0.375% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2027

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

CUSIP Number	9128282L3	Interest 01/15/24 (184 days)	$2.3561
Dated Date	July 15, 2017	Interest 07/15/24 (182 days)	$2.4052
Ref CPI on Dated Date	244.61839	Interest Total	$4.7613
Original Issue Date	July 31, 2017	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	1.25776	170	2.1789	x	x	2.5824	32.67			2.1789	0.00
Tue	01/02/24	307.65100	1.25768	171	2.1915	x	x	2.5698	32.75			2.1915	-0.08
Wed	01/03/24	307.63100	1.25760	172	2.2042	x	x	2.5571	32.83			2.2042	-0.16
Thu	01/04/24	307.61100	1.25751	173	2.2169	x	x	2.5444	32.92			2.2169	-0.25
Fri	01/05/24	307.59100	1.25743	174	2.2295	x	x	2.5318	33.00			2.2295	-0.33
Mon	01/08/24	307.53100	1.25719	177	2.2676	x	x	2.4937	33.24			2.2676	-0.57
Tue	01/09/24	307.51100	1.25710	178	2.2802	x	x	2.4811	33.33			2.2802	-0.66
Wed	01/10/24	307.49100	1.25702	179	2.2929	x	x	2.4684	33.41			2.2929	-0.74
Thu	01/11/24	307.47100	1.25694	180	2.3055	x	x	2.4558	33.49			2.3055	-0.82
Fri	01/12/24	307.45100	1.25686	181	2.3182	x	x	2.4431	33.57			2.3182	-0.90
Mon	01/15/24	307.39100	1.25661	0	0.0000		x	2.4052	33.82	x		2.3561	-1.15
Tue	01/16/24	307.37100	1.25653	1	0.0129		x	2.3923	33.90	x		2.3690	-1.23
Wed	01/17/24	307.35100	1.25645	2	0.0259		x	2.3793	33.98	x		2.3820	-1.31
Thu	01/18/24	307.33100	1.25637	3	0.0388		x	2.3664	34.06	x		2.3949	-1.39
Fri	01/19/24	307.31100	1.25629	4	0.0518		x	2.3534	34.14	x		2.4079	-1.47
Mon	01/22/24	307.25100	1.25604	7	0.0906		x	2.3146	34.39	x		2.4467	-1.72
Tue	01/23/24	307.23100	1.25596	8	0.1035		x	2.3017	34.47	x		2.4596	-1.80
Wed	01/24/24	307.21100	1.25588	9	0.1164		x	2.2888	34.55	x		2.4725	-1.88
Thu	01/25/24	307.19100	1.25580	10	0.1294		x	2.2758	34.63	x		2.4855	-1.96
Fri	01/26/24	307.17100	1.25572	11	0.1423		x	2.2629	34.71	x		2.4984	-2.04
Mon	01/29/24	307.11100	1.25547	14	0.1811		x	2.2241	34.96	x		2.5372	-2.29
Tue	01/30/24	307.09100	1.25539	15	0.1940		x	2.2112	35.04	x		2.5501	-2.37
Wed	01/31/24	307.07100	1.25531	16	0.2069		x	2.1983	35.12	x		2.5630	-2.45
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	1.25522	17	0.2198		x	2.1854	35.21	x		2.5759	-2.54
Fri	02/02/24	307.04048	1.25518	18	0.2328		x	2.1724	35.25	x		2.5889	-2.58
Mon	02/05/24	307.00893	1.25505	21	0.2715		x	2.1337	35.38	x		2.6276	-2.71
Tue	02/06/24	306.99841	1.25501	22	0.2844		x	2.1208	35.42	x		2.6405	-2.75
Wed	02/07/24	306.98790	1.25497	23	0.2974		x	2.1078	35.46	x		2.6535	-2.79
Thu	02/08/24	306.97738	1.25492	24	0.3103		x	2.0949	35.51	x		2.6664	-2.84
