0.75% 30-Year Treasury Inflation Protected Security (TIPS) due February 15, 2042

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

CUSIP Number	912810QV3	Interest 02/15/21 (184 days)	$4.3207
Dated Date	February 15, 2012	Interest 08/15/21 (181 days)	$4.4862
Ref CPI on Dated Date	225.96062	Interest Total	$8.8069
Original Issue Date	February 29, 2012	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	1.15236	139	3.2645	x	x	5.5424	71.70			3.2645	0.00
Mon	01/04/21	260.37261	1.15229	142	3.3348	x	x	5.4721	71.77			3.3348	-0.07
Tue	01/05/21	260.36748	1.15227	143	3.3582	x	x	5.4487	71.79			3.3582	-0.09
Wed	01/06/21	260.36235	1.15225	144	3.3816	x	x	5.4253	71.81			3.3816	-0.11
Thu	01/07/21	260.35723	1.15222	145	3.4050	x	x	5.4019	71.84			3.4050	-0.14
Fri	01/08/21	260.35210	1.15220	146	3.4284	x	x	5.3785	71.86			3.4284	-0.16
Mon	01/11/21	260.33671	1.15213	149	3.4987	x	x	5.3082	71.93			3.4987	-0.23
Tue	01/12/21	260.33158	1.15211	150	3.5221	x	x	5.2848	71.95			3.5221	-0.25
Wed	01/13/21	260.32645	1.15209	151	3.5455	x	x	5.2614	71.97			3.5455	-0.27
Thu	01/14/21	260.32132	1.15206	152	3.5689	x	x	5.2380	72.00			3.5689	-0.30
Fri	01/15/21	260.31619	1.15204	153	3.5923	x	x	5.2146	72.02			3.5923	-0.32
Mon	01/18/21	260.30081	1.15197	156	3.6625	x	x	5.1444	72.09			3.6625	-0.39
Tue	01/19/21	260.29568	1.15195	157	3.6859	x	x	5.1210	72.11			3.6859	-0.41
Wed	01/20/21	260.29055	1.15193	158	3.7093	x	x	5.0976	72.13			3.7093	-0.43
Thu	01/21/21	260.28542	1.15191	159	3.7328	x	x	5.0741	72.15			3.7328	-0.45
Fri	01/22/21	260.28029	1.15188	160	3.7561	x	x	5.0508	72.18			3.7561	-0.48
Mon	01/25/21	260.26490	1.15182	163	3.8264	x	x	4.9805	72.24			3.8264	-0.54
Tue	01/26/21	260.25977	1.15179	164	3.8497	x	x	4.9572	72.27			3.8497	-0.57
Wed	01/27/21	260.25465	1.15177	165	3.8731	x	x	4.9338	72.29			3.8731	-0.59
Thu	01/28/21	260.24952	1.15175	166	3.8965	x	x	4.9104	72.31			3.8965	-0.61
Fri	01/29/21	260.24439	1.15172	167	3.9199	x	x	4.8870	72.34			3.9199	-0.64
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	1.15166	170	3.9901	x	x	4.8168	72.40			3.9901	-0.70
Tue	02/02/21	260.23775	1.15170	171	4.0137	x	x	4.7932	72.36			4.0137	-0.66
Wed	02/03/21	260.24650	1.15173	172	4.0373	x	x	4.7696	72.33			4.0373	-0.63
Thu	02/04/21	260.25525	1.15177	173	4.0609	x	x	4.7460	72.29			4.0609	-0.59
Fri	02/05/21	260.26400	1.15181	174	4.0845	x	x	4.7224	72.25			4.0845	-0.55
Mon	02/08/21	260.29025	1.15193	177	4.1554	x	x	4.6515	72.13			4.1554	-0.43
Tue	02/09/21	260.29900	1.15197	178	4.1790	x	x	4.6279	72.09			4.1790	-0.39
