0.125% 30-Year Treasury Inflation Protected Security (TIPS) due February 15, 2052

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

CUSIP Number	912810TE8	Interest 02/15/24 (184 days)	$0.6890
Dated Date	February 15, 2022	Interest 08/15/24 (182 days)	$0.7052
Ref CPI on Dated Date	278.37500	Interest Total	$1.3942
Original Issue Date	February 28, 2022	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	1.10524	139	0.5218	x	x	0.8724	28.71			0.5218	0.00
Tue	01/02/24	307.65100	1.10517	140	0.5256	x	x	0.8686	28.78			0.5256	-0.07
Wed	01/03/24	307.63100	1.10510	141	0.5293	x	x	0.8649	28.85			0.5293	-0.14
Thu	01/04/24	307.61100	1.10502	142	0.5330	x	x	0.8612	28.93			0.5330	-0.22
Fri	01/05/24	307.59100	1.10495	143	0.5367	x	x	0.8575	29.00			0.5367	-0.29
Mon	01/08/24	307.53100	1.10474	146	0.5479	x	x	0.8463	29.21			0.5479	-0.50
Tue	01/09/24	307.51100	1.10466	147	0.5516	x	x	0.8426	29.29			0.5516	-0.58
Wed	01/10/24	307.49100	1.10459	148	0.5553	x	x	0.8389	29.36			0.5553	-0.65
Thu	01/11/24	307.47100	1.10452	149	0.5590	x	x	0.8352	29.43			0.5590	-0.72
Fri	01/12/24	307.45100	1.10445	150	0.5627	x	x	0.8315	29.50			0.5627	-0.79
Mon	01/15/24	307.39100	1.10423	153	0.5739	x	x	0.8203	29.72			0.5739	-1.01
Tue	01/16/24	307.37100	1.10416	154	0.5776	x	x	0.8166	29.79			0.5776	-1.08
Wed	01/17/24	307.35100	1.10409	155	0.5813	x	x	0.8129	29.86			0.5813	-1.15
Thu	01/18/24	307.33100	1.10402	156	0.5850	x	x	0.8092	29.93			0.5850	-1.22
Fri	01/19/24	307.31100	1.10395	157	0.5887	x	x	0.8055	30.00			0.5887	-1.29
Mon	01/22/24	307.25100	1.10373	160	0.5999	x	x	0.7943	30.22			0.5999	-1.51
Tue	01/23/24	307.23100	1.10366	161	0.6036	x	x	0.7906	30.29			0.6036	-1.58
Wed	01/24/24	307.21100	1.10359	162	0.6073	x	x	0.7869	30.36			0.6073	-1.65
Thu	01/25/24	307.19100	1.10352	163	0.6110	x	x	0.7832	30.43			0.6110	-1.72
Fri	01/26/24	307.17100	1.10344	164	0.6147	x	x	0.7795	30.51			0.6147	-1.80
Mon	01/29/24	307.11100	1.10323	167	0.6258	x	x	0.7684	30.72			0.6258	-2.01
Tue	01/30/24	307.09100	1.10316	168	0.6295	x	x	0.7647	30.79			0.6295	-2.08
Wed	01/31/24	307.07100	1.10308	169	0.6332	x	x	0.7610	30.87			0.6332	-2.16
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	1.10301	170	0.6369	x	x	0.7573	30.94			0.6369	-2.23
Fri	02/02/24	307.04048	1.10297	171	0.6407	x	x	0.7535	30.98			0.6407	-2.27
Mon	02/05/24	307.00893	1.10286	174	0.6518	x	x	0.7424	31.09			0.6518	-2.38
Tue	02/06/24	306.99841	1.10282	175	0.6555	x	x	0.7387	31.13			0.6555	-2.42
Wed	02/07/24	306.98790	1.10279	176	0.6593	x	x	0.7349	31.16			0.6593	-2.45
