0.125% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2024

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

CUSIP Number	912828WU0	Interest 01/15/21 (184 days)	$0.6852
Dated Date	July 15, 2014	Interest 07/15/21 (181 days)	$0.7055
Ref CPI on Dated Date	237.44594	Interest Total	$1.3907
Original Issue Date	July 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	1.09662	170	0.6332	x	x	0.7575	68.23			0.6332	0.00
Mon	01/04/21	260.37261	1.09656	173	0.6444	x	x	0.7463	68.29			0.6444	-0.06
Tue	01/05/21	260.36748	1.09653	174	0.6481	x	x	0.7426	68.32			0.6481	-0.09
Wed	01/06/21	260.36235	1.09651	175	0.6518	x	x	0.7389	68.34			0.6518	-0.11
Thu	01/07/21	260.35723	1.09649	176	0.6555	x	x	0.7352	68.36			0.6555	-0.13
Fri	01/08/21	260.35210	1.09647	177	0.6592	x	x	0.7315	68.38			0.6592	-0.15
Mon	01/11/21	260.33671	1.09640	180	0.6704	x	x	0.7203	68.45			0.6704	-0.22
Tue	01/12/21	260.33158	1.09638	181	0.6741	x	x	0.7166	68.47			0.6741	-0.24
Wed	01/13/21	260.32645	1.09636	182	0.6778	x	x	0.7129	68.49			0.6778	-0.26
Thu	01/14/21	260.32132	1.09634	183	0.6815	x	x	0.7092	68.51			0.6815	-0.28
Fri	01/15/21	260.31619	1.09632	0	0.0000		x	0.7055	68.53	x		0.6852	-0.30
Mon	01/18/21	260.30081	1.09625	3	0.0114		x	0.6941	68.60	x		0.6966	-0.37
Tue	01/19/21	260.29568	1.09623	4	0.0151		x	0.6904	68.62	x		0.7003	-0.39
Wed	01/20/21	260.29055	1.09621	5	0.0189		x	0.6866	68.64	x		0.7041	-0.41
Thu	01/21/21	260.28542	1.09619	6	0.0227		x	0.6828	68.66	x		0.7079	-0.43
Fri	01/22/21	260.28029	1.09617	7	0.0265		x	0.6790	68.68	x		0.7117	-0.45
Mon	01/25/21	260.26490	1.09610	10	0.0378		x	0.6677	68.75	x		0.7230	-0.52
Tue	01/26/21	260.25977	1.09608	11	0.0416		x	0.6639	68.77	x		0.7268	-0.54
Wed	01/27/21	260.25465	1.09606	12	0.0454		x	0.6601	68.79	x		0.7306	-0.56
Thu	01/28/21	260.24952	1.09604	13	0.0492		x	0.6563	68.81	x		0.7344	-0.58
Fri	01/29/21	260.24439	1.09602	14	0.0530		x	0.6525	68.83	x		0.7382	-0.60
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	1.09595	17	0.0643		x	0.6412	68.90	x		0.7495	-0.67
Tue	02/02/21	260.23775	1.09599	18	0.0681		x	0.6374	68.86	x		0.7533	-0.63
Wed	02/03/21	260.24650	1.09602	19	0.0719		x	0.6336	68.83	x		0.7571	-0.60
Thu	02/04/21	260.25525	1.09606	20	0.0757		x	0.6298	68.79	x		0.7609	-0.56
Fri	02/05/21	260.26400	1.09610	21	0.0795		x	0.6260	68.75	x		0.7647	-0.52
Mon	02/08/21	260.29025	1.09621	24	0.0908		x	0.6147	68.64	x		0.7760	-0.41
Tue	02/09/21	260.29900	1.09625	25	0.0946		x	0.6109	68.60	x		0.7798	-0.37
Wed	02/10/21	260.30775	1.09628	26	0.0984		x	0.6071	68.57	x		0.7836	-0.34