Wed	02/10/21	260.30775	1.15200	179	4.2026	x	x	4.6043	72.06			4.2026	-0.36
Thu	02/11/21	260.31650	1.15204	180	4.2262	x	x	4.5807	72.02			4.2262	-0.32
Fri	02/12/21	260.32525	1.15208	181	4.2499	x	x	4.5570	71.98			4.2499	-0.28
Mon	02/15/21	260.35150	1.15220	0	0.0000		x	4.4862	71.86	x		4.3207	-0.16
Tue	02/16/21	260.36025	1.15224	1	0.0239		x	4.4623	71.82	x		4.3446	-0.12
Wed	02/17/21	260.36900	1.15228	2	0.0477		x	4.4385	71.78	x		4.3684	-0.08
Thu	02/18/21	260.37775	1.15231	3	0.0716		x	4.4146	71.75	x		4.3923	-0.05
Fri	02/19/21	260.38650	1.15235	4	0.0955		x	4.3907	71.71	x		4.4162	-0.01
Mon	02/22/21	260.41275	1.15247	7	0.1671		x	4.3191	71.59	x		4.4878	0.11
Tue	02/23/21	260.42150	1.15251	8	0.1910		x	4.2952	71.55	x		4.5117	0.15
Wed	02/24/21	260.43025	1.15255	9	0.2149		x	4.2713	71.51	x		4.5356	0.19
Thu	02/25/21	260.43900	1.15259	10	0.2388		x	4.2474	71.47	x		4.5595	0.23
Fri	02/26/21	260.44775	1.15262	11	0.2627		x	4.2235	71.44	x		4.5834	0.26
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Mon	03/01/21	260.47400	1.15274	14	0.3344		x	4.1518	71.32	x		4.6551	0.38
Tue	03/02/21	260.50974	1.15290	15	0.3583		x	4.1279	71.16	x		4.6790	0.54
Wed	03/03/21	260.54548	1.15306	16	0.3822		x	4.1040	71.00	x		4.7029	0.70
Thu	03/04/21	260.58123	1.15322	17	0.4062		x	4.0800	70.84	x		4.7269	0.86
Fri	03/05/21	260.61697	1.15337	18	0.4301		x	4.0561	70.69	x		4.7508	1.01
Mon	03/08/21	260.72419	1.15385	21	0.5020		x	3.9842	70.21	x		4.8227	1.49
Tue	03/09/21	260.75994	1.15401	22	0.5260		x	3.9602	70.05	x		4.8467	1.65
Wed	03/10/21	260.79568	1.15416	23	0.5500		x	3.9362	69.90	x		4.8707	1.80
Thu	03/11/21	260.83142	1.15432	24	0.5740		x	3.9122	69.74	x		4.8947	1.96
Fri	03/12/21	260.86716	1.15448	25	0.5980		x	3.8882	69.58	x		4.9187	2.12
Mon	03/15/21	260.97439	1.15496	28	0.6700		x	3.8162	69.10	x		4.9907	2.60
Tue	03/16/21	261.01013	1.15511	29	0.6940		x	3.7922	68.95	x		5.0147	2.75
Wed	03/17/21	261.04587	1.15527	30	0.7181		x	3.7681	68.79	x		5.0388	2.91
Thu	03/18/21	261.08161	1.15543	31	0.7421		x	3.7441	68.63	x		5.0628	3.07
Fri	03/19/21	261.11735	1.15559	32	0.7661		x	3.7201	68.47	x		5.0868	3.23
Mon	03/22/21	261.22458	1.15606	35	0.8383		x	3.6479	68.00	x		5.1590	3.70
Tue	03/23/21	261.26032	1.15622	36	0.8624		x	3.6238	67.84	x		5.1831	3.86
Wed	03/24/21	261.29606	1.15638	37	0.8865		x	3.5997	67.68	x		5.2072	4.02
Thu	03/25/21	261.33181	1.15654	38	0.9105		x	3.5757	67.52	x		5.2312	4.18
Fri	03/26/21	261.36755	1.15670	39	0.9346		x	3.5516	67.36	x		5.2553	4.34
Mon	03/29/21	261.47477	1.15717	42	1.0069		x	3.4793	66.89	x		5.3276	4.81
Tue	03/30/21	261.51052	1.15733	43	1.0310		x	3.4552	66.73	x		5.3517	4.97
