0.125% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2031

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

CUSIP Number	91282CBF7	Interest 01/15/24 (184 days)	$0.7380
Dated Date	January 15, 2021	Interest 07/15/24 (182 days)	$0.7534
Ref CPI on Dated Date	260.31619	Interest Total	$1.4914
Original Issue Date	January 29, 2021	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	1.18191	170	0.6825	x	x	0.8089	30.71			0.6825	0.00
Tue	01/02/24	307.65100	1.18184	171	0.6865	x	x	0.8049	30.78			0.6865	-0.07
Wed	01/03/24	307.63100	1.18176	172	0.6904	x	x	0.8010	30.86			0.6904	-0.15
Thu	01/04/24	307.61100	1.18168	173	0.6944	x	x	0.7970	30.94			0.6944	-0.23
Fri	01/05/24	307.59100	1.18161	174	0.6984	x	x	0.7930	31.01			0.6984	-0.30
Mon	01/08/24	307.53100	1.18137	177	0.7103	x	x	0.7811	31.25			0.7103	-0.54
Tue	01/09/24	307.51100	1.18130	178	0.7142	x	x	0.7772	31.32			0.7142	-0.61
Wed	01/10/24	307.49100	1.18122	179	0.7182	x	x	0.7732	31.40			0.7182	-0.69
Thu	01/11/24	307.47100	1.18114	180	0.7222	x	x	0.7692	31.48			0.7222	-0.77
Fri	01/12/24	307.45100	1.18107	181	0.7261	x	x	0.7653	31.55			0.7261	-0.84
Mon	01/15/24	307.39100	1.18084	0	0.0000		x	0.7534	31.78	x		0.7380	-1.07
Tue	01/16/24	307.37100	1.18076	1	0.0041		x	0.7493	31.86	x		0.7421	-1.15
Wed	01/17/24	307.35100	1.18068	2	0.0081		x	0.7453	31.94	x		0.7461	-1.23
Thu	01/18/24	307.33100	1.18061	3	0.0122		x	0.7412	32.01	x		0.7502	-1.30
Fri	01/19/24	307.31100	1.18053	4	0.0162		x	0.7372	32.09	x		0.7542	-1.38
Mon	01/22/24	307.25100	1.18030	7	0.0284		x	0.7250	32.32	x		0.7664	-1.61
Tue	01/23/24	307.23100	1.18022	8	0.0324		x	0.7210	32.40	x		0.7704	-1.69
Wed	01/24/24	307.21100	1.18015	9	0.0365		x	0.7169	32.47	x		0.7745	-1.76
Thu	01/25/24	307.19100	1.18007	10	0.0405		x	0.7129	32.55	x		0.7785	-1.84
Fri	01/26/24	307.17100	1.17999	11	0.0446		x	0.7088	32.63	x		0.7826	-1.92
Mon	01/29/24	307.11100	1.17976	14	0.0567		x	0.6967	32.86	x		0.7947	-2.15
Tue	01/30/24	307.09100	1.17968	15	0.0608		x	0.6926	32.94	x		0.7988	-2.23
Wed	01/31/24	307.07100	1.17961	16	0.0648		x	0.6886	33.01	x		0.8028	-2.30
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	1.17953	17	0.0689		x	0.6845	33.09	x		0.8069	-2.38
Fri	02/02/24	307.04048	1.17949	18	0.0729		x	0.6805	33.13	x		0.8109	-2.42
Mon	02/05/24	307.00893	1.17937	21	0.0851		x	0.6683	33.25	x		0.8231	-2.54
Tue	02/06/24	306.99841	1.17933	22	0.0891		x	0.6643	33.29	x		0.8271	-2.58
Wed	02/07/24	306.98790	1.17929	23	0.0931		x	0.6603	33.33	x		0.8311	-2.62
Thu	02/08/24	306.97738	1.17925	24	0.0972		x	0.6562	33.37	x		0.8352	-2.66