Thu	02/11/21	260.31650	1.09632	27	0.1022		x	0.6033	68.53	x		0.7874	-0.30
Fri	02/12/21	260.32525	1.09636	28	0.1060		x	0.5995	68.49	x		0.7912	-0.26
Mon	02/15/21	260.35150	1.09647	31	0.1174		x	0.5881	68.38	x		0.8026	-0.15
Tue	02/16/21	260.36025	1.09650	32	0.1212		x	0.5843	68.35	x		0.8064	-0.12
Wed	02/17/21	260.36900	1.09654	33	0.1250		x	0.5805	68.31	x		0.8102	-0.08
Thu	02/18/21	260.37775	1.09658	34	0.1287		x	0.5768	68.27	x		0.8139	-0.04
Fri	02/19/21	260.38650	1.09661	35	0.1325		x	0.5730	68.24	x		0.8177	-0.01
Mon	02/22/21	260.41275	1.09672	38	0.1439		x	0.5616	68.13	x		0.8291	0.10
Tue	02/23/21	260.42150	1.09676	39	0.1477		x	0.5578	68.09	x		0.8329	0.14
Wed	02/24/21	260.43025	1.09680	40	0.1515		x	0.5540	68.05	x		0.8367	0.18
Thu	02/25/21	260.43900	1.09683	41	0.1553		x	0.5502	68.02	x		0.8405	0.21
Fri	02/26/21	260.44775	1.09687	42	0.1591		x	0.5464	67.98	x		0.8443	0.25
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	03/01/21	260.47400	1.09698	45	0.1705		x	0.5350	67.87	x		0.8557	0.36
Tue	03/02/21	260.50974	1.09713	46	0.1743		x	0.5312	67.72	x		0.8595	0.51
Wed	03/03/21	260.54548	1.09728	47	0.1781		x	0.5274	67.57	x		0.8633	0.66
Thu	03/04/21	260.58123	1.09743	48	0.1819		x	0.5236	67.42	x		0.8671	0.81
Fri	03/05/21	260.61697	1.09758	49	0.1857		x	0.5198	67.27	x		0.8709	0.96
Mon	03/08/21	260.72419	1.09804	52	0.1972		x	0.5083	66.81	x		0.8824	1.42
Tue	03/09/21	260.75994	1.09819	53	0.2010		x	0.5045	66.66	x		0.8862	1.57
Wed	03/10/21	260.79568	1.09834	54	0.2048		x	0.5007	66.51	x		0.8900	1.72
Thu	03/11/21	260.83142	1.09849	55	0.2086		x	0.4969	66.36	x		0.8938	1.87
Fri	03/12/21	260.86716	1.09864	56	0.2124		x	0.4931	66.21	x		0.8976	2.02
Mon	03/15/21	260.97439	1.09909	59	0.2239		x	0.4816	65.76	x		0.9091	2.47
Tue	03/16/21	261.01013	1.09924	60	0.2277		x	0.4778	65.61	x		0.9129	2.62
Wed	03/17/21	261.04587	1.09939	61	0.2316		x	0.4739	65.46	x		0.9168	2.77
Thu	03/18/21	261.08161	1.09954	62	0.2354		x	0.4701	65.31	x		0.9206	2.92
Fri	03/19/21	261.11735	1.09969	63	0.2392		x	0.4663	65.16	x		0.9244	3.07
Mon	03/22/21	261.22458	1.10014	66	0.2507		x	0.4548	64.71	x		0.9359	3.52
Tue	03/23/21	261.26032	1.10029	67	0.2546		x	0.4509	64.56	x		0.9398	3.67
Wed	03/24/21	261.29606	1.10044	68	0.2584		x	0.4471	64.41	x		0.9436	3.82
Thu	03/25/21	261.33181	1.10059	69	0.2622		x	0.4433	64.26	x		0.9474	3.97
Fri	03/26/21	261.36755	1.10075	70	0.2661		x	0.4394	64.10	x		0.9513	4.13
Mon	03/29/21	261.47477	1.10120	73	0.2776		x	0.4279	63.65	x		0.9628	4.58
Tue	03/30/21	261.51052	1.10135	74	0.2814		x	0.4241	63.50	x		0.9666	4.73