Wed	03/31/21	261.54626	1.15749	44	1.0552		x	3.4310	66.57	x		5.3759	5.13
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	1.15764	45	1.0793		x	3.4069	66.42	x		5.4000	5.28
Fri	04/02/21	261.62973	1.15786	46	1.1035		x	3.3827	66.20	x		5.4242	5.50
Mon	04/05/21	261.77293	1.15849	49	1.1761		x	3.3101	65.57	x		5.4968	6.13
Tue	04/06/21	261.82067	1.15870	50	1.2003		x	3.2859	65.36	x		5.5210	6.34
Wed	04/07/21	261.86840	1.15891	51	1.2245		x	3.2617	65.15	x		5.5452	6.55
Thu	04/08/21	261.91613	1.15912	52	1.2488		x	3.2374	64.94	x		5.5695	6.76
Fri	04/09/21	261.96387	1.15933	53	1.2730		x	3.2132	64.73	x		5.5937	6.97
Mon	04/12/21	262.10707	1.15997	56	1.3458		x	3.1404	64.09	x		5.6665	7.61
Tue	04/13/21	262.15480	1.16018	57	1.3701		x	3.1161	63.88	x		5.6908	7.82
Wed	04/14/21	262.20253	1.16039	58	1.3944		x	3.0918	63.67	x		5.7151	8.03
Thu	04/15/21	262.25027	1.16060	59	1.4187		x	3.0675	63.46	x		5.7394	8.24
Fri	04/16/21	262.29800	1.16081	60	1.4430		x	3.0432	63.25	x		5.7637	8.45
Mon	04/19/21	262.44120	1.16145	63	1.5160		x	2.9702	62.61	x		5.8367	9.09
Tue	04/20/21	262.48893	1.16166	64	1.5403		x	2.9459	62.40	x		5.8610	9.30
Wed	04/21/21	262.53667	1.16187	65	1.5647		x	2.9215	62.19	x		5.8854	9.51
Thu	04/22/21	262.58440	1.16208	66	1.5890		x	2.8972	61.98	x		5.9097	9.72
Fri	04/23/21	262.63213	1.16229	67	1.6134		x	2.8728	61.77	x		5.9341	9.93
Mon	04/26/21	262.77533	1.16293	70	1.6866		x	2.7996	61.13	x		6.0073	10.57
Tue	04/27/21	262.82307	1.16314	71	1.7110		x	2.7752	60.92	x		6.0317	10.78
Wed	04/28/21	262.87080	1.16335	72	1.7354		x	2.7508	60.71	x		6.0561	10.99
Thu	04/29/21	262.91853	1.16356	73	1.7598		x	2.7264	60.50	x		6.0805	11.20
Fri	04/30/21	262.96627	1.16377	74	1.7842		x	2.7020	60.29	x		6.1049	11.41
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	1.16451	77	1.8577		x	2.6285	59.55	x		6.1784	12.15
Tue	05/04/21	263.19429	1.16478	78	1.8823		x	2.6039	59.28	x		6.2030	12.42
Wed	05/05/21	263.25439	1.16505	79	1.9069		x	2.5793	59.01	x		6.2276	12.69
Thu	05/06/21	263.31448	1.16531	80	1.9315		x	2.5547	58.75	x		6.2522	12.95
Fri	05/07/21	263.37458	1.16558	81	1.9560		x	2.5302	58.48	x		6.2767	13.22
Mon	05/10/21	263.55487	1.16638	84	2.0299		x	2.4563	57.68	x		6.3506	14.02
Tue	05/11/21	263.61497	1.16664	85	2.0545		x	2.4317	57.42	x		6.3752	14.28
Wed	05/12/21	263.67506	1.16691	86	2.0792		x	2.4070	57.15	x		6.3999	14.55
Thu	05/13/21	263.73516	1.16717	87	2.1038		x	2.3824	56.89	x		6.4245	14.81
Fri	05/14/21	263.79526	1.16744	88	2.1285		x	2.3577	56.62	x		6.4492	15.08
Mon	05/17/21	263.97555	1.16824	91	2.2026		x	2.2836	55.82	x		6.5233	15.88
