0.875% 30-Year Treasury Inflation Protected Security (TIPS) due February 15, 2047

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

CUSIP Number	912810RW0	Interest 02/15/21 (184 days)	$4.7186
Dated Date	February 15, 2017	Interest 08/15/21 (181 days)	$4.8993
Ref CPI on Dated Date	241.39250	Interest Total	$9.6179
Original Issue Date	February 28, 2017	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	1.07869	139	3.5651	x	x	6.0528	67.12			3.5651	0.00
Mon	01/04/21	260.37261	1.07863	142	3.6418	x	x	5.9761	67.18			3.6418	-0.06
Tue	01/05/21	260.36748	1.07861	143	3.6674	x	x	5.9505	67.20			3.6674	-0.08
Wed	01/06/21	260.36235	1.07859	144	3.6930	x	x	5.9249	67.22			3.6930	-0.10
Thu	01/07/21	260.35723	1.07856	145	3.7185	x	x	5.8994	67.25			3.7185	-0.13
Fri	01/08/21	260.35210	1.07854	146	3.7441	x	x	5.8738	67.27			3.7441	-0.15
Mon	01/11/21	260.33671	1.07848	149	3.8208	x	x	5.7971	67.33			3.8208	-0.21
Tue	01/12/21	260.33158	1.07846	150	3.8464	x	x	5.7715	67.35			3.8464	-0.23
Wed	01/13/21	260.32645	1.07844	151	3.8720	x	x	5.7459	67.37			3.8720	-0.25
Thu	01/14/21	260.32132	1.07842	152	3.8976	x	x	5.7203	67.39			3.8976	-0.27
Fri	01/15/21	260.31619	1.07839	153	3.9231	x	x	5.6948	67.42			3.9231	-0.30
Mon	01/18/21	260.30081	1.07833	156	3.9998	x	x	5.6181	67.48			3.9998	-0.36
Tue	01/19/21	260.29568	1.07831	157	4.0253	x	x	5.5926	67.50			4.0253	-0.38
Wed	01/20/21	260.29055	1.07829	158	4.0509	x	x	5.5670	67.52			4.0509	-0.40
Thu	01/21/21	260.28542	1.07827	159	4.0765	x	x	5.5414	67.54			4.0765	-0.42
Fri	01/22/21	260.28029	1.07825	160	4.1020	x	x	5.5159	67.56			4.1020	-0.44
Mon	01/25/21	260.26490	1.07818	163	4.1787	x	x	5.4392	67.63			4.1787	-0.51
Tue	01/26/21	260.25977	1.07816	164	4.2042	x	x	5.4137	67.65			4.2042	-0.53
Wed	01/27/21	260.25465	1.07814	165	4.2298	x	x	5.3881	67.67			4.2298	-0.55
Thu	01/28/21	260.24952	1.07812	166	4.2554	x	x	5.3625	67.69			4.2554	-0.57
Fri	01/29/21	260.24439	1.07810	167	4.2809	x	x	5.3370	67.71			4.2809	-0.59
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	1.07803	170	4.3575	x	x	5.2604	67.78			4.3575	-0.66
Tue	02/02/21	260.23775	1.07807	171	4.3833	x	x	5.2346	67.74			4.3833	-0.62
Wed	02/03/21	260.24650	1.07811	172	4.4091	x	x	5.2088	67.70			4.4091	-0.58
Thu	02/04/21	260.25525	1.07814	173	4.4349	x	x	5.1830	67.67			4.4349	-0.55
Fri	02/05/21	260.26400	1.07818	174	4.4607	x	x	5.1572	67.63			4.4607	-0.51
Mon	02/08/21	260.29025	1.07829	177	4.5380	x	x	5.0799	67.52			4.5380	-0.40
Tue	02/09/21	260.29900	1.07832	178	4.5638	x	x	5.0541	67.49			4.5638	-0.37
