0.125% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2026

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

CUSIP Number	912828S50	Interest 01/15/21 (184 days)	$0.6788
Dated Date	July 15, 2016	Interest 07/15/21 (181 days)	$0.6988
Ref CPI on Dated Date	239.70132	Interest Total	$1.3776
Original Issue Date	July 29, 2016	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	1.08630	170	0.6273	x	x	0.7503	67.59			0.6273	0.00
Mon	01/04/21	260.37261	1.08624	173	0.6383	x	x	0.7393	67.65			0.6383	-0.06
Tue	01/05/21	260.36748	1.08622	174	0.6420	x	x	0.7356	67.67			0.6420	-0.08
Wed	01/06/21	260.36235	1.08619	175	0.6457	x	x	0.7319	67.70			0.6457	-0.11
Thu	01/07/21	260.35723	1.08617	176	0.6493	x	x	0.7283	67.72			0.6493	-0.13
Fri	01/08/21	260.35210	1.08615	177	0.6530	x	x	0.7246	67.74			0.6530	-0.15
Mon	01/11/21	260.33671	1.08609	180	0.6640	x	x	0.7136	67.80			0.6640	-0.21
Tue	01/12/21	260.33158	1.08607	181	0.6677	x	x	0.7099	67.82			0.6677	-0.23
Wed	01/13/21	260.32645	1.08605	182	0.6714	x	x	0.7062	67.84			0.6714	-0.25
Thu	01/14/21	260.32132	1.08602	183	0.6751	x	x	0.7025	67.87			0.6751	-0.28
Fri	01/15/21	260.31619	1.08600	0	0.0000		x	0.6988	67.89	x		0.6788	-0.30
Mon	01/18/21	260.30081	1.08594	3	0.0112		x	0.6876	67.95	x		0.6900	-0.36
Tue	01/19/21	260.29568	1.08592	4	0.0150		x	0.6838	67.97	x		0.6938	-0.38
Wed	01/20/21	260.29055	1.08590	5	0.0187		x	0.6801	67.99	x		0.6975	-0.40
Thu	01/21/21	260.28542	1.08587	6	0.0225		x	0.6763	68.02	x		0.7013	-0.43
Fri	01/22/21	260.28029	1.08585	7	0.0262		x	0.6726	68.04	x		0.7050	-0.45
Mon	01/25/21	260.26490	1.08579	10	0.0375		x	0.6613	68.10	x		0.7163	-0.51
Tue	01/26/21	260.25977	1.08577	11	0.0412		x	0.6576	68.12	x		0.7200	-0.53
Wed	01/27/21	260.25465	1.08575	12	0.0450		x	0.6538	68.14	x		0.7238	-0.55
Thu	01/28/21	260.24952	1.08572	13	0.0487		x	0.6501	68.17	x		0.7275	-0.58
Fri	01/29/21	260.24439	1.08570	14	0.0525		x	0.6463	68.19	x		0.7313	-0.60
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	02/01/21	260.22900	1.08564	17	0.0637		x	0.6351	68.25	x		0.7425	-0.66
Tue	02/02/21	260.23775	1.08568	18	0.0675		x	0.6313	68.21	x		0.7463	-0.62
Wed	02/03/21	260.24650	1.08571	19	0.0712		x	0.6276	68.18	x		0.7500	-0.59
Thu	02/04/21	260.25525	1.08575	20	0.0750		x	0.6238	68.14	x		0.7538	-0.55
Fri	02/05/21	260.26400	1.08578	21	0.0787		x	0.6201	68.11	x		0.7575	-0.52
Mon	02/08/21	260.29025	1.08589	24	0.0900		x	0.6088	68.00	x		0.7688	-0.41
Tue	02/09/21	260.29900	1.08593	25	0.0937		x	0.6051	67.96	x		0.7725	-0.37
Wed	02/10/21	260.30775	1.08597	26	0.0975		x	0.6013	67.92	x		0.7763	-0.33
