2.375% 20.5-Year Treasury Inflation Protected Security (TIPS) due January 15, 2025

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

CUSIP Number	912810FR4	Interest 01/15/21 (184 days)	$16.3995
Dated Date	July 15, 2004	Interest 07/15/21 (181 days)	$16.8849
Ref CPI on Dated Date	188.49677	Interest Total	$33.2844
Original Issue Date	July 30, 2004	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	1.38139	170	15.1559	x	x	18.1285	85.95			15.1559	0.00
Mon	01/04/21	260.37261	1.38131	173	15.4224	x	x	17.8620	86.03			15.4224	-0.08
Tue	01/05/21	260.36748	1.38128	174	15.5112	x	x	17.7732	86.06			15.5112	-0.11
Wed	01/06/21	260.36235	1.38126	175	15.6002	x	x	17.6842	86.08			15.6002	-0.13
Thu	01/07/21	260.35723	1.38123	176	15.6890	x	x	17.5954	86.11			15.6890	-0.16
Fri	01/08/21	260.35210	1.38120	177	15.7778	x	x	17.5066	86.14			15.7778	-0.19
Mon	01/11/21	260.33671	1.38112	180	16.0443	x	x	17.2401	86.22			16.0443	-0.27
Tue	01/12/21	260.33158	1.38109	181	16.1330	x	x	17.1514	86.25			16.1330	-0.30
Wed	01/13/21	260.32645	1.38107	182	16.2219	x	x	17.0625	86.27			16.2219	-0.32
Thu	01/14/21	260.32132	1.38104	183	16.3107	x	x	16.9737	86.30			16.3107	-0.35
Fri	01/15/21	260.31619	1.38101	0	0.0000		x	16.8849	86.33	x		16.3995	-0.38
Mon	01/18/21	260.30081	1.38093	3	0.2718		x	16.6131	86.41	x		16.6713	-0.46
Tue	01/19/21	260.29568	1.38090	4	0.3624		x	16.5225	86.44	x		16.7619	-0.49
Wed	01/20/21	260.29055	1.38088	5	0.4530		x	16.4319	86.46	x		16.8525	-0.51
Thu	01/21/21	260.28542	1.38085	6	0.5436		x	16.3413	86.49	x		16.9431	-0.54
Fri	01/22/21	260.28029	1.38082	7	0.6341		x	16.2508	86.52	x		17.0336	-0.57
Mon	01/25/21	260.26490	1.38074	10	0.9059		x	15.9790	86.60	x		17.3054	-0.65
Tue	01/26/21	260.25977	1.38071	11	0.9964		x	15.8885	86.63	x		17.3959	-0.68
Wed	01/27/21	260.25465	1.38068	12	1.0870		x	15.7979	86.66	x		17.4865	-0.71
Thu	01/28/21	260.24952	1.38066	13	1.1776		x	15.7073	86.68	x		17.5771	-0.73
Fri	01/29/21	260.24439	1.38063	14	1.2681		x	15.6168	86.71	x		17.6676	-0.76
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	02/01/21	260.22900	1.38055	17	1.5398		x	15.3451	86.79	x		17.9393	-0.84
Tue	02/02/21	260.23775	1.38060	18	1.6304		x	15.2545	86.74	x		18.0299	-0.79
Wed	02/03/21	260.24650	1.38064	19	1.7210		x	15.1639	86.70	x		18.1205	-0.75
Thu	02/04/21	260.25525	1.38069	20	1.8117		x	15.0732	86.65	x		18.2112	-0.70
Fri	02/05/21	260.26400	1.38073	21	1.9023		x	14.9826	86.61	x		18.3018	-0.66
Mon	02/08/21	260.29025	1.38087	24	2.1743		x	14.7106	86.47	x		18.5738	-0.52
Tue	02/09/21	260.29900	1.38092	25	2.2650		x	14.6199	86.42	x		18.6645	-0.47