Wed	02/10/21	260.30775	1.07836	179	4.5896	x	x	5.0283	67.45			4.5896	-0.33
Thu	02/11/21	260.31650	1.07840	180	4.6154	x	x	5.0025	67.41			4.6154	-0.29
Fri	02/12/21	260.32525	1.07843	181	4.6412	x	x	4.9767	67.38			4.6412	-0.26
Mon	02/15/21	260.35150	1.07854	0	0.0000		x	4.8993	67.27	x		4.7186	-0.15
Tue	02/16/21	260.36025	1.07858	1	0.0261		x	4.8732	67.23	x		4.7447	-0.11
Wed	02/17/21	260.36900	1.07861	2	0.0521		x	4.8472	67.20	x		4.7707	-0.08
Thu	02/18/21	260.37775	1.07865	3	0.0782		x	4.8211	67.16	x		4.7968	-0.04
Fri	02/19/21	260.38650	1.07869	4	0.1043		x	4.7950	67.12	x		4.8229	0.00
Mon	02/22/21	260.41275	1.07879	7	0.1825		x	4.7168	67.02	x		4.9011	0.10
Tue	02/23/21	260.42150	1.07883	8	0.2086		x	4.6907	66.98	x		4.9272	0.14
Wed	02/24/21	260.43025	1.07887	9	0.2347		x	4.6646	66.94	x		4.9533	0.18
Thu	02/25/21	260.43900	1.07890	10	0.2608		x	4.6385	66.91	x		4.9794	0.21
Fri	02/26/21	260.44775	1.07894	11	0.2869		x	4.6124	66.87	x		5.0055	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	1.07905	14	0.3651		x	4.5342	66.76	x		5.0837	0.36
Tue	03/02/21	260.50974	1.07920	15	0.3913		x	4.5080	66.61	x		5.1099	0.51
Wed	03/03/21	260.54548	1.07934	16	0.4174		x	4.4819	66.47	x		5.1360	0.65
Thu	03/04/21	260.58123	1.07949	17	0.4436		x	4.4557	66.32	x		5.1622	0.80
Fri	03/05/21	260.61697	1.07964	18	0.4697		x	4.4296	66.17	x		5.1883	0.95
Mon	03/08/21	260.72419	1.08008	21	0.5482		x	4.3511	65.73	x		5.2668	1.39
Tue	03/09/21	260.75994	1.08023	22	0.5744		x	4.3249	65.58	x		5.2930	1.54
Wed	03/10/21	260.79568	1.08038	23	0.6006		x	4.2987	65.43	x		5.3192	1.69
Thu	03/11/21	260.83142	1.08053	24	0.6268		x	4.2725	65.28	x		5.3454	1.84
Fri	03/12/21	260.86716	1.08068	25	0.6530		x	4.2463	65.13	x		5.3716	1.99
Mon	03/15/21	260.97439	1.08112	28	0.7317		x	4.1676	64.69	x		5.4503	2.43
Tue	03/16/21	261.01013	1.08127	29	0.7579		x	4.1414	64.54	x		5.4765	2.58
Wed	03/17/21	261.04587	1.08142	30	0.7842		x	4.1151	64.39	x		5.5028	2.73
Thu	03/18/21	261.08161	1.08156	31	0.8104		x	4.0889	64.25	x		5.5290	2.87
Fri	03/19/21	261.11735	1.08171	32	0.8367		x	4.0626	64.10	x		5.5553	3.02
Mon	03/22/21	261.22458	1.08216	35	0.9155		x	3.9838	63.65	x		5.6341	3.47
Tue	03/23/21	261.26032	1.08231	36	0.9418		x	3.9575	63.50	x		5.6604	3.62
Wed	03/24/21	261.29606	1.08245	37	0.9681		x	3.9312	63.36	x		5.6867	3.76
Thu	03/25/21	261.33181	1.08260	38	0.9944		x	3.9049	63.21	x		5.7130	3.91
Fri	03/26/21	261.36755	1.08275	39	1.0207		x	3.8786	63.06	x		5.7393	4.06
Mon	03/29/21	261.47477	1.08319	42	1.0996		x	3.7997	62.62	x		5.8182	4.50
Tue	03/30/21	261.51052	1.08334	43	1.1260		x	3.7733	62.47	x		5.8446	4.65