Wed	03/31/21	261.54626	1.10150	75	0.2853		x	0.4202	63.35	x		0.9705	4.88
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Thu	04/01/21	261.58200	1.10165	76	0.2891		x	0.4164	63.20	x		0.9743	5.03
Fri	04/02/21	261.62973	1.10185	77	0.2930		x	0.4125	63.00	x		0.9782	5.23
Mon	04/05/21	261.77293	1.10245	80	0.3045		x	0.4010	62.40	x		0.9897	5.83
Tue	04/06/21	261.82067	1.10265	81	0.3084		x	0.3971	62.20	x		0.9936	6.03
Wed	04/07/21	261.86840	1.10285	82	0.3123		x	0.3932	62.00	x		0.9975	6.23
Thu	04/08/21	261.91613	1.10306	83	0.3161		x	0.3894	61.79	x		1.0013	6.44
Fri	04/09/21	261.96387	1.10326	84	0.3200		x	0.3855	61.59	x		1.0052	6.64
Mon	04/12/21	262.10707	1.10386	87	0.3316		x	0.3739	60.99	x		1.0168	7.24
Tue	04/13/21	262.15480	1.10406	88	0.3355		x	0.3700	60.79	x		1.0207	7.44
Wed	04/14/21	262.20253	1.10426	89	0.3394		x	0.3661	60.59	x		1.0246	7.64
Thu	04/15/21	262.25027	1.10446	90	0.3432		x	0.3623	60.39	x		1.0284	7.84
Fri	04/16/21	262.29800	1.10466	91	0.3471		x	0.3584	60.19	x		1.0323	8.04
Mon	04/19/21	262.44120	1.10527	94	0.3588		x	0.3467	59.58	x		1.0440	8.65
Tue	04/20/21	262.48893	1.10547	95	0.3626		x	0.3429	59.38	x		1.0478	8.85
Wed	04/21/21	262.53667	1.10567	96	0.3665		x	0.3390	59.18	x		1.0517	9.05
Thu	04/22/21	262.58440	1.10587	97	0.3704		x	0.3351	58.98	x		1.0556	9.25
Fri	04/23/21	262.63213	1.10607	98	0.3743		x	0.3312	58.78	x		1.0595	9.45
Mon	04/26/21	262.77533	1.10667	101	0.3860		x	0.3195	58.18	x		1.0712	10.05
Tue	04/27/21	262.82307	1.10688	102	0.3899		x	0.3156	57.97	x		1.0751	10.26
Wed	04/28/21	262.87080	1.10708	103	0.3937		x	0.3118	57.77	x		1.0789	10.46
Thu	04/29/21	262.91853	1.10728	104	0.3976		x	0.3079	57.57	x		1.0828	10.66
Fri	04/30/21	262.96627	1.10748	105	0.4015		x	0.3040	57.37	x		1.0867	10.86
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	1.10819	108	0.4133		x	0.2922	56.66	x		1.0985	11.57
Tue	05/04/21	263.19429	1.10844	109	0.4172		x	0.2883	56.41	x		1.1024	11.82
Wed	05/05/21	263.25439	1.10869	110	0.4211		x	0.2844	56.16	x		1.1063	12.07
Thu	05/06/21	263.31448	1.10894	111	0.4250		x	0.2805	55.91	x		1.1102	12.32
Fri	05/07/21	263.37458	1.10920	112	0.4290		x	0.2765	55.65	x		1.1142	12.58
Mon	05/10/21	263.55487	1.10996	115	0.4408		x	0.2647	54.89	x		1.1260	13.34
Tue	05/11/21	263.61497	1.11021	116	0.4447		x	0.2608	54.64	x		1.1299	13.59
Wed	05/12/21	263.67506	1.11046	117	0.4486		x	0.2569	54.39	x		1.1338	13.84
Thu	05/13/21	263.73516	1.11072	118	0.4526		x	0.2529	54.13	x		1.1378	14.10
Fri	05/14/21	263.79526	1.11097	119	0.4565		x	0.2490	53.88	x		1.1417	14.35
