2.125% 30-Year Treasury Inflation Protected Security (TIPS) due February 15, 2041

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

CUSIP Number	912810QP6	Interest 02/15/21 (184 days)	$12.6317
Dated Date	February 15, 2011	Interest 08/15/21 (181 days)	$13.1156
Ref CPI on Dated Date	218.99100	Interest Total	$25.7473
Original Issue Date	February 28, 2011	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	1.18904	139	9.5438	x	x	16.2035	73.98			9.5438	0.00
Mon	01/04/21	260.37261	1.18896	142	9.7491	x	x	15.9982	74.06			9.7491	-0.08
Tue	01/05/21	260.36748	1.18894	143	9.8176	x	x	15.9297	74.08			9.8176	-0.10
Wed	01/06/21	260.36235	1.18892	144	9.8861	x	x	15.8612	74.10			9.8861	-0.12
Thu	01/07/21	260.35723	1.18889	145	9.9545	x	x	15.7928	74.13			9.9545	-0.15
Fri	01/08/21	260.35210	1.18887	146	10.0230	x	x	15.7243	74.15			10.0230	-0.17
Mon	01/11/21	260.33671	1.18880	149	10.2284	x	x	15.5189	74.22			10.2284	-0.24
Tue	01/12/21	260.33158	1.18878	150	10.2968	x	x	15.4505	74.24			10.2968	-0.26
Wed	01/13/21	260.32645	1.18875	151	10.3652	x	x	15.3821	74.27			10.3652	-0.29
Thu	01/14/21	260.32132	1.18873	152	10.4337	x	x	15.3136	74.29			10.4337	-0.31
Fri	01/15/21	260.31619	1.18871	153	10.5022	x	x	15.2451	74.31			10.5022	-0.33
Mon	01/18/21	260.30081	1.18864	156	10.7075	x	x	15.0398	74.38			10.7075	-0.40
Tue	01/19/21	260.29568	1.18861	157	10.7758	x	x	14.9715	74.41			10.7758	-0.43
Wed	01/20/21	260.29055	1.18859	158	10.8443	x	x	14.9030	74.43			10.8443	-0.45
Thu	01/21/21	260.28542	1.18857	159	10.9127	x	x	14.8346	74.45			10.9127	-0.47
Fri	01/22/21	260.28029	1.18854	160	10.9811	x	x	14.7662	74.48			10.9811	-0.50
Mon	01/25/21	260.26490	1.18847	163	11.1863	x	x	14.5610	74.55			11.1863	-0.57
Tue	01/26/21	260.25977	1.18845	164	11.2548	x	x	14.4925	74.57			11.2548	-0.59
Wed	01/27/21	260.25465	1.18843	165	11.3232	x	x	14.4241	74.59			11.3232	-0.61
Thu	01/28/21	260.24952	1.18840	166	11.3915	x	x	14.3558	74.62			11.3915	-0.64
Fri	01/29/21	260.24439	1.18838	167	11.4600	x	x	14.2873	74.64			11.4600	-0.66
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	1.18831	170	11.6651	x	x	14.0822	74.71			11.6651	-0.73
Tue	02/02/21	260.23775	1.18835	171	11.7341	x	x	14.0132	74.67			11.7341	-0.69
Wed	02/03/21	260.24650	1.18839	172	11.8032	x	x	13.9441	74.63			11.8032	-0.65
Thu	02/04/21	260.25525	1.18843	173	11.8722	x	x	13.8751	74.59			11.8722	-0.61
Fri	02/05/21	260.26400	1.18847	174	11.9412	x	x	13.8061	74.55			11.9412	-0.57
Mon	02/08/21	260.29025	1.18859	177	12.1483	x	x	13.5990	74.43			12.1483	-0.45
Tue	02/09/21	260.29900	1.18863	178	12.2174	x	x	13.5299	74.39			12.2174	-0.41
