0.25% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2025

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

CUSIP Number	912828H45	Interest 01/15/21 (184 days)	$1.3738
Dated Date	January 15, 2015	Interest 07/15/21 (181 days)	$1.4145
Ref CPI on Dated Date	236.85403	Interest Total	$2.7883
Original Issue Date	January 30, 2015	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	1.09936	170	1.2696	x	x	1.5187	68.40			1.2696	0.00
Mon	01/04/21	260.37261	1.09930	173	1.2920	x	x	1.4963	68.46			1.2920	-0.06
Tue	01/05/21	260.36748	1.09927	174	1.2994	x	x	1.4889	68.49			1.2994	-0.09
Wed	01/06/21	260.36235	1.09925	175	1.3069	x	x	1.4814	68.51			1.3069	-0.11
Thu	01/07/21	260.35723	1.09923	176	1.3143	x	x	1.4740	68.53			1.3143	-0.13
Fri	01/08/21	260.35210	1.09921	177	1.3217	x	x	1.4666	68.55			1.3217	-0.15
Mon	01/11/21	260.33671	1.09914	180	1.3441	x	x	1.4442	68.62			1.3441	-0.22
Tue	01/12/21	260.33158	1.09912	181	1.3515	x	x	1.4368	68.64			1.3515	-0.24
Wed	01/13/21	260.32645	1.09910	182	1.3589	x	x	1.4294	68.66			1.3589	-0.26
Thu	01/14/21	260.32132	1.09908	183	1.3664	x	x	1.4219	68.68			1.3664	-0.28
Fri	01/15/21	260.31619	1.09906	0	0.0000		x	1.4145	68.70	x		1.3738	-0.30
Mon	01/18/21	260.30081	1.09899	3	0.0228		x	1.3917	68.77	x		1.3966	-0.37
Tue	01/19/21	260.29568	1.09897	4	0.0304		x	1.3841	68.79	x		1.4042	-0.39
Wed	01/20/21	260.29055	1.09895	5	0.0379		x	1.3766	68.81	x		1.4117	-0.41
Thu	01/21/21	260.28542	1.09893	6	0.0455		x	1.3690	68.83	x		1.4193	-0.43
Fri	01/22/21	260.28029	1.09891	7	0.0531		x	1.3614	68.85	x		1.4269	-0.45
Mon	01/25/21	260.26490	1.09884	10	0.0759		x	1.3386	68.92	x		1.4497	-0.52
Tue	01/26/21	260.25977	1.09882	11	0.0835		x	1.3310	68.94	x		1.4573	-0.54
Wed	01/27/21	260.25465	1.09880	12	0.0911		x	1.3234	68.96	x		1.4649	-0.56
Thu	01/28/21	260.24952	1.09878	13	0.0986		x	1.3159	68.98	x		1.4724	-0.58
Fri	01/29/21	260.24439	1.09875	14	0.1062		x	1.3083	69.01	x		1.4800	-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	1.09869	17	0.1290		x	1.2855	69.07	x		1.5028	-0.67
Tue	02/02/21	260.23775	1.09873	18	0.1366		x	1.2779	69.03	x		1.5104	-0.63
Wed	02/03/21	260.24650	1.09876	19	0.1442		x	1.2703	69.00	x		1.5180	-0.60
Thu	02/04/21	260.25525	1.09880	20	0.1518		x	1.2627	68.96	x		1.5256	-0.56
Fri	02/05/21	260.26400	1.09884	21	0.1594		x	1.2551	68.92	x		1.5332	-0.52
Mon	02/08/21	260.29025	1.09895	24	0.1821		x	1.2324	68.81	x		1.5559	-0.41
Tue	02/09/21	260.29900	1.09898	25	0.1897		x	1.2248	68.78	x		1.5635	-0.38
Wed	02/10/21	260.30775	1.09902	26	0.1973		x	1.2172	68.74	x		1.5711	-0.34
