2% 20-Year Treasury Inflation Protected Security (TIPS) due January 15, 2026

Interest and OID per $1,000 Face Value for 2021 (until 04/01/21)

CUSIP Number	912810FS2	Interest 01/15/21 (184 days)	$13.1157
Dated Date	January 15, 2006	Interest 07/15/21 (181 days)
Ref CPI on Dated Date	198.47742
Original Issue Date	January 31, 2006

						Purchased on Settelment Date & held to 04/01/21				Held on 01/01/21 & 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
Fri	01/01/21	260.38800	1.31193	170	12.1211	x		0.9946	6.01			12.1211	0.00
Mon	01/04/21	260.37261	1.31185	173	12.3342	x		0.7815	6.09			12.3342	-0.08
Tue	01/05/21	260.36748	1.31182	174	12.4053	x		0.7104	6.12			12.4053	-0.11
Wed	01/06/21	260.36235	1.31180	175	12.4764	x		0.6393	6.14			12.4764	-0.13
Thu	01/07/21	260.35723	1.31177	176	12.5474	x		0.5683	6.17			12.5474	-0.16
Fri	01/08/21	260.35210	1.31175	177	12.6185	x		0.4972	6.19			12.6185	-0.18
Mon	01/11/21	260.33671	1.31167	180	12.8316	x		0.2841	6.27			12.8316	-0.26
Tue	01/12/21	260.33158	1.31164	181	12.9025	x		0.2132	6.30			12.9025	-0.29
Wed	01/13/21	260.32645	1.31162	182	12.9736	x		0.1421	6.32			12.9736	-0.31
Thu	01/14/21	260.32132	1.31159	183	13.0446	x		0.0711	6.35			13.0446	-0.34
Fri	01/15/21	260.31619	1.31157	0	0.0000			0.0000	6.37	x		13.1157	-0.36
Mon	01/18/21	260.30081	1.31149	3	0.2174			-0.2174	6.45	x		13.3331	-0.44
Tue	01/19/21	260.29568	1.31146	4	0.2898			-0.2898	6.48	x		13.4055	-0.47
Wed	01/20/21	260.29055	1.31144	5	0.3623			-0.3623	6.50	x		13.4780	-0.49
Thu	01/21/21	260.28542	1.31141	6	0.4347			-0.4347	6.53	x		13.5504	-0.52
Fri	01/22/21	260.28029	1.31138	7	0.5072			-0.5072	6.56	x		13.6229	-0.55
Mon	01/25/21	260.26490	1.31131	10	0.7245			-0.7245	6.63	x		13.8402	-0.62
Tue	01/26/21	260.25977	1.31128	11	0.7969			-0.7969	6.66	x		13.9126	-0.65
Wed	01/27/21	260.25465	1.31126	12	0.8693			-0.8693	6.68	x		13.9850	-0.67
Thu	01/28/21	260.24952	1.31123	13	0.9418			-0.9418	6.71	x		14.0575	-0.70
Fri	01/29/21	260.24439	1.31120	14	1.0142			-1.0142	6.74	x		14.1299	-0.73
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	02/01/21	260.22900	1.31113	17	1.2314			-1.2314	6.81	x		14.3471	-0.80
Tue	02/02/21	260.23775	1.31117	18	1.3039			-1.3039	6.77	x		14.4196	-0.76
Wed	02/03/21	260.24650	1.31121	19	1.3764			-1.3764	6.73	x		14.4921	-0.72
Thu	02/04/21	260.25525	1.31126	20	1.4489			-1.4489	6.68	x		14.5646	-0.67
Fri	02/05/21	260.26400	1.31130	21	1.5214			-1.5214	6.64	x		14.6371	-0.63
Mon	02/08/21	260.29025	1.31144	24	1.7389			-1.7389	6.50	x		14.8546	-0.49
Tue	02/09/21	260.29900	1.31148	25	1.8114			-1.8114	6.46	x		14.9271	-0.45
Wed	02/10/21	260.30775	1.31152	26	1.8840			-1.8840	6.42	x		14.9997	-0.41
