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

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

CUSIP Number	91282CCM1	Interest 01/15/24 (184 days)	$0.7168
Dated Date	July 15, 2021	Interest 07/15/24 (182 days)	$0.7317
Ref CPI on Dated Date	268.02090	Interest Total	$1.4485
Original Issue Date	July 30, 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	1.14794	170	0.6629	x	x	0.7856	29.82			0.6629	0.00
Tue	01/02/24	307.65100	1.14786	171	0.6667	x	x	0.7818	29.90			0.6667	-0.08
Wed	01/03/24	307.63100	1.14779	172	0.6706	x	x	0.7779	29.97			0.6706	-0.15
Thu	01/04/24	307.61100	1.14771	173	0.6744	x	x	0.7741	30.05			0.6744	-0.23
Fri	01/05/24	307.59100	1.14764	174	0.6783	x	x	0.7702	30.12			0.6783	-0.30
Mon	01/08/24	307.53100	1.14741	177	0.6898	x	x	0.7587	30.35			0.6898	-0.53
Tue	01/09/24	307.51100	1.14734	178	0.6937	x	x	0.7548	30.42			0.6937	-0.60
Wed	01/10/24	307.49100	1.14727	179	0.6976	x	x	0.7509	30.49			0.6976	-0.67
Thu	01/11/24	307.47100	1.14719	180	0.7014	x	x	0.7471	30.57			0.7014	-0.75
Fri	01/12/24	307.45100	1.14712	181	0.7053	x	x	0.7432	30.64			0.7053	-0.82
Mon	01/15/24	307.39100	1.14689	0	0.0000		x	0.7317	30.87	x		0.7168	-1.05
Tue	01/16/24	307.37100	1.14682	1	0.0039		x	0.7278	30.94	x		0.7207	-1.12
Wed	01/17/24	307.35100	1.14674	2	0.0079		x	0.7238	31.02	x		0.7247	-1.20
Thu	01/18/24	307.33100	1.14667	3	0.0118		x	0.7199	31.09	x		0.7286	-1.27
Fri	01/19/24	307.31100	1.14659	4	0.0157		x	0.7160	31.17	x		0.7325	-1.35
Mon	01/22/24	307.25100	1.14637	7	0.0276		x	0.7041	31.39	x		0.7444	-1.57
Tue	01/23/24	307.23100	1.14629	8	0.0315		x	0.7002	31.47	x		0.7483	-1.65
Wed	01/24/24	307.21100	1.14622	9	0.0354		x	0.6963	31.54	x		0.7522	-1.72
Thu	01/25/24	307.19100	1.14615	10	0.0394		x	0.6923	31.61	x		0.7562	-1.79
Fri	01/26/24	307.17100	1.14607	11	0.0433		x	0.6884	31.69	x		0.7601	-1.87
Mon	01/29/24	307.11100	1.14585	14	0.0551		x	0.6766	31.91	x		0.7719	-2.09
Tue	01/30/24	307.09100	1.14577	15	0.0590		x	0.6727	31.99	x		0.7758	-2.17
Wed	01/31/24	307.07100	1.14570	16	0.0630		x	0.6687	32.06	x		0.7798	-2.24
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	1.14562	17	0.0669		x	0.6648	32.14	x		0.7837	-2.32
Fri	02/02/24	307.04048	1.14558	18	0.0708		x	0.6609	32.18	x		0.7876	-2.36
Mon	02/05/24	307.00893	1.14547	21	0.0826		x	0.6491	32.29	x		0.7994	-2.47
Tue	02/06/24	306.99841	1.14543	22	0.0865		x	0.6452	32.33	x		0.8033	-2.51
Wed	02/07/24	306.98790	1.14539	23	0.0905		x	0.6412	32.37	x		0.8073	-2.55
Thu	02/08/24	306.97738	1.14535	24	0.0944		x	0.6373	32.41	x		0.8112	-2.59
