0.75% 30-Year Treasury Inflation Protected Security (TIPS) due February 15, 2045

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

CUSIP Number	912810RL4	Interest 02/15/21 (184 days)	$4.1460
Dated Date	February 15, 2015	Interest 08/15/21 (181 days)	$4.3049
Ref CPI on Dated Date	235.48150	Interest Total	$8.4509
Original Issue Date	February 27, 2015	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	1.10577	139	3.1325	x	x	5.3184	68.80			3.1325	0.00
Mon	01/04/21	260.37261	1.10570	142	3.1999	x	x	5.2510	68.87			3.1999	-0.07
Tue	01/05/21	260.36748	1.10568	143	3.2224	x	x	5.2285	68.89			3.2224	-0.09
Wed	01/06/21	260.36235	1.10566	144	3.2449	x	x	5.2060	68.91			3.2449	-0.11
Thu	01/07/21	260.35723	1.10564	145	3.2673	x	x	5.1836	68.93			3.2673	-0.13
Fri	01/08/21	260.35210	1.10562	146	3.2898	x	x	5.1611	68.95			3.2898	-0.15
Mon	01/11/21	260.33671	1.10555	149	3.3572	x	x	5.0937	69.02			3.3572	-0.22
Tue	01/12/21	260.33158	1.10553	150	3.3797	x	x	5.0712	69.04			3.3797	-0.24
Wed	01/13/21	260.32645	1.10551	151	3.4021	x	x	5.0488	69.06			3.4021	-0.26
Thu	01/14/21	260.32132	1.10549	152	3.4246	x	x	5.0263	69.08			3.4246	-0.28
Fri	01/15/21	260.31619	1.10546	153	3.4471	x	x	5.0038	69.11			3.4471	-0.31
Mon	01/18/21	260.30081	1.10540	156	3.5145	x	x	4.9364	69.17			3.5145	-0.37
Tue	01/19/21	260.29568	1.10538	157	3.5369	x	x	4.9140	69.19			3.5369	-0.39
Wed	01/20/21	260.29055	1.10535	158	3.5593	x	x	4.8916	69.22			3.5593	-0.42
Thu	01/21/21	260.28542	1.10533	159	3.5818	x	x	4.8691	69.24			3.5818	-0.44
Fri	01/22/21	260.28029	1.10531	160	3.6043	x	x	4.8466	69.26			3.6043	-0.46
Mon	01/25/21	260.26490	1.10525	163	3.6717	x	x	4.7792	69.32			3.6717	-0.52
Tue	01/26/21	260.25977	1.10522	164	3.6941	x	x	4.7568	69.35			3.6941	-0.55
Wed	01/27/21	260.25465	1.10520	165	3.7165	x	x	4.7344	69.37			3.7165	-0.57
Thu	01/28/21	260.24952	1.10518	166	3.7390	x	x	4.7119	69.39			3.7390	-0.59
Fri	01/29/21	260.24439	1.10516	167	3.7614	x	x	4.6895	69.41			3.7614	-0.61
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	1.10509	170	3.8288	x	x	4.6221	69.48			3.8288	-0.68
Tue	02/02/21	260.23775	1.10513	171	3.8514	x	x	4.5995	69.44			3.8514	-0.64
Wed	02/03/21	260.24650	1.10517	172	3.8741	x	x	4.5768	69.40			3.8741	-0.60
Thu	02/04/21	260.25525	1.10520	173	3.8967	x	x	4.5542	69.37			3.8967	-0.57
Fri	02/05/21	260.26400	1.10524	174	3.9194	x	x	4.5315	69.33			3.9194	-0.53
Mon	02/08/21	260.29025	1.10535	177	3.9874	x	x	4.4635	69.22			3.9874	-0.42
Tue	02/09/21	260.29900	1.10539	178	4.0100	x	x	4.4409	69.18			4.0100	-0.38