Wed	02/10/21	260.30775	1.38097	26	2.3557		x	14.5292	86.37	x		18.7552	-0.42
Thu	02/11/21	260.31650	1.38101	27	2.4463		x	14.4386	86.33	x		18.8458	-0.38
Fri	02/12/21	260.32525	1.38106	28	2.5370		x	14.3479	86.28	x		18.9365	-0.33
Mon	02/15/21	260.35150	1.38120	31	2.8091		x	14.0758	86.14	x		19.2086	-0.19
Tue	02/16/21	260.36025	1.38125	32	2.8999		x	13.9850	86.09	x		19.2994	-0.14
Wed	02/17/21	260.36900	1.38129	33	2.9906		x	13.8943	86.05	x		19.3901	-0.10
Thu	02/18/21	260.37775	1.38134	34	3.0813		x	13.8036	86.00	x		19.4808	-0.05
Fri	02/19/21	260.38650	1.38138	35	3.1720		x	13.7129	85.96	x		19.5715	-0.01
Mon	02/22/21	260.41275	1.38152	38	3.4443		x	13.4406	85.82	x		19.8438	0.13
Tue	02/23/21	260.42150	1.38157	39	3.5350		x	13.3499	85.77	x		19.9345	0.18
Wed	02/24/21	260.43025	1.38162	40	3.6258		x	13.2591	85.72	x		20.0253	0.23
Thu	02/25/21	260.43900	1.38166	41	3.7166		x	13.1683	85.68	x		20.1161	0.27
Fri	02/26/21	260.44775	1.38171	42	3.8073		x	13.0776	85.63	x		20.2068	0.32
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	1.38185	45	4.0797		x	12.8052	85.49	x		20.4792	0.46
Tue	03/02/21	260.50974	1.38204	46	4.1709		x	12.7140	85.30	x		20.5704	0.65
Wed	03/03/21	260.54548	1.38223	47	4.2622		x	12.6227	85.11	x		20.6617	0.84
Thu	03/04/21	260.58123	1.38242	48	4.3535		x	12.5314	84.92	x		20.7530	1.03
Fri	03/05/21	260.61697	1.38261	49	4.4448		x	12.4401	84.73	x		20.8443	1.22
Mon	03/08/21	260.72419	1.38318	52	4.7189		x	12.1660	84.16	x		21.1184	1.79
Tue	03/09/21	260.75994	1.38337	53	4.8103		x	12.0746	83.97	x		21.2098	1.98
Wed	03/10/21	260.79568	1.38356	54	4.9017		x	11.9832	83.78	x		21.3012	2.17
Thu	03/11/21	260.83142	1.38374	55	4.9931		x	11.8918	83.60	x		21.3926	2.35
Fri	03/12/21	260.86716	1.38393	56	5.0846		x	11.8003	83.41	x		21.4841	2.54
Mon	03/15/21	260.97439	1.38450	59	5.3592		x	11.5257	82.84	x		21.7587	3.11
Tue	03/16/21	261.01013	1.38469	60	5.4508		x	11.4341	82.65	x		21.8503	3.30
Wed	03/17/21	261.04587	1.38488	61	5.5424		x	11.3425	82.46	x		21.9419	3.49
Thu	03/18/21	261.08161	1.38507	62	5.6340		x	11.2509	82.27	x		22.0335	3.68
Fri	03/19/21	261.11735	1.38526	63	5.7257		x	11.1592	82.08	x		22.1252	3.87
Mon	03/22/21	261.22458	1.38583	66	6.0008		x	10.8841	81.51	x		22.4003	4.44
Tue	03/23/21	261.26032	1.38602	67	6.0926		x	10.7923	81.32	x		22.4921	4.63
Wed	03/24/21	261.29606	1.38621	68	6.1843		x	10.7006	81.13	x		22.5838	4.82
Thu	03/25/21	261.33181	1.38640	69	6.2761		x	10.6088	80.94	x		22.6756	5.01
Fri	03/26/21	261.36755	1.38659	70	6.3680		x	10.5169	80.75	x		22.7675	5.20
Mon	03/29/21	261.47477	1.38716	73	6.6436		x	10.2413	80.18	x		23.0431	5.77
