0.375% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2025

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

CUSIP Number	912828XL9	Interest 01/15/21 (184 days)	$2.0582
Dated Date	July 15, 2015	Interest 07/15/21 (181 days)	$2.1191
Ref CPI on Dated Date	237.14365	Interest Total	$4.1773
Original Issue Date	July 31, 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	1.09802	170	1.9021	x	x	2.2752	68.32			1.9021	0.00
Mon	01/04/21	260.37261	1.09795	173	1.9356	x	x	2.2417	68.39			1.9356	-0.07
Tue	01/05/21	260.36748	1.09793	174	1.9467	x	x	2.2306	68.41			1.9467	-0.09
Wed	01/06/21	260.36235	1.09791	175	1.9579	x	x	2.2194	68.43			1.9579	-0.11
Thu	01/07/21	260.35723	1.09789	176	1.9690	x	x	2.2083	68.45			1.9690	-0.13
Fri	01/08/21	260.35210	1.09787	177	1.9802	x	x	2.1971	68.47			1.9802	-0.15
Mon	01/11/21	260.33671	1.09780	180	2.0136	x	x	2.1637	68.54			2.0136	-0.22
Tue	01/12/21	260.33158	1.09778	181	2.0248	x	x	2.1525	68.56			2.0248	-0.24
Wed	01/13/21	260.32645	1.09776	182	2.0359	x	x	2.1414	68.58			2.0359	-0.26
Thu	01/14/21	260.32132	1.09774	183	2.0471	x	x	2.1302	68.60			2.0471	-0.28
Fri	01/15/21	260.31619	1.09772	0	0.0000		x	2.1191	68.62	x		2.0582	-0.30
Mon	01/18/21	260.30081	1.09765	3	0.0341		x	2.0850	68.69	x		2.0923	-0.37
Tue	01/19/21	260.29568	1.09763	4	0.0455		x	2.0736	68.71	x		2.1037	-0.39
Wed	01/20/21	260.29055	1.09761	5	0.0569		x	2.0622	68.73	x		2.1151	-0.41
Thu	01/21/21	260.28542	1.09759	6	0.0682		x	2.0509	68.75	x		2.1264	-0.43
Fri	01/22/21	260.28029	1.09756	7	0.0796		x	2.0395	68.78	x		2.1378	-0.46
Mon	01/25/21	260.26490	1.09750	10	0.1137		x	2.0054	68.84	x		2.1719	-0.52
Tue	01/26/21	260.25977	1.09748	11	0.1251		x	1.9940	68.86	x		2.1833	-0.54
Wed	01/27/21	260.25465	1.09746	12	0.1364		x	1.9827	68.88	x		2.1946	-0.56
Thu	01/28/21	260.24952	1.09743	13	0.1478		x	1.9713	68.91	x		2.2060	-0.59
Fri	01/29/21	260.24439	1.09741	14	0.1592		x	1.9599	68.93	x		2.2174	-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	1.09735	17	0.1932		x	1.9259	68.99	x		2.2514	-0.67
Tue	02/02/21	260.23775	1.09738	18	0.2046		x	1.9145	68.96	x		2.2628	-0.64
Wed	02/03/21	260.24650	1.09742	19	0.2160		x	1.9031	68.92	x		2.2742	-0.60
Thu	02/04/21	260.25525	1.09746	20	0.2274		x	1.8917	68.88	x		2.2856	-0.56
Fri	02/05/21	260.26400	1.09750	21	0.2388		x	1.8803	68.84	x		2.2970	-0.52
Mon	02/08/21	260.29025	1.09761	24	0.2729		x	1.8462	68.73	x		2.3311	-0.41
Tue	02/09/21	260.29900	1.09764	25	0.2843		x	1.8348	68.70	x		2.3425	-0.38
Wed	02/10/21	260.30775	1.09768	26	0.2956		x	1.8235	68.66	x		2.3538	-0.34