Tue	05/18/21	264.03565	1.16850	92	2.2273		x	2.2589	55.56	x		6.5480	16.14
Wed	05/19/21	264.09574	1.16877	93	2.2520		x	2.2342	55.29	x		6.5727	16.41
Thu	05/20/21	264.15584	1.16903	94	2.2767		x	2.2095	55.03	x		6.5974	16.67
Fri	05/21/21	264.21594	1.16930	95	2.3015		x	2.1847	54.76	x		6.6222	16.94
Mon	05/24/21	264.39623	1.17010	98	2.3758		x	2.1104	53.96	x		6.6965	17.74
Tue	05/25/21	264.45632	1.17036	99	2.4005		x	2.0857	53.70	x		6.7212	18.00
Wed	05/26/21	264.51642	1.17063	100	2.4253		x	2.0609	53.43	x		6.7460	18.27
Thu	05/27/21	264.57652	1.17090	101	2.4502		x	2.0360	53.16	x		6.7709	18.54
Fri	05/28/21	264.63661	1.17116	102	2.4750		x	2.0112	52.90	x		6.7957	18.80
Mon	05/31/21	264.81690	1.17196	105	2.5495		x	1.9367	52.10	x		6.8702	19.60
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	1.17223	106	2.5744		x	1.9118	51.83	x		6.8951	19.87
Wed	06/02/21	264.94957	1.17255	107	2.5994		x	1.8868	51.51	x		6.9201	20.19
Thu	06/03/21	265.02213	1.17287	108	2.6244		x	1.8618	51.19	x		6.9451	20.51
Fri	06/04/21	265.09470	1.17319	109	2.6494		x	1.8368	50.87	x		6.9701	20.83
Mon	06/07/21	265.31240	1.17415	112	2.7245		x	1.7617	49.91	x		7.0452	21.79
Tue	06/08/21	265.38497	1.17447	113	2.7496		x	1.7366	49.59	x		7.0703	22.11
Wed	06/09/21	265.45753	1.17480	114	2.7747		x	1.7115	49.26	x		7.0954	22.44
Thu	06/10/21	265.53010	1.17512	115	2.7998		x	1.6864	48.94	x		7.1205	22.76
Fri	06/11/21	265.60267	1.17544	116	2.8250		x	1.6612	48.62	x		7.1457	23.08
Mon	06/14/21	265.82037	1.17640	119	2.9004		x	1.5858	47.66	x		7.2211	24.04
Tue	06/15/21	265.89293	1.17672	120	2.9255		x	1.5607	47.34	x		7.2462	24.36
Wed	06/16/21	265.96550	1.17704	121	2.9507		x	1.5355	47.02	x		7.2714	24.68
Thu	06/17/21	266.03807	1.17736	122	2.9759		x	1.5103	46.70	x		7.2966	25.00
Fri	06/18/21	266.11063	1.17769	123	3.0012		x	1.4850	46.37	x		7.3219	25.33
Mon	06/21/21	266.32833	1.17865	126	3.0769		x	1.4093	45.41	x		7.3976	26.29
Tue	06/22/21	266.40090	1.17897	127	3.1021		x	1.3841	45.09	x		7.4228	26.61
Wed	06/23/21	266.47347	1.17929	128	3.1274		x	1.3588	44.77	x		7.4481	26.93
Thu	06/24/21	266.54603	1.17961	129	3.1527		x	1.3335	44.45	x		7.4734	27.25
Fri	06/25/21	266.61860	1.17993	130	3.1780		x	1.3082	44.13	x		7.4987	27.57
Mon	06/28/21	266.83630	1.18090	133	3.2540		x	1.2322	43.16	x		7.5747	28.54
Tue	06/29/21	266.90887	1.18122	134	3.2794		x	1.2068	42.84	x		7.6001	28.86
Wed	06/30/21	266.98143	1.18154	135	3.3047		x	1.1815	42.52	x		7.6254	29.18
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	1.18186	136	3.3301		x	1.1561	42.20	x		7.6508	29.50
