1% 30-Year Treasury Inflation Protected Security (TIPS) due February 15, 2046

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

CUSIP Number	912810RR1	Interest 02/15/21 (184 days)	$5.4940
Dated Date	February 15, 2016	Interest 08/15/21 (181 days)	$5.7044
Ref CPI on Dated Date	236.94448	Interest Total	$11.1984
Original Issue Date	February 29, 2016	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	1.09894	139	4.1509	x	x	7.0475	68.38			4.1509	0.00
Mon	01/04/21	260.37261	1.09888	142	4.2402	x	x	6.9582	68.44			4.2402	-0.06
Tue	01/05/21	260.36748	1.09885	143	4.2700	x	x	6.9284	68.47			4.2700	-0.09
Wed	01/06/21	260.36235	1.09883	144	4.2998	x	x	6.8986	68.49			4.2998	-0.11
Thu	01/07/21	260.35723	1.09881	145	4.3296	x	x	6.8688	68.51			4.3296	-0.13
Fri	01/08/21	260.35210	1.09879	146	4.3593	x	x	6.8391	68.53			4.3593	-0.15
Mon	01/11/21	260.33671	1.09872	149	4.4486	x	x	6.7498	68.60			4.4486	-0.22
Tue	01/12/21	260.33158	1.09870	150	4.4784	x	x	6.7200	68.62			4.4784	-0.24
Wed	01/13/21	260.32645	1.09868	151	4.5082	x	x	6.6902	68.64			4.5082	-0.26
Thu	01/14/21	260.32132	1.09866	152	4.5379	x	x	6.6605	68.66			4.5379	-0.28
Fri	01/15/21	260.31619	1.09864	153	4.5677	x	x	6.6307	68.68			4.5677	-0.30
Mon	01/18/21	260.30081	1.09857	156	4.6570	x	x	6.5414	68.75			4.6570	-0.37
Tue	01/19/21	260.29568	1.09855	157	4.6867	x	x	6.5117	68.77			4.6867	-0.39
Wed	01/20/21	260.29055	1.09853	158	4.7165	x	x	6.4819	68.79			4.7165	-0.41
Thu	01/21/21	260.28542	1.09851	159	4.7463	x	x	6.4521	68.81			4.7463	-0.43
Fri	01/22/21	260.28029	1.09849	160	4.7760	x	x	6.4224	68.83			4.7760	-0.45
Mon	01/25/21	260.26490	1.09842	163	4.8653	x	x	6.3331	68.90			4.8653	-0.52
Tue	01/26/21	260.25977	1.09840	164	4.8950	x	x	6.3034	68.92			4.8950	-0.54
Wed	01/27/21	260.25465	1.09838	165	4.9248	x	x	6.2736	68.94			4.9248	-0.56
Thu	01/28/21	260.24952	1.09836	166	4.9546	x	x	6.2438	68.96			4.9546	-0.58
Fri	01/29/21	260.24439	1.09833	167	4.9843	x	x	6.2141	68.99			4.9843	-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	1.09827	170	5.0735	x	x	6.1249	69.05			5.0735	-0.67
Tue	02/02/21	260.23775	1.09831	171	5.1036	x	x	6.0948	69.01			5.1036	-0.63
Wed	02/03/21	260.24650	1.09834	172	5.1335	x	x	6.0649	68.98			5.1335	-0.60
Thu	02/04/21	260.25525	1.09838	173	5.1636	x	x	6.0348	68.94			5.1636	-0.56
Fri	02/05/21	260.26400	1.09842	174	5.1936	x	x	6.0048	68.90			5.1936	-0.52
Mon	02/08/21	260.29025	1.09853	177	5.2837	x	x	5.9147	68.79			5.2837	-0.41
Tue	02/09/21	260.29900	1.09857	178	5.3137	x	x	5.8847	68.75			5.3137	-0.37
Wed	02/10/21	260.30775	1.09860	179	5.3437	x	x	5.8547	68.72			5.3437	-0.34