Thu	02/08/24	306.97738	1.10275	177	0.6630	x	x	0.7312	31.20			0.6630	-2.49
Fri	02/09/24	306.96686	1.10271	178	0.6667	x	x	0.7275	31.24			0.6667	-2.53
Mon	02/12/24	306.93531	1.10260	181	0.6779	x	x	0.7163	31.35			0.6779	-2.64
Tue	02/13/24	306.92479	1.10256	182	0.6816	x	x	0.7126	31.39			0.6816	-2.68
Wed	02/14/24	306.91428	1.10252	183	0.6853	x	x	0.7089	31.43			0.6853	-2.72
Thu	02/15/24	306.90376	1.10248	0	0.0000		x	0.7052	31.47	x		0.6890	-2.76
Fri	02/16/24	306.89324	1.10245	1	0.0038		x	0.7014	31.50	x		0.6928	-2.79
Mon	02/19/24	306.86169	1.10233	4	0.0151		x	0.6901	31.62	x		0.7041	-2.91
Tue	02/20/24	306.85117	1.10229	5	0.0189		x	0.6863	31.66	x		0.7079	-2.95
Wed	02/21/24	306.84066	1.10226	6	0.0227		x	0.6825	31.69	x		0.7117	-2.98
Thu	02/22/24	306.83014	1.10222	7	0.0265		x	0.6787	31.73	x		0.7155	-3.02
Fri	02/23/24	306.81962	1.10218	8	0.0303		x	0.6749	31.77	x		0.7193	-3.06
Mon	02/26/24	306.78807	1.10207	11	0.0416		x	0.6636	31.88	x		0.7306	-3.17
Tue	02/27/24	306.77755	1.10203	12	0.0454		x	0.6598	31.92	x		0.7344	-3.21
Wed	02/28/24	306.76703	1.10199	13	0.0492		x	0.6560	31.96	x		0.7382	-3.25
Thu	02/29/24	306.75652	1.10195	14	0.0530		x	0.6522	32.00	x		0.7420	-3.29
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	1.10192	15	0.0568		x	0.6484	32.03	x		0.7458	-3.32
Mon	03/04/24	306.90771	1.10250	18	0.0681		x	0.6371	31.45	x		0.7571	-2.74
Tue	03/05/24	306.96161	1.10269	19	0.0719		x	0.6333	31.26	x		0.7609	-2.55
Wed	03/06/24	307.01552	1.10288	20	0.0757		x	0.6295	31.07	x		0.7647	-2.36
Thu	03/07/24	307.06942	1.10308	21	0.0795		x	0.6257	30.87	x		0.7685	-2.16
Fri	03/08/24	307.12332	1.10327	22	0.0834		x	0.6218	30.68	x		0.7724	-1.97
Mon	03/11/24	307.28503	1.10385	25	0.0948		x	0.6104	30.10	x		0.7838	-1.39
Tue	03/12/24	307.33894	1.10405	26	0.0986		x	0.6066	29.90	x		0.7876	-1.19
Wed	03/13/24	307.39284	1.10424	27	0.1024		x	0.6028	29.71	x		0.7914	-1.00
Thu	03/14/24	307.44674	1.10443	28	0.1062		x	0.5990	29.52	x		0.7952	-0.81
Fri	03/15/24	307.50065	1.10463	29	0.1100		x	0.5952	29.32	x		0.7990	-0.61
Mon	03/18/24	307.66235	1.10521	32	0.1215		x	0.5837	28.74	x		0.8105	-0.03
Tue	03/19/24	307.71626	1.10540	33	0.1253		x	0.5799	28.55	x		0.8143	0.16
Wed	03/20/24	307.77016	1.10560	34	0.1291		x	0.5761	28.35	x		0.8181	0.36
Thu	03/21/24	307.82406	1.10579	35	0.1329		x	0.5723	28.16	x		0.8219	0.55
Fri	03/22/24	307.87797	1.10598	36	0.1367		x	0.5685	27.97	x		0.8257	0.74
Mon	03/25/24	308.03968	1.10656	39	0.1482		x	0.5570	27.39	x		0.8372	1.32
Tue	03/26/24	308.09358	1.10676	40	0.1520		x	0.5532	27.19	x		0.8410	1.52
