0.375% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2027

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

CUSIP Number	912828V49	Interest 01/15/21 (184 days)	$2.0206
Dated Date	January 15, 2017	Interest 07/15/21 (181 days)	$2.0804
Ref CPI on Dated Date	241.55919	Interest Total	$4.1010
Original Issue Date	January 31, 2017	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	1.07795	170	1.8674	x	x	2.2336	67.07			1.8674	0.00
Mon	01/04/21	260.37261	1.07788	173	1.9002	x	x	2.2008	67.14			1.9002	-0.07
Tue	01/05/21	260.36748	1.07786	174	1.9112	x	x	2.1898	67.16			1.9112	-0.09
Wed	01/06/21	260.36235	1.07784	175	1.9221	x	x	2.1789	67.18			1.9221	-0.11
Thu	01/07/21	260.35723	1.07782	176	1.9330	x	x	2.1680	67.20			1.9330	-0.13
Fri	01/08/21	260.35210	1.07780	177	1.9440	x	x	2.1570	67.22			1.9440	-0.15
Mon	01/11/21	260.33671	1.07773	180	1.9768	x	x	2.1242	67.29			1.9768	-0.22
Tue	01/12/21	260.33158	1.07771	181	1.9878	x	x	2.1132	67.31			1.9878	-0.24
Wed	01/13/21	260.32645	1.07769	182	1.9987	x	x	2.1023	67.33			1.9987	-0.26
Thu	01/14/21	260.32132	1.07767	183	2.0096	x	x	2.0914	67.35			2.0096	-0.28
Fri	01/15/21	260.31619	1.07765	0	0.0000		x	2.0804	67.37	x		2.0206	-0.30
Mon	01/18/21	260.30081	1.07759	3	0.0335		x	2.0469	67.43	x		2.0541	-0.36
Tue	01/19/21	260.29568	1.07756	4	0.0447		x	2.0357	67.46	x		2.0653	-0.39
Wed	01/20/21	260.29055	1.07754	5	0.0558		x	2.0246	67.48	x		2.0764	-0.41
Thu	01/21/21	260.28542	1.07752	6	0.0670		x	2.0134	67.50	x		2.0876	-0.43
Fri	01/22/21	260.28029	1.07750	7	0.0781		x	2.0023	67.52	x		2.0987	-0.45
Mon	01/25/21	260.26490	1.07744	10	0.1116		x	1.9688	67.58	x		2.1322	-0.51
Tue	01/26/21	260.25977	1.07742	11	0.1228		x	1.9576	67.60	x		2.1434	-0.53
Wed	01/27/21	260.25465	1.07739	12	0.1339		x	1.9465	67.63	x		2.1545	-0.56
Thu	01/28/21	260.24952	1.07737	13	0.1451		x	1.9353	67.65	x		2.1657	-0.58
Fri	01/29/21	260.24439	1.07735	14	0.1562		x	1.9242	67.67	x		2.1768	-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	1.07729	17	0.1897		x	1.8907	67.73	x		2.2103	-0.66
Tue	02/02/21	260.23775	1.07732	18	0.2009		x	1.8795	67.70	x		2.2215	-0.63
Wed	02/03/21	260.24650	1.07736	19	0.2120		x	1.8684	67.66	x		2.2326	-0.59
Thu	02/04/21	260.25525	1.07740	20	0.2232		x	1.8572	67.62	x		2.2438	-0.55
Fri	02/05/21	260.26400	1.07743	21	0.2344		x	1.8460	67.59	x		2.2550	-0.52
Mon	02/08/21	260.29025	1.07754	24	0.2679		x	1.8125	67.48	x		2.2885	-0.41
Tue	02/09/21	260.29900	1.07758	25	0.2791		x	1.8013	67.44	x		2.2997	-0.37
Wed	02/10/21	260.30775	1.07761	26	0.2902		x	1.7902	67.41	x		2.3108	-0.34
