0.125% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2022

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

CUSIP Number	912828TE0	Interest 01/15/21 (184 days)	$0.7075
Dated Date	July 15, 2012	Interest 07/15/21 (181 days)	$0.7284
Ref CPI on Dated Date	229.96306	Interest Total	$1.4359
Original Issue Date	July 31, 2012	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	1.13230	170	0.6538	x	x	0.7821	70.45			0.6538	0.00
Mon	01/04/21	260.37261	1.13224	173	0.6653	x	x	0.7706	70.51			0.6653	-0.06
Tue	01/05/21	260.36748	1.13221	174	0.6692	x	x	0.7667	70.54			0.6692	-0.09
Wed	01/06/21	260.36235	1.13219	175	0.6730	x	x	0.7629	70.56			0.6730	-0.11
Thu	01/07/21	260.35723	1.13217	176	0.6768	x	x	0.7591	70.58			0.6768	-0.13
Fri	01/08/21	260.35210	1.13215	177	0.6807	x	x	0.7552	70.60			0.6807	-0.15
Mon	01/11/21	260.33671	1.13208	180	0.6922	x	x	0.7437	70.67			0.6922	-0.22
Tue	01/12/21	260.33158	1.13206	181	0.6960	x	x	0.7399	70.69			0.6960	-0.24
Wed	01/13/21	260.32645	1.13204	182	0.6998	x	x	0.7361	70.71			0.6998	-0.26
Thu	01/14/21	260.32132	1.13201	183	0.7037	x	x	0.7322	70.74			0.7037	-0.29
Fri	01/15/21	260.31619	1.13199	0	0.0000		x	0.7284	70.76	x		0.7075	-0.31
Mon	01/18/21	260.30081	1.13192	3	0.0117		x	0.7167	70.83	x		0.7192	-0.38
Tue	01/19/21	260.29568	1.13190	4	0.0156		x	0.7128	70.85	x		0.7231	-0.40
Wed	01/20/21	260.29055	1.13188	5	0.0195		x	0.7089	70.87	x		0.7270	-0.42
Thu	01/21/21	260.28542	1.13186	6	0.0235		x	0.7049	70.89	x		0.7310	-0.44
Fri	01/22/21	260.28029	1.13184	7	0.0274		x	0.7010	70.91	x		0.7349	-0.46
Mon	01/25/21	260.26490	1.13177	10	0.0391		x	0.6893	70.98	x		0.7466	-0.53
Tue	01/26/21	260.25977	1.13175	11	0.0430		x	0.6854	71.00	x		0.7505	-0.55
Wed	01/27/21	260.25465	1.13172	12	0.0469		x	0.6815	71.03	x		0.7544	-0.58
Thu	01/28/21	260.24952	1.13170	13	0.0508		x	0.6776	71.05	x		0.7583	-0.60
Fri	01/29/21	260.24439	1.13168	14	0.0547		x	0.6737	71.07	x		0.7622	-0.62
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	1.13161	17	0.0664		x	0.6620	71.14	x		0.7739	-0.69
Tue	02/02/21	260.23775	1.13165	18	0.0703		x	0.6581	71.10	x		0.7778	-0.65
Wed	02/03/21	260.24650	1.13169	19	0.0742		x	0.6542	71.06	x		0.7817	-0.61
Thu	02/04/21	260.25525	1.13173	20	0.0782		x	0.6502	71.02	x		0.7857	-0.57
Fri	02/05/21	260.26400	1.13176	21	0.0821		x	0.6463	70.99	x		0.7896	-0.54
Mon	02/08/21	260.29025	1.13188	24	0.0938		x	0.6346	70.87	x		0.8013	-0.42
Tue	02/09/21	260.29900	1.13192	25	0.0977		x	0.6307	70.83	x		0.8052	-0.38
Wed	02/10/21	260.30775	1.13195	26	0.1016		x	0.6268	70.80	x		0.8091	-0.35
