0.625% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2021

Interest and OID per $1,000 Face Value for 2021 (until 07/15/21)

CUSIP Number	912828QV5	Interest 01/15/21 (184 days)	$3.6093
Dated Date	July 15, 2011	Interest 07/15/21 (181 days)	$3.7162
Ref CPI on Dated Date	225.38381	Interest Total	$7.3255
Original Issue Date	July 29, 2011

						Purchased on Settelment Date & held to 07/15/21				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	1.15531	170	3.3356	x	x	3.9899	33.87			3.3356	0.00
Mon	01/04/21	260.37261	1.15524	173	3.3943	x	x	3.9312	33.94			3.3943	-0.07
Tue	01/05/21	260.36748	1.15522	174	3.4139	x	x	3.9116	33.96			3.4139	-0.09
Wed	01/06/21	260.36235	1.15520	175	3.4334	x	x	3.8921	33.98			3.4334	-0.11
Thu	01/07/21	260.35723	1.15517	176	3.4530	x	x	3.8725	34.01			3.4530	-0.14
Fri	01/08/21	260.35210	1.15515	177	3.4725	x	x	3.8530	34.03			3.4725	-0.16
Mon	01/11/21	260.33671	1.15508	180	3.5312	x	x	3.7943	34.10			3.5312	-0.23
Tue	01/12/21	260.33158	1.15506	181	3.5507	x	x	3.7748	34.12			3.5507	-0.25
Wed	01/13/21	260.32645	1.15504	182	3.5703	x	x	3.7552	34.14			3.5703	-0.27
Thu	01/14/21	260.32132	1.15501	183	3.5898	x	x	3.7357	34.17			3.5898	-0.30
Fri	01/15/21	260.31619	1.15499	0	0.0000		x	3.7162	34.19	x		3.6093	-0.32
Mon	01/18/21	260.30081	1.15492	3	0.0598		x	3.6564	34.26	x		3.6691	-0.39
Tue	01/19/21	260.29568	1.15490	4	0.0798		x	3.6364	34.28	x		3.6891	-0.41
Wed	01/20/21	260.29055	1.15488	5	0.0997		x	3.6165	34.30	x		3.7090	-0.43
Thu	01/21/21	260.28542	1.15485	6	0.1196		x	3.5966	34.33	x		3.7289	-0.46
Fri	01/22/21	260.28029	1.15483	7	0.1396		x	3.5766	34.35	x		3.7489	-0.48
Mon	01/25/21	260.26490	1.15476	10	0.1994		x	3.5168	34.42	x		3.8087	-0.55
Tue	01/26/21	260.25977	1.15474	11	0.2193		x	3.4969	34.44	x		3.8286	-0.57
Wed	01/27/21	260.25465	1.15472	12	0.2392		x	3.4770	34.46	x		3.8485	-0.59
Thu	01/28/21	260.24952	1.15469	13	0.2592		x	3.4570	34.49	x		3.8685	-0.62
Fri	01/29/21	260.24439	1.15467	14	0.2791		x	3.4371	34.51	x		3.8884	-0.64
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	1.15460	17	0.3389		x	3.3773	34.58	x		3.9482	-0.71
Tue	02/02/21	260.23775	1.15464	18	0.3588		x	3.3574	34.54	x		3.9681	-0.67
Wed	02/03/21	260.24650	1.15468	19	0.3788		x	3.3374	34.50	x		3.9881	-0.63
Thu	02/04/21	260.25525	1.15472	20	0.3987		x	3.3175	34.46	x		4.0080	-0.59
Fri	02/05/21	260.26400	1.15476	21	0.4187		x	3.2975	34.42	x		4.0280	-0.55
Mon	02/08/21	260.29025	1.15488	24	0.4785		x	3.2377	34.30	x		4.0878	-0.43
Tue	02/09/21	260.29900	1.15491	25	0.4985		x	3.2177	34.27	x		4.1078	-0.40
Wed	02/10/21	260.30775	1.15495	26	0.5185		x	3.1977	34.23	x		4.1278	-0.36
Thu	02/11/21	260.31650	1.15499	27	0.5384		x	3.1778	34.19	x		4.1477	-0.32
Fri	02/12/21	260.32525	1.15503	28	0.5584		x	3.1578	34.15	x		4.1677	-0.28
