2.125% 30-Year Treasury Inflation Protected Security (TIPS) due February 15, 2040

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

CUSIP Number	912810QF8	Interest 02/15/21 (184 days)	$12.7983
Dated Date	February 15, 2010	Interest 08/15/21 (181 days)	$13.2886
Ref CPI on Dated Date	216.13950	Interest Total	$26.0869
Original Issue Date	February 26, 2010	Interest 02/15/22 (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	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Fri	01/01/21	260.38800	1.20472	139	9.6697	x	x	16.4172	74.96			9.6697	0.00
Mon	01/04/21	260.37261	1.20465	142	9.8778	x	x	16.2091	75.03			9.8778	-0.07
Tue	01/05/21	260.36748	1.20463	143	9.9472	x	x	16.1397	75.05			9.9472	-0.09
Wed	01/06/21	260.36235	1.20460	144	10.0165	x	x	16.0704	75.08			10.0165	-0.12
Thu	01/07/21	260.35723	1.20458	145	10.0859	x	x	16.0010	75.10			10.0859	-0.14
Fri	01/08/21	260.35210	1.20456	146	10.1553	x	x	15.9316	75.12			10.1553	-0.16
Mon	01/11/21	260.33671	1.20448	149	10.3633	x	x	15.7236	75.20			10.3633	-0.24
Tue	01/12/21	260.33158	1.20446	150	10.4327	x	x	15.6542	75.22			10.4327	-0.26
Wed	01/13/21	260.32645	1.20444	151	10.5020	x	x	15.5849	75.24			10.5020	-0.28
Thu	01/14/21	260.32132	1.20441	152	10.5713	x	x	15.5156	75.27			10.5713	-0.31
Fri	01/15/21	260.31619	1.20439	153	10.6407	x	x	15.4462	75.29			10.6407	-0.33
Mon	01/18/21	260.30081	1.20432	156	10.8487	x	x	15.2382	75.36			10.8487	-0.40
Tue	01/19/21	260.29568	1.20429	157	10.9180	x	x	15.1689	75.39			10.9180	-0.43
Wed	01/20/21	260.29055	1.20427	158	10.9873	x	x	15.0996	75.41			10.9873	-0.45
Thu	01/21/21	260.28542	1.20425	159	11.0567	x	x	15.0302	75.43			11.0567	-0.47
Fri	01/22/21	260.28029	1.20422	160	11.1259	x	x	14.9610	75.46			11.1259	-0.50
Mon	01/25/21	260.26490	1.20415	163	11.3339	x	x	14.7530	75.53			11.3339	-0.57
Tue	01/26/21	260.25977	1.20413	164	11.4032	x	x	14.6837	75.55			11.4032	-0.59
Wed	01/27/21	260.25465	1.20410	165	11.4725	x	x	14.6144	75.58			11.4725	-0.62
Thu	01/28/21	260.24952	1.20408	166	11.5418	x	x	14.5451	75.60			11.5418	-0.64
Fri	01/29/21	260.24439	1.20406	167	11.6112	x	x	14.4757	75.62			11.6112	-0.66
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Mon	02/01/21	260.22900	1.20399	170	11.8191	x	x	14.2678	75.69			11.8191	-0.73
Tue	02/02/21	260.23775	1.20403	171	11.8890	x	x	14.1979	75.65			11.8890	-0.69
Wed	02/03/21	260.24650	1.20407	172	11.9589	x	x	14.1280	75.61			11.9589	-0.65
Thu	02/04/21	260.25525	1.20411	173	12.0288	x	x	14.0581	75.57			12.0288	-0.61
Fri	02/05/21	260.26400	1.20415	174	12.0988	x	x	13.9881	75.53			12.0988	-0.57
Mon	02/08/21	260.29025	1.20427	177	12.3086	x	x	13.7783	75.41			12.3086	-0.45
