0.125% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2026

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

CUSIP Number	912828S50	Interest 01/15/24 (184 days)	$0.8015
Dated Date	July 15, 2016	Interest 07/15/24 (182 days)	$0.8182
Ref CPI on Dated Date	239.70132	Interest Total	$1.6197
Original Issue Date	July 29, 2016	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	1.28356	170	0.7412	x	x	0.8785	33.35			0.7412	0.00
Tue	01/02/24	307.65100	1.28348	171	0.7455	x	x	0.8742	33.43			0.7455	-0.08
Wed	01/03/24	307.63100	1.28339	172	0.7498	x	x	0.8699	33.52			0.7498	-0.17
Thu	01/04/24	307.61100	1.28331	173	0.7541	x	x	0.8656	33.60			0.7541	-0.25
Fri	01/05/24	307.59100	1.28323	174	0.7584	x	x	0.8613	33.68			0.7584	-0.33
Mon	01/08/24	307.53100	1.28298	177	0.7714	x	x	0.8483	33.93			0.7714	-0.58
Tue	01/09/24	307.51100	1.28289	178	0.7757	x	x	0.8440	34.02			0.7757	-0.67
Wed	01/10/24	307.49100	1.28281	179	0.7800	x	x	0.8397	34.10			0.7800	-0.75
Thu	01/11/24	307.47100	1.28273	180	0.7843	x	x	0.8354	34.18			0.7843	-0.83
Fri	01/12/24	307.45100	1.28264	181	0.7886	x	x	0.8311	34.27			0.7886	-0.92
Mon	01/15/24	307.39100	1.28239	0	0.0000		x	0.8182	34.52	x		0.8015	-1.17
Tue	01/16/24	307.37100	1.28231	1	0.0044		x	0.8138	34.60	x		0.8059	-1.25
Wed	01/17/24	307.35100	1.28222	2	0.0088		x	0.8094	34.69	x		0.8103	-1.34
Thu	01/18/24	307.33100	1.28214	3	0.0132		x	0.8050	34.77	x		0.8147	-1.42
Fri	01/19/24	307.31100	1.28206	4	0.0176		x	0.8006	34.85	x		0.8191	-1.50
Mon	01/22/24	307.25100	1.28181	7	0.0308		x	0.7874	35.10	x		0.8323	-1.75
Tue	01/23/24	307.23100	1.28172	8	0.0352		x	0.7830	35.19	x		0.8367	-1.84
Wed	01/24/24	307.21100	1.28164	9	0.0396		x	0.7786	35.27	x		0.8411	-1.92
Thu	01/25/24	307.19100	1.28156	10	0.0440		x	0.7742	35.35	x		0.8455	-2.00
Fri	01/26/24	307.17100	1.28147	11	0.0484		x	0.7698	35.44	x		0.8499	-2.09
Mon	01/29/24	307.11100	1.28122	14	0.0616		x	0.7566	35.69	x		0.8631	-2.34
Tue	01/30/24	307.09100	1.28114	15	0.0660		x	0.7522	35.77	x		0.8675	-2.42
Wed	01/31/24	307.07100	1.28106	16	0.0704		x	0.7478	35.85	x		0.8719	-2.50
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	1.28097	17	0.0748		x	0.7434	35.94	x		0.8763	-2.59
Fri	02/02/24	307.04048	1.28093	18	0.0792		x	0.7390	35.98	x		0.8807	-2.63
Mon	02/05/24	307.00893	1.28080	21	0.0924		x	0.7258	36.11	x		0.8939	-2.76
Tue	02/06/24	306.99841	1.28075	22	0.0968		x	0.7214	36.16	x		0.8983	-2.81
Wed	02/07/24	306.98790	1.28071	23	0.1012		x	0.7170	36.20	x		0.9027	-2.85
Thu	02/08/24	306.97738	1.28067	24	0.1055		x	0.7127	36.24	x		0.9070	-2.89