Mon	05/17/21	263.97555	1.11173	122	0.4683		x	0.2372	53.12	x		1.1535	15.11
Tue	05/18/21	264.03565	1.11198	123	0.4723		x	0.2332	52.87	x		1.1575	15.36
Wed	05/19/21	264.09574	1.11224	124	0.4762		x	0.2293	52.61	x		1.1614	15.62
Thu	05/20/21	264.15584	1.11249	125	0.4802		x	0.2253	52.36	x		1.1654	15.87
Fri	05/21/21	264.21594	1.11274	126	0.4841		x	0.2214	52.11	x		1.1693	16.12
Mon	05/24/21	264.39623	1.11350	129	0.4960		x	0.2095	51.35	x		1.1812	16.88
Tue	05/25/21	264.45632	1.11375	130	0.5000		x	0.2055	51.10	x		1.1852	17.13
Wed	05/26/21	264.51642	1.11401	131	0.5039		x	0.2016	50.84	x		1.1891	17.39
Thu	05/27/21	264.57652	1.11426	132	0.5079		x	0.1976	50.59	x		1.1931	17.64
Fri	05/28/21	264.63661	1.11451	133	0.5118		x	0.1937	50.34	x		1.1970	17.89
Mon	05/31/21	264.81690	1.11527	136	0.5237		x	0.1818	49.58	x		1.2089	18.65
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	1.11553	137	0.5277		x	0.1778	49.32	x		1.2129	18.91
Wed	06/02/21	264.94957	1.11583	138	0.5317		x	0.1738	49.02	x		1.2169	19.21
Thu	06/03/21	265.02213	1.11614	139	0.5357		x	0.1698	48.71	x		1.2209	19.52
Fri	06/04/21	265.09470	1.11644	140	0.5397		x	0.1658	48.41	x		1.2249	19.82
Mon	06/07/21	265.31240	1.11736	143	0.5517		x	0.1538	47.49	x		1.2369	20.74
Tue	06/08/21	265.38497	1.11766	144	0.5557		x	0.1498	47.19	x		1.2409	21.04
Wed	06/09/21	265.45753	1.11797	145	0.5598		x	0.1457	46.88	x		1.2450	21.35
Thu	06/10/21	265.53010	1.11828	146	0.5638		x	0.1417	46.57	x		1.2490	21.66
Fri	06/11/21	265.60267	1.11858	147	0.5678		x	0.1377	46.27	x		1.2530	21.96
Mon	06/14/21	265.82037	1.11950	150	0.5799		x	0.1256	45.35	x		1.2651	22.88
Tue	06/15/21	265.89293	1.11980	151	0.5839		x	0.1216	45.05	x		1.2691	23.18
Wed	06/16/21	265.96550	1.12011	152	0.5879		x	0.1176	44.74	x		1.2731	23.49
Thu	06/17/21	266.03807	1.12042	153	0.5919		x	0.1136	44.43	x		1.2771	23.80
Fri	06/18/21	266.11063	1.12072	154	0.5960		x	0.1095	44.13	x		1.2812	24.10
Mon	06/21/21	266.32833	1.12164	157	0.6081		x	0.0974	43.21	x		1.2933	25.02
Tue	06/22/21	266.40090	1.12194	158	0.6121		x	0.0934	42.91	x		1.2973	25.32
Wed	06/23/21	266.47347	1.12225	159	0.6162		x	0.0893	42.60	x		1.3014	25.63
Thu	06/24/21	266.54603	1.12255	160	0.6202		x	0.0853	42.30	x		1.3054	25.93
Fri	06/25/21	266.61860	1.12286	161	0.6242		x	0.0813	41.99	x		1.3094	26.24
Mon	06/28/21	266.83630	1.12378	164	0.6364		x	0.0691	41.07	x		1.3216	27.16
Tue	06/29/21	266.90887	1.12408	165	0.6404		x	0.0651	40.77	x		1.3256	27.46
Wed	06/30/21	266.98143	1.12439	166	0.6445		x	0.0610	40.46	x		1.3297	27.77
