0.125% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2030

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

CUSIP Number	912828ZZ6	Interest 01/15/24 (184 days)	$0.7493
Dated Date	July 15, 2020	Interest 07/15/24 (182 days)	$0.7649
Ref CPI on Dated Date	256.39126	Interest Total	$1.5142
Original Issue Date	July 31, 2020	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	1.20001	170	0.6929	x	x	0.8213	31.17			0.6929	0.00
Tue	01/02/24	307.65100	1.19993	171	0.6970	x	x	0.8172	31.25			0.6970	-0.08
Wed	01/03/24	307.63100	1.19985	172	0.7010	x	x	0.8132	31.33			0.7010	-0.16
Thu	01/04/24	307.61100	1.19977	173	0.7050	x	x	0.8092	31.41			0.7050	-0.24
Fri	01/05/24	307.59100	1.19969	174	0.7091	x	x	0.8051	31.49			0.7091	-0.32
Mon	01/08/24	307.53100	1.19946	177	0.7211	x	x	0.7931	31.72			0.7211	-0.55
Tue	01/09/24	307.51100	1.19938	178	0.7252	x	x	0.7890	31.80			0.7252	-0.63
Wed	01/10/24	307.49100	1.19930	179	0.7292	x	x	0.7850	31.88			0.7292	-0.71
Thu	01/11/24	307.47100	1.19923	180	0.7332	x	x	0.7810	31.95			0.7332	-0.78
Fri	01/12/24	307.45100	1.19915	181	0.7372	x	x	0.7770	32.03			0.7372	-0.86
Mon	01/15/24	307.39100	1.19891	0	0.0000		x	0.7649	32.27	x		0.7493	-1.10
Tue	01/16/24	307.37100	1.19884	1	0.0041		x	0.7608	32.34	x		0.7534	-1.17
Wed	01/17/24	307.35100	1.19876	2	0.0082		x	0.7567	32.42	x		0.7575	-1.25
Thu	01/18/24	307.33100	1.19868	3	0.0123		x	0.7526	32.50	x		0.7616	-1.33
Fri	01/19/24	307.31100	1.19860	4	0.0165		x	0.7484	32.58	x		0.7658	-1.41
Mon	01/22/24	307.25100	1.19837	7	0.0288		x	0.7361	32.81	x		0.7781	-1.64
Tue	01/23/24	307.23100	1.19829	8	0.0329		x	0.7320	32.89	x		0.7822	-1.72
Wed	01/24/24	307.21100	1.19821	9	0.0370		x	0.7279	32.97	x		0.7863	-1.80
Thu	01/25/24	307.19100	1.19813	10	0.0411		x	0.7238	33.05	x		0.7904	-1.88
Fri	01/26/24	307.17100	1.19806	11	0.0453		x	0.7196	33.12	x		0.7946	-1.95
Mon	01/29/24	307.11100	1.19782	14	0.0576		x	0.7073	33.36	x		0.8069	-2.19
Tue	01/30/24	307.09100	1.19774	15	0.0617		x	0.7032	33.44	x		0.8110	-2.27
Wed	01/31/24	307.07100	1.19767	16	0.0658		x	0.6991	33.51	x		0.8151	-2.34
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	1.19759	17	0.0699		x	0.6950	33.59	x		0.8192	-2.42
Fri	02/02/24	307.04048	1.19755	18	0.0740		x	0.6909	33.63	x		0.8233	-2.46
Mon	02/05/24	307.00893	1.19742	21	0.0864		x	0.6785	33.76	x		0.8357	-2.59
Tue	02/06/24	306.99841	1.19738	22	0.0905		x	0.6744	33.80	x		0.8398	-2.63
Wed	02/07/24	306.98790	1.19734	23	0.0946		x	0.6703	33.84	x		0.8439	-2.67
Thu	02/08/24	306.97738	1.19730	24	0.0987		x	0.6662	33.88	x		0.8480	-2.71