Wed	03/27/24	308.14748	1.10695	41	0.1559		x	0.5493	27.00	x		0.8449	1.71
Thu	03/28/24	308.20139	1.10714	42	0.1597		x	0.5455	26.81	x		0.8487	1.90
Fri	03/29/24	308.25529	1.10734	43	0.1635		x	0.5417	26.61	x		0.8525	2.10
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	1.10792	46	0.1750		x	0.5302	26.03	x		0.8640	2.68
Tue	04/02/24	308.48063	1.10815	47	0.1789		x	0.5263	25.80	x		0.8679	2.91
Wed	04/03/24	308.54427	1.10838	48	0.1827		x	0.5225	25.57	x		0.8717	3.14
Thu	04/04/24	308.60790	1.10860	49	0.1865		x	0.5187	25.35	x		0.8755	3.36
Fri	04/05/24	308.67153	1.10883	50	0.1904		x	0.5148	25.12	x		0.8794	3.59
Mon	04/08/24	308.86243	1.10952	53	0.2019		x	0.5033	24.43	x		0.8909	4.28
Tue	04/09/24	308.92607	1.10975	54	0.2058		x	0.4994	24.20	x		0.8948	4.51
Wed	04/10/24	308.98970	1.10998	55	0.2096		x	0.4956	23.97	x		0.8986	4.74
Thu	04/11/24	309.05333	1.11021	56	0.2135		x	0.4917	23.74	x		0.9025	4.97
Fri	04/12/24	309.11697	1.11043	57	0.2174		x	0.4878	23.52	x		0.9064	5.19
Mon	04/15/24	309.30787	1.11112	60	0.2289		x	0.4763	22.83	x		0.9179	5.88
Tue	04/16/24	309.37150	1.11135	61	0.2328		x	0.4724	22.60	x		0.9218	6.11
Wed	04/17/24	309.43513	1.11158	62	0.2367		x	0.4685	22.37	x		0.9257	6.34
Thu	04/18/24	309.49877	1.11181	63	0.2405		x	0.4647	22.14	x		0.9295	6.57
Fri	04/19/24	309.56240	1.11203	64	0.2444		x	0.4608	21.92	x		0.9334	6.79
Mon	04/22/24	309.75330	1.11272	67	0.2560		x	0.4492	21.23	x		0.9450	7.48
Tue	04/23/24	309.81693	1.11295	68	0.2599		x	0.4453	21.00	x		0.9489	7.71
Wed	04/24/24	309.88057	1.11318	69	0.2638		x	0.4414	20.77	x		0.9528	7.94
Thu	04/25/24	309.94420	1.11341	70	0.2676		x	0.4376	20.54	x		0.9566	8.17
Fri	04/26/24	310.00783	1.11363	71	0.2715		x	0.4337	20.32	x		0.9605	8.39
Mon	04/29/24	310.19873	1.11432	74	0.2832		x	0.4220	19.63	x		0.9722	9.08
Tue	04/30/24	310.26237	1.11455	75	0.2871		x	0.4181	19.40	x		0.9761	9.31
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	1.11478	76	0.2909		x	0.4143	19.17	x		0.9799	9.54
Thu	05/02/24	310.39071	1.11501	77	0.2948		x	0.4104	18.94	x		0.9838	9.77
Fri	05/03/24	310.45542	1.11524	78	0.2987		x	0.4065	18.71	x		0.9877	10.00
Mon	05/06/24	310.64955	1.11594	81	0.3104		x	0.3948	18.01	x		0.9994	10.70
Tue	05/07/24	310.71426	1.11617	82	0.3143		x	0.3909	17.78	x		1.0033	10.93
Wed	05/08/24	310.77897	1.11640	83	0.3182		x	0.3870	17.55	x		1.0072	11.16
Thu	05/09/24	310.84368	1.11664	84	0.3221		x	0.3831	17.31	x		1.0111	11.40
Fri	05/10/24	310.90839	1.11687	85	0.3260		x	0.3792	17.08	x		1.0150	11.63
Mon	05/13/24	311.10252	1.11757	88	0.3377		x	0.3675	16.38	x		1.0267	12.33