Fri	02/09/24	306.96686	1.28062	25	0.1099		x	0.7083	36.29	x		0.9114	-2.94
Mon	02/12/24	306.93531	1.28049	28	0.1231		x	0.6951	36.42	x		0.9246	-3.07
Tue	02/13/24	306.92479	1.28045	29	0.1275		x	0.6907	36.46	x		0.9290	-3.11
Wed	02/14/24	306.91428	1.28040	30	0.1319		x	0.6863	36.51	x		0.9334	-3.16
Thu	02/15/24	306.90376	1.28036	31	0.1363		x	0.6819	36.55	x		0.9378	-3.20
Fri	02/16/24	306.89324	1.28032	32	0.1407		x	0.6775	36.59	x		0.9422	-3.24
Mon	02/19/24	306.86169	1.28018	35	0.1539		x	0.6643	36.73	x		0.9554	-3.38
Tue	02/20/24	306.85117	1.28014	36	0.1583		x	0.6599	36.77	x		0.9598	-3.42
Wed	02/21/24	306.84066	1.28010	37	0.1627		x	0.6555	36.81	x		0.9642	-3.46
Thu	02/22/24	306.83014	1.28005	38	0.1670		x	0.6512	36.86	x		0.9685	-3.51
Fri	02/23/24	306.81962	1.28001	39	0.1714		x	0.6468	36.90	x		0.9729	-3.55
Mon	02/26/24	306.78807	1.27988	42	0.1846		x	0.6336	37.03	x		0.9861	-3.68
Tue	02/27/24	306.77755	1.27983	43	0.1890		x	0.6292	37.08	x		0.9905	-3.73
Wed	02/28/24	306.76703	1.27979	44	0.1934		x	0.6248	37.12	x		0.9949	-3.77
Thu	02/29/24	306.75652	1.27974	45	0.1978		x	0.6204	37.17	x		0.9993	-3.82
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	1.27970	46	0.2022		x	0.6160	37.21	x		1.0037	-3.86
Mon	03/04/24	306.90771	1.28038	49	0.2154		x	0.6028	36.53	x		1.0169	-3.18
Tue	03/05/24	306.96161	1.28060	50	0.2199		x	0.5983	36.31	x		1.0214	-2.96
Wed	03/06/24	307.01552	1.28083	51	0.2243		x	0.5939	36.08	x		1.0258	-2.73
Thu	03/07/24	307.06942	1.28105	52	0.2288		x	0.5894	35.86	x		1.0303	-2.51
Fri	03/08/24	307.12332	1.28128	53	0.2332		x	0.5850	35.63	x		1.0347	-2.28
Mon	03/11/24	307.28503	1.28195	56	0.2465		x	0.5717	34.96	x		1.0480	-1.61
Tue	03/12/24	307.33894	1.28217	57	0.2510		x	0.5672	34.74	x		1.0525	-1.39
Wed	03/13/24	307.39284	1.28240	58	0.2554		x	0.5628	34.51	x		1.0569	-1.16
Thu	03/14/24	307.44674	1.28262	59	0.2599		x	0.5583	34.29	x		1.0614	-0.94
Fri	03/15/24	307.50065	1.28285	60	0.2643		x	0.5539	34.06	x		1.0658	-0.71
Mon	03/18/24	307.66235	1.28352	63	0.2777		x	0.5405	33.39	x		1.0792	-0.04
Tue	03/19/24	307.71626	1.28375	64	0.2821		x	0.5361	33.16	x		1.0836	0.19
Wed	03/20/24	307.77016	1.28397	65	0.2866		x	0.5316	32.94	x		1.0881	0.41
Thu	03/21/24	307.82406	1.28420	66	0.2911		x	0.5271	32.71	x		1.0926	0.64
Fri	03/22/24	307.87797	1.28442	67	0.2955		x	0.5227	32.49	x		1.0970	0.86
Mon	03/25/24	308.03968	1.28510	70	0.3089		x	0.5093	31.81	x		1.1104	1.54
Tue	03/26/24	308.09358	1.28532	71	0.3134		x	0.5048	31.59	x		1.1149	1.76
Wed	03/27/24	308.14748	1.28555	72	0.3179		x	0.5003	31.36	x		1.1194	1.99