Thu	02/11/21	260.31650	1.13199	27	0.1055		x	0.6229	70.76	x		0.8130	-0.31
Fri	02/12/21	260.32525	1.13203	28	0.1095		x	0.6189	70.72	x		0.8170	-0.27
Mon	02/15/21	260.35150	1.13214	31	0.1212		x	0.6072	70.61	x		0.8287	-0.16
Tue	02/16/21	260.36025	1.13218	32	0.1251		x	0.6033	70.57	x		0.8326	-0.12
Wed	02/17/21	260.36900	1.13222	33	0.1290		x	0.5994	70.53	x		0.8365	-0.08
Thu	02/18/21	260.37775	1.13226	34	0.1329		x	0.5955	70.49	x		0.8404	-0.04
Fri	02/19/21	260.38650	1.13230	35	0.1368		x	0.5916	70.45	x		0.8443	0.00
Mon	02/22/21	260.41275	1.13241	38	0.1486		x	0.5798	70.34	x		0.8561	0.11
Tue	02/23/21	260.42150	1.13245	39	0.1525		x	0.5759	70.30	x		0.8600	0.15
Wed	02/24/21	260.43025	1.13249	40	0.1564		x	0.5720	70.26	x		0.8639	0.19
Thu	02/25/21	260.43900	1.13253	41	0.1603		x	0.5681	70.22	x		0.8678	0.23
Fri	02/26/21	260.44775	1.13256	42	0.1643		x	0.5641	70.19	x		0.8718	0.26
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	1.13268	45	0.1760		x	0.5524	70.07	x		0.8835	0.38
Tue	03/02/21	260.50974	1.13283	46	0.1799		x	0.5485	69.92	x		0.8874	0.53
Wed	03/03/21	260.54548	1.13299	47	0.1839		x	0.5445	69.76	x		0.8914	0.69
Thu	03/04/21	260.58123	1.13314	48	0.1878		x	0.5406	69.61	x		0.8953	0.84
Fri	03/05/21	260.61697	1.13330	49	0.1918		x	0.5366	69.45	x		0.8993	1.00
Mon	03/08/21	260.72419	1.13377	52	0.2036		x	0.5248	68.98	x		0.9111	1.47
Tue	03/09/21	260.75994	1.13392	53	0.2075		x	0.5209	68.83	x		0.9150	1.62
Wed	03/10/21	260.79568	1.13408	54	0.2115		x	0.5169	68.67	x		0.9190	1.78
Thu	03/11/21	260.83142	1.13423	55	0.2154		x	0.5130	68.52	x		0.9229	1.93
Fri	03/12/21	260.86716	1.13439	56	0.2194		x	0.5090	68.36	x		0.9269	2.09
Mon	03/15/21	260.97439	1.13485	59	0.2312		x	0.4972	67.90	x		0.9387	2.55
Tue	03/16/21	261.01013	1.13501	60	0.2352		x	0.4932	67.74	x		0.9427	2.71
Wed	03/17/21	261.04587	1.13516	61	0.2391		x	0.4893	67.59	x		0.9466	2.86
Thu	03/18/21	261.08161	1.13532	62	0.2431		x	0.4853	67.43	x		0.9506	3.02
Fri	03/19/21	261.11735	1.13548	63	0.2470		x	0.4814	67.27	x		0.9545	3.18
Mon	03/22/21	261.22458	1.13594	66	0.2589		x	0.4695	66.81	x		0.9664	3.64
Tue	03/23/21	261.26032	1.13610	67	0.2628		x	0.4656	66.65	x		0.9703	3.80
Wed	03/24/21	261.29606	1.13625	68	0.2668		x	0.4616	66.50	x		0.9743	3.95
Thu	03/25/21	261.33181	1.13641	69	0.2708		x	0.4576	66.34	x		0.9783	4.11
Fri	03/26/21	261.36755	1.13656	70	0.2747		x	0.4537	66.19	x		0.9822	4.26
Mon	03/29/21	261.47477	1.13703	73	0.2866		x	0.4418	65.72	x		0.9941	4.73
Tue	03/30/21	261.51052	1.13718	74	0.2906		x	0.4378	65.57	x		0.9981	4.88