Tue	05/14/24	311.16723	1.11780	89	0.3416		x	0.3636	16.15	x		1.0306	12.56
Wed	05/15/24	311.23194	1.11803	90	0.3455		x	0.3597	15.92	x		1.0345	12.79
Thu	05/16/24	311.29665	1.11826	91	0.3495		x	0.3557	15.69	x		1.0385	13.02
Fri	05/17/24	311.36135	1.11850	92	0.3534		x	0.3518	15.45	x		1.0424	13.26
Mon	05/20/24	311.55548	1.11919	95	0.3651		x	0.3401	14.76	x		1.0541	13.95
Tue	05/21/24	311.62019	1.11943	96	0.3690		x	0.3362	14.52	x		1.0580	14.19
Wed	05/22/24	311.68490	1.11966	97	0.3730		x	0.3322	14.29	x		1.0620	14.42
Thu	05/23/24	311.74961	1.11989	98	0.3769		x	0.3283	14.06	x		1.0659	14.65
Fri	05/24/24	311.81432	1.12012	99	0.3808		x	0.3244	13.83	x		1.0698	14.88
Mon	05/27/24	312.00845	1.12082	102	0.3926		x	0.3126	13.13	x		1.0816	15.58
Tue	05/28/24	312.07316	1.12105	103	0.3965		x	0.3087	12.90	x		1.0855	15.81
Wed	05/29/24	312.13787	1.12129	104	0.4005		x	0.3047	12.66	x		1.0895	16.05
Thu	05/30/24	312.20258	1.12152	105	0.4044		x	0.3008	12.43	x		1.0934	16.28
Fri	05/31/24	312.26729	1.12175	106	0.4083		x	0.2969	12.20	x		1.0973	16.51
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	1.12227	109	0.4201		x	0.2851	11.68	x		1.1091	17.03
Tue	06/04/24	312.45360	1.12242	110	0.4240		x	0.2812	11.53	x		1.1130	17.18
Wed	06/05/24	312.49413	1.12257	111	0.4279		x	0.2773	11.38	x		1.1169	17.33
Thu	06/06/24	312.53467	1.12271	112	0.4318		x	0.2734	11.24	x		1.1208	17.47
Fri	06/07/24	312.57520	1.12286	113	0.4357		x	0.2695	11.09	x		1.1247	17.62
Mon	06/10/24	312.69680	1.12329	116	0.4475		x	0.2577	10.66	x		1.1365	18.05
Tue	06/11/24	312.73733	1.12344	117	0.4514		x	0.2538	10.51	x		1.1404	18.20
Wed	06/12/24	312.77787	1.12358	118	0.4553		x	0.2499	10.37	x		1.1443	18.34
Thu	06/13/24	312.81840	1.12373	119	0.4592		x	0.2460	10.22	x		1.1482	18.49
Fri	06/14/24	312.85893	1.12388	120	0.4631		x	0.2421	10.07	x		1.1521	18.64
Mon	06/17/24	312.98053	1.12431	123	0.4749		x	0.2303	9.64	x		1.1639	19.07
Tue	06/18/24	313.02107	1.12446	124	0.4788		x	0.2264	9.49	x		1.1678	19.22
Wed	06/19/24	313.06160	1.12460	125	0.4827		x	0.2225	9.35	x		1.1717	19.36
Thu	06/20/24	313.10213	1.12475	126	0.4867		x	0.2185	9.20	x		1.1757	19.51
Fri	06/21/24	313.14267	1.12490	127	0.4906		x	0.2146	9.05	x		1.1796	19.66
Mon	06/24/24	313.26427	1.12533	130	0.5024		x	0.2028	8.62	x		1.1914	20.09
Tue	06/25/24	313.30480	1.12548	131	0.5063		x	0.1989	8.47	x		1.1953	20.24
Wed	06/26/24	313.34533	1.12562	132	0.5102		x	0.1950	8.33	x		1.1992	20.38
Thu	06/27/24	313.38587	1.12577	133	0.5142		x	0.1910	8.18	x		1.2032	20.53