Fri	02/09/24	306.96686	1.14531	25	0.0983		x	0.6334	32.45	x		0.8151	-2.63
Mon	02/12/24	306.93531	1.14519	28	0.1101		x	0.6216	32.57	x		0.8269	-2.75
Tue	02/13/24	306.92479	1.14515	29	0.1140		x	0.6177	32.61	x		0.8308	-2.79
Wed	02/14/24	306.91428	1.14511	30	0.1180		x	0.6137	32.65	x		0.8348	-2.83
Thu	02/15/24	306.90376	1.14507	31	0.1219		x	0.6098	32.69	x		0.8387	-2.87
Fri	02/16/24	306.89324	1.14503	32	0.1258		x	0.6059	32.73	x		0.8426	-2.91
Mon	02/19/24	306.86169	1.14492	35	0.1376		x	0.5941	32.84	x		0.8544	-3.02
Tue	02/20/24	306.85117	1.14488	36	0.1415		x	0.5902	32.88	x		0.8583	-3.06
Wed	02/21/24	306.84066	1.14484	37	0.1455		x	0.5862	32.92	x		0.8623	-3.10
Thu	02/22/24	306.83014	1.14480	38	0.1494		x	0.5823	32.96	x		0.8662	-3.14
Fri	02/23/24	306.81962	1.14476	39	0.1533		x	0.5784	33.00	x		0.8701	-3.18
Mon	02/26/24	306.78807	1.14464	42	0.1651		x	0.5666	33.12	x		0.8819	-3.30
Tue	02/27/24	306.77755	1.14460	43	0.1690		x	0.5627	33.16	x		0.8858	-3.34
Wed	02/28/24	306.76703	1.14456	44	0.1729		x	0.5588	33.20	x		0.8897	-3.38
Thu	02/29/24	306.75652	1.14452	45	0.1769		x	0.5548	33.24	x		0.8937	-3.42
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	1.14449	46	0.1808		x	0.5509	33.27	x		0.8976	-3.45
Mon	03/04/24	306.90771	1.14509	49	0.1927		x	0.5390	32.67	x		0.9095	-2.85
Tue	03/05/24	306.96161	1.14529	50	0.1967		x	0.5350	32.47	x		0.9135	-2.65
Wed	03/06/24	307.01552	1.14549	51	0.2006		x	0.5311	32.27	x		0.9174	-2.45
Thu	03/07/24	307.06942	1.14569	52	0.2046		x	0.5271	32.07	x		0.9214	-2.25
Fri	03/08/24	307.12332	1.14589	53	0.2086		x	0.5231	31.87	x		0.9254	-2.05
Mon	03/11/24	307.28503	1.14650	56	0.2205		x	0.5112	31.26	x		0.9373	-1.44
Tue	03/12/24	307.33894	1.14670	57	0.2245		x	0.5072	31.06	x		0.9413	-1.24
Wed	03/13/24	307.39284	1.14690	58	0.2284		x	0.5033	30.86	x		0.9452	-1.04
Thu	03/14/24	307.44674	1.14710	59	0.2324		x	0.4993	30.66	x		0.9492	-0.84
Fri	03/15/24	307.50065	1.14730	60	0.2364		x	0.4953	30.46	x		0.9532	-0.64
Mon	03/18/24	307.66235	1.14790	63	0.2483		x	0.4834	29.86	x		0.9651	-0.04
Tue	03/19/24	307.71626	1.14811	64	0.2523		x	0.4794	29.65	x		0.9691	0.17
Wed	03/20/24	307.77016	1.14831	65	0.2563		x	0.4754	29.45	x		0.9731	0.37
Thu	03/21/24	307.82406	1.14851	66	0.2603		x	0.4714	29.25	x		0.9771	0.57
Fri	03/22/24	307.87797	1.14871	67	0.2643		x	0.4674	29.05	x		0.9811	0.77
Mon	03/25/24	308.03968	1.14931	70	0.2763		x	0.4554	28.45	x		0.9931	1.37
Tue	03/26/24	308.09358	1.14951	71	0.2803		x	0.4514	28.25	x		0.9971	1.57
Wed	03/27/24	308.14748	1.14971	72	0.2843		x	0.4474	28.05	x		1.0011	1.77