Wed	02/10/21	260.30775	1.18867	179	12.2864	x	x	13.4609	74.35			12.2864	-0.37
Thu	02/11/21	260.31650	1.18871	180	12.3555	x	x	13.3918	74.31			12.3555	-0.33
Fri	02/12/21	260.32525	1.18875	181	12.4245	x	x	13.3228	74.27			12.4245	-0.29
Mon	02/15/21	260.35150	1.18887	0	0.0000		x	13.1156	74.15	x		12.6317	-0.17
Tue	02/16/21	260.36025	1.18891	1	0.0698		x	13.0458	74.11	x		12.7015	-0.13
Wed	02/17/21	260.36900	1.18895	2	0.1396		x	12.9760	74.07	x		12.7713	-0.09
Thu	02/18/21	260.37775	1.18899	3	0.2094		x	12.9062	74.03	x		12.8411	-0.05
Fri	02/19/21	260.38650	1.18903	4	0.2792		x	12.8364	73.99	x		12.9109	-0.01
Mon	02/22/21	260.41275	1.18915	7	0.4886		x	12.6270	73.87	x		13.1203	0.11
Tue	02/23/21	260.42150	1.18919	8	0.5585		x	12.5571	73.83	x		13.1902	0.15
Wed	02/24/21	260.43025	1.18923	9	0.6283		x	12.4873	73.79	x		13.2600	0.19
Thu	02/25/21	260.43900	1.18927	10	0.6981		x	12.4175	73.75	x		13.3298	0.23
Fri	02/26/21	260.44775	1.18931	11	0.7680		x	12.3476	73.71	x		13.3997	0.27
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	1.18943	14	0.9775		x	12.1381	73.59	x		13.6092	0.39
Tue	03/02/21	260.50974	1.18959	15	1.0475		x	12.0681	73.43	x		13.6792	0.55
Wed	03/03/21	260.54548	1.18975	16	1.1174		x	11.9982	73.27	x		13.7491	0.71
Thu	03/04/21	260.58123	1.18992	17	1.1875		x	11.9281	73.10	x		13.8192	0.88
Fri	03/05/21	260.61697	1.19008	18	1.2575		x	11.8581	72.94	x		13.8892	1.04
Mon	03/08/21	260.72419	1.19057	21	1.4677		x	11.6479	72.45	x		14.0994	1.53
Tue	03/09/21	260.75994	1.19073	22	1.5378		x	11.5778	72.29	x		14.1695	1.69
Wed	03/10/21	260.79568	1.19090	23	1.6079		x	11.5077	72.12	x		14.2396	1.86
Thu	03/11/21	260.83142	1.19106	24	1.6780		x	11.4376	71.96	x		14.3097	2.02
Fri	03/12/21	260.86716	1.19122	25	1.7482		x	11.3674	71.80	x		14.3799	2.18
Mon	03/15/21	260.97439	1.19171	28	1.9587		x	11.1569	71.31	x		14.5904	2.67
Tue	03/16/21	261.01013	1.19188	29	2.0290		x	11.0866	71.14	x		14.6607	2.84
Wed	03/17/21	261.04587	1.19204	30	2.0992		x	11.0164	70.98	x		14.7309	3.00
Thu	03/18/21	261.08161	1.19220	31	2.1695		x	10.9461	70.82	x		14.8012	3.16
Fri	03/19/21	261.11735	1.19237	32	2.2398		x	10.8758	70.65	x		14.8715	3.33
Mon	03/22/21	261.22458	1.19286	35	2.4508		x	10.6648	70.16	x		15.0825	3.82
Tue	03/23/21	261.26032	1.19302	36	2.5212		x	10.5944	70.00	x		15.1529	3.98
Wed	03/24/21	261.29606	1.19318	37	2.5915		x	10.5241	69.84	x		15.2232	4.14
Thu	03/25/21	261.33181	1.19334	38	2.6619		x	10.4537	69.68	x		15.2936	4.30
Fri	03/26/21	261.36755	1.19351	39	2.7324		x	10.3832	69.51	x		15.3641	4.47
Mon	03/29/21	261.47477	1.19400	42	2.9438		x	10.1718	69.02	x		15.5755	4.96
