1.75% 20-Year Treasury Inflation Protected Security (TIPS) due January 15, 2028

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

CUSIP Number	912810PV4	Interest 01/15/21 (184 days)	$10.8726
Dated Date	January 15, 2008	Interest 07/15/21 (181 days)	$11.1944
Ref CPI on Dated Date	209.49645	Interest Total	$22.0670
Original Issue Date	January 31, 2008	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	1.24292	170	10.0481	x	x	12.0189	77.34			10.0481	0.00
Mon	01/04/21	260.37261	1.24285	173	10.2248	x	x	11.8422	77.41			10.2248	-0.07
Tue	01/05/21	260.36748	1.24283	174	10.2837	x	x	11.7833	77.43			10.2837	-0.09
Wed	01/06/21	260.36235	1.24280	175	10.3426	x	x	11.7244	77.46			10.3426	-0.12
Thu	01/07/21	260.35723	1.24278	176	10.4015	x	x	11.6655	77.48			10.4015	-0.14
Fri	01/08/21	260.35210	1.24275	177	10.4604	x	x	11.6066	77.51			10.4604	-0.17
Mon	01/11/21	260.33671	1.24268	180	10.6371	x	x	11.4299	77.58			10.6371	-0.24
Tue	01/12/21	260.33158	1.24265	181	10.6959	x	x	11.3711	77.61			10.6959	-0.27
Wed	01/13/21	260.32645	1.24263	182	10.7548	x	x	11.3122	77.63			10.7548	-0.29
Thu	01/14/21	260.32132	1.24260	183	10.8137	x	x	11.2533	77.66			10.8137	-0.32
Fri	01/15/21	260.31619	1.24258	0	0.0000		x	11.1944	77.68	x		10.8726	-0.34
Mon	01/18/21	260.30081	1.24251	3	0.1802		x	11.0142	77.75	x		11.0528	-0.41
Tue	01/19/21	260.29568	1.24248	4	0.2403		x	10.9541	77.78	x		11.1129	-0.44
Wed	01/20/21	260.29055	1.24246	5	0.3003		x	10.8941	77.80	x		11.1729	-0.46
Thu	01/21/21	260.28542	1.24243	6	0.3604		x	10.8340	77.83	x		11.2330	-0.49
Fri	01/22/21	260.28029	1.24241	7	0.4204		x	10.7740	77.85	x		11.2930	-0.51
Mon	01/25/21	260.26490	1.24234	10	0.6006		x	10.5938	77.92	x		11.4732	-0.58
Tue	01/26/21	260.25977	1.24231	11	0.6606		x	10.5338	77.95	x		11.5332	-0.61
Wed	01/27/21	260.25465	1.24229	12	0.7207		x	10.4737	77.97	x		11.5933	-0.63
Thu	01/28/21	260.24952	1.24226	13	0.7807		x	10.4137	78.00	x		11.6533	-0.66
Fri	01/29/21	260.24439	1.24224	14	0.8407		x	10.3537	78.02	x		11.7133	-0.68
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	02/01/21	260.22900	1.24216	17	1.0208		x	10.1736	78.10	x		11.8934	-0.76
Tue	02/02/21	260.23775	1.24221	18	1.0809		x	10.1135	78.05	x		11.9535	-0.71
Wed	02/03/21	260.24650	1.24225	19	1.1410		x	10.0534	78.01	x		12.0136	-0.67
Thu	02/04/21	260.25525	1.24229	20	1.2011		x	9.9933	77.97	x		12.0737	-0.63
Fri	02/05/21	260.26400	1.24233	21	1.2612		x	9.9332	77.93	x		12.1338	-0.59
Mon	02/08/21	260.29025	1.24246	24	1.4415		x	9.7529	77.80	x		12.3141	-0.46
Tue	02/09/21	260.29900	1.24250	25	1.5016		x	9.6928	77.76	x		12.3742	-0.42