Thu	02/11/21	260.31650	1.09772	27	0.3070		x	1.8121	68.62	x		2.3652	-0.30
Fri	02/12/21	260.32525	1.09775	28	0.3184		x	1.8007	68.59	x		2.3766	-0.27
Mon	02/15/21	260.35150	1.09786	31	0.3526		x	1.7665	68.48	x		2.4108	-0.16
Tue	02/16/21	260.36025	1.09790	32	0.3639		x	1.7552	68.44	x		2.4221	-0.12
Wed	02/17/21	260.36900	1.09794	33	0.3753		x	1.7438	68.40	x		2.4335	-0.08
Thu	02/18/21	260.37775	1.09797	34	0.3867		x	1.7324	68.37	x		2.4449	-0.05
Fri	02/19/21	260.38650	1.09801	35	0.3981		x	1.7210	68.33	x		2.4563	-0.01
Mon	02/22/21	260.41275	1.09812	38	0.4323		x	1.6868	68.22	x		2.4905	0.10
Tue	02/23/21	260.42150	1.09816	39	0.4437		x	1.6754	68.18	x		2.5019	0.14
Wed	02/24/21	260.43025	1.09820	40	0.4551		x	1.6640	68.14	x		2.5133	0.18
Thu	02/25/21	260.43900	1.09823	41	0.4664		x	1.6527	68.11	x		2.5246	0.21
Fri	02/26/21	260.44775	1.09827	42	0.4778		x	1.6413	68.07	x		2.5360	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	1.09838	45	0.5120		x	1.6071	67.96	x		2.5702	0.36
Tue	03/02/21	260.50974	1.09853	46	0.5235		x	1.5956	67.81	x		2.5817	0.51
Wed	03/03/21	260.54548	1.09868	47	0.5349		x	1.5842	67.66	x		2.5931	0.66
Thu	03/04/21	260.58123	1.09883	48	0.5464		x	1.5727	67.51	x		2.6046	0.81
Fri	03/05/21	260.61697	1.09898	49	0.5578		x	1.5613	67.36	x		2.6160	0.96
Mon	03/08/21	260.72419	1.09944	52	0.5922		x	1.5269	66.90	x		2.6504	1.42
Tue	03/09/21	260.75994	1.09959	53	0.6037		x	1.5154	66.75	x		2.6619	1.57
Wed	03/10/21	260.79568	1.09974	54	0.6152		x	1.5039	66.60	x		2.6734	1.72
Thu	03/11/21	260.83142	1.09989	55	0.6267		x	1.4924	66.45	x		2.6849	1.87
Fri	03/12/21	260.86716	1.10004	56	0.6381		x	1.4810	66.30	x		2.6963	2.02
Mon	03/15/21	260.97439	1.10049	59	0.6726		x	1.4465	65.85	x		2.7308	2.47
Tue	03/16/21	261.01013	1.10064	60	0.6841		x	1.4350	65.70	x		2.7423	2.62
Wed	03/17/21	261.04587	1.10079	61	0.6956		x	1.4235	65.55	x		2.7538	2.77
Thu	03/18/21	261.08161	1.10094	62	0.7071		x	1.4120	65.40	x		2.7653	2.92
Fri	03/19/21	261.11735	1.10109	63	0.7186		x	1.4005	65.25	x		2.7768	3.07
Mon	03/22/21	261.22458	1.10155	66	0.7531		x	1.3660	64.79	x		2.8113	3.53
Tue	03/23/21	261.26032	1.10170	67	0.7646		x	1.3545	64.64	x		2.8228	3.68
Wed	03/24/21	261.29606	1.10185	68	0.7762		x	1.3429	64.49	x		2.8344	3.83
Thu	03/25/21	261.33181	1.10200	69	0.7877		x	1.3314	64.34	x		2.8459	3.98
Fri	03/26/21	261.36755	1.10215	70	0.7992		x	1.3199	64.19	x		2.8574	4.13
Mon	03/29/21	261.47477	1.10260	73	0.8338		x	1.2853	63.74	x		2.8920	4.58
Tue	03/30/21	261.51052	1.10275	74	0.8453		x	1.2738	63.59	x		2.9035	4.73