Thu	03/28/24	308.20139	1.28577	73	0.3223		x	0.4959	31.14	x		1.1238	2.21
Fri	03/29/24	308.25529	1.28600	74	0.3268		x	0.4914	30.91	x		1.1283	2.44
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	04/01/24	308.41700	1.28667	77	0.3402		x	0.4780	30.24	x		1.1417	3.11
Tue	04/02/24	308.48063	1.28694	78	0.3447		x	0.4735	29.97	x		1.1462	3.38
Wed	04/03/24	308.54427	1.28720	79	0.3492		x	0.4690	29.71	x		1.1507	3.64
Thu	04/04/24	308.60790	1.28747	80	0.3537		x	0.4645	29.44	x		1.1552	3.91
Fri	04/05/24	308.67153	1.28773	81	0.3582		x	0.4600	29.18	x		1.1597	4.17
Mon	04/08/24	308.86243	1.28853	84	0.3717		x	0.4465	28.38	x		1.1732	4.97
Tue	04/09/24	308.92607	1.28880	85	0.3762		x	0.4420	28.11	x		1.1777	5.24
Wed	04/10/24	308.98970	1.28906	86	0.3807		x	0.4375	27.85	x		1.1822	5.50
Thu	04/11/24	309.05333	1.28933	87	0.3852		x	0.4330	27.58	x		1.1867	5.77
Fri	04/12/24	309.11697	1.28959	88	0.3897		x	0.4285	27.32	x		1.1912	6.03
Mon	04/15/24	309.30787	1.29039	91	0.4032		x	0.4150	26.52	x		1.2047	6.83
Tue	04/16/24	309.37150	1.29065	92	0.4078		x	0.4104	26.26	x		1.2093	7.09
Wed	04/17/24	309.43513	1.29092	93	0.4123		x	0.4059	25.99	x		1.2138	7.36
Thu	04/18/24	309.49877	1.29119	94	0.4168		x	0.4014	25.72	x		1.2183	7.63
Fri	04/19/24	309.56240	1.29145	95	0.4213		x	0.3969	25.46	x		1.2228	7.89
Mon	04/22/24	309.75330	1.29225	98	0.4349		x	0.3833	24.66	x		1.2364	8.69
Tue	04/23/24	309.81693	1.29251	99	0.4394		x	0.3788	24.40	x		1.2409	8.95
Wed	04/24/24	309.88057	1.29278	100	0.4439		x	0.3743	24.13	x		1.2454	9.22
Thu	04/25/24	309.94420	1.29304	101	0.4485		x	0.3697	23.87	x		1.2500	9.48
Fri	04/26/24	310.00783	1.29331	102	0.4530		x	0.3652	23.60	x		1.2545	9.75
Mon	04/29/24	310.19873	1.29411	105	0.4666		x	0.3516	22.80	x		1.2681	10.55
Tue	04/30/24	310.26237	1.29437	106	0.4712		x	0.3470	22.54	x		1.2727	10.81
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Wed	05/01/24	310.32600	1.29464	107	0.4757		x	0.3425	22.27	x		1.2772	11.08
Thu	05/02/24	310.39071	1.29491	108	0.4803		x	0.3379	22.00	x		1.2818	11.35
Fri	05/03/24	310.45542	1.29518	109	0.4848		x	0.3334	21.73	x		1.2863	11.62
Mon	05/06/24	310.64955	1.29599	112	0.4985		x	0.3197	20.92	x		1.3000	12.43
Tue	05/07/24	310.71426	1.29626	113	0.5030		x	0.3152	20.65	x		1.3045	12.70
Wed	05/08/24	310.77897	1.29653	114	0.5076		x	0.3106	20.38	x		1.3091	12.97
Thu	05/09/24	310.84368	1.29680	115	0.5121		x	0.3061	20.11	x		1.3136	13.24
Fri	05/10/24	310.90839	1.29707	116	0.5167		x	0.3015	19.84	x		1.3182	13.51
Mon	05/13/24	311.10252	1.29788	119	0.5304		x	0.2878	19.03	x		1.3319	14.32
