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

Interest and OID per $1,000 Face Value for 2021 (until 05/01/21)

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

						Purchased on Settelment Date & held to 05/01/21				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	1.29119	170	14.1662	x		1.1625	13.03			14.1662	0.00
Mon	01/04/21	260.37261	1.29112	173	14.4155	x		0.9132	13.10			14.4155	-0.07
Tue	01/05/21	260.36748	1.29109	174	14.4984	x		0.8303	13.13			14.4984	-0.10
Wed	01/06/21	260.36235	1.29107	175	14.5815	x		0.7472	13.15			14.5815	-0.12
Thu	01/07/21	260.35723	1.29104	176	14.6645	x		0.6642	13.18			14.6645	-0.15
Fri	01/08/21	260.35210	1.29102	177	14.7476	x		0.5811	13.20			14.7476	-0.17
Mon	01/11/21	260.33671	1.29094	180	14.9967	x		0.3320	13.28			14.9967	-0.25
Tue	01/12/21	260.33158	1.29091	181	15.0796	x		0.2491	13.31			15.0796	-0.28
Wed	01/13/21	260.32645	1.29089	182	15.1627	x		0.1660	13.33			15.1627	-0.30
Thu	01/14/21	260.32132	1.29086	183	15.2457	x		0.0830	13.36			15.2457	-0.33
Fri	01/15/21	260.31619	1.29084	0	0.0000			0.0000	13.38	x		15.3287	-0.35
Mon	01/18/21	260.30081	1.29076	3	0.2541			-0.2541	13.46	x		15.5828	-0.43
Tue	01/19/21	260.29568	1.29074	4	0.3387			-0.3387	13.48	x		15.6674	-0.45
Wed	01/20/21	260.29055	1.29071	5	0.4234			-0.4234	13.51	x		15.7521	-0.48
Thu	01/21/21	260.28542	1.29069	6	0.5081			-0.5081	13.53	x		15.8368	-0.50
Fri	01/22/21	260.28029	1.29066	7	0.5927			-0.5927	13.56	x		15.9214	-0.53
Mon	01/25/21	260.26490	1.29058	10	0.8467			-0.8467	13.64	x		16.1754	-0.61
Tue	01/26/21	260.25977	1.29056	11	0.9314			-0.9314	13.66	x		16.2601	-0.63
Wed	01/27/21	260.25465	1.29053	12	1.0160			-1.0160	13.69	x		16.3447	-0.66
Thu	01/28/21	260.24952	1.29051	13	1.1007			-1.1007	13.71	x		16.4294	-0.68
Fri	01/29/21	260.24439	1.29048	14	1.1853			-1.1853	13.74	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			-1.4392	13.81	x		16.7679	-0.78
Tue	02/02/21	260.23775	1.29045	18	1.5239			-1.5239	13.77	x		16.8526	-0.74
Wed	02/03/21	260.24650	1.29049	19	1.6087			-1.6087	13.73	x		16.9374	-0.70
Thu	02/04/21	260.25525	1.29054	20	1.6934			-1.6934	13.68	x		17.0221	-0.65
Fri	02/05/21	260.26400	1.29058	21	1.7781			-1.7781	13.64	x		17.1068	-0.61
Mon	02/08/21	260.29025	1.29071	24	2.0323			-2.0323	13.51	x		17.3610	-0.48
Tue	02/09/21	260.29900	1.29075	25	2.1171			-2.1171	13.47	x		17.4458	-0.44
Wed	02/10/21	260.30775	1.29080	26	2.2018			-2.2018	13.42	x		17.5305	-0.39
Thu	02/11/21	260.31650	1.29084	27	2.2866			-2.2866	13.38	x		17.6153	-0.35
Fri	02/12/21	260.32525	1.29088	28	2.3714			-2.3714	13.34	x		17.7001	-0.31
Mon	02/15/21	260.35150	1.29101	31	2.6257			-2.6257	13.21	x		17.9544	-0.18
Tue	02/16/21	260.36025	1.29106	32	2.7105			-2.7105	13.16	x		18.0392	-0.13
Wed	02/17/21	260.36900	1.29110	33	2.7953			-2.7953	13.12	x		18.1240	-0.09
Thu	02/18/21	260.37775	1.29114	34	2.8801			-2.8801	13.08	x		18.2088	-0.05
Fri	02/19/21	260.38650	1.29119	35	2.9649			-2.9649	13.03	x		18.2936	0.00
Mon	02/22/21	260.41275	1.29132	38	3.2194			-3.2194	12.90	x		18.5481	0.13
Tue	02/23/21	260.42150	1.29136	39	3.3042			-3.3042	12.86	x		18.6329	0.17
Wed	02/24/21	260.43025	1.29140	40	3.3890			-3.3890	12.82	x		18.7177	0.21
Thu	02/25/21	260.43900	1.29145	41	3.4739			-3.4739	12.77	x		18.8026	0.26
Fri	02/26/21	260.44775	1.29149	42	3.5587			-3.5587	12.73	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			-3.8133	12.60	x		19.1420	0.43