Wed	03/31/21	261.54626	1.10290	75	0.8569		x	1.2622	63.44	x		2.9151	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	1.10305	76	0.8684		x	1.2507	63.29	x		2.9266	5.03
Fri	04/02/21	261.62973	1.10325	77	0.8800		x	1.2391	63.09	x		2.9382	5.23
Mon	04/05/21	261.77293	1.10386	80	0.9148		x	1.2043	62.48	x		2.9730	5.84
Tue	04/06/21	261.82067	1.10406	81	0.9264		x	1.1927	62.28	x		2.9846	6.04
Wed	04/07/21	261.86840	1.10426	82	0.9380		x	1.1811	62.08	x		2.9962	6.24
Thu	04/08/21	261.91613	1.10446	83	0.9496		x	1.1695	61.88	x		3.0078	6.44
Fri	04/09/21	261.96387	1.10466	84	0.9612		x	1.1579	61.68	x		3.0194	6.64
Mon	04/12/21	262.10707	1.10527	87	0.9961		x	1.1230	61.07	x		3.0543	7.25
Tue	04/13/21	262.15480	1.10547	88	1.0077		x	1.1114	60.87	x		3.0659	7.45
Wed	04/14/21	262.20253	1.10567	89	1.0194		x	1.0997	60.67	x		3.0776	7.65
Thu	04/15/21	262.25027	1.10587	90	1.0310		x	1.0881	60.47	x		3.0892	7.85
Fri	04/16/21	262.29800	1.10607	91	1.0427		x	1.0764	60.27	x		3.1009	8.05
Mon	04/19/21	262.44120	1.10668	94	1.0776		x	1.0415	59.66	x		3.1358	8.66
Tue	04/20/21	262.48893	1.10688	95	1.0893		x	1.0298	59.46	x		3.1475	8.86
Wed	04/21/21	262.53667	1.10708	96	1.1010		x	1.0181	59.26	x		3.1592	9.06
Thu	04/22/21	262.58440	1.10728	97	1.1126		x	1.0065	59.06	x		3.1708	9.26
Fri	04/23/21	262.63213	1.10748	98	1.1243		x	0.9948	58.86	x		3.1825	9.46
Mon	04/26/21	262.77533	1.10809	101	1.1594		x	0.9597	58.25	x		3.2176	10.07
Tue	04/27/21	262.82307	1.10829	102	1.1711		x	0.9480	58.05	x		3.2293	10.27
Wed	04/28/21	262.87080	1.10849	103	1.1827		x	0.9364	57.85	x		3.2409	10.47
Thu	04/29/21	262.91853	1.10869	104	1.1944		x	0.9247	57.65	x		3.2526	10.67
Fri	04/30/21	262.96627	1.10889	105	1.2061		x	0.9130	57.45	x		3.2643	10.87
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	1.10960	108	1.2414		x	0.8777	56.74	x		3.2996	11.58
Tue	05/04/21	263.19429	1.10985	109	1.2532		x	0.8659	56.49	x		3.3114	11.83
Wed	05/05/21	263.25439	1.11011	110	1.2650		x	0.8541	56.23	x		3.3232	12.09
Thu	05/06/21	263.31448	1.11036	111	1.2768		x	0.8423	55.98	x		3.3350	12.34
Fri	05/07/21	263.37458	1.11061	112	1.2886		x	0.8305	55.73	x		3.3468	12.59
Mon	05/10/21	263.55487	1.11137	115	1.3240		x	0.7951	54.97	x		3.3822	13.35
Tue	05/11/21	263.61497	1.11163	116	1.3358		x	0.7833	54.71	x		3.3940	13.61
Wed	05/12/21	263.67506	1.11188	117	1.3476		x	0.7715	54.46	x		3.4058	13.86
Thu	05/13/21	263.73516	1.11213	118	1.3594		x	0.7597	54.21	x		3.4176	14.11
Fri	05/14/21	263.79526	1.11239	119	1.3713		x	0.7478	53.95	x		3.4295	14.37
Mon	05/17/21	263.97555	1.11315	122	1.4068		x	0.7123	53.19	x		3.4650	15.13