Fri	02/09/24	306.96686	1.17921	25	0.1012		x	0.6522	33.41	x		0.8392	-2.70
Mon	02/12/24	306.93531	1.17909	28	0.1134		x	0.6400	33.53	x		0.8514	-2.82
Tue	02/13/24	306.92479	1.17905	29	0.1174		x	0.6360	33.57	x		0.8554	-2.86
Wed	02/14/24	306.91428	1.17901	30	0.1215		x	0.6319	33.61	x		0.8595	-2.90
Thu	02/15/24	306.90376	1.17897	31	0.1255		x	0.6279	33.65	x		0.8635	-2.94
Fri	02/16/24	306.89324	1.17892	32	0.1296		x	0.6238	33.70	x		0.8676	-2.99
Mon	02/19/24	306.86169	1.17880	35	0.1417		x	0.6117	33.82	x		0.8797	-3.11
Tue	02/20/24	306.85117	1.17876	36	0.1457		x	0.6077	33.86	x		0.8837	-3.15
Wed	02/21/24	306.84066	1.17872	37	0.1498		x	0.6036	33.90	x		0.8878	-3.19
Thu	02/22/24	306.83014	1.17868	38	0.1538		x	0.5996	33.94	x		0.8918	-3.23
Fri	02/23/24	306.81962	1.17864	39	0.1579		x	0.5955	33.98	x		0.8959	-3.27
Mon	02/26/24	306.78807	1.17852	42	0.1700		x	0.5834	34.10	x		0.9080	-3.39
Tue	02/27/24	306.77755	1.17848	43	0.1740		x	0.5794	34.14	x		0.9120	-3.43
Wed	02/28/24	306.76703	1.17844	44	0.1781		x	0.5753	34.18	x		0.9161	-3.47
Thu	02/29/24	306.75652	1.17840	45	0.1821		x	0.5713	34.22	x		0.9201	-3.51
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	1.17836	46	0.1861		x	0.5673	34.26	x		0.9241	-3.55
Mon	03/04/24	306.90771	1.17898	49	0.1984		x	0.5550	33.64	x		0.9364	-2.93
Tue	03/05/24	306.96161	1.17919	50	0.2025		x	0.5509	33.43	x		0.9405	-2.72
Wed	03/06/24	307.01552	1.17939	51	0.2066		x	0.5468	33.23	x		0.9446	-2.52
Thu	03/07/24	307.06942	1.17960	52	0.2106		x	0.5428	33.02	x		0.9486	-2.31
Fri	03/08/24	307.12332	1.17981	53	0.2147		x	0.5387	32.81	x		0.9527	-2.10
Mon	03/11/24	307.28503	1.18043	56	0.2270		x	0.5264	32.19	x		0.9650	-1.48
Tue	03/12/24	307.33894	1.18064	57	0.2311		x	0.5223	31.98	x		0.9691	-1.27
Wed	03/13/24	307.39284	1.18084	58	0.2352		x	0.5182	31.78	x		0.9732	-1.07
Thu	03/14/24	307.44674	1.18105	59	0.2393		x	0.5141	31.57	x		0.9773	-0.86
Fri	03/15/24	307.50065	1.18126	60	0.2434		x	0.5100	31.36	x		0.9814	-0.65
Mon	03/18/24	307.66235	1.18188	63	0.2557		x	0.4977	30.74	x		0.9937	-0.03
Tue	03/19/24	307.71626	1.18209	64	0.2598		x	0.4936	30.53	x		0.9978	0.18
Wed	03/20/24	307.77016	1.18229	65	0.2639		x	0.4895	30.33	x		1.0019	0.38
Thu	03/21/24	307.82406	1.18250	66	0.2680		x	0.4854	30.12	x		1.0060	0.59
Fri	03/22/24	307.87797	1.18271	67	0.2721		x	0.4813	29.91	x		1.0101	0.80
Mon	03/25/24	308.03968	1.18333	70	0.2845		x	0.4689	29.29	x		1.0225	1.42
Tue	03/26/24	308.09358	1.18354	71	0.2886		x	0.4648	29.08	x		1.0266	1.63
Wed	03/27/24	308.14748	1.18374	72	0.2927		x	0.4607	28.88	x		1.0307	1.83