Tue	03/30/21	261.51052	1.19416	43	3.0143		x	10.1013	68.86	x		15.6460	5.12
Wed	03/31/21	261.54626	1.19432	44	3.0848		x	10.0308	68.70	x		15.7165	5.28
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	1.19449	45	3.1553		x	9.9603	68.53	x		15.7870	5.45
Fri	04/02/21	261.62973	1.19471	46	3.2260		x	9.8896	68.31	x		15.8577	5.67
Mon	04/05/21	261.77293	1.19536	49	3.4383		x	9.6773	67.66	x		16.0700	6.32
Tue	04/06/21	261.82067	1.19558	50	3.5091		x	9.6065	67.44	x		16.1408	6.54
Wed	04/07/21	261.86840	1.19580	51	3.5800		x	9.5356	67.22	x		16.2117	6.76
Thu	04/08/21	261.91613	1.19601	52	3.6508		x	9.4648	67.01	x		16.2825	6.97
Fri	04/09/21	261.96387	1.19623	53	3.7217		x	9.3939	66.79	x		16.3534	7.19
Mon	04/12/21	262.10707	1.19689	56	3.9345		x	9.1811	66.13	x		16.5662	7.85
Tue	04/13/21	262.15480	1.19710	57	4.0055		x	9.1101	65.92	x		16.6372	8.06
Wed	04/14/21	262.20253	1.19732	58	4.0765		x	9.0391	65.70	x		16.7082	8.28
Thu	04/15/21	262.25027	1.19754	59	4.1476		x	8.9680	65.48	x		16.7793	8.50
Fri	04/16/21	262.29800	1.19776	60	4.2186		x	8.8970	65.26	x		16.8503	8.72
Mon	04/19/21	262.44120	1.19841	63	4.4320		x	8.6836	64.61	x		17.0637	9.37
Tue	04/20/21	262.48893	1.19863	64	4.5031		x	8.6125	64.39	x		17.1348	9.59
Wed	04/21/21	262.53667	1.19885	65	4.5743		x	8.5413	64.17	x		17.2060	9.81
Thu	04/22/21	262.58440	1.19906	66	4.6455		x	8.4701	63.96	x		17.2772	10.02
Fri	04/23/21	262.63213	1.19928	67	4.7168		x	8.3988	63.74	x		17.3485	10.24
Mon	04/26/21	262.77533	1.19994	70	4.9307		x	8.1849	63.08	x		17.5624	10.90
Tue	04/27/21	262.82307	1.20015	71	5.0020		x	8.1136	62.87	x		17.6337	11.11
Wed	04/28/21	262.87080	1.20037	72	5.0734		x	8.0422	62.65	x		17.7051	11.33
Thu	04/29/21	262.91853	1.20059	73	5.1448		x	7.9708	62.43	x		17.7765	11.55
Fri	04/30/21	262.96627	1.20081	74	5.2162		x	7.8994	62.21	x		17.8479	11.77
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	1.20158	77	5.4312		x	7.6844	61.44	x		18.0629	12.54
Tue	05/04/21	263.19429	1.20185	78	5.5029		x	7.6127	61.17	x		18.1346	12.81
Wed	05/05/21	263.25439	1.20212	79	5.5747		x	7.5409	60.90	x		18.2064	13.08
Thu	05/06/21	263.31448	1.20240	80	5.6466		x	7.4690	60.62	x		18.2783	13.36
Fri	05/07/21	263.37458	1.20267	81	5.7185		x	7.3971	60.35	x		18.3502	13.63
Mon	05/10/21	263.55487	1.20350	84	5.9344		x	7.1812	59.52	x		18.5661	14.46
Tue	05/11/21	263.61497	1.20377	85	6.0064		x	7.1092	59.25	x		18.6381	14.73
Wed	05/12/21	263.67506	1.20405	86	6.0785		x	7.0371	58.97	x		18.7102	15.01
Thu	05/13/21	263.73516	1.20432	87	6.1505		x	6.9651	58.70	x		18.7822	15.28
Fri	05/14/21	263.79526	1.20459	88	6.2226		x	6.8930	58.43	x		18.8543	15.55