Fri	02/09/24	306.96686	1.19726	25	0.1028		x	0.6621	33.92	x		0.8521	-2.75
Mon	02/12/24	306.93531	1.19714	28	0.1151		x	0.6498	34.04	x		0.8644	-2.87
Tue	02/13/24	306.92479	1.19710	29	0.1192		x	0.6457	34.08	x		0.8685	-2.91
Wed	02/14/24	306.91428	1.19705	30	0.1233		x	0.6416	34.13	x		0.8726	-2.96
Thu	02/15/24	306.90376	1.19701	31	0.1274		x	0.6375	34.17	x		0.8767	-3.00
Fri	02/16/24	306.89324	1.19697	32	0.1315		x	0.6334	34.21	x		0.8808	-3.04
Mon	02/19/24	306.86169	1.19685	35	0.1439		x	0.6210	34.33	x		0.8932	-3.16
Tue	02/20/24	306.85117	1.19681	36	0.1480		x	0.6169	34.37	x		0.8973	-3.20
Wed	02/21/24	306.84066	1.19677	37	0.1521		x	0.6128	34.41	x		0.9014	-3.24
Thu	02/22/24	306.83014	1.19673	38	0.1562		x	0.6087	34.45	x		0.9055	-3.28
Fri	02/23/24	306.81962	1.19669	39	0.1603		x	0.6046	34.49	x		0.9096	-3.32
Mon	02/26/24	306.78807	1.19656	42	0.1726		x	0.5923	34.62	x		0.9219	-3.45
Tue	02/27/24	306.77755	1.19652	43	0.1767		x	0.5882	34.66	x		0.9260	-3.49
Wed	02/28/24	306.76703	1.19648	44	0.1808		x	0.5841	34.70	x		0.9301	-3.53
Thu	02/29/24	306.75652	1.19644	45	0.1849		x	0.5800	34.74	x		0.9342	-3.57
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	1.19640	46	0.1890		x	0.5759	34.78	x		0.9383	-3.61
Mon	03/04/24	306.90771	1.19703	49	0.2014		x	0.5635	34.15	x		0.9507	-2.98
Tue	03/05/24	306.96161	1.19724	50	0.2056		x	0.5593	33.94	x		0.9549	-2.77
Wed	03/06/24	307.01552	1.19745	51	0.2097		x	0.5552	33.73	x		0.9590	-2.56
Thu	03/07/24	307.06942	1.19766	52	0.2139		x	0.5510	33.52	x		0.9632	-2.35
Fri	03/08/24	307.12332	1.19787	53	0.2180		x	0.5469	33.31	x		0.9673	-2.14
Mon	03/11/24	307.28503	1.19850	56	0.2305		x	0.5344	32.68	x		0.9798	-1.51
Tue	03/12/24	307.33894	1.19871	57	0.2346		x	0.5303	32.47	x		0.9839	-1.30
Wed	03/13/24	307.39284	1.19892	58	0.2388		x	0.5261	32.26	x		0.9881	-1.09
Thu	03/14/24	307.44674	1.19913	59	0.2430		x	0.5219	32.05	x		0.9923	-0.88
Fri	03/15/24	307.50065	1.19934	60	0.2471		x	0.5178	31.84	x		0.9964	-0.67
Mon	03/18/24	307.66235	1.19997	63	0.2596		x	0.5053	31.21	x		1.0089	-0.04
Tue	03/19/24	307.71626	1.20018	64	0.2638		x	0.5011	31.00	x		1.0131	0.17
Wed	03/20/24	307.77016	1.20039	65	0.2679		x	0.4970	30.79	x		1.0172	0.38
Thu	03/21/24	307.82406	1.20060	66	0.2721		x	0.4928	30.58	x		1.0214	0.59
Fri	03/22/24	307.87797	1.20081	67	0.2763		x	0.4886	30.37	x		1.0256	0.80
Mon	03/25/24	308.03968	1.20144	70	0.2888		x	0.4761	29.74	x		1.0381	1.43
Tue	03/26/24	308.09358	1.20165	71	0.2930		x	0.4719	29.53	x		1.0423	1.64
Wed	03/27/24	308.14748	1.20186	72	0.2972		x	0.4677	29.32	x		1.0465	1.85