Fri	06/28/24	313.42640	1.12591	134	0.5181		x	0.1871	8.04	x		1.2071	20.67
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	1.12635	137	0.5299		x	0.1753	7.60	x		1.2189	21.11
Tue	07/02/24	313.56481	1.12641	138	0.5338		x	0.1714	7.54	x		1.2228	21.17
Wed	07/03/24	313.58161	1.12647	139	0.5377		x	0.1675	7.48	x		1.2267	21.23
Thu	07/04/24	313.59842	1.12653	140	0.5416		x	0.1636	7.42	x		1.2306	21.29
Fri	07/05/24	313.61523	1.12659	141	0.5455		x	0.1597	7.36	x		1.2345	21.35
Mon	07/08/24	313.66565	1.12677	144	0.5572		x	0.1480	7.18	x		1.2462	21.53
Tue	07/09/24	313.68245	1.12683	145	0.5611		x	0.1441	7.12	x		1.2501	21.59
Wed	07/10/24	313.69926	1.12689	146	0.5650		x	0.1402	7.06	x		1.2540	21.65
Thu	07/11/24	313.71606	1.12695	147	0.5689		x	0.1363	7.00	x		1.2579	21.71
Fri	07/12/24	313.73287	1.12702	148	0.5728		x	0.1324	6.93	x		1.2618	21.78
Mon	07/15/24	313.78329	1.12720	151	0.5845		x	0.1207	6.75	x		1.2735	21.96
Tue	07/16/24	313.80010	1.12726	152	0.5884		x	0.1168	6.69	x		1.2774	22.02
Wed	07/17/24	313.81690	1.12732	153	0.5923		x	0.1129	6.63	x		1.2813	22.08
Thu	07/18/24	313.83371	1.12738	154	0.5962		x	0.1090	6.57	x		1.2852	22.14
Fri	07/19/24	313.85052	1.12744	155	0.6001		x	0.1051	6.51	x		1.2891	22.20
Mon	07/22/24	313.90094	1.12762	158	0.6118		x	0.0934	6.33	x		1.3008	22.38
Tue	07/23/24	313.91774	1.12768	159	0.6157		x	0.0895	6.27	x		1.3047	22.44
Wed	07/24/24	313.93455	1.12774	160	0.6196		x	0.0856	6.21	x		1.3086	22.50
Thu	07/25/24	313.95135	1.12780	161	0.6235		x	0.0817	6.15	x		1.3125	22.56
Fri	07/26/24	313.96816	1.12786	162	0.6274		x	0.0778	6.09	x		1.3164	22.62
Mon	07/29/24	314.01858	1.12804	165	0.6392		x	0.0660	5.91	x		1.3282	22.80
Tue	07/30/24	314.03539	1.12810	166	0.6431		x	0.0621	5.85	x		1.3321	22.86
Wed	07/31/24	314.05219	1.12816	167	0.6470		x	0.0582	5.79	x		1.3360	22.92
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	1.12822	168	0.6509		x	0.0543	5.73	x		1.3399	22.98
Fri	08/02/24	314.07242	1.12824	169	0.6548		x	0.0504	5.71	x		1.3438	23.00
Mon	08/05/24	314.08268	1.12827	172	0.6664		x	0.0388	5.68	x		1.3554	23.03
Tue	08/06/24	314.08610	1.12828	173	0.6703		x	0.0349	5.67	x		1.3593	23.04
Wed	08/07/24	314.08952	1.12830	174	0.6742		x	0.0310	5.65	x		1.3632	23.06
Thu	08/08/24	314.09294	1.12831	175	0.6781		x	0.0271	5.64	x		1.3671	23.07
Fri	08/09/24	314.09635	1.12832	176	0.6820		x	0.0232	5.63	x		1.3710	23.08
Mon	08/12/24	314.10661	1.12836	179	0.6936		x	0.0116	5.59	x		1.3826	23.12
Tue	08/13/24	314.11003	1.12837	180	0.6975		x	0.0077	5.58	x		1.3865	23.13