Mon	05/17/21	263.97555	1.20542	91	6.4392		x	6.6764	57.60	x		19.0709	16.38
Tue	05/18/21	264.03565	1.20569	92	6.5114		x	6.6042	57.33	x		19.1431	16.65
Wed	05/19/21	264.09574	1.20597	93	6.5837		x	6.5319	57.05	x		19.2154	16.93
Thu	05/20/21	264.15584	1.20624	94	6.6560		x	6.4596	56.78	x		19.2877	17.20
Fri	05/21/21	264.21594	1.20652	95	6.7283		x	6.3873	56.50	x		19.3600	17.48
Mon	05/24/21	264.39623	1.20734	98	6.9455		x	6.1701	55.68	x		19.5772	18.30
Tue	05/25/21	264.45632	1.20761	99	7.0180		x	6.0976	55.41	x		19.6497	18.57
Wed	05/26/21	264.51642	1.20789	100	7.0905		x	6.0251	55.13	x		19.7222	18.85
Thu	05/27/21	264.57652	1.20816	101	7.1630		x	5.9526	54.86	x		19.7947	19.12
Fri	05/28/21	264.63661	1.20844	102	7.2356		x	5.8800	54.58	x		19.8673	19.40
Mon	05/31/21	264.81690	1.20926	105	7.4535		x	5.6621	53.76	x		20.0852	20.22
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	1.20953	106	7.5262		x	5.5894	53.49	x		20.1579	20.49
Wed	06/02/21	264.94957	1.20987	107	7.5993		x	5.5163	53.15	x		20.2310	20.83
Thu	06/03/21	265.02213	1.21020	108	7.6724		x	5.4432	52.82	x		20.3041	21.16
Fri	06/04/21	265.09470	1.21053	109	7.7456		x	5.3700	52.49	x		20.3773	21.49
Mon	06/07/21	265.31240	1.21152	112	7.9652		x	5.1504	51.50	x		20.5969	22.48
Tue	06/08/21	265.38497	1.21185	113	8.0385		x	5.0771	51.17	x		20.6702	22.81
Wed	06/09/21	265.45753	1.21218	114	8.1119		x	5.0037	50.84	x		20.7436	23.14
Thu	06/10/21	265.53010	1.21252	115	8.1853		x	4.9303	50.50	x		20.8170	23.48
Fri	06/11/21	265.60267	1.21285	116	8.2588		x	4.8568	50.17	x		20.8905	23.81
Mon	06/14/21	265.82037	1.21384	119	8.4793		x	4.6363	49.18	x		21.1110	24.80
Tue	06/15/21	265.89293	1.21417	120	8.5529		x	4.5627	48.85	x		21.1846	25.13
Wed	06/16/21	265.96550	1.21450	121	8.6265		x	4.4891	48.52	x		21.2582	25.46
Thu	06/17/21	266.03807	1.21484	122	8.7002		x	4.4154	48.18	x		21.3319	25.80
Fri	06/18/21	266.11063	1.21517	123	8.7739		x	4.3417	47.85	x		21.4056	26.13
Mon	06/21/21	266.32833	1.21616	126	8.9952		x	4.1204	46.86	x		21.6269	27.12
Tue	06/22/21	266.40090	1.21649	127	9.0691		x	4.0465	46.53	x		21.7008	27.45
Wed	06/23/21	266.47347	1.21682	128	9.1430		x	3.9726	46.20	x		21.7747	27.78
Thu	06/24/21	266.54603	1.21716	129	9.2170		x	3.8986	45.86	x		21.8487	28.12
Fri	06/25/21	266.61860	1.21749	130	9.2909		x	3.8247	45.53	x		21.9226	28.45
Mon	06/28/21	266.83630	1.21848	133	9.5131		x	3.6025	44.54	x		22.1448	29.44
Tue	06/29/21	266.90887	1.21881	134	9.5872		x	3.5284	44.21	x		22.2189	29.77
Wed	06/30/21	266.98143	1.21914	135	9.6613		x	3.4543	43.88	x		22.2930	30.10