Wed	02/10/21	260.30775	1.24254	26	1.5618		x	9.6326	77.72	x		12.4344	-0.38
Thu	02/11/21	260.31650	1.24258	27	1.6219		x	9.5725	77.68	x		12.4945	-0.34
Fri	02/12/21	260.32525	1.24262	28	1.6820		x	9.5124	77.64	x		12.5546	-0.30
Mon	02/15/21	260.35150	1.24275	31	1.8624		x	9.3320	77.51	x		12.7350	-0.17
Tue	02/16/21	260.36025	1.24279	32	1.9225		x	9.2719	77.47	x		12.7951	-0.13
Wed	02/17/21	260.36900	1.24283	33	1.9827		x	9.2117	77.43	x		12.8553	-0.09
Thu	02/18/21	260.37775	1.24287	34	2.0428		x	9.1516	77.39	x		12.9154	-0.05
Fri	02/19/21	260.38650	1.24292	35	2.1030		x	9.0914	77.34	x		12.9756	0.00
Mon	02/22/21	260.41275	1.24304	38	2.2835		x	8.9109	77.22	x		13.1561	0.12
Tue	02/23/21	260.42150	1.24308	39	2.3437		x	8.8507	77.18	x		13.2163	0.16
Wed	02/24/21	260.43025	1.24312	40	2.4038		x	8.7906	77.14	x		13.2764	0.20
Thu	02/25/21	260.43900	1.24317	41	2.4640		x	8.7304	77.09	x		13.3366	0.25
Fri	02/26/21	260.44775	1.24321	42	2.5242		x	8.6702	77.05	x		13.3968	0.29
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	1.24333	45	2.7048		x	8.4896	76.93	x		13.5774	0.41
Tue	03/02/21	260.50974	1.24350	46	2.7652		x	8.4292	76.76	x		13.6378	0.58
Wed	03/03/21	260.54548	1.24367	47	2.8257		x	8.3687	76.59	x		13.6983	0.75
Thu	03/04/21	260.58123	1.24385	48	2.8863		x	8.3081	76.41	x		13.7589	0.93
Fri	03/05/21	260.61697	1.24402	49	2.9468		x	8.2476	76.24	x		13.8194	1.10
Mon	03/08/21	260.72419	1.24453	52	3.1285		x	8.0659	75.73	x		14.0011	1.61
Tue	03/09/21	260.75994	1.24470	53	3.1891		x	8.0053	75.56	x		14.0617	1.78
Wed	03/10/21	260.79568	1.24487	54	3.2497		x	7.9447	75.39	x		14.1223	1.95
Thu	03/11/21	260.83142	1.24504	55	3.3104		x	7.8840	75.22	x		14.1830	2.12
Fri	03/12/21	260.86716	1.24521	56	3.3710		x	7.8234	75.05	x		14.2436	2.29
Mon	03/15/21	260.97439	1.24572	59	3.5531		x	7.6413	74.54	x		14.4257	2.80
Tue	03/16/21	261.01013	1.24589	60	3.6138		x	7.5806	74.37	x		14.4864	2.97
Wed	03/17/21	261.04587	1.24606	61	3.6745		x	7.5199	74.20	x		14.5471	3.14
Thu	03/18/21	261.08161	1.24623	62	3.7352		x	7.4592	74.03	x		14.6078	3.31
Fri	03/19/21	261.11735	1.24640	63	3.7960		x	7.3984	73.86	x		14.6686	3.48
Mon	03/22/21	261.22458	1.24692	66	3.9784		x	7.2160	73.34	x		14.8510	4.00
Tue	03/23/21	261.26032	1.24709	67	4.0393		x	7.1551	73.17	x		14.9119	4.17
Wed	03/24/21	261.29606	1.24726	68	4.1001		x	7.0943	73.00	x		14.9727	4.34
Thu	03/25/21	261.33181	1.24743	69	4.1610		x	7.0334	72.83	x		15.0336	4.51
Fri	03/26/21	261.36755	1.24760	70	4.2219		x	6.9725	72.66	x		15.0945	4.68
Mon	03/29/21	261.47477	1.24811	73	4.4046		x	6.7898	72.15	x		15.2772	5.19