Tue	03/30/21	261.51052	1.38735	74	6.7355		x	10.1494	79.99	x		23.1350	5.96
Wed	03/31/21	261.54626	1.38754	75	6.8275		x	10.0574	79.80	x		23.2270	6.15
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	1.38773	76	6.9195		x	9.9654	79.61	x		23.3190	6.34
Fri	04/02/21	261.62973	1.38798	77	7.0118		x	9.8731	79.36	x		23.4113	6.59
Mon	04/05/21	261.77293	1.38874	80	7.2890		x	9.5959	78.60	x		23.6885	7.35
Tue	04/06/21	261.82067	1.38899	81	7.3814		x	9.5035	78.35	x		23.7809	7.60
Wed	04/07/21	261.86840	1.38925	82	7.4739		x	9.4110	78.09	x		23.8734	7.86
Thu	04/08/21	261.91613	1.38950	83	7.5664		x	9.3185	77.84	x		23.9659	8.11
Fri	04/09/21	261.96387	1.38975	84	7.6590		x	9.2259	77.59	x		24.0585	8.36
Mon	04/12/21	262.10707	1.39051	87	7.9369		x	8.9480	76.83	x		24.3364	9.12
Tue	04/13/21	262.15480	1.39077	88	8.0296		x	8.8553	76.57	x		24.4291	9.38
Wed	04/14/21	262.20253	1.39102	89	8.1223		x	8.7626	76.32	x		24.5218	9.63
Thu	04/15/21	262.25027	1.39127	90	8.2150		x	8.6699	76.07	x		24.6145	9.88
Fri	04/16/21	262.29800	1.39153	91	8.3079		x	8.5770	75.81	x		24.7074	10.14
Mon	04/19/21	262.44120	1.39228	94	8.5864		x	8.2985	75.06	x		24.9859	10.89
Tue	04/20/21	262.48893	1.39254	95	8.6793		x	8.2056	74.80	x		25.0788	11.15
Wed	04/21/21	262.53667	1.39279	96	8.7723		x	8.1126	74.55	x		25.1718	11.40
Thu	04/22/21	262.58440	1.39304	97	8.8652		x	8.0197	74.30	x		25.2647	11.65
Fri	04/23/21	262.63213	1.39330	98	8.9583		x	7.9266	74.04	x		25.3578	11.91
Mon	04/26/21	262.77533	1.39406	101	9.2376		x	7.6473	73.28	x		25.6371	12.67
Tue	04/27/21	262.82307	1.39431	102	9.3307		x	7.5542	73.03	x		25.7302	12.92
Wed	04/28/21	262.87080	1.39456	103	9.4239		x	7.4610	72.78	x		25.8234	13.17
Thu	04/29/21	262.91853	1.39482	104	9.5171		x	7.3678	72.52	x		25.9166	13.43
Fri	04/30/21	262.96627	1.39507	105	9.6104		x	7.2745	72.27	x		26.0099	13.68
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	1.39596	108	9.8913		x	6.9936	71.38	x		26.2908	14.57
Tue	05/04/21	263.19429	1.39628	109	9.9851		x	6.8998	71.06	x		26.3846	14.89
Wed	05/05/21	263.25439	1.39660	110	10.0791		x	6.8058	70.74	x		26.4786	15.21
Thu	05/06/21	263.31448	1.39692	111	10.1730		x	6.7119	70.42	x		26.5725	15.53
Fri	05/07/21	263.37458	1.39724	112	10.2670		x	6.6179	70.10	x		26.6665	15.85
Mon	05/10/21	263.55487	1.39819	115	10.5492		x	6.3357	69.15	x		26.9487	16.80
Tue	05/11/21	263.61497	1.39851	116	10.6434		x	6.2415	68.83	x		27.0429	17.12
Wed	05/12/21	263.67506	1.39883	117	10.7376		x	6.1473	68.51	x		27.1371	17.44
Thu	05/13/21	263.73516	1.39915	118	10.8318		x	6.0531	68.19	x		27.2313	17.76
Fri	05/14/21	263.79526	1.39947	119	10.9261		x	5.9588	67.87	x		27.3256	18.08
