0.375% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2027

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

CUSIP Number	9128282L3	Interest 01/15/21 (184 days)	$1.9953
Dated Date	July 15, 2017	Interest 07/15/21 (181 days)	$2.0544
Ref CPI on Dated Date	244.61839	Interest Total	$4.0497
Original Issue Date	July 31, 2017	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	1.06447	170	1.8440	x	x	2.2057	66.23			1.8440	0.00
Mon	01/04/21	260.37261	1.06440	173	1.8764	x	x	2.1733	66.30			1.8764	-0.07
Tue	01/05/21	260.36748	1.06438	174	1.8872	x	x	2.1625	66.32			1.8872	-0.09
Wed	01/06/21	260.36235	1.06436	175	1.8981	x	x	2.1516	66.34			1.8981	-0.11
Thu	01/07/21	260.35723	1.06434	176	1.9089	x	x	2.1408	66.36			1.9089	-0.13
Fri	01/08/21	260.35210	1.06432	177	1.9197	x	x	2.1300	66.38			1.9197	-0.15
Mon	01/11/21	260.33671	1.06426	180	1.9521	x	x	2.0976	66.44			1.9521	-0.21
Tue	01/12/21	260.33158	1.06424	181	1.9629	x	x	2.0868	66.46			1.9629	-0.23
Wed	01/13/21	260.32645	1.06421	182	1.9737	x	x	2.0760	66.49			1.9737	-0.26
Thu	01/14/21	260.32132	1.06419	183	1.9845	x	x	2.0652	66.51			1.9845	-0.28
Fri	01/15/21	260.31619	1.06417	0	0.0000		x	2.0544	66.53	x		1.9953	-0.30
Mon	01/18/21	260.30081	1.06411	3	0.0331		x	2.0213	66.59	x		2.0284	-0.36
Tue	01/19/21	260.29568	1.06409	4	0.0441		x	2.0103	66.61	x		2.0394	-0.38
Wed	01/20/21	260.29055	1.06407	5	0.0551		x	1.9993	66.63	x		2.0504	-0.40
Thu	01/21/21	260.28542	1.06405	6	0.0661		x	1.9883	66.65	x		2.0614	-0.42
Fri	01/22/21	260.28029	1.06403	7	0.0772		x	1.9772	66.67	x		2.0725	-0.44
Mon	01/25/21	260.26490	1.06396	10	0.1102		x	1.9442	66.74	x		2.1055	-0.51
Tue	01/26/21	260.25977	1.06394	11	0.1212		x	1.9332	66.76	x		2.1165	-0.53
Wed	01/27/21	260.25465	1.06392	12	0.1323		x	1.9221	66.78	x		2.1276	-0.55
Thu	01/28/21	260.24952	1.06390	13	0.1433		x	1.9111	66.80	x		2.1386	-0.57
Fri	01/29/21	260.24439	1.06388	14	0.1543		x	1.9001	66.82	x		2.1496	-0.59
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	1.06382	17	0.1873		x	1.8671	66.88	x		2.1826	-0.65
Tue	02/02/21	260.23775	1.06385	18	0.1984		x	1.8560	66.85	x		2.1937	-0.62
Wed	02/03/21	260.24650	1.06389	19	0.2094		x	1.8450	66.81	x		2.2047	-0.58
Thu	02/04/21	260.25525	1.06392	20	0.2204		x	1.8340	66.78	x		2.2157	-0.55
Fri	02/05/21	260.26400	1.06396	21	0.2315		x	1.8229	66.74	x		2.2268	-0.51
Mon	02/08/21	260.29025	1.06407	24	0.2645		x	1.7899	66.63	x		2.2598	-0.40
Tue	02/09/21	260.29900	1.06410	25	0.2756		x	1.7788	66.60	x		2.2709	-0.37
Wed	02/10/21	260.30775	1.06414	26	0.2866		x	1.7678	66.56	x		2.2819	-0.33
