0.625% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2024

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

CUSIP Number	912828B25	Interest 01/15/21 (184 days)	$3.4864
Dated Date	January 15, 2014	Interest 07/15/21 (181 days)	$3.5896
Ref CPI on Dated Date	233.33058	Interest Total	$7.0760
Original Issue Date	January 31, 2014	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	1.11596	170	3.2220	x	x	3.8540	69.44			3.2220	0.00
Mon	01/04/21	260.37261	1.11590	173	3.2787	x	x	3.7973	69.50			3.2787	-0.06
Tue	01/05/21	260.36748	1.11587	174	3.2976	x	x	3.7784	69.53			3.2976	-0.09
Wed	01/06/21	260.36235	1.11585	175	3.3165	x	x	3.7595	69.55			3.3165	-0.11
Thu	01/07/21	260.35723	1.11583	176	3.3354	x	x	3.7406	69.57			3.3354	-0.13
Fri	01/08/21	260.35210	1.11581	177	3.3543	x	x	3.7217	69.59			3.3543	-0.15
Mon	01/11/21	260.33671	1.11574	180	3.4109	x	x	3.6651	69.66			3.4109	-0.22
Tue	01/12/21	260.33158	1.11572	181	3.4298	x	x	3.6462	69.68			3.4298	-0.24
Wed	01/13/21	260.32645	1.11570	182	3.4487	x	x	3.6273	69.70			3.4487	-0.26
Thu	01/14/21	260.32132	1.11568	183	3.4676	x	x	3.6084	69.72			3.4676	-0.28
Fri	01/15/21	260.31619	1.11565	0	0.0000		x	3.5896	69.75	x		3.4864	-0.31
Mon	01/18/21	260.30081	1.11559	3	0.0578		x	3.5318	69.81	x		3.5442	-0.37
Tue	01/19/21	260.29568	1.11557	4	0.0770		x	3.5126	69.83	x		3.5634	-0.39
Wed	01/20/21	260.29055	1.11554	5	0.0963		x	3.4933	69.86	x		3.5827	-0.42
Thu	01/21/21	260.28542	1.11552	6	0.1156		x	3.4740	69.88	x		3.6020	-0.44
Fri	01/22/21	260.28029	1.11550	7	0.1348		x	3.4548	69.90	x		3.6212	-0.46
Mon	01/25/21	260.26490	1.11543	10	0.1926		x	3.3970	69.97	x		3.6790	-0.53
Tue	01/26/21	260.25977	1.11541	11	0.2118		x	3.3778	69.99	x		3.6982	-0.55
Wed	01/27/21	260.25465	1.11539	12	0.2311		x	3.3585	70.01	x		3.7175	-0.57
Thu	01/28/21	260.24952	1.11537	13	0.2503		x	3.3393	70.03	x		3.7367	-0.59
Fri	01/29/21	260.24439	1.11535	14	0.2696		x	3.3200	70.05	x		3.7560	-0.61
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	1.11528	17	0.3273		x	3.2623	70.12	x		3.8137	-0.68
Tue	02/02/21	260.23775	1.11532	18	0.3466		x	3.2430	70.08	x		3.8330	-0.64
Wed	02/03/21	260.24650	1.11536	19	0.3659		x	3.2237	70.04	x		3.8523	-0.60
Thu	02/04/21	260.25525	1.11539	20	0.3851		x	3.2045	70.01	x		3.8715	-0.57
Fri	02/05/21	260.26400	1.11543	21	0.4044		x	3.1852	69.97	x		3.8908	-0.53
Mon	02/08/21	260.29025	1.11554	24	0.4622		x	3.1274	69.86	x		3.9486	-0.42
Tue	02/09/21	260.29900	1.11558	25	0.4815		x	3.1081	69.82	x		3.9679	-0.38
Wed	02/10/21	260.30775	1.11562	26	0.5008		x	3.0888	69.78	x		3.9872	-0.34