Mon	05/17/21	263.97555	1.40042	122	11.2092		x	5.6757	66.92	x		27.6087	19.03
Tue	05/18/21	264.03565	1.40074	123	11.3036		x	5.5813	66.60	x		27.7031	19.35
Wed	05/19/21	264.09574	1.40106	124	11.3981		x	5.4868	66.28	x		27.7976	19.67
Thu	05/20/21	264.15584	1.40138	125	11.4927		x	5.3922	65.96	x		27.8922	19.99
Fri	05/21/21	264.21594	1.40170	126	11.5873		x	5.2976	65.64	x		27.9868	20.31
Mon	05/24/21	264.39623	1.40266	129	11.8713		x	5.0136	64.68	x		28.2708	21.27
Tue	05/25/21	264.45632	1.40298	130	11.9660		x	4.9189	64.36	x		28.3655	21.59
Wed	05/26/21	264.51642	1.40329	131	12.0607		x	4.8242	64.05	x		28.4602	21.90
Thu	05/27/21	264.57652	1.40361	132	12.1556		x	4.7293	63.73	x		28.5551	22.22
Fri	05/28/21	264.63661	1.40393	133	12.2505		x	4.6344	63.41	x		28.6500	22.54
Mon	05/31/21	264.81690	1.40489	136	12.5353		x	4.3496	62.45	x		28.9348	23.50
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	1.40521	137	12.6304		x	4.2545	62.13	x		29.0299	23.82
Wed	06/02/21	264.94957	1.40559	138	12.7260		x	4.1589	61.75	x		29.1255	24.20
Thu	06/03/21	265.02213	1.40598	139	12.8218		x	4.0631	61.36	x		29.2213	24.59
Fri	06/04/21	265.09470	1.40636	140	12.9175		x	3.9674	60.98	x		29.3170	24.97
Mon	06/07/21	265.31240	1.40752	143	13.2052		x	3.6797	59.82	x		29.6047	26.13
Tue	06/08/21	265.38497	1.40790	144	13.3012		x	3.5837	59.44	x		29.7007	26.51
Wed	06/09/21	265.45753	1.40829	145	13.3972		x	3.4877	59.05	x		29.7967	26.90
Thu	06/10/21	265.53010	1.40867	146	13.4933		x	3.3916	58.67	x		29.8928	27.28
Fri	06/11/21	265.60267	1.40906	147	13.5894		x	3.2955	58.28	x		29.9889	27.67
Mon	06/14/21	265.82037	1.41021	150	13.8781		x	3.0068	57.13	x		30.2776	28.82
Tue	06/15/21	265.89293	1.41060	151	13.9745		x	2.9104	56.74	x		30.3740	29.21
Wed	06/16/21	265.96550	1.41098	152	14.0708		x	2.8141	56.36	x		30.4703	29.59
Thu	06/17/21	266.03807	1.41137	153	14.1673		x	2.7176	55.97	x		30.5668	29.98
Fri	06/18/21	266.11063	1.41175	154	14.2637		x	2.6212	55.59	x		30.6632	30.36
Mon	06/21/21	266.32833	1.41291	157	14.5536		x	2.3313	54.43	x		30.9531	31.52
Tue	06/22/21	266.40090	1.41329	158	14.6502		x	2.2347	54.05	x		31.0497	31.90
Wed	06/23/21	266.47347	1.41368	159	14.7470		x	2.1379	53.66	x		31.1465	32.29
Thu	06/24/21	266.54603	1.41406	160	14.8437		x	2.0412	53.28	x		31.2432	32.67
Fri	06/25/21	266.61860	1.41445	161	14.9406		x	1.9443	52.89	x		31.3401	33.06
Mon	06/28/21	266.83630	1.41560	164	15.2314		x	1.6535	51.74	x		31.6309	34.21
Tue	06/29/21	266.90887	1.41599	165	15.3285		x	1.5564	51.35	x		31.7280	34.60
Wed	06/30/21	266.98143	1.41637	166	15.4255		x	1.4594	50.97	x		31.8250	34.98