Wed	03/31/21	261.54626	1.08349	44	1.1523		x	3.7470	62.32	x		5.8709	4.80
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	1.08364	45	1.1787		x	3.7206	62.17	x		5.8973	4.95
Fri	04/02/21	261.62973	1.08384	46	1.2051		x	3.6942	61.97	x		5.9237	5.15
Mon	04/05/21	261.77293	1.08443	49	1.2844		x	3.6149	61.38	x		6.0030	5.74
Tue	04/06/21	261.82067	1.08463	50	1.3108		x	3.5885	61.18	x		6.0294	5.94
Wed	04/07/21	261.86840	1.08482	51	1.3373		x	3.5620	60.99	x		6.0559	6.13
Thu	04/08/21	261.91613	1.08502	52	1.3638		x	3.5355	60.79	x		6.0824	6.33
Fri	04/09/21	261.96387	1.08522	53	1.3903		x	3.5090	60.59	x		6.1089	6.53
Mon	04/12/21	262.10707	1.08581	56	1.4697		x	3.4296	60.00	x		6.1883	7.12
Tue	04/13/21	262.15480	1.08601	57	1.4963		x	3.4030	59.80	x		6.2149	7.32
Wed	04/14/21	262.20253	1.08621	58	1.5228		x	3.3765	59.60	x		6.2414	7.52
Thu	04/15/21	262.25027	1.08641	59	1.5493		x	3.3500	59.40	x		6.2679	7.72
Fri	04/16/21	262.29800	1.08660	60	1.5759		x	3.3234	59.21	x		6.2945	7.91
Mon	04/19/21	262.44120	1.08720	63	1.6556		x	3.2437	58.61	x		6.3742	8.51
Tue	04/20/21	262.48893	1.08739	64	1.6822		x	3.2171	58.42	x		6.4008	8.70
Wed	04/21/21	262.53667	1.08759	65	1.7087		x	3.1906	58.22	x		6.4273	8.90
Thu	04/22/21	262.58440	1.08779	66	1.7354		x	3.1639	58.02	x		6.4540	9.10
Fri	04/23/21	262.63213	1.08799	67	1.7620		x	3.1373	57.82	x		6.4806	9.30
Mon	04/26/21	262.77533	1.08858	70	1.8419		x	3.0574	57.23	x		6.5605	9.89
Tue	04/27/21	262.82307	1.08878	71	1.8685		x	3.0308	57.03	x		6.5871	10.09
Wed	04/28/21	262.87080	1.08898	72	1.8952		x	3.0041	56.83	x		6.6138	10.29
Thu	04/29/21	262.91853	1.08917	73	1.9218		x	2.9775	56.64	x		6.6404	10.48
Fri	04/30/21	262.96627	1.08937	74	1.9485		x	2.9508	56.44	x		6.6671	10.68
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	1.09007	77	2.0288		x	2.8705	55.74	x		6.7474	11.38
Tue	05/04/21	263.19429	1.09032	78	2.0556		x	2.8437	55.49	x		6.7742	11.63
Wed	05/05/21	263.25439	1.09057	79	2.0825		x	2.8168	55.24	x		6.8011	11.88
Thu	05/06/21	263.31448	1.09081	80	2.1093		x	2.7900	55.00	x		6.8279	12.12
Fri	05/07/21	263.37458	1.09106	81	2.1362		x	2.7631	54.75	x		6.8548	12.37
Mon	05/10/21	263.55487	1.09181	84	2.2168		x	2.6825	54.00	x		6.9354	13.12
Tue	05/11/21	263.61497	1.09206	85	2.2437		x	2.6556	53.75	x		6.9623	13.37
Wed	05/12/21	263.67506	1.09231	86	2.2706		x	2.6287	53.50	x		6.9892	13.62
Thu	05/13/21	263.73516	1.09256	87	2.2975		x	2.6018	53.25	x		7.0161	13.87
Fri	05/14/21	263.79526	1.09281	88	2.3245		x	2.5748	53.00	x		7.0431	14.12
Mon	05/17/21	263.97555	1.09355	91	2.4054		x	2.4939	52.26	x		7.1240	14.86