Tue	03/30/21	261.51052	1.24828	74	4.4655		x	6.7289	71.98	x		15.3381	5.36
Wed	03/31/21	261.54626	1.24845	75	4.5265		x	6.6679	71.81	x		15.3991	5.53
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Thu	04/01/21	261.58200	1.24862	76	4.5875		x	6.6069	71.64	x		15.4601	5.70
Fri	04/02/21	261.62973	1.24885	77	4.6487		x	6.5457	71.41	x		15.5213	5.93
Mon	04/05/21	261.77293	1.24953	80	4.8324		x	6.3620	70.73	x		15.7050	6.61
Tue	04/06/21	261.82067	1.24976	81	4.8937		x	6.3007	70.50	x		15.7663	6.84
Wed	04/07/21	261.86840	1.24999	82	4.9551		x	6.2393	70.27	x		15.8277	7.07
Thu	04/08/21	261.91613	1.25022	83	5.0164		x	6.1780	70.04	x		15.8890	7.30
Fri	04/09/21	261.96387	1.25045	84	5.0778		x	6.1166	69.81	x		15.9504	7.53
Mon	04/12/21	262.10707	1.25113	87	5.2620		x	5.9324	69.13	x		16.1346	8.21
Tue	04/13/21	262.15480	1.25136	88	5.3235		x	5.8709	68.90	x		16.1961	8.44
Wed	04/14/21	262.20253	1.25158	89	5.3849		x	5.8095	68.68	x		16.2575	8.66
Thu	04/15/21	262.25027	1.25181	90	5.4464		x	5.7480	68.45	x		16.3190	8.89
Fri	04/16/21	262.29800	1.25204	91	5.5079		x	5.6865	68.22	x		16.3805	9.12
Mon	04/19/21	262.44120	1.25272	94	5.6926		x	5.5018	67.54	x		16.5652	9.80
Tue	04/20/21	262.48893	1.25295	95	5.7542		x	5.4402	67.31	x		16.6268	10.03
Wed	04/21/21	262.53667	1.25318	96	5.8159		x	5.3785	67.08	x		16.6885	10.26
Thu	04/22/21	262.58440	1.25341	97	5.8775		x	5.3169	66.85	x		16.7501	10.49
Fri	04/23/21	262.63213	1.25364	98	5.9392		x	5.2552	66.62	x		16.8118	10.72
Mon	04/26/21	262.77533	1.25432	101	6.1243		x	5.0701	65.94	x		16.9969	11.40
Tue	04/27/21	262.82307	1.25455	102	6.1861		x	5.0083	65.71	x		17.0587	11.63
Wed	04/28/21	262.87080	1.25477	103	6.2479		x	4.9465	65.49	x		17.1205	11.85
Thu	04/29/21	262.91853	1.25500	104	6.3097		x	4.8847	65.26	x		17.1823	12.08
Fri	04/30/21	262.96627	1.25523	105	6.3715		x	4.8229	65.03	x		17.2441	12.31
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	1.25603	108	6.5577		x	4.6367	64.23	x		17.4303	13.11
Tue	05/04/21	263.19429	1.25632	109	6.6200		x	4.5744	63.94	x		17.4926	13.40
Wed	05/05/21	263.25439	1.25661	110	6.6822		x	4.5122	63.65	x		17.5548	13.69
Thu	05/06/21	263.31448	1.25689	111	6.7445		x	4.4499	63.37	x		17.6171	13.97
Fri	05/07/21	263.37458	1.25718	112	6.8068		x	4.3876	63.08	x		17.6794	14.26
Mon	05/10/21	263.55487	1.25804	115	6.9939		x	4.2005	62.22	x		17.8665	15.12
Tue	05/11/21	263.61497	1.25833	116	7.0564		x	4.1380	61.93	x		17.9290	15.41
Wed	05/12/21	263.67506	1.25861	117	7.1188		x	4.0756	61.65	x		17.9914	15.69
Thu	05/13/21	263.73516	1.25890	118	7.1813		x	4.0131	61.36	x		18.0539	15.98
Fri	05/14/21	263.79526	1.25919	119	7.2438		x	3.9506	61.07	x		18.1164	16.27