Mon	02/15/21	260.35150	1.15515	31	0.6183		x	3.0979	34.03	x		4.2276	-0.16
Tue	02/16/21	260.36025	1.15519	32	0.6382		x	3.0780	33.99	x		4.2475	-0.12
Wed	02/17/21	260.36900	1.15522	33	0.6582		x	3.0580	33.96	x		4.2675	-0.09
Thu	02/18/21	260.37775	1.15526	34	0.6782		x	3.0380	33.92	x		4.2875	-0.05
Fri	02/19/21	260.38650	1.15530	35	0.6981		x	3.0181	33.88	x		4.3074	-0.01
Mon	02/22/21	260.41275	1.15542	38	0.7580		x	2.9582	33.76	x		4.3673	0.11
Tue	02/23/21	260.42150	1.15546	39	0.7780		x	2.9382	33.72	x		4.3873	0.15
Wed	02/24/21	260.43025	1.15550	40	0.7980		x	2.9182	33.68	x		4.4073	0.19
Thu	02/25/21	260.43900	1.15554	41	0.8180		x	2.8982	33.64	x		4.4273	0.23
Fri	02/26/21	260.44775	1.15557	42	0.8379		x	2.8783	33.61	x		4.4472	0.26
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	1.15569	45	0.8979		x	2.8183	33.49	x		4.5072	0.38
Tue	03/02/21	260.50974	1.15585	46	0.9180		x	2.7982	33.33	x		4.5273	0.54
Wed	03/03/21	260.54548	1.15601	47	0.9381		x	2.7781	33.17	x		4.5474	0.70
Thu	03/04/21	260.58123	1.15617	48	0.9582		x	2.7580	33.01	x		4.5675	0.86
Fri	03/05/21	260.61697	1.15633	49	0.9782		x	2.7380	32.85	x		4.5875	1.02
Mon	03/08/21	260.72419	1.15680	52	1.0386		x	2.6776	32.38	x		4.6479	1.49
Tue	03/09/21	260.75994	1.15696	53	1.0587		x	2.6575	32.22	x		4.6680	1.65
Wed	03/10/21	260.79568	1.15712	54	1.0788		x	2.6374	32.06	x		4.6881	1.81
Thu	03/11/21	260.83142	1.15728	55	1.0989		x	2.6173	31.90	x		4.7082	1.97
Fri	03/12/21	260.86716	1.15744	56	1.1191		x	2.5971	31.74	x		4.7284	2.13
Mon	03/15/21	260.97439	1.15791	59	1.1795		x	2.5367	31.27	x		4.7888	2.60
Tue	03/16/21	261.01013	1.15807	60	1.1997		x	2.5165	31.11	x		4.8090	2.76
Wed	03/17/21	261.04587	1.15823	61	1.2198		x	2.4964	30.95	x		4.8291	2.92
Thu	03/18/21	261.08161	1.15839	62	1.2400		x	2.4762	30.79	x		4.8493	3.08
Fri	03/19/21	261.11735	1.15855	63	1.2602		x	2.4560	30.63	x		4.8695	3.24
Mon	03/22/21	261.22458	1.15902	66	1.3207		x	2.3955	30.16	x		4.9300	3.71
Tue	03/23/21	261.26032	1.15918	67	1.3409		x	2.3753	30.00	x		4.9502	3.87
Wed	03/24/21	261.29606	1.15934	68	1.3611		x	2.3551	29.84	x		4.9704	4.03
Thu	03/25/21	261.33181	1.15950	69	1.3813		x	2.3349	29.68	x		4.9906	4.19
Fri	03/26/21	261.36755	1.15966	70	1.4015		x	2.3147	29.52	x		5.0108	4.35
Mon	03/29/21	261.47477	1.16013	73	1.4622		x	2.2540	29.05	x		5.0715	4.82
Tue	03/30/21	261.51052	1.16029	74	1.4824		x	2.2338	28.89	x		5.0917	4.98
Wed	03/31/21	261.54626	1.16045	75	1.5027		x	2.2135	28.73	x		5.1120	5.14
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Thu	04/01/21	261.58200	1.16061	76	1.5229		x	2.1933	28.57	x		5.1322	5.30
Fri	04/02/21	261.62973	1.16082	77	1.5432		x	2.1730	28.36	x		5.1525	5.51
Mon	04/05/21	261.77293	1.16145	80	1.6042		x	2.1120	27.73	x		5.2135	6.14
Tue	04/06/21	261.82067	1.16167	81	1.6246		x	2.0916	27.51	x		5.2339	6.36