Thu	02/11/21	260.31650	1.06417	27	0.2976		x	1.7568	66.53	x		2.2929	-0.30
Fri	02/12/21	260.32525	1.06421	28	0.3087		x	1.7457	66.49	x		2.3040	-0.26
Mon	02/15/21	260.35150	1.06432	31	0.3418		x	1.7126	66.38	x		2.3371	-0.15
Tue	02/16/21	260.36025	1.06435	32	0.3528		x	1.7016	66.35	x		2.3481	-0.12
Wed	02/17/21	260.36900	1.06439	33	0.3639		x	1.6905	66.31	x		2.3592	-0.08
Thu	02/18/21	260.37775	1.06442	34	0.3749		x	1.6795	66.28	x		2.3702	-0.05
Fri	02/19/21	260.38650	1.06446	35	0.3859		x	1.6685	66.24	x		2.3812	-0.01
Mon	02/22/21	260.41275	1.06457	38	0.4191		x	1.6353	66.13	x		2.4144	0.10
Tue	02/23/21	260.42150	1.06460	39	0.4301		x	1.6243	66.10	x		2.4254	0.13
Wed	02/24/21	260.43025	1.06464	40	0.4411		x	1.6133	66.06	x		2.4364	0.17
Thu	02/25/21	260.43900	1.06467	41	0.4522		x	1.6022	66.03	x		2.4475	0.20
Fri	02/26/21	260.44775	1.06471	42	0.4632		x	1.5912	65.99	x		2.4585	0.24
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	1.06482	45	0.4964		x	1.5580	65.88	x		2.4917	0.35
Tue	03/02/21	260.50974	1.06496	46	0.5075		x	1.5469	65.74	x		2.5028	0.49
Wed	03/03/21	260.54548	1.06511	47	0.5186		x	1.5358	65.59	x		2.5139	0.64
Thu	03/04/21	260.58123	1.06526	48	0.5297		x	1.5247	65.44	x		2.5250	0.79
Fri	03/05/21	260.61697	1.06540	49	0.5408		x	1.5136	65.30	x		2.5361	0.93
Mon	03/08/21	260.72419	1.06584	52	0.5741		x	1.4803	64.86	x		2.5694	1.37
Tue	03/09/21	260.75994	1.06599	53	0.5853		x	1.4691	64.71	x		2.5806	1.52
Wed	03/10/21	260.79568	1.06613	54	0.5964		x	1.4580	64.57	x		2.5917	1.66
Thu	03/11/21	260.83142	1.06628	55	0.6075		x	1.4469	64.42	x		2.6028	1.81
Fri	03/12/21	260.86716	1.06642	56	0.6186		x	1.4358	64.28	x		2.6139	1.95
Mon	03/15/21	260.97439	1.06686	59	0.6521		x	1.4023	63.84	x		2.6474	2.39
Tue	03/16/21	261.01013	1.06701	60	0.6632		x	1.3912	63.69	x		2.6585	2.54
Wed	03/17/21	261.04587	1.06716	61	0.6743		x	1.3801	63.54	x		2.6696	2.69
Thu	03/18/21	261.08161	1.06730	62	0.6855		x	1.3689	63.40	x		2.6808	2.83
Fri	03/19/21	261.11735	1.06745	63	0.6966		x	1.3578	63.25	x		2.6919	2.98
Mon	03/22/21	261.22458	1.06789	66	0.7301		x	1.3243	62.81	x		2.7254	3.42
Tue	03/23/21	261.26032	1.06803	67	0.7413		x	1.3131	62.67	x		2.7366	3.56
Wed	03/24/21	261.29606	1.06818	68	0.7524		x	1.3020	62.52	x		2.7477	3.71
Thu	03/25/21	261.33181	1.06832	69	0.7636		x	1.2908	62.38	x		2.7589	3.85
Fri	03/26/21	261.36755	1.06847	70	0.7748		x	1.2796	62.23	x		2.7701	4.00
Mon	03/29/21	261.47477	1.06891	73	0.8083		x	1.2461	61.79	x		2.8036	4.44
Tue	03/30/21	261.51052	1.06906	74	0.8195		x	1.2349	61.64	x		2.8148	4.59
