2.375% 20-Year Treasury Inflation Protected Security (TIPS) due January 15, 2027

Interest and OID per $1,000 Face Value for 2021

CUSIP Number	912810PS1	Interest 01/15/21 (184 days)	$15.3287
Dated Date	January 15, 2007	Interest 07/15/21 (181 days)	$15.7824
Ref CPI on Dated Date	201.66452	Interest Total	$31.1111
Original Issue Date	January 31, 2007	Interest 01/15/22 (184 days)

						Purchased on Settelment Date & held to 01/01/22				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	1.29119	170	14.1662	x	x	16.9449	80.34			14.1662	0.00
Mon	01/04/21	260.37261	1.29112	173	14.4155	x	x	16.6956	80.41			14.4155	-0.07
Tue	01/05/21	260.36748	1.29109	174	14.4984	x	x	16.6127	80.44			14.4984	-0.10
Wed	01/06/21	260.36235	1.29107	175	14.5815	x	x	16.5296	80.46			14.5815	-0.12
Thu	01/07/21	260.35723	1.29104	176	14.6645	x	x	16.4466	80.49			14.6645	-0.15
Fri	01/08/21	260.35210	1.29102	177	14.7476	x	x	16.3635	80.51			14.7476	-0.17
Mon	01/11/21	260.33671	1.29094	180	14.9967	x	x	16.1144	80.59			14.9967	-0.25
Tue	01/12/21	260.33158	1.29091	181	15.0796	x	x	16.0315	80.62			15.0796	-0.28
Wed	01/13/21	260.32645	1.29089	182	15.1627	x	x	15.9484	80.64			15.1627	-0.30
Thu	01/14/21	260.32132	1.29086	183	15.2457	x	x	15.8654	80.67			15.2457	-0.33
Fri	01/15/21	260.31619	1.29084	0	0.0000		x	15.7824	80.69	x		15.3287	-0.35
Mon	01/18/21	260.30081	1.29076	3	0.2541		x	15.5283	80.77	x		15.5828	-0.43
Tue	01/19/21	260.29568	1.29074	4	0.3387		x	15.4437	80.79	x		15.6674	-0.45
Wed	01/20/21	260.29055	1.29071	5	0.4234		x	15.3590	80.82	x		15.7521	-0.48
Thu	01/21/21	260.28542	1.29069	6	0.5081		x	15.2743	80.84	x		15.8368	-0.50
Fri	01/22/21	260.28029	1.29066	7	0.5927		x	15.1897	80.87	x		15.9214	-0.53
Mon	01/25/21	260.26490	1.29058	10	0.8467		x	14.9357	80.95	x		16.1754	-0.61
Tue	01/26/21	260.25977	1.29056	11	0.9314		x	14.8510	80.97	x		16.2601	-0.63
Wed	01/27/21	260.25465	1.29053	12	1.0160		x	14.7664	81.00	x		16.3447	-0.66
Thu	01/28/21	260.24952	1.29051	13	1.1007		x	14.6817	81.02	x		16.4294	-0.68
Fri	01/29/21	260.24439	1.29048	14	1.1853		x	14.5971	81.05	x		16.5140	-0.71
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	1.29041	17	1.4392		x	14.3432	81.12	x		16.7679	-0.78
Tue	02/02/21	260.23775	1.29045	18	1.5239		x	14.2585	81.08	x		16.8526	-0.74
Wed	02/03/21	260.24650	1.29049	19	1.6087		x	14.1737	81.04	x		16.9374	-0.70
Thu	02/04/21	260.25525	1.29054	20	1.6934		x	14.0890	80.99	x		17.0221	-0.65
Fri	02/05/21	260.26400	1.29058	21	1.7781		x	14.0043	80.95	x		17.1068	-0.61
Mon	02/08/21	260.29025	1.29071	24	2.0323		x	13.7501	80.82	x		17.3610	-0.48
Tue	02/09/21	260.29900	1.29075	25	2.1171		x	13.6653	80.78	x		17.4458	-0.44