Tue	02/09/21	260.29900	1.20431	178	12.3785	x	x	13.7084	75.37			12.3785	-0.41
Wed	02/10/21	260.30775	1.20435	179	12.4485	x	x	13.6384	75.33			12.4485	-0.37
Thu	02/11/21	260.31650	1.20439	180	12.5185	x	x	13.5684	75.29			12.5185	-0.33
Fri	02/12/21	260.32525	1.20443	181	12.5884	x	x	13.4985	75.25			12.5884	-0.29
Mon	02/15/21	260.35150	1.20455	0	0.0000		x	13.2886	75.13	x		12.7983	-0.17
Tue	02/16/21	260.36025	1.20459	1	0.0707		x	13.2179	75.09	x		12.8690	-0.13
Wed	02/17/21	260.36900	1.20463	2	0.1414		x	13.1472	75.05	x		12.9397	-0.09
Thu	02/18/21	260.37775	1.20467	3	0.2121		x	13.0765	75.01	x		13.0104	-0.05
Fri	02/19/21	260.38650	1.20472	4	0.2829		x	13.0057	74.96	x		13.0812	0.00
Mon	02/22/21	260.41275	1.20484	7	0.4951		x	12.7935	74.84	x		13.2934	0.12
Tue	02/23/21	260.42150	1.20488	8	0.5658		x	12.7228	74.80	x		13.3641	0.16
Wed	02/24/21	260.43025	1.20492	9	0.6366		x	12.6520	74.76	x		13.4349	0.20
Thu	02/25/21	260.43900	1.20496	10	0.7073		x	12.5813	74.72	x		13.5056	0.24
Fri	02/26/21	260.44775	1.20500	11	0.7781		x	12.5105	74.68	x		13.5764	0.28
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Mon	03/01/21	260.47400	1.20512	14	0.9904		x	12.2982	74.56	x		13.7887	0.40
Tue	03/02/21	260.50974	1.20529	15	1.0613		x	12.2273	74.39	x		13.8596	0.57
Wed	03/03/21	260.54548	1.20545	16	1.1322		x	12.1564	74.23	x		13.9305	0.73
Thu	03/04/21	260.58123	1.20562	17	1.2031		x	12.0855	74.06	x		14.0014	0.90
Fri	03/05/21	260.61697	1.20578	18	1.2741		x	12.0145	73.90	x		14.0724	1.06
Mon	03/08/21	260.72419	1.20628	21	1.4870		x	11.8016	73.40	x		14.2853	1.56
Tue	03/09/21	260.75994	1.20644	22	1.5580		x	11.7306	73.24	x		14.3563	1.72
Wed	03/10/21	260.79568	1.20661	23	1.6291		x	11.6595	73.07	x		14.4274	1.89
Thu	03/11/21	260.83142	1.20677	24	1.7001		x	11.5885	72.91	x		14.4984	2.05
Fri	03/12/21	260.86716	1.20694	25	1.7712		x	11.5174	72.74	x		14.5695	2.22
Mon	03/15/21	260.97439	1.20743	28	1.9846		x	11.3040	72.25	x		14.7829	2.71
Tue	03/16/21	261.01013	1.20760	29	2.0558		x	11.2328	72.08	x		14.8541	2.88
Wed	03/17/21	261.04587	1.20777	30	2.1269		x	11.1617	71.91	x		14.9252	3.05
Thu	03/18/21	261.08161	1.20793	31	2.1981		x	11.0905	71.75	x		14.9964	3.21
Fri	03/19/21	261.11735	1.20810	32	2.2694		x	11.0192	71.58	x		15.0677	3.38
Mon	03/22/21	261.22458	1.20859	35	2.4831		x	10.8055	71.09	x		15.2814	3.87
Tue	03/23/21	261.26032	1.20876	36	2.5544		x	10.7342	70.92	x		15.3527	4.04
Wed	03/24/21	261.29606	1.20892	37	2.6257		x	10.6629	70.76	x		15.4240	4.20
Thu	03/25/21	261.33181	1.20909	38	2.6971		x	10.5915	70.59	x		15.4954	4.37
Fri	03/26/21	261.36755	1.20925	39	2.7684		x	10.5202	70.43	x		15.5667	4.53
