0.75% 30-Year Treasury Inflation Protected Security (TIPS) due February 15, 2045

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

CUSIP Number	912810RL4	Interest 02/15/21 (184 days)	$4.1460
Dated Date	February 15, 2015	Interest 08/15/21 (181 days)
Ref CPI on Dated Date	235.48150
Original Issue Date	February 27, 2015

						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	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Fri	01/01/21	260.38800	1.10577	139	3.1325	x		1.0135	11.15			3.1325	0.00
Mon	01/04/21	260.37261	1.10570	142	3.1999	x		0.9461	11.22			3.1999	-0.07
Tue	01/05/21	260.36748	1.10568	143	3.2224	x		0.9236	11.24			3.2224	-0.09
Wed	01/06/21	260.36235	1.10566	144	3.2449	x		0.9011	11.26			3.2449	-0.11
Thu	01/07/21	260.35723	1.10564	145	3.2673	x		0.8787	11.28			3.2673	-0.13
Fri	01/08/21	260.35210	1.10562	146	3.2898	x		0.8562	11.30			3.2898	-0.15
Mon	01/11/21	260.33671	1.10555	149	3.3572	x		0.7888	11.37			3.3572	-0.22
Tue	01/12/21	260.33158	1.10553	150	3.3797	x		0.7663	11.39			3.3797	-0.24
Wed	01/13/21	260.32645	1.10551	151	3.4021	x		0.7439	11.41			3.4021	-0.26
Thu	01/14/21	260.32132	1.10549	152	3.4246	x		0.7214	11.43			3.4246	-0.28
Fri	01/15/21	260.31619	1.10546	153	3.4471	x		0.6989	11.46			3.4471	-0.31
Mon	01/18/21	260.30081	1.10540	156	3.5145	x		0.6315	11.52			3.5145	-0.37
Tue	01/19/21	260.29568	1.10538	157	3.5369	x		0.6091	11.54			3.5369	-0.39
Wed	01/20/21	260.29055	1.10535	158	3.5593	x		0.5867	11.57			3.5593	-0.42
Thu	01/21/21	260.28542	1.10533	159	3.5818	x		0.5642	11.59			3.5818	-0.44
Fri	01/22/21	260.28029	1.10531	160	3.6043	x		0.5417	11.61			3.6043	-0.46
Mon	01/25/21	260.26490	1.10525	163	3.6717	x		0.4743	11.67			3.6717	-0.52
Tue	01/26/21	260.25977	1.10522	164	3.6941	x		0.4519	11.70			3.6941	-0.55
Wed	01/27/21	260.25465	1.10520	165	3.7165	x		0.4295	11.72			3.7165	-0.57
Thu	01/28/21	260.24952	1.10518	166	3.7390	x		0.4070	11.74			3.7390	-0.59
Fri	01/29/21	260.24439	1.10516	167	3.7614	x		0.3846	11.76			3.7614	-0.61
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	1.10509	170	3.8288	x		0.3172	11.83			3.8288	-0.68
Tue	02/02/21	260.23775	1.10513	171	3.8514	x		0.2946	11.79			3.8514	-0.64
Wed	02/03/21	260.24650	1.10517	172	3.8741	x		0.2719	11.75			3.8741	-0.60
Thu	02/04/21	260.25525	1.10520	173	3.8967	x		0.2493	11.72			3.8967	-0.57
Fri	02/05/21	260.26400	1.10524	174	3.9194	x		0.2266	11.68			3.9194	-0.53
Mon	02/08/21	260.29025	1.10535	177	3.9874	x		0.1586	11.57			3.9874	-0.42
Tue	02/09/21	260.29900	1.10539	178	4.0100	x		0.1360	11.53			4.0100	-0.38
Wed	02/10/21	260.30775	1.10543	179	4.0327	x		0.1133	11.49			4.0327	-0.34
Thu	02/11/21	260.31650	1.10546	180	4.0554	x		0.0906	11.46			4.0554	-0.31
Fri	02/12/21	260.32525	1.10550	181	4.0780	x		0.0680	11.42			4.0780	-0.27
Mon	02/15/21	260.35150	1.10561	0	0.0000			0.0000	11.31	x		4.1460	-0.16
Tue	02/16/21	260.36025	1.10565	1	0.0229			-0.0229	11.27	x		4.1689	-0.12
Wed	02/17/21	260.36900	1.10569	2	0.0458			-0.0458	11.23	x		4.1918	-0.08
Thu	02/18/21	260.37775	1.10572	3	0.0687			-0.0687	11.20	x		4.2147	-0.05
Fri	02/19/21	260.38650	1.10576	4	0.0916			-0.0916	11.16	x		4.2376	-0.01
Mon	02/22/21	260.41275	1.10587	7	0.1604			-0.1604	11.05	x		4.3064	0.10
Tue	02/23/21	260.42150	1.10591	8	0.1833			-0.1833	11.01	x		4.3293	0.14
Wed	02/24/21	260.43025	1.10595	9	0.2062			-0.2062	10.97	x		4.3522	0.18
Thu	02/25/21	260.43900	1.10598	10	0.2291			-0.2291	10.94	x		4.3751	0.21