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	1.21947	136	9.7355		x	3.3801	43.55	x		22.3672	30.43
Fri	07/02/21	267.12306	1.21979	137	9.8097		x	3.3059	43.23	x		22.4414	30.75
Mon	07/05/21	267.33026	1.22074	140	10.0323		x	3.0833	42.28	x		22.6640	31.70
Tue	07/06/21	267.39932	1.22105	141	10.1065		x	3.0091	41.97	x		22.7382	32.01
Wed	07/07/21	267.46839	1.22137	142	10.1809		x	2.9347	41.65	x		22.8126	32.33
Thu	07/08/21	267.53745	1.22168	143	10.2552		x	2.8604	41.34	x		22.8869	32.64
Fri	07/09/21	267.60652	1.22200	144	10.3296		x	2.7860	41.02	x		22.9613	32.96
Mon	07/12/21	267.81371	1.22294	147	10.5529		x	2.5627	40.08	x		23.1846	33.90
Tue	07/13/21	267.88277	1.22326	148	10.6275		x	2.4881	39.76	x		23.2592	34.22
Wed	07/14/21	267.95184	1.22357	149	10.7020		x	2.4136	39.45	x		23.3337	34.53
Thu	07/15/21	268.02090	1.22389	150	10.7767		x	2.3389	39.13	x		23.4084	34.85
Fri	07/16/21	268.08997	1.22421	151	10.8513		x	2.2643	38.81	x		23.4830	35.17
Mon	07/19/21	268.29716	1.22515	154	11.0754		x	2.0402	37.87	x		23.7071	36.11
Tue	07/20/21	268.36623	1.22547	155	11.1503		x	1.9653	37.55	x		23.7820	36.43
Wed	07/21/21	268.43529	1.22578	156	11.2250		x	1.8906	37.24	x		23.8567	36.74
Thu	07/22/21	268.50435	1.22610	157	11.2999		x	1.8157	36.92	x		23.9316	37.06
Fri	07/23/21	268.57342	1.22641	158	11.3748		x	1.7408	36.61	x		24.0065	37.37
Mon	07/26/21	268.78061	1.22736	161	11.5997		x	1.5159	35.66	x		24.2314	38.32
Tue	07/27/21	268.84968	1.22767	162	11.6747		x	1.4409	35.35	x		24.3064	38.63
Wed	07/28/21	268.91874	1.22799	163	11.7499		x	1.3657	35.03	x		24.3816	38.95
Thu	07/29/21	268.98781	1.22831	164	11.8250		x	1.2906	34.71	x		24.4567	39.27
Fri	07/30/21	269.05687	1.22862	165	11.9001		x	1.2155	34.40	x		24.5318	39.58
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	1.22962	168	12.1264		x	0.9892	33.40	x		24.7581	40.58
Tue	08/03/21	269.35635	1.22999	169	12.2022		x	0.9134	33.03	x		24.8339	40.95
Wed	08/04/21	269.43703	1.23036	170	12.2781		x	0.8375	32.66	x		24.9098	41.32
Thu	08/05/21	269.51771	1.23073	171	12.3540		x	0.7616	32.29	x		24.9857	41.69
Fri	08/06/21	269.59839	1.23109	172	12.4299		x	0.6857	31.93	x		25.0616	42.05
Mon	08/09/21	269.84042	1.23220	175	12.6581		x	0.4575	30.82	x		25.2898	43.16
Tue	08/10/21	269.92110	1.23257	176	12.7343		x	0.3813	30.45	x		25.3660	43.53
Wed	08/11/21	270.00177	1.23294	177	12.8105		x	0.3051	30.08	x		25.4422	43.90
Thu	08/12/21	270.08245	1.23330	178	12.8866		x	0.2290	29.72	x		25.5183	44.26
Fri	08/13/21	270.16313	1.23367	179	12.9629		x	0.1527	29.35	x		25.5946	44.63
Sun	08/15/21	270.32448	1.23441	0	0.0000			0.0000	28.61	x	x	25.7473	45.37