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	1.12469	167	0.6486		x	0.0569	40.16	x		1.3338	28.07
Fri	07/02/21	267.12306	1.12498	168	0.6526		x	0.0529	39.87	x		1.3378	28.36
Mon	07/05/21	267.33026	1.12586	171	0.6648		x	0.0407	38.99	x		1.3500	29.24
Tue	07/06/21	267.39932	1.12615	172	0.6688		x	0.0367	38.70	x		1.3540	29.53
Wed	07/07/21	267.46839	1.12644	173	0.6729		x	0.0326	38.41	x		1.3581	29.82
Thu	07/08/21	267.53745	1.12673	174	0.6770		x	0.0285	38.12	x		1.3622	30.11
Fri	07/09/21	267.60652	1.12702	175	0.6810		x	0.0245	37.83	x		1.3662	30.40
Mon	07/12/21	267.81371	1.12789	178	0.6932		x	0.0123	36.96	x		1.3784	31.27
Tue	07/13/21	267.88277	1.12818	179	0.6973		x	0.0082	36.67	x		1.3825	31.56
Wed	07/14/21	267.95184	1.12848	180	0.7014		x	0.0041	36.37	x		1.3866	31.86
Thu	07/15/21	268.02090	1.12877	0	0.0000			0.0000	36.08	x	x	1.3907	32.15
Fri	07/16/21	268.08997	1.12906	1	0.0038			-0.0038	35.79	x	x	1.3945	32.44
Mon	07/19/21	268.29716	1.12993	4	0.0154			-0.0154	34.92	x	x	1.4061	33.31
Tue	07/20/21	268.36623	1.13022	5	0.0192			-0.0192	34.63	x	x	1.4099	33.60
Wed	07/21/21	268.43529	1.13051	6	0.0230			-0.0230	34.34	x	x	1.4137	33.89
Thu	07/22/21	268.50435	1.13080	7	0.0269			-0.0269	34.05	x	x	1.4176	34.18
Fri	07/23/21	268.57342	1.13109	8	0.0307			-0.0307	33.76	x	x	1.4214	34.47
Mon	07/26/21	268.78061	1.13197	11	0.0423			-0.0423	32.88	x	x	1.4330	35.35
Tue	07/27/21	268.84968	1.13226	12	0.0462			-0.0462	32.59	x	x	1.4369	35.64
Wed	07/28/21	268.91874	1.13255	13	0.0500			-0.0500	32.30	x	x	1.4407	35.93
Thu	07/29/21	268.98781	1.13284	14	0.0539			-0.0539	32.01	x	x	1.4446	36.22
Fri	07/30/21	269.05687	1.13313	15	0.0577			-0.0577	31.72	x	x	1.4484	36.51
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	1.13405	18	0.0693			-0.0693	30.80	x	x	1.4600	37.43
Tue	08/03/21	269.35635	1.13439	19	0.0732			-0.0732	30.46	x	x	1.4639	37.77
Wed	08/04/21	269.43703	1.13473	20	0.0771			-0.0771	30.12	x	x	1.4678	38.11
Thu	08/05/21	269.51771	1.13507	21	0.0810			-0.0810	29.78	x	x	1.4717	38.45
Fri	08/06/21	269.59839	1.13541	22	0.0848			-0.0848	29.44	x	x	1.4755	38.79
Mon	08/09/21	269.84042	1.13643	25	0.0965			-0.0965	28.42	x	x	1.4872	39.81
Tue	08/10/21	269.92110	1.13677	26	0.1004			-0.1004	28.08	x	x	1.4911	40.15
Wed	08/11/21	270.00177	1.13711	27	0.1043			-0.1043	27.74	x	x	1.4950	40.49
Thu	08/12/21	270.08245	1.13745	28	0.1082			-0.1082	27.40	x	x	1.4989	40.83
Fri	08/13/21	270.16313	1.13779	29	0.1121			-0.1121	27.06	x	x	1.5028	41.17
Mon	08/16/21	270.40516	1.13881	32	0.1238			-0.1238	26.04	x	x	1.5145	42.19