Fri	02/09/24	306.96686	1.25488	25	0.3232		x	2.0820	35.55	x		2.6793	-2.88
Mon	02/12/24	306.93531	1.25475	28	0.3619		x	2.0433	35.68	x		2.7180	-3.01
Tue	02/13/24	306.92479	1.25471	29	0.3749		x	2.0303	35.72	x		2.7310	-3.05
Wed	02/14/24	306.91428	1.25467	30	0.3878		x	2.0174	35.76	x		2.7439	-3.09
Thu	02/15/24	306.90376	1.25462	31	0.4007		x	2.0045	35.81	x		2.7568	-3.14
Fri	02/16/24	306.89324	1.25458	32	0.4136		x	1.9916	35.85	x		2.7697	-3.18
Mon	02/19/24	306.86169	1.25445	35	0.4523		x	1.9529	35.98	x		2.8084	-3.31
Tue	02/20/24	306.85117	1.25441	36	0.4652		x	1.9400	36.02	x		2.8213	-3.35
Wed	02/21/24	306.84066	1.25436	37	0.4781		x	1.9271	36.07	x		2.8342	-3.40
Thu	02/22/24	306.83014	1.25432	38	0.4910		x	1.9142	36.11	x		2.8471	-3.44
Fri	02/23/24	306.81962	1.25428	39	0.5040		x	1.9012	36.15	x		2.8601	-3.48
Mon	02/26/24	306.78807	1.25415	42	0.5427		x	1.8625	36.28	x		2.8988	-3.61
Tue	02/27/24	306.77755	1.25411	43	0.5556		x	1.8496	36.32	x		2.9117	-3.65
Wed	02/28/24	306.76703	1.25406	44	0.5685		x	1.8367	36.37	x		2.9246	-3.70
Thu	02/29/24	306.75652	1.25402	45	0.5814		x	1.8238	36.41	x		2.9375	-3.74
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Fri	03/01/24	306.74600	1.25398	46	0.5943		x	1.8109	36.45	x		2.9504	-3.78
Mon	03/04/24	306.90771	1.25464	49	0.6334		x	1.7718	35.79	x		2.9895	-3.12
Tue	03/05/24	306.96161	1.25486	50	0.6464		x	1.7588	35.57	x		3.0025	-2.90
Wed	03/06/24	307.01552	1.25508	51	0.6594		x	1.7458	35.35	x		3.0155	-2.68
Thu	03/07/24	307.06942	1.25530	52	0.6725		x	1.7327	35.13	x		3.0286	-2.46
Fri	03/08/24	307.12332	1.25552	53	0.6855		x	1.7197	34.91	x		3.0416	-2.24
Mon	03/11/24	307.28503	1.25618	56	0.7247		x	1.6805	34.25	x		3.0808	-1.58
Tue	03/12/24	307.33894	1.25640	57	0.7378		x	1.6674	34.03	x		3.0939	-1.36
Wed	03/13/24	307.39284	1.25662	58	0.7509		x	1.6543	33.81	x		3.1070	-1.14
Thu	03/14/24	307.44674	1.25684	59	0.7639		x	1.6413	33.59	x		3.1200	-0.92
Fri	03/15/24	307.50065	1.25706	60	0.7770		x	1.6282	33.37	x		3.1331	-0.70
Mon	03/18/24	307.66235	1.25772	63	0.8163		x	1.5889	32.71	x		3.1724	-0.04
Tue	03/19/24	307.71626	1.25794	64	0.8294		x	1.5758	32.49	x		3.1855	0.18
Wed	03/20/24	307.77016	1.25816	65	0.8425		x	1.5627	32.27	x		3.1986	0.40
Thu	03/21/24	307.82406	1.25838	66	0.8556		x	1.5496	32.05	x		3.2117	0.62
Fri	03/22/24	307.87797	1.25861	67	0.8688		x	1.5364	31.82	x		3.2249	0.85
Mon	03/25/24	308.03968	1.25927	70	0.9081		x	1.4971	31.16	x		3.2642	1.51
Tue	03/26/24	308.09358	1.25949	71	0.9213		x	1.4839	30.94	x		3.2774	1.73