Mon	08/16/21	270.40516	1.23478	1	0.0713			-0.0713	28.24	x	x	25.8186	45.74
Tue	08/17/21	270.48584	1.23515	2	0.1426			-0.1426	27.87	x	x	25.8899	46.11
Wed	08/18/21	270.56652	1.23551	3	0.2140			-0.2140	27.51	x	x	25.9613	46.47
Thu	08/19/21	270.64719	1.23588	4	0.2855			-0.2855	27.14	x	x	26.0328	46.84
Fri	08/20/21	270.72787	1.23625	5	0.3569			-0.3569	26.77	x	x	26.1042	47.21
Mon	08/23/21	270.96990	1.23736	8	0.5716			-0.5716	25.66	x	x	26.3189	48.32
Tue	08/24/21	271.05058	1.23772	9	0.6432			-0.6432	25.30	x	x	26.3905	48.68
Wed	08/25/21	271.13126	1.23809	10	0.7149			-0.7149	24.93	x	x	26.4622	49.05
Thu	08/26/21	271.21194	1.23846	11	0.7867			-0.7867	24.56	x	x	26.5340	49.42
Fri	08/27/21	271.29261	1.23883	12	0.8584			-0.8584	24.19	x	x	26.6057	49.79
Mon	08/30/21	271.53465	1.23994	15	1.0740			-1.0740	23.08	x	x	26.8213	50.90
Tue	08/31/21	271.61532	1.24030	16	1.1459			-1.1459	22.72	x	x	26.8932	51.26
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	1.24067	17	1.2179			-1.2179	22.35	x	x	26.9652	51.63
Thu	09/02/21	271.73957	1.24087	18	1.2898			-1.2898	22.15	x	x	27.0371	51.83
Fri	09/03/21	271.78313	1.24107	19	1.3616			-1.3616	21.95	x	x	27.1089	52.03
Mon	09/06/21	271.91383	1.24167	22	1.5774			-1.5774	21.35	x	x	27.3247	52.63
Tue	09/07/21	271.95740	1.24187	23	1.6494			-1.6494	21.15	x	x	27.3967	52.83
Wed	09/08/21	272.00097	1.24206	24	1.7213			-1.7213	20.96	x	x	27.4686	53.02
Thu	09/09/21	272.04453	1.24226	25	1.7933			-1.7933	20.76	x	x	27.5406	53.22
Fri	09/10/21	272.08810	1.24246	26	1.8654			-1.8654	20.56	x	x	27.6127	53.42
Mon	09/13/21	272.21880	1.24306	29	2.0816			-2.0816	19.96	x	x	27.8289	54.02
Tue	09/14/21	272.26237	1.24326	30	2.1537			-2.1537	19.76	x	x	27.9010	54.22
Wed	09/15/21	272.30593	1.24346	31	2.2259			-2.2259	19.56	x	x	27.9732	54.42
Thu	09/16/21	272.34950	1.24366	32	2.2981			-2.2981	19.36	x	x	28.0454	54.62
Fri	09/17/21	272.39307	1.24386	33	2.3703			-2.3703	19.16	x	x	28.1176	54.82
Mon	09/20/21	272.52377	1.24445	36	2.5870			-2.5870	18.57	x	x	28.3343	55.41
Tue	09/21/21	272.56733	1.24465	37	2.6593			-2.6593	18.37	x	x	28.4066	55.61
Wed	09/22/21	272.61090	1.24485	38	2.7316			-2.7316	18.17	x	x	28.4789	55.81
Thu	09/23/21	272.65447	1.24505	39	2.8039			-2.8039	17.97	x	x	28.5512	56.01
Fri	09/24/21	272.69803	1.24525	40	2.8763			-2.8763	17.77	x	x	28.6236	56.21
Mon	09/27/21	272.82873	1.24584	43	3.0934			-3.0934	17.18	x	x	28.8407	56.80
Tue	09/28/21	272.87230	1.24604	44	3.1659			-3.1659	16.98	x	x	28.9132	57.00
Wed	09/29/21	272.91587	1.24624	45	3.2384			-3.2384	16.78	x	x	28.9857	57.20
Thu	09/30/21	272.95943	1.24644	46	3.3109			-3.3109	16.58	x	x	29.0582	57.40