Wed	03/31/21	261.54626	1.06920	75	0.8307		x	1.2237	61.50	x		2.8260	4.73
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	1.06935	76	0.8419		x	1.2125	61.35	x		2.8372	4.88
Fri	04/02/21	261.62973	1.06954	77	0.8531		x	1.2013	61.16	x		2.8484	5.07
Mon	04/05/21	261.77293	1.07013	80	0.8868		x	1.1676	60.57	x		2.8821	5.66
Tue	04/06/21	261.82067	1.07032	81	0.8981		x	1.1563	60.38	x		2.8934	5.85
Wed	04/07/21	261.86840	1.07052	82	0.9094		x	1.1450	60.18	x		2.9047	6.05
Thu	04/08/21	261.91613	1.07071	83	0.9206		x	1.1338	59.99	x		2.9159	6.24
Fri	04/09/21	261.96387	1.07091	84	0.9319		x	1.1225	59.79	x		2.9272	6.44
Mon	04/12/21	262.10707	1.07149	87	0.9657		x	1.0887	59.21	x		2.9610	7.02
Tue	04/13/21	262.15480	1.07169	88	0.9770		x	1.0774	59.01	x		2.9723	7.22
Wed	04/14/21	262.20253	1.07188	89	0.9882		x	1.0662	58.82	x		2.9835	7.41
Thu	04/15/21	262.25027	1.07208	90	0.9995		x	1.0549	58.62	x		2.9948	7.61
Fri	04/16/21	262.29800	1.07227	91	1.0108		x	1.0436	58.43	x		3.0061	7.80
Mon	04/19/21	262.44120	1.07286	94	1.0447		x	1.0097	57.84	x		3.0400	8.39
Tue	04/20/21	262.48893	1.07305	95	1.0560		x	0.9984	57.65	x		3.0513	8.58
Wed	04/21/21	262.53667	1.07325	96	1.0673		x	0.9871	57.45	x		3.0626	8.78
Thu	04/22/21	262.58440	1.07345	97	1.0786		x	0.9758	57.25	x		3.0739	8.98
Fri	04/23/21	262.63213	1.07364	98	1.0900		x	0.9644	57.06	x		3.0853	9.17
Mon	04/26/21	262.77533	1.07423	101	1.1239		x	0.9305	56.47	x		3.1192	9.76
Tue	04/27/21	262.82307	1.07442	102	1.1353		x	0.9191	56.28	x		3.1306	9.95
Wed	04/28/21	262.87080	1.07462	103	1.1466		x	0.9078	56.08	x		3.1419	10.15
Thu	04/29/21	262.91853	1.07481	104	1.1579		x	0.8965	55.89	x		3.1532	10.34
Fri	04/30/21	262.96627	1.07501	105	1.1693		x	0.8851	55.69	x		3.1646	10.54
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	1.07569	108	1.2035		x	0.8509	55.01	x		3.1988	11.22
Tue	05/04/21	263.19429	1.07594	109	1.2149		x	0.8395	54.76	x		3.2102	11.47
Wed	05/05/21	263.25439	1.07618	110	1.2263		x	0.8281	54.52	x		3.2216	11.71
Thu	05/06/21	263.31448	1.07643	111	1.2377		x	0.8167	54.27	x		3.2330	11.96
Fri	05/07/21	263.37458	1.07668	112	1.2492		x	0.8052	54.02	x		3.2445	12.21
Mon	05/10/21	263.55487	1.07741	115	1.2835		x	0.7709	53.29	x		3.2788	12.94
Tue	05/11/21	263.61497	1.07766	116	1.2950		x	0.7594	53.04	x		3.2903	13.19
Wed	05/12/21	263.67506	1.07790	117	1.3064		x	0.7480	52.80	x		3.3017	13.43
Thu	05/13/21	263.73516	1.07815	118	1.3179		x	0.7365	52.55	x		3.3132	13.68
Fri	05/14/21	263.79526	1.07840	119	1.3294		x	0.7250	52.30	x		3.3247	13.93