Thu	03/28/24	308.20139	1.14992	73	0.2883		x	0.4434	27.84	x		1.0051	1.98
Fri	03/29/24	308.25529	1.15012	74	0.2923		x	0.4394	27.64	x		1.0091	2.18
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	04/01/24	308.41700	1.15072	77	0.3043		x	0.4274	27.04	x		1.0211	2.78
Tue	04/02/24	308.48063	1.15096	78	0.3083		x	0.4234	26.80	x		1.0251	3.02
Wed	04/03/24	308.54427	1.15119	79	0.3123		x	0.4194	26.57	x		1.0291	3.25
Thu	04/04/24	308.60790	1.15143	80	0.3163		x	0.4154	26.33	x		1.0331	3.49
Fri	04/05/24	308.67153	1.15167	81	0.3203		x	0.4114	26.09	x		1.0371	3.73
Mon	04/08/24	308.86243	1.15238	84	0.3324		x	0.3993	25.38	x		1.0492	4.44
Tue	04/09/24	308.92607	1.15262	85	0.3364		x	0.3953	25.14	x		1.0532	4.68
Wed	04/10/24	308.98970	1.15286	86	0.3405		x	0.3912	24.90	x		1.0573	4.92
Thu	04/11/24	309.05333	1.15309	87	0.3445		x	0.3872	24.67	x		1.0613	5.15
Fri	04/12/24	309.11697	1.15333	88	0.3485		x	0.3832	24.43	x		1.0653	5.39
Mon	04/15/24	309.30787	1.15404	91	0.3606		x	0.3711	23.72	x		1.0774	6.10
Tue	04/16/24	309.37150	1.15428	92	0.3647		x	0.3670	23.48	x		1.0815	6.34
Wed	04/17/24	309.43513	1.15452	93	0.3687		x	0.3630	23.24	x		1.0855	6.58
Thu	04/18/24	309.49877	1.15476	94	0.3728		x	0.3589	23.00	x		1.0896	6.82
Fri	04/19/24	309.56240	1.15499	95	0.3768		x	0.3549	22.77	x		1.0936	7.05
Mon	04/22/24	309.75330	1.15571	98	0.3889		x	0.3428	22.05	x		1.1057	7.77
Tue	04/23/24	309.81693	1.15594	99	0.3930		x	0.3387	21.82	x		1.1098	8.00
Wed	04/24/24	309.88057	1.15618	100	0.3970		x	0.3347	21.58	x		1.1138	8.24
Thu	04/25/24	309.94420	1.15642	101	0.4011		x	0.3306	21.34	x		1.1179	8.48
Fri	04/26/24	310.00783	1.15666	102	0.4051		x	0.3266	21.10	x		1.1219	8.72
Mon	04/29/24	310.19873	1.15737	105	0.4173		x	0.3144	20.39	x		1.1341	9.43
Tue	04/30/24	310.26237	1.15761	106	0.4214		x	0.3103	20.15	x		1.1382	9.67
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Wed	05/01/24	310.32600	1.15784	107	0.4254		x	0.3063	19.92	x		1.1422	9.90
Thu	05/02/24	310.39071	1.15808	108	0.4295		x	0.3022	19.68	x		1.1463	10.14
Fri	05/03/24	310.45542	1.15833	109	0.4336		x	0.2981	19.43	x		1.1504	10.39
Mon	05/06/24	310.64955	1.15905	112	0.4458		x	0.2859	18.71	x		1.1626	11.11
Tue	05/07/24	310.71426	1.15929	113	0.4499		x	0.2818	18.47	x		1.1667	11.35
Wed	05/08/24	310.77897	1.15953	114	0.4539		x	0.2778	18.23	x		1.1707	11.59
Thu	05/09/24	310.84368	1.15977	115	0.4580		x	0.2737	17.99	x		1.1748	11.83
Fri	05/10/24	310.90839	1.16002	116	0.4621		x	0.2696	17.74	x		1.1789	12.08
Mon	05/13/24	311.10252	1.16074	119	0.4743		x	0.2574	17.02	x		1.1911	12.80