Mon	03/29/21	261.47477	1.20975	42	2.9826		x	10.3060	69.93	x		15.7809	5.03
Tue	03/30/21	261.51052	1.20992	43	3.0540		x	10.2346	69.76	x		15.8523	5.20
Wed	03/31/21	261.54626	1.21008	44	3.1255		x	10.1631	69.60	x		15.9238	5.36
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Thu	04/01/21	261.58200	1.21025	45	3.1970		x	10.0916	69.43	x		15.9953	5.53
Fri	04/02/21	261.62973	1.21047	46	3.2686		x	10.0200	69.21	x		16.0669	5.75
Mon	04/05/21	261.77293	1.21113	49	3.4837		x	9.8049	68.55	x		16.2820	6.41
Tue	04/06/21	261.82067	1.21135	50	3.5554		x	9.7332	68.33	x		16.3537	6.63
Wed	04/07/21	261.86840	1.21157	51	3.6272		x	9.6614	68.11	x		16.4255	6.85
Thu	04/08/21	261.91613	1.21179	52	3.6990		x	9.5896	67.89	x		16.4973	7.07
Fri	04/09/21	261.96387	1.21201	53	3.7708		x	9.5178	67.67	x		16.5691	7.29
Mon	04/12/21	262.10707	1.21268	56	3.9864		x	9.3022	67.00	x		16.7847	7.96
Tue	04/13/21	262.15480	1.21290	57	4.0584		x	9.2302	66.78	x		16.8567	8.18
Wed	04/14/21	262.20253	1.21312	58	4.1303		x	9.1583	66.56	x		16.9286	8.40
Thu	04/15/21	262.25027	1.21334	59	4.2023		x	9.0863	66.34	x		17.0006	8.62
Fri	04/16/21	262.29800	1.21356	60	4.2743		x	9.0143	66.12	x		17.0726	8.84
Mon	04/19/21	262.44120	1.21422	63	4.4904		x	8.7982	65.46	x		17.2887	9.50
Tue	04/20/21	262.48893	1.21444	64	4.5625		x	8.7261	65.24	x		17.3608	9.72
Wed	04/21/21	262.53667	1.21466	65	4.6347		x	8.6539	65.02	x		17.4330	9.94
Thu	04/22/21	262.58440	1.21488	66	4.7068		x	8.5818	64.80	x		17.5051	10.16
Fri	04/23/21	262.63213	1.21510	67	4.7790		x	8.5096	64.58	x		17.5773	10.38
Mon	04/26/21	262.77533	1.21577	70	4.9957		x	8.2929	63.91	x		17.7940	11.05
Tue	04/27/21	262.82307	1.21599	71	5.0680		x	8.2206	63.69	x		17.8663	11.27
Wed	04/28/21	262.87080	1.21621	72	5.1403		x	8.1483	63.47	x		17.9386	11.49
Thu	04/29/21	262.91853	1.21643	73	5.2127		x	8.0759	63.25	x		18.0110	11.71
Fri	04/30/21	262.96627	1.21665	74	5.2850		x	8.0036	63.03	x		18.0833	11.93
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Mon	05/03/21	263.13419	1.21743	77	5.5028		x	7.7858	62.25	x		18.3011	12.71
Tue	05/04/21	263.19429	1.21771	78	5.5756		x	7.7130	61.97	x		18.3739	12.99
Wed	05/05/21	263.25439	1.21798	79	5.6483		x	7.6403	61.70	x		18.4466	13.26
Thu	05/06/21	263.31448	1.21826	80	5.7211		x	7.5675	61.42	x		18.5194	13.54
Fri	05/07/21	263.37458	1.21854	81	5.7940		x	7.4946	61.14	x		18.5923	13.82
Mon	05/10/21	263.55487	1.21937	84	6.0126		x	7.2760	60.31	x		18.8109	14.65
Tue	05/11/21	263.61497	1.21965	85	6.0856		x	7.2030	60.03	x		18.8839	14.93
Wed	05/12/21	263.67506	1.21993	86	6.1586		x	7.1300	59.75	x		18.9569	15.21
Thu	05/13/21	263.73516	1.22021	87	6.2317		x	7.0569	59.47	x		19.0300	15.49