Thu	02/11/21	260.31650	1.09864	180	5.3738	x	x	5.8246	68.68			5.3738	-0.30
Fri	02/12/21	260.32525	1.09868	181	5.4038	x	x	5.7946	68.64			5.4038	-0.26
Mon	02/15/21	260.35150	1.09879	0	0.0000		x	5.7044	68.53	x		5.4940	-0.15
Tue	02/16/21	260.36025	1.09882	1	0.0304		x	5.6740	68.50	x		5.5244	-0.12
Wed	02/17/21	260.36900	1.09886	2	0.0607		x	5.6437	68.46	x		5.5547	-0.08
Thu	02/18/21	260.37775	1.09890	3	0.0911		x	5.6133	68.42	x		5.5851	-0.04
Fri	02/19/21	260.38650	1.09893	4	0.1214		x	5.5830	68.39	x		5.6154	-0.01
Mon	02/22/21	260.41275	1.09905	7	0.2125		x	5.4919	68.27	x		5.7065	0.11
Tue	02/23/21	260.42150	1.09908	8	0.2429		x	5.4615	68.24	x		5.7369	0.14
Wed	02/24/21	260.43025	1.09912	9	0.2733		x	5.4311	68.20	x		5.7673	0.18
Thu	02/25/21	260.43900	1.09916	10	0.3036		x	5.4008	68.16	x		5.7976	0.22
Fri	02/26/21	260.44775	1.09919	11	0.3340		x	5.3704	68.13	x		5.8280	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	1.09930	14	0.4251		x	5.2793	68.02	x		5.9191	0.36
Tue	03/02/21	260.50974	1.09945	15	0.4556		x	5.2488	67.87	x		5.9496	0.51
Wed	03/03/21	260.54548	1.09961	16	0.4860		x	5.2184	67.71	x		5.9800	0.67
Thu	03/04/21	260.58123	1.09976	17	0.5165		x	5.1879	67.56	x		6.0105	0.82
Fri	03/05/21	260.61697	1.09991	18	0.5469		x	5.1575	67.41	x		6.0409	0.97
Mon	03/08/21	260.72419	1.10036	21	0.6383		x	5.0661	66.96	x		6.1323	1.42
Tue	03/09/21	260.75994	1.10051	22	0.6688		x	5.0356	66.81	x		6.1628	1.57
Wed	03/10/21	260.79568	1.10066	23	0.6993		x	5.0051	66.66	x		6.1933	1.72
Thu	03/11/21	260.83142	1.10081	24	0.7298		x	4.9746	66.51	x		6.2238	1.87
Fri	03/12/21	260.86716	1.10096	25	0.7603		x	4.9441	66.36	x		6.2543	2.02
Mon	03/15/21	260.97439	1.10142	28	0.8519		x	4.8525	65.90	x		6.3459	2.48
Tue	03/16/21	261.01013	1.10157	29	0.8825		x	4.8219	65.75	x		6.3765	2.63
Wed	03/17/21	261.04587	1.10172	30	0.9130		x	4.7914	65.60	x		6.4070	2.78
Thu	03/18/21	261.08161	1.10187	31	0.9436		x	4.7608	65.45	x		6.4376	2.93
Fri	03/19/21	261.11735	1.10202	32	0.9742		x	4.7302	65.30	x		6.4682	3.08
Mon	03/22/21	261.22458	1.10247	35	1.0659		x	4.6385	64.85	x		6.5599	3.53
Tue	03/23/21	261.26032	1.10262	36	1.0965		x	4.6079	64.70	x		6.5905	3.68
Wed	03/24/21	261.29606	1.10277	37	1.1271		x	4.5773	64.55	x		6.6211	3.83
Thu	03/25/21	261.33181	1.10292	38	1.1578		x	4.5466	64.40	x		6.6518	3.98
Fri	03/26/21	261.36755	1.10308	39	1.1884		x	4.5160	64.24	x		6.6824	4.14
Mon	03/29/21	261.47477	1.10353	42	1.2803		x	4.4241	63.79	x		6.7743	4.59
Tue	03/30/21	261.51052	1.10368	43	1.3110		x	4.3934	63.64	x		6.8050	4.74