Wed	02/10/21	260.30775	1.29080	26	2.2018		x	13.5806	80.73	x		17.5305	-0.39
Thu	02/11/21	260.31650	1.29084	27	2.2866		x	13.4958	80.69	x		17.6153	-0.35
Fri	02/12/21	260.32525	1.29088	28	2.3714		x	13.4110	80.65	x		17.7001	-0.31
Mon	02/15/21	260.35150	1.29101	31	2.6257		x	13.1567	80.52	x		17.9544	-0.18
Tue	02/16/21	260.36025	1.29106	32	2.7105		x	13.0719	80.47	x		18.0392	-0.13
Wed	02/17/21	260.36900	1.29110	33	2.7953		x	12.9871	80.43	x		18.1240	-0.09
Thu	02/18/21	260.37775	1.29114	34	2.8801		x	12.9023	80.39	x		18.2088	-0.05
Fri	02/19/21	260.38650	1.29119	35	2.9649		x	12.8175	80.34	x		18.2936	0.00
Mon	02/22/21	260.41275	1.29132	38	3.2194		x	12.5630	80.21	x		18.5481	0.13
Tue	02/23/21	260.42150	1.29136	39	3.3042		x	12.4782	80.17	x		18.6329	0.17
Wed	02/24/21	260.43025	1.29140	40	3.3890		x	12.3934	80.13	x		18.7177	0.21
Thu	02/25/21	260.43900	1.29145	41	3.4739		x	12.3085	80.08	x		18.8026	0.26
Fri	02/26/21	260.44775	1.29149	42	3.5587		x	12.2237	80.04	x		18.8874	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	1.29162	45	3.8133		x	11.9691	79.91	x		19.1420	0.43
Tue	03/02/21	260.50974	1.29180	46	3.8986		x	11.8838	79.73	x		19.2273	0.61
Wed	03/03/21	260.54548	1.29197	47	3.9839		x	11.7985	79.56	x		19.3126	0.78
Thu	03/04/21	260.58123	1.29215	48	4.0692		x	11.7132	79.38	x		19.3979	0.96
Fri	03/05/21	260.61697	1.29233	49	4.1546		x	11.6278	79.20	x		19.4833	1.14
Mon	03/08/21	260.72419	1.29286	52	4.4107		x	11.3717	78.67	x		19.7394	1.67
Tue	03/09/21	260.75994	1.29304	53	4.4962		x	11.2862	78.49	x		19.8249	1.85
Wed	03/10/21	260.79568	1.29322	54	4.5816		x	11.2008	78.31	x		19.9103	2.03
Thu	03/11/21	260.83142	1.29339	55	4.6671		x	11.1153	78.14	x		19.9958	2.20
Fri	03/12/21	260.86716	1.29357	56	4.7526		x	11.0298	77.96	x		20.0813	2.38
Mon	03/15/21	260.97439	1.29410	59	5.0093		x	10.7731	77.43	x		20.3380	2.91
Tue	03/16/21	261.01013	1.29428	60	5.0949		x	10.6875	77.25	x		20.4236	3.09
Wed	03/17/21	261.04587	1.29446	61	5.1805		x	10.6019	77.07	x		20.5092	3.27
Thu	03/18/21	261.08161	1.29463	62	5.2661		x	10.5163	76.90	x		20.5948	3.44
Fri	03/19/21	261.11735	1.29481	63	5.3518		x	10.4306	76.72	x		20.6805	3.62
Mon	03/22/21	261.22458	1.29534	66	5.6090		x	10.1734	76.19	x		20.9377	4.15
Tue	03/23/21	261.26032	1.29552	67	5.6947		x	10.0877	76.01	x		21.0234	4.33
Wed	03/24/21	261.29606	1.29570	68	5.7805		x	10.0019	75.83	x		21.1092	4.51
Thu	03/25/21	261.33181	1.29587	69	5.8663		x	9.9161	75.66	x		21.1950	4.68
Fri	03/26/21	261.36755	1.29605	70	5.9522		x	9.8302	75.48	x		21.2809	4.86
Mon	03/29/21	261.47477	1.29658	73	6.2098		x	9.5726	74.95	x		21.5385	5.39