Thu	02/11/21	260.31650	1.09906	27	0.2049		x	1.2096	68.70	x		1.5787	-0.30
Fri	02/12/21	260.32525	1.09910	28	0.2125		x	1.2020	68.66	x		1.5863	-0.26
Mon	02/15/21	260.35150	1.09921	31	0.2353		x	1.1792	68.55	x		1.6091	-0.15
Tue	02/16/21	260.36025	1.09924	32	0.2429		x	1.1716	68.52	x		1.6167	-0.12
Wed	02/17/21	260.36900	1.09928	33	0.2505		x	1.1640	68.48	x		1.6243	-0.08
Thu	02/18/21	260.37775	1.09932	34	0.2581		x	1.1564	68.44	x		1.6319	-0.04
Fri	02/19/21	260.38650	1.09935	35	0.2657		x	1.1488	68.41	x		1.6395	-0.01
Mon	02/22/21	260.41275	1.09947	38	0.2885		x	1.1260	68.29	x		1.6623	0.11
Tue	02/23/21	260.42150	1.09950	39	0.2961		x	1.1184	68.26	x		1.6699	0.14
Wed	02/24/21	260.43025	1.09954	40	0.3037		x	1.1108	68.22	x		1.6775	0.18
Thu	02/25/21	260.43900	1.09958	41	0.3113		x	1.1032	68.18	x		1.6851	0.22
Fri	02/26/21	260.44775	1.09961	42	0.3189		x	1.0956	68.15	x		1.6927	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	1.09972	45	0.3418		x	1.0727	68.04	x		1.7156	0.36
Tue	03/02/21	260.50974	1.09987	46	0.3494		x	1.0651	67.89	x		1.7232	0.51
Wed	03/03/21	260.54548	1.10003	47	0.3571		x	1.0574	67.73	x		1.7309	0.67
Thu	03/04/21	260.58123	1.10018	48	0.3647		x	1.0498	67.58	x		1.7385	0.82
Fri	03/05/21	260.61697	1.10033	49	0.3723		x	1.0422	67.43	x		1.7461	0.97
Mon	03/08/21	260.72419	1.10078	52	0.3953		x	1.0192	66.98	x		1.7691	1.42
Tue	03/09/21	260.75994	1.10093	53	0.4030		x	1.0115	66.83	x		1.7768	1.57
Wed	03/10/21	260.79568	1.10108	54	0.4106		x	1.0039	66.68	x		1.7844	1.72
Thu	03/11/21	260.83142	1.10123	55	0.4183		x	0.9962	66.53	x		1.7921	1.87
Fri	03/12/21	260.86716	1.10138	56	0.4259		x	0.9886	66.38	x		1.7997	2.02
Mon	03/15/21	260.97439	1.10184	59	0.4490		x	0.9655	65.92	x		1.8228	2.48
Tue	03/16/21	261.01013	1.10199	60	0.4566		x	0.9579	65.77	x		1.8304	2.63
Wed	03/17/21	261.04587	1.10214	61	0.4643		x	0.9502	65.62	x		1.8381	2.78
Thu	03/18/21	261.08161	1.10229	62	0.4720		x	0.9425	65.47	x		1.8458	2.93
Fri	03/19/21	261.11735	1.10244	63	0.4797		x	0.9348	65.32	x		1.8535	3.08
Mon	03/22/21	261.22458	1.10289	66	0.5027		x	0.9118	64.87	x		1.8765	3.53
Tue	03/23/21	261.26032	1.10304	67	0.5104		x	0.9041	64.72	x		1.8842	3.68
Wed	03/24/21	261.29606	1.10319	68	0.5181		x	0.8964	64.57	x		1.8919	3.83
Thu	03/25/21	261.33181	1.10335	69	0.5258		x	0.8887	64.41	x		1.8996	3.99
Fri	03/26/21	261.36755	1.10350	70	0.5335		x	0.8810	64.26	x		1.9073	4.14
Mon	03/29/21	261.47477	1.10395	73	0.5565		x	0.8580	63.81	x		1.9303	4.59
Tue	03/30/21	261.51052	1.10410	74	0.5643		x	0.8502	63.66	x		1.9381	4.74