Wed	03/31/21	261.54626	1.10383	44	1.3417		x	4.3627	63.49	x		6.8357	4.89
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	1.10398	45	1.3724		x	4.3320	63.34	x		6.8664	5.04
Fri	04/02/21	261.62973	1.10418	46	1.4031		x	4.3013	63.14	x		6.8971	5.24
Mon	04/05/21	261.77293	1.10479	49	1.4954		x	4.2090	62.53	x		6.9894	5.85
Tue	04/06/21	261.82067	1.10499	50	1.5262		x	4.1782	62.33	x		7.0202	6.05
Wed	04/07/21	261.86840	1.10519	51	1.5570		x	4.1474	62.13	x		7.0510	6.25
Thu	04/08/21	261.91613	1.10539	52	1.5879		x	4.1165	61.93	x		7.0819	6.45
Fri	04/09/21	261.96387	1.10559	53	1.6187		x	4.0857	61.73	x		7.1127	6.65
Mon	04/12/21	262.10707	1.10620	56	1.7112		x	3.9932	61.12	x		7.2052	7.26
Tue	04/13/21	262.15480	1.10640	57	1.7421		x	3.9623	60.92	x		7.2361	7.46
Wed	04/14/21	262.20253	1.10660	58	1.7730		x	3.9314	60.72	x		7.2670	7.66
Thu	04/15/21	262.25027	1.10680	59	1.8039		x	3.9005	60.52	x		7.2979	7.86
Fri	04/16/21	262.29800	1.10700	60	1.8348		x	3.8696	60.32	x		7.3288	8.06
Mon	04/19/21	262.44120	1.10761	63	1.9276		x	3.7768	59.71	x		7.4216	8.67
Tue	04/20/21	262.48893	1.10781	64	1.9586		x	3.7458	59.51	x		7.4526	8.87
Wed	04/21/21	262.53667	1.10801	65	1.9895		x	3.7149	59.31	x		7.4835	9.07
Thu	04/22/21	262.58440	1.10821	66	2.0205		x	3.6839	59.11	x		7.5145	9.27
Fri	04/23/21	262.63213	1.10841	67	2.0515		x	3.6529	58.91	x		7.5455	9.47
Mon	04/26/21	262.77533	1.10902	70	2.1445		x	3.5599	58.30	x		7.6385	10.08
Tue	04/27/21	262.82307	1.10922	71	2.1755		x	3.5289	58.10	x		7.6695	10.28
Wed	04/28/21	262.87080	1.10942	72	2.2066		x	3.4978	57.90	x		7.7006	10.48
Thu	04/29/21	262.91853	1.10962	73	2.2376		x	3.4668	57.70	x		7.7316	10.68
Fri	04/30/21	262.96627	1.10982	74	2.2687		x	3.4357	57.50	x		7.7627	10.88
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	1.11053	77	2.3622		x	3.3422	56.79	x		7.8562	11.59
Tue	05/04/21	263.19429	1.11078	78	2.3934		x	3.3110	56.54	x		7.8874	11.84
Wed	05/05/21	263.25439	1.11104	79	2.4246		x	3.2798	56.28	x		7.9186	12.10
Thu	05/06/21	263.31448	1.11129	80	2.4559		x	3.2485	56.03	x		7.9499	12.35
Fri	05/07/21	263.37458	1.11155	81	2.4872		x	3.2172	55.77	x		7.9812	12.61
Mon	05/10/21	263.55487	1.11231	84	2.5811		x	3.1233	55.01	x		8.0751	13.37
Tue	05/11/21	263.61497	1.11256	85	2.6124		x	3.0920	54.76	x		8.1064	13.62
Wed	05/12/21	263.67506	1.11281	86	2.6437		x	3.0607	54.51	x		8.1377	13.87
Thu	05/13/21	263.73516	1.11307	87	2.6751		x	3.0293	54.25	x		8.1691	14.13
Fri	05/14/21	263.79526	1.11332	88	2.7064		x	2.9980	54.00	x		8.2004	14.38
Mon	05/17/21	263.97555	1.11408	91	2.8006		x	2.9038	53.24	x		8.2946	15.14