Wed	03/31/21	261.54626	1.13734	75	0.2945		x	0.4339	65.41	x		1.0020	5.04
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Thu	04/01/21	261.58200	1.13750	76	0.2985		x	0.4299	65.25	x		1.0060	5.20
Fri	04/02/21	261.62973	1.13770	77	0.3025		x	0.4259	65.05	x		1.0100	5.40
Mon	04/05/21	261.77293	1.13833	80	0.3145		x	0.4139	64.42	x		1.0220	6.03
Tue	04/06/21	261.82067	1.13853	81	0.3184		x	0.4100	64.22	x		1.0259	6.23
Wed	04/07/21	261.86840	1.13874	82	0.3224		x	0.4060	64.01	x		1.0299	6.44
Thu	04/08/21	261.91613	1.13895	83	0.3264		x	0.4020	63.80	x		1.0339	6.65
Fri	04/09/21	261.96387	1.13916	84	0.3304		x	0.3980	63.59	x		1.0379	6.86
Mon	04/12/21	262.10707	1.13978	87	0.3424		x	0.3860	62.97	x		1.0499	7.48
Tue	04/13/21	262.15480	1.13999	88	0.3464		x	0.3820	62.76	x		1.0539	7.69
Wed	04/14/21	262.20253	1.14019	89	0.3504		x	0.3780	62.56	x		1.0579	7.89
Thu	04/15/21	262.25027	1.14040	90	0.3544		x	0.3740	62.35	x		1.0619	8.10
Fri	04/16/21	262.29800	1.14061	91	0.3584		x	0.3700	62.14	x		1.0659	8.31
Mon	04/19/21	262.44120	1.14123	94	0.3704		x	0.3580	61.52	x		1.0779	8.93
Tue	04/20/21	262.48893	1.14144	95	0.3744		x	0.3540	61.31	x		1.0819	9.14
Wed	04/21/21	262.53667	1.14165	96	0.3784		x	0.3500	61.10	x		1.0859	9.35
Thu	04/22/21	262.58440	1.14185	97	0.3825		x	0.3459	60.90	x		1.0900	9.55
Fri	04/23/21	262.63213	1.14206	98	0.3865		x	0.3419	60.69	x		1.0940	9.76
Mon	04/26/21	262.77533	1.14268	101	0.3985		x	0.3299	60.07	x		1.1060	10.38
Tue	04/27/21	262.82307	1.14289	102	0.4025		x	0.3259	59.86	x		1.1100	10.59
Wed	04/28/21	262.87080	1.14310	103	0.4066		x	0.3218	59.65	x		1.1141	10.80
Thu	04/29/21	262.91853	1.14331	104	0.4106		x	0.3178	59.44	x		1.1181	11.01
Fri	04/30/21	262.96627	1.14352	105	0.4146		x	0.3138	59.23	x		1.1221	11.22
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	1.14425	108	0.4267		x	0.3017	58.50	x		1.1342	11.95
Tue	05/04/21	263.19429	1.14451	109	0.4308		x	0.2976	58.24	x		1.1383	12.21
Wed	05/05/21	263.25439	1.14477	110	0.4348		x	0.2936	57.98	x		1.1423	12.47
Thu	05/06/21	263.31448	1.14503	111	0.4389		x	0.2895	57.72	x		1.1464	12.73
Fri	05/07/21	263.37458	1.14529	112	0.4429		x	0.2855	57.46	x		1.1504	12.99
Mon	05/10/21	263.55487	1.14607	115	0.4551		x	0.2733	56.68	x		1.1626	13.77
Tue	05/11/21	263.61497	1.14634	116	0.4592		x	0.2692	56.41	x		1.1667	14.04
Wed	05/12/21	263.67506	1.14660	117	0.4632		x	0.2652	56.15	x		1.1707	14.30
Thu	05/13/21	263.73516	1.14686	118	0.4673		x	0.2611	55.89	x		1.1748	14.56
Fri	05/14/21	263.79526	1.14712	119	0.4714		x	0.2570	55.63	x		1.1789	14.82