Fri	05/14/21	263.79526	1.22049	88	6.3047		x	6.9839	59.19	x		19.1030	15.77
Mon	05/17/21	263.97555	1.22132	91	6.5241		x	6.7645	58.36	x		19.3224	16.60
Tue	05/18/21	264.03565	1.22160	92	6.5973		x	6.6913	58.08	x		19.3956	16.88
Wed	05/19/21	264.09574	1.22188	93	6.6706		x	6.6180	57.80	x		19.4689	17.16
Thu	05/20/21	264.15584	1.22215	94	6.7438		x	6.5448	57.53	x		19.5421	17.43
Fri	05/21/21	264.21594	1.22243	95	6.8171		x	6.4715	57.25	x		19.6154	17.71
Mon	05/24/21	264.39623	1.22327	98	7.0372		x	6.2514	56.41	x		19.8355	18.55
Tue	05/25/21	264.45632	1.22354	99	7.1106		x	6.1780	56.14	x		19.9089	18.82
Wed	05/26/21	264.51642	1.22382	100	7.1840		x	6.1046	55.86	x		19.9823	19.10
Thu	05/27/21	264.57652	1.22410	101	7.2575		x	6.0311	55.58	x		20.0558	19.38
Fri	05/28/21	264.63661	1.22438	102	7.3311		x	5.9575	55.30	x		20.1294	19.66
Mon	05/31/21	264.81690	1.22521	105	7.5518		x	5.7368	54.47	x		20.3501	20.49
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Tue	06/01/21	264.87700	1.22549	106	7.6255		x	5.6631	54.19	x		20.4238	20.77
Wed	06/02/21	264.94957	1.22583	107	7.6995		x	5.5891	53.85	x		20.4978	21.11
Thu	06/03/21	265.02213	1.22616	108	7.7736		x	5.5150	53.52	x		20.5719	21.44
Fri	06/04/21	265.09470	1.22650	109	7.8477		x	5.4409	53.18	x		20.6460	21.78
Mon	06/07/21	265.31240	1.22751	112	8.0704		x	5.2182	52.17	x		20.8687	22.79
Tue	06/08/21	265.38497	1.22784	113	8.1446		x	5.1440	51.84	x		20.9429	23.12
Wed	06/09/21	265.45753	1.22818	114	8.2190		x	5.0696	51.50	x		21.0173	23.46
Thu	06/10/21	265.53010	1.22851	115	8.2933		x	4.9953	51.17	x		21.0916	23.79
Fri	06/11/21	265.60267	1.22885	116	8.3677		x	4.9209	50.83	x		21.1660	24.13
Mon	06/14/21	265.82037	1.22986	119	8.5912		x	4.6974	49.82	x		21.3895	25.14
Tue	06/15/21	265.89293	1.23019	120	8.6657		x	4.6229	49.49	x		21.4640	25.47
Wed	06/16/21	265.96550	1.23053	121	8.7403		x	4.5483	49.15	x		21.5386	25.81
Thu	06/17/21	266.03807	1.23086	122	8.8149		x	4.4737	48.82	x		21.6132	26.14
Fri	06/18/21	266.11063	1.23120	123	8.8896		x	4.3990	48.48	x		21.6879	26.48
Mon	06/21/21	266.32833	1.23221	126	9.1139		x	4.1747	47.47	x		21.9122	27.49
Tue	06/22/21	266.40090	1.23254	127	9.1887		x	4.0999	47.14	x		21.9870	27.82
Wed	06/23/21	266.47347	1.23288	128	9.2636		x	4.0250	46.80	x		22.0619	28.16
Thu	06/24/21	266.54603	1.23321	129	9.3385		x	3.9501	46.47	x		22.1368	28.49
Fri	06/25/21	266.61860	1.23355	130	9.4135		x	3.8751	46.13	x		22.2118	28.83
Mon	06/28/21	266.83630	1.23456	133	9.6386		x	3.6500	45.12	x		22.4369	29.84
Tue	06/29/21	266.90887	1.23489	134	9.7137		x	3.5749	44.79	x		22.5120	30.17
Wed	06/30/21	266.98143	1.23523	135	9.7889		x	3.4997	44.45	x		22.5872	30.51