Tue	05/14/24	311.16723	1.16098	120	0.4784		x	0.2533	16.78	x		1.1952	13.04
Wed	05/15/24	311.23194	1.16122	121	0.4825		x	0.2492	16.54	x		1.1993	13.28
Thu	05/16/24	311.29665	1.16146	122	0.4866		x	0.2451	16.30	x		1.2034	13.52
Fri	05/17/24	311.36135	1.16171	123	0.4907		x	0.2410	16.05	x		1.2075	13.77
Mon	05/20/24	311.55548	1.16243	126	0.5030		x	0.2287	15.33	x		1.2198	14.49
Tue	05/21/24	311.62019	1.16267	127	0.5071		x	0.2246	15.09	x		1.2239	14.73
Wed	05/22/24	311.68490	1.16291	128	0.5112		x	0.2205	14.85	x		1.2280	14.97
Thu	05/23/24	311.74961	1.16315	129	0.5153		x	0.2164	14.61	x		1.2321	15.21
Fri	05/24/24	311.81432	1.16340	130	0.5194		x	0.2123	14.36	x		1.2362	15.46
Mon	05/27/24	312.00845	1.16412	133	0.5317		x	0.2000	13.64	x		1.2485	16.18
Tue	05/28/24	312.07316	1.16436	134	0.5358		x	0.1959	13.40	x		1.2526	16.42
Wed	05/29/24	312.13787	1.16460	135	0.5399		x	0.1918	13.16	x		1.2567	16.66
Thu	05/30/24	312.20258	1.16484	136	0.5440		x	0.1877	12.92	x		1.2608	16.90
Fri	05/31/24	312.26729	1.16509	137	0.5481		x	0.1836	12.67	x		1.2649	17.15
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	1.16563	140	0.5604		x	0.1713	12.13	x		1.2772	17.69
Tue	06/04/24	312.45360	1.16578	141	0.5645		x	0.1672	11.98	x		1.2813	17.84
Wed	06/05/24	312.49413	1.16593	142	0.5686		x	0.1631	11.83	x		1.2854	17.99
Thu	06/06/24	312.53467	1.16608	143	0.5726		x	0.1591	11.68	x		1.2894	18.14
Fri	06/07/24	312.57520	1.16623	144	0.5767		x	0.1550	11.53	x		1.2935	18.29
Mon	06/10/24	312.69680	1.16669	147	0.5890		x	0.1427	11.07	x		1.3058	18.75
Tue	06/11/24	312.73733	1.16684	148	0.5930		x	0.1387	10.92	x		1.3098	18.90
Wed	06/12/24	312.77787	1.16699	149	0.5971		x	0.1346	10.77	x		1.3139	19.05
Thu	06/13/24	312.81840	1.16714	150	0.6012		x	0.1305	10.62	x		1.3180	19.20
Fri	06/14/24	312.85893	1.16729	151	0.6053		x	0.1264	10.47	x		1.3221	19.35
Mon	06/17/24	312.98053	1.16775	154	0.6176		x	0.1141	10.01	x		1.3344	19.81
Tue	06/18/24	313.02107	1.16790	155	0.6217		x	0.1100	9.86	x		1.3385	19.96
Wed	06/19/24	313.06160	1.16805	156	0.6257		x	0.1060	9.71	x		1.3425	20.11
Thu	06/20/24	313.10213	1.16820	157	0.6298		x	0.1019	9.56	x		1.3466	20.26
Fri	06/21/24	313.14267	1.16835	158	0.6339		x	0.0978	9.41	x		1.3507	20.41
Mon	06/24/24	313.26427	1.16881	161	0.6462		x	0.0855	8.95	x		1.3630	20.87
Tue	06/25/24	313.30480	1.16896	162	0.6503		x	0.0814	8.80	x		1.3671	21.02
Wed	06/26/24	313.34533	1.16911	163	0.6544		x	0.0773	8.65	x		1.3712	21.17
Thu	06/27/24	313.38587	1.16926	164	0.6585		x	0.0732	8.50	x		1.3753	21.32