Thu	02/11/21	260.31650	1.07765	27	0.3014		x	1.7790	67.37	x		2.3220	-0.30
Fri	02/12/21	260.32525	1.07769	28	0.3126		x	1.7678	67.33	x		2.3332	-0.26
Mon	02/15/21	260.35150	1.07780	31	0.3461		x	1.7343	67.22	x		2.3667	-0.15
Tue	02/16/21	260.36025	1.07783	32	0.3573		x	1.7231	67.19	x		2.3779	-0.12
Wed	02/17/21	260.36900	1.07787	33	0.3685		x	1.7119	67.15	x		2.3891	-0.08
Thu	02/18/21	260.37775	1.07790	34	0.3796		x	1.7008	67.12	x		2.4002	-0.05
Fri	02/19/21	260.38650	1.07794	35	0.3908		x	1.6896	67.08	x		2.4114	-0.01
Mon	02/22/21	260.41275	1.07805	38	0.4244		x	1.6560	66.97	x		2.4450	0.10
Tue	02/23/21	260.42150	1.07809	39	0.4356		x	1.6448	66.93	x		2.4562	0.14
Wed	02/24/21	260.43025	1.07812	40	0.4467		x	1.6337	66.90	x		2.4673	0.17
Thu	02/25/21	260.43900	1.07816	41	0.4579		x	1.6225	66.86	x		2.4785	0.21
Fri	02/26/21	260.44775	1.07819	42	0.4691		x	1.6113	66.83	x		2.4897	0.24
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	1.07830	45	0.5027		x	1.5777	66.72	x		2.5233	0.35
Tue	03/02/21	260.50974	1.07845	46	0.5139		x	1.5665	66.57	x		2.5345	0.50
Wed	03/03/21	260.54548	1.07860	47	0.5251		x	1.5553	66.42	x		2.5457	0.65
Thu	03/04/21	260.58123	1.07875	48	0.5364		x	1.5440	66.27	x		2.5570	0.80
Fri	03/05/21	260.61697	1.07889	49	0.5476		x	1.5328	66.13	x		2.5682	0.94
Mon	03/08/21	260.72419	1.07934	52	0.5814		x	1.4990	65.68	x		2.6020	1.39
Tue	03/09/21	260.75994	1.07949	53	0.5927		x	1.4877	65.53	x		2.6133	1.54
Wed	03/10/21	260.79568	1.07963	54	0.6039		x	1.4765	65.39	x		2.6245	1.68
Thu	03/11/21	260.83142	1.07978	55	0.6152		x	1.4652	65.24	x		2.6358	1.83
Fri	03/12/21	260.86716	1.07993	56	0.6265		x	1.4539	65.09	x		2.6471	1.98
Mon	03/15/21	260.97439	1.08037	59	0.6603		x	1.4201	64.65	x		2.6809	2.42
Tue	03/16/21	261.01013	1.08052	60	0.6716		x	1.4088	64.50	x		2.6922	2.57
Wed	03/17/21	261.04587	1.08067	61	0.6829		x	1.3975	64.35	x		2.7035	2.72
Thu	03/18/21	261.08161	1.08082	62	0.6942		x	1.3862	64.20	x		2.7148	2.87
Fri	03/19/21	261.11735	1.08097	63	0.7055		x	1.3749	64.05	x		2.7261	3.02
Mon	03/22/21	261.22458	1.08141	66	0.7394		x	1.3410	63.61	x		2.7600	3.46
Tue	03/23/21	261.26032	1.08156	67	0.7507		x	1.3297	63.46	x		2.7713	3.61
Wed	03/24/21	261.29606	1.08171	68	0.7620		x	1.3184	63.31	x		2.7826	3.76
Thu	03/25/21	261.33181	1.08185	69	0.7733		x	1.3071	63.17	x		2.7939	3.90
Fri	03/26/21	261.36755	1.08200	70	0.7846		x	1.2958	63.02	x		2.8052	4.05
Mon	03/29/21	261.47477	1.08245	73	0.8186		x	1.2618	62.57	x		2.8392	4.50
Tue	03/30/21	261.51052	1.08259	74	0.8299		x	1.2505	62.43	x		2.8505	4.64