Thu	03/28/24	308.20139	1.18395	73	0.2968		x	0.4566	28.67	x		1.0348	2.04
Fri	03/29/24	308.25529	1.18416	74	0.3009		x	0.4525	28.46	x		1.0389	2.25
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	1.18478	77	0.3133		x	0.4401	27.84	x		1.0513	2.87
Tue	04/02/24	308.48063	1.18502	78	0.3174		x	0.4360	27.60	x		1.0554	3.11
Wed	04/03/24	308.54427	1.18527	79	0.3216		x	0.4318	27.35	x		1.0596	3.36
Thu	04/04/24	308.60790	1.18551	80	0.3257		x	0.4277	27.11	x		1.0637	3.60
Fri	04/05/24	308.67153	1.18576	81	0.3298		x	0.4236	26.86	x		1.0678	3.85
Mon	04/08/24	308.86243	1.18649	84	0.3423		x	0.4111	26.13	x		1.0803	4.58
Tue	04/09/24	308.92607	1.18673	85	0.3464		x	0.4070	25.89	x		1.0844	4.82
Wed	04/10/24	308.98970	1.18698	86	0.3506		x	0.4028	25.64	x		1.0886	5.07
Thu	04/11/24	309.05333	1.18722	87	0.3547		x	0.3987	25.40	x		1.0927	5.31
Fri	04/12/24	309.11697	1.18747	88	0.3589		x	0.3945	25.15	x		1.0969	5.56
Mon	04/15/24	309.30787	1.18820	91	0.3713		x	0.3821	24.42	x		1.1093	6.29
Tue	04/16/24	309.37150	1.18845	92	0.3755		x	0.3779	24.17	x		1.1135	6.54
Wed	04/17/24	309.43513	1.18869	93	0.3796		x	0.3738	23.93	x		1.1176	6.78
Thu	04/18/24	309.49877	1.18893	94	0.3838		x	0.3696	23.69	x		1.1218	7.02
Fri	04/19/24	309.56240	1.18918	95	0.3880		x	0.3654	23.44	x		1.1260	7.27
Mon	04/22/24	309.75330	1.18991	98	0.4005		x	0.3529	22.71	x		1.1385	8.00
Tue	04/23/24	309.81693	1.19016	99	0.4046		x	0.3488	22.46	x		1.1426	8.25
Wed	04/24/24	309.88057	1.19040	100	0.4088		x	0.3446	22.22	x		1.1468	8.49
Thu	04/25/24	309.94420	1.19065	101	0.4130		x	0.3404	21.97	x		1.1510	8.74
Fri	04/26/24	310.00783	1.19089	102	0.4171		x	0.3363	21.73	x		1.1551	8.98
Mon	04/29/24	310.19873	1.19162	105	0.4297		x	0.3237	21.00	x		1.1677	9.71
Tue	04/30/24	310.26237	1.19187	106	0.4339		x	0.3195	20.75	x		1.1719	9.96
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	1.19211	107	0.4380		x	0.3154	20.51	x		1.1760	10.20
Thu	05/02/24	310.39071	1.19236	108	0.4422		x	0.3112	20.26	x		1.1802	10.45
Fri	05/03/24	310.45542	1.19261	109	0.4464		x	0.3070	20.01	x		1.1844	10.70
Mon	05/06/24	310.64955	1.19335	112	0.4590		x	0.2944	19.27	x		1.1970	11.44
Tue	05/07/24	310.71426	1.19360	113	0.4632		x	0.2902	19.02	x		1.2012	11.69
Wed	05/08/24	310.77897	1.19385	114	0.4674		x	0.2860	18.77	x		1.2054	11.94
Thu	05/09/24	310.84368	1.19410	115	0.4716		x	0.2818	18.52	x		1.2096	12.19
Fri	05/10/24	310.90839	1.19435	116	0.4758		x	0.2776	18.27	x		1.2138	12.44
Mon	05/13/24	311.10252	1.19509	119	0.4884		x	0.2650	17.53	x		1.2264	13.18