Wed	08/14/24	314.11345	1.12838	181	0.7014		x	0.0038	5.57	x		1.3904	23.14
Thu	08/15/24	314.11687	1.12839	0	0.0000			0.0000	5.56	x	x	1.3942	23.15
Fri	08/16/24	314.12029	1.12841	1	0.0038			-0.0038	5.54	x	x	1.3980	23.17
Mon	08/19/24	314.13055	1.12844	4	0.0153			-0.0153	5.51	x	x	1.4095	23.20
Tue	08/20/24	314.13397	1.12846	5	0.0192			-0.0192	5.49	x	x	1.4134	23.22
Wed	08/21/24	314.13739	1.12847	6	0.0230			-0.0230	5.48	x	x	1.4172	23.23
Thu	08/22/24	314.14081	1.12848	7	0.0268			-0.0268	5.47	x	x	1.4210	23.24
Fri	08/23/24	314.14423	1.12849	8	0.0307			-0.0307	5.46	x	x	1.4249	23.25
Mon	08/26/24	314.15448	1.12853	11	0.0422			-0.0422	5.42	x	x	1.4364	23.29
Tue	08/27/24	314.15790	1.12854	12	0.0460			-0.0460	5.41	x	x	1.4402	23.30
Wed	08/28/24	314.16132	1.12855	13	0.0498			-0.0498	5.40	x	x	1.4440	23.31
Thu	08/29/24	314.16474	1.12857	14	0.0537			-0.0537	5.38	x	x	1.4479	23.33
Fri	08/30/24	314.16816	1.12858	15	0.0575			-0.0575	5.37	x	x	1.4517	23.34
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	1.12865	18	0.0690			-0.0690	5.30	x	x	1.4632	23.41
Tue	09/03/24	314.19933	1.12869	19	0.0728			-0.0728	5.26	x	x	1.4670	23.45
Wed	09/04/24	314.21150	1.12873	20	0.0767			-0.0767	5.22	x	x	1.4709	23.49
Thu	09/05/24	314.22367	1.12878	21	0.0805			-0.0805	5.17	x	x	1.4747	23.54
Fri	09/06/24	314.23583	1.12882	22	0.0844			-0.0844	5.13	x	x	1.4786	23.58
Mon	09/09/24	314.27233	1.12895	25	0.0959			-0.0959	5.00	x	x	1.4901	23.71
Tue	09/10/24	314.28450	1.12900	26	0.0997			-0.0997	4.95	x	x	1.4939	23.76
Wed	09/11/24	314.29667	1.12904	27	0.1035			-0.1035	4.91	x	x	1.4977	23.80
Thu	09/12/24	314.30883	1.12908	28	0.1074			-0.1074	4.87	x	x	1.5016	23.84
Fri	09/13/24	314.32100	1.12913	29	0.1112			-0.1112	4.82	x	x	1.5054	23.89
Mon	09/16/24	314.35750	1.12926	32	0.1227			-0.1227	4.69	x	x	1.5169	24.02
Tue	09/17/24	314.36967	1.12930	33	0.1266			-0.1266	4.65	x	x	1.5208	24.06
Wed	09/18/24	314.38183	1.12935	34	0.1304			-0.1304	4.60	x	x	1.5246	24.11
Thu	09/19/24	314.39400	1.12939	35	0.1343			-0.1343	4.56	x	x	1.5285	24.15
Fri	09/20/24	314.40617	1.12943	36	0.1381			-0.1381	4.52	x	x	1.5323	24.19
Mon	09/23/24	314.44267	1.12957	39	0.1496			-0.1496	4.38	x	x	1.5438	24.33
Tue	09/24/24	314.45483	1.12961	40	0.1535			-0.1535	4.34	x	x	1.5477	24.37
Wed	09/25/24	314.46700	1.12965	41	0.1573			-0.1573	4.30	x	x	1.5515	24.41
Thu	09/26/24	314.47917	1.12970	42	0.1612			-0.1612	4.25	x	x	1.5554	24.46
Fri	09/27/24	314.49133	1.12974	43	0.1650			-0.1650	4.21	x	x	1.5592	24.50
Mon	09/30/24	314.52783	1.12987	46	0.1765			-0.1765	4.08	x	x	1.5707	24.63