Wed	03/31/21	261.54626	1.10425	75	0.5720		x	0.8425	63.51	x		1.9458	4.89
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	1.10440	76	0.5797		x	0.8348	63.36	x		1.9535	5.04
Fri	04/02/21	261.62973	1.10460	77	0.5874		x	0.8271	63.16	x		1.9612	5.24
Mon	04/05/21	261.77293	1.10521	80	0.6106		x	0.8039	62.55	x		1.9844	5.85
Tue	04/06/21	261.82067	1.10541	81	0.6184		x	0.7961	62.35	x		1.9922	6.05
Wed	04/07/21	261.86840	1.10561	82	0.6261		x	0.7884	62.15	x		1.9999	6.25
Thu	04/08/21	261.91613	1.10581	83	0.6339		x	0.7806	61.95	x		2.0077	6.45
Fri	04/09/21	261.96387	1.10601	84	0.6416		x	0.7729	61.75	x		2.0154	6.65
Mon	04/12/21	262.10707	1.10662	87	0.6649		x	0.7496	61.14	x		2.0387	7.26
Tue	04/13/21	262.15480	1.10682	88	0.6727		x	0.7418	60.94	x		2.0465	7.46
Wed	04/14/21	262.20253	1.10702	89	0.6804		x	0.7341	60.74	x		2.0542	7.66
Thu	04/15/21	262.25027	1.10722	90	0.6882		x	0.7263	60.54	x		2.0620	7.86
Fri	04/16/21	262.29800	1.10742	91	0.6960		x	0.7185	60.34	x		2.0698	8.06
Mon	04/19/21	262.44120	1.10803	94	0.7193		x	0.6952	59.73	x		2.0931	8.67
Tue	04/20/21	262.48893	1.10823	95	0.7271		x	0.6874	59.53	x		2.1009	8.87
Wed	04/21/21	262.53667	1.10843	96	0.7349		x	0.6796	59.33	x		2.1087	9.07
Thu	04/22/21	262.58440	1.10863	97	0.7427		x	0.6718	59.13	x		2.1165	9.27
Fri	04/23/21	262.63213	1.10884	98	0.7505		x	0.6640	58.92	x		2.1243	9.48
Mon	04/26/21	262.77533	1.10944	101	0.7738		x	0.6407	58.32	x		2.1476	10.08
Tue	04/27/21	262.82307	1.10964	102	0.7817		x	0.6328	58.12	x		2.1555	10.28
Wed	04/28/21	262.87080	1.10984	103	0.7895		x	0.6250	57.92	x		2.1633	10.48
Thu	04/29/21	262.91853	1.11004	104	0.7973		x	0.6172	57.72	x		2.1711	10.68
Fri	04/30/21	262.96627	1.11025	105	0.8051		x	0.6094	57.51	x		2.1789	10.89
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	1.11096	108	0.8286		x	0.5859	56.80	x		2.2024	11.60
Tue	05/04/21	263.19429	1.11121	109	0.8365		x	0.5780	56.55	x		2.2103	11.85
Wed	05/05/21	263.25439	1.11146	110	0.8443		x	0.5702	56.30	x		2.2181	12.10
Thu	05/06/21	263.31448	1.11172	111	0.8522		x	0.5623	56.04	x		2.2260	12.36
Fri	05/07/21	263.37458	1.11197	112	0.8601		x	0.5544	55.79	x		2.2339	12.61
Mon	05/10/21	263.55487	1.11273	115	0.8837		x	0.5308	55.03	x		2.2575	13.37
Tue	05/11/21	263.61497	1.11298	116	0.8916		x	0.5229	54.78	x		2.2654	13.62
Wed	05/12/21	263.67506	1.11324	117	0.8995		x	0.5150	54.52	x		2.2733	13.88
Thu	05/13/21	263.73516	1.11349	118	0.9074		x	0.5071	54.27	x		2.2812	14.13
Fri	05/14/21	263.79526	1.11375	119	0.9153		x	0.4992	54.01	x		2.2891	14.39
Mon	05/17/21	263.97555	1.11451	122	0.9390		x	0.4755	53.25	x		2.3128	15.15