Tue	05/14/24	311.16723	1.29815	120	0.5350		x	0.2832	18.76	x		1.3365	14.59
Wed	05/15/24	311.23194	1.29842	121	0.5395		x	0.2787	18.49	x		1.3410	14.86
Thu	05/16/24	311.29665	1.29869	122	0.5441		x	0.2741	18.22	x		1.3456	15.13
Fri	05/17/24	311.36135	1.29896	123	0.5487		x	0.2695	17.95	x		1.3502	15.40
Mon	05/20/24	311.55548	1.29977	126	0.5624		x	0.2558	17.14	x		1.3639	16.21
Tue	05/21/24	311.62019	1.30004	127	0.5670		x	0.2512	16.87	x		1.3685	16.48
Wed	05/22/24	311.68490	1.30031	128	0.5716		x	0.2466	16.60	x		1.3731	16.75
Thu	05/23/24	311.74961	1.30058	129	0.5761		x	0.2421	16.33	x		1.3776	17.02
Fri	05/24/24	311.81432	1.30085	130	0.5807		x	0.2375	16.06	x		1.3822	17.29
Mon	05/27/24	312.00845	1.30166	133	0.5945		x	0.2237	15.25	x		1.3960	18.10
Tue	05/28/24	312.07316	1.30193	134	0.5991		x	0.2191	14.98	x		1.4006	18.37
Wed	05/29/24	312.13787	1.30220	135	0.6037		x	0.2145	14.71	x		1.4052	18.64
Thu	05/30/24	312.20258	1.30247	136	0.6083		x	0.2099	14.44	x		1.4098	18.91
Fri	05/31/24	312.26729	1.30273	137	0.6129		x	0.2053	14.18	x		1.4144	19.17
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	1.30334	140	0.6266		x	0.1916	13.57	x		1.4281	19.78
Tue	06/04/24	312.45360	1.30351	141	0.6312		x	0.1870	13.40	x		1.4327	19.95
Wed	06/05/24	312.49413	1.30368	142	0.6357		x	0.1825	13.23	x		1.4372	20.12
Thu	06/06/24	312.53467	1.30385	143	0.6403		x	0.1779	13.06	x		1.4418	20.29
Fri	06/07/24	312.57520	1.30402	144	0.6448		x	0.1734	12.89	x		1.4463	20.46
Mon	06/10/24	312.69680	1.30453	147	0.6585		x	0.1597	12.38	x		1.4600	20.97
Tue	06/11/24	312.73733	1.30470	148	0.6631		x	0.1551	12.21	x		1.4646	21.14
Wed	06/12/24	312.77787	1.30487	149	0.6677		x	0.1505	12.04	x		1.4692	21.31
Thu	06/13/24	312.81840	1.30503	150	0.6722		x	0.1460	11.88	x		1.4737	21.47
Fri	06/14/24	312.85893	1.30520	151	0.6768		x	0.1414	11.71	x		1.4783	21.64
Mon	06/17/24	312.98053	1.30571	154	0.6905		x	0.1277	11.20	x		1.4920	22.15
Tue	06/18/24	313.02107	1.30588	155	0.6951		x	0.1231	11.03	x		1.4966	22.32
Wed	06/19/24	313.06160	1.30605	156	0.6997		x	0.1185	10.86	x		1.5012	22.49
Thu	06/20/24	313.10213	1.30622	157	0.7042		x	0.1140	10.69	x		1.5057	22.66
Fri	06/21/24	313.14267	1.30639	158	0.7088		x	0.1094	10.52	x		1.5103	22.83
Mon	06/24/24	313.26427	1.30689	161	0.7226		x	0.0956	10.02	x		1.5241	23.33
Tue	06/25/24	313.30480	1.30706	162	0.7271		x	0.0911	9.85	x		1.5286	23.50
Wed	06/26/24	313.34533	1.30723	163	0.7317		x	0.0865	9.68	x		1.5332	23.67
Thu	06/27/24	313.38587	1.30740	164	0.7363		x	0.0819	9.51	x		1.5378	23.84