Mon	05/17/21	263.97555	1.26005	122	7.4315		x	3.7629	60.21	x		18.3041	17.13
Tue	05/18/21	264.03565	1.26033	123	7.4941		x	3.7003	59.93	x		18.3667	17.41
Wed	05/19/21	264.09574	1.26062	124	7.5568		x	3.6376	59.64	x		18.4294	17.70
Thu	05/20/21	264.15584	1.26091	125	7.6194		x	3.5750	59.35	x		18.4920	17.99
Fri	05/21/21	264.21594	1.26120	126	7.6822		x	3.5122	59.06	x		18.5548	18.28
Mon	05/24/21	264.39623	1.26206	129	7.8704		x	3.3240	58.20	x		18.7430	19.14
Tue	05/25/21	264.45632	1.26234	130	7.9332		x	3.2612	57.92	x		18.8058	19.42
Wed	05/26/21	264.51642	1.26263	131	7.9961		x	3.1983	57.63	x		18.8687	19.71
Thu	05/27/21	264.57652	1.26292	132	8.0590		x	3.1354	57.34	x		18.9316	20.00
Fri	05/28/21	264.63661	1.26320	133	8.1218		x	3.0726	57.06	x		18.9944	20.28
Mon	05/31/21	264.81690	1.26406	136	8.3107		x	2.8837	56.20	x		19.1833	21.14
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	1.26435	137	8.3737		x	2.8207	55.91	x		19.2463	21.43
Wed	06/02/21	264.94957	1.26470	138	8.4372		x	2.7572	55.56	x		19.3098	21.78
Thu	06/03/21	265.02213	1.26504	139	8.5006		x	2.6938	55.22	x		19.3732	22.12
Fri	06/04/21	265.09470	1.26539	140	8.5641		x	2.6303	54.87	x		19.4367	22.47
Mon	06/07/21	265.31240	1.26643	143	8.7548		x	2.4396	53.83	x		19.6274	23.51
Tue	06/08/21	265.38497	1.26678	144	8.8185		x	2.3759	53.48	x		19.6911	23.86
Wed	06/09/21	265.45753	1.26712	145	8.8821		x	2.3123	53.14	x		19.7547	24.20
Thu	06/10/21	265.53010	1.26747	146	8.9458		x	2.2486	52.79	x		19.8184	24.55
Fri	06/11/21	265.60267	1.26781	147	9.0095		x	2.1849	52.45	x		19.8821	24.89
Mon	06/14/21	265.82037	1.26885	150	9.2009		x	1.9935	51.41	x		20.0735	25.93
Tue	06/15/21	265.89293	1.26920	151	9.2648		x	1.9296	51.06	x		20.1374	26.28
Wed	06/16/21	265.96550	1.26955	152	9.3287		x	1.8657	50.71	x		20.2013	26.63
Thu	06/17/21	266.03807	1.26989	153	9.3926		x	1.8018	50.37	x		20.2652	26.97
Fri	06/18/21	266.11063	1.27024	154	9.4566		x	1.7378	50.02	x		20.3292	27.32
Mon	06/21/21	266.32833	1.27128	157	9.6487		x	1.5457	48.98	x		20.5213	28.36
Tue	06/22/21	266.40090	1.27162	158	9.7128		x	1.4816	48.64	x		20.5854	28.70
Wed	06/23/21	266.47347	1.27197	159	9.7770		x	1.4174	48.29	x		20.6496	29.05
Thu	06/24/21	266.54603	1.27232	160	9.8411		x	1.3533	47.94	x		20.7137	29.40
Fri	06/25/21	266.61860	1.27266	161	9.9053		x	1.2891	47.60	x		20.7779	29.74
Mon	06/28/21	266.83630	1.27370	164	10.0981		x	1.0963	46.56	x		20.9707	30.78
Tue	06/29/21	266.90887	1.27405	165	10.1625		x	1.0319	46.21	x		21.0351	31.13
Wed	06/30/21	266.98143	1.27440	166	10.2269		x	0.9675	45.86	x		21.0995	31.48