Wed	03/31/21	261.54626	1.08274	75	0.8412		x	1.2392	62.28	x		2.8618	4.79
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	1.08289	76	0.8526		x	1.2278	62.13	x		2.8732	4.94
Fri	04/02/21	261.62973	1.08309	77	0.8639		x	1.2165	61.93	x		2.8845	5.14
Mon	04/05/21	261.77293	1.08368	80	0.8981		x	1.1823	61.34	x		2.9187	5.73
Tue	04/06/21	261.82067	1.08388	81	0.9095		x	1.1709	61.14	x		2.9301	5.93
Wed	04/07/21	261.86840	1.08408	82	0.9209		x	1.1595	60.94	x		2.9415	6.13
Thu	04/08/21	261.91613	1.08427	83	0.9323		x	1.1481	60.75	x		2.9529	6.32
Fri	04/09/21	261.96387	1.08447	84	0.9437		x	1.1367	60.55	x		2.9643	6.52
Mon	04/12/21	262.10707	1.08506	87	0.9779		x	1.1025	59.96	x		2.9985	7.11
Tue	04/13/21	262.15480	1.08526	88	0.9893		x	1.0911	59.76	x		3.0099	7.31
Wed	04/14/21	262.20253	1.08546	89	1.0008		x	1.0796	59.56	x		3.0214	7.51
Thu	04/15/21	262.25027	1.08566	90	1.0122		x	1.0682	59.36	x		3.0328	7.71
Fri	04/16/21	262.29800	1.08585	91	1.0236		x	1.0568	59.17	x		3.0442	7.90
Mon	04/19/21	262.44120	1.08645	94	1.0579		x	1.0225	58.57	x		3.0785	8.50
Tue	04/20/21	262.48893	1.08664	95	1.0694		x	1.0110	58.38	x		3.0900	8.69
Wed	04/21/21	262.53667	1.08684	96	1.0808		x	0.9996	58.18	x		3.1014	8.89
Thu	04/22/21	262.58440	1.08704	97	1.0923		x	0.9881	57.98	x		3.1129	9.09
Fri	04/23/21	262.63213	1.08724	98	1.1038		x	0.9766	57.78	x		3.1244	9.29
Mon	04/26/21	262.77533	1.08783	101	1.1382		x	0.9422	57.19	x		3.1588	9.88
Tue	04/27/21	262.82307	1.08803	102	1.1496		x	0.9308	56.99	x		3.1702	10.08
Wed	04/28/21	262.87080	1.08823	103	1.1611		x	0.9193	56.79	x		3.1817	10.28
Thu	04/29/21	262.91853	1.08842	104	1.1726		x	0.9078	56.60	x		3.1932	10.47
Fri	04/30/21	262.96627	1.08862	105	1.1841		x	0.8963	56.40	x		3.2047	10.67
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	1.08932	108	1.2187		x	0.8617	55.70	x		3.2393	11.37
Tue	05/04/21	263.19429	1.08956	109	1.2303		x	0.8501	55.46	x		3.2509	11.61
Wed	05/05/21	263.25439	1.08981	110	1.2418		x	0.8386	55.21	x		3.2624	11.86
Thu	05/06/21	263.31448	1.09006	111	1.2534		x	0.8270	54.96	x		3.2740	12.11
Fri	05/07/21	263.37458	1.09031	112	1.2650		x	0.8154	54.71	x		3.2856	12.36
Mon	05/10/21	263.55487	1.09106	115	1.2998		x	0.7806	53.96	x		3.3204	13.11
Tue	05/11/21	263.61497	1.09131	116	1.3114		x	0.7690	53.71	x		3.3320	13.36
Wed	05/12/21	263.67506	1.09155	117	1.3230		x	0.7574	53.47	x		3.3436	13.60
Thu	05/13/21	263.73516	1.09180	118	1.3346		x	0.7458	53.22	x		3.3552	13.85
Fri	05/14/21	263.79526	1.09205	119	1.3462		x	0.7342	52.97	x		3.3668	14.10
Mon	05/17/21	263.97555	1.09280	122	1.3811		x	0.6993	52.22	x		3.4017	14.85