Fri	06/28/24	313.42640	1.30757	165	0.7409		x	0.0773	9.34	x		1.5424	24.01
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	1.30808	168	0.7547		x	0.0635	8.83	x		1.5562	24.52
Tue	07/02/24	313.56481	1.30815	169	0.7592		x	0.0590	8.76	x		1.5607	24.59
Wed	07/03/24	313.58161	1.30822	170	0.7637		x	0.0545	8.69	x		1.5652	24.66
Thu	07/04/24	313.59842	1.30829	171	0.7683		x	0.0499	8.62	x		1.5698	24.73
Fri	07/05/24	313.61523	1.30836	172	0.7728		x	0.0454	8.55	x		1.5743	24.80
Mon	07/08/24	313.66565	1.30857	175	0.7864		x	0.0318	8.34	x		1.5879	25.01
Tue	07/09/24	313.68245	1.30864	176	0.7909		x	0.0273	8.27	x		1.5924	25.08
Wed	07/10/24	313.69926	1.30871	177	0.7955		x	0.0227	8.20	x		1.5970	25.15
Thu	07/11/24	313.71606	1.30878	178	0.8000		x	0.0182	8.13	x		1.6015	25.22
Fri	07/12/24	313.73287	1.30885	179	0.8045		x	0.0137	8.06	x		1.6060	25.29
Mon	07/15/24	313.78329	1.30906	0	0.0000			0.0000	7.85	x	x	1.6197	25.50
Tue	07/16/24	313.80010	1.30913	1	0.0044			-0.0044	7.78	x	x	1.6241	25.57
Wed	07/17/24	313.81690	1.30920	2	0.0089			-0.0089	7.71	x	x	1.6286	25.64
Thu	07/18/24	313.83371	1.30927	3	0.0133			-0.0133	7.64	x	x	1.6330	25.71
Fri	07/19/24	313.85052	1.30934	4	0.0178			-0.0178	7.57	x	x	1.6375	25.78
Mon	07/22/24	313.90094	1.30955	7	0.0311			-0.0311	7.36	x	x	1.6508	25.99
Tue	07/23/24	313.91774	1.30962	8	0.0356			-0.0356	7.29	x	x	1.6553	26.06
Wed	07/24/24	313.93455	1.30969	9	0.0400			-0.0400	7.22	x	x	1.6597	26.13
Thu	07/25/24	313.95135	1.30976	10	0.0445			-0.0445	7.15	x	x	1.6642	26.20
Fri	07/26/24	313.96816	1.30983	11	0.0489			-0.0489	7.08	x	x	1.6686	26.27
Mon	07/29/24	314.01858	1.31004	14	0.0623			-0.0623	6.87	x	x	1.6820	26.48
Tue	07/30/24	314.03539	1.31011	15	0.0668			-0.0668	6.80	x	x	1.6865	26.55
Wed	07/31/24	314.05219	1.31018	16	0.0712			-0.0712	6.73	x	x	1.6909	26.62
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Thu	08/01/24	314.06900	1.31025	17	0.0757			-0.0757	6.66	x	x	1.6954	26.69
Fri	08/02/24	314.07242	1.31027	18	0.0801			-0.0801	6.64	x	x	1.6998	26.71
Mon	08/05/24	314.08268	1.31031	21	0.0935			-0.0935	6.60	x	x	1.7132	26.75
Tue	08/06/24	314.08610	1.31032	22	0.0979			-0.0979	6.59	x	x	1.7176	26.76
Wed	08/07/24	314.08952	1.31034	23	0.1024			-0.1024	6.57	x	x	1.7221	26.78
Thu	08/08/24	314.09294	1.31035	24	0.1068			-0.1068	6.56	x	x	1.7265	26.79
Fri	08/09/24	314.09635	1.31037	25	0.1113			-0.1113	6.54	x	x	1.7310	26.81
Mon	08/12/24	314.10661	1.31041	28	0.1246			-0.1246	6.50	x	x	1.7443	26.85
Tue	08/13/24	314.11003	1.31042	29	0.1291			-0.1291	6.49	x	x	1.7488	26.86
Wed	08/14/24	314.11345	1.31044	30	0.1335			-0.1335	6.47	x	x	1.7532	26.88