Thu	02/11/21	260.31650	1.11566	27	0.5201		x	3.0695	69.74	x		4.0065	-0.30
Fri	02/12/21	260.32525	1.11569	28	0.5394		x	3.0502	69.71	x		4.0258	-0.27
Mon	02/15/21	260.35150	1.11581	31	0.5972		x	2.9924	69.59	x		4.0836	-0.15
Tue	02/16/21	260.36025	1.11584	32	0.6165		x	2.9731	69.56	x		4.1029	-0.12
Wed	02/17/21	260.36900	1.11588	33	0.6358		x	2.9538	69.52	x		4.1222	-0.08
Thu	02/18/21	260.37775	1.11592	34	0.6551		x	2.9345	69.48	x		4.1415	-0.04
Fri	02/19/21	260.38650	1.11596	35	0.6744		x	2.9152	69.44	x		4.1608	0.00
Mon	02/22/21	260.41275	1.11607	38	0.7322		x	2.8574	69.33	x		4.2186	0.11
Tue	02/23/21	260.42150	1.11611	39	0.7515		x	2.8381	69.29	x		4.2379	0.15
Wed	02/24/21	260.43025	1.11614	40	0.7708		x	2.8188	69.26	x		4.2572	0.18
Thu	02/25/21	260.43900	1.11618	41	0.7901		x	2.7995	69.22	x		4.2765	0.22
Fri	02/26/21	260.44775	1.11622	42	0.8094		x	2.7802	69.18	x		4.2958	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	1.11633	45	0.8673		x	2.7223	69.07	x		4.3537	0.37
Tue	03/02/21	260.50974	1.11648	46	0.8867		x	2.7029	68.92	x		4.3731	0.52
Wed	03/03/21	260.54548	1.11664	47	0.9061		x	2.6835	68.76	x		4.3925	0.68
Thu	03/04/21	260.58123	1.11679	48	0.9255		x	2.6641	68.61	x		4.4119	0.83
Fri	03/05/21	260.61697	1.11694	49	0.9449		x	2.6447	68.46	x		4.4313	0.98
Mon	03/08/21	260.72419	1.11740	52	1.0032		x	2.5864	68.00	x		4.4896	1.44
Tue	03/09/21	260.75994	1.11756	53	1.0226		x	2.5670	67.84	x		4.5090	1.60
Wed	03/10/21	260.79568	1.11771	54	1.0421		x	2.5475	67.69	x		4.5285	1.75
Thu	03/11/21	260.83142	1.11786	55	1.0615		x	2.5281	67.54	x		4.5479	1.90
Fri	03/12/21	260.86716	1.11802	56	1.0810		x	2.5086	67.38	x		4.5674	2.06
Mon	03/15/21	260.97439	1.11847	59	1.1393		x	2.4503	66.93	x		4.6257	2.51
Tue	03/16/21	261.01013	1.11863	60	1.1588		x	2.4308	66.77	x		4.6452	2.67
Wed	03/17/21	261.04587	1.11878	61	1.1783		x	2.4113	66.62	x		4.6647	2.82
Thu	03/18/21	261.08161	1.11893	62	1.1977		x	2.3919	66.47	x		4.6841	2.97
Fri	03/19/21	261.11735	1.11909	63	1.2172		x	2.3724	66.31	x		4.7036	3.13
Mon	03/22/21	261.22458	1.11955	66	1.2757		x	2.3139	65.85	x		4.7621	3.59
Tue	03/23/21	261.26032	1.11970	67	1.2952		x	2.2944	65.70	x		4.7816	3.74
Wed	03/24/21	261.29606	1.11985	68	1.3147		x	2.2749	65.55	x		4.8011	3.89
Thu	03/25/21	261.33181	1.12001	69	1.3343		x	2.2553	65.39	x		4.8207	4.05
Fri	03/26/21	261.36755	1.12016	70	1.3538		x	2.2358	65.24	x		4.8402	4.20
Mon	03/29/21	261.47477	1.12062	73	1.4124		x	2.1772	64.78	x		4.8988	4.66
Tue	03/30/21	261.51052	1.12077	74	1.4319		x	2.1577	64.63	x		4.9183	4.81