Fri	02/26/21	260.44775	1.10602	11	0.2521			-0.2521	10.90	x		4.3981	0.25
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	1.10613	14	0.3208			-0.3208	10.79	x		4.4668	0.36
Tue	03/02/21	260.50974	1.10629	15	0.3438			-0.3438	10.63	x		4.4898	0.52
Wed	03/03/21	260.54548	1.10644	16	0.3668			-0.3668	10.48	x		4.5128	0.67
Thu	03/04/21	260.58123	1.10659	17	0.3898			-0.3898	10.33	x		4.5358	0.82
Fri	03/05/21	260.61697	1.10674	18	0.4127			-0.4127	10.18	x		4.5587	0.97
Mon	03/08/21	260.72419	1.10720	21	0.4817			-0.4817	9.72	x		4.6277	1.43
Tue	03/09/21	260.75994	1.10735	22	0.5047			-0.5047	9.57	x		4.6507	1.58
Wed	03/10/21	260.79568	1.10750	23	0.5277			-0.5277	9.42	x		4.6737	1.73
Thu	03/11/21	260.83142	1.10765	24	0.5508			-0.5508	9.27	x		4.6968	1.88
Fri	03/12/21	260.86716	1.10780	25	0.5738			-0.5738	9.12	x		4.7198	2.03
Mon	03/15/21	260.97439	1.10826	28	0.6429			-0.6429	8.66	x		4.7889	2.49
Tue	03/16/21	261.01013	1.10841	29	0.6660			-0.6660	8.51	x		4.8120	2.64
Wed	03/17/21	261.04587	1.10856	30	0.6890			-0.6890	8.36	x		4.8350	2.79
Thu	03/18/21	261.08161	1.10871	31	0.7121			-0.7121	8.21	x		4.8581	2.94
Fri	03/19/21	261.11735	1.10887	32	0.7352			-0.7352	8.05	x		4.8812	3.10
Mon	03/22/21	261.22458	1.10932	35	0.8044			-0.8044	7.60	x		4.9504	3.55
Tue	03/23/21	261.26032	1.10947	36	0.8275			-0.8275	7.45	x		4.9735	3.70
Wed	03/24/21	261.29606	1.10962	37	0.8506			-0.8506	7.30	x		4.9966	3.85
Thu	03/25/21	261.33181	1.10978	38	0.8737			-0.8737	7.14	x		5.0197	4.01
Fri	03/26/21	261.36755	1.10993	39	0.8968			-0.8968	6.99	x		5.0428	4.16
Mon	03/29/21	261.47477	1.11038	42	0.9662			-0.9662	6.54	x		5.1122	4.61
Tue	03/30/21	261.51052	1.11054	43	0.9894			-0.9894	6.38	x		5.1354	4.77
Wed	03/31/21	261.54626	1.11069	44	1.0125			-1.0125	6.23	x		5.1585	4.92
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	1.11084	45	1.0357			-1.0357	6.08	x		5.1817	5.07
Fri	04/02/21	261.62973	1.11104	46	1.0589			-1.0589	5.88	x		5.2049	5.27
Mon	04/05/21	261.77293	1.11165	49	1.1285			-1.1285	5.27	x		5.2745	5.88
Tue	04/06/21	261.82067	1.11185	50	1.1518			-1.1518	5.07	x		5.2978	6.08
Wed	04/07/21	261.86840	1.11206	51	1.1750			-1.1750	4.86	x		5.3210	6.29
Thu	04/08/21	261.91613	1.11226	52	1.1983			-1.1983	4.66	x		5.3443	6.49
Fri	04/09/21	261.96387	1.11246	53	1.2216			-1.2216	4.46	x		5.3676	6.69
Mon	04/12/21	262.10707	1.11307	56	1.2914			-1.2914	3.85	x		5.4374	7.30
Tue	04/13/21	262.15480	1.11327	57	1.3147			-1.3147	3.65	x		5.4607	7.50
Wed	04/14/21	262.20253	1.11347	58	1.3380			-1.3380	3.45	x		5.4840	7.70
Thu	04/15/21	262.25027	1.11368	59	1.3613			-1.3613	3.24	x		5.5073	7.91
Fri	04/16/21	262.29800	1.11388	60	1.3847			-1.3847	3.04	x		5.5307	8.11
Mon	04/19/21	262.44120	1.11449	63	1.4547			-1.4547	2.43	x		5.6007	8.72
Tue	04/20/21	262.48893	1.11469	64	1.4780			-1.4780	2.23	x		5.6240	8.92
Wed	04/21/21	262.53667	1.11489	65	1.5014			-1.5014	2.03	x		5.6474	9.12
Thu	04/22/21	262.58440	1.11510	66	1.5248			-1.5248	1.82	x		5.6708	9.33
Fri	04/23/21	262.63213	1.11530	67	1.5482			-1.5482	1.62	x		5.6942	9.53
Mon	04/26/21	262.77533	1.11591	70	1.6184			-1.6184	1.01	x		5.7644	10.14
Tue	04/27/21	262.82307	1.11611	71	1.6418			-1.6418	0.81	x		5.7878	10.34
Wed	04/28/21	262.87080	1.11631	72	1.6652			-1.6652	0.61	x		5.8112	10.54
Thu	04/29/21	262.91853	1.11651	73	1.6886			-1.6886	0.41	x		5.8346	10.74
Fri	04/30/21	262.96627	1.11672	74	1.7121			-1.7121	0.20	x		5.8581	10.95
Sat	05/01/21	263.01400	1.11692	75	1.7355			-1.7355	0.00	x		5.8815	11.15

Generated 03/10/21 08:42