Mon	05/17/21	263.97555	1.07913	122	1.3638		x	0.6906	51.57	x		3.3591	14.66
Tue	05/18/21	264.03565	1.07938	123	1.3753		x	0.6791	51.32	x		3.3706	14.91
Wed	05/19/21	264.09574	1.07962	124	1.3868		x	0.6676	51.08	x		3.3821	15.15
Thu	05/20/21	264.15584	1.07987	125	1.3983		x	0.6561	50.83	x		3.3936	15.40
Fri	05/21/21	264.21594	1.08011	126	1.4098		x	0.6446	50.59	x		3.4051	15.64
Mon	05/24/21	264.39623	1.08085	129	1.4444		x	0.6100	49.85	x		3.4397	16.38
Tue	05/25/21	264.45632	1.08110	130	1.4559		x	0.5985	49.60	x		3.4512	16.63
Wed	05/26/21	264.51642	1.08134	131	1.4674		x	0.5870	49.36	x		3.4627	16.87
Thu	05/27/21	264.57652	1.08159	132	1.4790		x	0.5754	49.11	x		3.4743	17.12
Fri	05/28/21	264.63661	1.08183	133	1.4905		x	0.5639	48.87	x		3.4858	17.36
Mon	05/31/21	264.81690	1.08257	136	1.5252		x	0.5292	48.13	x		3.5205	18.10
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	1.08282	137	1.5367		x	0.5177	47.88	x		3.5320	18.35
Wed	06/02/21	264.94957	1.08311	138	1.5484		x	0.5060	47.59	x		3.5437	18.64
Thu	06/03/21	265.02213	1.08341	139	1.5600		x	0.4944	47.29	x		3.5553	18.94
Fri	06/04/21	265.09470	1.08371	140	1.5717		x	0.4827	46.99	x		3.5670	19.24
Mon	06/07/21	265.31240	1.08460	143	1.6067		x	0.4477	46.10	x		3.6020	20.13
Tue	06/08/21	265.38497	1.08489	144	1.6183		x	0.4361	45.81	x		3.6136	20.42
Wed	06/09/21	265.45753	1.08519	145	1.6300		x	0.4244	45.51	x		3.6253	20.72
Thu	06/10/21	265.53010	1.08549	146	1.6417		x	0.4127	45.21	x		3.6370	21.02
Fri	06/11/21	265.60267	1.08578	147	1.6534		x	0.4010	44.92	x		3.6487	21.31
Mon	06/14/21	265.82037	1.08667	150	1.6885		x	0.3659	44.03	x		3.6838	22.20
Tue	06/15/21	265.89293	1.08697	151	1.7003		x	0.3541	43.73	x		3.6956	22.50
Wed	06/16/21	265.96550	1.08727	152	1.7120		x	0.3424	43.43	x		3.7073	22.80
Thu	06/17/21	266.03807	1.08756	153	1.7237		x	0.3307	43.14	x		3.7190	23.09
Fri	06/18/21	266.11063	1.08786	154	1.7355		x	0.3189	42.84	x		3.7308	23.39
Mon	06/21/21	266.32833	1.08875	157	1.7707		x	0.2837	41.95	x		3.7660	24.28
Tue	06/22/21	266.40090	1.08905	158	1.7825		x	0.2719	41.65	x		3.7778	24.58
Wed	06/23/21	266.47347	1.08934	159	1.7943		x	0.2601	41.36	x		3.7896	24.87
Thu	06/24/21	266.54603	1.08964	160	1.8060		x	0.2484	41.06	x		3.8013	25.17
Fri	06/25/21	266.61860	1.08994	161	1.8178		x	0.2366	40.76	x		3.8131	25.47
Mon	06/28/21	266.83630	1.09083	164	1.8532		x	0.2012	39.87	x		3.8485	26.36
Tue	06/29/21	266.90887	1.09112	165	1.8650		x	0.1894	39.58	x		3.8603	26.65
Wed	06/30/21	266.98143	1.09142	166	1.8768		x	0.1776	39.28	x		3.8721	26.95
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	1.09172	167	1.8886		x	0.1658	38.98	x		3.8839	27.25