Wed	03/31/21	261.54626	1.12093	75	1.4515		x	2.1381	64.47	x		4.9379	4.97
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	1.12108	76	1.4710		x	2.1186	64.32	x		4.9574	5.12
Fri	04/02/21	261.62973	1.12128	77	1.4907		x	2.0989	64.12	x		4.9771	5.32
Mon	04/05/21	261.77293	1.12190	80	1.5496		x	2.0400	63.50	x		5.0360	5.94
Tue	04/06/21	261.82067	1.12210	81	1.5692		x	2.0204	63.30	x		5.0556	6.14
Wed	04/07/21	261.86840	1.12231	82	1.5889		x	2.0007	63.09	x		5.0753	6.35
Thu	04/08/21	261.91613	1.12251	83	1.6086		x	1.9810	62.89	x		5.0950	6.55
Fri	04/09/21	261.96387	1.12272	84	1.6283		x	1.9613	62.68	x		5.1147	6.76
Mon	04/12/21	262.10707	1.12333	87	1.6873		x	1.9023	62.07	x		5.1737	7.37
Tue	04/13/21	262.15480	1.12353	88	1.7070		x	1.8826	61.87	x		5.1934	7.57
Wed	04/14/21	262.20253	1.12374	89	1.7267		x	1.8629	61.66	x		5.2131	7.78
Thu	04/15/21	262.25027	1.12394	90	1.7465		x	1.8431	61.46	x		5.2329	7.98
Fri	04/16/21	262.29800	1.12415	91	1.7662		x	1.8234	61.25	x		5.2526	8.19
Mon	04/19/21	262.44120	1.12476	94	1.8254		x	1.7642	60.64	x		5.3118	8.80
Tue	04/20/21	262.48893	1.12497	95	1.8452		x	1.7444	60.43	x		5.3316	9.01
Wed	04/21/21	262.53667	1.12517	96	1.8649		x	1.7247	60.23	x		5.3513	9.21
Thu	04/22/21	262.58440	1.12537	97	1.8847		x	1.7049	60.03	x		5.3711	9.41
Fri	04/23/21	262.63213	1.12558	98	1.9045		x	1.6851	59.82	x		5.3909	9.62
Mon	04/26/21	262.77533	1.12619	101	1.9638		x	1.6258	59.21	x		5.4502	10.23
Tue	04/27/21	262.82307	1.12640	102	1.9836		x	1.6060	59.00	x		5.4700	10.44
Wed	04/28/21	262.87080	1.12660	103	2.0034		x	1.5862	58.80	x		5.4898	10.64
Thu	04/29/21	262.91853	1.12681	104	2.0233		x	1.5663	58.59	x		5.5097	10.85
Fri	04/30/21	262.96627	1.12701	105	2.0431		x	1.5465	58.39	x		5.5295	11.05
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	1.12773	108	2.1028		x	1.4868	57.67	x		5.5892	11.77
Tue	05/04/21	263.19429	1.12799	109	2.1228		x	1.4668	57.41	x		5.6092	12.03
Wed	05/05/21	263.25439	1.12825	110	2.1427		x	1.4469	57.15	x		5.6291	12.29
Thu	05/06/21	263.31448	1.12850	111	2.1627		x	1.4269	56.90	x		5.6491	12.54
Fri	05/07/21	263.37458	1.12876	112	2.1827		x	1.4069	56.64	x		5.6691	12.80
Mon	05/10/21	263.55487	1.12953	115	2.2427		x	1.3469	55.87	x		5.7291	13.57
Tue	05/11/21	263.61497	1.12979	116	2.2627		x	1.3269	55.61	x		5.7491	13.83
Wed	05/12/21	263.67506	1.13005	117	2.2827		x	1.3069	55.35	x		5.7691	14.09
Thu	05/13/21	263.73516	1.13031	118	2.3028		x	1.2868	55.09	x		5.7892	14.35
Fri	05/14/21	263.79526	1.13056	119	2.3228		x	1.2668	54.84	x		5.8092	14.60
Mon	05/17/21	263.97555	1.13134	122	2.3830		x	1.2066	54.06	x		5.8694	15.38