Tue	05/14/24	311.16723	1.19534	120	0.4926		x	0.2608	17.28	x		1.2306	13.43
Wed	05/15/24	311.23194	1.19559	121	0.4968		x	0.2566	17.03	x		1.2348	13.68
Thu	05/16/24	311.29665	1.19584	122	0.5010		x	0.2524	16.78	x		1.2390	13.93
Fri	05/17/24	311.36135	1.19609	123	0.5052		x	0.2482	16.53	x		1.2432	14.18
Mon	05/20/24	311.55548	1.19683	126	0.5179		x	0.2355	15.79	x		1.2559	14.92
Tue	05/21/24	311.62019	1.19708	127	0.5221		x	0.2313	15.54	x		1.2601	15.17
Wed	05/22/24	311.68490	1.19733	128	0.5263		x	0.2271	15.29	x		1.2643	15.42
Thu	05/23/24	311.74961	1.19758	129	0.5305		x	0.2229	15.04	x		1.2685	15.67
Fri	05/24/24	311.81432	1.19783	130	0.5347		x	0.2187	14.79	x		1.2727	15.92
Mon	05/27/24	312.00845	1.19857	133	0.5474		x	0.2060	14.05	x		1.2854	16.66
Tue	05/28/24	312.07316	1.19882	134	0.5517		x	0.2017	13.80	x		1.2897	16.91
Wed	05/29/24	312.13787	1.19907	135	0.5559		x	0.1975	13.55	x		1.2939	17.16
Thu	05/30/24	312.20258	1.19932	136	0.5601		x	0.1933	13.30	x		1.2981	17.41
Fri	05/31/24	312.26729	1.19957	137	0.5644		x	0.1890	13.05	x		1.3024	17.66
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	1.20013	140	0.5770		x	0.1764	12.49	x		1.3150	18.22
Tue	06/04/24	312.45360	1.20028	141	0.5812		x	0.1722	12.34	x		1.3192	18.37
Wed	06/05/24	312.49413	1.20044	142	0.5854		x	0.1680	12.18	x		1.3234	18.53
Thu	06/06/24	312.53467	1.20060	143	0.5896		x	0.1638	12.02	x		1.3276	18.69
Fri	06/07/24	312.57520	1.20075	144	0.5938		x	0.1596	11.87	x		1.3318	18.84
Mon	06/10/24	312.69680	1.20122	147	0.6064		x	0.1470	11.40	x		1.3444	19.31
Tue	06/11/24	312.73733	1.20137	148	0.6106		x	0.1428	11.25	x		1.3486	19.46
Wed	06/12/24	312.77787	1.20153	149	0.6148		x	0.1386	11.09	x		1.3528	19.62
Thu	06/13/24	312.81840	1.20169	150	0.6190		x	0.1344	10.93	x		1.3570	19.78
Fri	06/14/24	312.85893	1.20184	151	0.6232		x	0.1302	10.78	x		1.3612	19.93
Mon	06/17/24	312.98053	1.20231	154	0.6358		x	0.1176	10.31	x		1.3738	20.40
Tue	06/18/24	313.02107	1.20246	155	0.6400		x	0.1134	10.16	x		1.3780	20.55
Wed	06/19/24	313.06160	1.20262	156	0.6443		x	0.1091	10.00	x		1.3823	20.71
Thu	06/20/24	313.10213	1.20278	157	0.6485		x	0.1049	9.84	x		1.3865	20.87
Fri	06/21/24	313.14267	1.20293	158	0.6527		x	0.1007	9.69	x		1.3907	21.02
Mon	06/24/24	313.26427	1.20340	161	0.6653		x	0.0881	9.22	x		1.4033	21.49
Tue	06/25/24	313.30480	1.20355	162	0.6696		x	0.0838	9.07	x		1.4076	21.64
Wed	06/26/24	313.34533	1.20371	163	0.6738		x	0.0796	8.91	x		1.4118	21.80
Thu	06/27/24	313.38587	1.20387	164	0.6780		x	0.0754	8.75	x		1.4160	21.96
Fri	06/28/24	313.42640	1.20402	165	0.6822		x	0.0712	8.60	x		1.4202	22.11