Thu	08/15/24	314.11687	1.31045	31	0.1380			-0.1380	6.46	x	x	1.7577	26.89
Fri	08/16/24	314.12029	1.31047	32	0.1424			-0.1424	6.44	x	x	1.7621	26.91
Mon	08/19/24	314.13055	1.31051	35	0.1558			-0.1558	6.40	x	x	1.7755	26.95
Tue	08/20/24	314.13397	1.31052	36	0.1603			-0.1603	6.39	x	x	1.7800	26.96
Wed	08/21/24	314.13739	1.31054	37	0.1647			-0.1647	6.37	x	x	1.7844	26.98
Thu	08/22/24	314.14081	1.31055	38	0.1692			-0.1692	6.36	x	x	1.7889	26.99
Fri	08/23/24	314.14423	1.31057	39	0.1736			-0.1736	6.34	x	x	1.7933	27.01
Mon	08/26/24	314.15448	1.31061	42	0.1870			-0.1870	6.30	x	x	1.8067	27.05
Tue	08/27/24	314.15790	1.31062	43	0.1914			-0.1914	6.29	x	x	1.8111	27.06
Wed	08/28/24	314.16132	1.31064	44	0.1959			-0.1959	6.27	x	x	1.8156	27.08
Thu	08/29/24	314.16474	1.31065	45	0.2003			-0.2003	6.26	x	x	1.8200	27.09
Fri	08/30/24	314.16816	1.31067	46	0.2048			-0.2048	6.24	x	x	1.8245	27.11
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	09/02/24	314.18717	1.31074	49	0.2182			-0.2182	6.17	x	x	1.8379	27.18
Tue	09/03/24	314.19933	1.31080	50	0.2226			-0.2226	6.11	x	x	1.8423	27.24
Wed	09/04/24	314.21150	1.31085	51	0.2271			-0.2271	6.06	x	x	1.8468	27.29
Thu	09/05/24	314.22367	1.31090	52	0.2315			-0.2315	6.01	x	x	1.8512	27.34
Fri	09/06/24	314.23583	1.31095	53	0.2360			-0.2360	5.96	x	x	1.8557	27.39
Mon	09/09/24	314.27233	1.31110	56	0.2494			-0.2494	5.81	x	x	1.8691	27.54
Tue	09/10/24	314.28450	1.31115	57	0.2539			-0.2539	5.76	x	x	1.8736	27.59
Wed	09/11/24	314.29667	1.31120	58	0.2583			-0.2583	5.71	x	x	1.8780	27.64
Thu	09/12/24	314.30883	1.31125	59	0.2628			-0.2628	5.66	x	x	1.8825	27.69
Fri	09/13/24	314.32100	1.31130	60	0.2672			-0.2672	5.61	x	x	1.8869	27.74
Mon	09/16/24	314.35750	1.31146	63	0.2806			-0.2806	5.45	x	x	1.9003	27.90
Tue	09/17/24	314.36967	1.31151	64	0.2851			-0.2851	5.40	x	x	1.9048	27.95
Wed	09/18/24	314.38183	1.31156	65	0.2896			-0.2896	5.35	x	x	1.9093	28.00
Thu	09/19/24	314.39400	1.31161	66	0.2940			-0.2940	5.30	x	x	1.9137	28.05
Fri	09/20/24	314.40617	1.31166	67	0.2985			-0.2985	5.25	x	x	1.9182	28.10
Mon	09/23/24	314.44267	1.31181	70	0.3119			-0.3119	5.10	x	x	1.9316	28.25
Tue	09/24/24	314.45483	1.31186	71	0.3164			-0.3164	5.05	x	x	1.9361	28.30
Wed	09/25/24	314.46700	1.31191	72	0.3208			-0.3208	5.00	x	x	1.9405	28.35
Thu	09/26/24	314.47917	1.31196	73	0.3253			-0.3253	4.95	x	x	1.9450	28.40
Fri	09/27/24	314.49133	1.31201	74	0.3298			-0.3298	4.90	x	x	1.9495	28.45
Mon	09/30/24	314.52783	1.31217	77	0.3432			-0.3432	4.74	x	x	1.9629	28.61