Thu	03/28/24	308.20139	1.20207	73	0.3013		x	0.4636	29.11	x		1.0506	2.06
Fri	03/29/24	308.25529	1.20228	74	0.3055		x	0.4594	28.90	x		1.0548	2.27
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	04/01/24	308.41700	1.20292	77	0.3181		x	0.4468	28.26	x		1.0674	2.91
Tue	04/02/24	308.48063	1.20316	78	0.3223		x	0.4426	28.02	x		1.0716	3.15
Wed	04/03/24	308.54427	1.20341	79	0.3265		x	0.4384	27.77	x		1.0758	3.40
Thu	04/04/24	308.60790	1.20366	80	0.3307		x	0.4342	27.52	x		1.0800	3.65
Fri	04/05/24	308.67153	1.20391	81	0.3349		x	0.4300	27.27	x		1.0842	3.90
Mon	04/08/24	308.86243	1.20465	84	0.3475		x	0.4174	26.53	x		1.0968	4.64
Tue	04/09/24	308.92607	1.20490	85	0.3517		x	0.4132	26.28	x		1.1010	4.89
Wed	04/10/24	308.98970	1.20515	86	0.3559		x	0.4090	26.03	x		1.1052	5.14
Thu	04/11/24	309.05333	1.20540	87	0.3601		x	0.4048	25.78	x		1.1094	5.39
Fri	04/12/24	309.11697	1.20565	88	0.3643		x	0.4006	25.53	x		1.1136	5.64
Mon	04/15/24	309.30787	1.20639	91	0.3770		x	0.3879	24.79	x		1.1263	6.38
Tue	04/16/24	309.37150	1.20664	92	0.3812		x	0.3837	24.54	x		1.1305	6.63
Wed	04/17/24	309.43513	1.20689	93	0.3854		x	0.3795	24.29	x		1.1347	6.88
Thu	04/18/24	309.49877	1.20713	94	0.3897		x	0.3752	24.05	x		1.1390	7.12
Fri	04/19/24	309.56240	1.20738	95	0.3939		x	0.3710	23.80	x		1.1432	7.37
Mon	04/22/24	309.75330	1.20813	98	0.4066		x	0.3583	23.05	x		1.1559	8.12
Tue	04/23/24	309.81693	1.20838	99	0.4108		x	0.3541	22.80	x		1.1601	8.37
Wed	04/24/24	309.88057	1.20862	100	0.4150		x	0.3499	22.56	x		1.1643	8.61
Thu	04/25/24	309.94420	1.20887	101	0.4193		x	0.3456	22.31	x		1.1686	8.86
Fri	04/26/24	310.00783	1.20912	102	0.4235		x	0.3414	22.06	x		1.1728	9.11
Mon	04/29/24	310.19873	1.20986	105	0.4362		x	0.3287	21.32	x		1.1855	9.85
Tue	04/30/24	310.26237	1.21011	106	0.4405		x	0.3244	21.07	x		1.1898	10.10
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Wed	05/01/24	310.32600	1.21036	107	0.4447		x	0.3202	20.82	x		1.1940	10.35
Thu	05/02/24	310.39071	1.21061	108	0.4490		x	0.3159	20.57	x		1.1983	10.60
Fri	05/03/24	310.45542	1.21087	109	0.4532		x	0.3117	20.31	x		1.2025	10.86
Mon	05/06/24	310.64955	1.21162	112	0.4660		x	0.2989	19.56	x		1.2153	11.61
Tue	05/07/24	310.71426	1.21188	113	0.4703		x	0.2946	19.30	x		1.2196	11.87
Wed	05/08/24	310.77897	1.21213	114	0.4745		x	0.2904	19.05	x		1.2238	12.12
Thu	05/09/24	310.84368	1.21238	115	0.4788		x	0.2861	18.80	x		1.2281	12.37
Fri	05/10/24	310.90839	1.21263	116	0.4831		x	0.2818	18.55	x		1.2324	12.62
Mon	05/13/24	311.10252	1.21339	119	0.4959		x	0.2690	17.79	x		1.2452	13.38