Tue	05/18/21	264.03565	1.09305	123	1.3927		x	0.6877	51.97	x		3.4133	15.10
Wed	05/19/21	264.09574	1.09330	124	1.4044		x	0.6760	51.72	x		3.4250	15.35
Thu	05/20/21	264.15584	1.09354	125	1.4160		x	0.6644	51.48	x		3.4366	15.59
Fri	05/21/21	264.21594	1.09379	126	1.4277		x	0.6527	51.23	x		3.4483	15.84
Mon	05/24/21	264.39623	1.09454	129	1.4627		x	0.6177	50.48	x		3.4833	16.59
Tue	05/25/21	264.45632	1.09479	130	1.4743		x	0.6061	50.23	x		3.4949	16.84
Wed	05/26/21	264.51642	1.09504	131	1.4860		x	0.5944	49.98	x		3.5066	17.09
Thu	05/27/21	264.57652	1.09529	132	1.4977		x	0.5827	49.73	x		3.5183	17.34
Fri	05/28/21	264.63661	1.09554	133	1.5094		x	0.5710	49.48	x		3.5300	17.59
Mon	05/31/21	264.81690	1.09628	136	1.5445		x	0.5359	48.74	x		3.5651	18.33
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	1.09653	137	1.5562		x	0.5242	48.49	x		3.5768	18.58
Wed	06/02/21	264.94957	1.09683	138	1.5680		x	0.5124	48.19	x		3.5886	18.88
Thu	06/03/21	265.02213	1.09713	139	1.5798		x	0.5006	47.89	x		3.6004	19.18
Fri	06/04/21	265.09470	1.09743	140	1.5916		x	0.4888	47.59	x		3.6122	19.48
Mon	06/07/21	265.31240	1.09833	143	1.6270		x	0.4534	46.69	x		3.6476	20.38
Tue	06/08/21	265.38497	1.09863	144	1.6388		x	0.4416	46.39	x		3.6594	20.68
Wed	06/09/21	265.45753	1.09893	145	1.6507		x	0.4297	46.09	x		3.6713	20.98
Thu	06/10/21	265.53010	1.09923	146	1.6625		x	0.4179	45.79	x		3.6831	21.28
Fri	06/11/21	265.60267	1.09953	147	1.6744		x	0.4060	45.49	x		3.6950	21.58
Mon	06/14/21	265.82037	1.10044	150	1.7099		x	0.3705	44.58	x		3.7305	22.49
Tue	06/15/21	265.89293	1.10074	151	1.7218		x	0.3586	44.28	x		3.7424	22.79
Wed	06/16/21	265.96550	1.10104	152	1.7337		x	0.3467	43.98	x		3.7543	23.09
Thu	06/17/21	266.03807	1.10134	153	1.7456		x	0.3348	43.68	x		3.7662	23.39
Fri	06/18/21	266.11063	1.10164	154	1.7575		x	0.3229	43.38	x		3.7781	23.69
Mon	06/21/21	266.32833	1.10254	157	1.7932		x	0.2872	42.48	x		3.8138	24.59
Tue	06/22/21	266.40090	1.10284	158	1.8051		x	0.2753	42.18	x		3.8257	24.89
Wed	06/23/21	266.47347	1.10314	159	1.8170		x	0.2634	41.88	x		3.8376	25.19
Thu	06/24/21	266.54603	1.10344	160	1.8289		x	0.2515	41.58	x		3.8495	25.49
Fri	06/25/21	266.61860	1.10374	161	1.8408		x	0.2396	41.28	x		3.8614	25.79
Mon	06/28/21	266.83630	1.10464	164	1.8767		x	0.2037	40.38	x		3.8973	26.69
Tue	06/29/21	266.90887	1.10494	165	1.8886		x	0.1918	40.08	x		3.9092	26.99
Wed	06/30/21	266.98143	1.10524	166	1.9006		x	0.1798	39.78	x		3.9212	27.29
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Thu	07/01/21	267.05400	1.10554	167	1.9126		x	0.1678	39.48	x		3.9332	27.59