Fri	06/28/24	313.42640	1.16941	165	0.6626		x	0.0691	8.35	x		1.3794	21.47
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	07/01/24	313.54800	1.16986	168	0.6749		x	0.0568	7.90	x		1.3917	21.92
Tue	07/02/24	313.56481	1.16993	169	0.6790		x	0.0527	7.83	x		1.3958	21.99
Wed	07/03/24	313.58161	1.16999	170	0.6830		x	0.0487	7.77	x		1.3998	22.05
Thu	07/04/24	313.59842	1.17005	171	0.6871		x	0.0446	7.71	x		1.4039	22.11
Fri	07/05/24	313.61523	1.17011	172	0.6911		x	0.0406	7.65	x		1.4079	22.17
Mon	07/08/24	313.66565	1.17030	175	0.7033		x	0.0284	7.46	x		1.4201	22.36
Tue	07/09/24	313.68245	1.17037	176	0.7074		x	0.0243	7.39	x		1.4242	22.43
Wed	07/10/24	313.69926	1.17043	177	0.7114		x	0.0203	7.33	x		1.4282	22.49
Thu	07/11/24	313.71606	1.17049	178	0.7155		x	0.0162	7.27	x		1.4323	22.55
Fri	07/12/24	313.73287	1.17055	179	0.7195		x	0.0122	7.21	x		1.4363	22.61
Mon	07/15/24	313.78329	1.17074	0	0.0000			0.0000	7.02	x	x	1.4485	22.80
Tue	07/16/24	313.80010	1.17080	1	0.0040			-0.0040	6.96	x	x	1.4525	22.86
Wed	07/17/24	313.81690	1.17087	2	0.0080			-0.0080	6.89	x	x	1.4565	22.93
Thu	07/18/24	313.83371	1.17093	3	0.0119			-0.0119	6.83	x	x	1.4604	22.99
Fri	07/19/24	313.85052	1.17099	4	0.0159			-0.0159	6.77	x	x	1.4644	23.05
Mon	07/22/24	313.90094	1.17118	7	0.0278			-0.0278	6.58	x	x	1.4763	23.24
Tue	07/23/24	313.91774	1.17124	8	0.0318			-0.0318	6.52	x	x	1.4803	23.30
Wed	07/24/24	313.93455	1.17131	9	0.0358			-0.0358	6.45	x	x	1.4843	23.37
Thu	07/25/24	313.95135	1.17137	10	0.0398			-0.0398	6.39	x	x	1.4883	23.43
Fri	07/26/24	313.96816	1.17143	11	0.0438			-0.0438	6.33	x	x	1.4923	23.49
Mon	07/29/24	314.01858	1.17162	14	0.0557			-0.0557	6.14	x	x	1.5042	23.68
Tue	07/30/24	314.03539	1.17168	15	0.0597			-0.0597	6.08	x	x	1.5082	23.74
Wed	07/31/24	314.05219	1.17175	16	0.0637			-0.0637	6.01	x	x	1.5122	23.81
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	1.17181	17	0.0677			-0.0677	5.95	x	x	1.5162	23.87
Fri	08/02/24	314.07242	1.17182	18	0.0716			-0.0716	5.94	x	x	1.5201	23.88
Mon	08/05/24	314.08268	1.17186	21	0.0836			-0.0836	5.90	x	x	1.5321	23.92
Tue	08/06/24	314.08610	1.17187	22	0.0876			-0.0876	5.89	x	x	1.5361	23.93
Wed	08/07/24	314.08952	1.17188	23	0.0916			-0.0916	5.88	x	x	1.5401	23.94
Thu	08/08/24	314.09294	1.17190	24	0.0955			-0.0955	5.86	x	x	1.5440	23.96
Fri	08/09/24	314.09635	1.17191	25	0.0995			-0.0995	5.85	x	x	1.5480	23.97
Mon	08/12/24	314.10661	1.17195	28	0.1115			-0.1115	5.81	x	x	1.5600	24.01
Tue	08/13/24	314.11003	1.17196	29	0.1154			-0.1154	5.80	x	x	1.5639	24.02
Wed	08/14/24	314.11345	1.17197	30	0.1194			-0.1194	5.79	x	x	1.5679	24.03