Fri	07/02/21	267.12306	1.09200	168	1.9004		x	0.1540	38.70	x		3.8957	27.53
Mon	07/05/21	267.33026	1.09285	171	1.9359		x	0.1185	37.85	x		3.9312	28.38
Tue	07/06/21	267.39932	1.09313	172	1.9477		x	0.1067	37.57	x		3.9430	28.66
Wed	07/07/21	267.46839	1.09341	173	1.9595		x	0.0949	37.29	x		3.9548	28.94
Thu	07/08/21	267.53745	1.09369	174	1.9714		x	0.0830	37.01	x		3.9667	29.22
Fri	07/09/21	267.60652	1.09398	175	1.9832		x	0.0712	36.72	x		3.9785	29.51
Mon	07/12/21	267.81371	1.09482	178	2.0188		x	0.0356	35.88	x		4.0141	30.35
Tue	07/13/21	267.88277	1.09510	179	2.0306		x	0.0238	35.60	x		4.0259	30.63
Wed	07/14/21	267.95184	1.09539	180	2.0425		x	0.0119	35.31	x		4.0378	30.92
Thu	07/15/21	268.02090	1.09567	0	0.0000			0.0000	35.03	x	x	4.0497	31.20
Fri	07/16/21	268.08997	1.09595	1	0.0112			-0.0112	34.75	x	x	4.0609	31.48
Mon	07/19/21	268.29716	1.09680	4	0.0447			-0.0447	33.90	x	x	4.0944	32.33
Tue	07/20/21	268.36623	1.09708	5	0.0559			-0.0559	33.62	x	x	4.1056	32.61
Wed	07/21/21	268.43529	1.09736	6	0.0671			-0.0671	33.34	x	x	4.1168	32.89
Thu	07/22/21	268.50435	1.09765	7	0.0783			-0.0783	33.05	x	x	4.1280	33.18
Fri	07/23/21	268.57342	1.09793	8	0.0895			-0.0895	32.77	x	x	4.1392	33.46
Mon	07/26/21	268.78061	1.09878	11	0.1232			-0.1232	31.92	x	x	4.1729	34.31
Tue	07/27/21	268.84968	1.09906	12	0.1344			-0.1344	31.64	x	x	4.1841	34.59
Wed	07/28/21	268.91874	1.09934	13	0.1456			-0.1456	31.36	x	x	4.1953	34.87
Thu	07/29/21	268.98781	1.09962	14	0.1569			-0.1569	31.08	x	x	4.2066	35.15
Fri	07/30/21	269.05687	1.09990	15	0.1681			-0.1681	30.80	x	x	4.2178	35.43
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	1.10080	18	0.2019			-0.2019	29.90	x	x	4.2516	36.33
Tue	08/03/21	269.35635	1.10113	19	0.2132			-0.2132	29.57	x	x	4.2629	36.66
Wed	08/04/21	269.43703	1.10146	20	0.2245			-0.2245	29.24	x	x	4.2742	36.99
Thu	08/05/21	269.51771	1.10179	21	0.2358			-0.2358	28.91	x	x	4.2855	37.32
Fri	08/06/21	269.59839	1.10212	22	0.2471			-0.2471	28.58	x	x	4.2968	37.65
Mon	08/09/21	269.84042	1.10311	25	0.2810			-0.2810	27.59	x	x	4.3307	38.64
Tue	08/10/21	269.92110	1.10344	26	0.2924			-0.2924	27.26	x	x	4.3421	38.97
Wed	08/11/21	270.00177	1.10377	27	0.3037			-0.3037	26.93	x	x	4.3534	39.30
Thu	08/12/21	270.08245	1.10410	28	0.3150			-0.3150	26.60	x	x	4.3647	39.63
Fri	08/13/21	270.16313	1.10443	29	0.3264			-0.3264	26.27	x	x	4.3761	39.96
Mon	08/16/21	270.40516	1.10542	32	0.3605			-0.3605	25.28	x	x	4.4102	40.95
Tue	08/17/21	270.48584	1.10575	33	0.3718			-0.3718	24.95	x	x	4.4215	41.28