Tue	03/30/21	261.51052	1.29676	74	6.2957		x	9.4867	74.77	x		21.6244	5.57
Wed	03/31/21	261.54626	1.29694	75	6.3817		x	9.4007	74.59	x		21.7104	5.75
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	04/01/21	261.58200	1.29711	76	6.4676		x	9.3148	74.42	x		21.7963	5.92
Fri	04/02/21	261.62973	1.29735	77	6.5539		x	9.2285	74.18	x		21.8826	6.16
Mon	04/05/21	261.77293	1.29806	80	6.8130		x	8.9694	73.47	x		22.1417	6.87
Tue	04/06/21	261.82067	1.29830	81	6.8995		x	8.8829	73.23	x		22.2282	7.11
Wed	04/07/21	261.86840	1.29853	82	6.9859		x	8.7965	73.00	x		22.3146	7.34
Thu	04/08/21	261.91613	1.29877	83	7.0724		x	8.7100	72.76	x		22.4011	7.58
Fri	04/09/21	261.96387	1.29901	84	7.1589		x	8.6235	72.52	x		22.4876	7.82
Mon	04/12/21	262.10707	1.29972	87	7.4186		x	8.3638	71.81	x		22.7473	8.53
Tue	04/13/21	262.15480	1.29995	88	7.5052		x	8.2772	71.58	x		22.8339	8.76
Wed	04/14/21	262.20253	1.30019	89	7.5919		x	8.1905	71.34	x		22.9206	9.00
Thu	04/15/21	262.25027	1.30043	90	7.6786		x	8.1038	71.10	x		23.0073	9.24
Fri	04/16/21	262.29800	1.30067	91	7.7654		x	8.0170	70.86	x		23.0941	9.48
Mon	04/19/21	262.44120	1.30138	94	8.0258		x	7.7566	70.15	x		23.3545	10.19
Tue	04/20/21	262.48893	1.30161	95	8.1126		x	7.6698	69.92	x		23.4413	10.42
Wed	04/21/21	262.53667	1.30185	96	8.1995		x	7.5829	69.68	x		23.5282	10.66
Thu	04/22/21	262.58440	1.30209	97	8.2864		x	7.4960	69.44	x		23.6151	10.90
Fri	04/23/21	262.63213	1.30232	98	8.3733		x	7.4091	69.21	x		23.7020	11.13
Mon	04/26/21	262.77533	1.30303	101	8.6344		x	7.1480	68.50	x		23.9631	11.84
Tue	04/27/21	262.82307	1.30327	102	8.7215		x	7.0609	68.26	x		24.0502	12.08
Wed	04/28/21	262.87080	1.30351	103	8.8086		x	6.9738	68.02	x		24.1373	12.32
Thu	04/29/21	262.91853	1.30374	104	8.8957		x	6.8867	67.79	x		24.2244	12.55
Fri	04/30/21	262.96627	1.30398	105	8.9829		x	6.7995	67.55	x		24.3116	12.79
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	05/03/21	263.13419	1.30481	108	9.2454		x	6.5370	66.72	x		24.5741	13.62
Tue	05/04/21	263.19429	1.30511	109	9.3332		x	6.4492	66.42	x		24.6619	13.92
Wed	05/05/21	263.25439	1.30541	110	9.4209		x	6.3615	66.12	x		24.7496	14.22
Thu	05/06/21	263.31448	1.30571	111	9.5088		x	6.2736	65.82	x		24.8375	14.52
Fri	05/07/21	263.37458	1.30600	112	9.5966		x	6.1858	65.53	x		24.9253	14.81
Mon	05/10/21	263.55487	1.30690	115	9.8604		x	5.9220	64.63	x		25.1891	15.71
Tue	05/11/21	263.61497	1.30720	116	9.9484		x	5.8340	64.33	x		25.2771	16.01
Wed	05/12/21	263.67506	1.30749	117	10.0364		x	5.7460	64.04	x		25.3651	16.30
Thu	05/13/21	263.73516	1.30779	118	10.1245		x	5.6579	63.74	x		25.4532	16.60
Fri	05/14/21	263.79526	1.30809	119	10.2127		x	5.5697	63.44	x		25.5414	16.90