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	1.12991	47	0.1804			-0.1804	4.04	x	x	1.5746	24.67
Wed	10/02/24	314.54826	1.12994	48	0.1842			-0.1842	4.01	x	x	1.5784	24.70
Thu	10/03/24	314.55652	1.12997	49	0.1881			-0.1881	3.98	x	x	1.5823	24.73
Fri	10/04/24	314.56477	1.13000	50	0.1919			-0.1919	3.95	x	x	1.5861	24.76
Mon	10/07/24	314.58955	1.13009	53	0.2034			-0.2034	3.86	x	x	1.5976	24.85
Tue	10/08/24	314.59781	1.13012	54	0.2073			-0.2073	3.83	x	x	1.6015	24.88
Wed	10/09/24	314.60606	1.13015	55	0.2111			-0.2111	3.80	x	x	1.6053	24.91
Thu	10/10/24	314.61432	1.13018	56	0.2150			-0.2150	3.77	x	x	1.6092	24.94
Fri	10/11/24	314.62258	1.13021	57	0.2188			-0.2188	3.74	x	x	1.6130	24.97
Mon	10/14/24	314.64735	1.13030	60	0.2304			-0.2304	3.65	x	x	1.6246	25.06
Tue	10/15/24	314.65561	1.13033	61	0.2342			-0.2342	3.62	x	x	1.6284	25.09
Wed	10/16/24	314.66387	1.13036	62	0.2381			-0.2381	3.59	x	x	1.6323	25.12
Thu	10/17/24	314.67213	1.13039	63	0.2419			-0.2419	3.56	x	x	1.6361	25.15
Fri	10/18/24	314.68039	1.13042	64	0.2457			-0.2457	3.53	x	x	1.6399	25.18
Mon	10/21/24	314.70516	1.13051	67	0.2573			-0.2573	3.44	x	x	1.6515	25.27
Tue	10/22/24	314.71342	1.13054	68	0.2611			-0.2611	3.41	x	x	1.6553	25.30
Wed	10/23/24	314.72168	1.13057	69	0.2650			-0.2650	3.38	x	x	1.6592	25.33
Thu	10/24/24	314.72994	1.13060	70	0.2688			-0.2688	3.35	x	x	1.6630	25.36
Fri	10/25/24	314.73819	1.13063	71	0.2727			-0.2727	3.32	x	x	1.6669	25.39
Mon	10/28/24	314.76297	1.13072	74	0.2842			-0.2842	3.23	x	x	1.6784	25.48
Tue	10/29/24	314.77123	1.13075	75	0.2881			-0.2881	3.20	x	x	1.6823	25.51
Wed	10/30/24	314.77948	1.13077	76	0.2919			-0.2919	3.18	x	x	1.6861	25.53
Thu	10/31/24	314.78774	1.13080	77	0.2958			-0.2958	3.15	x	x	1.6900	25.56
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	1.13083	78	0.2996			-0.2996	3.12	x	x	1.6938	25.59
Mon	11/04/24	314.84650	1.13102	81	0.3112			-0.3112	2.93	x	x	1.7054	25.78
Tue	11/05/24	314.86333	1.13108	82	0.3150			-0.3150	2.87	x	x	1.7092	25.84
Wed	11/06/24	314.88017	1.13114	83	0.3189			-0.3189	2.81	x	x	1.7131	25.90
Thu	11/07/24	314.89700	1.13120	84	0.3228			-0.3228	2.75	x	x	1.7170	25.96
Fri	11/08/24	314.91383	1.13126	85	0.3266			-0.3266	2.69	x	x	1.7208	26.02
Mon	11/11/24	314.96433	1.13144	88	0.3382			-0.3382	2.51	x	x	1.7324	26.20
Tue	11/12/24	314.98117	1.13150	89	0.3421			-0.3421	2.45	x	x	1.7363	26.26
Wed	11/13/24	314.99800	1.13156	90	0.3459			-0.3459	2.39	x	x	1.7401	26.32
Thu	11/14/24	315.01483	1.13162	91	0.3498			-0.3498	2.33	x	x	1.7440	26.38