Wed	02/10/21	260.30775	1.10543	179	4.0327	x	x	4.4182	69.14			4.0327	-0.34
Thu	02/11/21	260.31650	1.10546	180	4.0554	x	x	4.3955	69.11			4.0554	-0.31
Fri	02/12/21	260.32525	1.10550	181	4.0780	x	x	4.3729	69.07			4.0780	-0.27
Mon	02/15/21	260.35150	1.10561	0	0.0000		x	4.3049	68.96	x		4.1460	-0.16
Tue	02/16/21	260.36025	1.10565	1	0.0229		x	4.2820	68.92	x		4.1689	-0.12
Wed	02/17/21	260.36900	1.10569	2	0.0458		x	4.2591	68.88	x		4.1918	-0.08
Thu	02/18/21	260.37775	1.10572	3	0.0687		x	4.2362	68.85	x		4.2147	-0.05
Fri	02/19/21	260.38650	1.10576	4	0.0916		x	4.2133	68.81	x		4.2376	-0.01
Mon	02/22/21	260.41275	1.10587	7	0.1604		x	4.1445	68.70	x		4.3064	0.10
Tue	02/23/21	260.42150	1.10591	8	0.1833		x	4.1216	68.66	x		4.3293	0.14
Wed	02/24/21	260.43025	1.10595	9	0.2062		x	4.0987	68.62	x		4.3522	0.18
Thu	02/25/21	260.43900	1.10598	10	0.2291		x	4.0758	68.59	x		4.3751	0.21
Fri	02/26/21	260.44775	1.10602	11	0.2521		x	4.0528	68.55	x		4.3981	0.25
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	1.10613	14	0.3208		x	3.9841	68.44	x		4.4668	0.36
Tue	03/02/21	260.50974	1.10629	15	0.3438		x	3.9611	68.28	x		4.4898	0.52
Wed	03/03/21	260.54548	1.10644	16	0.3668		x	3.9381	68.13	x		4.5128	0.67
Thu	03/04/21	260.58123	1.10659	17	0.3898		x	3.9151	67.98	x		4.5358	0.82
Fri	03/05/21	260.61697	1.10674	18	0.4127		x	3.8922	67.83	x		4.5587	0.97
Mon	03/08/21	260.72419	1.10720	21	0.4817		x	3.8232	67.37	x		4.6277	1.43
Tue	03/09/21	260.75994	1.10735	22	0.5047		x	3.8002	67.22	x		4.6507	1.58
Wed	03/10/21	260.79568	1.10750	23	0.5277		x	3.7772	67.07	x		4.6737	1.73
Thu	03/11/21	260.83142	1.10765	24	0.5508		x	3.7541	66.92	x		4.6968	1.88
Fri	03/12/21	260.86716	1.10780	25	0.5738		x	3.7311	66.77	x		4.7198	2.03
Mon	03/15/21	260.97439	1.10826	28	0.6429		x	3.6620	66.31	x		4.7889	2.49
Tue	03/16/21	261.01013	1.10841	29	0.6660		x	3.6389	66.16	x		4.8120	2.64
Wed	03/17/21	261.04587	1.10856	30	0.6890		x	3.6159	66.01	x		4.8350	2.79
Thu	03/18/21	261.08161	1.10871	31	0.7121		x	3.5928	65.86	x		4.8581	2.94
Fri	03/19/21	261.11735	1.10887	32	0.7352		x	3.5697	65.70	x		4.8812	3.10
Mon	03/22/21	261.22458	1.10932	35	0.8044		x	3.5005	65.25	x		4.9504	3.55
Tue	03/23/21	261.26032	1.10947	36	0.8275		x	3.4774	65.10	x		4.9735	3.70
Wed	03/24/21	261.29606	1.10962	37	0.8506		x	3.4543	64.95	x		4.9966	3.85
Thu	03/25/21	261.33181	1.10978	38	0.8737		x	3.4312	64.79	x		5.0197	4.01
Fri	03/26/21	261.36755	1.10993	39	0.8968		x	3.4081	64.64	x		5.0428	4.16
Mon	03/29/21	261.47477	1.11038	42	0.9662		x	3.3387	64.19	x		5.1122	4.61
Tue	03/30/21	261.51052	1.11054	43	0.9894		x	3.3155	64.03	x		5.1354	4.77