Mon	05/17/21	263.97555	1.30898	122	10.4773		x	5.3051	62.55	x		25.8060	17.79
Tue	05/18/21	264.03565	1.30928	123	10.5656		x	5.2168	62.25	x		25.8943	18.09
Wed	05/19/21	264.09574	1.30958	124	10.6539		x	5.1285	61.95	x		25.9826	18.39
Thu	05/20/21	264.15584	1.30988	125	10.7423		x	5.0401	61.65	x		26.0710	18.69
Fri	05/21/21	264.21594	1.31018	126	10.8307		x	4.9517	61.35	x		26.1594	18.99
Mon	05/24/21	264.39623	1.31107	129	11.0961		x	4.6863	60.46	x		26.4248	19.88
Tue	05/25/21	264.45632	1.31137	130	11.1847		x	4.5977	60.16	x		26.5134	20.18
Wed	05/26/21	264.51642	1.31167	131	11.2733		x	4.5091	59.86	x		26.6020	20.48
Thu	05/27/21	264.57652	1.31196	132	11.3619		x	4.4205	59.57	x		26.6906	20.77
Fri	05/28/21	264.63661	1.31226	133	11.4506		x	4.3318	59.27	x		26.7793	21.07
Mon	05/31/21	264.81690	1.31316	136	11.7169		x	4.0655	58.37	x		27.0456	21.97
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	06/01/21	264.87700	1.31345	137	11.8056		x	3.9768	58.08	x		27.1343	22.26
Wed	06/02/21	264.94957	1.31381	138	11.8951		x	3.8873	57.72	x		27.2238	22.62
Thu	06/03/21	265.02213	1.31417	139	11.9845		x	3.7979	57.36	x		27.3132	22.98
Fri	06/04/21	265.09470	1.31453	140	12.0741		x	3.7083	57.00	x		27.4028	23.34
Mon	06/07/21	265.31240	1.31561	143	12.3429		x	3.4395	55.92	x		27.6716	24.42
Tue	06/08/21	265.38497	1.31597	144	12.4326		x	3.3498	55.56	x		27.7613	24.78
Wed	06/09/21	265.45753	1.31633	145	12.5224		x	3.2600	55.20	x		27.8511	25.14
Thu	06/10/21	265.53010	1.31669	146	12.6122		x	3.1702	54.84	x		27.9409	25.50
Fri	06/11/21	265.60267	1.31705	147	12.7021		x	3.0803	54.48	x		28.0308	25.86
Mon	06/14/21	265.82037	1.31813	150	12.9719		x	2.8105	53.40	x		28.3006	26.94
Tue	06/15/21	265.89293	1.31849	151	13.0620		x	2.7204	53.04	x		28.3907	27.30
Wed	06/16/21	265.96550	1.31885	152	13.1521		x	2.6303	52.68	x		28.4808	27.66
Thu	06/17/21	266.03807	1.31921	153	13.2422		x	2.5402	52.32	x		28.5709	28.02
Fri	06/18/21	266.11063	1.31957	154	13.3324		x	2.4500	51.96	x		28.6611	28.38
Mon	06/21/21	266.32833	1.32065	157	13.6032		x	2.1792	50.88	x		28.9319	29.46
Tue	06/22/21	266.40090	1.32101	158	13.6936		x	2.0888	50.52	x		29.0223	29.82
Wed	06/23/21	266.47347	1.32137	159	13.7840		x	1.9984	50.16	x		29.1127	30.18
Thu	06/24/21	266.54603	1.32173	160	13.8745		x	1.9079	49.80	x		29.2032	30.54
Fri	06/25/21	266.61860	1.32209	161	13.9650		x	1.8174	49.44	x		29.2937	30.90
Mon	06/28/21	266.83630	1.32317	164	14.2369		x	1.5455	48.36	x		29.5656	31.98
Tue	06/29/21	266.90887	1.32353	165	14.3276		x	1.4548	48.00	x		29.6563	32.34
Wed	06/30/21	266.98143	1.32389	166	14.4183		x	1.3641	47.64	x		29.7470	32.70