Tue	03/02/21	260.50974	1.29180	46	3.8986			-3.8986	12.42	x		19.2273	0.61
Wed	03/03/21	260.54548	1.29197	47	3.9839			-3.9839	12.25	x		19.3126	0.78
Thu	03/04/21	260.58123	1.29215	48	4.0692			-4.0692	12.07	x		19.3979	0.96
Fri	03/05/21	260.61697	1.29233	49	4.1546			-4.1546	11.89	x		19.4833	1.14
Mon	03/08/21	260.72419	1.29286	52	4.4107			-4.4107	11.36	x		19.7394	1.67
Tue	03/09/21	260.75994	1.29304	53	4.4962			-4.4962	11.18	x		19.8249	1.85
Wed	03/10/21	260.79568	1.29322	54	4.5816			-4.5816	11.00	x		19.9103	2.03
Thu	03/11/21	260.83142	1.29339	55	4.6671			-4.6671	10.83	x		19.9958	2.20
Fri	03/12/21	260.86716	1.29357	56	4.7526			-4.7526	10.65	x		20.0813	2.38
Mon	03/15/21	260.97439	1.29410	59	5.0093			-5.0093	10.12	x		20.3380	2.91
Tue	03/16/21	261.01013	1.29428	60	5.0949			-5.0949	9.94	x		20.4236	3.09
Wed	03/17/21	261.04587	1.29446	61	5.1805			-5.1805	9.76	x		20.5092	3.27
Thu	03/18/21	261.08161	1.29463	62	5.2661			-5.2661	9.59	x		20.5948	3.44
Fri	03/19/21	261.11735	1.29481	63	5.3518			-5.3518	9.41	x		20.6805	3.62
Mon	03/22/21	261.22458	1.29534	66	5.6090			-5.6090	8.88	x		20.9377	4.15
Tue	03/23/21	261.26032	1.29552	67	5.6947			-5.6947	8.70	x		21.0234	4.33
Wed	03/24/21	261.29606	1.29570	68	5.7805			-5.7805	8.52	x		21.1092	4.51
Thu	03/25/21	261.33181	1.29587	69	5.8663			-5.8663	8.35	x		21.1950	4.68
Fri	03/26/21	261.36755	1.29605	70	5.9522			-5.9522	8.17	x		21.2809	4.86
Mon	03/29/21	261.47477	1.29658	73	6.2098			-6.2098	7.64	x		21.5385	5.39
Tue	03/30/21	261.51052	1.29676	74	6.2957			-6.2957	7.46	x		21.6244	5.57
Wed	03/31/21	261.54626	1.29694	75	6.3817			-6.3817	7.28	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			-6.4676	7.11	x		21.7963	5.92
Fri	04/02/21	261.62973	1.29735	77	6.5539			-6.5539	6.87	x		21.8826	6.16
Mon	04/05/21	261.77293	1.29806	80	6.8130			-6.8130	6.16	x		22.1417	6.87
Tue	04/06/21	261.82067	1.29830	81	6.8995			-6.8995	5.92	x		22.2282	7.11
Wed	04/07/21	261.86840	1.29853	82	6.9859			-6.9859	5.69	x		22.3146	7.34
Thu	04/08/21	261.91613	1.29877	83	7.0724			-7.0724	5.45	x		22.4011	7.58
Fri	04/09/21	261.96387	1.29901	84	7.1589			-7.1589	5.21	x		22.4876	7.82
Mon	04/12/21	262.10707	1.29972	87	7.4186			-7.4186	4.50	x		22.7473	8.53
Tue	04/13/21	262.15480	1.29995	88	7.5052			-7.5052	4.27	x		22.8339	8.76
Wed	04/14/21	262.20253	1.30019	89	7.5919			-7.5919	4.03	x		22.9206	9.00
Thu	04/15/21	262.25027	1.30043	90	7.6786			-7.6786	3.79	x		23.0073	9.24
Fri	04/16/21	262.29800	1.30067	91	7.7654			-7.7654	3.55	x		23.0941	9.48
Mon	04/19/21	262.44120	1.30138	94	8.0258			-8.0258	2.84	x		23.3545	10.19
Tue	04/20/21	262.48893	1.30161	95	8.1126			-8.1126	2.61	x		23.4413	10.42
Wed	04/21/21	262.53667	1.30185	96	8.1995			-8.1995	2.37	x		23.5282	10.66
Thu	04/22/21	262.58440	1.30209	97	8.2864			-8.2864	2.13	x		23.6151	10.90
Fri	04/23/21	262.63213	1.30232	98	8.3733			-8.3733	1.90	x		23.7020	11.13
Mon	04/26/21	262.77533	1.30303	101	8.6344			-8.6344	1.19	x		23.9631	11.84
Tue	04/27/21	262.82307	1.30327	102	8.7215			-8.7215	0.95	x		24.0502	12.08
Wed	04/28/21	262.87080	1.30351	103	8.8086			-8.8086	0.71	x		24.1373	12.32
Thu	04/29/21	262.91853	1.30374	104	8.8957			-8.8957	0.48	x		24.2244	12.55
Fri	04/30/21	262.96627	1.30398	105	8.9829			-8.9829	0.24	x		24.3116	12.79
Sat	05/01/21	263.01400	1.30422	106	9.0701			-9.0701	0.00	x		24.3988	13.03

Generated 03/10/21 08:42