Tue	05/18/21	264.03565	1.11340	123	1.4187		x	0.7004	52.94	x		3.4769	15.38
Wed	05/19/21	264.09574	1.11365	124	1.4305		x	0.6886	52.69	x		3.4887	15.63
Thu	05/20/21	264.15584	1.11391	125	1.4424		x	0.6767	52.43	x		3.5006	15.89
Fri	05/21/21	264.21594	1.11416	126	1.4543		x	0.6648	52.18	x		3.5125	16.14
Mon	05/24/21	264.39623	1.11492	129	1.4899		x	0.6292	51.42	x		3.5481	16.90
Tue	05/25/21	264.45632	1.11517	130	1.5018		x	0.6173	51.17	x		3.5600	17.15
Wed	05/26/21	264.51642	1.11543	131	1.5137		x	0.6054	50.91	x		3.5719	17.41
Thu	05/27/21	264.57652	1.11568	132	1.5256		x	0.5935	50.66	x		3.5838	17.66
Fri	05/28/21	264.63661	1.11593	133	1.5375		x	0.5816	50.41	x		3.5957	17.91
Mon	05/31/21	264.81690	1.11669	136	1.5732		x	0.5459	49.65	x		3.6314	18.67
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Tue	06/01/21	264.87700	1.11695	137	1.5852		x	0.5339	49.39	x		3.6434	18.93
Wed	06/02/21	264.94957	1.11725	138	1.5972		x	0.5219	49.09	x		3.6554	19.23
Thu	06/03/21	265.02213	1.11756	139	1.6092		x	0.5099	48.78	x		3.6674	19.54
Fri	06/04/21	265.09470	1.11787	140	1.6212		x	0.4979	48.47	x		3.6794	19.85
Mon	06/07/21	265.31240	1.11878	143	1.6573		x	0.4618	47.56	x		3.7155	20.76
Tue	06/08/21	265.38497	1.11909	144	1.6694		x	0.4497	47.25	x		3.7276	21.07
Wed	06/09/21	265.45753	1.11940	145	1.6814		x	0.4377	46.94	x		3.7396	21.38
Thu	06/10/21	265.53010	1.11970	146	1.6935		x	0.4256	46.64	x		3.7517	21.68
Fri	06/11/21	265.60267	1.12001	147	1.7055		x	0.4136	46.33	x		3.7637	21.99
Mon	06/14/21	265.82037	1.12093	150	1.7418		x	0.3773	45.41	x		3.8000	22.91
Tue	06/15/21	265.89293	1.12123	151	1.7539		x	0.3652	45.11	x		3.8121	23.21
Wed	06/16/21	265.96550	1.12154	152	1.7660		x	0.3531	44.80	x		3.8242	23.52
Thu	06/17/21	266.03807	1.12184	153	1.7781		x	0.3410	44.50	x		3.8363	23.82
Fri	06/18/21	266.11063	1.12215	154	1.7902		x	0.3289	44.19	x		3.8484	24.13
Mon	06/21/21	266.32833	1.12307	157	1.8265		x	0.2926	43.27	x		3.8847	25.05
Tue	06/22/21	266.40090	1.12337	158	1.8387		x	0.2804	42.97	x		3.8969	25.35
Wed	06/23/21	266.47347	1.12368	159	1.8508		x	0.2683	42.66	x		3.9090	25.66
Thu	06/24/21	266.54603	1.12399	160	1.8630		x	0.2561	42.35	x		3.9212	25.97
Fri	06/25/21	266.61860	1.12429	161	1.8751		x	0.2440	42.05	x		3.9333	26.27
Mon	06/28/21	266.83630	1.12521	164	1.9116		x	0.2075	41.13	x		3.9698	27.19
Tue	06/29/21	266.90887	1.12552	165	1.9238		x	0.1953	40.82	x		3.9820	27.50
Wed	06/30/21	266.98143	1.12582	166	1.9360		x	0.1831	40.52	x		3.9942	27.80
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	1.12613	167	1.9482		x	0.1709	40.21	x		4.0064	28.11