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	1.27474	167	10.2912		x	0.9032	45.52	x		21.1638	31.82
Fri	07/02/21	267.12306	1.27507	168	10.3555		x	0.8389	45.19	x		21.2281	32.15
Mon	07/05/21	267.33026	1.27606	171	10.5486		x	0.6458	44.20	x		21.4212	33.14
Tue	07/06/21	267.39932	1.27639	172	10.6131		x	0.5813	43.87	x		21.4857	33.47
Wed	07/07/21	267.46839	1.27672	173	10.6775		x	0.5169	43.54	x		21.5501	33.80
Thu	07/08/21	267.53745	1.27705	174	10.7420		x	0.4524	43.21	x		21.6146	34.13
Fri	07/09/21	267.60652	1.27738	175	10.8066		x	0.3878	42.88	x		21.6792	34.46
Mon	07/12/21	267.81371	1.27837	178	11.0003		x	0.1941	41.89	x		21.8729	35.45
Tue	07/13/21	267.88277	1.27870	179	11.0650		x	0.1294	41.56	x		21.9376	35.78
Wed	07/14/21	267.95184	1.27903	180	11.1297		x	0.0647	41.23	x		22.0023	36.11
Thu	07/15/21	268.02090	1.27936	0	0.0000			0.0000	40.90	x	x	22.0670	36.44
Fri	07/16/21	268.08997	1.27969	1	0.0609			-0.0609	40.57	x	x	22.1279	36.77
Mon	07/19/21	268.29716	1.28068	4	0.2436			-0.2436	39.58	x	x	22.3106	37.76
Tue	07/20/21	268.36623	1.28101	5	0.3046			-0.3046	39.25	x	x	22.3716	38.09
Wed	07/21/21	268.43529	1.28134	6	0.3656			-0.3656	38.92	x	x	22.4326	38.42
Thu	07/22/21	268.50435	1.28167	7	0.4266			-0.4266	38.59	x	x	22.4936	38.75
Fri	07/23/21	268.57342	1.28200	8	0.4877			-0.4877	38.26	x	x	22.5547	39.08
Mon	07/26/21	268.78061	1.28298	11	0.6711			-0.6711	37.28	x	x	22.7381	40.06
Tue	07/27/21	268.84968	1.28331	12	0.7323			-0.7323	36.95	x	x	22.7993	40.39
Wed	07/28/21	268.91874	1.28364	13	0.7936			-0.7936	36.62	x	x	22.8606	40.72
Thu	07/29/21	268.98781	1.28397	14	0.8548			-0.8548	36.29	x	x	22.9218	41.05
Fri	07/30/21	269.05687	1.28430	15	0.9161			-0.9161	35.96	x	x	22.9831	41.38
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	1.28535	18	1.1002			-1.1002	34.91	x	x	23.1672	42.43
Tue	08/03/21	269.35635	1.28573	19	1.1617			-1.1617	34.53	x	x	23.2287	42.81
Wed	08/04/21	269.43703	1.28612	20	1.2232			-1.2232	34.14	x	x	23.2902	43.20
Thu	08/05/21	269.51771	1.28650	21	1.2848			-1.2848	33.76	x	x	23.3518	43.58
Fri	08/06/21	269.59839	1.28689	22	1.3463			-1.3463	33.37	x	x	23.4133	43.97
Mon	08/09/21	269.84042	1.28804	25	1.5313			-1.5313	32.22	x	x	23.5983	45.12
Tue	08/10/21	269.92110	1.28843	26	1.5930			-1.5930	31.83	x	x	23.6600	45.51
Wed	08/11/21	270.00177	1.28881	27	1.6548			-1.6548	31.45	x	x	23.7218	45.89
Thu	08/12/21	270.08245	1.28920	28	1.7166			-1.7166	31.06	x	x	23.7836	46.28
Fri	08/13/21	270.16313	1.28958	29	1.7784			-1.7784	30.68	x	x	23.8454	46.66
Mon	08/16/21	270.40516	1.29074	32	1.9642			-1.9642	29.52	x	x	24.0312	47.82
Tue	08/17/21	270.48584	1.29112	33	2.0261			-2.0261	29.14	x	x	24.0931	48.20