Wed	03/31/21	261.54626	1.11069	44	1.0125		x	3.2924	63.88	x		5.1585	4.92
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	1.11084	45	1.0357		x	3.2692	63.73	x		5.1817	5.07
Fri	04/02/21	261.62973	1.11104	46	1.0589		x	3.2460	63.53	x		5.2049	5.27
Mon	04/05/21	261.77293	1.11165	49	1.1285		x	3.1764	62.92	x		5.2745	5.88
Tue	04/06/21	261.82067	1.11185	50	1.1518		x	3.1531	62.72	x		5.2978	6.08
Wed	04/07/21	261.86840	1.11206	51	1.1750		x	3.1299	62.51	x		5.3210	6.29
Thu	04/08/21	261.91613	1.11226	52	1.1983		x	3.1066	62.31	x		5.3443	6.49
Fri	04/09/21	261.96387	1.11246	53	1.2216		x	3.0833	62.11	x		5.3676	6.69
Mon	04/12/21	262.10707	1.11307	56	1.2914		x	3.0135	61.50	x		5.4374	7.30
Tue	04/13/21	262.15480	1.11327	57	1.3147		x	2.9902	61.30	x		5.4607	7.50
Wed	04/14/21	262.20253	1.11347	58	1.3380		x	2.9669	61.10	x		5.4840	7.70
Thu	04/15/21	262.25027	1.11368	59	1.3613		x	2.9436	60.89	x		5.5073	7.91
Fri	04/16/21	262.29800	1.11388	60	1.3847		x	2.9202	60.69	x		5.5307	8.11
Mon	04/19/21	262.44120	1.11449	63	1.4547		x	2.8502	60.08	x		5.6007	8.72
Tue	04/20/21	262.48893	1.11469	64	1.4780		x	2.8269	59.88	x		5.6240	8.92
Wed	04/21/21	262.53667	1.11489	65	1.5014		x	2.8035	59.68	x		5.6474	9.12
Thu	04/22/21	262.58440	1.11510	66	1.5248		x	2.7801	59.47	x		5.6708	9.33
Fri	04/23/21	262.63213	1.11530	67	1.5482		x	2.7567	59.27	x		5.6942	9.53
Mon	04/26/21	262.77533	1.11591	70	1.6184		x	2.6865	58.66	x		5.7644	10.14
Tue	04/27/21	262.82307	1.11611	71	1.6418		x	2.6631	58.46	x		5.7878	10.34
Wed	04/28/21	262.87080	1.11631	72	1.6652		x	2.6397	58.26	x		5.8112	10.54
Thu	04/29/21	262.91853	1.11651	73	1.6886		x	2.6163	58.06	x		5.8346	10.74
Fri	04/30/21	262.96627	1.11672	74	1.7121		x	2.5928	57.85	x		5.8581	10.95
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	1.11743	77	1.7826		x	2.5223	57.14	x		5.9286	11.66
Tue	05/04/21	263.19429	1.11769	78	1.8062		x	2.4987	56.88	x		5.9522	11.92
Wed	05/05/21	263.25439	1.11794	79	1.8298		x	2.4751	56.63	x		5.9758	12.17
Thu	05/06/21	263.31448	1.11820	80	1.8534		x	2.4515	56.37	x		5.9994	12.43
Fri	05/07/21	263.37458	1.11845	81	1.8770		x	2.4279	56.12	x		6.0230	12.68
Mon	05/10/21	263.55487	1.11922	84	1.9478		x	2.3571	55.35	x		6.0938	13.45
Tue	05/11/21	263.61497	1.11947	85	1.9714		x	2.3335	55.10	x		6.1174	13.70
Wed	05/12/21	263.67506	1.11973	86	1.9951		x	2.3098	54.84	x		6.1411	13.96
Thu	05/13/21	263.73516	1.11998	87	2.0187		x	2.2862	54.59	x		6.1647	14.21
Fri	05/14/21	263.79526	1.12024	88	2.0424		x	2.2625	54.33	x		6.1884	14.47
Mon	05/17/21	263.97555	1.12100	91	2.1135		x	2.1914	53.57	x		6.2595	15.23