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	1.20449	168	0.6949		x	0.0585	8.13	x		1.4329	22.58
Tue	07/02/24	313.56481	1.20455	169	0.6991		x	0.0543	8.07	x		1.4371	22.64
Wed	07/03/24	313.58161	1.20462	170	0.7032		x	0.0502	8.00	x		1.4412	22.71
Thu	07/04/24	313.59842	1.20468	171	0.7074		x	0.0460	7.94	x		1.4454	22.77
Fri	07/05/24	313.61523	1.20475	172	0.7116		x	0.0418	7.87	x		1.4496	22.84
Mon	07/08/24	313.66565	1.20494	175	0.7241		x	0.0293	7.68	x		1.4621	23.03
Tue	07/09/24	313.68245	1.20501	176	0.7283		x	0.0251	7.61	x		1.4663	23.10
Wed	07/10/24	313.69926	1.20507	177	0.7325		x	0.0209	7.55	x		1.4705	23.16
Thu	07/11/24	313.71606	1.20513	178	0.7367		x	0.0167	7.49	x		1.4747	23.22
Fri	07/12/24	313.73287	1.20520	179	0.7408		x	0.0126	7.42	x		1.4788	23.29
Mon	07/15/24	313.78329	1.20539	0	0.0000			0.0000	7.23	x	x	1.4914	23.48
Tue	07/16/24	313.80010	1.20546	1	0.0041			-0.0041	7.16	x	x	1.4955	23.55
Wed	07/17/24	313.81690	1.20552	2	0.0082			-0.0082	7.10	x	x	1.4996	23.61
Thu	07/18/24	313.83371	1.20559	3	0.0123			-0.0123	7.03	x	x	1.5037	23.68
Fri	07/19/24	313.85052	1.20565	4	0.0164			-0.0164	6.97	x	x	1.5078	23.74
Mon	07/22/24	313.90094	1.20584	7	0.0287			-0.0287	6.78	x	x	1.5201	23.93
Tue	07/23/24	313.91774	1.20591	8	0.0328			-0.0328	6.71	x	x	1.5242	24.00
Wed	07/24/24	313.93455	1.20597	9	0.0369			-0.0369	6.65	x	x	1.5283	24.06
Thu	07/25/24	313.95135	1.20604	10	0.0410			-0.0410	6.58	x	x	1.5324	24.13
Fri	07/26/24	313.96816	1.20610	11	0.0451			-0.0451	6.52	x	x	1.5365	24.19
Mon	07/29/24	314.01858	1.20630	14	0.0574			-0.0574	6.32	x	x	1.5488	24.39
Tue	07/30/24	314.03539	1.20636	15	0.0615			-0.0615	6.26	x	x	1.5529	24.45
Wed	07/31/24	314.05219	1.20643	16	0.0656			-0.0656	6.19	x	x	1.5570	24.52
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	1.20649	17	0.0697			-0.0697	6.13	x	x	1.5611	24.58
Fri	08/02/24	314.07242	1.20650	18	0.0738			-0.0738	6.12	x	x	1.5652	24.59
Mon	08/05/24	314.08268	1.20654	21	0.0861			-0.0861	6.08	x	x	1.5775	24.63
Tue	08/06/24	314.08610	1.20656	22	0.0902			-0.0902	6.06	x	x	1.5816	24.65
Wed	08/07/24	314.08952	1.20657	23	0.0943			-0.0943	6.05	x	x	1.5857	24.66
Thu	08/08/24	314.09294	1.20658	24	0.0984			-0.0984	6.04	x	x	1.5898	24.67
Fri	08/09/24	314.09635	1.20660	25	0.1025			-0.1025	6.02	x	x	1.5939	24.69
Mon	08/12/24	314.10661	1.20663	28	0.1148			-0.1148	5.99	x	x	1.6062	24.72
Tue	08/13/24	314.11003	1.20665	29	0.1189			-0.1189	5.97	x	x	1.6103	24.74
Wed	08/14/24	314.11345	1.20666	30	0.1230			-0.1230	5.96	x	x	1.6144	24.75