Fri	07/02/21	267.12306	1.18217	137	3.3555		x	1.1307	41.89	x		7.6762	29.81
Mon	07/05/21	267.33026	1.18308	140	3.4316		x	1.0546	40.98	x		7.7523	30.72
Tue	07/06/21	267.39932	1.18339	141	3.4570		x	1.0292	40.67	x		7.7777	31.03
Wed	07/07/21	267.46839	1.18369	142	3.4824		x	1.0038	40.37	x		7.8031	31.33
Thu	07/08/21	267.53745	1.18400	143	3.5078		x	0.9784	40.06	x		7.8285	31.64
Fri	07/09/21	267.60652	1.18431	144	3.5333		x	0.9529	39.75	x		7.8540	31.95
Mon	07/12/21	267.81371	1.18522	147	3.6097		x	0.8765	38.84	x		7.9304	32.86
Tue	07/13/21	267.88277	1.18553	148	3.6352		x	0.8510	38.53	x		7.9559	33.17
Wed	07/14/21	267.95184	1.18583	149	3.6607		x	0.8255	38.23	x		7.9814	33.47
Thu	07/15/21	268.02090	1.18614	150	3.6862		x	0.8000	37.92	x		8.0069	33.78
Fri	07/16/21	268.08997	1.18645	151	3.7118		x	0.7744	37.61	x		8.0325	34.09
Mon	07/19/21	268.29716	1.18736	154	3.7884		x	0.6978	36.70	x		8.1091	35.00
Tue	07/20/21	268.36623	1.18767	155	3.8140		x	0.6722	36.39	x		8.1347	35.31
Wed	07/21/21	268.43529	1.18797	156	3.8396		x	0.6466	36.09	x		8.1603	35.61
Thu	07/22/21	268.50435	1.18828	157	3.8652		x	0.6210	35.78	x		8.1859	35.92
Fri	07/23/21	268.57342	1.18859	158	3.8908		x	0.5954	35.47	x		8.2115	36.23
Mon	07/26/21	268.78061	1.18950	161	3.9677		x	0.5185	34.56	x		8.2884	37.14
Tue	07/27/21	268.84968	1.18981	162	3.9934		x	0.4928	34.25	x		8.3141	37.45
Wed	07/28/21	268.91874	1.19011	163	4.0191		x	0.4671	33.95	x		8.3398	37.75
Thu	07/29/21	268.98781	1.19042	164	4.0448		x	0.4414	33.64	x		8.3655	38.06
Fri	07/30/21	269.05687	1.19072	165	4.0705		x	0.4157	33.34	x		8.3912	38.36
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	1.19169	168	4.1479		x	0.3383	32.37	x		8.4686	39.33
Tue	08/03/21	269.35635	1.19205	169	4.1738		x	0.3124	32.01	x		8.4945	39.69
Wed	08/04/21	269.43703	1.19241	170	4.1998		x	0.2864	31.65	x		8.5205	40.05
Thu	08/05/21	269.51771	1.19276	171	4.2257		x	0.2605	31.30	x		8.5464	40.40
Fri	08/06/21	269.59839	1.19312	172	4.2517		x	0.2345	30.94	x		8.5724	40.76
Mon	08/09/21	269.84042	1.19419	175	4.3298		x	0.1564	29.87	x		8.6505	41.83
Tue	08/10/21	269.92110	1.19455	176	4.3558		x	0.1304	29.51	x		8.6765	42.19
Wed	08/11/21	270.00177	1.19491	177	4.3819		x	0.1043	29.15	x		8.7026	42.55
Thu	08/12/21	270.08245	1.19526	178	4.4079		x	0.0783	28.80	x		8.7286	42.90
Fri	08/13/21	270.16313	1.19562	179	4.4340		x	0.0522	28.44	x		8.7547	43.26
Sun	08/15/21	270.32448	1.19633	0	0.0000			0.0000	27.73	x	x	8.8069	43.97
Mon	08/16/21	270.40516	1.19669	1	0.0244			-0.0244	27.37	x	x	8.8313	44.33
Tue	08/17/21	270.48584	1.19705	2	0.0488			-0.0488	27.01	x	x	8.8557	44.69