Tue	05/18/21	264.03565	1.12126	92	2.1372		x	2.1677	53.31	x		6.2832	15.49
Wed	05/19/21	264.09574	1.12151	93	2.1609		x	2.1440	53.06	x		6.3069	15.74
Thu	05/20/21	264.15584	1.12177	94	2.1847		x	2.1202	52.80	x		6.3307	16.00
Fri	05/21/21	264.21594	1.12202	95	2.2084		x	2.0965	52.55	x		6.3544	16.25
Mon	05/24/21	264.39623	1.12279	98	2.2797		x	2.0252	51.78	x		6.4257	17.02
Tue	05/25/21	264.45632	1.12304	99	2.3035		x	2.0014	51.53	x		6.4495	17.27
Wed	05/26/21	264.51642	1.12330	100	2.3273		x	1.9776	51.27	x		6.4733	17.53
Thu	05/27/21	264.57652	1.12356	101	2.3511		x	1.9538	51.01	x		6.4971	17.79
Fri	05/28/21	264.63661	1.12381	102	2.3749		x	1.9300	50.76	x		6.5209	18.04
Mon	05/31/21	264.81690	1.12458	105	2.4464		x	1.8585	49.99	x		6.5924	18.81
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	1.12483	106	2.4703		x	1.8346	49.74	x		6.6163	19.06
Wed	06/02/21	264.94957	1.12514	107	2.4943		x	1.8106	49.43	x		6.6403	19.37
Thu	06/03/21	265.02213	1.12545	108	2.5183		x	1.7866	49.12	x		6.6643	19.68
Fri	06/04/21	265.09470	1.12576	109	2.5423		x	1.7626	48.81	x		6.6883	19.99
Mon	06/07/21	265.31240	1.12668	112	2.6144		x	1.6905	47.89	x		6.7604	20.91
Tue	06/08/21	265.38497	1.12699	113	2.6385		x	1.6664	47.58	x		6.7845	21.22
Wed	06/09/21	265.45753	1.12730	114	2.6625		x	1.6424	47.27	x		6.8085	21.53
Thu	06/10/21	265.53010	1.12760	115	2.6866		x	1.6183	46.97	x		6.8326	21.83
Fri	06/11/21	265.60267	1.12791	116	2.7107		x	1.5942	46.66	x		6.8567	22.14
Mon	06/14/21	265.82037	1.12884	119	2.7831		x	1.5218	45.73	x		6.9291	23.07
Tue	06/15/21	265.89293	1.12915	120	2.8073		x	1.4976	45.42	x		6.9533	23.38
Wed	06/16/21	265.96550	1.12945	121	2.8314		x	1.4735	45.12	x		6.9774	23.68
Thu	06/17/21	266.03807	1.12976	122	2.8556		x	1.4493	44.81	x		7.0016	23.99
Fri	06/18/21	266.11063	1.13007	123	2.8798		x	1.4251	44.50	x		7.0258	24.30
Mon	06/21/21	266.32833	1.13099	126	2.9524		x	1.3525	43.58	x		7.0984	25.22
Tue	06/22/21	266.40090	1.13130	127	2.9767		x	1.3282	43.27	x		7.1227	25.53
Wed	06/23/21	266.47347	1.13161	128	3.0010		x	1.3039	42.96	x		7.1470	25.84
Thu	06/24/21	266.54603	1.13192	129	3.0252		x	1.2797	42.65	x		7.1712	26.15
Fri	06/25/21	266.61860	1.13223	130	3.0495		x	1.2554	42.34	x		7.1955	26.46
Mon	06/28/21	266.83630	1.13315	133	3.1224		x	1.1825	41.42	x		7.2684	27.38
Tue	06/29/21	266.90887	1.13346	134	3.1468		x	1.1581	41.11	x		7.2928	27.69
Wed	06/30/21	266.98143	1.13377	135	3.1711		x	1.1338	40.80	x		7.3171	28.00
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	1.13408	136	3.1955		x	1.1094	40.49	x		7.3415	28.31