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	07/01/21	267.05400	1.32425	167	14.5091		x	1.2733	47.28	x		29.8378	33.06
Fri	07/02/21	267.12306	1.32459	168	14.5998		x	1.1826	46.94	x		29.9285	33.40
Mon	07/05/21	267.33026	1.32562	171	14.8720		x	0.9104	45.91	x		30.2007	34.43
Tue	07/06/21	267.39932	1.32596	172	14.9628		x	0.8196	45.57	x		30.2915	34.77
Wed	07/07/21	267.46839	1.32630	173	15.0537		x	0.7287	45.23	x		30.3824	35.11
Thu	07/08/21	267.53745	1.32665	174	15.1447		x	0.6377	44.88	x		30.4734	35.46
Fri	07/09/21	267.60652	1.32699	175	15.2356		x	0.5468	44.54	x		30.5643	35.80
Mon	07/12/21	267.81371	1.32802	178	15.5089		x	0.2735	43.51	x		30.8376	36.83
Tue	07/13/21	267.88277	1.32836	179	15.6000		x	0.1824	43.17	x		30.9287	37.17
Wed	07/14/21	267.95184	1.32870	180	15.6911		x	0.0913	42.83	x		31.0198	37.51
Thu	07/15/21	268.02090	1.32904	0	0.0000			0.0000	42.49	x	x	31.1111	37.85
Fri	07/16/21	268.08997	1.32939	1	0.0858			-0.0858	42.14	x	x	31.1969	38.20
Mon	07/19/21	268.29716	1.33041	4	0.3434			-0.3434	41.12	x	x	31.4545	39.22
Tue	07/20/21	268.36623	1.33076	5	0.4294			-0.4294	40.77	x	x	31.5405	39.57
Wed	07/21/21	268.43529	1.33110	6	0.5154			-0.5154	40.43	x	x	31.6265	39.91
Thu	07/22/21	268.50435	1.33144	7	0.6015			-0.6015	40.09	x	x	31.7126	40.25
Fri	07/23/21	268.57342	1.33178	8	0.6876			-0.6876	39.75	x	x	31.7987	40.59
Mon	07/26/21	268.78061	1.33281	11	0.9462			-0.9462	38.72	x	x	32.0573	41.62
Tue	07/27/21	268.84968	1.33315	12	1.0325			-1.0325	38.38	x	x	32.1436	41.96
Wed	07/28/21	268.91874	1.33350	13	1.1188			-1.1188	38.03	x	x	32.2299	42.31
Thu	07/29/21	268.98781	1.33384	14	1.2052			-1.2052	37.69	x	x	32.3163	42.65
Fri	07/30/21	269.05687	1.33418	15	1.2916			-1.2916	37.35	x	x	32.4027	42.99
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	08/02/21	269.27568	1.33527	18	1.5512			-1.5512	36.26	x	x	32.6623	44.08
Tue	08/03/21	269.35635	1.33567	19	1.6378			-1.6378	35.86	x	x	32.7489	44.48
Wed	08/04/21	269.43703	1.33607	20	1.7245			-1.7245	35.46	x	x	32.8356	44.88
Thu	08/05/21	269.51771	1.33647	21	1.8113			-1.8113	35.06	x	x	32.9224	45.28
Fri	08/06/21	269.59839	1.33687	22	1.8981			-1.8981	34.66	x	x	33.0092	45.68
Mon	08/09/21	269.84042	1.33807	25	2.1589			-2.1589	33.46	x	x	33.2700	46.88
Tue	08/10/21	269.92110	1.33847	26	2.2459			-2.2459	33.06	x	x	33.3570	47.28
Wed	08/11/21	270.00177	1.33887	27	2.3330			-2.3330	32.66	x	x	33.4441	47.68
Thu	08/12/21	270.08245	1.33927	28	2.4201			-2.4201	32.26	x	x	33.5312	48.08
Fri	08/13/21	270.16313	1.33967	29	2.5073			-2.5073	31.86	x	x	33.6184	48.48
Mon	08/16/21	270.40516	1.34087	32	2.7692			-2.7692	30.66	x	x	33.8803	49.68