Tue	05/18/21	264.03565	1.09380	92	2.4323		x	2.4670	52.01	x		7.1509	15.11
Wed	05/19/21	264.09574	1.09405	93	2.4593		x	2.4400	51.76	x		7.1779	15.36
Thu	05/20/21	264.15584	1.09430	94	2.4864		x	2.4129	51.51	x		7.2050	15.61
Fri	05/21/21	264.21594	1.09455	95	2.5134		x	2.3859	51.26	x		7.2320	15.86
Mon	05/24/21	264.39623	1.09530	98	2.5945		x	2.3048	50.51	x		7.3131	16.61
Tue	05/25/21	264.45632	1.09554	99	2.6216		x	2.2777	50.27	x		7.3402	16.85
Wed	05/26/21	264.51642	1.09579	100	2.6487		x	2.2506	50.02	x		7.3673	17.10
Thu	05/27/21	264.57652	1.09604	101	2.6758		x	2.2235	49.77	x		7.3944	17.35
Fri	05/28/21	264.63661	1.09629	102	2.7029		x	2.1964	49.52	x		7.4215	17.60
Mon	05/31/21	264.81690	1.09704	105	2.7843		x	2.1150	48.77	x		7.5029	18.35
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	1.09729	106	2.8114		x	2.0879	48.52	x		7.5300	18.60
Wed	06/02/21	264.94957	1.09759	107	2.8387		x	2.0606	48.22	x		7.5573	18.90
Thu	06/03/21	265.02213	1.09789	108	2.8660		x	2.0333	47.92	x		7.5846	19.20
Fri	06/04/21	265.09470	1.09819	109	2.8934		x	2.0059	47.62	x		7.6120	19.50
Mon	06/07/21	265.31240	1.09909	112	2.9754		x	1.9239	46.72	x		7.6940	20.40
Tue	06/08/21	265.38497	1.09939	113	3.0028		x	1.8965	46.42	x		7.7214	20.70
Wed	06/09/21	265.45753	1.09969	114	3.0302		x	1.8691	46.12	x		7.7488	21.00
Thu	06/10/21	265.53010	1.09999	115	3.0576		x	1.8417	45.82	x		7.7762	21.30
Fri	06/11/21	265.60267	1.10029	116	3.0851		x	1.8142	45.52	x		7.8037	21.60
Mon	06/14/21	265.82037	1.10120	119	3.1675		x	1.7318	44.61	x		7.8861	22.51
Tue	06/15/21	265.89293	1.10150	120	3.1950		x	1.7043	44.31	x		7.9136	22.81
Wed	06/16/21	265.96550	1.10180	121	3.2225		x	1.6768	44.01	x		7.9411	23.11
Thu	06/17/21	266.03807	1.10210	122	3.2500		x	1.6493	43.71	x		7.9686	23.41
Fri	06/18/21	266.11063	1.10240	123	3.2775		x	1.6218	43.41	x		7.9961	23.71
Mon	06/21/21	266.32833	1.10330	126	3.3602		x	1.5391	42.51	x		8.0788	24.61
Tue	06/22/21	266.40090	1.10360	127	3.3878		x	1.5115	42.21	x		8.1064	24.91
Wed	06/23/21	266.47347	1.10390	128	3.4154		x	1.4839	41.91	x		8.1340	25.21
Thu	06/24/21	266.54603	1.10420	129	3.4430		x	1.4563	41.61	x		8.1616	25.51
Fri	06/25/21	266.61860	1.10450	130	3.4706		x	1.4287	41.31	x		8.1892	25.81
Mon	06/28/21	266.83630	1.10540	133	3.5536		x	1.3457	40.41	x		8.2722	26.71
Tue	06/29/21	266.90887	1.10570	134	3.5813		x	1.3180	40.11	x		8.2999	27.01
Wed	06/30/21	266.98143	1.10601	135	3.6090		x	1.2903	39.80	x		8.3276	27.32
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	1.10631	136	3.6368		x	1.2625	39.50	x		8.3554	27.62