Fri	07/02/21	267.12306	1.13437	137	3.2198		x	1.0851	40.20	x		7.3658	28.60
Mon	07/05/21	267.33026	1.13525	140	3.2929		x	1.0120	39.32	x		7.4389	29.48
Tue	07/06/21	267.39932	1.13554	141	3.3172		x	0.9877	39.03	x		7.4632	29.77
Wed	07/07/21	267.46839	1.13584	142	3.3416		x	0.9633	38.73	x		7.4876	30.07
Thu	07/08/21	267.53745	1.13613	143	3.3660		x	0.9389	38.44	x		7.5120	30.36
Fri	07/09/21	267.60652	1.13642	144	3.3904		x	0.9145	38.15	x		7.5364	30.65
Mon	07/12/21	267.81371	1.13730	147	3.4637		x	0.8412	37.27	x		7.6097	31.53
Tue	07/13/21	267.88277	1.13760	148	3.4882		x	0.8167	36.97	x		7.6342	31.83
Wed	07/14/21	267.95184	1.13789	149	3.5127		x	0.7922	36.68	x		7.6587	32.12
Thu	07/15/21	268.02090	1.13818	150	3.5372		x	0.7677	36.39	x		7.6832	32.41
Fri	07/16/21	268.08997	1.13848	151	3.5617		x	0.7432	36.09	x		7.7077	32.71
Mon	07/19/21	268.29716	1.13936	154	3.6353		x	0.6696	35.21	x		7.7813	33.59
Tue	07/20/21	268.36623	1.13965	155	3.6598		x	0.6451	34.92	x		7.8058	33.88
Wed	07/21/21	268.43529	1.13994	156	3.6843		x	0.6206	34.63	x		7.8303	34.17
Thu	07/22/21	268.50435	1.14024	157	3.7089		x	0.5960	34.33	x		7.8549	34.47
Fri	07/23/21	268.57342	1.14053	158	3.7335		x	0.5714	34.04	x		7.8795	34.76
Mon	07/26/21	268.78061	1.14141	161	3.8073		x	0.4976	33.16	x		7.9533	35.64
Tue	07/27/21	268.84968	1.14170	162	3.8319		x	0.4730	32.87	x		7.9779	35.93
Wed	07/28/21	268.91874	1.14200	163	3.8566		x	0.4483	32.57	x		8.0026	36.23
Thu	07/29/21	268.98781	1.14229	164	3.8813		x	0.4236	32.28	x		8.0273	36.52
Fri	07/30/21	269.05687	1.14258	165	3.9059		x	0.3990	31.99	x		8.0519	36.81
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	1.14351	168	3.9802		x	0.3247	31.06	x		8.1262	37.74
Tue	08/03/21	269.35635	1.14385	169	4.0051		x	0.2998	30.72	x		8.1511	38.08
Wed	08/04/21	269.43703	1.14420	170	4.0300		x	0.2749	30.37	x		8.1760	38.43
Thu	08/05/21	269.51771	1.14454	171	4.0549		x	0.2500	30.03	x		8.2009	38.77
Fri	08/06/21	269.59839	1.14488	172	4.0798		x	0.2251	29.69	x		8.2258	39.11
Mon	08/09/21	269.84042	1.14591	175	4.1547		x	0.1502	28.66	x		8.3007	40.14
Tue	08/10/21	269.92110	1.14625	176	4.1797		x	0.1252	28.32	x		8.3257	40.48
Wed	08/11/21	270.00177	1.14659	177	4.2047		x	0.1002	27.98	x		8.3507	40.82
Thu	08/12/21	270.08245	1.14694	178	4.2297		x	0.0752	27.63	x		8.3757	41.17
Fri	08/13/21	270.16313	1.14728	179	4.2548		x	0.0501	27.29	x		8.4008	41.51
Sun	08/15/21	270.32448	1.14796	0	0.0000			0.0000	26.61	x	x	8.4509	42.19
Mon	08/16/21	270.40516	1.14831	1	0.0234			-0.0234	26.26	x	x	8.4743	42.54