Fri	07/02/21	267.12306	1.12642	168	1.9603		x	0.1588	39.92	x		4.0185	28.40
Mon	07/05/21	267.33026	1.12729	171	1.9969		x	0.1222	39.05	x		4.0551	29.27
Tue	07/06/21	267.39932	1.12758	172	2.0091		x	0.1100	38.76	x		4.0673	29.56
Wed	07/07/21	267.46839	1.12787	173	2.0213		x	0.0978	38.47	x		4.0795	29.85
Thu	07/08/21	267.53745	1.12817	174	2.0335		x	0.0856	38.17	x		4.0917	30.15
Fri	07/09/21	267.60652	1.12846	175	2.0457		x	0.0734	37.88	x		4.1039	30.44
Mon	07/12/21	267.81371	1.12933	178	2.0824		x	0.0367	37.01	x		4.1406	31.31
Tue	07/13/21	267.88277	1.12962	179	2.0946		x	0.0245	36.72	x		4.1528	31.60
Wed	07/14/21	267.95184	1.12991	180	2.1069		x	0.0122	36.43	x		4.1651	31.89
Thu	07/15/21	268.02090	1.13020	0	0.0000			0.0000	36.14	x	x	4.1773	32.18
Fri	07/16/21	268.08997	1.13050	1	0.0115			-0.0115	35.84	x	x	4.1888	32.48
Mon	07/19/21	268.29716	1.13137	4	0.0461			-0.0461	34.97	x	x	4.2234	33.35
Tue	07/20/21	268.36623	1.13166	5	0.0577			-0.0577	34.68	x	x	4.2350	33.64
Wed	07/21/21	268.43529	1.13195	6	0.0692			-0.0692	34.39	x	x	4.2465	33.93
Thu	07/22/21	268.50435	1.13224	7	0.0808			-0.0808	34.10	x	x	4.2581	34.22
Fri	07/23/21	268.57342	1.13253	8	0.0923			-0.0923	33.81	x	x	4.2696	34.51
Mon	07/26/21	268.78061	1.13341	11	0.1270			-0.1270	32.93	x	x	4.3043	35.39
Tue	07/27/21	268.84968	1.13370	12	0.1386			-0.1386	32.64	x	x	4.3159	35.68
Wed	07/28/21	268.91874	1.13399	13	0.1502			-0.1502	32.35	x	x	4.3275	35.97
Thu	07/29/21	268.98781	1.13428	14	0.1618			-0.1618	32.06	x	x	4.3391	36.26
Fri	07/30/21	269.05687	1.13457	15	0.1734			-0.1734	31.77	x	x	4.3507	36.55
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	1.13550	18	0.2083			-0.2083	30.84	x	x	4.3856	37.48
Tue	08/03/21	269.35635	1.13584	19	0.2199			-0.2199	30.50	x	x	4.3972	37.82
Wed	08/04/21	269.43703	1.13618	20	0.2316			-0.2316	30.16	x	x	4.4089	38.16
Thu	08/05/21	269.51771	1.13652	21	0.2432			-0.2432	29.82	x	x	4.4205	38.50
Fri	08/06/21	269.59839	1.13686	22	0.2549			-0.2549	29.48	x	x	4.4322	38.84
Mon	08/09/21	269.84042	1.13788	25	0.2899			-0.2899	28.46	x	x	4.4672	39.86
Tue	08/10/21	269.92110	1.13822	26	0.3016			-0.3016	28.12	x	x	4.4789	40.20
Wed	08/11/21	270.00177	1.13856	27	0.3133			-0.3133	27.78	x	x	4.4906	40.54
Thu	08/12/21	270.08245	1.13890	28	0.3250			-0.3250	27.44	x	x	4.5023	40.88
Fri	08/13/21	270.16313	1.13924	29	0.3367			-0.3367	27.10	x	x	4.5140	41.22
Mon	08/16/21	270.40516	1.14026	32	0.3718			-0.3718	26.08	x	x	4.5491	42.24
Tue	08/17/21	270.48584	1.14060	33	0.3836			-0.3836	25.74	x	x	4.5609	42.58