Tue	05/14/24	311.16723	1.21364	120	0.5001		x	0.2648	17.54	x		1.2494	13.63
Wed	05/15/24	311.23194	1.21389	121	0.5044		x	0.2605	17.29	x		1.2537	13.88
Thu	05/16/24	311.29665	1.21415	122	0.5087		x	0.2562	17.03	x		1.2580	14.14
Fri	05/17/24	311.36135	1.21440	123	0.5130		x	0.2519	16.78	x		1.2623	14.39
Mon	05/20/24	311.55548	1.21516	126	0.5258		x	0.2391	16.02	x		1.2751	15.15
Tue	05/21/24	311.62019	1.21541	127	0.5301		x	0.2348	15.77	x		1.2794	15.40
Wed	05/22/24	311.68490	1.21566	128	0.5344		x	0.2305	15.52	x		1.2837	15.65
Thu	05/23/24	311.74961	1.21591	129	0.5386		x	0.2263	15.27	x		1.2879	15.90
Fri	05/24/24	311.81432	1.21617	130	0.5429		x	0.2220	15.01	x		1.2922	16.16
Mon	05/27/24	312.00845	1.21692	133	0.5558		x	0.2091	14.26	x		1.3051	16.91
Tue	05/28/24	312.07316	1.21718	134	0.5601		x	0.2048	14.00	x		1.3094	17.17
Wed	05/29/24	312.13787	1.21743	135	0.5644		x	0.2005	13.75	x		1.3137	17.42
Thu	05/30/24	312.20258	1.21768	136	0.5687		x	0.1962	13.50	x		1.3180	17.67
Fri	05/31/24	312.26729	1.21793	137	0.5730		x	0.1919	13.25	x		1.3223	17.92
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	06/03/24	312.41307	1.21850	140	0.5858		x	0.1791	12.68	x		1.3351	18.49
Tue	06/04/24	312.45360	1.21866	141	0.5901		x	0.1748	12.52	x		1.3394	18.65
Wed	06/05/24	312.49413	1.21882	142	0.5943		x	0.1706	12.36	x		1.3436	18.81
Thu	06/06/24	312.53467	1.21898	143	0.5986		x	0.1663	12.20	x		1.3479	18.97
Fri	06/07/24	312.57520	1.21913	144	0.6029		x	0.1620	12.05	x		1.3522	19.12
Mon	06/10/24	312.69680	1.21961	147	0.6157		x	0.1492	11.57	x		1.3650	19.60
Tue	06/11/24	312.73733	1.21977	148	0.6199		x	0.1450	11.41	x		1.3692	19.76
Wed	06/12/24	312.77787	1.21992	149	0.6242		x	0.1407	11.26	x		1.3735	19.91
Thu	06/13/24	312.81840	1.22008	150	0.6285		x	0.1364	11.10	x		1.3778	20.07
Fri	06/14/24	312.85893	1.22024	151	0.6327		x	0.1322	10.94	x		1.3820	20.23
Mon	06/17/24	312.98053	1.22071	154	0.6456		x	0.1193	10.47	x		1.3949	20.70
Tue	06/18/24	313.02107	1.22087	155	0.6498		x	0.1151	10.31	x		1.3991	20.86
Wed	06/19/24	313.06160	1.22103	156	0.6541		x	0.1108	10.15	x		1.4034	21.02
Thu	06/20/24	313.10213	1.22119	157	0.6584		x	0.1065	9.99	x		1.4077	21.18
Fri	06/21/24	313.14267	1.22135	158	0.6627		x	0.1022	9.83	x		1.4120	21.34
Mon	06/24/24	313.26427	1.22182	161	0.6755		x	0.0894	9.36	x		1.4248	21.81
Tue	06/25/24	313.30480	1.22198	162	0.6798		x	0.0851	9.20	x		1.4291	21.97
Wed	06/26/24	313.34533	1.22214	163	0.6841		x	0.0808	9.04	x		1.4334	22.13
Thu	06/27/24	313.38587	1.22230	164	0.6884		x	0.0765	8.88	x		1.4377	22.29