Tue	08/17/21	270.48584	1.14865	2	0.0468			-0.0468	25.92	x	x	8.4977	42.88
Wed	08/18/21	270.56652	1.14899	3	0.0703			-0.0703	25.58	x	x	8.5212	43.22
Thu	08/19/21	270.64719	1.14934	4	0.0937			-0.0937	25.23	x	x	8.5446	43.57
Fri	08/20/21	270.72787	1.14968	5	0.1172			-0.1172	24.89	x	x	8.5681	43.91
Mon	08/23/21	270.96990	1.15071	8	0.1876			-0.1876	23.86	x	x	8.6385	44.94
Tue	08/24/21	271.05058	1.15105	9	0.2111			-0.2111	23.52	x	x	8.6620	45.28
Wed	08/25/21	271.13126	1.15139	10	0.2347			-0.2347	23.18	x	x	8.6856	45.62
Thu	08/26/21	271.21194	1.15173	11	0.2582			-0.2582	22.84	x	x	8.7091	45.96
Fri	08/27/21	271.29261	1.15208	12	0.2818			-0.2818	22.49	x	x	8.7327	46.31
Mon	08/30/21	271.53465	1.15310	15	0.3525			-0.3525	21.47	x	x	8.8034	47.33
Tue	08/31/21	271.61532	1.15345	16	0.3761			-0.3761	21.12	x	x	8.8270	47.68
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	1.15379	17	0.3998			-0.3998	20.78	x	x	8.8507	48.02
Thu	09/02/21	271.73957	1.15397	18	0.4233			-0.4233	20.60	x	x	8.8742	48.20
Fri	09/03/21	271.78313	1.15416	19	0.4469			-0.4469	20.41	x	x	8.8978	48.39
Mon	09/06/21	271.91383	1.15471	22	0.5177			-0.5177	19.86	x	x	8.9686	48.94
Tue	09/07/21	271.95740	1.15490	23	0.5414			-0.5414	19.67	x	x	8.9923	49.13
Wed	09/08/21	272.00097	1.15508	24	0.5650			-0.5650	19.49	x	x	9.0159	49.31
Thu	09/09/21	272.04453	1.15527	25	0.5886			-0.5886	19.30	x	x	9.0395	49.50
Fri	09/10/21	272.08810	1.15545	26	0.6123			-0.6123	19.12	x	x	9.0632	49.68
Mon	09/13/21	272.21880	1.15601	29	0.6832			-0.6832	18.56	x	x	9.1341	50.24
Tue	09/14/21	272.26237	1.15619	30	0.7069			-0.7069	18.38	x	x	9.1578	50.42
Wed	09/15/21	272.30593	1.15638	31	0.7306			-0.7306	18.19	x	x	9.1815	50.61
Thu	09/16/21	272.34950	1.15656	32	0.7543			-0.7543	18.01	x	x	9.2052	50.79
Fri	09/17/21	272.39307	1.15675	33	0.7780			-0.7780	17.82	x	x	9.2289	50.98
Mon	09/20/21	272.52377	1.15730	36	0.8491			-0.8491	17.27	x	x	9.3000	51.53
Tue	09/21/21	272.56733	1.15749	37	0.8728			-0.8728	17.08	x	x	9.3237	51.72
Wed	09/22/21	272.61090	1.15767	38	0.8966			-0.8966	16.90	x	x	9.3475	51.90
Thu	09/23/21	272.65447	1.15786	39	0.9203			-0.9203	16.71	x	x	9.3712	52.09
Fri	09/24/21	272.69803	1.15804	40	0.9441			-0.9441	16.53	x	x	9.3950	52.27
Mon	09/27/21	272.82873	1.15860	43	1.0153			-1.0153	15.97	x	x	9.4662	52.83
Tue	09/28/21	272.87230	1.15878	44	1.0391			-1.0391	15.79	x	x	9.4900	53.01
Wed	09/29/21	272.91587	1.15897	45	1.0629			-1.0629	15.60	x	x	9.5138	53.20
Thu	09/30/21	272.95943	1.15915	46	1.0867			-1.0867	15.42	x	x	9.5376	53.38
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	1.15934	47	1.1105			-1.1105	15.23	x	x	9.5614	53.57