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Thu	07/01/21	267.05400	1.41676	167	15.5227		x	1.3622	50.58	x		31.9222	35.37
Fri	07/02/21	267.12306	1.41712	168	15.6196		x	1.2653	50.22	x		32.0191	35.73
Mon	07/05/21	267.33026	1.41822	171	15.9109		x	0.9740	49.12	x		32.3104	36.83
Tue	07/06/21	267.39932	1.41859	172	16.0081		x	0.8768	48.75	x		32.4076	37.20
Wed	07/07/21	267.46839	1.41895	173	16.1053		x	0.7796	48.39	x		32.5048	37.56
Thu	07/08/21	267.53745	1.41932	174	16.2026		x	0.6823	48.02	x		32.6021	37.93
Fri	07/09/21	267.60652	1.41969	175	16.3000		x	0.5849	47.65	x		32.6995	38.30
Mon	07/12/21	267.81371	1.42079	178	16.5922		x	0.2927	46.55	x		32.9917	39.40
Tue	07/13/21	267.88277	1.42115	179	16.6897		x	0.1952	46.19	x		33.0892	39.76
Wed	07/14/21	267.95184	1.42152	180	16.7873		x	0.0976	45.82	x		33.1868	40.13
Thu	07/15/21	268.02090	1.42189	0	0.0000			0.0000	45.45	x	x	33.2844	40.50
Fri	07/16/21	268.08997	1.42225	1	0.0918			-0.0918	45.09	x	x	33.3762	40.86
Mon	07/19/21	268.29716	1.42335	4	0.3674			-0.3674	43.99	x	x	33.6518	41.96
Tue	07/20/21	268.36623	1.42372	5	0.4594			-0.4594	43.62	x	x	33.7438	42.33
Wed	07/21/21	268.43529	1.42408	6	0.5514			-0.5514	43.26	x	x	33.8358	42.69
Thu	07/22/21	268.50435	1.42445	7	0.6435			-0.6435	42.89	x	x	33.9279	43.06
Fri	07/23/21	268.57342	1.42482	8	0.7356			-0.7356	42.52	x	x	34.0200	43.43
Mon	07/26/21	268.78061	1.42592	11	1.0123			-1.0123	41.42	x	x	34.2967	44.53
Tue	07/27/21	268.84968	1.42628	12	1.1046			-1.1046	41.06	x	x	34.3890	44.89
Wed	07/28/21	268.91874	1.42665	13	1.1970			-1.1970	40.69	x	x	34.4814	45.26
Thu	07/29/21	268.98781	1.42702	14	1.2894			-1.2894	40.32	x	x	34.5738	45.63
Fri	07/30/21	269.05687	1.42738	15	1.3818			-1.3818	39.96	x	x	34.6662	45.99
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	1.42854	18	1.6595			-1.6595	38.80	x	x	34.9439	47.15
Tue	08/03/21	269.35635	1.42897	19	1.7522			-1.7522	38.37	x	x	35.0366	47.58
Wed	08/04/21	269.43703	1.42940	20	1.8450			-1.8450	37.94	x	x	35.1294	48.01
Thu	08/05/21	269.51771	1.42983	21	1.9378			-1.9378	37.51	x	x	35.2222	48.44
Fri	08/06/21	269.59839	1.43025	22	2.0307			-2.0307	37.09	x	x	35.3151	48.86
Mon	08/09/21	269.84042	1.43154	25	2.3097			-2.3097	35.80	x	x	35.5941	50.15
Tue	08/10/21	269.92110	1.43197	26	2.4028			-2.4028	35.37	x	x	35.6872	50.58
Wed	08/11/21	270.00177	1.43239	27	2.4960			-2.4960	34.95	x	x	35.7804	51.00
Thu	08/12/21	270.08245	1.43282	28	2.5892			-2.5892	34.52	x	x	35.8736	51.43
Fri	08/13/21	270.16313	1.43325	29	2.6825			-2.6825	34.09	x	x	35.9669	51.86
Mon	08/16/21	270.40516	1.43453	32	2.9626			-2.9626	32.81	x	x	36.2470	53.14