Thu	02/11/21	260.31650	1.08600	27	0.1013		x	0.5975	67.89	x		0.7801	-0.30
Fri	02/12/21	260.32525	1.08604	28	0.1050		x	0.5938	67.85	x		0.7838	-0.26
Mon	02/15/21	260.35150	1.08615	31	0.1163		x	0.5825	67.74	x		0.7951	-0.15
Tue	02/16/21	260.36025	1.08619	32	0.1200		x	0.5788	67.70	x		0.7988	-0.11
Wed	02/17/21	260.36900	1.08622	33	0.1238		x	0.5750	67.67	x		0.8026	-0.08
Thu	02/18/21	260.37775	1.08626	34	0.1275		x	0.5713	67.63	x		0.8063	-0.04
Fri	02/19/21	260.38650	1.08630	35	0.1313		x	0.5675	67.59	x		0.8101	0.00
Mon	02/22/21	260.41275	1.08641	38	0.1426		x	0.5562	67.48	x		0.8214	0.11
Tue	02/23/21	260.42150	1.08644	39	0.1463		x	0.5525	67.45	x		0.8251	0.14
Wed	02/24/21	260.43025	1.08648	40	0.1501		x	0.5487	67.41	x		0.8289	0.18
Thu	02/25/21	260.43900	1.08651	41	0.1538		x	0.5450	67.38	x		0.8326	0.21
Fri	02/26/21	260.44775	1.08655	42	0.1576		x	0.5412	67.34	x		0.8364	0.25
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	03/01/21	260.47400	1.08666	45	0.1689		x	0.5299	67.23	x		0.8477	0.36
Tue	03/02/21	260.50974	1.08681	46	0.1726		x	0.5262	67.08	x		0.8514	0.51
Wed	03/03/21	260.54548	1.08696	47	0.1764		x	0.5224	66.93	x		0.8552	0.66
Thu	03/04/21	260.58123	1.08711	48	0.1802		x	0.5186	66.78	x		0.8590	0.81
Fri	03/05/21	260.61697	1.08726	49	0.1840		x	0.5148	66.63	x		0.8628	0.96
Mon	03/08/21	260.72419	1.08770	52	0.1953		x	0.5035	66.19	x		0.8741	1.40
Tue	03/09/21	260.75994	1.08785	53	0.1991		x	0.4997	66.04	x		0.8779	1.55
Wed	03/10/21	260.79568	1.08800	54	0.2029		x	0.4959	65.89	x		0.8817	1.70
Thu	03/11/21	260.83142	1.08815	55	0.2067		x	0.4921	65.74	x		0.8855	1.85
Fri	03/12/21	260.86716	1.08830	56	0.2104		x	0.4884	65.59	x		0.8892	2.00
Mon	03/15/21	260.97439	1.08875	59	0.2218		x	0.4770	65.14	x		0.9006	2.45
Tue	03/16/21	261.01013	1.08890	60	0.2256		x	0.4732	64.99	x		0.9044	2.60
Wed	03/17/21	261.04587	1.08905	61	0.2294		x	0.4694	64.84	x		0.9082	2.75
Thu	03/18/21	261.08161	1.08920	62	0.2332		x	0.4656	64.69	x		0.9120	2.90
Fri	03/19/21	261.11735	1.08934	63	0.2370		x	0.4618	64.55	x		0.9158	3.04
Mon	03/22/21	261.22458	1.08979	66	0.2484		x	0.4504	64.10	x		0.9272	3.49
Tue	03/23/21	261.26032	1.08994	67	0.2522		x	0.4466	63.95	x		0.9310	3.64
Wed	03/24/21	261.29606	1.09009	68	0.2560		x	0.4428	63.80	x		0.9348	3.79
Thu	03/25/21	261.33181	1.09024	69	0.2598		x	0.4390	63.65	x		0.9386	3.94
Fri	03/26/21	261.36755	1.09039	70	0.2636		x	0.4352	63.50	x		0.9424	4.09
Mon	03/29/21	261.47477	1.09084	73	0.2750		x	0.4238	63.05	x		0.9538	4.54
Tue	03/30/21	261.51052	1.09098	74	0.2788		x	0.4200	62.91	x		0.9576	4.68