Tue	05/18/21	264.03565	1.11476	123	0.9469		x	0.4676	53.00	x		2.3207	15.40
Wed	05/19/21	264.09574	1.11501	124	0.9548		x	0.4597	52.75	x		2.3286	15.65
Thu	05/20/21	264.15584	1.11527	125	0.9628		x	0.4517	52.49	x		2.3366	15.91
Fri	05/21/21	264.21594	1.11552	126	0.9707		x	0.4438	52.24	x		2.3445	16.16
Mon	05/24/21	264.39623	1.11628	129	0.9945		x	0.4200	51.48	x		2.3683	16.92
Tue	05/25/21	264.45632	1.11654	130	1.0024		x	0.4121	51.22	x		2.3762	17.18
Wed	05/26/21	264.51642	1.11679	131	1.0104		x	0.4041	50.97	x		2.3842	17.43
Thu	05/27/21	264.57652	1.11704	132	1.0183		x	0.3962	50.72	x		2.3921	17.68
Fri	05/28/21	264.63661	1.11730	133	1.0262		x	0.3883	50.46	x		2.4000	17.94
Mon	05/31/21	264.81690	1.11806	136	1.0501		x	0.3644	49.70	x		2.4239	18.70
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Tue	06/01/21	264.87700	1.11831	137	1.0581		x	0.3564	49.45	x		2.4319	18.95
Wed	06/02/21	264.94957	1.11862	138	1.0661		x	0.3484	49.14	x		2.4399	19.26
Thu	06/03/21	265.02213	1.11893	139	1.0741		x	0.3404	48.83	x		2.4479	19.57
Fri	06/04/21	265.09470	1.11923	140	1.0821		x	0.3324	48.53	x		2.4559	19.87
Mon	06/07/21	265.31240	1.12015	143	1.1062		x	0.3083	47.61	x		2.4800	20.79
Tue	06/08/21	265.38497	1.12046	144	1.1143		x	0.3002	47.30	x		2.4881	21.10
Wed	06/09/21	265.45753	1.12076	145	1.1223		x	0.2922	47.00	x		2.4961	21.40
Thu	06/10/21	265.53010	1.12107	146	1.1304		x	0.2841	46.69	x		2.5042	21.71
Fri	06/11/21	265.60267	1.12138	147	1.1384		x	0.2761	46.38	x		2.5122	22.02
Mon	06/14/21	265.82037	1.12230	150	1.1626		x	0.2519	45.46	x		2.5364	22.94
Tue	06/15/21	265.89293	1.12260	151	1.1707		x	0.2438	45.16	x		2.5445	23.24
Wed	06/16/21	265.96550	1.12291	152	1.1787		x	0.2358	44.85	x		2.5525	23.55
Thu	06/17/21	266.03807	1.12322	153	1.1868		x	0.2277	44.54	x		2.5606	23.86
Fri	06/18/21	266.11063	1.12352	154	1.1949		x	0.2196	44.24	x		2.5687	24.16
Mon	06/21/21	266.32833	1.12444	157	1.2192		x	0.1953	43.32	x		2.5930	25.08
Tue	06/22/21	266.40090	1.12475	158	1.2273		x	0.1872	43.01	x		2.6011	25.39
Wed	06/23/21	266.47347	1.12505	159	1.2354		x	0.1791	42.71	x		2.6092	25.69
Thu	06/24/21	266.54603	1.12536	160	1.2435		x	0.1710	42.40	x		2.6173	26.00
Fri	06/25/21	266.61860	1.12567	161	1.2516		x	0.1629	42.09	x		2.6254	26.31
Mon	06/28/21	266.83630	1.12659	164	1.2760		x	0.1385	41.17	x		2.6498	27.23
Tue	06/29/21	266.90887	1.12689	165	1.2841		x	0.1304	40.87	x		2.6579	27.53
Wed	06/30/21	266.98143	1.12720	166	1.2922		x	0.1223	40.56	x		2.6660	27.84
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	1.12750	167	1.3004		x	0.1141	40.26	x		2.6742	28.14