Tue	05/18/21	264.03565	1.13159	123	2.4031		x	1.1865	53.81	x		5.8895	15.63
Wed	05/19/21	264.09574	1.13185	124	2.4232		x	1.1664	53.55	x		5.9096	15.89
Thu	05/20/21	264.15584	1.13211	125	2.4433		x	1.1463	53.29	x		5.9297	16.15
Fri	05/21/21	264.21594	1.13237	126	2.4634		x	1.1262	53.03	x		5.9498	16.41
Mon	05/24/21	264.39623	1.13314	129	2.5237		x	1.0659	52.26	x		6.0101	17.18
Tue	05/25/21	264.45632	1.13340	130	2.5439		x	1.0457	52.00	x		6.0303	17.44
Wed	05/26/21	264.51642	1.13366	131	2.5640		x	1.0256	51.74	x		6.0504	17.70
Thu	05/27/21	264.57652	1.13391	132	2.5842		x	1.0054	51.49	x		6.0706	17.95
Fri	05/28/21	264.63661	1.13417	133	2.6044		x	0.9852	51.23	x		6.0908	18.21
Mon	05/31/21	264.81690	1.13494	136	2.6649		x	0.9247	50.46	x		6.1513	18.98
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Tue	06/01/21	264.87700	1.13520	137	2.6851		x	0.9045	50.20	x		6.1715	19.24
Wed	06/02/21	264.94957	1.13551	138	2.7055		x	0.8841	49.89	x		6.1919	19.55
Thu	06/03/21	265.02213	1.13582	139	2.7258		x	0.8638	49.58	x		6.2122	19.86
Fri	06/04/21	265.09470	1.13613	140	2.7462		x	0.8434	49.27	x		6.2326	20.17
Mon	06/07/21	265.31240	1.13707	143	2.8073		x	0.7823	48.33	x		6.2937	21.11
Tue	06/08/21	265.38497	1.13738	144	2.8277		x	0.7619	48.02	x		6.3141	21.42
Wed	06/09/21	265.45753	1.13769	145	2.8482		x	0.7414	47.71	x		6.3346	21.73
Thu	06/10/21	265.53010	1.13800	146	2.8686		x	0.7210	47.40	x		6.3550	22.04
Fri	06/11/21	265.60267	1.13831	147	2.8890		x	0.7006	47.09	x		6.3754	22.35
Mon	06/14/21	265.82037	1.13924	150	2.9504		x	0.6392	46.16	x		6.4368	23.28
Tue	06/15/21	265.89293	1.13955	151	2.9709		x	0.6187	45.85	x		6.4573	23.59
Wed	06/16/21	265.96550	1.13987	152	2.9914		x	0.5982	45.53	x		6.4778	23.91
Thu	06/17/21	266.03807	1.14018	153	3.0119		x	0.5777	45.22	x		6.4983	24.22
Fri	06/18/21	266.11063	1.14049	154	3.0324		x	0.5572	44.91	x		6.5188	24.53
Mon	06/21/21	266.32833	1.14142	157	3.0940		x	0.4956	43.98	x		6.5804	25.46
Tue	06/22/21	266.40090	1.14173	158	3.1145		x	0.4751	43.67	x		6.6009	25.77
Wed	06/23/21	266.47347	1.14204	159	3.1351		x	0.4545	43.36	x		6.6215	26.08
Thu	06/24/21	266.54603	1.14235	160	3.1557		x	0.4339	43.05	x		6.6421	26.39
Fri	06/25/21	266.61860	1.14266	161	3.1762		x	0.4134	42.74	x		6.6626	26.70
Mon	06/28/21	266.83630	1.14360	164	3.2381		x	0.3515	41.80	x		6.7245	27.64
Tue	06/29/21	266.90887	1.14391	165	3.2587		x	0.3309	41.49	x		6.7451	27.95
Wed	06/30/21	266.98143	1.14422	166	3.2794		x	0.3102	41.18	x		6.7658	28.26
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Thu	07/01/21	267.05400	1.14453	167	3.3000		x	0.2896	40.87	x		6.7864	28.57