Fri	07/02/21	267.12306	1.10583	168	1.9245		x	0.1559	39.19	x		3.9451	27.88
Mon	07/05/21	267.33026	1.10669	171	1.9604		x	0.1200	38.33	x		3.9810	28.74
Tue	07/06/21	267.39932	1.10697	172	1.9724		x	0.1080	38.05	x		3.9930	29.02
Wed	07/07/21	267.46839	1.10726	173	1.9844		x	0.0960	37.76	x		4.0050	29.31
Thu	07/08/21	267.53745	1.10754	174	1.9963		x	0.0841	37.48	x		4.0169	29.59
Fri	07/09/21	267.60652	1.10783	175	2.0083		x	0.0721	37.19	x		4.0289	29.88
Mon	07/12/21	267.81371	1.10869	178	2.0443		x	0.0361	36.33	x		4.0649	30.74
Tue	07/13/21	267.88277	1.10897	179	2.0563		x	0.0241	36.05	x		4.0769	31.02
Wed	07/14/21	267.95184	1.10926	180	2.0684		x	0.0120	35.76	x		4.0890	31.31
Thu	07/15/21	268.02090	1.10955	0	0.0000			0.0000	35.47	x	x	4.1010	31.60
Fri	07/16/21	268.08997	1.10983	1	0.0113			-0.0113	35.19	x	x	4.1123	31.88
Mon	07/19/21	268.29716	1.11069	4	0.0453			-0.0453	34.33	x	x	4.1463	32.74
Tue	07/20/21	268.36623	1.11098	5	0.0566			-0.0566	34.04	x	x	4.1576	33.03
Wed	07/21/21	268.43529	1.11126	6	0.0679			-0.0679	33.76	x	x	4.1689	33.31
Thu	07/22/21	268.50435	1.11155	7	0.0793			-0.0793	33.47	x	x	4.1803	33.60
Fri	07/23/21	268.57342	1.11183	8	0.0906			-0.0906	33.19	x	x	4.1916	33.88
Mon	07/26/21	268.78061	1.11269	11	0.1247			-0.1247	32.33	x	x	4.2257	34.74
Tue	07/27/21	268.84968	1.11298	12	0.1361			-0.1361	32.04	x	x	4.2371	35.03
Wed	07/28/21	268.91874	1.11326	13	0.1475			-0.1475	31.76	x	x	4.2485	35.31
Thu	07/29/21	268.98781	1.11355	14	0.1589			-0.1589	31.47	x	x	4.2599	35.60
Fri	07/30/21	269.05687	1.11383	15	0.1703			-0.1703	31.19	x	x	4.2713	35.88
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	1.11474	18	0.2045			-0.2045	30.28	x	x	4.3055	36.79
Tue	08/03/21	269.35635	1.11507	19	0.2159			-0.2159	29.95	x	x	4.3169	37.12
Wed	08/04/21	269.43703	1.11541	20	0.2273			-0.2273	29.61	x	x	4.3283	37.46
Thu	08/05/21	269.51771	1.11574	21	0.2388			-0.2388	29.28	x	x	4.3398	37.79
Fri	08/06/21	269.59839	1.11608	22	0.2502			-0.2502	28.94	x	x	4.3512	38.13
Mon	08/09/21	269.84042	1.11708	25	0.2846			-0.2846	27.94	x	x	4.3856	39.13
Tue	08/10/21	269.92110	1.11741	26	0.2961			-0.2961	27.61	x	x	4.3971	39.46
Wed	08/11/21	270.00177	1.11775	27	0.3075			-0.3075	27.27	x	x	4.4085	39.80
Thu	08/12/21	270.08245	1.11808	28	0.3190			-0.3190	26.94	x	x	4.4200	40.13
Fri	08/13/21	270.16313	1.11841	29	0.3305			-0.3305	26.61	x	x	4.4315	40.46
Mon	08/16/21	270.40516	1.11942	32	0.3650			-0.3650	25.60	x	x	4.4660	41.47
Tue	08/17/21	270.48584	1.11975	33	0.3765			-0.3765	25.27	x	x	4.4775	41.80