Thu	08/15/24	314.11687	1.17199	31	0.1234			-0.1234	5.77	x	x	1.5719	24.05
Fri	08/16/24	314.12029	1.17200	32	0.1274			-0.1274	5.76	x	x	1.5759	24.06
Mon	08/19/24	314.13055	1.17204	35	0.1393			-0.1393	5.72	x	x	1.5878	24.10
Tue	08/20/24	314.13397	1.17205	36	0.1433			-0.1433	5.71	x	x	1.5918	24.11
Wed	08/21/24	314.13739	1.17206	37	0.1473			-0.1473	5.70	x	x	1.5958	24.12
Thu	08/22/24	314.14081	1.17208	38	0.1513			-0.1513	5.68	x	x	1.5998	24.14
Fri	08/23/24	314.14423	1.17209	39	0.1553			-0.1553	5.67	x	x	1.6038	24.15
Mon	08/26/24	314.15448	1.17213	42	0.1672			-0.1672	5.63	x	x	1.6157	24.19
Tue	08/27/24	314.15790	1.17214	43	0.1712			-0.1712	5.62	x	x	1.6197	24.20
Wed	08/28/24	314.16132	1.17215	44	0.1752			-0.1752	5.61	x	x	1.6237	24.21
Thu	08/29/24	314.16474	1.17217	45	0.1792			-0.1792	5.59	x	x	1.6277	24.23
Fri	08/30/24	314.16816	1.17218	46	0.1832			-0.1832	5.58	x	x	1.6317	24.24
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	1.17225	49	0.1951			-0.1951	5.51	x	x	1.6436	24.31
Tue	09/03/24	314.19933	1.17229	50	0.1991			-0.1991	5.47	x	x	1.6476	24.35
Wed	09/04/24	314.21150	1.17234	51	0.2031			-0.2031	5.42	x	x	1.6516	24.40
Thu	09/05/24	314.22367	1.17238	52	0.2071			-0.2071	5.38	x	x	1.6556	24.44
Fri	09/06/24	314.23583	1.17243	53	0.2111			-0.2111	5.33	x	x	1.6596	24.49
Mon	09/09/24	314.27233	1.17257	56	0.2230			-0.2230	5.19	x	x	1.6715	24.63
Tue	09/10/24	314.28450	1.17261	57	0.2270			-0.2270	5.15	x	x	1.6755	24.67
Wed	09/11/24	314.29667	1.17266	58	0.2310			-0.2310	5.10	x	x	1.6795	24.72
Thu	09/12/24	314.30883	1.17270	59	0.2350			-0.2350	5.06	x	x	1.6835	24.76
Fri	09/13/24	314.32100	1.17275	60	0.2390			-0.2390	5.01	x	x	1.6875	24.81
Mon	09/16/24	314.35750	1.17288	63	0.2510			-0.2510	4.88	x	x	1.6995	24.94
Tue	09/17/24	314.36967	1.17293	64	0.2550			-0.2550	4.83	x	x	1.7035	24.99
Wed	09/18/24	314.38183	1.17298	65	0.2590			-0.2590	4.78	x	x	1.7075	25.04
Thu	09/19/24	314.39400	1.17302	66	0.2630			-0.2630	4.74	x	x	1.7115	25.08
Fri	09/20/24	314.40617	1.17307	67	0.2670			-0.2670	4.69	x	x	1.7155	25.13
Mon	09/23/24	314.44267	1.17320	70	0.2790			-0.2790	4.56	x	x	1.7275	25.26
Tue	09/24/24	314.45483	1.17325	71	0.2830			-0.2830	4.51	x	x	1.7315	25.31
Wed	09/25/24	314.46700	1.17329	72	0.2869			-0.2869	4.47	x	x	1.7354	25.35
Thu	09/26/24	314.47917	1.17334	73	0.2909			-0.2909	4.42	x	x	1.7394	25.40
Fri	09/27/24	314.49133	1.17338	74	0.2949			-0.2949	4.38	x	x	1.7434	25.44
Mon	09/30/24	314.52783	1.17352	77	0.3069			-0.3069	4.24	x	x	1.7554	25.58