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Thu	07/01/21	267.05400	1.23556	136	9.8640		x	3.4246	44.12	x		22.6623	30.84
Fri	07/02/21	267.12306	1.23588	137	9.9391		x	3.3495	43.80	x		22.7374	31.16
Mon	07/05/21	267.33026	1.23684	140	10.1646		x	3.1240	42.84	x		22.9629	32.12
Tue	07/06/21	267.39932	1.23716	141	10.2399		x	3.0487	42.52	x		23.0382	32.44
Wed	07/07/21	267.46839	1.23748	142	10.3152		x	2.9734	42.20	x		23.1135	32.76
Thu	07/08/21	267.53745	1.23780	143	10.3905		x	2.8981	41.88	x		23.1888	33.08
Fri	07/09/21	267.60652	1.23812	144	10.4659		x	2.8227	41.56	x		23.2642	33.40
Mon	07/12/21	267.81371	1.23908	147	10.6922		x	2.5964	40.60	x		23.4905	34.36
Tue	07/13/21	267.88277	1.23940	148	10.7677		x	2.5209	40.28	x		23.5660	34.68
Wed	07/14/21	267.95184	1.23972	149	10.8433		x	2.4453	39.96	x		23.6416	35.00
Thu	07/15/21	268.02090	1.24004	150	10.9189		x	2.3697	39.64	x		23.7172	35.32
Fri	07/16/21	268.08997	1.24036	151	10.9945		x	2.2941	39.32	x		23.7928	35.64
Mon	07/19/21	268.29716	1.24131	154	11.2215		x	2.0671	38.37	x		24.0198	36.59
Tue	07/20/21	268.36623	1.24163	155	11.2973		x	1.9913	38.05	x		24.0956	36.91
Wed	07/21/21	268.43529	1.24195	156	11.3731		x	1.9155	37.73	x		24.1714	37.23
Thu	07/22/21	268.50435	1.24227	157	11.4490		x	1.8396	37.41	x		24.2473	37.55
Fri	07/23/21	268.57342	1.24259	158	11.5249		x	1.7637	37.09	x		24.3232	37.87
Mon	07/26/21	268.78061	1.24355	161	11.7527		x	1.5359	36.13	x		24.5510	38.83
Tue	07/27/21	268.84968	1.24387	162	11.8288		x	1.4598	35.81	x		24.6271	39.15
Wed	07/28/21	268.91874	1.24419	163	11.9049		x	1.3837	35.49	x		24.7032	39.47
Thu	07/29/21	268.98781	1.24451	164	11.9810		x	1.3076	35.17	x		24.7793	39.79
Fri	07/30/21	269.05687	1.24483	165	12.0571		x	1.2315	34.85	x		24.8554	40.11
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Mon	08/02/21	269.27568	1.24584	168	12.2863		x	1.0023	33.84	x		25.0846	41.12
Tue	08/03/21	269.35635	1.24622	169	12.3632		x	0.9254	33.46	x		25.1615	41.50
Wed	08/04/21	269.43703	1.24659	170	12.4401		x	0.8485	33.09	x		25.2384	41.87
Thu	08/05/21	269.51771	1.24696	171	12.5170		x	0.7716	32.72	x		25.3153	42.24
Fri	08/06/21	269.59839	1.24734	172	12.5940		x	0.6946	32.34	x		25.3923	42.62
Mon	08/09/21	269.84042	1.24845	175	12.8251		x	0.4635	31.23	x		25.6234	43.73
Tue	08/10/21	269.92110	1.24883	176	12.9023		x	0.3863	30.85	x		25.7006	44.11
Wed	08/11/21	270.00177	1.24920	177	12.9794		x	0.3092	30.48	x		25.7777	44.48
Thu	08/12/21	270.08245	1.24957	178	13.0566		x	0.2320	30.11	x		25.8549	44.85
Fri	08/13/21	270.16313	1.24995	179	13.1340		x	0.1546	29.73	x		25.9323	45.23
Sun	08/15/21	270.32448	1.25069	0	0.0000			0.0000	28.99	x	x	26.0869	45.97