Fri	11/15/24	315.03167	1.13168	92	0.3537			-0.3537	2.27	x	x	1.7479	26.44
Mon	11/18/24	315.08217	1.13186	95	0.3652			-0.3652	2.09	x	x	1.7594	26.62
Tue	11/19/24	315.09900	1.13192	96	0.3691			-0.3691	2.03	x	x	1.7633	26.68
Wed	11/20/24	315.11583	1.13198	97	0.3730			-0.3730	1.97	x	x	1.7672	26.74
Thu	11/21/24	315.13267	1.13204	98	0.3768			-0.3768	1.91	x	x	1.7710	26.80
Fri	11/22/24	315.14950	1.13210	99	0.3807			-0.3807	1.85	x	x	1.7749	26.86
Mon	11/25/24	315.20000	1.13229	102	0.3923			-0.3923	1.66	x	x	1.7865	27.05
Tue	11/26/24	315.21683	1.13235	103	0.3962			-0.3962	1.60	x	x	1.7904	27.11
Wed	11/27/24	315.23367	1.13241	104	0.4000			-0.4000	1.54	x	x	1.7942	27.17
Thu	11/28/24	315.25050	1.13247	105	0.4039			-0.4039	1.48	x	x	1.7981	27.23
Fri	11/29/24	315.26733	1.13253	106	0.4078			-0.4078	1.42	x	x	1.8020	27.29
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	1.13269	109	0.4194			-0.4194	1.26	x	x	1.8136	27.45
Tue	12/03/24	315.32442	1.13273	110	0.4232			-0.4232	1.22	x	x	1.8174	27.49
Wed	12/04/24	315.33613	1.13277	111	0.4271			-0.4271	1.18	x	x	1.8213	27.53
Thu	12/05/24	315.34784	1.13282	112	0.4310			-0.4310	1.13	x	x	1.8252	27.58
Fri	12/06/24	315.35955	1.13286	113	0.4348			-0.4348	1.09	x	x	1.8290	27.62
Mon	12/09/24	315.39468	1.13298	116	0.4464			-0.4464	0.97	x	x	1.8406	27.74
Tue	12/10/24	315.40639	1.13303	117	0.4503			-0.4503	0.92	x	x	1.8445	27.79
Wed	12/11/24	315.41810	1.13307	118	0.4542			-0.4542	0.88	x	x	1.8484	27.83
Thu	12/12/24	315.42981	1.13311	119	0.4580			-0.4580	0.84	x	x	1.8522	27.87
Fri	12/13/24	315.44152	1.13315	120	0.4619			-0.4619	0.80	x	x	1.8561	27.91
Mon	12/16/24	315.47665	1.13328	123	0.4735			-0.4735	0.67	x	x	1.8677	28.04
Tue	12/17/24	315.48835	1.13332	124	0.4773			-0.4773	0.63	x	x	1.8715	28.08
Wed	12/18/24	315.50006	1.13336	125	0.4812			-0.4812	0.59	x	x	1.8754	28.12
Thu	12/19/24	315.51177	1.13341	126	0.4851			-0.4851	0.54	x	x	1.8793	28.17
Fri	12/20/24	315.52348	1.13345	127	0.4890			-0.4890	0.50	x	x	1.8832	28.21
Mon	12/23/24	315.55861	1.13357	130	0.5006			-0.5006	0.38	x	x	1.8948	28.33
Tue	12/24/24	315.57032	1.13362	131	0.5044			-0.5044	0.33	x	x	1.8986	28.38
Wed	12/25/24	315.58203	1.13366	132	0.5083			-0.5083	0.29	x	x	1.9025	28.42
Thu	12/26/24	315.59374	1.13370	133	0.5122			-0.5122	0.25	x	x	1.9064	28.46
Fri	12/27/24	315.60545	1.13374	134	0.5160			-0.5160	0.21	x	x	1.9102	28.50
Mon	12/30/24	315.64058	1.13387	137	0.5277			-0.5277	0.08	x	x	1.9219	28.63
Tue	12/31/24	315.65229	1.13391	138	0.5315			-0.5315	0.04	x	x	1.9257	28.67
Wed	01/01/25	315.66400	1.13395

Generated 11/13/24 08:51