Fri	07/02/21	267.12306	1.10659	137	3.6644		x	1.2349	39.22	x		8.3830	27.90
Mon	07/05/21	267.33026	1.10745	140	3.7476		x	1.1517	38.36	x		8.4662	28.76
Tue	07/06/21	267.39932	1.10774	141	3.7753		x	1.1240	38.07	x		8.4939	29.05
Wed	07/07/21	267.46839	1.10802	142	3.8031		x	1.0962	37.79	x		8.5217	29.33
Thu	07/08/21	267.53745	1.10831	143	3.8309		x	1.0684	37.50	x		8.5495	29.62
Fri	07/09/21	267.60652	1.10860	144	3.8587		x	1.0406	37.21	x		8.5773	29.91
Mon	07/12/21	267.81371	1.10945	147	3.9421		x	0.9572	36.36	x		8.6607	30.76
Tue	07/13/21	267.88277	1.10974	148	3.9699		x	0.9294	36.07	x		8.6885	31.05
Wed	07/14/21	267.95184	1.11003	149	3.9978		x	0.9015	35.78	x		8.7164	31.34
Thu	07/15/21	268.02090	1.11031	150	4.0256		x	0.8737	35.50	x		8.7442	31.62
Fri	07/16/21	268.08997	1.11060	151	4.0535		x	0.8458	35.21	x		8.7721	31.91
Mon	07/19/21	268.29716	1.11146	154	4.1373		x	0.7620	34.35	x		8.8559	32.77
Tue	07/20/21	268.36623	1.11174	155	4.1652		x	0.7341	34.07	x		8.8838	33.05
Wed	07/21/21	268.43529	1.11203	156	4.1932		x	0.7061	33.78	x		8.9118	33.34
Thu	07/22/21	268.50435	1.11231	157	4.2211		x	0.6782	33.50	x		8.9397	33.62
Fri	07/23/21	268.57342	1.11260	158	4.2491		x	0.6502	33.21	x		8.9677	33.91
Mon	07/26/21	268.78061	1.11346	161	4.3331		x	0.5662	32.35	x		9.0517	34.77
Tue	07/27/21	268.84968	1.11374	162	4.3611		x	0.5382	32.07	x		9.0797	35.05
Wed	07/28/21	268.91874	1.11403	163	4.3892		x	0.5101	31.78	x		9.1078	35.34
Thu	07/29/21	268.98781	1.11432	164	4.4173		x	0.4820	31.49	x		9.1359	35.63
Fri	07/30/21	269.05687	1.11460	165	4.4453		x	0.4540	31.21	x		9.1639	35.91
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	1.11551	168	4.5298		x	0.3695	30.30	x		9.2484	36.82
Tue	08/03/21	269.35635	1.11584	169	4.5581		x	0.3412	29.97	x		9.2767	37.15
Wed	08/04/21	269.43703	1.11618	170	4.5865		x	0.3128	29.63	x		9.3051	37.49
Thu	08/05/21	269.51771	1.11651	171	4.6149		x	0.2844	29.30	x		9.3335	37.82
Fri	08/06/21	269.59839	1.11685	172	4.6433		x	0.2560	28.96	x		9.3619	38.16
Mon	08/09/21	269.84042	1.11785	175	4.7285		x	0.1708	27.96	x		9.4471	39.16
Tue	08/10/21	269.92110	1.11818	176	4.7569		x	0.1424	27.63	x		9.4755	39.49
Wed	08/11/21	270.00177	1.11852	177	4.7854		x	0.1139	27.29	x		9.5040	39.83
Thu	08/12/21	270.08245	1.11885	178	4.8138		x	0.0855	26.96	x		9.5324	40.16
Fri	08/13/21	270.16313	1.11919	179	4.8424		x	0.0569	26.62	x		9.5610	40.50
Sun	08/15/21	270.32448	1.11985	0	0.0000			0.0000	25.96	x	x	9.6179	41.16
Mon	08/16/21	270.40516	1.12019	1	0.0266			-0.0266	25.62	x	x	9.6445	41.50
Tue	08/17/21	270.48584	1.12052	2	0.0533			-0.0533	25.29	x	x	9.6712	41.83