Tue	08/17/21	270.48584	1.43496	33	3.0561			-3.0561	32.38	x	x	36.3405	53.57
Wed	08/18/21	270.56652	1.43539	34	3.1497			-3.1497	31.95	x	x	36.4341	54.00
Thu	08/19/21	270.64719	1.43582	35	3.2433			-3.2433	31.52	x	x	36.5277	54.43
Fri	08/20/21	270.72787	1.43625	36	3.3369			-3.3369	31.09	x	x	36.6213	54.86
Mon	08/23/21	270.96990	1.43753	39	3.6182			-3.6182	29.81	x	x	36.9026	56.14
Tue	08/24/21	271.05058	1.43796	40	3.7121			-3.7121	29.38	x	x	36.9965	56.57
Wed	08/25/21	271.13126	1.43839	41	3.8061			-3.8061	28.95	x	x	37.0905	57.00
Thu	08/26/21	271.21194	1.43881	42	3.9000			-3.9000	28.53	x	x	37.1844	57.42
Fri	08/27/21	271.29261	1.43924	43	3.9941			-3.9941	28.10	x	x	37.2785	57.85
Mon	08/30/21	271.53465	1.44053	46	4.2766			-4.2766	26.81	x	x	37.5610	59.14
Tue	08/31/21	271.61532	1.44095	47	4.3708			-4.3708	26.39	x	x	37.6552	59.56
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	1.44138	48	4.4651			-4.4651	25.96	x	x	37.7495	59.99
Thu	09/02/21	271.73957	1.44161	49	4.5589			-4.5589	25.73	x	x	37.8433	60.22
Fri	09/03/21	271.78313	1.44185	50	4.6527			-4.6527	25.49	x	x	37.9371	60.46
Mon	09/06/21	271.91383	1.44254	53	4.9342			-4.9342	24.80	x	x	38.2186	61.15
Tue	09/07/21	271.95740	1.44277	54	5.0281			-5.0281	24.57	x	x	38.3125	61.38
Wed	09/08/21	272.00097	1.44300	55	5.1221			-5.1221	24.34	x	x	38.4065	61.61
Thu	09/09/21	272.04453	1.44323	56	5.2160			-5.2160	24.11	x	x	38.5004	61.84
Fri	09/10/21	272.08810	1.44346	57	5.3100			-5.3100	23.88	x	x	38.5944	62.07
Mon	09/13/21	272.21880	1.44416	60	5.5922			-5.5922	23.18	x	x	38.8766	62.77
Tue	09/14/21	272.26237	1.44439	61	5.6863			-5.6863	22.95	x	x	38.9707	63.00
Wed	09/15/21	272.30593	1.44462	62	5.7804			-5.7804	22.72	x	x	39.0648	63.23
Thu	09/16/21	272.34950	1.44485	63	5.8746			-5.8746	22.49	x	x	39.1590	63.46
Fri	09/17/21	272.39307	1.44508	64	5.9688			-5.9688	22.26	x	x	39.2532	63.69
Mon	09/20/21	272.52377	1.44577	67	6.2516			-6.2516	21.57	x	x	39.5360	64.38
Tue	09/21/21	272.56733	1.44601	68	6.3459			-6.3459	21.33	x	x	39.6303	64.62
Wed	09/22/21	272.61090	1.44624	69	6.4403			-6.4403	21.10	x	x	39.7247	64.85
Thu	09/23/21	272.65447	1.44647	70	6.5347			-6.5347	20.87	x	x	39.8191	65.08
Fri	09/24/21	272.69803	1.44670	71	6.6291			-6.6291	20.64	x	x	39.9135	65.31
Mon	09/27/21	272.82873	1.44739	74	6.9125			-6.9125	19.95	x	x	40.1969	66.00
Tue	09/28/21	272.87230	1.44762	75	7.0070			-7.0070	19.72	x	x	40.2914	66.23
Wed	09/29/21	272.91587	1.44785	76	7.1015			-7.1015	19.49	x	x	40.3859	66.46
Thu	09/30/21	272.95943	1.44809	77	7.1962			-7.1962	19.25	x	x	40.4806	66.70
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	1.44832	78	7.2908			-7.2908	19.02	x	x	40.5752	66.93