Mon	08/16/21	270.40516	1.25107	1	0.0722			-0.0722	28.61	x	x	26.1591	46.35
Tue	08/17/21	270.48584	1.25144	2	0.1445			-0.1445	28.24	x	x	26.2314	46.72
Wed	08/18/21	270.56652	1.25181	3	0.2169			-0.2169	27.87	x	x	26.3038	47.09
Thu	08/19/21	270.64719	1.25219	4	0.2892			-0.2892	27.49	x	x	26.3761	47.47
Fri	08/20/21	270.72787	1.25256	5	0.3616			-0.3616	27.12	x	x	26.4485	47.84
Mon	08/23/21	270.96990	1.25368	8	0.5791			-0.5791	26.00	x	x	26.6660	48.96
Tue	08/24/21	271.05058	1.25405	9	0.6517			-0.6517	25.63	x	x	26.7386	49.33
Wed	08/25/21	271.13126	1.25443	10	0.7244			-0.7244	25.25	x	x	26.8113	49.71
Thu	08/26/21	271.21194	1.25480	11	0.7970			-0.7970	24.88	x	x	26.8839	50.08
Fri	08/27/21	271.29261	1.25517	12	0.8698			-0.8698	24.51	x	x	26.9567	50.45
Mon	08/30/21	271.53465	1.25629	15	1.0882			-1.0882	23.39	x	x	27.1751	51.57
Tue	08/31/21	271.61532	1.25667	16	1.1611			-1.1611	23.01	x	x	27.2480	51.95
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Wed	09/01/21	271.69600	1.25704	17	1.2340			-1.2340	22.64	x	x	27.3209	52.32
Thu	09/02/21	271.73957	1.25724	18	1.3068			-1.3068	22.44	x	x	27.3937	52.52
Fri	09/03/21	271.78313	1.25744	19	1.3796			-1.3796	22.24	x	x	27.4665	52.72
Mon	09/06/21	271.91383	1.25805	22	1.5982			-1.5982	21.63	x	x	27.6851	53.33
Tue	09/07/21	271.95740	1.25825	23	1.6711			-1.6711	21.43	x	x	27.7580	53.53
Wed	09/08/21	272.00097	1.25845	24	1.7440			-1.7440	21.23	x	x	27.8309	53.73
Thu	09/09/21	272.04453	1.25865	25	1.8170			-1.8170	21.03	x	x	27.9039	53.93
Fri	09/10/21	272.08810	1.25885	26	1.8900			-1.8900	20.83	x	x	27.9769	54.13
Mon	09/13/21	272.21880	1.25946	29	2.1091			-2.1091	20.22	x	x	28.1960	54.74
Tue	09/14/21	272.26237	1.25966	30	2.1822			-2.1822	20.02	x	x	28.2691	54.94
Wed	09/15/21	272.30593	1.25986	31	2.2553			-2.2553	19.82	x	x	28.3422	55.14
Thu	09/16/21	272.34950	1.26006	32	2.3284			-2.3284	19.62	x	x	28.4153	55.34
Fri	09/17/21	272.39307	1.26027	33	2.4015			-2.4015	19.41	x	x	28.4884	55.55
Mon	09/20/21	272.52377	1.26087	36	2.6211			-2.6211	18.81	x	x	28.7080	56.15
Tue	09/21/21	272.56733	1.26107	37	2.6943			-2.6943	18.61	x	x	28.7812	56.35
Wed	09/22/21	272.61090	1.26127	38	2.7676			-2.7676	18.41	x	x	28.8545	56.55
Thu	09/23/21	272.65447	1.26147	39	2.8409			-2.8409	18.21	x	x	28.9278	56.75
Fri	09/24/21	272.69803	1.26168	40	2.9142			-2.9142	18.00	x	x	29.0011	56.96
Mon	09/27/21	272.82873	1.26228	43	3.1343			-3.1343	17.40	x	x	29.2212	57.56
Tue	09/28/21	272.87230	1.26248	44	3.2077			-3.2077	17.20	x	x	29.2946	57.76
Wed	09/29/21	272.91587	1.26268	45	3.2811			-3.2811	17.00	x	x	29.3680	57.96
Thu	09/30/21	272.95943	1.26289	46	3.3546			-3.3546	16.79	x	x	29.4415	58.17