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	1.17357	78	0.3109			-0.3109	4.19	x	x	1.7594	25.63
Wed	10/02/24	314.54826	1.17360	79	0.3149			-0.3149	4.16	x	x	1.7634	25.66
Thu	10/03/24	314.55652	1.17363	80	0.3189			-0.3189	4.13	x	x	1.7674	25.69
Fri	10/04/24	314.56477	1.17366	81	0.3229			-0.3229	4.10	x	x	1.7714	25.72
Mon	10/07/24	314.58955	1.17375	84	0.3349			-0.3349	4.01	x	x	1.7834	25.81
Tue	10/08/24	314.59781	1.17378	85	0.3389			-0.3389	3.98	x	x	1.7874	25.84
Wed	10/09/24	314.60606	1.17381	86	0.3429			-0.3429	3.95	x	x	1.7914	25.87
Thu	10/10/24	314.61432	1.17384	87	0.3469			-0.3469	3.92	x	x	1.7954	25.90
Fri	10/11/24	314.62258	1.17387	88	0.3509			-0.3509	3.89	x	x	1.7994	25.93
Mon	10/14/24	314.64735	1.17397	91	0.3629			-0.3629	3.79	x	x	1.8114	26.03
Tue	10/15/24	314.65561	1.17400	92	0.3669			-0.3669	3.76	x	x	1.8154	26.06
Wed	10/16/24	314.66387	1.17403	93	0.3709			-0.3709	3.73	x	x	1.8194	26.09
Thu	10/17/24	314.67213	1.17406	94	0.3749			-0.3749	3.70	x	x	1.8234	26.12
Fri	10/18/24	314.68039	1.17409	95	0.3789			-0.3789	3.67	x	x	1.8274	26.15
Mon	10/21/24	314.70516	1.17418	98	0.3909			-0.3909	3.58	x	x	1.8394	26.24
Tue	10/22/24	314.71342	1.17421	99	0.3949			-0.3949	3.55	x	x	1.8434	26.27
Wed	10/23/24	314.72168	1.17424	100	0.3989			-0.3989	3.52	x	x	1.8474	26.30
Thu	10/24/24	314.72994	1.17427	101	0.4029			-0.4029	3.49	x	x	1.8514	26.33
Fri	10/25/24	314.73819	1.17430	102	0.4069			-0.4069	3.46	x	x	1.8554	26.36
Mon	10/28/24	314.76297	1.17440	105	0.4189			-0.4189	3.36	x	x	1.8674	26.46
Tue	10/29/24	314.77123	1.17443	106	0.4229			-0.4229	3.33	x	x	1.8714	26.49
Wed	10/30/24	314.77948	1.17446	107	0.4269			-0.4269	3.30	x	x	1.8754	26.52
Thu	10/31/24	314.78774	1.17449	108	0.4309			-0.4309	3.27	x	x	1.8794	26.55
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	1.17452	109	0.4349			-0.4349	3.24	x	x	1.8834	26.58
Mon	11/04/24	314.84650	1.17471	112	0.4469			-0.4469	3.05	x	x	1.8954	26.77
Tue	11/05/24	314.86333	1.17477	113	0.4509			-0.4509	2.99	x	x	1.8994	26.83
Wed	11/06/24	314.88017	1.17483	114	0.4549			-0.4549	2.93	x	x	1.9034	26.89
Thu	11/07/24	314.89700	1.17490	115	0.4589			-0.4589	2.86	x	x	1.9074	26.96
Fri	11/08/24	314.91383	1.17496	116	0.4630			-0.4630	2.80	x	x	1.9115	27.02
Mon	11/11/24	314.96433	1.17515	119	0.4750			-0.4750	2.61	x	x	1.9235	27.21
Tue	11/12/24	314.98117	1.17521	120	0.4790			-0.4790	2.55	x	x	1.9275	27.27
Wed	11/13/24	314.99800	1.17527	121	0.4830			-0.4830	2.49	x	x	1.9315	27.33
Thu	11/14/24	315.01483	1.17534	122	0.4871			-0.4871	2.42	x	x	1.9356	27.40
Fri	11/15/24	315.03167	1.17540	123	0.4911			-0.4911	2.36	x	x	1.9396	27.46