Fri	07/02/21	267.12306	1.12780	168	1.3085		x	0.1060	39.96	x		2.6823	28.44
Mon	07/05/21	267.33026	1.12867	171	1.3329		x	0.0816	39.09	x		2.7067	29.31
Tue	07/06/21	267.39932	1.12896	172	1.3410		x	0.0735	38.80	x		2.7148	29.60
Wed	07/07/21	267.46839	1.12925	173	1.3492		x	0.0653	38.51	x		2.7230	29.89
Thu	07/08/21	267.53745	1.12955	174	1.3573		x	0.0572	38.21	x		2.7311	30.19
Fri	07/09/21	267.60652	1.12984	175	1.3655		x	0.0490	37.92	x		2.7393	30.48
Mon	07/12/21	267.81371	1.13071	178	1.3900		x	0.0245	37.05	x		2.7638	31.35
Tue	07/13/21	267.88277	1.13100	179	1.3981		x	0.0164	36.76	x		2.7719	31.64
Wed	07/14/21	267.95184	1.13130	180	1.4063		x	0.0082	36.46	x		2.7801	31.94
Thu	07/15/21	268.02090	1.13159	0	0.0000			0.0000	36.17	x	x	2.7883	32.23
Fri	07/16/21	268.08997	1.13188	1	0.0077			-0.0077	35.88	x	x	2.7960	32.52
Mon	07/19/21	268.29716	1.13275	4	0.0308			-0.0308	35.01	x	x	2.8191	33.39
Tue	07/20/21	268.36623	1.13304	5	0.0385			-0.0385	34.72	x	x	2.8268	33.68
Wed	07/21/21	268.43529	1.13334	6	0.0462			-0.0462	34.42	x	x	2.8345	33.98
Thu	07/22/21	268.50435	1.13363	7	0.0539			-0.0539	34.13	x	x	2.8422	34.27
Fri	07/23/21	268.57342	1.13392	8	0.0616			-0.0616	33.84	x	x	2.8499	34.56
Mon	07/26/21	268.78061	1.13479	11	0.0848			-0.0848	32.97	x	x	2.8731	35.43
Tue	07/27/21	268.84968	1.13509	12	0.0925			-0.0925	32.67	x	x	2.8808	35.73
Wed	07/28/21	268.91874	1.13538	13	0.1003			-0.1003	32.38	x	x	2.8886	36.02
Thu	07/29/21	268.98781	1.13567	14	0.1080			-0.1080	32.09	x	x	2.8963	36.31
Fri	07/30/21	269.05687	1.13596	15	0.1158			-0.1158	31.80	x	x	2.9041	36.60
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	08/02/21	269.27568	1.13688	18	0.1390			-0.1390	30.88	x	x	2.9273	37.52
Tue	08/03/21	269.35635	1.13723	19	0.1468			-0.1468	30.53	x	x	2.9351	37.87
Wed	08/04/21	269.43703	1.13757	20	0.1546			-0.1546	30.19	x	x	2.9429	38.21
Thu	08/05/21	269.51771	1.13791	21	0.1623			-0.1623	29.85	x	x	2.9506	38.55
Fri	08/06/21	269.59839	1.13825	22	0.1701			-0.1701	29.51	x	x	2.9584	38.89
Mon	08/09/21	269.84042	1.13927	25	0.1935			-0.1935	28.49	x	x	2.9818	39.91
Tue	08/10/21	269.92110	1.13961	26	0.2013			-0.2013	28.15	x	x	2.9896	40.25
Wed	08/11/21	270.00177	1.13995	27	0.2091			-0.2091	27.81	x	x	2.9974	40.59
Thu	08/12/21	270.08245	1.14029	28	0.2169			-0.2169	27.47	x	x	3.0052	40.93
Fri	08/13/21	270.16313	1.14063	29	0.2247			-0.2247	27.13	x	x	3.0130	41.27
Mon	08/16/21	270.40516	1.14165	32	0.2482			-0.2482	26.11	x	x	3.0365	42.29
Tue	08/17/21	270.48584	1.14199	33	0.2560			-0.2560	25.77	x	x	3.0443	42.63