Mon	10/04/21	273.05758	1.44861	81	7.5727			-7.5727	18.73	x	x	40.8571	67.22
Tue	10/05/21	273.07577	1.44870	82	7.6667			-7.6667	18.64	x	x	40.9511	67.31
Wed	10/06/21	273.09397	1.44880	83	7.7607			-7.7607	18.54	x	x	41.0451	67.41
Thu	10/07/21	273.11216	1.44890	84	7.8548			-7.8548	18.44	x	x	41.1392	67.51
Fri	10/08/21	273.13035	1.44899	85	7.9488			-7.9488	18.35	x	x	41.2332	67.60
Mon	10/11/21	273.18494	1.44928	88	8.2310			-8.2310	18.06	x	x	41.5154	67.89
Tue	10/12/21	273.20313	1.44938	89	8.3251			-8.3251	17.96	x	x	41.6095	67.99
Wed	10/13/21	273.22132	1.44947	90	8.4191			-8.4191	17.87	x	x	41.7035	68.08
Thu	10/14/21	273.23952	1.44957	91	8.5133			-8.5133	17.77	x	x	41.7977	68.18
Fri	10/15/21	273.25771	1.44967	92	8.6074			-8.6074	17.67	x	x	41.8918	68.28
Mon	10/18/21	273.31229	1.44996	95	8.8899			-8.8899	17.38	x	x	42.1743	68.57
Tue	10/19/21	273.33048	1.45005	96	8.9840			-8.9840	17.29	x	x	42.2684	68.66
Wed	10/20/21	273.34868	1.45015	97	9.0782			-9.0782	17.19	x	x	42.3626	68.76
Thu	10/21/21	273.36687	1.45025	98	9.1724			-9.1724	17.09	x	x	42.4568	68.86
Fri	10/22/21	273.38506	1.45034	99	9.2666			-9.2666	17.00	x	x	42.5510	68.95
Mon	10/25/21	273.43965	1.45063	102	9.5493			-9.5493	16.71	x	x	42.8337	69.24
Tue	10/26/21	273.45784	1.45073	103	9.6436			-9.6436	16.61	x	x	42.9280	69.34
Wed	10/27/21	273.47603	1.45083	104	9.7379			-9.7379	16.51	x	x	43.0223	69.44
Thu	10/28/21	273.49423	1.45092	105	9.8322			-9.8322	16.42	x	x	43.1166	69.53
Fri	10/29/21	273.51242	1.45102	106	9.9265			-9.9265	16.32	x	x	43.2109	69.63
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	1.45131	109	10.2095			-10.2095	16.03	x	x	43.4939	69.92
Tue	11/02/21	273.59177	1.45144	110	10.3040			-10.3040	15.90	x	x	43.5884	70.05
Wed	11/03/21	273.61653	1.45157	111	10.3986			-10.3986	15.77	x	x	43.6830	70.18
Thu	11/04/21	273.64130	1.45170	112	10.4933			-10.4933	15.64	x	x	43.7777	70.31
Fri	11/05/21	273.66607	1.45183	113	10.5879			-10.5879	15.51	x	x	43.8723	70.44
Mon	11/08/21	273.74037	1.45223	116	10.8720			-10.8720	15.11	x	x	44.1564	70.84
Tue	11/09/21	273.76513	1.45236	117	10.9667			-10.9667	14.98	x	x	44.2511	70.97
Wed	11/10/21	273.78990	1.45249	118	11.0614			-11.0614	14.85	x	x	44.3458	71.10
Thu	11/11/21	273.81467	1.45262	119	11.1562			-11.1562	14.72	x	x	44.4406	71.23
Fri	11/12/21	273.83943	1.45275	120	11.2509			-11.2509	14.59	x	x	44.5353	71.36
Mon	11/15/21	273.91373	1.45315	123	11.5354			-11.5354	14.19	x	x	44.8198	71.76
Tue	11/16/21	273.93850	1.45328	124	11.6302			-11.6302	14.06	x	x	44.9146	71.89
Wed	11/17/21	273.96327	1.45341	125	11.7250			-11.7250	13.93	x	x	45.0094	72.02