Tue	05/18/21	264.03565	1.11434	92	2.8320		x	2.8724	52.98	x		8.3260	15.40
Wed	05/19/21	264.09574	1.11459	93	2.8634		x	2.8410	52.73	x		8.3574	15.65
Thu	05/20/21	264.15584	1.11484	94	2.8949		x	2.8095	52.48	x		8.3889	15.90
Fri	05/21/21	264.21594	1.11510	95	2.9264		x	2.7780	52.22	x		8.4204	16.16
Mon	05/24/21	264.39623	1.11586	98	3.0208		x	2.6836	51.46	x		8.5148	16.92
Tue	05/25/21	264.45632	1.11611	99	3.0523		x	2.6521	51.21	x		8.5463	17.17
Wed	05/26/21	264.51642	1.11636	100	3.0839		x	2.6205	50.96	x		8.5779	17.42
Thu	05/27/21	264.57652	1.11662	101	3.1154		x	2.5890	50.70	x		8.6094	17.68
Fri	05/28/21	264.63661	1.11687	102	3.1470		x	2.5574	50.45	x		8.6410	17.93
Mon	05/31/21	264.81690	1.11763	105	3.2417		x	2.4627	49.69	x		8.7357	18.69
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	1.11789	106	3.2734		x	2.4310	49.43	x		8.7674	18.95
Wed	06/02/21	264.94957	1.11819	107	3.3051		x	2.3993	49.13	x		8.7991	19.25
Thu	06/03/21	265.02213	1.11850	108	3.3370		x	2.3674	48.82	x		8.8310	19.56
Fri	06/04/21	265.09470	1.11881	109	3.3688		x	2.3356	48.51	x		8.8628	19.87
Mon	06/07/21	265.31240	1.11972	112	3.4643		x	2.2401	47.60	x		8.9583	20.78
Tue	06/08/21	265.38497	1.12003	113	3.4962		x	2.2082	47.29	x		8.9902	21.09
Wed	06/09/21	265.45753	1.12034	114	3.5281		x	2.1763	46.98	x		9.0221	21.40
Thu	06/10/21	265.53010	1.12064	115	3.5600		x	2.1444	46.68	x		9.0540	21.70
Fri	06/11/21	265.60267	1.12095	116	3.5920		x	2.1124	46.37	x		9.0860	22.01
Mon	06/14/21	265.82037	1.12187	119	3.6879		x	2.0165	45.45	x		9.1819	22.93
Tue	06/15/21	265.89293	1.12217	120	3.7199		x	1.9845	45.15	x		9.2139	23.23
Wed	06/16/21	265.96550	1.12248	121	3.7519		x	1.9525	44.84	x		9.2459	23.54
Thu	06/17/21	266.03807	1.12279	122	3.7840		x	1.9204	44.53	x		9.2780	23.85
Fri	06/18/21	266.11063	1.12309	123	3.8160		x	1.8884	44.23	x		9.3100	24.15
Mon	06/21/21	266.32833	1.12401	126	3.9123		x	1.7921	43.31	x		9.4063	25.07
Tue	06/22/21	266.40090	1.12432	127	3.9444		x	1.7600	43.00	x		9.4384	25.38
Wed	06/23/21	266.47347	1.12462	128	3.9766		x	1.7278	42.70	x		9.4706	25.68
Thu	06/24/21	266.54603	1.12493	129	4.0087		x	1.6957	42.39	x		9.5027	25.99
Fri	06/25/21	266.61860	1.12524	130	4.0409		x	1.6635	42.08	x		9.5349	26.30
Mon	06/28/21	266.83630	1.12616	133	4.1375		x	1.5669	41.16	x		9.6315	27.22
Tue	06/29/21	266.90887	1.12646	134	4.1698		x	1.5346	40.86	x		9.6638	27.52
Wed	06/30/21	266.98143	1.12677	135	4.2020		x	1.5024	40.55	x		9.6960	27.83
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	1.12707	136	4.2343		x	1.4701	40.25	x		9.7283	28.13