Wed	03/27/24	308.14748	1.25971	72	0.9344		x	1.4708	30.72	x		3.2905	1.95
Thu	03/28/24	308.20139	1.25993	73	0.9475		x	1.4577	30.50	x		3.3036	2.17
Fri	03/29/24	308.25529	1.26015	74	0.9607		x	1.4445	30.28	x		3.3168	2.39
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	1.26081	77	1.0002		x	1.4050	29.62	x		3.3563	3.05
Tue	04/02/24	308.48063	1.26107	78	1.0134		x	1.3918	29.36	x		3.3695	3.31
Wed	04/03/24	308.54427	1.26133	79	1.0266		x	1.3786	29.10	x		3.3827	3.57
Thu	04/04/24	308.60790	1.26159	80	1.0398		x	1.3654	28.84	x		3.3959	3.83
Fri	04/05/24	308.67153	1.26185	81	1.0530		x	1.3522	28.58	x		3.4091	4.09
Mon	04/08/24	308.86243	1.26263	84	1.0927		x	1.3125	27.80	x		3.4488	4.87
Tue	04/09/24	308.92607	1.26289	85	1.1059		x	1.2993	27.54	x		3.4620	5.13
Wed	04/10/24	308.98970	1.26315	86	1.1191		x	1.2861	27.28	x		3.4752	5.39
Thu	04/11/24	309.05333	1.26341	87	1.1324		x	1.2728	27.02	x		3.4885	5.65
Fri	04/12/24	309.11697	1.26367	88	1.1456		x	1.2596	26.76	x		3.5017	5.91
Mon	04/15/24	309.30787	1.26445	91	1.1854		x	1.2198	25.98	x		3.5415	6.69
Tue	04/16/24	309.37150	1.26471	92	1.1987		x	1.2065	25.72	x		3.5548	6.95
Wed	04/17/24	309.43513	1.26497	93	1.2120		x	1.1932	25.46	x		3.5681	7.21
Thu	04/18/24	309.49877	1.26523	94	1.2253		x	1.1799	25.20	x		3.5814	7.47
Fri	04/19/24	309.56240	1.26549	95	1.2385		x	1.1667	24.94	x		3.5946	7.73
Mon	04/22/24	309.75330	1.26627	98	1.2784		x	1.1268	24.16	x		3.6345	8.51
Tue	04/23/24	309.81693	1.26653	99	1.2918		x	1.1134	23.90	x		3.6479	8.77
Wed	04/24/24	309.88057	1.26679	100	1.3051		x	1.1001	23.64	x		3.6612	9.03
Thu	04/25/24	309.94420	1.26705	101	1.3184		x	1.0868	23.38	x		3.6745	9.29
Fri	04/26/24	310.00783	1.26731	102	1.3317		x	1.0735	23.12	x		3.6878	9.55
Mon	04/29/24	310.19873	1.26809	105	1.3717		x	1.0335	22.34	x		3.7278	10.33
Tue	04/30/24	310.26237	1.26835	106	1.3851		x	1.0201	22.08	x		3.7412	10.59
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	1.26861	107	1.3984		x	1.0068	21.82	x		3.7545	10.85
Thu	05/02/24	310.39071	1.26888	108	1.4118		x	0.9934	21.55	x		3.7679	11.12
Fri	05/03/24	310.45542	1.26914	109	1.4252		x	0.9800	21.29	x		3.7813	11.38
Mon	05/06/24	310.64955	1.26994	112	1.4653		x	0.9399	20.49	x		3.8214	12.18
Tue	05/07/24	310.71426	1.27020	113	1.4787		x	0.9265	20.23	x		3.8348	12.44
Wed	05/08/24	310.77897	1.27046	114	1.4921		x	0.9131	19.97	x		3.8482	12.70
Thu	05/09/24	310.84368	1.27073	115	1.5055		x	0.8997	19.70	x		3.8616	12.97
Fri	05/10/24	310.90839	1.27099	116	1.5189		x	0.8863	19.44	x		3.8750	13.23
Mon	05/13/24	311.10252	1.27179	119	1.5592		x	0.8460	18.64	x		3.9153	14.03