Thu	08/15/24	314.11687	1.20667	31	0.1271			-0.1271	5.95	x	x	1.6185	24.76
Fri	08/16/24	314.12029	1.20669	32	0.1312			-0.1312	5.93	x	x	1.6226	24.78
Mon	08/19/24	314.13055	1.20673	35	0.1435			-0.1435	5.89	x	x	1.6349	24.82
Tue	08/20/24	314.13397	1.20674	36	0.1476			-0.1476	5.88	x	x	1.6390	24.83
Wed	08/21/24	314.13739	1.20675	37	0.1517			-0.1517	5.87	x	x	1.6431	24.84
Thu	08/22/24	314.14081	1.20677	38	0.1558			-0.1558	5.85	x	x	1.6472	24.86
Fri	08/23/24	314.14423	1.20678	39	0.1599			-0.1599	5.84	x	x	1.6513	24.87
Mon	08/26/24	314.15448	1.20682	42	0.1722			-0.1722	5.80	x	x	1.6636	24.91
Tue	08/27/24	314.15790	1.20683	43	0.1763			-0.1763	5.79	x	x	1.6677	24.92
Wed	08/28/24	314.16132	1.20685	44	0.1804			-0.1804	5.77	x	x	1.6718	24.94
Thu	08/29/24	314.16474	1.20686	45	0.1845			-0.1845	5.76	x	x	1.6759	24.95
Fri	08/30/24	314.16816	1.20687	46	0.1886			-0.1886	5.75	x	x	1.6800	24.96
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	1.20694	49	0.2009			-0.2009	5.68	x	x	1.6923	25.03
Tue	09/03/24	314.19933	1.20699	50	0.2050			-0.2050	5.63	x	x	1.6964	25.08
Wed	09/04/24	314.21150	1.20704	51	0.2091			-0.2091	5.58	x	x	1.7005	25.13
Thu	09/05/24	314.22367	1.20708	52	0.2132			-0.2132	5.54	x	x	1.7046	25.17
Fri	09/06/24	314.23583	1.20713	53	0.2173			-0.2173	5.49	x	x	1.7087	25.22
Mon	09/09/24	314.27233	1.20727	56	0.2296			-0.2296	5.35	x	x	1.7210	25.36
Tue	09/10/24	314.28450	1.20732	57	0.2338			-0.2338	5.30	x	x	1.7252	25.41
Wed	09/11/24	314.29667	1.20737	58	0.2379			-0.2379	5.25	x	x	1.7293	25.46
Thu	09/12/24	314.30883	1.20741	59	0.2420			-0.2420	5.21	x	x	1.7334	25.50
Fri	09/13/24	314.32100	1.20746	60	0.2461			-0.2461	5.16	x	x	1.7375	25.55
Mon	09/16/24	314.35750	1.20760	63	0.2584			-0.2584	5.02	x	x	1.7498	25.69
Tue	09/17/24	314.36967	1.20765	64	0.2625			-0.2625	4.97	x	x	1.7539	25.74
Wed	09/18/24	314.38183	1.20769	65	0.2666			-0.2666	4.93	x	x	1.7580	25.78
Thu	09/19/24	314.39400	1.20774	66	0.2708			-0.2708	4.88	x	x	1.7622	25.83
Fri	09/20/24	314.40617	1.20779	67	0.2749			-0.2749	4.83	x	x	1.7663	25.88
Mon	09/23/24	314.44267	1.20793	70	0.2872			-0.2872	4.69	x	x	1.7786	26.02
Tue	09/24/24	314.45483	1.20797	71	0.2913			-0.2913	4.65	x	x	1.7827	26.06
Wed	09/25/24	314.46700	1.20802	72	0.2954			-0.2954	4.60	x	x	1.7868	26.11
Thu	09/26/24	314.47917	1.20807	73	0.2996			-0.2996	4.55	x	x	1.7910	26.16
Fri	09/27/24	314.49133	1.20811	74	0.3037			-0.3037	4.51	x	x	1.7951	26.20
Mon	09/30/24	314.52783	1.20825	77	0.3160			-0.3160	4.37	x	x	1.8074	26.34
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Tue	10/01/24	314.54000	1.20830	78	0.3201			-0.3201	4.32	x	x	1.8115	26.39