Fri	07/02/21	267.12306	1.12737	137	4.2666		x	1.4378	39.95	x		9.7606	28.43
Mon	07/05/21	267.33026	1.12824	140	4.3634		x	1.3410	39.08	x		9.8574	29.30
Tue	07/06/21	267.39932	1.12853	141	4.3957		x	1.3087	38.79	x		9.8897	29.59
Wed	07/07/21	267.46839	1.12882	142	4.4280		x	1.2764	38.50	x		9.9220	29.88
Thu	07/08/21	267.53745	1.12911	143	4.4603		x	1.2441	38.21	x		9.9543	30.17
Fri	07/09/21	267.60652	1.12941	144	4.4927		x	1.2117	37.91	x		9.9867	30.47
Mon	07/12/21	267.81371	1.13028	147	4.5898		x	1.1146	37.04	x		10.0838	31.34
Tue	07/13/21	267.88277	1.13057	148	4.6222		x	1.0822	36.75	x		10.1162	31.63
Wed	07/14/21	267.95184	1.13086	149	4.6546		x	1.0498	36.46	x		10.1486	31.92
Thu	07/15/21	268.02090	1.13115	150	4.6871		x	1.0173	36.17	x		10.1811	32.21
Fri	07/16/21	268.08997	1.13145	151	4.7196		x	0.9848	35.87	x		10.2136	32.51
Mon	07/19/21	268.29716	1.13232	154	4.8171		x	0.8873	35.00	x		10.3111	33.38
Tue	07/20/21	268.36623	1.13261	155	4.8496		x	0.8548	34.71	x		10.3436	33.67
Wed	07/21/21	268.43529	1.13290	156	4.8821		x	0.8223	34.42	x		10.3761	33.96
Thu	07/22/21	268.50435	1.13320	157	4.9147		x	0.7897	34.12	x		10.4087	34.26
Fri	07/23/21	268.57342	1.13349	158	4.9473		x	0.7571	33.83	x		10.4413	34.55
Mon	07/26/21	268.78061	1.13436	161	5.0451		x	0.6593	32.96	x		10.5391	35.42
Tue	07/27/21	268.84968	1.13465	162	5.0777		x	0.6267	32.67	x		10.5717	35.71
Wed	07/28/21	268.91874	1.13494	163	5.1104		x	0.5940	32.38	x		10.6044	36.00
Thu	07/29/21	268.98781	1.13524	164	5.1431		x	0.5613	32.08	x		10.6371	36.30
Fri	07/30/21	269.05687	1.13553	165	5.1758		x	0.5286	31.79	x		10.6698	36.59
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	1.13645	168	5.2741		x	0.4303	30.87	x		10.7681	37.51
Tue	08/03/21	269.35635	1.13679	169	5.3071		x	0.3973	30.53	x		10.8011	37.85
Wed	08/04/21	269.43703	1.13713	170	5.3401		x	0.3643	30.19	x		10.8341	38.19
Thu	08/05/21	269.51771	1.13747	171	5.3731		x	0.3313	29.85	x		10.8671	38.53
Fri	08/06/21	269.59839	1.13781	172	5.4062		x	0.2982	29.51	x		10.9002	38.87
Mon	08/09/21	269.84042	1.13883	175	5.5054		x	0.1990	28.49	x		10.9994	39.89
Tue	08/10/21	269.92110	1.13917	176	5.5385		x	0.1659	28.15	x		11.0325	40.23
Wed	08/11/21	270.00177	1.13951	177	5.5716		x	0.1328	27.81	x		11.0656	40.57
Thu	08/12/21	270.08245	1.13986	178	5.6048		x	0.0996	27.46	x		11.0988	40.92
Fri	08/13/21	270.16313	1.14020	179	5.6380		x	0.0664	27.12	x		11.1320	41.26
Sun	08/15/21	270.32448	1.14088	0	0.0000			0.0000	26.44	x	x	11.1984	41.94
Mon	08/16/21	270.40516	1.14122	1	0.0310			-0.0310	26.10	x	x	11.2294	42.28
Tue	08/17/21	270.48584	1.14156	2	0.0620			-0.0620	25.76	x	x	11.2604	42.62