Wed	08/18/21	270.56652	1.19741	3	0.0732			-0.0732	26.65	x	x	8.8801	45.05
Thu	08/19/21	270.64719	1.19776	4	0.0976			-0.0976	26.30	x	x	8.9045	45.40
Fri	08/20/21	270.72787	1.19812	5	0.1221			-0.1221	25.94	x	x	8.9290	45.76
Mon	08/23/21	270.96990	1.19919	8	0.1955			-0.1955	24.87	x	x	9.0024	46.83
Tue	08/24/21	271.05058	1.19955	9	0.2200			-0.2200	24.51	x	x	9.0269	47.19
Wed	08/25/21	271.13126	1.19990	10	0.2445			-0.2445	24.16	x	x	9.0514	47.54
Thu	08/26/21	271.21194	1.20026	11	0.2691			-0.2691	23.80	x	x	9.0760	47.90
Fri	08/27/21	271.29261	1.20062	12	0.2936			-0.2936	23.44	x	x	9.1005	48.26
Mon	08/30/21	271.53465	1.20169	15	0.3674			-0.3674	22.37	x	x	9.1743	49.33
Tue	08/31/21	271.61532	1.20205	16	0.3920			-0.3920	22.01	x	x	9.1989	49.69
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	1.20240	17	0.4166			-0.4166	21.66	x	x	9.2235	50.04
Thu	09/02/21	271.73957	1.20260	18	0.4412			-0.4412	21.46	x	x	9.2481	50.24
Fri	09/03/21	271.78313	1.20279	19	0.4658			-0.4658	21.27	x	x	9.2727	50.43
Mon	09/06/21	271.91383	1.20337	22	0.5396			-0.5396	20.69	x	x	9.3465	51.01
Tue	09/07/21	271.95740	1.20356	23	0.5642			-0.5642	20.50	x	x	9.3711	51.20
Wed	09/08/21	272.00097	1.20375	24	0.5888			-0.5888	20.31	x	x	9.3957	51.39
Thu	09/09/21	272.04453	1.20395	25	0.6134			-0.6134	20.11	x	x	9.4203	51.59
Fri	09/10/21	272.08810	1.20414	26	0.6381			-0.6381	19.92	x	x	9.4450	51.78
Mon	09/13/21	272.21880	1.20472	29	0.7120			-0.7120	19.34	x	x	9.5189	52.36
Tue	09/14/21	272.26237	1.20491	30	0.7367			-0.7367	19.15	x	x	9.5436	52.55
Wed	09/15/21	272.30593	1.20510	31	0.7614			-0.7614	18.96	x	x	9.5683	52.74
Thu	09/16/21	272.34950	1.20530	32	0.7861			-0.7861	18.76	x	x	9.5930	52.94
Fri	09/17/21	272.39307	1.20549	33	0.8108			-0.8108	18.57	x	x	9.6177	53.13
Mon	09/20/21	272.52377	1.20607	36	0.8849			-0.8849	17.99	x	x	9.6918	53.71
Tue	09/21/21	272.56733	1.20626	37	0.9096			-0.9096	17.80	x	x	9.7165	53.90
Wed	09/22/21	272.61090	1.20645	38	0.9343			-0.9343	17.61	x	x	9.7412	54.09
Thu	09/23/21	272.65447	1.20665	39	0.9591			-0.9591	17.41	x	x	9.7660	54.29
Fri	09/24/21	272.69803	1.20684	40	0.9838			-0.9838	17.22	x	x	9.7907	54.48
Mon	09/27/21	272.82873	1.20742	43	1.0581			-1.0581	16.64	x	x	9.8650	55.06
Tue	09/28/21	272.87230	1.20761	44	1.0829			-1.0829	16.45	x	x	9.8898	55.25
Wed	09/29/21	272.91587	1.20780	45	1.1077			-1.1077	16.26	x	x	9.9146	55.44
Thu	09/30/21	272.95943	1.20800	46	1.1325			-1.1325	16.06	x	x	9.9394	55.64
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	1.20819	47	1.1573			-1.1573	15.87	x	x	9.9642	55.83