Thu	11/18/21	273.98803	1.45354	126	11.8199			-11.8199	13.80	x	x	45.1043	72.15
Fri	11/19/21	274.01280	1.45367	127	11.9148			-11.9148	13.67	x	x	45.1992	72.28
Mon	11/22/21	274.08710	1.45407	130	12.1996			-12.1996	13.27	x	x	45.4840	72.68
Tue	11/23/21	274.11187	1.45420	131	12.2945			-12.2945	13.14	x	x	45.5789	72.81
Wed	11/24/21	274.13663	1.45433	132	12.3895			-12.3895	13.01	x	x	45.6739	72.94
Thu	11/25/21	274.16140	1.45446	133	12.4844			-12.4844	12.88	x	x	45.7688	73.07
Fri	11/26/21	274.18617	1.45459	134	12.5794			-12.5794	12.75	x	x	45.8638	73.20
Mon	11/29/21	274.26047	1.45499	137	12.8646			-12.8646	12.35	x	x	46.1490	73.60
Tue	11/30/21	274.28523	1.45512	138	12.9597			-12.9597	12.22	x	x	46.2441	73.73
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	1.45525	139	13.0547			-13.0547	12.09	x	x	46.3391	73.86
Thu	12/02/21	274.38352	1.45564	140	13.1522			-13.1522	11.70	x	x	46.4366	74.25
Fri	12/03/21	274.45703	1.45603	141	13.2497			-13.2497	11.31	x	x	46.5341	74.64
Mon	12/06/21	274.67758	1.45720	144	13.5425			-13.5425	10.14	x	x	46.8269	75.81
Tue	12/07/21	274.75110	1.45759	145	13.6402			-13.6402	9.75	x	x	46.9246	76.20
Wed	12/08/21	274.82461	1.45798	146	13.7379			-13.7379	9.36	x	x	47.0223	76.59
Thu	12/09/21	274.89813	1.45837	147	13.8357			-13.8357	8.97	x	x	47.1201	76.98
Fri	12/10/21	274.97165	1.45876	148	13.9335			-13.9335	8.58	x	x	47.2179	77.37
Mon	12/13/21	275.19219	1.45993	151	14.2274			-14.2274	7.41	x	x	47.5118	78.54
Tue	12/14/21	275.26571	1.46032	152	14.3254			-14.3254	7.02	x	x	47.6098	78.93
Wed	12/15/21	275.33923	1.46071	153	14.4235			-14.4235	6.63	x	x	47.7079	79.32
Thu	12/16/21	275.41274	1.46110	154	14.5217			-14.5217	6.24	x	x	47.8061	79.71
Fri	12/17/21	275.48626	1.46149	155	14.6199			-14.6199	5.85	x	x	47.9043	80.10
Mon	12/20/21	275.70681	1.46266	158	14.9148			-14.9148	4.68	x	x	48.1992	81.27
Tue	12/21/21	275.78032	1.46305	159	15.0132			-15.0132	4.29	x	x	48.2976	81.66
Wed	12/22/21	275.85384	1.46344	160	15.1116			-15.1116	3.90	x	x	48.3960	82.05
Thu	12/23/21	275.92735	1.46383	161	15.2101			-15.2101	3.51	x	x	48.4945	82.44
Fri	12/24/21	276.00087	1.46422	162	15.3087			-15.3087	3.12	x	x	48.5931	82.83
Mon	12/27/21	276.22142	1.46539	165	15.6046			-15.6046	1.95	x	x	48.8890	84.00
Tue	12/28/21	276.29494	1.46578	166	15.7034			-15.7034	1.56	x	x	48.9878	84.39
Wed	12/29/21	276.36845	1.46617	167	15.8022			-15.8022	1.17	x	x	49.0866	84.78
Thu	12/30/21	276.44197	1.46656	168	15.9010			-15.9010	0.78	x	x	49.1854	85.17
Fri	12/31/21	276.51548	1.46695	169	15.9999			-15.9999	0.39	x	x	49.2843	85.56
Sat	01/01/22	276.58900	1.46734

Generated 12/10/21 10:13