Wed	08/18/21	270.56652	1.12008	34	0.3881			-0.3881	24.94	x	x	4.4891	42.13
Thu	08/19/21	270.64719	1.12042	35	0.3996			-0.3996	24.60	x	x	4.5006	42.47
Fri	08/20/21	270.72787	1.12075	36	0.4111			-0.4111	24.27	x	x	4.5121	42.80
Mon	08/23/21	270.96990	1.12175	39	0.4458			-0.4458	23.27	x	x	4.5468	43.80
Tue	08/24/21	271.05058	1.12209	40	0.4574			-0.4574	22.93	x	x	4.5584	44.14
Wed	08/25/21	271.13126	1.12242	41	0.4689			-0.4689	22.60	x	x	4.5699	44.47
Thu	08/26/21	271.21194	1.12276	42	0.4805			-0.4805	22.26	x	x	4.5815	44.81
Fri	08/27/21	271.29261	1.12309	43	0.4921			-0.4921	21.93	x	x	4.5931	45.14
Mon	08/30/21	271.53465	1.12409	46	0.5269			-0.5269	20.93	x	x	4.6279	46.14
Tue	08/31/21	271.61532	1.12443	47	0.5385			-0.5385	20.59	x	x	4.6395	46.48
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Wed	09/01/21	271.69600	1.12476	48	0.5502			-0.5502	20.26	x	x	4.6512	46.81
Thu	09/02/21	271.73957	1.12494	49	0.5617			-0.5617	20.08	x	x	4.6627	46.99
Fri	09/03/21	271.78313	1.12512	50	0.5733			-0.5733	19.90	x	x	4.6743	47.17
Mon	09/06/21	271.91383	1.12566	53	0.6079			-0.6079	19.36	x	x	4.7089	47.71
Tue	09/07/21	271.95740	1.12584	54	0.6195			-0.6195	19.18	x	x	4.7205	47.89
Wed	09/08/21	272.00097	1.12602	55	0.6311			-0.6311	19.00	x	x	4.7321	48.07
Thu	09/09/21	272.04453	1.12620	56	0.6427			-0.6427	18.82	x	x	4.7437	48.25
Fri	09/10/21	272.08810	1.12638	57	0.6542			-0.6542	18.64	x	x	4.7552	48.43
Mon	09/13/21	272.21880	1.12692	60	0.6890			-0.6890	18.10	x	x	4.7900	48.97
Tue	09/14/21	272.26237	1.12710	61	0.7006			-0.7006	17.92	x	x	4.8016	49.15
Wed	09/15/21	272.30593	1.12728	62	0.7122			-0.7122	17.74	x	x	4.8132	49.33
Thu	09/16/21	272.34950	1.12746	63	0.7238			-0.7238	17.56	x	x	4.8248	49.51
Fri	09/17/21	272.39307	1.12765	64	0.7354			-0.7354	17.37	x	x	4.8364	49.70
Mon	09/20/21	272.52377	1.12819	67	0.7703			-0.7703	16.83	x	x	4.8713	50.24
Tue	09/21/21	272.56733	1.12837	68	0.7819			-0.7819	16.65	x	x	4.8829	50.42
Wed	09/22/21	272.61090	1.12855	69	0.7935			-0.7935	16.47	x	x	4.8945	50.60
Thu	09/23/21	272.65447	1.12873	70	0.8051			-0.8051	16.29	x	x	4.9061	50.78
Fri	09/24/21	272.69803	1.12891	71	0.8168			-0.8168	16.11	x	x	4.9178	50.96
Mon	09/27/21	272.82873	1.12945	74	0.8517			-0.8517	15.57	x	x	4.9527	51.50
Tue	09/28/21	272.87230	1.12963	75	0.8633			-0.8633	15.39	x	x	4.9643	51.68
Wed	09/29/21	272.91587	1.12981	76	0.8750			-0.8750	15.21	x	x	4.9760	51.86
Thu	09/30/21	272.95943	1.12999	77	0.8866			-0.8866	15.03	x	x	4.9876	52.04
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	1.13017	78	0.8983			-0.8983	14.85	x	x	4.9993	52.22