Wed	08/18/21	270.56652	1.14094	34	0.3953			-0.3953	25.40	x	x	4.5726	42.92
Thu	08/19/21	270.64719	1.14128	35	0.4070			-0.4070	25.06	x	x	4.5843	43.26
Fri	08/20/21	270.72787	1.14162	36	0.4188			-0.4188	24.72	x	x	4.5961	43.60
Mon	08/23/21	270.96990	1.14264	39	0.4541			-0.4541	23.70	x	x	4.6314	44.62
Tue	08/24/21	271.05058	1.14298	40	0.4659			-0.4659	23.36	x	x	4.6432	44.96
Wed	08/25/21	271.13126	1.14332	41	0.4777			-0.4777	23.02	x	x	4.6550	45.30
Thu	08/26/21	271.21194	1.14366	42	0.4895			-0.4895	22.68	x	x	4.6668	45.64
Fri	08/27/21	271.29261	1.14400	43	0.5013			-0.5013	22.34	x	x	4.6786	45.98
Mon	08/30/21	271.53465	1.14502	46	0.5367			-0.5367	21.32	x	x	4.7140	47.00
Tue	08/31/21	271.61532	1.14536	47	0.5486			-0.5486	20.98	x	x	4.7259	47.34
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	1.14570	48	0.5604			-0.5604	20.64	x	x	4.7377	47.68
Thu	09/02/21	271.73957	1.14589	49	0.5722			-0.5722	20.45	x	x	4.7495	47.87
Fri	09/03/21	271.78313	1.14607	50	0.5839			-0.5839	20.27	x	x	4.7612	48.05
Mon	09/06/21	271.91383	1.14662	53	0.6193			-0.6193	19.72	x	x	4.7966	48.60
Tue	09/07/21	271.95740	1.14680	54	0.6311			-0.6311	19.54	x	x	4.8084	48.78
Wed	09/08/21	272.00097	1.14699	55	0.6428			-0.6428	19.35	x	x	4.8201	48.97
Thu	09/09/21	272.04453	1.14717	56	0.6546			-0.6546	19.17	x	x	4.8319	49.15
Fri	09/10/21	272.08810	1.14736	57	0.6664			-0.6664	18.98	x	x	4.8437	49.34
Mon	09/13/21	272.21880	1.14791	60	0.7018			-0.7018	18.43	x	x	4.8791	49.89
Tue	09/14/21	272.26237	1.14809	61	0.7137			-0.7137	18.25	x	x	4.8910	50.07
Wed	09/15/21	272.30593	1.14827	62	0.7255			-0.7255	18.07	x	x	4.9028	50.25
Thu	09/16/21	272.34950	1.14846	63	0.7373			-0.7373	17.88	x	x	4.9146	50.44
Fri	09/17/21	272.39307	1.14864	64	0.7491			-0.7491	17.70	x	x	4.9264	50.62
Mon	09/20/21	272.52377	1.14919	67	0.7846			-0.7846	17.15	x	x	4.9619	51.17
Tue	09/21/21	272.56733	1.14938	68	0.7964			-0.7964	16.96	x	x	4.9737	51.36
Wed	09/22/21	272.61090	1.14956	69	0.8083			-0.8083	16.78	x	x	4.9856	51.54
Thu	09/23/21	272.65447	1.14974	70	0.8201			-0.8201	16.60	x	x	4.9974	51.72
Fri	09/24/21	272.69803	1.14993	71	0.8320			-0.8320	16.41	x	x	5.0093	51.91
Mon	09/27/21	272.82873	1.15048	74	0.8675			-0.8675	15.86	x	x	5.0448	52.46
Tue	09/28/21	272.87230	1.15066	75	0.8794			-0.8794	15.68	x	x	5.0567	52.64
Wed	09/29/21	272.91587	1.15085	76	0.8913			-0.8913	15.49	x	x	5.0686	52.83
Thu	09/30/21	272.95943	1.15103	77	0.9032			-0.9032	15.31	x	x	5.0805	53.01
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	1.15121	78	0.9150			-0.9150	15.13	x	x	5.0923	53.19