Wed	08/18/21	270.56652	1.10608	34	0.3832			-0.3832	24.62	x	x	4.4329	41.61
Thu	08/19/21	270.64719	1.10641	35	0.3946			-0.3946	24.29	x	x	4.4443	41.94
Fri	08/20/21	270.72787	1.10674	36	0.4060			-0.4060	23.96	x	x	4.4557	42.27
Mon	08/23/21	270.96990	1.10772	39	0.4402			-0.4402	22.98	x	x	4.4899	43.25
Tue	08/24/21	271.05058	1.10805	40	0.4517			-0.4517	22.65	x	x	4.5014	43.58
Wed	08/25/21	271.13126	1.10838	41	0.4631			-0.4631	22.32	x	x	4.5128	43.91
Thu	08/26/21	271.21194	1.10871	42	0.4745			-0.4745	21.99	x	x	4.5242	44.24
Fri	08/27/21	271.29261	1.10904	43	0.4860			-0.4860	21.66	x	x	4.5357	44.57
Mon	08/30/21	271.53465	1.11003	46	0.5203			-0.5203	20.67	x	x	4.5700	45.56
Tue	08/31/21	271.61532	1.11036	47	0.5318			-0.5318	20.34	x	x	4.5815	45.89
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Wed	09/01/21	271.69600	1.11069	48	0.5433			-0.5433	20.01	x	x	4.5930	46.22
Thu	09/02/21	271.73957	1.11087	49	0.5547			-0.5547	19.83	x	x	4.6044	46.40
Fri	09/03/21	271.78313	1.11105	50	0.5661			-0.5661	19.65	x	x	4.6158	46.58
Mon	09/06/21	271.91383	1.11158	53	0.6003			-0.6003	19.12	x	x	4.6500	47.11
Tue	09/07/21	271.95740	1.11176	54	0.6118			-0.6118	18.94	x	x	4.6615	47.29
Wed	09/08/21	272.00097	1.11194	55	0.6232			-0.6232	18.76	x	x	4.6729	47.47
Thu	09/09/21	272.04453	1.11212	56	0.6346			-0.6346	18.58	x	x	4.6843	47.65
Fri	09/10/21	272.08810	1.11230	57	0.6461			-0.6461	18.40	x	x	4.6958	47.83
Mon	09/13/21	272.21880	1.11283	60	0.6804			-0.6804	17.87	x	x	4.7301	48.36
Tue	09/14/21	272.26237	1.11301	61	0.6919			-0.6919	17.69	x	x	4.7416	48.54
Wed	09/15/21	272.30593	1.11319	62	0.7033			-0.7033	17.51	x	x	4.7530	48.72
Thu	09/16/21	272.34950	1.11336	63	0.7148			-0.7148	17.34	x	x	4.7645	48.89
Fri	09/17/21	272.39307	1.11354	64	0.7262			-0.7262	17.16	x	x	4.7759	49.07
Mon	09/20/21	272.52377	1.11408	67	0.7606			-0.7606	16.62	x	x	4.8103	49.61
Tue	09/21/21	272.56733	1.11426	68	0.7721			-0.7721	16.44	x	x	4.8218	49.79
Wed	09/22/21	272.61090	1.11443	69	0.7836			-0.7836	16.27	x	x	4.8333	49.96
Thu	09/23/21	272.65447	1.11461	70	0.7951			-0.7951	16.09	x	x	4.8448	50.14
Fri	09/24/21	272.69803	1.11479	71	0.8066			-0.8066	15.91	x	x	4.8563	50.32
Mon	09/27/21	272.82873	1.11532	74	0.8410			-0.8410	15.38	x	x	4.8907	50.85
Tue	09/28/21	272.87230	1.11550	75	0.8525			-0.8525	15.20	x	x	4.9022	51.03
Wed	09/29/21	272.91587	1.11568	76	0.8640			-0.8640	15.02	x	x	4.9137	51.21
Thu	09/30/21	272.95943	1.11586	77	0.8756			-0.8756	14.84	x	x	4.9253	51.39
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	1.11604	78	0.8871			-0.8871	14.66	x	x	4.9368	51.57