Mon	10/04/21	273.05758	1.15957	50	1.1816			-1.1816	15.00	x	x	9.6325	53.80
Tue	10/05/21	273.07577	1.15965	51	1.2053			-1.2053	14.92	x	x	9.6562	53.88
Wed	10/06/21	273.09397	1.15973	52	1.2291			-1.2291	14.84	x	x	9.6800	53.96
Thu	10/07/21	273.11216	1.15980	53	1.2528			-1.2528	14.77	x	x	9.7037	54.03
Fri	10/08/21	273.13035	1.15988	54	1.2765			-1.2765	14.69	x	x	9.7274	54.11
Mon	10/11/21	273.18494	1.16011	57	1.3477			-1.3477	14.46	x	x	9.7986	54.34
Tue	10/12/21	273.20313	1.16019	58	1.3714			-1.3714	14.38	x	x	9.8223	54.42
Wed	10/13/21	273.22132	1.16027	59	1.3952			-1.3952	14.30	x	x	9.8461	54.50
Thu	10/14/21	273.23952	1.16034	60	1.4189			-1.4189	14.23	x	x	9.8698	54.57
Fri	10/15/21	273.25771	1.16042	61	1.4426			-1.4426	14.15	x	x	9.8935	54.65
Mon	10/18/21	273.31229	1.16065	64	1.5139			-1.5139	13.92	x	x	9.9648	54.88
Tue	10/19/21	273.33048	1.16073	65	1.5377			-1.5377	13.84	x	x	9.9886	54.96
Wed	10/20/21	273.34868	1.16081	66	1.5614			-1.5614	13.76	x	x	10.0123	55.04
Thu	10/21/21	273.36687	1.16088	67	1.5852			-1.5852	13.69	x	x	10.0361	55.11
Fri	10/22/21	273.38506	1.16096	68	1.6089			-1.6089	13.61	x	x	10.0598	55.19
Mon	10/25/21	273.43965	1.16119	71	1.6803			-1.6803	13.38	x	x	10.1312	55.42
Tue	10/26/21	273.45784	1.16127	72	1.7040			-1.7040	13.30	x	x	10.1549	55.50
Wed	10/27/21	273.47603	1.16135	73	1.7278			-1.7278	13.22	x	x	10.1787	55.58
Thu	10/28/21	273.49423	1.16143	74	1.7516			-1.7516	13.14	x	x	10.2025	55.66
Fri	10/29/21	273.51242	1.16150	75	1.7754			-1.7754	13.07	x	x	10.2263	55.73
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	1.16173	78	1.8468			-1.8468	12.84	x	x	10.2977	55.96
Tue	11/02/21	273.59177	1.16184	79	1.8706			-1.8706	12.73	x	x	10.3215	56.07
Wed	11/03/21	273.61653	1.16194	80	1.8945			-1.8945	12.63	x	x	10.3454	56.17
Thu	11/04/21	273.64130	1.16205	81	1.9183			-1.9183	12.52	x	x	10.3692	56.28
Fri	11/05/21	273.66607	1.16216	82	1.9422			-1.9422	12.41	x	x	10.3931	56.39
Mon	11/08/21	273.74037	1.16247	85	2.0138			-2.0138	12.10	x	x	10.4647	56.70
Tue	11/09/21	273.76513	1.16258	86	2.0377			-2.0377	11.99	x	x	10.4886	56.81
Wed	11/10/21	273.78990	1.16268	87	2.0615			-2.0615	11.89	x	x	10.5124	56.91
Thu	11/11/21	273.81467	1.16279	88	2.0854			-2.0854	11.78	x	x	10.5363	57.02
Fri	11/12/21	273.83943	1.16289	89	2.1093			-2.1093	11.68	x	x	10.5602	57.12
Mon	11/15/21	273.91373	1.16321	92	2.1810			-2.1810	11.36	x	x	10.6319	57.44
Tue	11/16/21	273.93850	1.16331	93	2.2049			-2.2049	11.26	x	x	10.6558	57.54
Wed	11/17/21	273.96327	1.16342	94	2.2288			-2.2288	11.15	x	x	10.6797	57.65