Thu	02/11/21	260.31650	1.31157	27	1.9565			-1.9565	6.37	x		15.0722	-0.36
Fri	02/12/21	260.32525	1.31161	28	2.0290			-2.0290	6.33	x		15.1447	-0.32
Mon	02/15/21	260.35150	1.31174	31	2.2466			-2.2466	6.20	x		15.3623	-0.19
Tue	02/16/21	260.36025	1.31179	32	2.3192			-2.3192	6.15	x		15.4349	-0.14
Wed	02/17/21	260.36900	1.31183	33	2.3917			-2.3917	6.11	x		15.5074	-0.10
Thu	02/18/21	260.37775	1.31188	34	2.4643			-2.4643	6.06	x		15.5800	-0.05
Fri	02/19/21	260.38650	1.31192	35	2.5369			-2.5369	6.02	x		15.6526	-0.01
Mon	02/22/21	260.41275	1.31205	38	2.7546			-2.7546	5.89	x		15.8703	0.12
Tue	02/23/21	260.42150	1.31210	39	2.8272			-2.8272	5.84	x		15.9429	0.17
Wed	02/24/21	260.43025	1.31214	40	2.8998			-2.8998	5.80	x		16.0155	0.21
Thu	02/25/21	260.43900	1.31218	41	2.9723			-2.9723	5.76	x		16.0880	0.25
Fri	02/26/21	260.44775	1.31223	42	3.0450			-3.0450	5.71	x		16.1607	0.30
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	03/01/21	260.47400	1.31236	45	3.2628			-3.2628	5.58	x		16.3785	0.43
Tue	03/02/21	260.50974	1.31254	46	3.3357			-3.3357	5.40	x		16.4514	0.61
Wed	03/03/21	260.54548	1.31272	47	3.4087			-3.4087	5.22	x		16.5244	0.79
Thu	03/04/21	260.58123	1.31290	48	3.4817			-3.4817	5.04	x		16.5974	0.97
Fri	03/05/21	260.61697	1.31308	49	3.5547			-3.5547	4.86	x		16.6704	1.15
Mon	03/08/21	260.72419	1.31362	52	3.7739			-3.7739	4.32	x		16.8896	1.69
Tue	03/09/21	260.75994	1.31380	53	3.8470			-3.8470	4.14	x		16.9627	1.87
Wed	03/10/21	260.79568	1.31398	54	3.9202			-3.9202	3.96	x		17.0359	2.05
Thu	03/11/21	260.83142	1.31416	55	3.9933			-3.9933	3.78	x		17.1090	2.23
Fri	03/12/21	260.86716	1.31434	56	4.0665			-4.0665	3.60	x		17.1822	2.41
Mon	03/15/21	260.97439	1.31488	59	4.2861			-4.2861	3.06	x		17.4018	2.95
Tue	03/16/21	261.01013	1.31506	60	4.3593			-4.3593	2.88	x		17.4750	3.13
Wed	03/17/21	261.04587	1.31524	61	4.4326			-4.4326	2.70	x		17.5483	3.31
Thu	03/18/21	261.08161	1.31542	62	4.5059			-4.5059	2.52	x		17.6216	3.49
Fri	03/19/21	261.11735	1.31560	63	4.5792			-4.5792	2.34	x		17.6949	3.67
Mon	03/22/21	261.22458	1.31614	66	4.7992			-4.7992	1.80	x		17.9149	4.21
Tue	03/23/21	261.26032	1.31632	67	4.8726			-4.8726	1.62	x		17.9883	4.39
Wed	03/24/21	261.29606	1.31650	68	4.9460			-4.9460	1.44	x		18.0617	4.57
Thu	03/25/21	261.33181	1.31668	69	5.0194			-5.0194	1.26	x		18.1351	4.75
Fri	03/26/21	261.36755	1.31686	70	5.0928			-5.0928	1.08	x		18.2085	4.93
Mon	03/29/21	261.47477	1.31740	73	5.3133			-5.3133	0.54	x		18.4290	5.47
Tue	03/30/21	261.51052	1.31758	74	5.3868			-5.3868	0.36	x		18.5025	5.65
Wed	03/31/21	261.54626	1.31776	75	5.4603			-5.4603	0.18	x		18.5760	5.83
Thu	04/01/21	261.58200	1.31794	76	5.5339			-5.5339	0.00	x		18.6496	6.01

Generated 02/10/21 08:44