Fri	07/02/21	267.12306	1.14483	168	3.3206		x	0.2690	40.57	x		6.8070	28.87
Mon	07/05/21	267.33026	1.14571	171	3.3825		x	0.2071	39.69	x		6.8689	29.75
Tue	07/06/21	267.39932	1.14601	172	3.4032		x	0.1864	39.39	x		6.8896	30.05
Wed	07/07/21	267.46839	1.14631	173	3.4239		x	0.1657	39.09	x		6.9103	30.35
Thu	07/08/21	267.53745	1.14660	174	3.4446		x	0.1450	38.80	x		6.9310	30.64
Fri	07/09/21	267.60652	1.14690	175	3.4653		x	0.1243	38.50	x		6.9517	30.94
Mon	07/12/21	267.81371	1.14779	178	3.5274		x	0.0622	37.61	x		7.0138	31.83
Tue	07/13/21	267.88277	1.14808	179	3.5481		x	0.0415	37.32	x		7.0345	32.12
Wed	07/14/21	267.95184	1.14838	180	3.5689		x	0.0207	37.02	x		7.0553	32.42
Thu	07/15/21	268.02090	1.14867	0	0.0000			0.0000	36.73	x	x	7.0760	32.71
Fri	07/16/21	268.08997	1.14897	1	0.0195			-0.0195	36.43	x	x	7.0955	33.01
Mon	07/19/21	268.29716	1.14986	4	0.0781			-0.0781	35.54	x	x	7.1541	33.90
Tue	07/20/21	268.36623	1.15015	5	0.0977			-0.0977	35.25	x	x	7.1737	34.19
Wed	07/21/21	268.43529	1.15045	6	0.1172			-0.1172	34.95	x	x	7.1932	34.49
Thu	07/22/21	268.50435	1.15075	7	0.1368			-0.1368	34.65	x	x	7.2128	34.79
Fri	07/23/21	268.57342	1.15104	8	0.1564			-0.1564	34.36	x	x	7.2324	35.08
Mon	07/26/21	268.78061	1.15193	11	0.2152			-0.2152	33.47	x	x	7.2912	35.97
Tue	07/27/21	268.84968	1.15223	12	0.2348			-0.2348	33.17	x	x	7.3108	36.27
Wed	07/28/21	268.91874	1.15252	13	0.2545			-0.2545	32.88	x	x	7.3305	36.56
Thu	07/29/21	268.98781	1.15282	14	0.2741			-0.2741	32.58	x	x	7.3501	36.86
Fri	07/30/21	269.05687	1.15311	15	0.2938			-0.2938	32.29	x	x	7.3698	37.15
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	08/02/21	269.27568	1.15405	18	0.3528			-0.3528	31.35	x	x	7.4288	38.09
Tue	08/03/21	269.35635	1.15440	19	0.3725			-0.3725	31.00	x	x	7.4485	38.44
Wed	08/04/21	269.43703	1.15474	20	0.3922			-0.3922	30.66	x	x	7.4682	38.78
Thu	08/05/21	269.51771	1.15509	21	0.4120			-0.4120	30.31	x	x	7.4880	39.13
Fri	08/06/21	269.59839	1.15544	22	0.4317			-0.4317	29.96	x	x	7.5077	39.48
Mon	08/09/21	269.84042	1.15647	25	0.4910			-0.4910	28.93	x	x	7.5670	40.51
Tue	08/10/21	269.92110	1.15682	26	0.5108			-0.5108	28.58	x	x	7.5868	40.86
Wed	08/11/21	270.00177	1.15716	27	0.5306			-0.5306	28.24	x	x	7.6066	41.20
Thu	08/12/21	270.08245	1.15751	28	0.5504			-0.5504	27.89	x	x	7.6264	41.55
Fri	08/13/21	270.16313	1.15786	29	0.5703			-0.5703	27.54	x	x	7.6463	41.90
Mon	08/16/21	270.40516	1.15889	32	0.6298			-0.6298	26.51	x	x	7.7058	42.93
Tue	08/17/21	270.48584	1.15924	33	0.6497			-0.6497	26.16	x	x	7.7257	43.28