Tue	05/14/24	311.16723	1.27205	120	1.5726		x	0.8326	18.38	x		3.9287	14.29
Wed	05/15/24	311.23194	1.27232	121	1.5860		x	0.8192	18.11	x		3.9421	14.56
Thu	05/16/24	311.29665	1.27258	122	1.5995		x	0.8057	17.85	x		3.9556	14.82
Fri	05/17/24	311.36135	1.27285	123	1.6129		x	0.7923	17.58	x		3.9690	15.09
Mon	05/20/24	311.55548	1.27364	126	1.6533		x	0.7519	16.79	x		4.0094	15.88
Tue	05/21/24	311.62019	1.27390	127	1.6667		x	0.7385	16.53	x		4.0228	16.14
Wed	05/22/24	311.68490	1.27417	128	1.6802		x	0.7250	16.26	x		4.0363	16.41
Thu	05/23/24	311.74961	1.27443	129	1.6937		x	0.7115	16.00	x		4.0498	16.67
Fri	05/24/24	311.81432	1.27470	130	1.7072		x	0.6980	15.73	x		4.0633	16.94
Mon	05/27/24	312.00845	1.27549	133	1.7477		x	0.6575	14.94	x		4.1038	17.73
Tue	05/28/24	312.07316	1.27576	134	1.7612		x	0.6440	14.67	x		4.1173	18.00
Wed	05/29/24	312.13787	1.27602	135	1.7747		x	0.6305	14.41	x		4.1308	18.26
Thu	05/30/24	312.20258	1.27628	136	1.7882		x	0.6170	14.15	x		4.1443	18.52
Fri	05/31/24	312.26729	1.27655	137	1.8017		x	0.6035	13.88	x		4.1578	18.79
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	1.27714	140	1.8420		x	0.5632	13.29	x		4.1981	19.38
Tue	06/04/24	312.45360	1.27731	141	1.8554		x	0.5498	13.12	x		4.2115	19.55
Wed	06/05/24	312.49413	1.27748	142	1.8688		x	0.5364	12.95	x		4.2249	19.72
Thu	06/06/24	312.53467	1.27764	143	1.8822		x	0.5230	12.79	x		4.2383	19.88
Fri	06/07/24	312.57520	1.27781	144	1.8957		x	0.5095	12.62	x		4.2518	20.05
Mon	06/10/24	312.69680	1.27830	147	1.9359		x	0.4693	12.13	x		4.2920	20.54
Tue	06/11/24	312.73733	1.27847	148	1.9493		x	0.4559	11.96	x		4.3054	20.71
Wed	06/12/24	312.77787	1.27864	149	1.9627		x	0.4425	11.79	x		4.3188	20.88
Thu	06/13/24	312.81840	1.27880	150	1.9762		x	0.4290	11.63	x		4.3323	21.04
Fri	06/14/24	312.85893	1.27897	151	1.9896		x	0.4156	11.46	x		4.3457	21.21
Mon	06/17/24	312.98053	1.27946	154	2.0299		x	0.3753	10.97	x		4.3860	21.70
Tue	06/18/24	313.02107	1.27963	155	2.0434		x	0.3618	10.80	x		4.3995	21.87
Wed	06/19/24	313.06160	1.27980	156	2.0568		x	0.3484	10.63	x		4.4129	22.04
Thu	06/20/24	313.10213	1.27996	157	2.0703		x	0.3349	10.47	x		4.4264	22.20
Fri	06/21/24	313.14267	1.28013	158	2.0837		x	0.3215	10.30	x		4.4398	22.37
Mon	06/24/24	313.26427	1.28062	161	2.1241		x	0.2811	9.81	x		4.4802	22.86
Tue	06/25/24	313.30480	1.28079	162	2.1376		x	0.2676	9.64	x		4.4937	23.03
Wed	06/26/24	313.34533	1.28096	163	2.1511		x	0.2541	9.47	x		4.5072	23.20
Thu	06/27/24	313.38587	1.28112	164	2.1645		x	0.2407	9.31	x		4.5206	23.36