Fri	06/28/24	313.42640	1.22245	165	0.6927		x	0.0722	8.73	x		1.4420	22.44
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	1.22293	168	0.7055		x	0.0594	8.25	x		1.4548	22.92
Tue	07/02/24	313.56481	1.22299	169	0.7098		x	0.0551	8.19	x		1.4591	22.98
Wed	07/03/24	313.58161	1.22306	170	0.7140		x	0.0509	8.12	x		1.4633	23.05
Thu	07/04/24	313.59842	1.22312	171	0.7182		x	0.0467	8.06	x		1.4675	23.11
Fri	07/05/24	313.61523	1.22319	172	0.7225		x	0.0424	7.99	x		1.4718	23.18
Mon	07/08/24	313.66565	1.22339	175	0.7352		x	0.0297	7.79	x		1.4845	23.38
Tue	07/09/24	313.68245	1.22345	176	0.7394		x	0.0255	7.73	x		1.4887	23.44
Wed	07/10/24	313.69926	1.22352	177	0.7437		x	0.0212	7.66	x		1.4930	23.51
Thu	07/11/24	313.71606	1.22358	178	0.7479		x	0.0170	7.60	x		1.4972	23.57
Fri	07/12/24	313.73287	1.22365	179	0.7522		x	0.0127	7.53	x		1.5015	23.64
Mon	07/15/24	313.78329	1.22385	0	0.0000			0.0000	7.33	x	x	1.5142	23.84
Tue	07/16/24	313.80010	1.22391	1	0.0042			-0.0042	7.27	x	x	1.5184	23.90
Wed	07/17/24	313.81690	1.22398	2	0.0083			-0.0083	7.20	x	x	1.5225	23.97
Thu	07/18/24	313.83371	1.22404	3	0.0125			-0.0125	7.14	x	x	1.5267	24.03
Fri	07/19/24	313.85052	1.22411	4	0.0166			-0.0166	7.07	x	x	1.5308	24.10
Mon	07/22/24	313.90094	1.22430	7	0.0291			-0.0291	6.88	x	x	1.5433	24.29
Tue	07/23/24	313.91774	1.22437	8	0.0333			-0.0333	6.81	x	x	1.5475	24.36
Wed	07/24/24	313.93455	1.22444	9	0.0374			-0.0374	6.74	x	x	1.5516	24.43
Thu	07/25/24	313.95135	1.22450	10	0.0416			-0.0416	6.68	x	x	1.5558	24.49
Fri	07/26/24	313.96816	1.22457	11	0.0458			-0.0458	6.61	x	x	1.5600	24.56
Mon	07/29/24	314.01858	1.22476	14	0.0582			-0.0582	6.42	x	x	1.5724	24.75
Tue	07/30/24	314.03539	1.22483	15	0.0624			-0.0624	6.35	x	x	1.5766	24.82
Wed	07/31/24	314.05219	1.22489	16	0.0666			-0.0666	6.29	x	x	1.5808	24.88
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	1.22496	17	0.0707			-0.0707	6.22	x	x	1.5849	24.95
Fri	08/02/24	314.07242	1.22497	18	0.0749			-0.0749	6.21	x	x	1.5891	24.96
Mon	08/05/24	314.08268	1.22501	21	0.0874			-0.0874	6.17	x	x	1.6016	25.00
Tue	08/06/24	314.08610	1.22503	22	0.0915			-0.0915	6.15	x	x	1.6057	25.02
Wed	08/07/24	314.08952	1.22504	23	0.0957			-0.0957	6.14	x	x	1.6099	25.03
Thu	08/08/24	314.09294	1.22505	24	0.0999			-0.0999	6.13	x	x	1.6141	25.04
Fri	08/09/24	314.09635	1.22507	25	0.1040			-0.1040	6.11	x	x	1.6182	25.06
Mon	08/12/24	314.10661	1.22511	28	0.1165			-0.1165	6.07	x	x	1.6307	25.10
Tue	08/13/24	314.11003	1.22512	29	0.1207			-0.1207	6.06	x	x	1.6349	25.11
Wed	08/14/24	314.11345	1.22513	30	0.1248			-0.1248	6.05	x	x	1.6390	25.12