Wed	08/18/21	270.56652	1.14233	34	0.2639			-0.2639	25.43	x	x	3.0522	42.97
Thu	08/19/21	270.64719	1.14268	35	0.2717			-0.2717	25.08	x	x	3.0600	43.32
Fri	08/20/21	270.72787	1.14302	36	0.2795			-0.2795	24.74	x	x	3.0678	43.66
Mon	08/23/21	270.96990	1.14404	39	0.3031			-0.3031	23.72	x	x	3.0914	44.68
Tue	08/24/21	271.05058	1.14438	40	0.3110			-0.3110	23.38	x	x	3.0993	45.02
Wed	08/25/21	271.13126	1.14472	41	0.3188			-0.3188	23.04	x	x	3.1071	45.36
Thu	08/26/21	271.21194	1.14506	42	0.3267			-0.3267	22.70	x	x	3.1150	45.70
Fri	08/27/21	271.29261	1.14540	43	0.3346			-0.3346	22.36	x	x	3.1229	46.04
Mon	08/30/21	271.53465	1.14642	46	0.3583			-0.3583	21.34	x	x	3.1466	47.06
Tue	08/31/21	271.61532	1.14676	47	0.3662			-0.3662	21.00	x	x	3.1545	47.40
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	1.14710	48	0.3741			-0.3741	20.66	x	x	3.1624	47.74
Thu	09/02/21	271.73957	1.14729	49	0.3819			-0.3819	20.47	x	x	3.1702	47.93
Fri	09/03/21	271.78313	1.14747	50	0.3898			-0.3898	20.29	x	x	3.1781	48.11
Mon	09/06/21	271.91383	1.14802	53	0.4133			-0.4133	19.74	x	x	3.2016	48.66
Tue	09/07/21	271.95740	1.14821	54	0.4212			-0.4212	19.55	x	x	3.2095	48.85
Wed	09/08/21	272.00097	1.14839	55	0.4291			-0.4291	19.37	x	x	3.2174	49.03
Thu	09/09/21	272.04453	1.14857	56	0.4370			-0.4370	19.19	x	x	3.2253	49.21
Fri	09/10/21	272.08810	1.14876	57	0.4448			-0.4448	19.00	x	x	3.2331	49.40
Mon	09/13/21	272.21880	1.14931	60	0.4685			-0.4685	18.45	x	x	3.2568	49.95
Tue	09/14/21	272.26237	1.14949	61	0.4764			-0.4764	18.27	x	x	3.2647	50.13
Wed	09/15/21	272.30593	1.14968	62	0.4842			-0.4842	18.08	x	x	3.2725	50.32
Thu	09/16/21	272.34950	1.14986	63	0.4921			-0.4921	17.90	x	x	3.2804	50.50
Fri	09/17/21	272.39307	1.15005	64	0.5000			-0.5000	17.71	x	x	3.2883	50.69
Mon	09/20/21	272.52377	1.15060	67	0.5237			-0.5237	17.16	x	x	3.3120	51.24
Tue	09/21/21	272.56733	1.15078	68	0.5316			-0.5316	16.98	x	x	3.3199	51.42
Wed	09/22/21	272.61090	1.15097	69	0.5395			-0.5395	16.79	x	x	3.3278	51.61
Thu	09/23/21	272.65447	1.15115	70	0.5474			-0.5474	16.61	x	x	3.3357	51.79
Fri	09/24/21	272.69803	1.15133	71	0.5553			-0.5553	16.43	x	x	3.3436	51.97
Mon	09/27/21	272.82873	1.15189	74	0.5791			-0.5791	15.87	x	x	3.3674	52.53
Tue	09/28/21	272.87230	1.15207	75	0.5870			-0.5870	15.69	x	x	3.3753	52.71
Wed	09/29/21	272.91587	1.15225	76	0.5949			-0.5949	15.51	x	x	3.3832	52.89
Thu	09/30/21	272.95943	1.15244	77	0.6028			-0.6028	15.32	x	x	3.3911	53.08
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Fri	10/01/21	273.00300	1.15262	78	0.6108			-0.6108	15.14	x	x	3.3991	53.26