Mon	10/04/21	273.05758	1.11626	81	0.9214			-0.9214	14.44	x	x	4.9711	51.79
Tue	10/05/21	273.07577	1.11633	82	0.9328			-0.9328	14.37	x	x	4.9825	51.86
Wed	10/06/21	273.09397	1.11641	83	0.9442			-0.9442	14.29	x	x	4.9939	51.94
Thu	10/07/21	273.11216	1.11648	84	0.9557			-0.9557	14.22	x	x	5.0054	52.01
Fri	10/08/21	273.13035	1.11656	85	0.9671			-0.9671	14.14	x	x	5.0168	52.09
Mon	10/11/21	273.18494	1.11678	88	1.0015			-1.0015	13.92	x	x	5.0512	52.31
Tue	10/12/21	273.20313	1.11685	89	1.0129			-1.0129	13.85	x	x	5.0626	52.38
Wed	10/13/21	273.22132	1.11693	90	1.0244			-1.0244	13.77	x	x	5.0741	52.46
Thu	10/14/21	273.23952	1.11700	91	1.0358			-1.0358	13.70	x	x	5.0855	52.53
Fri	10/15/21	273.25771	1.11708	92	1.0473			-1.0473	13.62	x	x	5.0970	52.61
Mon	10/18/21	273.31229	1.11730	95	1.0816			-1.0816	13.40	x	x	5.1313	52.83
Tue	10/19/21	273.33048	1.11738	96	1.0931			-1.0931	13.32	x	x	5.1428	52.91
Wed	10/20/21	273.34868	1.11745	97	1.1045			-1.1045	13.25	x	x	5.1542	52.98
Thu	10/21/21	273.36687	1.11752	98	1.1160			-1.1160	13.18	x	x	5.1657	53.05
Fri	10/22/21	273.38506	1.11760	99	1.1275			-1.1275	13.10	x	x	5.1772	53.13
Mon	10/25/21	273.43965	1.11782	102	1.1619			-1.1619	12.88	x	x	5.2116	53.35
Tue	10/26/21	273.45784	1.11790	103	1.1733			-1.1733	12.80	x	x	5.2230	53.43
Wed	10/27/21	273.47603	1.11797	104	1.1848			-1.1848	12.73	x	x	5.2345	53.50
Thu	10/28/21	273.49423	1.11804	105	1.1963			-1.1963	12.66	x	x	5.2460	53.57
Fri	10/29/21	273.51242	1.11812	106	1.2078			-1.2078	12.58	x	x	5.2575	53.65
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	11/01/21	273.56700	1.11834	109	1.2422			-1.2422	12.36	x	x	5.2919	53.87
Tue	11/02/21	273.59177	1.11844	110	1.2537			-1.2537	12.26	x	x	5.3034	53.97
Wed	11/03/21	273.61653	1.11854	111	1.2652			-1.2652	12.16	x	x	5.3149	54.07
Thu	11/04/21	273.64130	1.11865	112	1.2767			-1.2767	12.05	x	x	5.3264	54.18
Fri	11/05/21	273.66607	1.11875	113	1.2882			-1.2882	11.95	x	x	5.3379	54.28
Mon	11/08/21	273.74037	1.11905	116	1.3228			-1.3228	11.65	x	x	5.3725	54.58
Tue	11/09/21	273.76513	1.11915	117	1.3343			-1.3343	11.55	x	x	5.3840	54.68
Wed	11/10/21	273.78990	1.11925	118	1.3458			-1.3458	11.45	x	x	5.3955	54.78
Thu	11/11/21	273.81467	1.11935	119	1.3574			-1.3574	11.35	x	x	5.4071	54.88
Fri	11/12/21	273.83943	1.11946	120	1.3689			-1.3689	11.24	x	x	5.4186	54.99
Mon	11/15/21	273.91373	1.11976	123	1.4035			-1.4035	10.94	x	x	5.4532	55.29
Tue	11/16/21	273.93850	1.11986	124	1.4150			-1.4150	10.84	x	x	5.4647	55.39