Thu	08/15/24	314.11687	1.22515	31	0.1290			-0.1290	6.03	x	x	1.6432	25.14
Fri	08/16/24	314.12029	1.22516	32	0.1332			-0.1332	6.02	x	x	1.6474	25.15
Mon	08/19/24	314.13055	1.22520	35	0.1457			-0.1457	5.98	x	x	1.6599	25.19
Tue	08/20/24	314.13397	1.22521	36	0.1498			-0.1498	5.97	x	x	1.6640	25.20
Wed	08/21/24	314.13739	1.22523	37	0.1540			-0.1540	5.95	x	x	1.6682	25.22
Thu	08/22/24	314.14081	1.22524	38	0.1581			-0.1581	5.94	x	x	1.6723	25.23
Fri	08/23/24	314.14423	1.22525	39	0.1623			-0.1623	5.93	x	x	1.6765	25.24
Mon	08/26/24	314.15448	1.22529	42	0.1748			-0.1748	5.89	x	x	1.6890	25.28
Tue	08/27/24	314.15790	1.22531	43	0.1790			-0.1790	5.87	x	x	1.6932	25.30
Wed	08/28/24	314.16132	1.22532	44	0.1831			-0.1831	5.86	x	x	1.6973	25.31
Thu	08/29/24	314.16474	1.22533	45	0.1873			-0.1873	5.85	x	x	1.7015	25.32
Fri	08/30/24	314.16816	1.22535	46	0.1915			-0.1915	5.83	x	x	1.7057	25.34
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	1.22542	49	0.2040			-0.2040	5.76	x	x	1.7182	25.41
Tue	09/03/24	314.19933	1.22547	50	0.2081			-0.2081	5.71	x	x	1.7223	25.46
Wed	09/04/24	314.21150	1.22552	51	0.2123			-0.2123	5.66	x	x	1.7265	25.51
Thu	09/05/24	314.22367	1.22556	52	0.2165			-0.2165	5.62	x	x	1.7307	25.55
Fri	09/06/24	314.23583	1.22561	53	0.2206			-0.2206	5.57	x	x	1.7348	25.60
Mon	09/09/24	314.27233	1.22575	56	0.2332			-0.2332	5.43	x	x	1.7474	25.74
Tue	09/10/24	314.28450	1.22580	57	0.2373			-0.2373	5.38	x	x	1.7515	25.79
Wed	09/11/24	314.29667	1.22585	58	0.2415			-0.2415	5.33	x	x	1.7557	25.84
Thu	09/12/24	314.30883	1.22590	59	0.2457			-0.2457	5.28	x	x	1.7599	25.89
Fri	09/13/24	314.32100	1.22594	60	0.2499			-0.2499	5.24	x	x	1.7641	25.93
Mon	09/16/24	314.35750	1.22609	63	0.2624			-0.2624	5.09	x	x	1.7766	26.08
Tue	09/17/24	314.36967	1.22613	64	0.2665			-0.2665	5.05	x	x	1.7807	26.12
Wed	09/18/24	314.38183	1.22618	65	0.2707			-0.2707	5.00	x	x	1.7849	26.17
Thu	09/19/24	314.39400	1.22623	66	0.2749			-0.2749	4.95	x	x	1.7891	26.22
Fri	09/20/24	314.40617	1.22627	67	0.2791			-0.2791	4.91	x	x	1.7933	26.26
Mon	09/23/24	314.44267	1.22642	70	0.2916			-0.2916	4.76	x	x	1.8058	26.41
Tue	09/24/24	314.45483	1.22646	71	0.2958			-0.2958	4.72	x	x	1.8100	26.45
Wed	09/25/24	314.46700	1.22651	72	0.3000			-0.3000	4.67	x	x	1.8142	26.50
Thu	09/26/24	314.47917	1.22656	73	0.3041			-0.3041	4.62	x	x	1.8183	26.55
Fri	09/27/24	314.49133	1.22661	74	0.3083			-0.3083	4.57	x	x	1.8225	26.60
Mon	09/30/24	314.52783	1.22675	77	0.3209			-0.3209	4.43	x	x	1.8351	26.74