Wed	08/18/21	270.56652	1.15958	34	0.6696			-0.6696	25.82	x	x	7.7456	43.62
Thu	08/19/21	270.64719	1.15993	35	0.6895			-0.6895	25.47	x	x	7.7655	43.97
Fri	08/20/21	270.72787	1.16028	36	0.7094			-0.7094	25.12	x	x	7.7854	44.32
Mon	08/23/21	270.96990	1.16131	39	0.7692			-0.7692	24.09	x	x	7.8452	45.35
Tue	08/24/21	271.05058	1.16166	40	0.7892			-0.7892	23.74	x	x	7.8652	45.70
Wed	08/25/21	271.13126	1.16200	41	0.8091			-0.8091	23.40	x	x	7.8851	46.04
Thu	08/26/21	271.21194	1.16235	42	0.8291			-0.8291	23.05	x	x	7.9051	46.39
Fri	08/27/21	271.29261	1.16270	43	0.8491			-0.8491	22.70	x	x	7.9251	46.74
Mon	08/30/21	271.53465	1.16373	46	0.9092			-0.9092	21.67	x	x	7.9852	47.77
Tue	08/31/21	271.61532	1.16408	47	0.9292			-0.9292	21.32	x	x	8.0052	48.12
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	1.16443	48	0.9493			-0.9493	20.97	x	x	8.0253	48.47
Thu	09/02/21	271.73957	1.16461	49	0.9692			-0.9692	20.79	x	x	8.0452	48.65
Fri	09/03/21	271.78313	1.16480	50	0.9891			-0.9891	20.60	x	x	8.0651	48.84
Mon	09/06/21	271.91383	1.16536	53	1.0490			-1.0490	20.04	x	x	8.1250	49.40
Tue	09/07/21	271.95740	1.16555	54	1.0689			-1.0689	19.85	x	x	8.1449	49.59
Wed	09/08/21	272.00097	1.16573	55	1.0889			-1.0889	19.67	x	x	8.1649	49.77
Thu	09/09/21	272.04453	1.16592	56	1.1089			-1.1089	19.48	x	x	8.1849	49.96
Fri	09/10/21	272.08810	1.16611	57	1.1289			-1.1289	19.29	x	x	8.2049	50.15
Mon	09/13/21	272.21880	1.16667	60	1.1889			-1.1889	18.73	x	x	8.2649	50.71
Tue	09/14/21	272.26237	1.16685	61	1.2089			-1.2089	18.55	x	x	8.2849	50.89
Wed	09/15/21	272.30593	1.16704	62	1.2289			-1.2289	18.36	x	x	8.3049	51.08
Thu	09/16/21	272.34950	1.16723	63	1.2489			-1.2489	18.17	x	x	8.3249	51.27
Fri	09/17/21	272.39307	1.16741	64	1.2689			-1.2689	17.99	x	x	8.3449	51.45
Mon	09/20/21	272.52377	1.16797	67	1.3290			-1.3290	17.43	x	x	8.4050	52.01
Tue	09/21/21	272.56733	1.16816	68	1.3491			-1.3491	17.24	x	x	8.4251	52.20
Wed	09/22/21	272.61090	1.16835	69	1.3692			-1.3692	17.05	x	x	8.4452	52.39
Thu	09/23/21	272.65447	1.16853	70	1.3892			-1.3892	16.87	x	x	8.4652	52.57
Fri	09/24/21	272.69803	1.16872	71	1.4093			-1.4093	16.68	x	x	8.4853	52.76
Mon	09/27/21	272.82873	1.16928	74	1.4695			-1.4695	16.12	x	x	8.5455	53.32
Tue	09/28/21	272.87230	1.16947	75	1.4896			-1.4896	15.93	x	x	8.5656	53.51
Wed	09/29/21	272.91587	1.16965	76	1.5097			-1.5097	15.75	x	x	8.5857	53.69
Thu	09/30/21	272.95943	1.16984	77	1.5299			-1.5299	15.56	x	x	8.6059	53.88
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	1.17003	78	1.5500			-1.5500	15.37	x	x	8.6260	54.07