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	1.31222	78	0.3477			-0.3477	4.69	x	x	1.9674	28.66
Wed	10/02/24	314.54826	1.31225	79	0.3521			-0.3521	4.66	x	x	1.9718	28.69
Thu	10/03/24	314.55652	1.31229	80	0.3566			-0.3566	4.62	x	x	1.9763	28.73
Fri	10/04/24	314.56477	1.31232	81	0.3611			-0.3611	4.59	x	x	1.9808	28.76
Mon	10/07/24	314.58955	1.31242	84	0.3745			-0.3745	4.49	x	x	1.9942	28.86
Tue	10/08/24	314.59781	1.31246	85	0.3789			-0.3789	4.45	x	x	1.9986	28.90
Wed	10/09/24	314.60606	1.31249	86	0.3834			-0.3834	4.42	x	x	2.0031	28.93
Thu	10/10/24	314.61432	1.31253	87	0.3879			-0.3879	4.38	x	x	2.0076	28.97
Fri	10/11/24	314.62258	1.31256	88	0.3923			-0.3923	4.35	x	x	2.0120	29.00
Mon	10/14/24	314.64735	1.31266	91	0.4057			-0.4057	4.25	x	x	2.0254	29.10
Tue	10/15/24	314.65561	1.31270	92	0.4102			-0.4102	4.21	x	x	2.0299	29.14
Wed	10/16/24	314.66387	1.31273	93	0.4147			-0.4147	4.18	x	x	2.0344	29.17
Thu	10/17/24	314.67213	1.31277	94	0.4192			-0.4192	4.14	x	x	2.0389	29.21
Fri	10/18/24	314.68039	1.31280	95	0.4236			-0.4236	4.11	x	x	2.0433	29.24
Mon	10/21/24	314.70516	1.31291	98	0.4370			-0.4370	4.00	x	x	2.0567	29.35
Tue	10/22/24	314.71342	1.31294	99	0.4415			-0.4415	3.97	x	x	2.0612	29.38
Wed	10/23/24	314.72168	1.31297	100	0.4460			-0.4460	3.94	x	x	2.0657	29.41
Thu	10/24/24	314.72994	1.31301	101	0.4505			-0.4505	3.90	x	x	2.0702	29.45
Fri	10/25/24	314.73819	1.31304	102	0.4549			-0.4549	3.87	x	x	2.0746	29.48
Mon	10/28/24	314.76297	1.31315	105	0.4683			-0.4683	3.76	x	x	2.0880	29.59
Tue	10/29/24	314.77123	1.31318	106	0.4728			-0.4728	3.73	x	x	2.0925	29.62
Wed	10/30/24	314.77948	1.31322	107	0.4773			-0.4773	3.69	x	x	2.0970	29.66
Thu	10/31/24	314.78774	1.31325	108	0.4818			-0.4818	3.66	x	x	2.1015	29.69
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	1.31328	109	0.4862			-0.4862	3.63	x	x	2.1059	29.72
Mon	11/04/24	314.84650	1.31350	112	0.4997			-0.4997	3.41	x	x	2.1194	29.94
Tue	11/05/24	314.86333	1.31357	113	0.5042			-0.5042	3.34	x	x	2.1239	30.01
Wed	11/06/24	314.88017	1.31364	114	0.5087			-0.5087	3.27	x	x	2.1284	30.08
Thu	11/07/24	314.89700	1.31371	115	0.5132			-0.5132	3.20	x	x	2.1329	30.15
Fri	11/08/24	314.91383	1.31378	116	0.5177			-0.5177	3.13	x	x	2.1374	30.22
Mon	11/11/24	314.96433	1.31399	119	0.5311			-0.5311	2.92	x	x	2.1508	30.43
Tue	11/12/24	314.98117	1.31406	120	0.5356			-0.5356	2.85	x	x	2.1553	30.50
Wed	11/13/24	314.99800	1.31413	121	0.5401			-0.5401	2.78	x	x	2.1598	30.57
Thu	11/14/24	315.01483	1.31420	122	0.5446			-0.5446	2.71	x	x	2.1643	30.64