Mon	10/04/21	273.05758	1.13040	81	0.9330			-0.9330	14.62	x	x	5.0340	52.45
Tue	10/05/21	273.07577	1.13047	82	0.9446			-0.9446	14.55	x	x	5.0456	52.52
Wed	10/06/21	273.09397	1.13055	83	0.9562			-0.9562	14.47	x	x	5.0572	52.60
Thu	10/07/21	273.11216	1.13062	84	0.9678			-0.9678	14.40	x	x	5.0688	52.67
Fri	10/08/21	273.13035	1.13070	85	0.9794			-0.9794	14.32	x	x	5.0804	52.75
Mon	10/11/21	273.18494	1.13092	88	1.0141			-1.0141	14.10	x	x	5.1151	52.97
Tue	10/12/21	273.20313	1.13100	89	1.0257			-1.0257	14.02	x	x	5.1267	53.05
Wed	10/13/21	273.22132	1.13107	90	1.0373			-1.0373	13.95	x	x	5.1383	53.12
Thu	10/14/21	273.23952	1.13115	91	1.0489			-1.0489	13.87	x	x	5.1499	53.20
Fri	10/15/21	273.25771	1.13122	92	1.0605			-1.0605	13.80	x	x	5.1615	53.27
Mon	10/18/21	273.31229	1.13145	95	1.0953			-1.0953	13.57	x	x	5.1963	53.50
Tue	10/19/21	273.33048	1.13153	96	1.1069			-1.1069	13.49	x	x	5.2079	53.58
Wed	10/20/21	273.34868	1.13160	97	1.1185			-1.1185	13.42	x	x	5.2195	53.65
Thu	10/21/21	273.36687	1.13168	98	1.1301			-1.1301	13.34	x	x	5.2311	53.73
Fri	10/22/21	273.38506	1.13175	99	1.1417			-1.1417	13.27	x	x	5.2427	53.80
Mon	10/25/21	273.43965	1.13198	102	1.1766			-1.1766	13.04	x	x	5.2776	54.03
Tue	10/26/21	273.45784	1.13205	103	1.1882			-1.1882	12.97	x	x	5.2892	54.10
Wed	10/27/21	273.47603	1.13213	104	1.1998			-1.1998	12.89	x	x	5.3008	54.18
Thu	10/28/21	273.49423	1.13220	105	1.2114			-1.2114	12.82	x	x	5.3124	54.25
Fri	10/29/21	273.51242	1.13228	106	1.2230			-1.2230	12.74	x	x	5.3240	54.33
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	1.13251	109	1.2579			-1.2579	12.51	x	x	5.3589	54.56
Tue	11/02/21	273.59177	1.13261	110	1.2696			-1.2696	12.41	x	x	5.3706	54.66
Wed	11/03/21	273.61653	1.13271	111	1.2812			-1.2812	12.31	x	x	5.3822	54.76
Thu	11/04/21	273.64130	1.13281	112	1.2929			-1.2929	12.21	x	x	5.3939	54.86
Fri	11/05/21	273.66607	1.13292	113	1.3046			-1.3046	12.10	x	x	5.4056	54.97
Mon	11/08/21	273.74037	1.13322	116	1.3395			-1.3395	11.80	x	x	5.4405	55.27
Tue	11/09/21	273.76513	1.13333	117	1.3512			-1.3512	11.69	x	x	5.4522	55.38
Wed	11/10/21	273.78990	1.13343	118	1.3629			-1.3629	11.59	x	x	5.4639	55.48
Thu	11/11/21	273.81467	1.13353	119	1.3746			-1.3746	11.49	x	x	5.4756	55.58
Fri	11/12/21	273.83943	1.13363	120	1.3862			-1.3862	11.39	x	x	5.4872	55.68
Mon	11/15/21	273.91373	1.13394	123	1.4213			-1.4213	11.08	x	x	5.5223	55.99
Tue	11/16/21	273.93850	1.13404	124	1.4330			-1.4330	10.98	x	x	5.5340	56.09
Wed	11/17/21	273.96327	1.13415	125	1.4447			-1.4447	10.87	x	x	5.5457	56.20