Mon	10/04/21	273.05758	1.20843	50	1.2314			-1.2314	15.63	x	x	10.0383	56.07
Tue	10/05/21	273.07577	1.20851	51	1.2561			-1.2561	15.55	x	x	10.0630	56.15
Wed	10/06/21	273.09397	1.20859	52	1.2808			-1.2808	15.47	x	x	10.0877	56.23
Thu	10/07/21	273.11216	1.20867	53	1.3056			-1.3056	15.39	x	x	10.1125	56.31
Fri	10/08/21	273.13035	1.20875	54	1.3303			-1.3303	15.31	x	x	10.1372	56.39
Mon	10/11/21	273.18494	1.20899	57	1.4045			-1.4045	15.07	x	x	10.2114	56.63
Tue	10/12/21	273.20313	1.20907	58	1.4292			-1.4292	14.99	x	x	10.2361	56.71
Wed	10/13/21	273.22132	1.20915	59	1.4539			-1.4539	14.91	x	x	10.2608	56.79
Thu	10/14/21	273.23952	1.20924	60	1.4787			-1.4787	14.82	x	x	10.2856	56.88
Fri	10/15/21	273.25771	1.20932	61	1.5034			-1.5034	14.74	x	x	10.3103	56.96
Mon	10/18/21	273.31229	1.20956	64	1.5777			-1.5777	14.50	x	x	10.3846	57.20
Tue	10/19/21	273.33048	1.20964	65	1.6024			-1.6024	14.42	x	x	10.4093	57.28
Wed	10/20/21	273.34868	1.20972	66	1.6272			-1.6272	14.34	x	x	10.4341	57.36
Thu	10/21/21	273.36687	1.20980	67	1.6520			-1.6520	14.26	x	x	10.4589	57.44
Fri	10/22/21	273.38506	1.20988	68	1.6767			-1.6767	14.18	x	x	10.4836	57.52
Mon	10/25/21	273.43965	1.21012	71	1.7511			-1.7511	13.94	x	x	10.5580	57.76
Tue	10/26/21	273.45784	1.21020	72	1.7758			-1.7758	13.86	x	x	10.5827	57.84
Wed	10/27/21	273.47603	1.21028	73	1.8006			-1.8006	13.78	x	x	10.6075	57.92
Thu	10/28/21	273.49423	1.21036	74	1.8254			-1.8254	13.70	x	x	10.6323	58.00
Fri	10/29/21	273.51242	1.21044	75	1.8502			-1.8502	13.62	x	x	10.6571	58.08
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Mon	11/01/21	273.56700	1.21068	78	1.9246			-1.9246	13.38	x	x	10.7315	58.32
Tue	11/02/21	273.59177	1.21079	79	1.9494			-1.9494	13.27	x	x	10.7563	58.43
Wed	11/03/21	273.61653	1.21090	80	1.9743			-1.9743	13.16	x	x	10.7812	58.54
Thu	11/04/21	273.64130	1.21101	81	1.9992			-1.9992	13.05	x	x	10.8061	58.65
Fri	11/05/21	273.66607	1.21112	82	2.0240			-2.0240	12.94	x	x	10.8309	58.76
Mon	11/08/21	273.74037	1.21145	85	2.0986			-2.0986	12.61	x	x	10.9055	59.09
Tue	11/09/21	273.76513	1.21156	86	2.1235			-2.1235	12.50	x	x	10.9304	59.20
Wed	11/10/21	273.78990	1.21167	87	2.1484			-2.1484	12.39	x	x	10.9553	59.31
Thu	11/11/21	273.81467	1.21178	88	2.1733			-2.1733	12.28	x	x	10.9802	59.42
Fri	11/12/21	273.83943	1.21189	89	2.1982			-2.1982	12.17	x	x	11.0051	59.53
Mon	11/15/21	273.91373	1.21222	92	2.2729			-2.2729	11.84	x	x	11.0798	59.86
Tue	11/16/21	273.93850	1.21233	93	2.2978			-2.2978	11.73	x	x	11.1047	59.97
Wed	11/17/21	273.96327	1.21244	94	2.3227			-2.3227	11.62	x	x	11.1296	60.08