Mon	05/17/21	263.97555	1.14790	122	0.4836		x	0.2448	54.85	x		1.1911	15.60
Tue	05/18/21	264.03565	1.14817	123	0.4877		x	0.2407	54.58	x		1.1952	15.87
Wed	05/19/21	264.09574	1.14843	124	0.4917		x	0.2367	54.32	x		1.1992	16.13
Thu	05/20/21	264.15584	1.14869	125	0.4958		x	0.2326	54.06	x		1.2033	16.39
Fri	05/21/21	264.21594	1.14895	126	0.4999		x	0.2285	53.80	x		1.2074	16.65
Mon	05/24/21	264.39623	1.14973	129	0.5121		x	0.2163	53.02	x		1.2196	17.43
Tue	05/25/21	264.45632	1.14999	130	0.5162		x	0.2122	52.76	x		1.2237	17.69
Wed	05/26/21	264.51642	1.15026	131	0.5203		x	0.2081	52.49	x		1.2278	17.96
Thu	05/27/21	264.57652	1.15052	132	0.5244		x	0.2040	52.23	x		1.2319	18.22
Fri	05/28/21	264.63661	1.15078	133	0.5285		x	0.1999	51.97	x		1.2360	18.48
Mon	05/31/21	264.81690	1.15156	136	0.5408		x	0.1876	51.19	x		1.2483	19.26
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	1.15182	137	0.5449		x	0.1835	50.93	x		1.2524	19.52
Wed	06/02/21	264.94957	1.15214	138	0.5490		x	0.1794	50.61	x		1.2565	19.84
Thu	06/03/21	265.02213	1.15246	139	0.5531		x	0.1753	50.29	x		1.2606	20.16
Fri	06/04/21	265.09470	1.15277	140	0.5573		x	0.1711	49.98	x		1.2648	20.47
Mon	06/07/21	265.31240	1.15372	143	0.5697		x	0.1587	49.03	x		1.2772	21.42
Tue	06/08/21	265.38497	1.15403	144	0.5738		x	0.1546	48.72	x		1.2813	21.73
Wed	06/09/21	265.45753	1.15435	145	0.5780		x	0.1504	48.40	x		1.2855	22.05
Thu	06/10/21	265.53010	1.15466	146	0.5821		x	0.1463	48.09	x		1.2896	22.36
Fri	06/11/21	265.60267	1.15498	147	0.5863		x	0.1421	47.77	x		1.2938	22.68
Mon	06/14/21	265.82037	1.15593	150	0.5987		x	0.1297	46.82	x		1.3062	23.63
Tue	06/15/21	265.89293	1.15624	151	0.6029		x	0.1255	46.51	x		1.3104	23.94
Wed	06/16/21	265.96550	1.15656	152	0.6070		x	0.1214	46.19	x		1.3145	24.26
Thu	06/17/21	266.03807	1.15687	153	0.6112		x	0.1172	45.88	x		1.3187	24.57
Fri	06/18/21	266.11063	1.15719	154	0.6154		x	0.1130	45.56	x		1.3229	24.89
Mon	06/21/21	266.32833	1.15814	157	0.6279		x	0.1005	44.61	x		1.3354	25.84
Tue	06/22/21	266.40090	1.15845	158	0.6320		x	0.0964	44.30	x		1.3395	26.15
Wed	06/23/21	266.47347	1.15877	159	0.6362		x	0.0922	43.98	x		1.3437	26.47
Thu	06/24/21	266.54603	1.15908	160	0.6404		x	0.0880	43.67	x		1.3479	26.78
Fri	06/25/21	266.61860	1.15940	161	0.6446		x	0.0838	43.35	x		1.3521	27.10
Mon	06/28/21	266.83630	1.16034	164	0.6571		x	0.0713	42.41	x		1.3646	28.04
Tue	06/29/21	266.90887	1.16066	165	0.6613		x	0.0671	42.09	x		1.3688	28.36
Wed	06/30/21	266.98143	1.16098	166	0.6655		x	0.0629	41.77	x		1.3730	28.68
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Thu	07/01/21	267.05400	1.16129	167	0.6697		x	0.0587	41.46	x		1.3772	28.99