Thu	11/18/21	273.98803	1.16352	95	2.2527			-2.2527	11.05	x	x	10.7036	57.75
Fri	11/19/21	274.01280	1.16363	96	2.2767			-2.2767	10.94	x	x	10.7276	57.86
Mon	11/22/21	274.08710	1.16394	99	2.3484			-2.3484	10.63	x	x	10.7993	58.17
Tue	11/23/21	274.11187	1.16405	100	2.3724			-2.3724	10.52	x	x	10.8233	58.28
Wed	11/24/21	274.13663	1.16415	101	2.3963			-2.3963	10.42	x	x	10.8472	58.38
Thu	11/25/21	274.16140	1.16426	102	2.4203			-2.4203	10.31	x	x	10.8712	58.49
Fri	11/26/21	274.18617	1.16436	103	2.4442			-2.4442	10.21	x	x	10.8951	58.59
Mon	11/29/21	274.26047	1.16468	106	2.5161			-2.5161	9.89	x	x	10.9670	58.91
Tue	11/30/21	274.28523	1.16478	107	2.5400			-2.5400	9.79	x	x	10.9909	59.01
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	1.16489	108	2.5640			-2.5640	9.68	x	x	11.0149	59.12
Thu	12/02/21	274.38352	1.16520	109	2.5885			-2.5885	9.37	x	x	11.0394	59.43
Fri	12/03/21	274.45703	1.16551	110	2.6129			-2.6129	9.06	x	x	11.0638	59.74
Mon	12/06/21	274.67758	1.16645	113	2.6863			-2.6863	8.12	x	x	11.1372	60.68
Tue	12/07/21	274.75110	1.16676	114	2.7108			-2.7108	7.81	x	x	11.1617	60.99
Wed	12/08/21	274.82461	1.16708	115	2.7353			-2.7353	7.49	x	x	11.1862	61.31
Thu	12/09/21	274.89813	1.16739	116	2.7599			-2.7599	7.18	x	x	11.2108	61.62
Fri	12/10/21	274.97165	1.16770	117	2.7844			-2.7844	6.87	x	x	11.2353	61.93
Mon	12/13/21	275.19219	1.16864	120	2.8581			-2.8581	5.93	x	x	11.3090	62.87
Tue	12/14/21	275.26571	1.16895	121	2.8827			-2.8827	5.62	x	x	11.3336	63.18
Wed	12/15/21	275.33923	1.16926	122	2.9073			-2.9073	5.31	x	x	11.3582	63.49
Thu	12/16/21	275.41274	1.16957	123	2.9319			-2.9319	5.00	x	x	11.3828	63.80
Fri	12/17/21	275.48626	1.16988	124	2.9565			-2.9565	4.69	x	x	11.4074	64.11
Mon	12/20/21	275.70681	1.17082	127	3.0305			-3.0305	3.75	x	x	11.4814	65.05
Tue	12/21/21	275.78032	1.17113	128	3.0551			-3.0551	3.44	x	x	11.5060	65.36
Wed	12/22/21	275.85384	1.17145	129	3.0798			-3.0798	3.12	x	x	11.5307	65.68
Thu	12/23/21	275.92735	1.17176	130	3.1045			-3.1045	2.81	x	x	11.5554	65.99
Fri	12/24/21	276.00087	1.17207	131	3.1292			-3.1292	2.50	x	x	11.5801	66.30
Mon	12/27/21	276.22142	1.17301	134	3.2035			-3.2035	1.56	x	x	11.6544	67.24
Tue	12/28/21	276.29494	1.17332	135	3.2282			-3.2282	1.25	x	x	11.6791	67.55
Wed	12/29/21	276.36845	1.17363	136	3.2530			-3.2530	0.94	x	x	11.7039	67.86
Thu	12/30/21	276.44197	1.17394	137	3.2778			-3.2778	0.63	x	x	11.7287	68.17
Fri	12/31/21	276.51548	1.17426	138	3.3026			-3.3026	0.31	x	x	11.7535	68.49
Sat	01/01/22	276.58900	1.17457

Generated 12/10/21 10:13