Thu	11/18/21	273.98803	1.13425	126	1.4563			-1.4563	10.77	x	x	5.5573	56.30
Fri	11/19/21	274.01280	1.13435	127	1.4680			-1.4680	10.67	x	x	5.5690	56.40
Mon	11/22/21	274.08710	1.13466	130	1.5031			-1.5031	10.36	x	x	5.6041	56.71
Tue	11/23/21	274.11187	1.13476	131	1.5148			-1.5148	10.26	x	x	5.6158	56.81
Wed	11/24/21	274.13663	1.13486	132	1.5265			-1.5265	10.16	x	x	5.6275	56.91
Thu	11/25/21	274.16140	1.13497	133	1.5382			-1.5382	10.05	x	x	5.6392	57.02
Fri	11/26/21	274.18617	1.13507	134	1.5499			-1.5499	9.95	x	x	5.6509	57.12
Mon	11/29/21	274.26047	1.13538	137	1.5851			-1.5851	9.64	x	x	5.6861	57.43
Tue	11/30/21	274.28523	1.13548	138	1.5968			-1.5968	9.54	x	x	5.6978	57.53
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Wed	12/01/21	274.31000	1.13558	139	1.6085			-1.6085	9.44	x	x	5.7095	57.63
Thu	12/02/21	274.38352	1.13589	140	1.6205			-1.6205	9.13	x	x	5.7215	57.94
Fri	12/03/21	274.45703	1.13619	141	1.6325			-1.6325	8.83	x	x	5.7335	58.24
Mon	12/06/21	274.67758	1.13710	144	1.6686			-1.6686	7.92	x	x	5.7696	59.15
Tue	12/07/21	274.75110	1.13741	145	1.6806			-1.6806	7.61	x	x	5.7816	59.46
Wed	12/08/21	274.82461	1.13771	146	1.6927			-1.6927	7.31	x	x	5.7937	59.76
Thu	12/09/21	274.89813	1.13802	147	1.7047			-1.7047	7.00	x	x	5.8057	60.07
Fri	12/10/21	274.97165	1.13832	148	1.7168			-1.7168	6.70	x	x	5.8178	60.37
Mon	12/13/21	275.19219	1.13923	151	1.7530			-1.7530	5.79	x	x	5.8540	61.28
Tue	12/14/21	275.26571	1.13954	152	1.7650			-1.7650	5.48	x	x	5.8660	61.59
Wed	12/15/21	275.33923	1.13984	153	1.7771			-1.7771	5.18	x	x	5.8781	61.89
Thu	12/16/21	275.41274	1.14015	154	1.7892			-1.7892	4.87	x	x	5.8902	62.20
Fri	12/17/21	275.48626	1.14045	155	1.8013			-1.8013	4.57	x	x	5.9023	62.50
Mon	12/20/21	275.70681	1.14136	158	1.8377			-1.8377	3.66	x	x	5.9387	63.41
Tue	12/21/21	275.78032	1.14167	159	1.8498			-1.8498	3.35	x	x	5.9508	63.72
Wed	12/22/21	275.85384	1.14197	160	1.8619			-1.8619	3.05	x	x	5.9629	64.02
Thu	12/23/21	275.92735	1.14228	161	1.8741			-1.8741	2.74	x	x	5.9751	64.33
Fri	12/24/21	276.00087	1.14258	162	1.8862			-1.8862	2.44	x	x	5.9872	64.63
Mon	12/27/21	276.22142	1.14349	165	1.9226			-1.9226	1.53	x	x	6.0236	65.54
Tue	12/28/21	276.29494	1.14380	166	1.9348			-1.9348	1.22	x	x	6.0358	65.85
Wed	12/29/21	276.36845	1.14410	167	1.9470			-1.9470	0.92	x	x	6.0480	66.15
Thu	12/30/21	276.44197	1.14441	168	1.9592			-1.9592	0.61	x	x	6.0602	66.46
Fri	12/31/21	276.51548	1.14471	169	1.9714			-1.9714	0.31	x	x	6.0724	66.76
Sat	01/01/22	276.58900	1.14502

Generated 12/10/21 10:13