Wed	08/18/21	270.56652	1.12086	3	0.0800			-0.0800	24.95	x	x	9.6979	42.17
Thu	08/19/21	270.64719	1.12119	4	0.1066			-0.1066	24.62	x	x	9.7245	42.50
Fri	08/20/21	270.72787	1.12153	5	0.1333			-0.1333	24.28	x	x	9.7512	42.84
Mon	08/23/21	270.96990	1.12253	8	0.2135			-0.2135	23.28	x	x	9.8314	43.84
Tue	08/24/21	271.05058	1.12286	9	0.2403			-0.2403	22.95	x	x	9.8582	44.17
Wed	08/25/21	271.13126	1.12320	10	0.2671			-0.2671	22.61	x	x	9.8850	44.51
Thu	08/26/21	271.21194	1.12353	11	0.2939			-0.2939	22.28	x	x	9.9118	44.84
Fri	08/27/21	271.29261	1.12387	12	0.3207			-0.3207	21.94	x	x	9.9386	45.18
Mon	08/30/21	271.53465	1.12487	15	0.4012			-0.4012	20.94	x	x	10.0191	46.18
Tue	08/31/21	271.61532	1.12520	16	0.4281			-0.4281	20.61	x	x	10.0460	46.51
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Wed	09/01/21	271.69600	1.12554	17	0.4550			-0.4550	20.27	x	x	10.0729	46.85
Thu	09/02/21	271.73957	1.12572	18	0.4818			-0.4818	20.09	x	x	10.0997	47.03
Fri	09/03/21	271.78313	1.12590	19	0.5086			-0.5086	19.91	x	x	10.1265	47.21
Mon	09/06/21	271.91383	1.12644	22	0.5892			-0.5892	19.37	x	x	10.2071	47.75
Tue	09/07/21	271.95740	1.12662	23	0.6161			-0.6161	19.19	x	x	10.2340	47.93
Wed	09/08/21	272.00097	1.12680	24	0.6430			-0.6430	19.01	x	x	10.2609	48.11
Thu	09/09/21	272.04453	1.12698	25	0.6699			-0.6699	18.83	x	x	10.2878	48.29
Fri	09/10/21	272.08810	1.12716	26	0.6968			-0.6968	18.65	x	x	10.3147	48.47
Mon	09/13/21	272.21880	1.12770	29	0.7776			-0.7776	18.11	x	x	10.3955	49.01
Tue	09/14/21	272.26237	1.12788	30	0.8045			-0.8045	17.93	x	x	10.4224	49.19
Wed	09/15/21	272.30593	1.12806	31	0.8315			-0.8315	17.75	x	x	10.4494	49.37
Thu	09/16/21	272.34950	1.12824	32	0.8584			-0.8584	17.57	x	x	10.4763	49.55
Fri	09/17/21	272.39307	1.12842	33	0.8854			-0.8854	17.39	x	x	10.5033	49.73
Mon	09/20/21	272.52377	1.12897	36	0.9664			-0.9664	16.84	x	x	10.5843	50.28
Tue	09/21/21	272.56733	1.12915	37	0.9934			-0.9934	16.66	x	x	10.6113	50.46
Wed	09/22/21	272.61090	1.12933	38	1.0204			-1.0204	16.48	x	x	10.6383	50.64
Thu	09/23/21	272.65447	1.12951	39	1.0474			-1.0474	16.30	x	x	10.6653	50.82
Fri	09/24/21	272.69803	1.12969	40	1.0744			-1.0744	16.12	x	x	10.6923	51.00
Mon	09/27/21	272.82873	1.13023	43	1.1556			-1.1556	15.58	x	x	10.7735	51.54
Tue	09/28/21	272.87230	1.13041	44	1.1826			-1.1826	15.40	x	x	10.8005	51.72
Wed	09/29/21	272.91587	1.13059	45	1.2097			-1.2097	15.22	x	x	10.8276	51.90
Thu	09/30/21	272.95943	1.13077	46	1.2368			-1.2368	15.04	x	x	10.8547	52.08
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	1.13095	47	1.2639			-1.2639	14.86	x	x	10.8818	52.26