Mon	11/18/24	315.08217	1.17559	126	0.5031			-0.5031	2.17	x	x	1.9516	27.65
Tue	11/19/24	315.09900	1.17565	127	0.5072			-0.5072	2.11	x	x	1.9557	27.71
Wed	11/20/24	315.11583	1.17571	128	0.5112			-0.5112	2.05	x	x	1.9597	27.77
Thu	11/21/24	315.13267	1.17578	129	0.5152			-0.5152	1.98	x	x	1.9637	27.84
Fri	11/22/24	315.14950	1.17584	130	0.5192			-0.5192	1.92	x	x	1.9677	27.90
Mon	11/25/24	315.20000	1.17603	133	0.5313			-0.5313	1.73	x	x	1.9798	28.09
Tue	11/26/24	315.21683	1.17609	134	0.5353			-0.5353	1.67	x	x	1.9838	28.15
Wed	11/27/24	315.23367	1.17615	135	0.5393			-0.5393	1.61	x	x	1.9878	28.21
Thu	11/28/24	315.25050	1.17622	136	0.5434			-0.5434	1.54	x	x	1.9919	28.28
Fri	11/29/24	315.26733	1.17628	137	0.5474			-0.5474	1.48	x	x	1.9959	28.34
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	12/02/24	315.31271	1.17645	140	0.5595			-0.5595	1.31	x	x	2.0080	28.51
Tue	12/03/24	315.32442	1.17649	141	0.5635			-0.5635	1.27	x	x	2.0120	28.55
Wed	12/04/24	315.33613	1.17654	142	0.5675			-0.5675	1.22	x	x	2.0160	28.60
Thu	12/05/24	315.34784	1.17658	143	0.5715			-0.5715	1.18	x	x	2.0200	28.64
Fri	12/06/24	315.35955	1.17662	144	0.5755			-0.5755	1.14	x	x	2.0240	28.68
Mon	12/09/24	315.39468	1.17675	147	0.5876			-0.5876	1.01	x	x	2.0361	28.81
Tue	12/10/24	315.40639	1.17680	148	0.5916			-0.5916	0.96	x	x	2.0401	28.86
Wed	12/11/24	315.41810	1.17684	149	0.5956			-0.5956	0.92	x	x	2.0441	28.90
Thu	12/12/24	315.42981	1.17689	150	0.5996			-0.5996	0.87	x	x	2.0481	28.95
Fri	12/13/24	315.44152	1.17693	151	0.6037			-0.6037	0.83	x	x	2.0522	28.99
Mon	12/16/24	315.47665	1.17706	154	0.6157			-0.6157	0.70	x	x	2.0642	29.12
Tue	12/17/24	315.48835	1.17710	155	0.6197			-0.6197	0.66	x	x	2.0682	29.16
Wed	12/18/24	315.50006	1.17715	156	0.6238			-0.6238	0.61	x	x	2.0723	29.21
Thu	12/19/24	315.51177	1.17719	157	0.6278			-0.6278	0.57	x	x	2.0763	29.25
Fri	12/20/24	315.52348	1.17723	158	0.6318			-0.6318	0.53	x	x	2.0803	29.29
Mon	12/23/24	315.55861	1.17737	161	0.6439			-0.6439	0.39	x	x	2.0924	29.43
Tue	12/24/24	315.57032	1.17741	162	0.6479			-0.6479	0.35	x	x	2.0964	29.47
Wed	12/25/24	315.58203	1.17745	163	0.6519			-0.6519	0.31	x	x	2.1004	29.51
Thu	12/26/24	315.59374	1.17750	164	0.6559			-0.6559	0.26	x	x	2.1044	29.56
Fri	12/27/24	315.60545	1.17754	165	0.6600			-0.6600	0.22	x	x	2.1085	29.60
Mon	12/30/24	315.64058	1.17767	168	0.6720			-0.6720	0.09	x	x	2.1205	29.73
Tue	12/31/24	315.65229	1.17772	169	0.6761			-0.6761	0.04	x	x	2.1246	29.78
Wed	01/01/25	315.66400	1.17776

Generated 12/11/24 08:49