Wed	08/18/21	270.56652	1.14190	3	0.0931			-0.0931	25.42	x	x	11.2915	42.96
Thu	08/19/21	270.64719	1.14224	4	0.1242			-0.1242	25.08	x	x	11.3226	43.30
Fri	08/20/21	270.72787	1.14258	5	0.1552			-0.1552	24.74	x	x	11.3536	43.64
Mon	08/23/21	270.96990	1.14360	8	0.2486			-0.2486	23.72	x	x	11.4470	44.66
Tue	08/24/21	271.05058	1.14394	9	0.2798			-0.2798	23.38	x	x	11.4782	45.00
Wed	08/25/21	271.13126	1.14428	10	0.3109			-0.3109	23.04	x	x	11.5093	45.34
Thu	08/26/21	271.21194	1.14462	11	0.3421			-0.3421	22.70	x	x	11.5405	45.68
Fri	08/27/21	271.29261	1.14496	12	0.3734			-0.3734	22.36	x	x	11.5718	46.02
Mon	08/30/21	271.53465	1.14598	15	0.4671			-0.4671	21.34	x	x	11.6655	47.04
Tue	08/31/21	271.61532	1.14632	16	0.4984			-0.4984	21.00	x	x	11.6968	47.38
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Wed	09/01/21	271.69600	1.14667	17	0.5297			-0.5297	20.65	x	x	11.7281	47.73
Thu	09/02/21	271.73957	1.14685	18	0.5610			-0.5610	20.47	x	x	11.7594	47.91
Fri	09/03/21	271.78313	1.14703	19	0.5922			-0.5922	20.29	x	x	11.7906	48.09
Mon	09/06/21	271.91383	1.14758	22	0.6861			-0.6861	19.74	x	x	11.8845	48.64
Tue	09/07/21	271.95740	1.14777	23	0.7174			-0.7174	19.55	x	x	11.9158	48.83
Wed	09/08/21	272.00097	1.14795	24	0.7487			-0.7487	19.37	x	x	11.9471	49.01
Thu	09/09/21	272.04453	1.14814	25	0.7800			-0.7800	19.18	x	x	11.9784	49.20
Fri	09/10/21	272.08810	1.14832	26	0.8113			-0.8113	19.00	x	x	12.0097	49.38
Mon	09/13/21	272.21880	1.14887	29	0.9054			-0.9054	18.45	x	x	12.1038	49.93
Tue	09/14/21	272.26237	1.14906	30	0.9367			-0.9367	18.26	x	x	12.1351	50.12
Wed	09/15/21	272.30593	1.14924	31	0.9681			-0.9681	18.08	x	x	12.1665	50.30
Thu	09/16/21	272.34950	1.14942	32	0.9995			-0.9995	17.90	x	x	12.1979	50.48
Fri	09/17/21	272.39307	1.14961	33	1.0309			-1.0309	17.71	x	x	12.2293	50.67
Mon	09/20/21	272.52377	1.15016	36	1.1252			-1.1252	17.16	x	x	12.3236	51.22
Tue	09/21/21	272.56733	1.15034	37	1.1566			-1.1566	16.98	x	x	12.3550	51.40
Wed	09/22/21	272.61090	1.15053	38	1.1880			-1.1880	16.79	x	x	12.3864	51.59
Thu	09/23/21	272.65447	1.15071	39	1.2195			-1.2195	16.61	x	x	12.4179	51.77
Fri	09/24/21	272.69803	1.15089	40	1.2510			-1.2510	16.43	x	x	12.4494	51.95
Mon	09/27/21	272.82873	1.15145	43	1.3454			-1.3454	15.87	x	x	12.5438	52.51
Tue	09/28/21	272.87230	1.15163	44	1.3769			-1.3769	15.69	x	x	12.5753	52.69
Wed	09/29/21	272.91587	1.15181	45	1.4085			-1.4085	15.51	x	x	12.6069	52.87
Thu	09/30/21	272.95943	1.15200	46	1.4400			-1.4400	15.32	x	x	12.6384	53.06
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	1.15218	47	1.4715			-1.4715	15.14	x	x	12.6699	53.24