Wed	03/31/21	261.54626	1.09113	75	0.2826		x	0.4162	62.76	x		0.9614	4.83
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	1.09128	76	0.2864		x	0.4124	62.61	x		0.9652	4.98
Fri	04/02/21	261.62973	1.09148	77	0.2902		x	0.4086	62.41	x		0.9690	5.18
Mon	04/05/21	261.77293	1.09208	80	0.3017		x	0.3971	61.81	x		0.9805	5.78
Tue	04/06/21	261.82067	1.09228	81	0.3055		x	0.3933	61.61	x		0.9843	5.98
Wed	04/07/21	261.86840	1.09248	82	0.3093		x	0.3895	61.41	x		0.9881	6.18
Thu	04/08/21	261.91613	1.09268	83	0.3132		x	0.3856	61.21	x		0.9920	6.38
Fri	04/09/21	261.96387	1.09288	84	0.3170		x	0.3818	61.01	x		0.9958	6.58
Mon	04/12/21	262.10707	1.09347	87	0.3285		x	0.3703	60.42	x		1.0073	7.17
Tue	04/13/21	262.15480	1.09367	88	0.3323		x	0.3665	60.22	x		1.0111	7.37
Wed	04/14/21	262.20253	1.09387	89	0.3362		x	0.3626	60.02	x		1.0150	7.57
Thu	04/15/21	262.25027	1.09407	90	0.3400		x	0.3588	59.82	x		1.0188	7.77
Fri	04/16/21	262.29800	1.09427	91	0.3438		x	0.3550	59.62	x		1.0226	7.97
Mon	04/19/21	262.44120	1.09487	94	0.3554		x	0.3434	59.02	x		1.0342	8.57
Tue	04/20/21	262.48893	1.09507	95	0.3592		x	0.3396	58.82	x		1.0380	8.77
Wed	04/21/21	262.53667	1.09527	96	0.3631		x	0.3357	58.62	x		1.0419	8.97
Thu	04/22/21	262.58440	1.09546	97	0.3669		x	0.3319	58.43	x		1.0457	9.16
Fri	04/23/21	262.63213	1.09566	98	0.3708		x	0.3280	58.23	x		1.0496	9.36
Mon	04/26/21	262.77533	1.09626	101	0.3823		x	0.3165	57.63	x		1.0611	9.96
Tue	04/27/21	262.82307	1.09646	102	0.3862		x	0.3126	57.43	x		1.0650	10.16
Wed	04/28/21	262.87080	1.09666	103	0.3900		x	0.3088	57.23	x		1.0688	10.36
Thu	04/29/21	262.91853	1.09686	104	0.3939		x	0.3049	57.03	x		1.0727	10.56
Fri	04/30/21	262.96627	1.09706	105	0.3978		x	0.3010	56.83	x		1.0766	10.76
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	1.09776	108	0.4094		x	0.2894	56.13	x		1.0882	11.46
Tue	05/04/21	263.19429	1.09801	109	0.4133		x	0.2855	55.88	x		1.0921	11.71
Wed	05/05/21	263.25439	1.09826	110	0.4172		x	0.2816	55.63	x		1.0960	11.96
Thu	05/06/21	263.31448	1.09851	111	0.4210		x	0.2778	55.38	x		1.0998	12.21
Fri	05/07/21	263.37458	1.09876	112	0.4249		x	0.2739	55.13	x		1.1037	12.46
Mon	05/10/21	263.55487	1.09951	115	0.4366		x	0.2622	54.38	x		1.1154	13.21
Tue	05/11/21	263.61497	1.09976	116	0.4405		x	0.2583	54.13	x		1.1193	13.46
Wed	05/12/21	263.67506	1.10002	117	0.4444		x	0.2544	53.87	x		1.1232	13.72
Thu	05/13/21	263.73516	1.10027	118	0.4483		x	0.2505	53.62	x		1.1271	13.97
Fri	05/14/21	263.79526	1.10052	119	0.4522		x	0.2466	53.37	x		1.1310	14.22