Mon	10/04/21	273.05758	1.17026	81	1.6099			-1.6099	15.14	x	x	8.6859	54.30
Tue	10/05/21	273.07577	1.17034	82	1.6299			-1.6299	15.06	x	x	8.7059	54.38
Wed	10/06/21	273.09397	1.17042	83	1.6499			-1.6499	14.98	x	x	8.7259	54.46
Thu	10/07/21	273.11216	1.17049	84	1.6699			-1.6699	14.91	x	x	8.7459	54.53
Fri	10/08/21	273.13035	1.17057	85	1.6899			-1.6899	14.83	x	x	8.7659	54.61
Mon	10/11/21	273.18494	1.17081	88	1.7499			-1.7499	14.59	x	x	8.8259	54.85
Tue	10/12/21	273.20313	1.17088	89	1.7698			-1.7698	14.52	x	x	8.8458	54.92
Wed	10/13/21	273.22132	1.17096	90	1.7899			-1.7899	14.44	x	x	8.8659	55.00
Thu	10/14/21	273.23952	1.17104	91	1.8099			-1.8099	14.36	x	x	8.8859	55.08
Fri	10/15/21	273.25771	1.17112	92	1.8299			-1.8299	14.28	x	x	8.9059	55.16
Mon	10/18/21	273.31229	1.17135	95	1.8899			-1.8899	14.05	x	x	8.9659	55.39
Tue	10/19/21	273.33048	1.17143	96	1.9099			-1.9099	13.97	x	x	8.9859	55.47
Wed	10/20/21	273.34868	1.17151	97	1.9300			-1.9300	13.89	x	x	9.0060	55.55
Thu	10/21/21	273.36687	1.17159	98	1.9500			-1.9500	13.81	x	x	9.0260	55.63
Fri	10/22/21	273.38506	1.17166	99	1.9700			-1.9700	13.74	x	x	9.0460	55.70
Mon	10/25/21	273.43965	1.17190	102	2.0301			-2.0301	13.50	x	x	9.1061	55.94
Tue	10/26/21	273.45784	1.17198	103	2.0502			-2.0502	13.42	x	x	9.1262	56.02
Wed	10/27/21	273.47603	1.17205	104	2.0702			-2.0702	13.35	x	x	9.1462	56.09
Thu	10/28/21	273.49423	1.17213	105	2.0902			-2.0902	13.27	x	x	9.1662	56.17
Fri	10/29/21	273.51242	1.17221	106	2.1103			-2.1103	13.19	x	x	9.1863	56.25
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	1.17244	109	2.1704			-2.1704	12.96	x	x	9.2464	56.48
Tue	11/02/21	273.59177	1.17255	110	2.1906			-2.1906	12.85	x	x	9.2666	56.59
Wed	11/03/21	273.61653	1.17266	111	2.2107			-2.2107	12.74	x	x	9.2867	56.70
Thu	11/04/21	273.64130	1.17276	112	2.2308			-2.2308	12.64	x	x	9.3068	56.80
Fri	11/05/21	273.66607	1.17287	113	2.2509			-2.2509	12.53	x	x	9.3269	56.91
Mon	11/08/21	273.74037	1.17319	116	2.3113			-2.3113	12.21	x	x	9.3873	57.23
Tue	11/09/21	273.76513	1.17329	117	2.3314			-2.3314	12.11	x	x	9.4074	57.33
Wed	11/10/21	273.78990	1.17340	118	2.3516			-2.3516	12.00	x	x	9.4276	57.44
Thu	11/11/21	273.81467	1.17351	119	2.3717			-2.3717	11.89	x	x	9.4477	57.55
Fri	11/12/21	273.83943	1.17361	120	2.3919			-2.3919	11.79	x	x	9.4679	57.65
Mon	11/15/21	273.91373	1.17393	123	2.4523			-2.4523	11.47	x	x	9.5283	57.97
Tue	11/16/21	273.93850	1.17404	124	2.4725			-2.4725	11.36	x	x	9.5485	58.08
Wed	11/17/21	273.96327	1.17414	125	2.4927			-2.4927	11.26	x	x	9.5687	58.18