Fri	11/15/24	315.03167	1.31427	123	0.5491			-0.5491	2.64	x	x	2.1688	30.71
Mon	11/18/24	315.08217	1.31448	126	0.5626			-0.5626	2.43	x	x	2.1823	30.92
Tue	11/19/24	315.09900	1.31455	127	0.5671			-0.5671	2.36	x	x	2.1868	30.99
Wed	11/20/24	315.11583	1.31462	128	0.5716			-0.5716	2.29	x	x	2.1913	31.06
Thu	11/21/24	315.13267	1.31469	129	0.5761			-0.5761	2.22	x	x	2.1958	31.13
Fri	11/22/24	315.14950	1.31476	130	0.5806			-0.5806	2.15	x	x	2.2003	31.20
Mon	11/25/24	315.20000	1.31497	133	0.5941			-0.5941	1.94	x	x	2.2138	31.41
Tue	11/26/24	315.21683	1.31504	134	0.5986			-0.5986	1.87	x	x	2.2183	31.48
Wed	11/27/24	315.23367	1.31511	135	0.6031			-0.6031	1.80	x	x	2.2228	31.55
Thu	11/28/24	315.25050	1.31518	136	0.6076			-0.6076	1.73	x	x	2.2273	31.62
Fri	11/29/24	315.26733	1.31525	137	0.6121			-0.6121	1.66	x	x	2.2318	31.69
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	1.31544	140	0.6255			-0.6255	1.47	x	x	2.2452	31.88
Tue	12/03/24	315.32442	1.31549	141	0.6300			-0.6300	1.42	x	x	2.2497	31.93
Wed	12/04/24	315.33613	1.31554	142	0.6345			-0.6345	1.37	x	x	2.2542	31.98
Thu	12/05/24	315.34784	1.31559	143	0.6390			-0.6390	1.32	x	x	2.2587	32.03
Fri	12/06/24	315.35955	1.31564	144	0.6435			-0.6435	1.27	x	x	2.2632	32.08
Mon	12/09/24	315.39468	1.31578	147	0.6570			-0.6570	1.13	x	x	2.2767	32.22
Tue	12/10/24	315.40639	1.31583	148	0.6615			-0.6615	1.08	x	x	2.2812	32.27
Wed	12/11/24	315.41810	1.31588	149	0.6660			-0.6660	1.03	x	x	2.2857	32.32
Thu	12/12/24	315.42981	1.31593	150	0.6705			-0.6705	0.98	x	x	2.2902	32.37
Fri	12/13/24	315.44152	1.31598	151	0.6750			-0.6750	0.93	x	x	2.2947	32.42
Mon	12/16/24	315.47665	1.31612	154	0.6885			-0.6885	0.79	x	x	2.3082	32.56
Tue	12/17/24	315.48835	1.31617	155	0.6930			-0.6930	0.74	x	x	2.3127	32.61
Wed	12/18/24	315.50006	1.31622	156	0.6975			-0.6975	0.69	x	x	2.3172	32.66
Thu	12/19/24	315.51177	1.31627	157	0.7020			-0.7020	0.64	x	x	2.3217	32.71
Fri	12/20/24	315.52348	1.31632	158	0.7064			-0.7064	0.59	x	x	2.3261	32.76
Mon	12/23/24	315.55861	1.31647	161	0.7199			-0.7199	0.44	x	x	2.3396	32.91
Tue	12/24/24	315.57032	1.31651	162	0.7244			-0.7244	0.40	x	x	2.3441	32.95
Wed	12/25/24	315.58203	1.31656	163	0.7289			-0.7289	0.35	x	x	2.3486	33.00
Thu	12/26/24	315.59374	1.31661	164	0.7334			-0.7334	0.30	x	x	2.3531	33.05
Fri	12/27/24	315.60545	1.31666	165	0.7379			-0.7379	0.25	x	x	2.3576	33.10
Mon	12/30/24	315.64058	1.31681	168	0.7514			-0.7514	0.10	x	x	2.3711	33.25
Tue	12/31/24	315.65229	1.31686	169	0.7559			-0.7559	0.05	x	x	2.3756	33.30
Wed	01/01/25	315.66400	1.31691

Generated 12/11/24 08:49