Tue	08/17/21	270.48584	1.34127	33	2.8566			-2.8566	30.26	x	x	33.9677	50.08
Wed	08/18/21	270.56652	1.34167	34	2.9440			-2.9440	29.86	x	x	34.0551	50.48
Thu	08/19/21	270.64719	1.34207	35	3.0315			-3.0315	29.46	x	x	34.1426	50.88
Fri	08/20/21	270.72787	1.34247	36	3.1191			-3.1191	29.06	x	x	34.2302	51.28
Mon	08/23/21	270.96990	1.34367	39	3.3820			-3.3820	27.86	x	x	34.4931	52.48
Tue	08/24/21	271.05058	1.34407	40	3.4697			-3.4697	27.46	x	x	34.5808	52.88
Wed	08/25/21	271.13126	1.34447	41	3.5575			-3.5575	27.06	x	x	34.6686	53.28
Thu	08/26/21	271.21194	1.34487	42	3.6454			-3.6454	26.66	x	x	34.7565	53.68
Fri	08/27/21	271.29261	1.34527	43	3.7333			-3.7333	26.26	x	x	34.8444	54.08
Mon	08/30/21	271.53465	1.34647	46	3.9973			-3.9973	25.06	x	x	35.1084	55.28
Tue	08/31/21	271.61532	1.34687	47	4.0854			-4.0854	24.66	x	x	35.1965	55.68
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	09/01/21	271.69600	1.34727	48	4.1736			-4.1736	24.26	x	x	35.2847	56.08
Thu	09/02/21	271.73957	1.34748	49	4.2612			-4.2612	24.05	x	x	35.3723	56.29
Fri	09/03/21	271.78313	1.34770	50	4.3489			-4.3489	23.83	x	x	35.4600	56.51
Mon	09/06/21	271.91383	1.34835	53	4.6121			-4.6121	23.18	x	x	35.7232	57.16
Tue	09/07/21	271.95740	1.34856	54	4.6998			-4.6998	22.97	x	x	35.8109	57.37
Wed	09/08/21	272.00097	1.34878	55	4.7876			-4.7876	22.75	x	x	35.8987	57.59
Thu	09/09/21	272.04453	1.34900	56	4.8755			-4.8755	22.53	x	x	35.9866	57.81
Fri	09/10/21	272.08810	1.34921	57	4.9633			-4.9633	22.32	x	x	36.0744	58.02
Mon	09/13/21	272.21880	1.34986	60	5.2270			-5.2270	21.67	x	x	36.3381	58.67
Tue	09/14/21	272.26237	1.35008	61	5.3150			-5.3150	21.45	x	x	36.4261	58.89
Wed	09/15/21	272.30593	1.35029	62	5.4030			-5.4030	21.24	x	x	36.5141	59.10
Thu	09/16/21	272.34950	1.35051	63	5.4910			-5.4910	21.02	x	x	36.6021	59.32
Fri	09/17/21	272.39307	1.35072	64	5.5791			-5.5791	20.81	x	x	36.6902	59.53
Mon	09/20/21	272.52377	1.35137	67	5.8434			-5.8434	20.16	x	x	36.9545	60.18
Tue	09/21/21	272.56733	1.35159	68	5.9316			-5.9316	19.94	x	x	37.0427	60.40
Wed	09/22/21	272.61090	1.35180	69	6.0197			-6.0197	19.73	x	x	37.1308	60.61
Thu	09/23/21	272.65447	1.35202	70	6.1080			-6.1080	19.51	x	x	37.2191	60.83
Fri	09/24/21	272.69803	1.35224	71	6.1962			-6.1962	19.29	x	x	37.3073	61.05
Mon	09/27/21	272.82873	1.35288	74	6.4611			-6.4611	18.65	x	x	37.5722	61.69
Tue	09/28/21	272.87230	1.35310	75	6.5495			-6.5495	18.43	x	x	37.6606	61.91
Wed	09/29/21	272.91587	1.35332	76	6.6379			-6.6379	18.21	x	x	37.7490	62.13
Thu	09/30/21	272.95943	1.35353	77	6.7263			-6.7263	18.00	x	x	37.8374	62.34
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Fri	10/01/21	273.00300	1.35375	78	6.8147			-6.8147	17.78	x	x	37.9258	62.56