Fri	06/28/24	313.42640	1.28129	165	2.1780		x	0.2272	9.14	x		4.5341	23.53
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	1.28178	168	2.2185		x	0.1867	8.65	x		4.5746	24.02
Tue	07/02/24	313.56481	1.28185	169	2.2318		x	0.1734	8.58	x		4.5879	24.09
Wed	07/03/24	313.58161	1.28192	170	2.2451		x	0.1601	8.51	x		4.6012	24.16
Thu	07/04/24	313.59842	1.28199	171	2.2585		x	0.1467	8.44	x		4.6146	24.23
Fri	07/05/24	313.61523	1.28206	172	2.2718		x	0.1334	8.37	x		4.6279	24.30
Mon	07/08/24	313.66565	1.28227	175	2.3118		x	0.0934	8.16	x		4.6679	24.51
Tue	07/09/24	313.68245	1.28233	176	2.3251		x	0.0801	8.10	x		4.6812	24.57
Wed	07/10/24	313.69926	1.28240	177	2.3384		x	0.0668	8.03	x		4.6945	24.64
Thu	07/11/24	313.71606	1.28247	178	2.3518		x	0.0534	7.96	x		4.7079	24.71
Fri	07/12/24	313.73287	1.28254	179	2.3651		x	0.0401	7.89	x		4.7212	24.78
Mon	07/15/24	313.78329	1.28275	0	0.0000			0.0000	7.68	x	x	4.7613	24.99
Tue	07/16/24	313.80010	1.28281	1	0.0131			-0.0131	7.62	x	x	4.7744	25.05
Wed	07/17/24	313.81690	1.28288	2	0.0261			-0.0261	7.55	x	x	4.7874	25.12
Thu	07/18/24	313.83371	1.28295	3	0.0392			-0.0392	7.48	x	x	4.8005	25.19
Fri	07/19/24	313.85052	1.28302	4	0.0523			-0.0523	7.41	x	x	4.8136	25.26
Mon	07/22/24	313.90094	1.28323	7	0.0915			-0.0915	7.20	x	x	4.8528	25.47
Tue	07/23/24	313.91774	1.28330	8	0.1046			-0.1046	7.13	x	x	4.8659	25.54
Wed	07/24/24	313.93455	1.28336	9	0.1177			-0.1177	7.07	x	x	4.8790	25.60
Thu	07/25/24	313.95135	1.28343	10	0.1308			-0.1308	7.00	x	x	4.8921	25.67
Fri	07/26/24	313.96816	1.28350	11	0.1439			-0.1439	6.93	x	x	4.9052	25.74
Mon	07/29/24	314.01858	1.28371	14	0.1831			-0.1831	6.72	x	x	4.9444	25.95
Tue	07/30/24	314.03539	1.28378	15	0.1962			-0.1962	6.65	x	x	4.9575	26.02
Wed	07/31/24	314.05219	1.28385	16	0.2093			-0.2093	6.58	x	x	4.9706	26.09
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	1.28391	17	0.2224			-0.2224	6.52	x	x	4.9837	26.15
Fri	08/02/24	314.07242	1.28393	18	0.2355			-0.2355	6.50	x	x	4.9968	26.17
Mon	08/05/24	314.08268	1.28397	21	0.2748			-0.2748	6.46	x	x	5.0361	26.21
Tue	08/06/24	314.08610	1.28398	22	0.2878			-0.2878	6.45	x	x	5.0491	26.22
Wed	08/07/24	314.08952	1.28400	23	0.3009			-0.3009	6.43	x	x	5.0622	26.24
Thu	08/08/24	314.09294	1.28401	24	0.3140			-0.3140	6.42	x	x	5.0753	26.25
Fri	08/09/24	314.09635	1.28403	25	0.3271			-0.3271	6.40	x	x	5.0884	26.27
Mon	08/12/24	314.10661	1.28407	28	0.3664			-0.3664	6.36	x	x	5.1277	26.31
Tue	08/13/24	314.11003	1.28408	29	0.3795			-0.3795	6.35	x	x	5.1408	26.32
Wed	08/14/24	314.11345	1.28410	30	0.3926			-0.3926	6.33	x	x	5.1539	26.34