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Fri	10/01/21	273.00300	1.26309	47	3.4280			-3.4280	16.59	x	x	29.5149	58.37
Mon	10/04/21	273.05758	1.26334	50	3.6476			-3.6476	16.34	x	x	29.7345	58.62
Tue	10/05/21	273.07577	1.26342	51	3.7207			-3.7207	16.26	x	x	29.8076	58.70
Wed	10/06/21	273.09397	1.26351	52	3.7940			-3.7940	16.17	x	x	29.8809	58.79
Thu	10/07/21	273.11216	1.26359	53	3.8672			-3.8672	16.09	x	x	29.9541	58.87
Fri	10/08/21	273.13035	1.26368	54	3.9404			-3.9404	16.00	x	x	30.0273	58.96
Mon	10/11/21	273.18494	1.26393	57	4.1602			-4.1602	15.75	x	x	30.2471	59.21
Tue	10/12/21	273.20313	1.26401	58	4.2334			-4.2334	15.67	x	x	30.3203	59.29
Wed	10/13/21	273.22132	1.26410	59	4.3067			-4.3067	15.58	x	x	30.3936	59.38
Thu	10/14/21	273.23952	1.26418	60	4.3800			-4.3800	15.50	x	x	30.4669	59.46
Fri	10/15/21	273.25771	1.26427	61	4.4533			-4.4533	15.41	x	x	30.5402	59.55
Mon	10/18/21	273.31229	1.26452	64	4.6732			-4.6732	15.16	x	x	30.7601	59.80
Tue	10/19/21	273.33048	1.26460	65	4.7465			-4.7465	15.08	x	x	30.8334	59.88
Wed	10/20/21	273.34868	1.26469	66	4.8199			-4.8199	14.99	x	x	30.9068	59.97
Thu	10/21/21	273.36687	1.26477	67	4.8933			-4.8933	14.91	x	x	30.9802	60.05
Fri	10/22/21	273.38506	1.26485	68	4.9666			-4.9666	14.83	x	x	31.0535	60.13
Mon	10/25/21	273.43965	1.26511	71	5.1868			-5.1868	14.57	x	x	31.2737	60.39
Tue	10/26/21	273.45784	1.26519	72	5.2602			-5.2602	14.49	x	x	31.3471	60.47
Wed	10/27/21	273.47603	1.26528	73	5.3336			-5.3336	14.40	x	x	31.4205	60.56
Thu	10/28/21	273.49423	1.26536	74	5.4070			-5.4070	14.32	x	x	31.4939	60.64
Fri	10/29/21	273.51242	1.26544	75	5.4804			-5.4804	14.24	x	x	31.5673	60.72
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Mon	11/01/21	273.56700	1.26570	78	5.7008			-5.7008	13.98	x	x	31.7877	60.98
Tue	11/02/21	273.59177	1.26581	79	5.7744			-5.7744	13.87	x	x	31.8613	61.09
Wed	11/03/21	273.61653	1.26593	80	5.8480			-5.8480	13.75	x	x	31.9349	61.21
Thu	11/04/21	273.64130	1.26604	81	5.9217			-5.9217	13.64	x	x	32.0086	61.32
Fri	11/05/21	273.66607	1.26615	82	5.9953			-5.9953	13.53	x	x	32.0822	61.43
Mon	11/08/21	273.74037	1.26650	85	6.2163			-6.2163	13.18	x	x	32.3032	61.78
Tue	11/09/21	273.76513	1.26661	86	6.2900			-6.2900	13.07	x	x	32.3769	61.89
Wed	11/10/21	273.78990	1.26673	87	6.3638			-6.3638	12.95	x	x	32.4507	62.01
Thu	11/11/21	273.81467	1.26684	88	6.4375			-6.4375	12.84	x	x	32.5244	62.12
Fri	11/12/21	273.83943	1.26696	89	6.5112			-6.5112	12.72	x	x	32.5981	62.24
Mon	11/15/21	273.91373	1.26730	92	6.7325			-6.7325	12.38	x	x	32.8194	62.58
Tue	11/16/21	273.93850	1.26742	93	6.8064			-6.8064	12.26	x	x	32.8933	62.70