Fri	07/02/21	267.12306	1.16159	168	0.6739		x	0.0545	41.16	x		1.3814	29.29
Mon	07/05/21	267.33026	1.16249	171	0.6864		x	0.0420	40.26	x		1.3939	30.19
Tue	07/06/21	267.39932	1.16279	172	0.6906		x	0.0378	39.96	x		1.3981	30.49
Wed	07/07/21	267.46839	1.16309	173	0.6948		x	0.0336	39.66	x		1.4023	30.79
Thu	07/08/21	267.53745	1.16339	174	0.6990		x	0.0294	39.36	x		1.4065	31.09
Fri	07/09/21	267.60652	1.16369	175	0.7032		x	0.0252	39.06	x		1.4107	31.39
Mon	07/12/21	267.81371	1.16459	178	0.7158		x	0.0126	38.16	x		1.4233	32.29
Tue	07/13/21	267.88277	1.16489	179	0.7200		x	0.0084	37.86	x		1.4275	32.59
Wed	07/14/21	267.95184	1.16520	180	0.7242		x	0.0042	37.55	x		1.4317	32.90
Thu	07/15/21	268.02090	1.16550	0	0.0000			0.0000	37.25	x	x	1.4359	33.20
Fri	07/16/21	268.08997	1.16580	1	0.0040			-0.0040	36.95	x	x	1.4399	33.50
Mon	07/19/21	268.29716	1.16670	4	0.0159			-0.0159	36.05	x	x	1.4518	34.40
Tue	07/20/21	268.36623	1.16700	5	0.0198			-0.0198	35.75	x	x	1.4557	34.70
Wed	07/21/21	268.43529	1.16730	6	0.0238			-0.0238	35.45	x	x	1.4597	35.00
Thu	07/22/21	268.50435	1.16760	7	0.0278			-0.0278	35.15	x	x	1.4637	35.30
Fri	07/23/21	268.57342	1.16790	8	0.0317			-0.0317	34.85	x	x	1.4676	35.60
Mon	07/26/21	268.78061	1.16880	11	0.0437			-0.0437	33.95	x	x	1.4796	36.50
Tue	07/27/21	268.84968	1.16910	12	0.0477			-0.0477	33.65	x	x	1.4836	36.80
Wed	07/28/21	268.91874	1.16940	13	0.0516			-0.0516	33.35	x	x	1.4875	37.10
Thu	07/29/21	268.98781	1.16970	14	0.0556			-0.0556	33.05	x	x	1.4915	37.40
Fri	07/30/21	269.05687	1.17000	15	0.0596			-0.0596	32.75	x	x	1.4955	37.70
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	08/02/21	269.27568	1.17095	18	0.0716			-0.0716	31.80	x	x	1.5075	38.65
Tue	08/03/21	269.35635	1.17130	19	0.0756			-0.0756	31.45	x	x	1.5115	39.00
Wed	08/04/21	269.43703	1.17165	20	0.0796			-0.0796	31.10	x	x	1.5155	39.35
Thu	08/05/21	269.51771	1.17200	21	0.0836			-0.0836	30.75	x	x	1.5195	39.70
Fri	08/06/21	269.59839	1.17236	22	0.0876			-0.0876	30.39	x	x	1.5235	40.06
Mon	08/09/21	269.84042	1.17341	25	0.0996			-0.0996	29.34	x	x	1.5355	41.11
Tue	08/10/21	269.92110	1.17376	26	0.1037			-0.1037	28.99	x	x	1.5396	41.46
Wed	08/11/21	270.00177	1.17411	27	0.1077			-0.1077	28.64	x	x	1.5436	41.81
Thu	08/12/21	270.08245	1.17446	28	0.1117			-0.1117	28.29	x	x	1.5476	42.16
Fri	08/13/21	270.16313	1.17481	29	0.1157			-0.1157	27.94	x	x	1.5516	42.51
Mon	08/16/21	270.40516	1.17586	32	0.1278			-0.1278	26.89	x	x	1.5637	43.56
