186	3.60	x	x	13.6740	29.51
Mon	11/04/24	314.84650	1.30429	81	2.5120			-2.5120	3.39	x	x	13.7674	29.72
Tue	11/05/24	314.86333	1.30436	82	2.5431			-2.5431	3.32	x	x	13.7985	29.79
Wed	11/06/24	314.88017	1.30443	83	2.5743			-2.5743	3.25	x	x	13.8297	29.86
Thu	11/07/24	314.89700	1.30450	84	2.6055			-2.6055	3.18	x	x	13.8609	29.93
Fri	11/08/24	314.91383	1.30457	85	2.6366			-2.6366	3.11	x	x	13.8920	30.00
Mon	11/11/24	314.96433	1.30478	88	2.7301			-2.7301	2.90	x	x	13.9855	30.21
Tue	11/12/24	314.98117	1.30485	89	2.7613			-2.7613	2.83	x	x	14.0167	30.28
Wed	11/13/24	314.99800	1.30492	90	2.7925			-2.7925	2.76	x	x	14.0479	30.35
Thu	11/14/24	315.01483	1.30499	91	2.8236			-2.8236	2.69	x	x	14.0790	30.42
Fri	11/15/24	315.03167	1.30506	92	2.8548			-2.8548	2.62	x	x	14.1102	30.49
Mon	11/18/24	315.08217	1.30527	95	2.9484			-2.9484	2.41	x	x	14.2038	30.70
Tue	11/19/24	315.09900	1.30534	96	2.9796			-2.9796	2.34	x	x	14.2350	30.77
Wed	11/20/24	315.11583	1.30541	97	3.0108			-3.0108	2.27	x	x	14.2662	30.84
Thu	11/21/24	315.13267	1.30548	98	3.0420			-3.0420	2.20	x	x	14.2974	30.91
Fri	11/22/24	315.14950	1.30555	99	3.0732			-3.0732	2.13	x	x	14.3286	30.98
Mon	11/25/24	315.20000	1.30576	102	3.1668			-3.1668	1.92	x	x	14.4222	31.19
Tue	11/26/24	315.21683	1.30583	103	3.1980			-3.1980	1.85	x	x	14.4534	31.26
Wed	11/27/24	315.23367	1.30590	104	3.2293			-3.2293	1.78	x	x	14.4847	31.33
Thu	11/28/24	315.25050	1.30597	105	3.2605			-3.2605	1.71	x	x	14.5159	31.40
Fri	11/29/24	315.26733	1.30604	106	3.2917			-3.2917	1.64	x	x	14.5471	31.47
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Mon	12/02/24	315.31271	1.30622	109	3.3853			-3.3853	1.46	x	x	14.6407	31.65
Tue	12/03/24	315.32442	1.30627	110	3.4165			-3.4165	1.41	x	x	14.6719	31.70
Wed	12/04/24	315.33613	1.30632	111	3.4477			-3.4477	1.36	x	x	14.7031	31.75
Thu	12/05/24	315.34784	1.30637	112	3.4789			-3.4789	1.31	x	x	14.7343	31.80
Fri	12/06/24	315.35955	1.30642	113	3.5101			-3.5101	1.26	x	x	14.7655	31.85
Mon	12/09/24	315.39468	1.30656	116	3.6037			-3.6037	1.12	x	x	14.8591	31.99
Tue	12/10/24	315.40639	1.30661	117	3.6349			-3.6349	1.07	x	x	14.8903	32.04
Wed	12/11/24	315.41810	1.30666	118	3.6661			-3.6661	1.02	x	x	14.9215	32.09
Thu	12/12/24	315.42981	1.30671	119	3.6973			-3.6973	0.97	x	x	14.9527	32.14
Fri	12/13/24	315.44152	1.30676	120	3.7285			-3.7285	0.92	x	x	14.9839	32.19
Mon	12/16/24	315.47665	1.30690	123	3.8221			-3.8221	0.78	x	x	15.0775	32.33
Tue	12/17/24	315.48835	1.30695	124	3.8534			-3.8534	0.73	x	x	15.1088	32.38
Wed	12/18/24	315.50006	1.30700	125	3.8846			-3.8846	0.68	x	x	15.1400	32.43
Thu	12/19/24	315.51177	1.30705	126	3.9158			-3.9158	0.63	x	x	15.1712	32.48
Fri	12/20/24	315.52348	1.30710	127	3.9471			-3.9471	0.58	x	x	15.2025	32.53
Mon	12/23/24	315.55861	1.30724	130	4.0407			-4.0407	0.44	x	x	15.2961	32.67
Tue	12/24/24	315.57032	1.30729	131	4.0720			-4.0720	0.39	x	x	15.3274	32.72
Wed	12/25/24	315.58203	1.30734	132	4.1032			-4.1032	0.34	x	x	15.3586	32.77
Thu	12/26/24	315.59374	1.30739	133	4.1344			-4.1344	0.29	x	x	15.3898	32.82
Fri	12/27/24	315.60545	1.30744	134	4.1657			-4.1657	0.24	x	x	15.4211	32.87
Mon	12/30/24	315.64058	1.30758	137	4.2594			-4.2594	0.10	x	x	15.5148	33.01
Tue	12/31/24	315.65229	1.30763	138	4.2907			-4.2907	0.05	x	x	15.5461	33.06
Wed	01/01/25	315.66400	1.30768

Generated 12/11/24 08:49