Wed	08/18/21	270.56652	1.29151	34	2.0882			-2.0882	28.75	x	x	24.1552	48.59
Thu	08/19/21	270.64719	1.29189	35	2.1502			-2.1502	28.37	x	x	24.2172	48.97
Fri	08/20/21	270.72787	1.29228	36	2.2123			-2.2123	27.98	x	x	24.2793	49.36
Mon	08/23/21	270.96990	1.29343	39	2.3988			-2.3988	26.83	x	x	24.4658	50.51
Tue	08/24/21	271.05058	1.29382	40	2.4611			-2.4611	26.44	x	x	24.5281	50.90
Wed	08/25/21	271.13126	1.29420	41	2.5233			-2.5233	26.06	x	x	24.5903	51.28
Thu	08/26/21	271.21194	1.29459	42	2.5857			-2.5857	25.67	x	x	24.6527	51.67
Fri	08/27/21	271.29261	1.29497	43	2.6480			-2.6480	25.29	x	x	24.7150	52.05
Mon	08/30/21	271.53465	1.29613	46	2.8353			-2.8353	24.13	x	x	24.9023	53.21
Tue	08/31/21	271.61532	1.29652	47	2.8978			-2.8978	23.74	x	x	24.9648	53.60
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	1.29690	48	2.9603			-2.9603	23.36	x	x	25.0273	53.98
Thu	09/02/21	271.73957	1.29711	49	3.0225			-3.0225	23.15	x	x	25.0895	54.19
Fri	09/03/21	271.78313	1.29732	50	3.0847			-3.0847	22.94	x	x	25.1517	54.40
Mon	09/06/21	271.91383	1.29794	53	3.2713			-3.2713	22.32	x	x	25.3383	55.02
Tue	09/07/21	271.95740	1.29815	54	3.3336			-3.3336	22.11	x	x	25.4006	55.23
Wed	09/08/21	272.00097	1.29836	55	3.3958			-3.3958	21.90	x	x	25.4628	55.44
Thu	09/09/21	272.04453	1.29856	56	3.4581			-3.4581	21.70	x	x	25.5251	55.64
Fri	09/10/21	272.08810	1.29877	57	3.5204			-3.5204	21.49	x	x	25.5874	55.85
Mon	09/13/21	272.21880	1.29940	60	3.7075			-3.7075	20.86	x	x	25.7745	56.48
Tue	09/14/21	272.26237	1.29960	61	3.7699			-3.7699	20.66	x	x	25.8369	56.68
Wed	09/15/21	272.30593	1.29981	62	3.8323			-3.8323	20.45	x	x	25.8993	56.89
Thu	09/16/21	272.34950	1.30002	63	3.8948			-3.8948	20.24	x	x	25.9618	57.10
Fri	09/17/21	272.39307	1.30023	64	3.9572			-3.9572	20.03	x	x	26.0242	57.31
Mon	09/20/21	272.52377	1.30085	67	4.1447			-4.1447	19.41	x	x	26.2117	57.93
Tue	09/21/21	272.56733	1.30106	68	4.2072			-4.2072	19.20	x	x	26.2742	58.14
Wed	09/22/21	272.61090	1.30127	69	4.2698			-4.2698	18.99	x	x	26.3368	58.35
Thu	09/23/21	272.65447	1.30148	70	4.3324			-4.3324	18.78	x	x	26.3994	58.56
Fri	09/24/21	272.69803	1.30168	71	4.3949			-4.3949	18.58	x	x	26.4619	58.76
Mon	09/27/21	272.82873	1.30231	74	4.5829			-4.5829	17.95	x	x	26.6499	59.39
Tue	09/28/21	272.87230	1.30252	75	4.6455			-4.6455	17.74	x	x	26.7125	59.60
Wed	09/29/21	272.91587	1.30272	76	4.7082			-4.7082	17.54	x	x	26.7752	59.80
Thu	09/30/21	272.95943	1.30293	77	4.7709			-4.7709	17.33	x	x	26.8379	60.01
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Fri	10/01/21	273.00300	1.30314	78	4.8337			-4.8337	17.12	x	x	26.9007	60.22