Thu	11/18/21	273.98803	1.21255	95	2.3477			-2.3477	11.51	x	x	11.1546	60.19
Fri	11/19/21	274.01280	1.21266	96	2.3726			-2.3726	11.40	x	x	11.1795	60.30
Mon	11/22/21	274.08710	1.21299	99	2.4474			-2.4474	11.07	x	x	11.2543	60.63
Tue	11/23/21	274.11187	1.21310	100	2.4724			-2.4724	10.96	x	x	11.2793	60.74
Wed	11/24/21	274.13663	1.21321	101	2.4973			-2.4973	10.85	x	x	11.3042	60.85
Thu	11/25/21	274.16140	1.21331	102	2.5222			-2.5222	10.75	x	x	11.3291	60.95
Fri	11/26/21	274.18617	1.21342	103	2.5472			-2.5472	10.64	x	x	11.3541	61.06
Mon	11/29/21	274.26047	1.21375	106	2.6221			-2.6221	10.31	x	x	11.4290	61.39
Tue	11/30/21	274.28523	1.21386	107	2.6471			-2.6471	10.20	x	x	11.4540	61.50
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	1.21397	108	2.6721			-2.6721	10.09	x	x	11.4790	61.61
Thu	12/02/21	274.38352	1.21430	109	2.6975			-2.6975	9.76	x	x	11.5044	61.94
Fri	12/03/21	274.45703	1.21462	110	2.7230			-2.7230	9.44	x	x	11.5299	62.26
Mon	12/06/21	274.67758	1.21560	113	2.7995			-2.7995	8.46	x	x	11.6064	63.24
Tue	12/07/21	274.75110	1.21592	114	2.8250			-2.8250	8.14	x	x	11.6319	63.56
Wed	12/08/21	274.82461	1.21625	115	2.8506			-2.8506	7.81	x	x	11.6575	63.89
Thu	12/09/21	274.89813	1.21658	116	2.8762			-2.8762	7.48	x	x	11.6831	64.22
Fri	12/10/21	274.97165	1.21690	117	2.9017			-2.9017	7.16	x	x	11.7086	64.54
Mon	12/13/21	275.19219	1.21788	120	2.9785			-2.9785	6.18	x	x	11.7854	65.52
Tue	12/14/21	275.26571	1.21820	121	3.0041			-3.0041	5.86	x	x	11.8110	65.84
Wed	12/15/21	275.33923	1.21853	122	3.0298			-3.0298	5.53	x	x	11.8367	66.17
Thu	12/16/21	275.41274	1.21885	123	3.0554			-3.0554	5.21	x	x	11.8623	66.49
Fri	12/17/21	275.48626	1.21918	124	3.0811			-3.0811	4.88	x	x	11.8880	66.82
Mon	12/20/21	275.70681	1.22015	127	3.1581			-3.1581	3.91	x	x	11.9650	67.79
Tue	12/21/21	275.78032	1.22048	128	3.1839			-3.1839	3.58	x	x	11.9908	68.12
Wed	12/22/21	275.85384	1.22080	129	3.2096			-3.2096	3.26	x	x	12.0165	68.44
Thu	12/23/21	275.92735	1.22113	130	3.2353			-3.2353	2.93	x	x	12.0422	68.77
Fri	12/24/21	276.00087	1.22146	131	3.2611			-3.2611	2.60	x	x	12.0680	69.10
Mon	12/27/21	276.22142	1.22243	134	3.3384			-3.3384	1.63	x	x	12.1453	70.07
Tue	12/28/21	276.29494	1.22276	135	3.3643			-3.3643	1.30	x	x	12.1712	70.40
Wed	12/29/21	276.36845	1.22308	136	3.3901			-3.3901	0.98	x	x	12.1970	70.72
Thu	12/30/21	276.44197	1.22341	137	3.4159			-3.4159	0.65	x	x	12.2228	71.05
Fri	12/31/21	276.51548	1.22373	138	3.4417			-3.4417	0.33	x	x	12.2486	71.37
Sat	01/01/22	276.58900	1.22406

Generated 12/10/21 10:13