Wed	10/02/24	314.54826	1.20833	79	0.3242			-0.3242	4.29	x	x	1.8156	26.42
Thu	10/03/24	314.55652	1.20836	80	0.3284			-0.3284	4.26	x	x	1.8198	26.45
Fri	10/04/24	314.56477	1.20839	81	0.3325			-0.3325	4.23	x	x	1.8239	26.48
Mon	10/07/24	314.58955	1.20849	84	0.3448			-0.3448	4.13	x	x	1.8362	26.58
Tue	10/08/24	314.59781	1.20852	85	0.3489			-0.3489	4.10	x	x	1.8403	26.61
Wed	10/09/24	314.60606	1.20855	86	0.3530			-0.3530	4.07	x	x	1.8444	26.64
Thu	10/10/24	314.61432	1.20859	87	0.3572			-0.3572	4.03	x	x	1.8486	26.68
Fri	10/11/24	314.62258	1.20862	88	0.3613			-0.3613	4.00	x	x	1.8527	26.71
Mon	10/14/24	314.64735	1.20871	91	0.3736			-0.3736	3.91	x	x	1.8650	26.80
Tue	10/15/24	314.65561	1.20874	92	0.3777			-0.3777	3.88	x	x	1.8691	26.83
Wed	10/16/24	314.66387	1.20878	93	0.3818			-0.3818	3.84	x	x	1.8732	26.87
Thu	10/17/24	314.67213	1.20881	94	0.3860			-0.3860	3.81	x	x	1.8774	26.90
Fri	10/18/24	314.68039	1.20884	95	0.3901			-0.3901	3.78	x	x	1.8815	26.93
Mon	10/21/24	314.70516	1.20893	98	0.4024			-0.4024	3.69	x	x	1.8938	27.02
Tue	10/22/24	314.71342	1.20897	99	0.4065			-0.4065	3.65	x	x	1.8979	27.06
Wed	10/23/24	314.72168	1.20900	100	0.4107			-0.4107	3.62	x	x	1.9021	27.09
Thu	10/24/24	314.72994	1.20903	101	0.4148			-0.4148	3.59	x	x	1.9062	27.12
Fri	10/25/24	314.73819	1.20906	102	0.4189			-0.4189	3.56	x	x	1.9103	27.15
Mon	10/28/24	314.76297	1.20916	105	0.4313			-0.4313	3.46	x	x	1.9227	27.25
Tue	10/29/24	314.77123	1.20919	106	0.4354			-0.4354	3.43	x	x	1.9268	27.28
Wed	10/30/24	314.77948	1.20922	107	0.4395			-0.4395	3.40	x	x	1.9309	27.31
Thu	10/31/24	314.78774	1.20925	108	0.4436			-0.4436	3.37	x	x	1.9350	27.34
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Fri	11/01/24	314.79600	1.20928	109	0.4477			-0.4477	3.34	x	x	1.9391	27.37
Mon	11/04/24	314.84650	1.20948	112	0.4601			-0.4601	3.14	x	x	1.9515	27.57
Tue	11/05/24	314.86333	1.20954	113	0.4643			-0.4643	3.08	x	x	1.9557	27.63
Wed	11/06/24	314.88017	1.20961	114	0.4684			-0.4684	3.01	x	x	1.9598	27.70
Thu	11/07/24	314.89700	1.20967	115	0.4725			-0.4725	2.95	x	x	1.9639	27.76
Fri	11/08/24	314.91383	1.20974	116	0.4767			-0.4767	2.88	x	x	1.9681	27.83
Mon	11/11/24	314.96433	1.20993	119	0.4891			-0.4891	2.69	x	x	1.9805	28.02
Tue	11/12/24	314.98117	1.20999	120	0.4932			-0.4932	2.63	x	x	1.9846	28.08
Wed	11/13/24	314.99800	1.21006	121	0.4973			-0.4973	2.56	x	x	1.9887	28.15
Thu	11/14/24	315.01483	1.21012	122	0.5015			-0.5015	2.50	x	x	1.9929	28.21