Mon	10/04/21	273.05758	1.30340	81	5.0206			-5.0206	16.86	x	x	27.0876	60.48
Tue	10/05/21	273.07577	1.30349	82	5.0829			-5.0829	16.77	x	x	27.1499	60.57
Wed	10/06/21	273.09397	1.30357	83	5.1452			-5.1452	16.69	x	x	27.2122	60.65
Thu	10/07/21	273.11216	1.30366	84	5.2076			-5.2076	16.60	x	x	27.2746	60.74
Fri	10/08/21	273.13035	1.30375	85	5.2699			-5.2699	16.51	x	x	27.3369	60.83
Mon	10/11/21	273.18494	1.30401	88	5.4570			-5.4570	16.25	x	x	27.5240	61.09
Tue	10/12/21	273.20313	1.30409	89	5.5193			-5.5193	16.17	x	x	27.5863	61.17
Wed	10/13/21	273.22132	1.30418	90	5.5817			-5.5817	16.08	x	x	27.6487	61.26
Thu	10/14/21	273.23952	1.30427	91	5.6442			-5.6442	15.99	x	x	27.7112	61.35
Fri	10/15/21	273.25771	1.30435	92	5.7065			-5.7065	15.91	x	x	27.7735	61.43
Mon	10/18/21	273.31229	1.30462	95	5.8938			-5.8938	15.64	x	x	27.9608	61.70
Tue	10/19/21	273.33048	1.30470	96	5.9562			-5.9562	15.56	x	x	28.0232	61.78
Wed	10/20/21	273.34868	1.30479	97	6.0187			-6.0187	15.47	x	x	28.0857	61.87
Thu	10/21/21	273.36687	1.30488	98	6.0812			-6.0812	15.38	x	x	28.1482	61.96
Fri	10/22/21	273.38506	1.30496	99	6.1436			-6.1436	15.30	x	x	28.2106	62.04
Mon	10/25/21	273.43965	1.30522	102	6.3310			-6.3310	15.04	x	x	28.3980	62.30
Tue	10/26/21	273.45784	1.30531	103	6.3935			-6.3935	14.95	x	x	28.4605	62.39
Wed	10/27/21	273.47603	1.30540	104	6.4561			-6.4561	14.86	x	x	28.5231	62.48
Thu	10/28/21	273.49423	1.30548	105	6.5185			-6.5185	14.78	x	x	28.5855	62.56
Fri	10/29/21	273.51242	1.30557	106	6.5811			-6.5811	14.69	x	x	28.6481	62.65
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	1.30583	109	6.7687			-6.7687	14.43	x	x	28.8357	62.91
Tue	11/02/21	273.59177	1.30595	110	6.8314			-6.8314	14.31	x	x	28.8984	63.03
Wed	11/03/21	273.61653	1.30607	111	6.8941			-6.8941	14.19	x	x	28.9611	63.15
Thu	11/04/21	273.64130	1.30619	112	6.9569			-6.9569	14.07	x	x	29.0239	63.27
Fri	11/05/21	273.66607	1.30630	113	7.0196			-7.0196	13.96	x	x	29.0866	63.38
Mon	11/08/21	273.74037	1.30666	116	7.2079			-7.2079	13.60	x	x	29.2749	63.74
Tue	11/09/21	273.76513	1.30678	117	7.2707			-7.2707	13.48	x	x	29.3377	63.86
Wed	11/10/21	273.78990	1.30690	118	7.3336			-7.3336	13.36	x	x	29.4006	63.98
Thu	11/11/21	273.81467	1.30701	119	7.3963			-7.3963	13.25	x	x	29.4633	64.09
Fri	11/12/21	273.83943	1.30713	120	7.4592			-7.4592	13.13	x	x	29.5262	64.21
Mon	11/15/21	273.91373	1.30749	123	7.6478			-7.6478	12.77	x	x	29.7148	64.57
Tue	11/16/21	273.93850	1.30760	124	7.7106			-7.7106	12.66	x	x	29.7776	64.68
Wed	11/17/21	273.96327	1.30772	125	7.7735			-7.7735	12.54	x	x	29.8405	64.80