Mon	05/17/21	263.97555	1.10127	122	0.4639		x	0.2349	52.62	x		1.1427	14.97
Tue	05/18/21	264.03565	1.10152	123	0.4678		x	0.2310	52.37	x		1.1466	15.22
Wed	05/19/21	264.09574	1.10177	124	0.4718		x	0.2270	52.12	x		1.1506	15.47
Thu	05/20/21	264.15584	1.10202	125	0.4757		x	0.2231	51.87	x		1.1545	15.72
Fri	05/21/21	264.21594	1.10227	126	0.4796		x	0.2192	51.62	x		1.1584	15.97
Mon	05/24/21	264.39623	1.10302	129	0.4913		x	0.2075	50.87	x		1.1701	16.72
Tue	05/25/21	264.45632	1.10327	130	0.4953		x	0.2035	50.62	x		1.1741	16.97
Wed	05/26/21	264.51642	1.10353	131	0.4992		x	0.1996	50.36	x		1.1780	17.23
Thu	05/27/21	264.57652	1.10378	132	0.5031		x	0.1957	50.11	x		1.1819	17.48
Fri	05/28/21	264.63661	1.10403	133	0.5070		x	0.1918	49.86	x		1.1858	17.73
Mon	05/31/21	264.81690	1.10478	136	0.5188		x	0.1800	49.11	x		1.1976	18.48
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Tue	06/01/21	264.87700	1.10503	137	0.5228		x	0.1760	48.86	x		1.2016	18.73
Wed	06/02/21	264.94957	1.10533	138	0.5267		x	0.1721	48.56	x		1.2055	19.03
Thu	06/03/21	265.02213	1.10563	139	0.5307		x	0.1681	48.26	x		1.2095	19.33
Fri	06/04/21	265.09470	1.10594	140	0.5346		x	0.1642	47.95	x		1.2134	19.64
Mon	06/07/21	265.31240	1.10685	143	0.5465		x	0.1523	47.04	x		1.2253	20.55
Tue	06/08/21	265.38497	1.10715	144	0.5505		x	0.1483	46.74	x		1.2293	20.85
Wed	06/09/21	265.45753	1.10745	145	0.5545		x	0.1443	46.44	x		1.2333	21.15
Thu	06/10/21	265.53010	1.10775	146	0.5585		x	0.1403	46.14	x		1.2373	21.45
Fri	06/11/21	265.60267	1.10806	147	0.5624		x	0.1364	45.83	x		1.2412	21.76
Mon	06/14/21	265.82037	1.10896	150	0.5744		x	0.1244	44.93	x		1.2532	22.66
Tue	06/15/21	265.89293	1.10927	151	0.5784		x	0.1204	44.62	x		1.2572	22.97
Wed	06/16/21	265.96550	1.10957	152	0.5824		x	0.1164	44.32	x		1.2612	23.27
Thu	06/17/21	266.03807	1.10987	153	0.5864		x	0.1124	44.02	x		1.2652	23.57
Fri	06/18/21	266.11063	1.11018	154	0.5904		x	0.1084	43.71	x		1.2692	23.88
Mon	06/21/21	266.32833	1.11108	157	0.6023		x	0.0965	42.81	x		1.2811	24.78
Tue	06/22/21	266.40090	1.11139	158	0.6064		x	0.0924	42.50	x		1.2852	25.09
Wed	06/23/21	266.47347	1.11169	159	0.6104		x	0.0884	42.20	x		1.2892	25.39
Thu	06/24/21	266.54603	1.11199	160	0.6144		x	0.0844	41.90	x		1.2932	25.69
Fri	06/25/21	266.61860	1.11230	161	0.6184		x	0.0804	41.59	x		1.2972	26.00
Mon	06/28/21	266.83630	1.11320	164	0.6304		x	0.0684	40.69	x		1.3092	26.90
Tue	06/29/21	266.90887	1.11351	165	0.6344		x	0.0644	40.38	x		1.3132	27.21
Wed	06/30/21	266.98143	1.11381	166	0.6384		x	0.0604	40.08	x		1.3172	27.51