Mon	10/04/21	273.05758	1.15241	50	1.5658			-1.5658	14.91	x	x	12.7642	53.47
Tue	10/05/21	273.07577	1.15249	51	1.5972			-1.5972	14.83	x	x	12.7956	53.55
Wed	10/06/21	273.09397	1.15257	52	1.6286			-1.6286	14.75	x	x	12.8270	53.63
Thu	10/07/21	273.11216	1.15264	53	1.6601			-1.6601	14.68	x	x	12.8585	53.70
Fri	10/08/21	273.13035	1.15272	54	1.6915			-1.6915	14.60	x	x	12.8899	53.78
Mon	10/11/21	273.18494	1.15295	57	1.7858			-1.7858	14.37	x	x	12.9842	54.01
Tue	10/12/21	273.20313	1.15303	58	1.8173			-1.8173	14.29	x	x	13.0157	54.09
Wed	10/13/21	273.22132	1.15310	59	1.8487			-1.8487	14.22	x	x	13.0471	54.16
Thu	10/14/21	273.23952	1.15318	60	1.8802			-1.8802	14.14	x	x	13.0786	54.24
Fri	10/15/21	273.25771	1.15326	61	1.9117			-1.9117	14.06	x	x	13.1101	54.32
Mon	10/18/21	273.31229	1.15349	64	2.0061			-2.0061	13.83	x	x	13.2045	54.55
Tue	10/19/21	273.33048	1.15356	65	2.0375			-2.0375	13.76	x	x	13.2359	54.62
Wed	10/20/21	273.34868	1.15364	66	2.0690			-2.0690	13.68	x	x	13.2674	54.70
Thu	10/21/21	273.36687	1.15372	67	2.1005			-2.1005	13.60	x	x	13.2989	54.78
Fri	10/22/21	273.38506	1.15379	68	2.1320			-2.1320	13.53	x	x	13.3304	54.85
Mon	10/25/21	273.43965	1.15402	71	2.2265			-2.2265	13.30	x	x	13.4249	55.08
Tue	10/26/21	273.45784	1.15410	72	2.2580			-2.2580	13.22	x	x	13.4564	55.16
Wed	10/27/21	273.47603	1.15418	73	2.2895			-2.2895	13.14	x	x	13.4879	55.24
Thu	10/28/21	273.49423	1.15425	74	2.3210			-2.3210	13.07	x	x	13.5194	55.31
Fri	10/29/21	273.51242	1.15433	75	2.3526			-2.3526	12.99	x	x	13.5510	55.39
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	1.15456	78	2.4472			-2.4472	12.76	x	x	13.6456	55.62
Tue	11/02/21	273.59177	1.15467	79	2.4788			-2.4788	12.65	x	x	13.6772	55.73
Wed	11/03/21	273.61653	1.15477	80	2.5104			-2.5104	12.55	x	x	13.7088	55.83
Thu	11/04/21	273.64130	1.15488	81	2.5420			-2.5420	12.44	x	x	13.7404	55.94
Fri	11/05/21	273.66607	1.15498	82	2.5736			-2.5736	12.34	x	x	13.7720	56.04
Mon	11/08/21	273.74037	1.15529	85	2.6685			-2.6685	12.03	x	x	13.8669	56.35
Tue	11/09/21	273.76513	1.15540	86	2.7001			-2.7001	11.92	x	x	13.8985	56.46
Wed	11/10/21	273.78990	1.15550	87	2.7318			-2.7318	11.82	x	x	13.9302	56.56
Thu	11/11/21	273.81467	1.15561	88	2.7634			-2.7634	11.71	x	x	13.9618	56.67
Fri	11/12/21	273.83943	1.15571	89	2.7951			-2.7951	11.61	x	x	13.9935	56.77
Mon	11/15/21	273.91373	1.15602	92	2.8901			-2.8901	11.30	x	x	14.0885	57.08
Tue	11/16/21	273.93850	1.15613	93	2.9217			-2.9217	11.19	x	x	14.1201	57.19
Wed	11/17/21	273.96327	1.15623	94	2.9534			-2.9534	11.09	x	x	14.1518	57.29