Tue	08/17/21	270.48584	1.13915	33	0.1277			-0.1277	25.70	x	x	1.5184	42.53
Wed	08/18/21	270.56652	1.13949	34	0.1316			-0.1316	25.36	x	x	1.5223	42.87
Thu	08/19/21	270.64719	1.13983	35	0.1355			-0.1355	25.02	x	x	1.5262	43.21
Fri	08/20/21	270.72787	1.14017	36	0.1394			-0.1394	24.68	x	x	1.5301	43.55
Mon	08/23/21	270.96990	1.14119	39	0.1512			-0.1512	23.66	x	x	1.5419	44.57
Tue	08/24/21	271.05058	1.14153	40	0.1551			-0.1551	23.32	x	x	1.5458	44.91
Wed	08/25/21	271.13126	1.14187	41	0.1590			-0.1590	22.98	x	x	1.5497	45.25
Thu	08/26/21	271.21194	1.14221	42	0.1630			-0.1630	22.64	x	x	1.5537	45.59
Fri	08/27/21	271.29261	1.14254	43	0.1669			-0.1669	22.31	x	x	1.5576	45.92
Mon	08/30/21	271.53465	1.14356	46	0.1787			-0.1787	21.29	x	x	1.5694	46.94
Tue	08/31/21	271.61532	1.14390	47	0.1826			-0.1826	20.95	x	x	1.5733	47.28
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	1.14424	48	0.1866			-0.1866	20.61	x	x	1.5773	47.62
Thu	09/02/21	271.73957	1.14443	49	0.1905			-0.1905	20.42	x	x	1.5812	47.81
Fri	09/03/21	271.78313	1.14461	50	0.1944			-0.1944	20.24	x	x	1.5851	47.99
Mon	09/06/21	271.91383	1.14516	53	0.2062			-0.2062	19.69	x	x	1.5969	48.54
Tue	09/07/21	271.95740	1.14534	54	0.2101			-0.2101	19.51	x	x	1.6008	48.72
Wed	09/08/21	272.00097	1.14553	55	0.2140			-0.2140	19.32	x	x	1.6047	48.91
Thu	09/09/21	272.04453	1.14571	56	0.2179			-0.2179	19.14	x	x	1.6086	49.09
Fri	09/10/21	272.08810	1.14589	57	0.2219			-0.2219	18.96	x	x	1.6126	49.27
Mon	09/13/21	272.21880	1.14645	60	0.2337			-0.2337	18.40	x	x	1.6244	49.83
Tue	09/14/21	272.26237	1.14663	61	0.2376			-0.2376	18.22	x	x	1.6283	50.01
Wed	09/15/21	272.30593	1.14681	62	0.2415			-0.2415	18.04	x	x	1.6322	50.19
Thu	09/16/21	272.34950	1.14700	63	0.2455			-0.2455	17.85	x	x	1.6362	50.38
Fri	09/17/21	272.39307	1.14718	64	0.2494			-0.2494	17.67	x	x	1.6401	50.56
Mon	09/20/21	272.52377	1.14773	67	0.2612			-0.2612	17.12	x	x	1.6519	51.11
Tue	09/21/21	272.56733	1.14791	68	0.2651			-0.2651	16.94	x	x	1.6558	51.29
Wed	09/22/21	272.61090	1.14810	69	0.2691			-0.2691	16.75	x	x	1.6598	51.48
Thu	09/23/21	272.65447	1.14828	70	0.2730			-0.2730	16.57	x	x	1.6637	51.66
Fri	09/24/21	272.69803	1.14846	71	0.2770			-0.2770	16.39	x	x	1.6677	51.84
Mon	09/27/21	272.82873	1.14901	74	0.2888			-0.2888	15.84	x	x	1.6795	52.39
Tue	09/28/21	272.87230	1.14920	75	0.2928			-0.2928	15.65	x	x	1.6835	52.58
Wed	09/29/21	272.91587	1.14938	76	0.2967			-0.2967	15.47	x	x	1.6874	52.76
Thu	09/30/21	272.95943	1.14956	77	0.3007			-0.3007	15.29	x	x	1.6914	52.94
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	1.14975	78	0.3046			-0.3046	15.10	x	x	1.6953	53.13