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	1.11411	167	0.6425		x	0.0563	39.78	x		1.3213	27.81
Fri	07/02/21	267.12306	1.11440	168	0.6465		x	0.0523	39.49	x		1.3253	28.10
Mon	07/05/21	267.33026	1.11526	171	0.6585		x	0.0403	38.63	x		1.3373	28.96
Tue	07/06/21	267.39932	1.11555	172	0.6626		x	0.0362	38.34	x		1.3414	29.25
Wed	07/07/21	267.46839	1.11584	173	0.6666		x	0.0322	38.05	x		1.3454	29.54
Thu	07/08/21	267.53745	1.11613	174	0.6706		x	0.0282	37.76	x		1.3494	29.83
Fri	07/09/21	267.60652	1.11642	175	0.6746		x	0.0242	37.47	x		1.3534	30.12
Mon	07/12/21	267.81371	1.11728	178	0.6867		x	0.0121	36.61	x		1.3655	30.98
Tue	07/13/21	267.88277	1.11757	179	0.6908		x	0.0080	36.32	x		1.3696	31.27
Wed	07/14/21	267.95184	1.11786	180	0.6948		x	0.0040	36.03	x		1.3736	31.56
Thu	07/15/21	268.02090	1.11815	0	0.0000			0.0000	35.74	x	x	1.3776	31.85
Fri	07/16/21	268.08997	1.11843	1	0.0038			-0.0038	35.46	x	x	1.3814	32.13
Mon	07/19/21	268.29716	1.11930	4	0.0152			-0.0152	34.59	x	x	1.3928	33.00
Tue	07/20/21	268.36623	1.11959	5	0.0190			-0.0190	34.30	x	x	1.3966	33.29
Wed	07/21/21	268.43529	1.11987	6	0.0228			-0.0228	34.02	x	x	1.4004	33.57
Thu	07/22/21	268.50435	1.12016	7	0.0266			-0.0266	33.73	x	x	1.4042	33.86
Fri	07/23/21	268.57342	1.12045	8	0.0304			-0.0304	33.44	x	x	1.4080	34.15
Mon	07/26/21	268.78061	1.12131	11	0.0419			-0.0419	32.58	x	x	1.4195	35.01
Tue	07/27/21	268.84968	1.12160	12	0.0457			-0.0457	32.29	x	x	1.4233	35.30
Wed	07/28/21	268.91874	1.12189	13	0.0495			-0.0495	32.00	x	x	1.4271	35.59
Thu	07/29/21	268.98781	1.12218	14	0.0534			-0.0534	31.71	x	x	1.4310	35.88
Fri	07/30/21	269.05687	1.12247	15	0.0572			-0.0572	31.42	x	x	1.4348	36.17
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	1.12338	18	0.0687			-0.0687	30.51	x	x	1.4463	37.08
Tue	08/03/21	269.35635	1.12372	19	0.0725			-0.0725	30.17	x	x	1.4501	37.42
Wed	08/04/21	269.43703	1.12405	20	0.0764			-0.0764	29.84	x	x	1.4540	37.75
Thu	08/05/21	269.51771	1.12439	21	0.0802			-0.0802	29.50	x	x	1.4578	38.09
Fri	08/06/21	269.59839	1.12473	22	0.0840			-0.0840	29.16	x	x	1.4616	38.43
Mon	08/09/21	269.84042	1.12574	25	0.0956			-0.0956	28.15	x	x	1.4732	39.44
Tue	08/10/21	269.92110	1.12607	26	0.0994			-0.0994	27.82	x	x	1.4770	39.77
Wed	08/11/21	270.00177	1.12641	27	0.1033			-0.1033	27.48	x	x	1.4809	40.11
Thu	08/12/21	270.08245	1.12675	28	0.1072			-0.1072	27.14	x	x	1.4848	40.45
Fri	08/13/21	270.16313	1.12708	29	0.1110			-0.1110	26.81	x	x	1.4886	40.78
Mon	08/16/21	270.40516	1.12809	32	0.1226			-0.1226	25.80	x	x	1.5002	41.79