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	1.22680	78	0.3250			-0.3250	4.38	x	x	1.8392	26.79
Wed	10/02/24	314.54826	1.22683	79	0.3292			-0.3292	4.35	x	x	1.8434	26.82
Thu	10/03/24	314.55652	1.22686	80	0.3334			-0.3334	4.32	x	x	1.8476	26.85
Fri	10/04/24	314.56477	1.22689	81	0.3376			-0.3376	4.29	x	x	1.8518	26.88
Mon	10/07/24	314.58955	1.22699	84	0.3501			-0.3501	4.19	x	x	1.8643	26.98
Tue	10/08/24	314.59781	1.22702	85	0.3543			-0.3543	4.16	x	x	1.8685	27.01
Wed	10/09/24	314.60606	1.22705	86	0.3584			-0.3584	4.13	x	x	1.8726	27.04
Thu	10/10/24	314.61432	1.22709	87	0.3626			-0.3626	4.09	x	x	1.8768	27.08
Fri	10/11/24	314.62258	1.22712	88	0.3668			-0.3668	4.06	x	x	1.8810	27.11
Mon	10/14/24	314.64735	1.22722	91	0.3793			-0.3793	3.96	x	x	1.8935	27.21
Tue	10/15/24	314.65561	1.22725	92	0.3835			-0.3835	3.93	x	x	1.8977	27.24
Wed	10/16/24	314.66387	1.22728	93	0.3877			-0.3877	3.90	x	x	1.9019	27.27
Thu	10/17/24	314.67213	1.22731	94	0.3919			-0.3919	3.87	x	x	1.9061	27.30
Fri	10/18/24	314.68039	1.22734	95	0.3961			-0.3961	3.84	x	x	1.9103	27.33
Mon	10/21/24	314.70516	1.22744	98	0.4086			-0.4086	3.74	x	x	1.9228	27.43
Tue	10/22/24	314.71342	1.22747	99	0.4128			-0.4128	3.71	x	x	1.9270	27.46
Wed	10/23/24	314.72168	1.22751	100	0.4170			-0.4170	3.67	x	x	1.9312	27.50
Thu	10/24/24	314.72994	1.22754	101	0.4211			-0.4211	3.64	x	x	1.9353	27.53
Fri	10/25/24	314.73819	1.22757	102	0.4253			-0.4253	3.61	x	x	1.9395	27.56
Mon	10/28/24	314.76297	1.22767	105	0.4379			-0.4379	3.51	x	x	1.9521	27.66
Tue	10/29/24	314.77123	1.22770	106	0.4420			-0.4420	3.48	x	x	1.9562	27.69
Wed	10/30/24	314.77948	1.22773	107	0.4462			-0.4462	3.45	x	x	1.9604	27.72
Thu	10/31/24	314.78774	1.22776	108	0.4504			-0.4504	3.42	x	x	1.9646	27.75
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Fri	11/01/24	314.79600	1.22780	109	0.4546			-0.4546	3.38	x	x	1.9688	27.79
Mon	11/04/24	314.84650	1.22799	112	0.4672			-0.4672	3.19	x	x	1.9814	27.98
Tue	11/05/24	314.86333	1.22806	113	0.4714			-0.4714	3.12	x	x	1.9856	28.05
Wed	11/06/24	314.88017	1.22812	114	0.4756			-0.4756	3.06	x	x	1.9898	28.11
Thu	11/07/24	314.89700	1.22819	115	0.4798			-0.4798	2.99	x	x	1.9940	28.18
Fri	11/08/24	314.91383	1.22825	116	0.4840			-0.4840	2.93	x	x	1.9982	28.24
Mon	11/11/24	314.96433	1.22845	119	0.4966			-0.4966	2.73	x	x	2.0108	28.44
Tue	11/12/24	314.98117	1.22852	120	0.5008			-0.5008	2.66	x	x	2.0150	28.51
Wed	11/13/24	314.99800	1.22858	121	0.5050			-0.5050	2.60	x	x	2.0192	28.57
Thu	11/14/24	315.01483	1.22865	122	0.5092			-0.5092	2.53	x	x	2.0234	28.64