Mon	10/04/21	273.05758	1.15144	81	0.9504			-0.9504	14.90	x	x	5.1277	53.42
Tue	10/05/21	273.07577	1.15152	82	0.9622			-0.9622	14.82	x	x	5.1395	53.50
Wed	10/06/21	273.09397	1.15160	83	0.9740			-0.9740	14.74	x	x	5.1513	53.58
Thu	10/07/21	273.11216	1.15167	84	0.9858			-0.9858	14.67	x	x	5.1631	53.65
Fri	10/08/21	273.13035	1.15175	85	0.9976			-0.9976	14.59	x	x	5.1749	53.73
Mon	10/11/21	273.18494	1.15198	88	1.0330			-1.0330	14.36	x	x	5.2103	53.96
Tue	10/12/21	273.20313	1.15206	89	1.0448			-1.0448	14.28	x	x	5.2221	54.04
Wed	10/13/21	273.22132	1.15213	90	1.0566			-1.0566	14.21	x	x	5.2339	54.11
Thu	10/14/21	273.23952	1.15221	91	1.0685			-1.0685	14.13	x	x	5.2458	54.19
Fri	10/15/21	273.25771	1.15229	92	1.0803			-1.0803	14.05	x	x	5.2576	54.27
Mon	10/18/21	273.31229	1.15252	95	1.1157			-1.1157	13.82	x	x	5.2930	54.50
Tue	10/19/21	273.33048	1.15259	96	1.1275			-1.1275	13.75	x	x	5.3048	54.57
Wed	10/20/21	273.34868	1.15267	97	1.1394			-1.1394	13.67	x	x	5.3167	54.65
Thu	10/21/21	273.36687	1.15275	98	1.1512			-1.1512	13.59	x	x	5.3285	54.73
Fri	10/22/21	273.38506	1.15282	99	1.1630			-1.1630	13.52	x	x	5.3403	54.80
Mon	10/25/21	273.43965	1.15305	102	1.1985			-1.1985	13.29	x	x	5.3758	55.03
Tue	10/26/21	273.45784	1.15313	103	1.2103			-1.2103	13.21	x	x	5.3876	55.11
Wed	10/27/21	273.47603	1.15321	104	1.2222			-1.2222	13.13	x	x	5.3995	55.19
Thu	10/28/21	273.49423	1.15329	105	1.2340			-1.2340	13.05	x	x	5.4113	55.27
Fri	10/29/21	273.51242	1.15336	106	1.2458			-1.2458	12.98	x	x	5.4231	55.34
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	1.15359	109	1.2813			-1.2813	12.75	x	x	5.4586	55.57
Tue	11/02/21	273.59177	1.15370	110	1.2932			-1.2932	12.64	x	x	5.4705	55.68
Wed	11/03/21	273.61653	1.15380	111	1.3051			-1.3051	12.54	x	x	5.4824	55.78
Thu	11/04/21	273.64130	1.15391	112	1.3170			-1.3170	12.43	x	x	5.4943	55.89
Fri	11/05/21	273.66607	1.15401	113	1.3288			-1.3288	12.33	x	x	5.5061	55.99
Mon	11/08/21	273.74037	1.15432	116	1.3645			-1.3645	12.02	x	x	5.5418	56.30
Tue	11/09/21	273.76513	1.15443	117	1.3764			-1.3764	11.91	x	x	5.5537	56.41
Wed	11/10/21	273.78990	1.15453	118	1.3883			-1.3883	11.81	x	x	5.5656	56.51
Thu	11/11/21	273.81467	1.15464	119	1.4002			-1.4002	11.70	x	x	5.5775	56.62
Fri	11/12/21	273.83943	1.15474	120	1.4120			-1.4120	11.60	x	x	5.5893	56.72
Mon	11/15/21	273.91373	1.15505	123	1.4477			-1.4477	11.29	x	x	5.6250	57.03
Tue	11/16/21	273.93850	1.15516	124	1.4596			-1.4596	11.18	x	x	5.6369	57.14
Wed	11/17/21	273.96327	1.15526	125	1.4715			-1.4715	11.08	x	x	5.6488	57.24