Wed	11/17/21	273.96327	1.11996	125	1.4266			-1.4266	10.74	x	x	5.4763	55.49
Thu	11/18/21	273.98803	1.12006	126	1.4381			-1.4381	10.64	x	x	5.4878	55.59
Fri	11/19/21	274.01280	1.12016	127	1.4497			-1.4497	10.54	x	x	5.4994	55.69
Mon	11/22/21	274.08710	1.12047	130	1.4843			-1.4843	10.23	x	x	5.5340	56.00
Tue	11/23/21	274.11187	1.12057	131	1.4959			-1.4959	10.13	x	x	5.5456	56.10
Wed	11/24/21	274.13663	1.12067	132	1.5074			-1.5074	10.03	x	x	5.5571	56.20
Thu	11/25/21	274.16140	1.12077	133	1.5190			-1.5190	9.93	x	x	5.5687	56.30
Fri	11/26/21	274.18617	1.12087	134	1.5305			-1.5305	9.83	x	x	5.5802	56.40
Mon	11/29/21	274.26047	1.12118	137	1.5652			-1.5652	9.52	x	x	5.6149	56.71
Tue	11/30/21	274.28523	1.12128	138	1.5768			-1.5768	9.42	x	x	5.6265	56.81
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	1.12138	139	1.5884			-1.5884	9.32	x	x	5.6381	56.91
Thu	12/02/21	274.38352	1.12168	140	1.6002			-1.6002	9.02	x	x	5.6499	57.21
Fri	12/03/21	274.45703	1.12198	141	1.6121			-1.6121	8.72	x	x	5.6618	57.51
Mon	12/06/21	274.67758	1.12288	144	1.6477			-1.6477	7.82	x	x	5.6974	58.41
Tue	12/07/21	274.75110	1.12318	145	1.6596			-1.6596	7.52	x	x	5.7093	58.71
Wed	12/08/21	274.82461	1.12348	146	1.6715			-1.6715	7.22	x	x	5.7212	59.01
Thu	12/09/21	274.89813	1.12378	147	1.6834			-1.6834	6.92	x	x	5.7331	59.31
Fri	12/10/21	274.97165	1.12408	148	1.6953			-1.6953	6.62	x	x	5.7450	59.61
Mon	12/13/21	275.19219	1.12499	151	1.7310			-1.7310	5.71	x	x	5.7807	60.52
Tue	12/14/21	275.26571	1.12529	152	1.7430			-1.7430	5.41	x	x	5.7927	60.82
Wed	12/15/21	275.33923	1.12559	153	1.7549			-1.7549	5.11	x	x	5.8046	61.12
Thu	12/16/21	275.41274	1.12589	154	1.7669			-1.7669	4.81	x	x	5.8166	61.42
Fri	12/17/21	275.48626	1.12619	155	1.7788			-1.7788	4.51	x	x	5.8285	61.72
Mon	12/20/21	275.70681	1.12709	158	1.8147			-1.8147	3.61	x	x	5.8644	62.62
Tue	12/21/21	275.78032	1.12739	159	1.8266			-1.8266	3.31	x	x	5.8763	62.92
Wed	12/22/21	275.85384	1.12769	160	1.8386			-1.8386	3.01	x	x	5.8883	63.22
Thu	12/23/21	275.92735	1.12799	161	1.8506			-1.8506	2.71	x	x	5.9003	63.52
Fri	12/24/21	276.00087	1.12829	162	1.8626			-1.8626	2.41	x	x	5.9123	63.82
Mon	12/27/21	276.22142	1.12919	165	1.8986			-1.8986	1.51	x	x	5.9483	64.72
Tue	12/28/21	276.29494	1.12949	166	1.9106			-1.9106	1.21	x	x	5.9603	65.02
Wed	12/29/21	276.36845	1.12979	167	1.9226			-1.9226	0.91	x	x	5.9723	65.32
Thu	12/30/21	276.44197	1.13009	168	1.9347			-1.9347	0.61	x	x	5.9844	65.62
Fri	12/31/21	276.51548	1.13040	169	1.9467			-1.9467	0.30	x	x	5.9964	65.93
Sat	01/01/22	276.58900	1.13070

Generated 12/10/21 10:13