Mon	10/04/21	273.05758	1.35402	81	7.0782			-7.0782	17.51	x	x	38.1893	62.83
Tue	10/05/21	273.07577	1.35411	82	7.1661			-7.1661	17.42	x	x	38.2772	62.92
Wed	10/06/21	273.09397	1.35420	83	7.2540			-7.2540	17.33	x	x	38.3651	63.01
Thu	10/07/21	273.11216	1.35429	84	7.3419			-7.3419	17.24	x	x	38.4530	63.10
Fri	10/08/21	273.13035	1.35438	85	7.4298			-7.4298	17.15	x	x	38.5409	63.19
Mon	10/11/21	273.18494	1.35465	88	7.6935			-7.6935	16.88	x	x	38.8046	63.46
Tue	10/12/21	273.20313	1.35474	89	7.7815			-7.7815	16.79	x	x	38.8926	63.55
Wed	10/13/21	273.22132	1.35483	90	7.8694			-7.8694	16.70	x	x	38.9805	63.64
Thu	10/14/21	273.23952	1.35492	91	7.9574			-7.9574	16.61	x	x	39.0685	63.73
Fri	10/15/21	273.25771	1.35501	92	8.0454			-8.0454	16.52	x	x	39.1565	63.82
Mon	10/18/21	273.31229	1.35528	95	8.3094			-8.3094	16.25	x	x	39.4205	64.09
Tue	10/19/21	273.33048	1.35537	96	8.3974			-8.3974	16.16	x	x	39.5085	64.18
Wed	10/20/21	273.34868	1.35546	97	8.4854			-8.4854	16.07	x	x	39.5965	64.27
Thu	10/21/21	273.36687	1.35555	98	8.5735			-8.5735	15.98	x	x	39.6846	64.36
Fri	10/22/21	273.38506	1.35564	99	8.6615			-8.6615	15.89	x	x	39.7726	64.45
Mon	10/25/21	273.43965	1.35591	102	8.9258			-8.9258	15.62	x	x	40.0369	64.72
Tue	10/26/21	273.45784	1.35600	103	9.0139			-9.0139	15.53	x	x	40.1250	64.81
Wed	10/27/21	273.47603	1.35609	104	9.1020			-9.1020	15.44	x	x	40.2131	64.90
Thu	10/28/21	273.49423	1.35618	105	9.1901			-9.1901	15.35	x	x	40.3012	64.99
Fri	10/29/21	273.51242	1.35627	106	9.2783			-9.2783	15.26	x	x	40.3894	65.08
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	11/01/21	273.56700	1.35655	109	9.5429			-9.5429	14.98	x	x	40.6540	65.36
Tue	11/02/21	273.59177	1.35667	110	9.6313			-9.6313	14.86	x	x	40.7424	65.48
Wed	11/03/21	273.61653	1.35679	111	9.7197			-9.7197	14.74	x	x	40.8308	65.60
Thu	11/04/21	273.64130	1.35691	112	9.8081			-9.8081	14.62	x	x	40.9192	65.72
Fri	11/05/21	273.66607	1.35704	113	9.8966			-9.8966	14.49	x	x	41.0077	65.85
Mon	11/08/21	273.74037	1.35740	116	10.1621			-10.1621	14.13	x	x	41.2732	66.21
Tue	11/09/21	273.76513	1.35753	117	10.2506			-10.2506	14.00	x	x	41.3617	66.34
Wed	11/10/21	273.78990	1.35765	118	10.3392			-10.3392	13.88	x	x	41.4503	66.46
Thu	11/11/21	273.81467	1.35777	119	10.4277			-10.4277	13.76	x	x	41.5388	66.58
Fri	11/12/21	273.83943	1.35790	120	10.5163			-10.5163	13.63	x	x	41.6274	66.71
Mon	11/15/21	273.91373	1.35826	123	10.7821			-10.7821	13.27	x	x	41.8932	67.07
Tue	11/16/21	273.93850	1.35839	124	10.8708			-10.8708	13.14	x	x	41.9819	67.20
Wed	11/17/21	273.96327	1.35851	125	10.9594			-10.9594	13.02	x	x	42.0705	67.32