Tue	08/17/21	270.48584	1.12843	33	0.1265			-0.1265	25.46	x	x	1.5041	42.13
Wed	08/18/21	270.56652	1.12877	34	0.1304			-0.1304	25.12	x	x	1.5080	42.47
Thu	08/19/21	270.64719	1.12910	35	0.1342			-0.1342	24.79	x	x	1.5118	42.80
Fri	08/20/21	270.72787	1.12944	36	0.1381			-0.1381	24.45	x	x	1.5157	43.14
Mon	08/23/21	270.96990	1.13045	39	0.1498			-0.1498	23.44	x	x	1.5274	44.15
Tue	08/24/21	271.05058	1.13078	40	0.1536			-0.1536	23.11	x	x	1.5312	44.48
Wed	08/25/21	271.13126	1.13112	41	0.1575			-0.1575	22.77	x	x	1.5351	44.82
Thu	08/26/21	271.21194	1.13146	42	0.1614			-0.1614	22.43	x	x	1.5390	45.16
Fri	08/27/21	271.29261	1.13179	43	0.1653			-0.1653	22.10	x	x	1.5429	45.49
Mon	08/30/21	271.53465	1.13280	46	0.1770			-0.1770	21.09	x	x	1.5546	46.50
Tue	08/31/21	271.61532	1.13314	47	0.1809			-0.1809	20.75	x	x	1.5585	46.84
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	1.13348	48	0.1848			-0.1848	20.41	x	x	1.5624	47.18
Thu	09/02/21	271.73957	1.13366	49	0.1887			-0.1887	20.23	x	x	1.5663	47.36
Fri	09/03/21	271.78313	1.13384	50	0.1926			-0.1926	20.05	x	x	1.5702	47.54
Mon	09/06/21	271.91383	1.13439	53	0.2042			-0.2042	19.50	x	x	1.5818	48.09
Tue	09/07/21	271.95740	1.13457	54	0.2081			-0.2081	19.32	x	x	1.5857	48.27
Wed	09/08/21	272.00097	1.13475	55	0.2120			-0.2120	19.14	x	x	1.5896	48.45
Thu	09/09/21	272.04453	1.13493	56	0.2159			-0.2159	18.96	x	x	1.5935	48.63
Fri	09/10/21	272.08810	1.13511	57	0.2198			-0.2198	18.78	x	x	1.5974	48.81
Mon	09/13/21	272.21880	1.13566	60	0.2315			-0.2315	18.23	x	x	1.6091	49.36
Tue	09/14/21	272.26237	1.13584	61	0.2353			-0.2353	18.05	x	x	1.6129	49.54
Wed	09/15/21	272.30593	1.13602	62	0.2392			-0.2392	17.87	x	x	1.6168	49.72
Thu	09/16/21	272.34950	1.13620	63	0.2431			-0.2431	17.69	x	x	1.6207	49.90
Fri	09/17/21	272.39307	1.13639	64	0.2470			-0.2470	17.50	x	x	1.6246	50.09
Mon	09/20/21	272.52377	1.13693	67	0.2587			-0.2587	16.96	x	x	1.6363	50.63
Tue	09/21/21	272.56733	1.13711	68	0.2626			-0.2626	16.78	x	x	1.6402	50.81
Wed	09/22/21	272.61090	1.13729	69	0.2666			-0.2666	16.60	x	x	1.6442	50.99
Thu	09/23/21	272.65447	1.13748	70	0.2705			-0.2705	16.41	x	x	1.6481	51.18
Fri	09/24/21	272.69803	1.13766	71	0.2744			-0.2744	16.23	x	x	1.6520	51.36
Mon	09/27/21	272.82873	1.13820	74	0.2861			-0.2861	15.69	x	x	1.6637	51.90
Tue	09/28/21	272.87230	1.13838	75	0.2900			-0.2900	15.51	x	x	1.6676	52.08
Wed	09/29/21	272.91587	1.13857	76	0.2939			-0.2939	15.32	x	x	1.6715	52.27
Thu	09/30/21	272.95943	1.13875	77	0.2978			-0.2978	15.14	x	x	1.6754	52.45