Fri	11/15/24	315.03167	1.21019	123	0.5056			-0.5056	2.43	x	x	1.9970	28.28
Mon	11/18/24	315.08217	1.21038	126	0.5180			-0.5180	2.24	x	x	2.0094	28.47
Tue	11/19/24	315.09900	1.21045	127	0.5222			-0.5222	2.17	x	x	2.0136	28.54
Wed	11/20/24	315.11583	1.21051	128	0.5263			-0.5263	2.11	x	x	2.0177	28.60
Thu	11/21/24	315.13267	1.21058	129	0.5305			-0.5305	2.04	x	x	2.0219	28.67
Fri	11/22/24	315.14950	1.21064	130	0.5346			-0.5346	1.98	x	x	2.0260	28.73
Mon	11/25/24	315.20000	1.21084	133	0.5470			-0.5470	1.78	x	x	2.0384	28.93
Tue	11/26/24	315.21683	1.21090	134	0.5512			-0.5512	1.72	x	x	2.0426	28.99
Wed	11/27/24	315.23367	1.21096	135	0.5553			-0.5553	1.66	x	x	2.0467	29.05
Thu	11/28/24	315.25050	1.21103	136	0.5594			-0.5594	1.59	x	x	2.0508	29.12
Fri	11/29/24	315.26733	1.21109	137	0.5636			-0.5636	1.53	x	x	2.0550	29.18
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	1.21127	140	0.5760			-0.5760	1.35	x	x	2.0674	29.36
Tue	12/03/24	315.32442	1.21131	141	0.5801			-0.5801	1.31	x	x	2.0715	29.40
Wed	12/04/24	315.33613	1.21136	142	0.5843			-0.5843	1.26	x	x	2.0757	29.45
Thu	12/05/24	315.34784	1.21140	143	0.5884			-0.5884	1.22	x	x	2.0798	29.49
Fri	12/06/24	315.35955	1.21145	144	0.5926			-0.5926	1.17	x	x	2.0840	29.54
Mon	12/09/24	315.39468	1.21158	147	0.6050			-0.6050	1.04	x	x	2.0964	29.67
Tue	12/10/24	315.40639	1.21163	148	0.6091			-0.6091	0.99	x	x	2.1005	29.72
Wed	12/11/24	315.41810	1.21167	149	0.6132			-0.6132	0.95	x	x	2.1046	29.76
Thu	12/12/24	315.42981	1.21172	150	0.6174			-0.6174	0.90	x	x	2.1088	29.81
Fri	12/13/24	315.44152	1.21176	151	0.6215			-0.6215	0.86	x	x	2.1129	29.85
Mon	12/16/24	315.47665	1.21190	154	0.6339			-0.6339	0.72	x	x	2.1253	29.99
Tue	12/17/24	315.48835	1.21194	155	0.6381			-0.6381	0.68	x	x	2.1295	30.03
Wed	12/18/24	315.50006	1.21199	156	0.6422			-0.6422	0.63	x	x	2.1336	30.08
Thu	12/19/24	315.51177	1.21203	157	0.6464			-0.6464	0.59	x	x	2.1378	30.12
Fri	12/20/24	315.52348	1.21208	158	0.6505			-0.6505	0.54	x	x	2.1419	30.17
Mon	12/23/24	315.55861	1.21221	161	0.6629			-0.6629	0.41	x	x	2.1543	30.30
Tue	12/24/24	315.57032	1.21226	162	0.6671			-0.6671	0.36	x	x	2.1585	30.35
Wed	12/25/24	315.58203	1.21230	163	0.6712			-0.6712	0.32	x	x	2.1626	30.39
Thu	12/26/24	315.59374	1.21235	164	0.6754			-0.6754	0.27	x	x	2.1668	30.44
Fri	12/27/24	315.60545	1.21239	165	0.6795			-0.6795	0.23	x	x	2.1709	30.48
Mon	12/30/24	315.64058	1.21253	168	0.6919			-0.6919	0.09	x	x	2.1833	30.62
Tue	12/31/24	315.65229	1.21257	169	0.6961			-0.6961	0.05	x	x	2.1875	30.66
Wed	01/01/25	315.66400	1.21262

Generated 12/11/24 08:49