Thu	11/18/21	273.98803	1.35863	126	11.0481			-11.0481	12.90	x	x	42.1592	67.44
Fri	11/19/21	274.01280	1.35876	127	11.1368			-11.1368	12.77	x	x	42.2479	67.57
Mon	11/22/21	274.08710	1.35912	130	11.4029			-11.4029	12.41	x	x	42.5140	67.93
Tue	11/23/21	274.11187	1.35925	131	11.4918			-11.4918	12.28	x	x	42.6029	68.06
Wed	11/24/21	274.13663	1.35937	132	11.5805			-11.5805	12.16	x	x	42.6916	68.18
Thu	11/25/21	274.16140	1.35949	133	11.6693			-11.6693	12.04	x	x	42.7804	68.30
Fri	11/26/21	274.18617	1.35962	134	11.7581			-11.7581	11.91	x	x	42.8692	68.43
Mon	11/29/21	274.26047	1.35998	137	12.0246			-12.0246	11.55	x	x	43.1357	68.79
Tue	11/30/21	274.28523	1.36011	138	12.1135			-12.1135	11.42	x	x	43.2246	68.92
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	12/01/21	274.31000	1.36023	139	12.2023			-12.2023	11.30	x	x	43.3134	69.04
Thu	12/02/21	274.38352	1.36059	140	12.2934			-12.2934	10.94	x	x	43.4045	69.40
Fri	12/03/21	274.45703	1.36096	141	12.3846			-12.3846	10.57	x	x	43.4957	69.77
Mon	12/06/21	274.67758	1.36205	144	12.6582			-12.6582	9.48	x	x	43.7693	70.86
Tue	12/07/21	274.75110	1.36242	145	12.7495			-12.7495	9.11	x	x	43.8606	71.23
Wed	12/08/21	274.82461	1.36278	146	12.8409			-12.8409	8.75	x	x	43.9520	71.59
Thu	12/09/21	274.89813	1.36315	147	12.9323			-12.9323	8.38	x	x	44.0434	71.96
Fri	12/10/21	274.97165	1.36351	148	13.0237			-13.0237	8.02	x	x	44.1348	72.32
Mon	12/13/21	275.19219	1.36460	151	13.2984			-13.2984	6.93	x	x	44.4095	73.41
Tue	12/14/21	275.26571	1.36497	152	13.3901			-13.3901	6.56	x	x	44.5012	73.78
Wed	12/15/21	275.33923	1.36533	153	13.4817			-13.4817	6.20	x	x	44.5928	74.14
Thu	12/16/21	275.41274	1.36570	154	13.5735			-13.5735	5.83	x	x	44.6846	74.51
Fri	12/17/21	275.48626	1.36606	155	13.6652			-13.6652	5.47	x	x	44.7763	74.87
Mon	12/20/21	275.70681	1.36716	158	13.9409			-13.9409	4.37	x	x	45.0520	75.97
Tue	12/21/21	275.78032	1.36752	159	14.0329			-14.0329	4.01	x	x	45.1440	76.33
Wed	12/22/21	275.85384	1.36788	160	14.1248			-14.1248	3.65	x	x	45.2359	76.69
Thu	12/23/21	275.92735	1.36825	161	14.2170			-14.2170	3.28	x	x	45.3281	77.06
Fri	12/24/21	276.00087	1.36861	162	14.3090			-14.3090	2.92	x	x	45.4201	77.42
Mon	12/27/21	276.22142	1.36971	165	14.5857			-14.5857	1.82	x	x	45.6968	78.52
Tue	12/28/21	276.29494	1.37007	166	14.6780			-14.6780	1.46	x	x	45.7891	78.88
Wed	12/29/21	276.36845	1.37044	167	14.7704			-14.7704	1.09	x	x	45.8815	79.25
Thu	12/30/21	276.44197	1.37080	168	14.8627			-14.8627	0.73	x	x	45.9738	79.61
Fri	12/31/21	276.51548	1.37117	169	14.9553			-14.9553	0.36	x	x	46.0664	79.98
Sat	01/01/22	276.58900	1.37153

Generated 12/10/21 10:13