Mon	10/04/21	273.05758	1.13118	50	1.3448			-1.3448	14.63	x	x	10.9627	52.49
Tue	10/05/21	273.07577	1.13125	51	1.3718			-1.3718	14.56	x	x	10.9897	52.56
Wed	10/06/21	273.09397	1.13133	52	1.3988			-1.3988	14.48	x	x	11.0167	52.64
Thu	10/07/21	273.11216	1.13140	53	1.4258			-1.4258	14.41	x	x	11.0437	52.71
Fri	10/08/21	273.13035	1.13148	54	1.4528			-1.4528	14.33	x	x	11.0707	52.79
Mon	10/11/21	273.18494	1.13170	57	1.5338			-1.5338	14.11	x	x	11.1517	53.01
Tue	10/12/21	273.20313	1.13178	58	1.5608			-1.5608	14.03	x	x	11.1787	53.09
Wed	10/13/21	273.22132	1.13186	59	1.5878			-1.5878	13.95	x	x	11.2057	53.17
Thu	10/14/21	273.23952	1.13193	60	1.6148			-1.6148	13.88	x	x	11.2327	53.24
Fri	10/15/21	273.25771	1.13201	61	1.6419			-1.6419	13.80	x	x	11.2598	53.32
Mon	10/18/21	273.31229	1.13223	64	1.7230			-1.7230	13.58	x	x	11.3409	53.54
Tue	10/19/21	273.33048	1.13231	65	1.7500			-1.7500	13.50	x	x	11.3679	53.62
Wed	10/20/21	273.34868	1.13238	66	1.7770			-1.7770	13.43	x	x	11.3949	53.69
Thu	10/21/21	273.36687	1.13246	67	1.8041			-1.8041	13.35	x	x	11.4220	53.77
Fri	10/22/21	273.38506	1.13253	68	1.8311			-1.8311	13.28	x	x	11.4490	53.84
Mon	10/25/21	273.43965	1.13276	71	1.9123			-1.9123	13.05	x	x	11.5302	54.07
Tue	10/26/21	273.45784	1.13283	72	1.9394			-1.9394	12.98	x	x	11.5573	54.14
Wed	10/27/21	273.47603	1.13291	73	1.9664			-1.9664	12.90	x	x	11.5843	54.22
Thu	10/28/21	273.49423	1.13299	74	1.9935			-1.9935	12.82	x	x	11.6114	54.30
Fri	10/29/21	273.51242	1.13306	75	2.0206			-2.0206	12.75	x	x	11.6385	54.37
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	1.13329	78	2.1018			-2.1018	12.52	x	x	11.7197	54.60
Tue	11/02/21	273.59177	1.13339	79	2.1290			-2.1290	12.42	x	x	11.7469	54.70
Wed	11/03/21	273.61653	1.13349	80	2.1561			-2.1561	12.32	x	x	11.7740	54.80
Thu	11/04/21	273.64130	1.13359	81	2.1832			-2.1832	12.22	x	x	11.8011	54.90
Fri	11/05/21	273.66607	1.13370	82	2.2104			-2.2104	12.11	x	x	11.8283	55.01
Mon	11/08/21	273.74037	1.13401	85	2.2919			-2.2919	11.80	x	x	11.9098	55.32
Tue	11/09/21	273.76513	1.13411	86	2.3191			-2.3191	11.70	x	x	11.9370	55.42
Wed	11/10/21	273.78990	1.13421	87	2.3462			-2.3462	11.60	x	x	11.9641	55.52
Thu	11/11/21	273.81467	1.13431	88	2.3734			-2.3734	11.50	x	x	11.9913	55.62
Fri	11/12/21	273.83943	1.13442	89	2.4006			-2.4006	11.39	x	x	12.0185	55.73
Mon	11/15/21	273.91373	1.13472	92	2.4822			-2.4822	11.09	x	x	12.1001	56.03
Tue	11/16/21	273.93850	1.13483	93	2.5094			-2.5094	10.98	x	x	12.1273	56.14
Wed	11/17/21	273.96327	1.13493	94	2.5366			-2.5366	10.88	x	x	12.1545	56.24