Tue	08/17/21	270.48584	1.17621	33	0.1318			-0.1318	26.54	x	x	1.5677	43.91
Wed	08/18/21	270.56652	1.17657	34	0.1359			-0.1359	26.18	x	x	1.5718	44.27
Thu	08/19/21	270.64719	1.17692	35	0.1399			-0.1399	25.83	x	x	1.5758	44.62
Fri	08/20/21	270.72787	1.17727	36	0.1440			-0.1440	25.48	x	x	1.5799	44.97
Mon	08/23/21	270.96990	1.17832	39	0.1561			-0.1561	24.43	x	x	1.5920	46.02
Tue	08/24/21	271.05058	1.17867	40	0.1601			-0.1601	24.08	x	x	1.5960	46.37
Wed	08/25/21	271.13126	1.17902	41	0.1642			-0.1642	23.73	x	x	1.6001	46.72
Thu	08/26/21	271.21194	1.17937	42	0.1683			-0.1683	23.38	x	x	1.6042	47.07
Fri	08/27/21	271.29261	1.17972	43	0.1723			-0.1723	23.03	x	x	1.6082	47.42
Mon	08/30/21	271.53465	1.18078	46	0.1845			-0.1845	21.97	x	x	1.6204	48.48
Tue	08/31/21	271.61532	1.18113	47	0.1886			-0.1886	21.62	x	x	1.6245	48.83
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	1.18148	48	0.1926			-0.1926	21.27	x	x	1.6285	49.18
Thu	09/02/21	271.73957	1.18167	49	0.1967			-0.1967	21.08	x	x	1.6326	49.37
Fri	09/03/21	271.78313	1.18186	50	0.2007			-0.2007	20.89	x	x	1.6366	49.56
Mon	09/06/21	271.91383	1.18242	53	0.2129			-0.2129	20.33	x	x	1.6488	50.12
Tue	09/07/21	271.95740	1.18261	54	0.2169			-0.2169	20.14	x	x	1.6528	50.31
Wed	09/08/21	272.00097	1.18280	55	0.2210			-0.2210	19.95	x	x	1.6569	50.50
Thu	09/09/21	272.04453	1.18299	56	0.2250			-0.2250	19.76	x	x	1.6609	50.69
Fri	09/10/21	272.08810	1.18318	57	0.2291			-0.2291	19.57	x	x	1.6650	50.88
Mon	09/13/21	272.21880	1.18375	60	0.2413			-0.2413	19.00	x	x	1.6772	51.45
Tue	09/14/21	272.26237	1.18394	61	0.2453			-0.2453	18.81	x	x	1.6812	51.64
Wed	09/15/21	272.30593	1.18413	62	0.2494			-0.2494	18.62	x	x	1.6853	51.83
Thu	09/16/21	272.34950	1.18432	63	0.2534			-0.2534	18.43	x	x	1.6893	52.02
Fri	09/17/21	272.39307	1.18451	64	0.2575			-0.2575	18.24	x	x	1.6934	52.21
Mon	09/20/21	272.52377	1.18508	67	0.2697			-0.2697	17.67	x	x	1.7056	52.78
Tue	09/21/21	272.56733	1.18527	68	0.2738			-0.2738	17.48	x	x	1.7097	52.97
Wed	09/22/21	272.61090	1.18546	69	0.2778			-0.2778	17.29	x	x	1.7137	53.16
Thu	09/23/21	272.65447	1.18564	70	0.2819			-0.2819	17.11	x	x	1.7178	53.34
Fri	09/24/21	272.69803	1.18583	71	0.2860			-0.2860	16.92	x	x	1.7219	53.53
Mon	09/27/21	272.82873	1.18640	74	0.2982			-0.2982	16.35	x	x	1.7341	54.10
Tue	09/28/21	272.87230	1.18659	75	0.3023			-0.3023	16.16	x	x	1.7382	54.29
Wed	09/29/21	272.91587	1.18678	76	0.3064			-0.3064	15.97	x	x	1.7423	54.48
Thu	09/30/21	272.95943	1.18697	77	0.3105			-0.3105	15.78	x	x	1.7464	54.67
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Fri	10/01/21	273.00300	1.18716	78	0.3145			-0.3145	15.59	x	x	1.7504	54.86