Mon	10/04/21	273.05758	1.14998	81	0.3164			-0.3164	14.87	x	x	1.7071	53.36
Tue	10/05/21	273.07577	1.15005	82	0.3203			-0.3203	14.80	x	x	1.7110	53.43
Wed	10/06/21	273.09397	1.15013	83	0.3243			-0.3243	14.72	x	x	1.7150	53.51
Thu	10/07/21	273.11216	1.15021	84	0.3282			-0.3282	14.64	x	x	1.7189	53.59
Fri	10/08/21	273.13035	1.15028	85	0.3321			-0.3321	14.57	x	x	1.7228	53.66
Mon	10/11/21	273.18494	1.15051	88	0.3439			-0.3439	14.34	x	x	1.7346	53.89
Tue	10/12/21	273.20313	1.15059	89	0.3478			-0.3478	14.26	x	x	1.7385	53.97
Wed	10/13/21	273.22132	1.15067	90	0.3518			-0.3518	14.18	x	x	1.7425	54.05
Thu	10/14/21	273.23952	1.15074	91	0.3557			-0.3557	14.11	x	x	1.7464	54.12
Fri	10/15/21	273.25771	1.15082	92	0.3596			-0.3596	14.03	x	x	1.7503	54.20
Mon	10/18/21	273.31229	1.15105	95	0.3714			-0.3714	13.80	x	x	1.7621	54.43
Tue	10/19/21	273.33048	1.15113	96	0.3754			-0.3754	13.72	x	x	1.7661	54.51
Wed	10/20/21	273.34868	1.15120	97	0.3793			-0.3793	13.65	x	x	1.7700	54.58
Thu	10/21/21	273.36687	1.15128	98	0.3832			-0.3832	13.57	x	x	1.7739	54.66
Fri	10/22/21	273.38506	1.15136	99	0.3872			-0.3872	13.49	x	x	1.7779	54.74
Mon	10/25/21	273.43965	1.15159	102	0.3990			-0.3990	13.26	x	x	1.7897	54.97
Tue	10/26/21	273.45784	1.15166	103	0.4029			-0.4029	13.19	x	x	1.7936	55.04
Wed	10/27/21	273.47603	1.15174	104	0.4069			-0.4069	13.11	x	x	1.7976	55.12
Thu	10/28/21	273.49423	1.15182	105	0.4108			-0.4108	13.03	x	x	1.8015	55.20
Fri	10/29/21	273.51242	1.15189	106	0.4147			-0.4147	12.96	x	x	1.8054	55.27
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	1.15212	109	0.4266			-0.4266	12.73	x	x	1.8173	55.50
Tue	11/02/21	273.59177	1.15223	110	0.4305			-0.4305	12.62	x	x	1.8212	55.61
Wed	11/03/21	273.61653	1.15233	111	0.4345			-0.4345	12.52	x	x	1.8252	55.71
Thu	11/04/21	273.64130	1.15244	112	0.4384			-0.4384	12.41	x	x	1.8291	55.82
Fri	11/05/21	273.66607	1.15254	113	0.4424			-0.4424	12.31	x	x	1.8331	55.92
Mon	11/08/21	273.74037	1.15285	116	0.4542			-0.4542	12.00	x	x	1.8449	56.23
Tue	11/09/21	273.76513	1.15296	117	0.4582			-0.4582	11.89	x	x	1.8489	56.34
Wed	11/10/21	273.78990	1.15306	118	0.4622			-0.4622	11.79	x	x	1.8529	56.44
Thu	11/11/21	273.81467	1.15317	119	0.4661			-0.4661	11.68	x	x	1.8568	56.55
Fri	11/12/21	273.83943	1.15327	120	0.4701			-0.4701	11.58	x	x	1.8608	56.65
Mon	11/15/21	273.91373	1.15358	123	0.4820			-0.4820	11.27	x	x	1.8727	56.96
Tue	11/16/21	273.93850	1.15369	124	0.4859			-0.4859	11.16	x	x	1.8766	57.07