Fri	11/15/24	315.03167	1.22871	123	0.5134			-0.5134	2.47	x	x	2.0276	28.70
Mon	11/18/24	315.08217	1.22891	126	0.5260			-0.5260	2.27	x	x	2.0402	28.90
Tue	11/19/24	315.09900	1.22898	127	0.5302			-0.5302	2.20	x	x	2.0444	28.97
Wed	11/20/24	315.11583	1.22904	128	0.5344			-0.5344	2.14	x	x	2.0486	29.03
Thu	11/21/24	315.13267	1.22911	129	0.5386			-0.5386	2.07	x	x	2.0528	29.10
Fri	11/22/24	315.14950	1.22917	130	0.5428			-0.5428	2.01	x	x	2.0570	29.16
Mon	11/25/24	315.20000	1.22937	133	0.5554			-0.5554	1.81	x	x	2.0696	29.36
Tue	11/26/24	315.21683	1.22944	134	0.5596			-0.5596	1.74	x	x	2.0738	29.43
Wed	11/27/24	315.23367	1.22950	135	0.5638			-0.5638	1.68	x	x	2.0780	29.49
Thu	11/28/24	315.25050	1.22957	136	0.5680			-0.5680	1.61	x	x	2.0822	29.56
Fri	11/29/24	315.26733	1.22963	137	0.5722			-0.5722	1.55	x	x	2.0864	29.62
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	1.22981	140	0.5848			-0.5848	1.37	x	x	2.0990	29.80
Tue	12/03/24	315.32442	1.22986	141	0.5890			-0.5890	1.32	x	x	2.1032	29.85
Wed	12/04/24	315.33613	1.22990	142	0.5932			-0.5932	1.28	x	x	2.1074	29.89
Thu	12/05/24	315.34784	1.22995	143	0.5974			-0.5974	1.23	x	x	2.1116	29.94
Fri	12/06/24	315.35955	1.22999	144	0.6016			-0.6016	1.19	x	x	2.1158	29.98
Mon	12/09/24	315.39468	1.23013	147	0.6142			-0.6142	1.05	x	x	2.1284	30.12
Tue	12/10/24	315.40639	1.23018	148	0.6184			-0.6184	1.00	x	x	2.1326	30.17
Wed	12/11/24	315.41810	1.23022	149	0.6226			-0.6226	0.96	x	x	2.1368	30.21
Thu	12/12/24	315.42981	1.23027	150	0.6268			-0.6268	0.91	x	x	2.1410	30.26
Fri	12/13/24	315.44152	1.23031	151	0.6310			-0.6310	0.87	x	x	2.1452	30.30
Mon	12/16/24	315.47665	1.23045	154	0.6436			-0.6436	0.73	x	x	2.1578	30.44
Tue	12/17/24	315.48835	1.23050	155	0.6479			-0.6479	0.68	x	x	2.1621	30.49
Wed	12/18/24	315.50006	1.23054	156	0.6521			-0.6521	0.64	x	x	2.1663	30.53
Thu	12/19/24	315.51177	1.23059	157	0.6563			-0.6563	0.59	x	x	2.1705	30.58
Fri	12/20/24	315.52348	1.23063	158	0.6605			-0.6605	0.55	x	x	2.1747	30.62
Mon	12/23/24	315.55861	1.23077	161	0.6731			-0.6731	0.41	x	x	2.1873	30.76
Tue	12/24/24	315.57032	1.23082	162	0.6773			-0.6773	0.36	x	x	2.1915	30.81
Wed	12/25/24	315.58203	1.23086	163	0.6815			-0.6815	0.32	x	x	2.1957	30.85
Thu	12/26/24	315.59374	1.23091	164	0.6857			-0.6857	0.27	x	x	2.1999	30.90
Fri	12/27/24	315.60545	1.23095	165	0.6899			-0.6899	0.23	x	x	2.2041	30.94
Mon	12/30/24	315.64058	1.23109	168	0.7025			-0.7025	0.09	x	x	2.2167	31.08
Tue	12/31/24	315.65229	1.23114	169	0.7067			-0.7067	0.04	x	x	2.2209	31.13
Wed	01/01/25	315.66400	1.23118

Generated 12/11/24 08:49