Mon	10/04/21	273.05758	1.18740	81	0.3267			-0.3267	15.35	x	x	1.7626	55.10
Tue	10/05/21	273.07577	1.18748	82	0.3308			-0.3308	15.27	x	x	1.7667	55.18
Wed	10/06/21	273.09397	1.18756	83	0.3348			-0.3348	15.19	x	x	1.7707	55.26
Thu	10/07/21	273.11216	1.18763	84	0.3389			-0.3389	15.12	x	x	1.7748	55.33
Fri	10/08/21	273.13035	1.18771	85	0.3429			-0.3429	15.04	x	x	1.7788	55.41
Mon	10/11/21	273.18494	1.18795	88	0.3551			-0.3551	14.80	x	x	1.7910	55.65
Tue	10/12/21	273.20313	1.18803	89	0.3592			-0.3592	14.72	x	x	1.7951	55.73
Wed	10/13/21	273.22132	1.18811	90	0.3632			-0.3632	14.64	x	x	1.7991	55.81
Thu	10/14/21	273.23952	1.18819	91	0.3673			-0.3673	14.56	x	x	1.8032	55.89
Fri	10/15/21	273.25771	1.18827	92	0.3713			-0.3713	14.48	x	x	1.8072	55.97
Mon	10/18/21	273.31229	1.18851	95	0.3835			-0.3835	14.24	x	x	1.8194	56.21
Tue	10/19/21	273.33048	1.18858	96	0.3876			-0.3876	14.17	x	x	1.8235	56.28
Wed	10/20/21	273.34868	1.18866	97	0.3916			-0.3916	14.09	x	x	1.8275	56.36
Thu	10/21/21	273.36687	1.18874	98	0.3957			-0.3957	14.01	x	x	1.8316	56.44
Fri	10/22/21	273.38506	1.18882	99	0.3998			-0.3998	13.93	x	x	1.8357	56.52
Mon	10/25/21	273.43965	1.18906	102	0.4120			-0.4120	13.69	x	x	1.8479	56.76
Tue	10/26/21	273.45784	1.18914	103	0.4160			-0.4160	13.61	x	x	1.8519	56.84
Wed	10/27/21	273.47603	1.18922	104	0.4201			-0.4201	13.53	x	x	1.8560	56.92
Thu	10/28/21	273.49423	1.18930	105	0.4242			-0.4242	13.45	x	x	1.8601	57.00
Fri	10/29/21	273.51242	1.18938	106	0.4282			-0.4282	13.37	x	x	1.8641	57.08
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	1.18961	109	0.4404			-0.4404	13.14	x	x	1.8763	57.31
Tue	11/02/21	273.59177	1.18972	110	0.4445			-0.4445	13.03	x	x	1.8804	57.42
Wed	11/03/21	273.61653	1.18983	111	0.4486			-0.4486	12.92	x	x	1.8845	57.53
Thu	11/04/21	273.64130	1.18994	112	0.4527			-0.4527	12.81	x	x	1.8886	57.64
Fri	11/05/21	273.66607	1.19004	113	0.4568			-0.4568	12.71	x	x	1.8927	57.74
Mon	11/08/21	273.74037	1.19037	116	0.4690			-0.4690	12.38	x	x	1.9049	58.07
Tue	11/09/21	273.76513	1.19047	117	0.4731			-0.4731	12.28	x	x	1.9090	58.17
Wed	11/10/21	273.78990	1.19058	118	0.4772			-0.4772	12.17	x	x	1.9131	58.28
Thu	11/11/21	273.81467	1.19069	119	0.4813			-0.4813	12.06	x	x	1.9172	58.39
Fri	11/12/21	273.83943	1.19080	120	0.4854			-0.4854	11.95	x	x	1.9213	58.50
Mon	11/15/21	273.91373	1.19112	123	0.4976			-0.4976	11.63	x	x	1.9335	58.82
Tue	11/16/21	273.93850	1.19123	124	0.5017			-0.5017	11.52	x	x	1.9376	58.93