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	1.24664	47	3.3834			-3.3834	16.38	x	x	29.1307	57.60
Mon	10/04/21	273.05758	1.24689	50	3.6001			-3.6001	16.13	x	x	29.3474	57.85
Tue	10/05/21	273.07577	1.24697	51	3.6723			-3.6723	16.05	x	x	29.4196	57.93
Wed	10/06/21	273.09397	1.24706	52	3.7446			-3.7446	15.96	x	x	29.4919	58.02
Thu	10/07/21	273.11216	1.24714	53	3.8168			-3.8168	15.88	x	x	29.5641	58.10
Fri	10/08/21	273.13035	1.24722	54	3.8891			-3.8891	15.80	x	x	29.6364	58.18
Mon	10/11/21	273.18494	1.24747	57	4.1060			-4.1060	15.55	x	x	29.8533	58.43
Tue	10/12/21	273.20313	1.24755	58	4.1783			-4.1783	15.47	x	x	29.9256	58.51
Wed	10/13/21	273.22132	1.24764	59	4.2506			-4.2506	15.38	x	x	29.9979	58.60
Thu	10/14/21	273.23952	1.24772	60	4.3229			-4.3229	15.30	x	x	30.0702	58.68
Fri	10/15/21	273.25771	1.24780	61	4.3953			-4.3953	15.22	x	x	30.1426	58.76
Mon	10/18/21	273.31229	1.24805	64	4.6124			-4.6124	14.97	x	x	30.3597	59.01
Tue	10/19/21	273.33048	1.24814	65	4.6848			-4.6848	14.88	x	x	30.4321	59.10
Wed	10/20/21	273.34868	1.24822	66	4.7571			-4.7571	14.80	x	x	30.5044	59.18
Thu	10/21/21	273.36687	1.24830	67	4.8295			-4.8295	14.72	x	x	30.5768	59.26
Fri	10/22/21	273.38506	1.24838	68	4.9019			-4.9019	14.64	x	x	30.6492	59.34
Mon	10/25/21	273.43965	1.24863	71	5.1192			-5.1192	14.39	x	x	30.8665	59.59
Tue	10/26/21	273.45784	1.24872	72	5.1917			-5.1917	14.30	x	x	30.9390	59.68
Wed	10/27/21	273.47603	1.24880	73	5.2641			-5.2641	14.22	x	x	31.0114	59.76
Thu	10/28/21	273.49423	1.24888	74	5.3366			-5.3366	14.14	x	x	31.0839	59.84
Fri	10/29/21	273.51242	1.24897	75	5.4091			-5.4091	14.05	x	x	31.1564	59.93
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	1.24922	78	5.6266			-5.6266	13.80	x	x	31.3739	60.18
Tue	11/02/21	273.59177	1.24933	79	5.6992			-5.6992	13.69	x	x	31.4465	60.29
Wed	11/03/21	273.61653	1.24944	80	5.7719			-5.7719	13.58	x	x	31.5192	60.40
Thu	11/04/21	273.64130	1.24956	81	5.8446			-5.8446	13.46	x	x	31.5919	60.52
Fri	11/05/21	273.66607	1.24967	82	5.9173			-5.9173	13.35	x	x	31.6646	60.63
Mon	11/08/21	273.74037	1.25001	85	6.1354			-6.1354	13.01	x	x	31.8827	60.97
Tue	11/09/21	273.76513	1.25012	86	6.2081			-6.2081	12.90	x	x	31.9554	61.08
Wed	11/10/21	273.78990	1.25023	87	6.2809			-6.2809	12.79	x	x	32.0282	61.19
Thu	11/11/21	273.81467	1.25035	88	6.3537			-6.3537	12.67	x	x	32.1010	61.31
Fri	11/12/21	273.83943	1.25046	89	6.4264			-6.4264	12.56	x	x	32.1737	61.42
Mon	11/15/21	273.91373	1.25080	92	6.6449			-6.6449	12.22	x	x	32.3922	61.76
Tue	11/16/21	273.93850	1.25091	93	6.7177			-6.7177	12.11	x	x	32.4650	61.87