Thu	08/15/24	314.11687	1.28411	31	0.4056			-0.4056	6.32	x	x	5.1669	26.35
Fri	08/16/24	314.12029	1.28412	32	0.4187			-0.4187	6.31	x	x	5.1800	26.36
Mon	08/19/24	314.13055	1.28417	35	0.4580			-0.4580	6.26	x	x	5.2193	26.41
Tue	08/20/24	314.13397	1.28418	36	0.4711			-0.4711	6.25	x	x	5.2324	26.42
Wed	08/21/24	314.13739	1.28419	37	0.4842			-0.4842	6.24	x	x	5.2455	26.43
Thu	08/22/24	314.14081	1.28421	38	0.4973			-0.4973	6.22	x	x	5.2586	26.45
Fri	08/23/24	314.14423	1.28422	39	0.5104			-0.5104	6.21	x	x	5.2717	26.46
Mon	08/26/24	314.15448	1.28426	42	0.5496			-0.5496	6.17	x	x	5.3109	26.50
Tue	08/27/24	314.15790	1.28428	43	0.5627			-0.5627	6.15	x	x	5.3240	26.52
Wed	08/28/24	314.16132	1.28429	44	0.5758			-0.5758	6.14	x	x	5.3371	26.53
Thu	08/29/24	314.16474	1.28431	45	0.5889			-0.5889	6.12	x	x	5.3502	26.55
Fri	08/30/24	314.16816	1.28432	46	0.6020			-0.6020	6.11	x	x	5.3633	26.56
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	1.28440	49	0.6413			-0.6413	6.03	x	x	5.4026	26.64
Tue	09/03/24	314.19933	1.28445	50	0.6544			-0.6544	5.98	x	x	5.4157	26.69
Wed	09/04/24	314.21150	1.28450	51	0.6676			-0.6676	5.93	x	x	5.4289	26.74
Thu	09/05/24	314.22367	1.28455	52	0.6807			-0.6807	5.88	x	x	5.4420	26.79
Fri	09/06/24	314.23583	1.28460	53	0.6938			-0.6938	5.83	x	x	5.4551	26.84
Mon	09/09/24	314.27233	1.28475	56	0.7331			-0.7331	5.68	x	x	5.4944	26.99
Tue	09/10/24	314.28450	1.28480	57	0.7463			-0.7463	5.63	x	x	5.5076	27.04
Wed	09/11/24	314.29667	1.28484	58	0.7594			-0.7594	5.59	x	x	5.5207	27.08
Thu	09/12/24	314.30883	1.28489	59	0.7725			-0.7725	5.54	x	x	5.5338	27.13
Fri	09/13/24	314.32100	1.28494	60	0.7856			-0.7856	5.49	x	x	5.5469	27.18
Mon	09/16/24	314.35750	1.28509	63	0.8250			-0.8250	5.34	x	x	5.5863	27.33
Tue	09/17/24	314.36967	1.28514	64	0.8381			-0.8381	5.29	x	x	5.5994	27.38
Wed	09/18/24	314.38183	1.28519	65	0.8513			-0.8513	5.24	x	x	5.6126	27.43
Thu	09/19/24	314.39400	1.28524	66	0.8644			-0.8644	5.19	x	x	5.6257	27.48
Fri	09/20/24	314.40617	1.28529	67	0.8775			-0.8775	5.14	x	x	5.6388	27.53
Mon	09/23/24	314.44267	1.28544	70	0.9169			-0.9169	4.99	x	x	5.6782	27.68
Tue	09/24/24	314.45483	1.28549	71	0.9301			-0.9301	4.94	x	x	5.6914	27.73
Wed	09/25/24	314.46700	1.28554	72	0.9432			-0.9432	4.89	x	x	5.7045	27.78
Thu	09/26/24	314.47917	1.28559	73	0.9563			-0.9563	4.84	x	x	5.7176	27.83
Fri	09/27/24	314.49133	1.28564	74	0.9695			-0.9695	4.79	x	x	5.7308	27.88
Mon	09/30/24	314.52783	1.28579	77	1.0089			-1.0089	4.64	x	x	5.7702	28.03