Thu	11/18/21	273.98803	1.13503	95	2.5638			-2.5638	10.78	x	x	12.1817	56.34
Fri	11/19/21	274.01280	1.13513	96	2.5911			-2.5911	10.68	x	x	12.2090	56.44
Mon	11/22/21	274.08710	1.13544	99	2.6728			-2.6728	10.37	x	x	12.2907	56.75
Tue	11/23/21	274.11187	1.13554	100	2.7000			-2.7000	10.27	x	x	12.3179	56.85
Wed	11/24/21	274.13663	1.13565	101	2.7273			-2.7273	10.16	x	x	12.3452	56.96
Thu	11/25/21	274.16140	1.13575	102	2.7545			-2.7545	10.06	x	x	12.3724	57.06
Fri	11/26/21	274.18617	1.13585	103	2.7818			-2.7818	9.96	x	x	12.3997	57.16
Mon	11/29/21	274.26047	1.13616	106	2.8636			-2.8636	9.65	x	x	12.4815	57.47
Tue	11/30/21	274.28523	1.13626	107	2.8908			-2.8908	9.55	x	x	12.5087	57.57
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	1.13637	108	2.9181			-2.9181	9.44	x	x	12.5360	57.68
Thu	12/02/21	274.38352	1.13667	109	2.9459			-2.9459	9.14	x	x	12.5638	57.98
Fri	12/03/21	274.45703	1.13697	110	2.9737			-2.9737	8.84	x	x	12.5916	58.28
Mon	12/06/21	274.67758	1.13789	113	3.0573			-3.0573	7.92	x	x	12.6752	59.20
Tue	12/07/21	274.75110	1.13819	114	3.0852			-3.0852	7.62	x	x	12.7031	59.50
Wed	12/08/21	274.82461	1.13850	115	3.1131			-3.1131	7.31	x	x	12.7310	59.81
Thu	12/09/21	274.89813	1.13880	116	3.1410			-3.1410	7.01	x	x	12.7589	60.11
Fri	12/10/21	274.97165	1.13911	117	3.1689			-3.1689	6.70	x	x	12.7868	60.42
Mon	12/13/21	275.19219	1.14002	120	3.2528			-3.2528	5.79	x	x	12.8707	61.33
Tue	12/14/21	275.26571	1.14032	121	3.2807			-3.2807	5.49	x	x	12.8986	61.63
Wed	12/15/21	275.33923	1.14063	122	3.3088			-3.3088	5.18	x	x	12.9267	61.94
Thu	12/16/21	275.41274	1.14093	123	3.3368			-3.3368	4.88	x	x	12.9547	62.24
Fri	12/17/21	275.48626	1.14124	124	3.3648			-3.3648	4.57	x	x	12.9827	62.55
Mon	12/20/21	275.70681	1.14215	127	3.4490			-3.4490	3.66	x	x	13.0669	63.46
Tue	12/21/21	275.78032	1.14246	128	3.4771			-3.4771	3.35	x	x	13.0950	63.77
Wed	12/22/21	275.85384	1.14276	129	3.5051			-3.5051	3.05	x	x	13.1230	64.07
Thu	12/23/21	275.92735	1.14307	130	3.5333			-3.5333	2.74	x	x	13.1512	64.38
Fri	12/24/21	276.00087	1.14337	131	3.5614			-3.5614	2.44	x	x	13.1793	64.68
Mon	12/27/21	276.22142	1.14428	134	3.6458			-3.6458	1.53	x	x	13.2637	65.59
Tue	12/28/21	276.29494	1.14459	135	3.6740			-3.6740	1.22	x	x	13.2919	65.90
Wed	12/29/21	276.36845	1.14489	136	3.7022			-3.7022	0.92	x	x	13.3201	66.20
Thu	12/30/21	276.44197	1.14520	137	3.7305			-3.7305	0.61	x	x	13.3484	66.51
Fri	12/31/21	276.51548	1.14550	138	3.7587			-3.7587	0.31	x	x	13.3766	66.81
Sat	01/01/22	276.58900	1.14581

Generated 12/10/21 10:13