Wed	11/17/21	273.96327	1.15379	125	0.4899			-0.4899	11.06	x	x	1.8806	57.17
Thu	11/18/21	273.98803	1.15390	126	0.4939			-0.4939	10.95	x	x	1.8846	57.28
Fri	11/19/21	274.01280	1.15400	127	0.4978			-0.4978	10.85	x	x	1.8885	57.38
Mon	11/22/21	274.08710	1.15431	130	0.5097			-0.5097	10.54	x	x	1.9004	57.69
Tue	11/23/21	274.11187	1.15442	131	0.5137			-0.5137	10.43	x	x	1.9044	57.80
Wed	11/24/21	274.13663	1.15452	132	0.5177			-0.5177	10.33	x	x	1.9084	57.90
Thu	11/25/21	274.16140	1.15463	133	0.5216			-0.5216	10.22	x	x	1.9123	58.01
Fri	11/26/21	274.18617	1.15473	134	0.5256			-0.5256	10.12	x	x	1.9163	58.11
Mon	11/29/21	274.26047	1.15504	137	0.5375			-0.5375	9.81	x	x	1.9282	58.42
Tue	11/30/21	274.28523	1.15515	138	0.5415			-0.5415	9.70	x	x	1.9322	58.53
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	1.15525	139	0.5454			-0.5454	9.60	x	x	1.9361	58.63
Thu	12/02/21	274.38352	1.15556	140	0.5495			-0.5495	9.29	x	x	1.9402	58.94
Fri	12/03/21	274.45703	1.15587	141	0.5536			-0.5536	8.98	x	x	1.9443	59.25
Mon	12/06/21	274.67758	1.15680	144	0.5658			-0.5658	8.05	x	x	1.9565	60.18
Tue	12/07/21	274.75110	1.15711	145	0.5699			-0.5699	7.74	x	x	1.9606	60.49
Wed	12/08/21	274.82461	1.15742	146	0.5740			-0.5740	7.43	x	x	1.9647	60.80
Thu	12/09/21	274.89813	1.15773	147	0.5781			-0.5781	7.12	x	x	1.9688	61.11
Fri	12/10/21	274.97165	1.15804	148	0.5822			-0.5822	6.81	x	x	1.9729	61.42
Mon	12/13/21	275.19219	1.15897	151	0.5944			-0.5944	5.88	x	x	1.9851	62.35
Tue	12/14/21	275.26571	1.15928	152	0.5985			-0.5985	5.57	x	x	1.9892	62.66
Wed	12/15/21	275.33923	1.15959	153	0.6026			-0.6026	5.26	x	x	1.9933	62.97
Thu	12/16/21	275.41274	1.15990	154	0.6067			-0.6067	4.95	x	x	1.9974	63.28
Fri	12/17/21	275.48626	1.16021	155	0.6108			-0.6108	4.64	x	x	2.0015	63.59
Mon	12/20/21	275.70681	1.16114	158	0.6232			-0.6232	3.71	x	x	2.0139	64.52
Tue	12/21/21	275.78032	1.16144	159	0.6273			-0.6273	3.41	x	x	2.0180	64.82
Wed	12/22/21	275.85384	1.16175	160	0.6314			-0.6314	3.10	x	x	2.0221	65.13
Thu	12/23/21	275.92735	1.16206	161	0.6355			-0.6355	2.79	x	x	2.0262	65.44
Fri	12/24/21	276.00087	1.16237	162	0.6396			-0.6396	2.48	x	x	2.0303	65.75
Mon	12/27/21	276.22142	1.16330	165	0.6520			-0.6520	1.55	x	x	2.0427	66.68
Tue	12/28/21	276.29494	1.16361	166	0.6561			-0.6561	1.24	x	x	2.0468	66.99
Wed	12/29/21	276.36845	1.16392	167	0.6602			-0.6602	0.93	x	x	2.0509	67.30
Thu	12/30/21	276.44197	1.16423	168	0.6644			-0.6644	0.62	x	x	2.0551	67.61
Fri	12/31/21	276.51548	1.16454	169	0.6685			-0.6685	0.31	x	x	2.0592	67.92
Sat	01/01/22	276.58900	1.16485

Generated 12/10/21 10:13