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	1.28584	78	1.0220			-1.0220	4.59	x	x	5.7833	28.08
Wed	10/02/24	314.54826	1.28587	79	1.0352			-1.0352	4.56	x	x	5.7965	28.11
Thu	10/03/24	314.55652	1.28591	80	1.0483			-1.0483	4.52	x	x	5.8096	28.15
Fri	10/04/24	314.56477	1.28594	81	1.0614			-1.0614	4.49	x	x	5.8227	28.18
Mon	10/07/24	314.58955	1.28604	84	1.1008			-1.1008	4.39	x	x	5.8621	28.28
Tue	10/08/24	314.59781	1.28608	85	1.1140			-1.1140	4.35	x	x	5.8753	28.32
Wed	10/09/24	314.60606	1.28611	86	1.1271			-1.1271	4.32	x	x	5.8884	28.35
Thu	10/10/24	314.61432	1.28614	87	1.1402			-1.1402	4.29	x	x	5.9015	28.38
Fri	10/11/24	314.62258	1.28618	88	1.1534			-1.1534	4.25	x	x	5.9147	28.42
Mon	10/14/24	314.64735	1.28628	91	1.1928			-1.1928	4.15	x	x	5.9541	28.52
Tue	10/15/24	314.65561	1.28631	92	1.2059			-1.2059	4.12	x	x	5.9672	28.55
Wed	10/16/24	314.66387	1.28635	93	1.2191			-1.2191	4.08	x	x	5.9804	28.59
Thu	10/17/24	314.67213	1.28638	94	1.2322			-1.2322	4.05	x	x	5.9935	28.62
Fri	10/18/24	314.68039	1.28641	95	1.2453			-1.2453	4.02	x	x	6.0066	28.65
Mon	10/21/24	314.70516	1.28651	98	1.2848			-1.2848	3.92	x	x	6.0461	28.75
Tue	10/22/24	314.71342	1.28655	99	1.2979			-1.2979	3.88	x	x	6.0592	28.79
Wed	10/23/24	314.72168	1.28658	100	1.3111			-1.3111	3.85	x	x	6.0724	28.82
Thu	10/24/24	314.72994	1.28662	101	1.3242			-1.3242	3.81	x	x	6.0855	28.86
Fri	10/25/24	314.73819	1.28665	102	1.3373			-1.3373	3.78	x	x	6.0986	28.89
Mon	10/28/24	314.76297	1.28675	105	1.3768			-1.3768	3.68	x	x	6.1381	28.99
Tue	10/29/24	314.77123	1.28678	106	1.3899			-1.3899	3.65	x	x	6.1512	29.02
Wed	10/30/24	314.77948	1.28682	107	1.4031			-1.4031	3.61	x	x	6.1644	29.06
Thu	10/31/24	314.78774	1.28685	108	1.4162			-1.4162	3.58	x	x	6.1775	29.09
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	1.28689	109	1.4294			-1.4294	3.54	x	x	6.1907	29.13
Mon	11/04/24	314.84650	1.28709	112	1.4690			-1.4690	3.34	x	x	6.2303	29.33
Tue	11/05/24	314.86333	1.28716	113	1.4822			-1.4822	3.27	x	x	6.2435	29.40
Wed	11/06/24	314.88017	1.28723	114	1.4954			-1.4954	3.20	x	x	6.2567	29.47
Thu	11/07/24	314.89700	1.28730	115	1.5086			-1.5086	3.13	x	x	6.2699	29.54
Fri	11/08/24	314.91383	1.28737	116	1.5218			-1.5218	3.06	x	x	6.2831	29.61
Mon	11/11/24	314.96433	1.28757	119	1.5614			-1.5614	2.86	x	x	6.3227	29.81
Tue	11/12/24	314.98117	1.28764	120	1.5746			-1.5746	2.79	x	x	6.3359	29.88
Wed	11/13/24	314.99800	1.28771	121	1.5878			-1.5878	2.72	x	x	6.3491	29.95
Thu	11/14/24	315.01483	1.28778	122	1.6010			-1.6010	2.65	x	x	6.3623	30.02