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	1.13893	78	0.3018			-0.3018	14.96	x	x	1.6794	52.63
Mon	10/04/21	273.05758	1.13916	81	0.3134			-0.3134	14.73	x	x	1.6910	52.86
Tue	10/05/21	273.07577	1.13923	82	0.3173			-0.3173	14.66	x	x	1.6949	52.93
Wed	10/06/21	273.09397	1.13931	83	0.3212			-0.3212	14.58	x	x	1.6988	53.01
Thu	10/07/21	273.11216	1.13939	84	0.3251			-0.3251	14.50	x	x	1.7027	53.09
Fri	10/08/21	273.13035	1.13946	85	0.3290			-0.3290	14.43	x	x	1.7066	53.16
Mon	10/11/21	273.18494	1.13969	88	0.3407			-0.3407	14.20	x	x	1.7183	53.39
Tue	10/12/21	273.20313	1.13976	89	0.3446			-0.3446	14.13	x	x	1.7222	53.46
Wed	10/13/21	273.22132	1.13984	90	0.3485			-0.3485	14.05	x	x	1.7261	53.54
Thu	10/14/21	273.23952	1.13992	91	0.3524			-0.3524	13.97	x	x	1.7300	53.62
Fri	10/15/21	273.25771	1.13999	92	0.3562			-0.3562	13.90	x	x	1.7338	53.69
Mon	10/18/21	273.31229	1.14022	95	0.3679			-0.3679	13.67	x	x	1.7455	53.92
Tue	10/19/21	273.33048	1.14030	96	0.3718			-0.3718	13.59	x	x	1.7494	54.00
Wed	10/20/21	273.34868	1.14037	97	0.3757			-0.3757	13.52	x	x	1.7533	54.07
Thu	10/21/21	273.36687	1.14045	98	0.3796			-0.3796	13.44	x	x	1.7572	54.15
Fri	10/22/21	273.38506	1.14052	99	0.3835			-0.3835	13.37	x	x	1.7611	54.22
Mon	10/25/21	273.43965	1.14075	102	0.3952			-0.3952	13.14	x	x	1.7728	54.45
Tue	10/26/21	273.45784	1.14083	103	0.3991			-0.3991	13.06	x	x	1.7767	54.53
Wed	10/27/21	273.47603	1.14090	104	0.4030			-0.4030	12.99	x	x	1.7806	54.60
Thu	10/28/21	273.49423	1.14098	105	0.4069			-0.4069	12.91	x	x	1.7845	54.68
Fri	10/29/21	273.51242	1.14106	106	0.4108			-0.4108	12.83	x	x	1.7884	54.76
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	1.14128	109	0.4226			-0.4226	12.61	x	x	1.8002	54.98
Tue	11/02/21	273.59177	1.14139	110	0.4265			-0.4265	12.50	x	x	1.8041	55.09
Wed	11/03/21	273.61653	1.14149	111	0.4304			-0.4304	12.40	x	x	1.8080	55.19
Thu	11/04/21	273.64130	1.14159	112	0.4343			-0.4343	12.30	x	x	1.8119	55.29
Fri	11/05/21	273.66607	1.14170	113	0.4382			-0.4382	12.19	x	x	1.8158	55.40
Mon	11/08/21	273.74037	1.14201	116	0.4500			-0.4500	11.88	x	x	1.8276	55.71
Tue	11/09/21	273.76513	1.14211	117	0.4539			-0.4539	11.78	x	x	1.8315	55.81
Wed	11/10/21	273.78990	1.14221	118	0.4578			-0.4578	11.68	x	x	1.8354	55.91
Thu	11/11/21	273.81467	1.14232	119	0.4617			-0.4617	11.57	x	x	1.8393	56.02
Fri	11/12/21	273.83943	1.14242	120	0.4657			-0.4657	11.47	x	x	1.8433	56.12
Mon	11/15/21	273.91373	1.14273	123	0.4774			-0.4774	11.16	x	x	1.8550	56.43
Tue	11/16/21	273.93850	1.14283	124	0.4814			-0.4814	11.06	x	x	1.8590	56.53