Wed	11/17/21	273.96327	1.25103	94	6.7906			-6.7906	11.99	x	x	32.5379	61.99
Thu	11/18/21	273.98803	1.25114	95	6.8634			-6.8634	11.88	x	x	32.6107	62.10
Fri	11/19/21	274.01280	1.25125	96	6.9363			-6.9363	11.77	x	x	32.6836	62.21
Mon	11/22/21	274.08710	1.25159	99	7.1550			-7.1550	11.43	x	x	32.9023	62.55
Tue	11/23/21	274.11187	1.25170	100	7.2279			-7.2279	11.32	x	x	32.9752	62.66
Wed	11/24/21	274.13663	1.25182	101	7.3009			-7.3009	11.20	x	x	33.0482	62.78
Thu	11/25/21	274.16140	1.25193	102	7.3738			-7.3738	11.09	x	x	33.1211	62.89
Fri	11/26/21	274.18617	1.25204	103	7.4467			-7.4467	10.98	x	x	33.1940	63.00
Mon	11/29/21	274.26047	1.25238	106	7.6657			-7.6657	10.64	x	x	33.4130	63.34
Tue	11/30/21	274.28523	1.25250	107	7.7388			-7.7388	10.52	x	x	33.4861	63.46
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	1.25261	108	7.8118			-7.8118	10.41	x	x	33.5591	63.57
Thu	12/02/21	274.38352	1.25294	109	7.8862			-7.8862	10.08	x	x	33.6335	63.90
Fri	12/03/21	274.45703	1.25328	110	7.9607			-7.9607	9.74	x	x	33.7080	64.24
Mon	12/06/21	274.67758	1.25429	113	8.1844			-8.1844	8.73	x	x	33.9317	65.25
Tue	12/07/21	274.75110	1.25462	114	8.2590			-8.2590	8.40	x	x	34.0063	65.58
Wed	12/08/21	274.82461	1.25496	115	8.3337			-8.3337	8.06	x	x	34.0810	65.92
Thu	12/09/21	274.89813	1.25529	116	8.4084			-8.4084	7.73	x	x	34.1557	66.25
Fri	12/10/21	274.97165	1.25563	117	8.4832			-8.4832	7.39	x	x	34.2305	66.59
Mon	12/13/21	275.19219	1.25664	120	8.7077			-8.7077	6.38	x	x	34.4550	67.60
Tue	12/14/21	275.26571	1.25697	121	8.7826			-8.7826	6.05	x	x	34.5299	67.93
Wed	12/15/21	275.33923	1.25731	122	8.8575			-8.8575	5.71	x	x	34.6048	68.27
Thu	12/16/21	275.41274	1.25764	123	8.9325			-8.9325	5.38	x	x	34.6798	68.60
Fri	12/17/21	275.48626	1.25798	124	9.0075			-9.0075	5.04	x	x	34.7548	68.94
Mon	12/20/21	275.70681	1.25899	127	9.2329			-9.2329	4.03	x	x	34.9802	69.95
Tue	12/21/21	275.78032	1.25932	128	9.3080			-9.3080	3.70	x	x	35.0553	70.28
Wed	12/22/21	275.85384	1.25966	129	9.3833			-9.3833	3.36	x	x	35.1306	70.62
Thu	12/23/21	275.92735	1.25999	130	9.4585			-9.4585	3.03	x	x	35.2058	70.95
Fri	12/24/21	276.00087	1.26033	131	9.5338			-9.5338	2.69	x	x	35.2811	71.29
Mon	12/27/21	276.22142	1.26134	134	9.7600			-9.7600	1.68	x	x	35.5073	72.30
Tue	12/28/21	276.29494	1.26167	135	9.8354			-9.8354	1.35	x	x	35.5827	72.63
Wed	12/29/21	276.36845	1.26201	136	9.9109			-9.9109	1.01	x	x	35.6582	72.97
Thu	12/30/21	276.44197	1.26234	137	9.9864			-9.9864	0.68	x	x	35.7337	73.30
Fri	12/31/21	276.51548	1.26268	138	10.0620			-10.0620	0.34	x	x	35.8093	73.64
Sat	01/01/22	276.58900	1.26302

Generated 12/10/21 10:13