Thu	11/18/21	273.98803	1.17425	126	2.5128			-2.5128	11.15	x	x	9.5888	58.29
Fri	11/19/21	274.01280	1.17435	127	2.5330			-2.5330	11.05	x	x	9.6090	58.39
Mon	11/22/21	274.08710	1.17467	130	2.5935			-2.5935	10.73	x	x	9.6695	58.71
Tue	11/23/21	274.11187	1.17478	131	2.6137			-2.6137	10.62	x	x	9.6897	58.82
Wed	11/24/21	274.13663	1.17489	132	2.6339			-2.6339	10.51	x	x	9.7099	58.93
Thu	11/25/21	274.16140	1.17499	133	2.6541			-2.6541	10.41	x	x	9.7301	59.03
Fri	11/26/21	274.18617	1.17510	134	2.6743			-2.6743	10.30	x	x	9.7503	59.14
Mon	11/29/21	274.26047	1.17542	137	2.7349			-2.7349	9.98	x	x	9.8109	59.46
Tue	11/30/21	274.28523	1.17552	138	2.7551			-2.7551	9.88	x	x	9.8311	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	12/01/21	274.31000	1.17563	139	2.7753			-2.7753	9.77	x	x	9.8513	59.67
Thu	12/02/21	274.38352	1.17594	140	2.7961			-2.7961	9.46	x	x	9.8721	59.98
Fri	12/03/21	274.45703	1.17626	141	2.8168			-2.8168	9.14	x	x	9.8928	60.30
Mon	12/06/21	274.67758	1.17720	144	2.8790			-2.8790	8.20	x	x	9.9550	61.24
Tue	12/07/21	274.75110	1.17752	145	2.8998			-2.8998	7.88	x	x	9.9758	61.56
Wed	12/08/21	274.82461	1.17783	146	2.9206			-2.9206	7.57	x	x	9.9966	61.87
Thu	12/09/21	274.89813	1.17815	147	2.9414			-2.9414	7.25	x	x	10.0174	62.19
Fri	12/10/21	274.97165	1.17846	148	2.9622			-2.9622	6.94	x	x	10.0382	62.50
Mon	12/13/21	275.19219	1.17941	151	3.0246			-3.0246	5.99	x	x	10.1006	63.45
Tue	12/14/21	275.26571	1.17972	152	3.0455			-3.0455	5.68	x	x	10.1215	63.76
Wed	12/15/21	275.33923	1.18004	153	3.0663			-3.0663	5.36	x	x	10.1423	64.08
Thu	12/16/21	275.41274	1.18035	154	3.0872			-3.0872	5.05	x	x	10.1632	64.39
Fri	12/17/21	275.48626	1.18067	155	3.1081			-3.1081	4.73	x	x	10.1841	64.71
Mon	12/20/21	275.70681	1.18161	158	3.1708			-3.1708	3.79	x	x	10.2468	65.65
Tue	12/21/21	275.78032	1.18193	159	3.1917			-3.1917	3.47	x	x	10.2677	65.97
Wed	12/22/21	275.85384	1.18224	160	3.2126			-3.2126	3.16	x	x	10.2886	66.28
Thu	12/23/21	275.92735	1.18256	161	3.2336			-3.2336	2.84	x	x	10.3096	66.60
Fri	12/24/21	276.00087	1.18287	162	3.2545			-3.2545	2.53	x	x	10.3305	66.91
Mon	12/27/21	276.22142	1.18382	165	3.3174			-3.3174	1.58	x	x	10.3934	67.86
Tue	12/28/21	276.29494	1.18414	166	3.3384			-3.3384	1.26	x	x	10.4144	68.18
Wed	12/29/21	276.36845	1.18445	167	3.3594			-3.3594	0.95	x	x	10.4354	68.49
Thu	12/30/21	276.44197	1.18477	168	3.3805			-3.3805	0.63	x	x	10.4565	68.81
Fri	12/31/21	276.51548	1.18508	169	3.4015			-3.4015	0.32	x	x	10.4775	69.12
Sat	01/01/22	276.58900	1.18540

Generated 12/10/21 10:13