Wed	11/17/21	273.96327	1.14294	125	0.4853			-0.4853	10.95	x	x	1.8629	56.64
Thu	11/18/21	273.98803	1.14304	126	0.4892			-0.4892	10.85	x	x	1.8668	56.74
Fri	11/19/21	274.01280	1.14314	127	0.4931			-0.4931	10.75	x	x	1.8707	56.84
Mon	11/22/21	274.08710	1.14345	130	0.5049			-0.5049	10.44	x	x	1.8825	57.15
Tue	11/23/21	274.11187	1.14356	131	0.5089			-0.5089	10.33	x	x	1.8865	57.26
Wed	11/24/21	274.13663	1.14366	132	0.5128			-0.5128	10.23	x	x	1.8904	57.36
Thu	11/25/21	274.16140	1.14376	133	0.5167			-0.5167	10.13	x	x	1.8943	57.46
Fri	11/26/21	274.18617	1.14387	134	0.5206			-0.5206	10.02	x	x	1.8982	57.57
Mon	11/29/21	274.26047	1.14418	137	0.5324			-0.5324	9.71	x	x	1.9100	57.88
Tue	11/30/21	274.28523	1.14428	138	0.5364			-0.5364	9.61	x	x	1.9140	57.98
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	1.14438	139	0.5403			-0.5403	9.51	x	x	1.9179	58.08
Thu	12/02/21	274.38352	1.14469	140	0.5443			-0.5443	9.20	x	x	1.9219	58.39
Fri	12/03/21	274.45703	1.14500	141	0.5484			-0.5484	8.89	x	x	1.9260	58.70
Mon	12/06/21	274.67758	1.14592	144	0.5605			-0.5605	7.97	x	x	1.9381	59.62
Tue	12/07/21	274.75110	1.14622	145	0.5645			-0.5645	7.67	x	x	1.9421	59.92
Wed	12/08/21	274.82461	1.14653	146	0.5686			-0.5686	7.36	x	x	1.9462	60.23
Thu	12/09/21	274.89813	1.14684	147	0.5726			-0.5726	7.05	x	x	1.9502	60.54
Fri	12/10/21	274.97165	1.14714	148	0.5767			-0.5767	6.75	x	x	1.9543	60.84
Mon	12/13/21	275.19219	1.14806	151	0.5888			-0.5888	5.83	x	x	1.9664	61.76
Tue	12/14/21	275.26571	1.14837	152	0.5929			-0.5929	5.52	x	x	1.9705	62.07
Wed	12/15/21	275.33923	1.14868	153	0.5970			-0.5970	5.21	x	x	1.9746	62.38
Thu	12/16/21	275.41274	1.14898	154	0.6010			-0.6010	4.91	x	x	1.9786	62.68
Fri	12/17/21	275.48626	1.14929	155	0.6051			-0.6051	4.60	x	x	1.9827	62.99
Mon	12/20/21	275.70681	1.15021	158	0.6173			-0.6173	3.68	x	x	1.9949	63.91
Tue	12/21/21	275.78032	1.15052	159	0.6214			-0.6214	3.37	x	x	1.9990	64.22
Wed	12/22/21	275.85384	1.15082	160	0.6254			-0.6254	3.07	x	x	2.0030	64.52
Thu	12/23/21	275.92735	1.15113	161	0.6295			-0.6295	2.76	x	x	2.0071	64.83
Fri	12/24/21	276.00087	1.15144	162	0.6336			-0.6336	2.45	x	x	2.0112	65.14
Mon	12/27/21	276.22142	1.15236	165	0.6459			-0.6459	1.53	x	x	2.0235	66.06
Tue	12/28/21	276.29494	1.15266	166	0.6499			-0.6499	1.23	x	x	2.0275	66.36
Wed	12/29/21	276.36845	1.15297	167	0.6540			-0.6540	0.92	x	x	2.0316	66.67
Thu	12/30/21	276.44197	1.15328	168	0.6581			-0.6581	0.61	x	x	2.0357	66.98
Fri	12/31/21	276.51548	1.15358	169	0.6622			-0.6622	0.31	x	x	2.0398	67.28
Sat	01/01/22	276.58900	1.15389

Generated 12/10/21 10:13