Thu	11/18/21	273.98803	1.15537	126	1.4835			-1.4835	10.97	x	x	5.6608	57.35
Fri	11/19/21	274.01280	1.15547	127	1.4954			-1.4954	10.87	x	x	5.6727	57.45
Mon	11/22/21	274.08710	1.15579	130	1.5311			-1.5311	10.55	x	x	5.7084	57.77
Tue	11/23/21	274.11187	1.15589	131	1.5430			-1.5430	10.45	x	x	5.7203	57.87
Wed	11/24/21	274.13663	1.15599	132	1.5549			-1.5549	10.35	x	x	5.7322	57.97
Thu	11/25/21	274.16140	1.15610	133	1.5669			-1.5669	10.24	x	x	5.7442	58.08
Fri	11/26/21	274.18617	1.15620	134	1.5788			-1.5788	10.14	x	x	5.7561	58.18
Mon	11/29/21	274.26047	1.15652	137	1.6146			-1.6146	9.82	x	x	5.7919	58.50
Tue	11/30/21	274.28523	1.15662	138	1.6265			-1.6265	9.72	x	x	5.8038	58.60
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Wed	12/01/21	274.31000	1.15673	139	1.6384			-1.6384	9.61	x	x	5.8157	58.71
Thu	12/02/21	274.38352	1.15704	140	1.6507			-1.6507	9.30	x	x	5.8280	59.02
Fri	12/03/21	274.45703	1.15735	141	1.6629			-1.6629	8.99	x	x	5.8402	59.33
Mon	12/06/21	274.67758	1.15828	144	1.6997			-1.6997	8.06	x	x	5.8770	60.26
Tue	12/07/21	274.75110	1.15859	145	1.7119			-1.7119	7.75	x	x	5.8892	60.57
Wed	12/08/21	274.82461	1.15890	146	1.7242			-1.7242	7.44	x	x	5.9015	60.88
Thu	12/09/21	274.89813	1.15921	147	1.7365			-1.7365	7.13	x	x	5.9138	61.19
Fri	12/10/21	274.97165	1.15952	148	1.7487			-1.7487	6.82	x	x	5.9260	61.50
Mon	12/13/21	275.19219	1.16045	151	1.7856			-1.7856	5.89	x	x	5.9629	62.43
Tue	12/14/21	275.26571	1.16076	152	1.7979			-1.7979	5.58	x	x	5.9752	62.74
Wed	12/15/21	275.33923	1.16107	153	1.8102			-1.8102	5.27	x	x	5.9875	63.05
Thu	12/16/21	275.41274	1.16138	154	1.8225			-1.8225	4.96	x	x	5.9998	63.36
Fri	12/17/21	275.48626	1.16169	155	1.8349			-1.8349	4.65	x	x	6.0122	63.67
Mon	12/20/21	275.70681	1.16262	158	1.8719			-1.8719	3.72	x	x	6.0492	64.60
Tue	12/21/21	275.78032	1.16293	159	1.8842			-1.8842	3.41	x	x	6.0615	64.91
Wed	12/22/21	275.85384	1.16324	160	1.8966			-1.8966	3.10	x	x	6.0739	65.22
Thu	12/23/21	275.92735	1.16355	161	1.9089			-1.9089	2.79	x	x	6.0862	65.53
Fri	12/24/21	276.00087	1.16386	162	1.9213			-1.9213	2.48	x	x	6.0986	65.84
Mon	12/27/21	276.22142	1.16479	165	1.9585			-1.9585	1.55	x	x	6.1358	66.77
Tue	12/28/21	276.29494	1.16510	166	1.9709			-1.9709	1.24	x	x	6.1482	67.08
Wed	12/29/21	276.36845	1.16541	167	1.9833			-1.9833	0.93	x	x	6.1606	67.39
Thu	12/30/21	276.44197	1.16572	168	1.9957			-1.9957	0.62	x	x	6.1730	67.70
Fri	12/31/21	276.51548	1.16603	169	2.0081			-2.0081	0.31	x	x	6.1854	68.01
Sat	01/01/22	276.58900	1.16634

Generated 12/10/21 10:13