Mon	10/04/21	273.05758	1.15285	81	0.6344			-0.6344	14.91	x	x	3.4227	53.49
Tue	10/05/21	273.07577	1.15293	82	0.6423			-0.6423	14.83	x	x	3.4306	53.57
Wed	10/06/21	273.09397	1.15301	83	0.6501			-0.6501	14.75	x	x	3.4384	53.65
Thu	10/07/21	273.11216	1.15308	84	0.6580			-0.6580	14.68	x	x	3.4463	53.72
Fri	10/08/21	273.13035	1.15316	85	0.6659			-0.6659	14.60	x	x	3.4542	53.80
Mon	10/11/21	273.18494	1.15339	88	0.6895			-0.6895	14.37	x	x	3.4778	54.03
Tue	10/12/21	273.20313	1.15347	89	0.6974			-0.6974	14.29	x	x	3.4857	54.11
Wed	10/13/21	273.22132	1.15354	90	0.7053			-0.7053	14.22	x	x	3.4936	54.18
Thu	10/14/21	273.23952	1.15362	91	0.7132			-0.7132	14.14	x	x	3.5015	54.26
Fri	10/15/21	273.25771	1.15370	92	0.7211			-0.7211	14.06	x	x	3.5094	54.34
Mon	10/18/21	273.31229	1.15393	95	0.7447			-0.7447	13.83	x	x	3.5330	54.57
Tue	10/19/21	273.33048	1.15400	96	0.7526			-0.7526	13.76	x	x	3.5409	54.64
Wed	10/20/21	273.34868	1.15408	97	0.7605			-0.7605	13.68	x	x	3.5488	54.72
Thu	10/21/21	273.36687	1.15416	98	0.7684			-0.7684	13.60	x	x	3.5567	54.80
Fri	10/22/21	273.38506	1.15423	99	0.7763			-0.7763	13.53	x	x	3.5646	54.87
Mon	10/25/21	273.43965	1.15446	102	0.8000			-0.8000	13.30	x	x	3.5883	55.10
Tue	10/26/21	273.45784	1.15454	103	0.8079			-0.8079	13.22	x	x	3.5962	55.18
Wed	10/27/21	273.47603	1.15462	104	0.8158			-0.8158	13.14	x	x	3.6041	55.26
Thu	10/28/21	273.49423	1.15470	105	0.8237			-0.8237	13.06	x	x	3.6120	55.34
Fri	10/29/21	273.51242	1.15477	106	0.8316			-0.8316	12.99	x	x	3.6199	55.41
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	1.15500	109	0.8553			-0.8553	12.76	x	x	3.6436	55.64
Tue	11/02/21	273.59177	1.15511	110	0.8632			-0.8632	12.65	x	x	3.6515	55.75
Wed	11/03/21	273.61653	1.15521	111	0.8711			-0.8711	12.55	x	x	3.6594	55.85
Thu	11/04/21	273.64130	1.15532	112	0.8790			-0.8790	12.44	x	x	3.6673	55.96
Fri	11/05/21	273.66607	1.15542	113	0.8870			-0.8870	12.34	x	x	3.6753	56.06
Mon	11/08/21	273.74037	1.15573	116	0.9108			-0.9108	12.03	x	x	3.6991	56.37
Tue	11/09/21	273.76513	1.15584	117	0.9187			-0.9187	11.92	x	x	3.7070	56.48
Wed	11/10/21	273.78990	1.15594	118	0.9266			-0.9266	11.82	x	x	3.7149	56.58
Thu	11/11/21	273.81467	1.15605	119	0.9346			-0.9346	11.71	x	x	3.7229	56.69
Fri	11/12/21	273.83943	1.15615	120	0.9425			-0.9425	11.61	x	x	3.7308	56.79
Mon	11/15/21	273.91373	1.15647	123	0.9663			-0.9663	11.29	x	x	3.7546	57.11
Tue	11/16/21	273.93850	1.15657	124	0.9743			-0.9743	11.19	x	x	3.7626	57.21
Wed	11/17/21	273.96327	1.15668	125	0.9822			-0.9822	11.08	x	x	3.7705	57.32