Wed	04/07/21	261.86840	1.16188	82	1.6449		x	2.0713	27.30	x		5.2542	6.57
Thu	04/08/21	261.91613	1.16209	83	1.6653		x	2.0509	27.09	x		5.2746	6.78
Fri	04/09/21	261.96387	1.16230	84	1.6857		x	2.0305	26.88	x		5.2950	6.99
Mon	04/12/21	262.10707	1.16294	87	1.7468		x	1.9694	26.24	x		5.3561	7.63
Tue	04/13/21	262.15480	1.16315	88	1.7672		x	1.9490	26.03	x		5.3765	7.84
Wed	04/14/21	262.20253	1.16336	89	1.7876		x	1.9286	25.82	x		5.3969	8.05
Thu	04/15/21	262.25027	1.16357	90	1.8080		x	1.9082	25.61	x		5.4173	8.26
Fri	04/16/21	262.29800	1.16378	91	1.8285		x	1.8877	25.40	x		5.4378	8.47
Mon	04/19/21	262.44120	1.16442	94	1.8898		x	1.8264	24.76	x		5.4991	9.11
Tue	04/20/21	262.48893	1.16463	95	1.9102		x	1.8060	24.55	x		5.5195	9.32
Wed	04/21/21	262.53667	1.16484	96	1.9307		x	1.7855	24.34	x		5.5400	9.53
Thu	04/22/21	262.58440	1.16505	97	1.9511		x	1.7651	24.13	x		5.5604	9.74
Fri	04/23/21	262.63213	1.16527	98	1.9716		x	1.7446	23.91	x		5.5809	9.96
Mon	04/26/21	262.77533	1.16590	101	2.0331		x	1.6831	23.28	x		5.6424	10.59
Tue	04/27/21	262.82307	1.16611	102	2.0536		x	1.6626	23.07	x		5.6629	10.80
Wed	04/28/21	262.87080	1.16633	103	2.0741		x	1.6421	22.85	x		5.6834	11.02
Thu	04/29/21	262.91853	1.16654	104	2.0946		x	1.6216	22.64	x		5.7039	11.23
Fri	04/30/21	262.96627	1.16675	105	2.1151		x	1.6011	22.43	x		5.7244	11.44
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	1.16749	108	2.1769		x	1.5393	21.69	x		5.7862	12.18
Tue	05/04/21	263.19429	1.16776	109	2.1976		x	1.5186	21.42	x		5.8069	12.45
Wed	05/05/21	263.25439	1.16803	110	2.2183		x	1.4979	21.15	x		5.8276	12.72
Thu	05/06/21	263.31448	1.16829	111	2.2390		x	1.4772	20.89	x		5.8483	12.98
Fri	05/07/21	263.37458	1.16856	112	2.2596		x	1.4566	20.62	x		5.8689	13.25
Mon	05/10/21	263.55487	1.16936	115	2.3218		x	1.3944	19.82	x		5.9311	14.05
Tue	05/11/21	263.61497	1.16963	116	2.3425		x	1.3737	19.55	x		5.9518	14.32
Wed	05/12/21	263.67506	1.16989	117	2.3632		x	1.3530	19.29	x		5.9725	14.58
Thu	05/13/21	263.73516	1.17016	118	2.3840		x	1.3322	19.02	x		5.9933	14.85
Fri	05/14/21	263.79526	1.17043	119	2.4047		x	1.3115	18.75	x		6.0140	15.12
Mon	05/17/21	263.97555	1.17123	122	2.4670		x	1.2492	17.95	x		6.0763	15.92
Tue	05/18/21	264.03565	1.17149	123	2.4878		x	1.2284	17.69	x		6.0971	16.18
Wed	05/19/21	264.09574	1.17176	124	2.5086		x	1.2076	17.42	x		6.1179	16.45
Thu	05/20/21	264.15584	1.17203	125	2.5294		x	1.1868	17.15	x		6.1387	16.72
Fri	05/21/21	264.21594	1.17229	126	2.5502		x	1.1660	16.89	x		6.1595	16.98
Mon	05/24/21	264.39623	1.17309	129	2.6127		x	1.1035	16.09	x		6.2220	17.78
Tue	05/25/21	264.45632	1.17336	130	2.6336		x	1.0826	15.82	x		6.2429	18.05
Wed	05/26/21	264.51642	1.17363	131	2.6544		x	1.0618	15.55	x		6.2637	18.32