Wed	11/17/21	273.96327	1.26753	94	6.8801			-6.8801	12.15	x	x	32.9670	62.81
Thu	11/18/21	273.98803	1.26764	95	6.9539			-6.9539	12.04	x	x	33.0408	62.92
Fri	11/19/21	274.01280	1.26776	96	7.0278			-7.0278	11.92	x	x	33.1147	63.04
Mon	11/22/21	274.08710	1.26810	99	7.2494			-7.2494	11.58	x	x	33.3363	63.38
Tue	11/23/21	274.11187	1.26822	100	7.3233			-7.3233	11.46	x	x	33.4102	63.50
Wed	11/24/21	274.13663	1.26833	101	7.3972			-7.3972	11.35	x	x	33.4841	63.61
Thu	11/25/21	274.16140	1.26845	102	7.4711			-7.4711	11.23	x	x	33.5580	63.73
Fri	11/26/21	274.18617	1.26856	103	7.5450			-7.5450	11.12	x	x	33.6319	63.84
Mon	11/29/21	274.26047	1.26890	106	7.7668			-7.7668	10.78	x	x	33.8537	64.18
Tue	11/30/21	274.28523	1.26902	107	7.8409			-7.8409	10.66	x	x	33.9278	64.30
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Wed	12/01/21	274.31000	1.26913	108	7.9148			-7.9148	10.55	x	x	34.0017	64.41
Thu	12/02/21	274.38352	1.26947	109	7.9902			-7.9902	10.21	x	x	34.0771	64.75
Fri	12/03/21	274.45703	1.26981	110	8.0657			-8.0657	9.87	x	x	34.1526	65.09
Mon	12/06/21	274.67758	1.27083	113	8.2923			-8.2923	8.85	x	x	34.3792	66.11
Tue	12/07/21	274.75110	1.27117	114	8.3680			-8.3680	8.51	x	x	34.4549	66.45
Wed	12/08/21	274.82461	1.27151	115	8.4436			-8.4436	8.17	x	x	34.5305	66.79
Thu	12/09/21	274.89813	1.27186	116	8.5194			-8.5194	7.82	x	x	34.6063	67.14
Fri	12/10/21	274.97165	1.27220	117	8.5951			-8.5951	7.48	x	x	34.6820	67.48
Mon	12/13/21	275.19219	1.27322	120	8.8226			-8.8226	6.46	x	x	34.9095	68.50
Tue	12/14/21	275.26571	1.27356	121	8.8985			-8.8985	6.12	x	x	34.9854	68.84
Wed	12/15/21	275.33923	1.27390	122	8.9744			-8.9744	5.78	x	x	35.0613	69.18
Thu	12/16/21	275.41274	1.27424	123	9.0504			-9.0504	5.44	x	x	35.1373	69.52
Fri	12/17/21	275.48626	1.27458	124	9.1264			-9.1264	5.10	x	x	35.2133	69.86
Mon	12/20/21	275.70681	1.27560	127	9.3547			-9.3547	4.08	x	x	35.4416	70.88
Tue	12/21/21	275.78032	1.27594	128	9.4309			-9.4309	3.74	x	x	35.5178	71.22
Wed	12/22/21	275.85384	1.27628	129	9.5071			-9.5071	3.40	x	x	35.5940	71.56
Thu	12/23/21	275.92735	1.27662	130	9.5833			-9.5833	3.06	x	x	35.6702	71.90
Fri	12/24/21	276.00087	1.27696	131	9.6596			-9.6596	2.72	x	x	35.7465	72.24
Mon	12/27/21	276.22142	1.27798	134	9.8887			-9.8887	1.70	x	x	35.9756	73.26
Tue	12/28/21	276.29494	1.27832	135	9.9652			-9.9652	1.36	x	x	36.0521	73.60
Wed	12/29/21	276.36845	1.27866	136	10.0417			-10.0417	1.02	x	x	36.1286	73.94
Thu	12/30/21	276.44197	1.27900	137	10.1182			-10.1182	0.68	x	x	36.2051	74.28
Fri	12/31/21	276.51548	1.27934	138	10.1947			-10.1947	0.34	x	x	36.2816	74.62
Sat	01/01/22	276.58900	1.27968

Generated 12/10/21 10:13