Thu	11/18/21	273.98803	1.15678	126	0.9902			-0.9902	10.98	x	x	3.7785	57.42
Fri	11/19/21	274.01280	1.15688	127	0.9981			-0.9981	10.88	x	x	3.7864	57.52
Mon	11/22/21	274.08710	1.15720	130	1.0220			-1.0220	10.56	x	x	3.8103	57.84
Tue	11/23/21	274.11187	1.15730	131	1.0299			-1.0299	10.46	x	x	3.8182	57.94
Wed	11/24/21	274.13663	1.15741	132	1.0379			-1.0379	10.35	x	x	3.8262	58.05
Thu	11/25/21	274.16140	1.15751	133	1.0458			-1.0458	10.25	x	x	3.8341	58.15
Fri	11/26/21	274.18617	1.15762	134	1.0538			-1.0538	10.14	x	x	3.8421	58.26
Mon	11/29/21	274.26047	1.15793	137	1.0777			-1.0777	9.83	x	x	3.8660	58.57
Tue	11/30/21	274.28523	1.15803	138	1.0857			-1.0857	9.73	x	x	3.8740	58.67
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Wed	12/01/21	274.31000	1.15814	139	1.0936			-1.0936	9.62	x	x	3.8819	58.78
Thu	12/02/21	274.38352	1.15845	140	1.1018			-1.1018	9.31	x	x	3.8901	59.09
Fri	12/03/21	274.45703	1.15876	141	1.1100			-1.1100	9.00	x	x	3.8983	59.40
Mon	12/06/21	274.67758	1.15969	144	1.1345			-1.1345	8.07	x	x	3.9228	60.33
Tue	12/07/21	274.75110	1.16000	145	1.1427			-1.1427	7.76	x	x	3.9310	60.64
Wed	12/08/21	274.82461	1.16031	146	1.1509			-1.1509	7.45	x	x	3.9392	60.95
Thu	12/09/21	274.89813	1.16062	147	1.1590			-1.1590	7.14	x	x	3.9473	61.26
Fri	12/10/21	274.97165	1.16093	148	1.1672			-1.1672	6.83	x	x	3.9555	61.57
Mon	12/13/21	275.19219	1.16186	151	1.1919			-1.1919	5.90	x	x	3.9802	62.50
Tue	12/14/21	275.26571	1.16217	152	1.2001			-1.2001	5.59	x	x	3.9884	62.81
Wed	12/15/21	275.33923	1.16248	153	1.2083			-1.2083	5.28	x	x	3.9966	63.12
Thu	12/16/21	275.41274	1.16280	154	1.2165			-1.2165	4.96	x	x	4.0048	63.44
Fri	12/17/21	275.48626	1.16311	155	1.2247			-1.2247	4.65	x	x	4.0130	63.75
Mon	12/20/21	275.70681	1.16404	158	1.2494			-1.2494	3.72	x	x	4.0377	64.68
Tue	12/21/21	275.78032	1.16435	159	1.2577			-1.2577	3.41	x	x	4.0460	64.99
Wed	12/22/21	275.85384	1.16466	160	1.2659			-1.2659	3.10	x	x	4.0542	65.30
Thu	12/23/21	275.92735	1.16497	161	1.2742			-1.2742	2.79	x	x	4.0625	65.61
Fri	12/24/21	276.00087	1.16528	162	1.2824			-1.2824	2.48	x	x	4.0707	65.92
Mon	12/27/21	276.22142	1.16621	165	1.3072			-1.3072	1.55	x	x	4.0955	66.85
Tue	12/28/21	276.29494	1.16652	166	1.3155			-1.3155	1.24	x	x	4.1038	67.16
Wed	12/29/21	276.36845	1.16683	167	1.3238			-1.3238	0.93	x	x	4.1121	67.47
Thu	12/30/21	276.44197	1.16714	168	1.3321			-1.3321	0.62	x	x	4.1204	67.78
Fri	12/31/21	276.51548	1.16745	169	1.3403			-1.3403	0.31	x	x	4.1286	68.09
Sat	01/01/22	276.58900	1.16776

Generated 12/10/21 10:13