Wed	11/17/21	273.96327	1.19134	125	0.5058			-0.5058	11.41	x	x	1.9417	59.04
Thu	11/18/21	273.98803	1.19144	126	0.5099			-0.5099	11.31	x	x	1.9458	59.14
Fri	11/19/21	274.01280	1.19155	127	0.5140			-0.5140	11.20	x	x	1.9499	59.25
Mon	11/22/21	274.08710	1.19187	130	0.5263			-0.5263	10.88	x	x	1.9622	59.57
Tue	11/23/21	274.11187	1.19198	131	0.5304			-0.5304	10.77	x	x	1.9663	59.68
Wed	11/24/21	274.13663	1.19209	132	0.5345			-0.5345	10.66	x	x	1.9704	59.79
Thu	11/25/21	274.16140	1.19220	133	0.5386			-0.5386	10.55	x	x	1.9745	59.90
Fri	11/26/21	274.18617	1.19231	134	0.5427			-0.5427	10.44	x	x	1.9786	60.01
Mon	11/29/21	274.26047	1.19263	137	0.5550			-0.5550	10.12	x	x	1.9909	60.33
Tue	11/30/21	274.28523	1.19274	138	0.5591			-0.5591	10.01	x	x	1.9950	60.44
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	1.19284	139	0.5632			-0.5632	9.91	x	x	1.9991	60.54
Thu	12/02/21	274.38352	1.19316	140	0.5674			-0.5674	9.59	x	x	2.0033	60.86
Fri	12/03/21	274.45703	1.19348	141	0.5716			-0.5716	9.27	x	x	2.0075	61.18
Mon	12/06/21	274.67758	1.19444	144	0.5842			-0.5842	8.31	x	x	2.0201	62.14
Tue	12/07/21	274.75110	1.19476	145	0.5885			-0.5885	7.99	x	x	2.0244	62.46
Wed	12/08/21	274.82461	1.19508	146	0.5927			-0.5927	7.67	x	x	2.0286	62.78
Thu	12/09/21	274.89813	1.19540	147	0.5969			-0.5969	7.35	x	x	2.0328	63.10
Fri	12/10/21	274.97165	1.19572	148	0.6011			-0.6011	7.03	x	x	2.0370	63.42
Mon	12/13/21	275.19219	1.19668	151	0.6138			-0.6138	6.07	x	x	2.0497	64.38
Tue	12/14/21	275.26571	1.19700	152	0.6180			-0.6180	5.75	x	x	2.0539	64.70
Wed	12/15/21	275.33923	1.19732	153	0.6222			-0.6222	5.43	x	x	2.0581	65.02
Thu	12/16/21	275.41274	1.19764	154	0.6265			-0.6265	5.11	x	x	2.0624	65.34
Fri	12/17/21	275.48626	1.19796	155	0.6307			-0.6307	4.79	x	x	2.0666	65.66
Mon	12/20/21	275.70681	1.19892	158	0.6434			-0.6434	3.83	x	x	2.0793	66.62
Tue	12/21/21	275.78032	1.19924	159	0.6477			-0.6477	3.51	x	x	2.0836	66.94
Wed	12/22/21	275.85384	1.19956	160	0.6519			-0.6519	3.19	x	x	2.0878	67.26
Thu	12/23/21	275.92735	1.19988	161	0.6562			-0.6562	2.87	x	x	2.0921	67.58
Fri	12/24/21	276.00087	1.20020	162	0.6604			-0.6604	2.55	x	x	2.0963	67.90
Mon	12/27/21	276.22142	1.20116	165	0.6732			-0.6732	1.59	x	x	2.1091	68.86
Tue	12/28/21	276.29494	1.20148	166	0.6775			-0.6775	1.27	x	x	2.1134	69.18
Wed	12/29/21	276.36845	1.20179	167	0.6817			-0.6817	0.96	x	x	2.1176	69.49
Thu	12/30/21	276.44197	1.20211	168	0.6860			-0.6860	0.64	x	x	2.1219	69.81
Fri	12/31/21	276.51548	1.20243	169	0.6903			-0.6903	0.32	x	x	2.1262	70.13
Sat	01/01/22	276.58900	1.20275

Generated 12/10/21 10:13