Thu	11/18/21	273.98803	1.30784	126	7.8364			-7.8364	12.42	x	x	29.9034	64.92
Fri	11/19/21	274.01280	1.30796	127	7.8993			-7.8993	12.30	x	x	29.9663	65.04
Mon	11/22/21	274.08710	1.30831	130	8.0881			-8.0881	11.95	x	x	30.1551	65.39
Tue	11/23/21	274.11187	1.30843	131	8.1510			-8.1510	11.83	x	x	30.2180	65.51
Wed	11/24/21	274.13663	1.30855	132	8.2140			-8.2140	11.71	x	x	30.2810	65.63
Thu	11/25/21	274.16140	1.30867	133	8.2770			-8.2770	11.59	x	x	30.3440	65.75
Fri	11/26/21	274.18617	1.30879	134	8.3400			-8.3400	11.47	x	x	30.4070	65.87
Mon	11/29/21	274.26047	1.30914	137	8.5290			-8.5290	11.12	x	x	30.5960	66.22
Tue	11/30/21	274.28523	1.30926	138	8.5920			-8.5920	11.00	x	x	30.6590	66.34
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Wed	12/01/21	274.31000	1.30938	139	8.6551			-8.6551	10.88	x	x	30.7221	66.46
Thu	12/02/21	274.38352	1.30973	140	8.7197			-8.7197	10.53	x	x	30.7867	66.81
Fri	12/03/21	274.45703	1.31008	141	8.7843			-8.7843	10.18	x	x	30.8513	67.16
Mon	12/06/21	274.67758	1.31113	144	8.9784			-8.9784	9.13	x	x	31.0454	68.21
Tue	12/07/21	274.75110	1.31148	145	9.0432			-9.0432	8.78	x	x	31.1102	68.56
Wed	12/08/21	274.82461	1.31183	146	9.1080			-9.1080	8.43	x	x	31.1750	68.91
Thu	12/09/21	274.89813	1.31219	147	9.1728			-9.1728	8.07	x	x	31.2398	69.27
Fri	12/10/21	274.97165	1.31254	148	9.2377			-9.2377	7.72	x	x	31.3047	69.62
Mon	12/13/21	275.19219	1.31359	151	9.4325			-9.4325	6.67	x	x	31.4995	70.67
Tue	12/14/21	275.26571	1.31394	152	9.4975			-9.4975	6.32	x	x	31.5645	71.02
Wed	12/15/21	275.33923	1.31429	153	9.5625			-9.5625	5.97	x	x	31.6295	71.37
Thu	12/16/21	275.41274	1.31464	154	9.6276			-9.6276	5.62	x	x	31.6946	71.72
Fri	12/17/21	275.48626	1.31499	155	9.6927			-9.6927	5.27	x	x	31.7597	72.07
Mon	12/20/21	275.70681	1.31605	158	9.8883			-9.8883	4.21	x	x	31.9553	73.13
Tue	12/21/21	275.78032	1.31640	159	9.9535			-9.9535	3.86	x	x	32.0205	73.48
Wed	12/22/21	275.85384	1.31675	160	10.0187			-10.0187	3.51	x	x	32.0857	73.83
Thu	12/23/21	275.92735	1.31710	161	10.0840			-10.0840	3.16	x	x	32.1510	74.18
Fri	12/24/21	276.00087	1.31745	162	10.1494			-10.1494	2.81	x	x	32.2164	74.53
Mon	12/27/21	276.22142	1.31850	165	10.3456			-10.3456	1.76	x	x	32.4126	75.58
Tue	12/28/21	276.29494	1.31885	166	10.4110			-10.4110	1.41	x	x	32.4780	75.93
Wed	12/29/21	276.36845	1.31920	167	10.4765			-10.4765	1.06	x	x	32.5435	76.28
Thu	12/30/21	276.44197	1.31955	168	10.5421			-10.5421	0.71	x	x	32.6091	76.63
Fri	12/31/21	276.51548	1.31991	169	10.6077			-10.6077	0.35	x	x	32.6747	76.99
Sat	01/01/22	276.58900	1.32026

Generated 12/10/21 10:13