Fri	11/15/24	315.03167	1.28785	123	1.6142			-1.6142	2.58	x	x	6.3755	30.09
Mon	11/18/24	315.08217	1.28806	126	1.6538			-1.6538	2.37	x	x	6.4151	30.30
Tue	11/19/24	315.09900	1.28812	127	1.6670			-1.6670	2.31	x	x	6.4283	30.36
Wed	11/20/24	315.11583	1.28819	128	1.6802			-1.6802	2.24	x	x	6.4415	30.43
Thu	11/21/24	315.13267	1.28826	129	1.6935			-1.6935	2.17	x	x	6.4548	30.50
Fri	11/22/24	315.14950	1.28833	130	1.7067			-1.7067	2.10	x	x	6.4680	30.57
Mon	11/25/24	315.20000	1.28854	133	1.7464			-1.7464	1.89	x	x	6.5077	30.78
Tue	11/26/24	315.21683	1.28861	134	1.7596			-1.7596	1.82	x	x	6.5209	30.85
Wed	11/27/24	315.23367	1.28868	135	1.7728			-1.7728	1.75	x	x	6.5341	30.92
Thu	11/28/24	315.25050	1.28874	136	1.7860			-1.7860	1.69	x	x	6.5473	30.98
Fri	11/29/24	315.26733	1.28881	137	1.7993			-1.7993	1.62	x	x	6.5606	31.05
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	1.28900	140	1.8389			-1.8389	1.43	x	x	6.6002	31.24
Tue	12/03/24	315.32442	1.28905	141	1.8521			-1.8521	1.38	x	x	6.6134	31.29
Wed	12/04/24	315.33613	1.28909	142	1.8653			-1.8653	1.34	x	x	6.6266	31.33
Thu	12/05/24	315.34784	1.28914	143	1.8785			-1.8785	1.29	x	x	6.6398	31.38
Fri	12/06/24	315.35955	1.28919	144	1.8917			-1.8917	1.24	x	x	6.6530	31.43
Mon	12/09/24	315.39468	1.28933	147	1.9314			-1.9314	1.10	x	x	6.6927	31.57
Tue	12/10/24	315.40639	1.28938	148	1.9446			-1.9446	1.05	x	x	6.7059	31.62
Wed	12/11/24	315.41810	1.28943	149	1.9578			-1.9578	1.00	x	x	6.7191	31.67
Thu	12/12/24	315.42981	1.28948	150	1.9710			-1.9710	0.95	x	x	6.7323	31.72
Fri	12/13/24	315.44152	1.28952	151	1.9842			-1.9842	0.91	x	x	6.7455	31.76
Mon	12/16/24	315.47665	1.28967	154	2.0239			-2.0239	0.76	x	x	6.7852	31.91
Tue	12/17/24	315.48835	1.28972	155	2.0371			-2.0371	0.71	x	x	6.7984	31.96
Wed	12/18/24	315.50006	1.28976	156	2.0503			-2.0503	0.67	x	x	6.8116	32.00
Thu	12/19/24	315.51177	1.28981	157	2.0635			-2.0635	0.62	x	x	6.8248	32.05
Fri	12/20/24	315.52348	1.28986	158	2.0767			-2.0767	0.57	x	x	6.8380	32.10
Mon	12/23/24	315.55861	1.29000	161	2.1164			-2.1164	0.43	x	x	6.8777	32.24
Tue	12/24/24	315.57032	1.29005	162	2.1296			-2.1296	0.38	x	x	6.8909	32.29
Wed	12/25/24	315.58203	1.29010	163	2.1429			-2.1429	0.33	x	x	6.9042	32.34
Thu	12/26/24	315.59374	1.29015	164	2.1561			-2.1561	0.28	x	x	6.9174	32.39
Fri	12/27/24	315.60545	1.29020	165	2.1693			-2.1693	0.23	x	x	6.9306	32.44
Mon	12/30/24	315.64058	1.29034	168	2.2090			-2.2090	0.09	x	x	6.9703	32.58
Tue	12/31/24	315.65229	1.29039	169	2.2222			-2.2222	0.04	x	x	6.9835	32.63
Wed	01/01/25	315.66400	1.29043

Generated 12/11/24 08:49