Thu	11/18/21	273.98803	1.15634	95	2.9851			-2.9851	10.98	x	x	14.1835	57.40
Fri	11/19/21	274.01280	1.15644	96	3.0168			-3.0168	10.88	x	x	14.2152	57.50
Mon	11/22/21	274.08710	1.15676	99	3.1119			-3.1119	10.56	x	x	14.3103	57.82
Tue	11/23/21	274.11187	1.15686	100	3.1436			-3.1436	10.46	x	x	14.3420	57.92
Wed	11/24/21	274.13663	1.15697	101	3.1754			-3.1754	10.35	x	x	14.3738	58.03
Thu	11/25/21	274.16140	1.15707	102	3.2071			-3.2071	10.25	x	x	14.4055	58.13
Fri	11/26/21	274.18617	1.15717	103	3.2388			-3.2388	10.15	x	x	14.4372	58.23
Mon	11/29/21	274.26047	1.15749	106	3.3341			-3.3341	9.83	x	x	14.5325	58.55
Tue	11/30/21	274.28523	1.15759	107	3.3658			-3.3658	9.73	x	x	14.5642	58.65
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	1.15770	108	3.3976			-3.3976	9.62	x	x	14.5960	58.76
Thu	12/02/21	274.38352	1.15801	109	3.4300			-3.4300	9.31	x	x	14.6284	59.07
Fri	12/03/21	274.45703	1.15832	110	3.4624			-3.4624	9.00	x	x	14.6608	59.38
Mon	12/06/21	274.67758	1.15925	113	3.5597			-3.5597	8.07	x	x	14.7581	60.31
Tue	12/07/21	274.75110	1.15956	114	3.5921			-3.5921	7.76	x	x	14.7905	60.62
Wed	12/08/21	274.82461	1.15987	115	3.6246			-3.6246	7.45	x	x	14.8230	60.93
Thu	12/09/21	274.89813	1.16018	116	3.6571			-3.6571	7.14	x	x	14.8555	61.24
Fri	12/10/21	274.97165	1.16049	117	3.6896			-3.6896	6.83	x	x	14.8880	61.55
Mon	12/13/21	275.19219	1.16142	120	3.7872			-3.7872	5.90	x	x	14.9856	62.48
Tue	12/14/21	275.26571	1.16173	121	3.8198			-3.8198	5.59	x	x	15.0182	62.79
Wed	12/15/21	275.33923	1.16204	122	3.8524			-3.8524	5.28	x	x	15.0508	63.10
Thu	12/16/21	275.41274	1.16235	123	3.8850			-3.8850	4.97	x	x	15.0834	63.41
Fri	12/17/21	275.48626	1.16266	124	3.9177			-3.9177	4.66	x	x	15.1161	63.72
Mon	12/20/21	275.70681	1.16359	127	4.0157			-4.0157	3.73	x	x	15.2141	64.65
Tue	12/21/21	275.78032	1.16390	128	4.0483			-4.0483	3.42	x	x	15.2467	64.96
Wed	12/22/21	275.85384	1.16421	129	4.0811			-4.0811	3.11	x	x	15.2795	65.27
Thu	12/23/21	275.92735	1.16452	130	4.1138			-4.1138	2.80	x	x	15.3122	65.58
Fri	12/24/21	276.00087	1.16483	131	4.1465			-4.1465	2.49	x	x	15.3449	65.89
Mon	12/27/21	276.22142	1.16576	134	4.2449			-4.2449	1.56	x	x	15.4433	66.82
Tue	12/28/21	276.29494	1.16607	135	4.2777			-4.2777	1.25	x	x	15.4761	67.13
Wed	12/29/21	276.36845	1.16638	136	4.3105			-4.3105	0.94	x	x	15.5089	67.44
Thu	12/30/21	276.44197	1.16670	137	4.3434			-4.3434	0.62	x	x	15.5418	67.76
Fri	12/31/21	276.51548	1.16701	138	4.3763			-4.3763	0.31	x	x	15.5747	68.07
Sat	01/01/22	276.58900	1.16732

Generated 12/10/21 10:13