Thu	05/27/21	264.57652	1.17389	132	2.6753		x	1.0409	15.29	x		6.2846	18.58
Fri	05/28/21	264.63661	1.17416	133	2.6962		x	1.0200	15.02	x		6.3055	18.85
Mon	05/31/21	264.81690	1.17496	136	2.7589		x	0.9573	14.22	x		6.3682	19.65
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Tue	06/01/21	264.87700	1.17523	137	2.7798		x	0.9364	13.95	x		6.3891	19.92
Wed	06/02/21	264.94957	1.17555	138	2.8009		x	0.9153	13.63	x		6.4102	20.24
Thu	06/03/21	265.02213	1.17587	139	2.8219		x	0.8943	13.31	x		6.4312	20.56
Fri	06/04/21	265.09470	1.17619	140	2.8430		x	0.8732	12.99	x		6.4523	20.88
Mon	06/07/21	265.31240	1.17716	143	2.9063		x	0.8099	12.02	x		6.5156	21.85
Tue	06/08/21	265.38497	1.17748	144	2.9274		x	0.7888	11.70	x		6.5367	22.17
Wed	06/09/21	265.45753	1.17780	145	2.9486		x	0.7676	11.38	x		6.5579	22.49
Thu	06/10/21	265.53010	1.17812	146	2.9697		x	0.7465	11.06	x		6.5790	22.81
Fri	06/11/21	265.60267	1.17845	147	2.9909		x	0.7253	10.73	x		6.6002	23.14
Mon	06/14/21	265.82037	1.17941	150	3.0544		x	0.6618	9.77	x		6.6637	24.10
Tue	06/15/21	265.89293	1.17973	151	3.0756		x	0.6406	9.45	x		6.6849	24.42
Wed	06/16/21	265.96550	1.18006	152	3.0968		x	0.6194	9.12	x		6.7061	24.75
Thu	06/17/21	266.03807	1.18038	153	3.1181		x	0.5981	8.80	x		6.7274	25.07
Fri	06/18/21	266.11063	1.18070	154	3.1393		x	0.5769	8.48	x		6.7486	25.39
Mon	06/21/21	266.32833	1.18167	157	3.2031		x	0.5131	7.51	x		6.8124	26.36
Tue	06/22/21	266.40090	1.18199	158	3.2244		x	0.4918	7.19	x		6.8337	26.68
Wed	06/23/21	266.47347	1.18231	159	3.2456		x	0.4706	6.87	x		6.8549	27.00
Thu	06/24/21	266.54603	1.18263	160	3.2669		x	0.4493	6.55	x		6.8762	27.32
Fri	06/25/21	266.61860	1.18295	161	3.2882		x	0.4280	6.23	x		6.8975	27.64
Mon	06/28/21	266.83630	1.18392	164	3.3523		x	0.3639	5.26	x		6.9616	28.61
Tue	06/29/21	266.90887	1.18424	165	3.3736		x	0.3426	4.94	x		6.9829	28.93
Wed	06/30/21	266.98143	1.18456	166	3.3950		x	0.3212	4.62	x		7.0043	29.25
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	1.18489	167	3.4164		x	0.2998	4.29	x		7.0257	29.58
Fri	07/02/21	267.12306	1.18519	168	3.4377		x	0.2785	3.99	x		7.0470	29.88
Mon	07/05/21	267.33026	1.18611	171	3.5018		x	0.2144	3.07	x		7.1111	30.80
Tue	07/06/21	267.39932	1.18642	172	3.5232		x	0.1930	2.76	x		7.1325	31.11
Wed	07/07/21	267.46839	1.18672	173	3.5446		x	0.1716	2.46	x		7.1539	31.41
Thu	07/08/21	267.53745	1.18703	174	3.5660		x	0.1502	2.15	x		7.1753	31.72
Fri	07/09/21	267.60652	1.18734	175	3.5874		x	0.1288	1.84	x		7.1967	32.03
Mon	07/12/21	267.81371	1.18826	178	3.6518		x	0.0644	0.92	x		7.2611	32.95
Tue	07/13/21	267.88277	1.18856	179	3.6732		x	0.0430	0.62	x		7.2825	33.25
Wed	07/14/21	267.95184	1.18887	180	3.6947		x	0.0215	0.31	x		7.3040	33.56
Thu	07/15/21	268.02090	1.18918	0	0.0000			0.0000	0.00	x	x	7.3255	33.87

Generated 12/10/21 10:13