0.5% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2028

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

CUSIP Number	9128283R9	Interest 01/15/21 (184 days)	$2.6384
Dated Date	January 15, 2018	Interest 07/15/21 (181 days)	$2.7165
Ref CPI on Dated Date	246.66571	Interest Total	$5.3549
Original Issue Date	January 31, 2018	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	1.05563	170	2.4383	x	x	2.9166	65.68			2.4383	0.00
Mon	01/04/21	260.37261	1.05557	173	2.4812	x	x	2.8737	65.74			2.4812	-0.06
Tue	01/05/21	260.36748	1.05555	174	2.4955	x	x	2.8594	65.76			2.4955	-0.08
Wed	01/06/21	260.36235	1.05553	175	2.5098	x	x	2.8451	65.78			2.5098	-0.10
Thu	01/07/21	260.35723	1.05551	176	2.5240	x	x	2.8309	65.80			2.5240	-0.12
Fri	01/08/21	260.35210	1.05549	177	2.5383	x	x	2.8166	65.82			2.5383	-0.14
Mon	01/11/21	260.33671	1.05542	180	2.5812	x	x	2.7737	65.89			2.5812	-0.21
Tue	01/12/21	260.33158	1.05540	181	2.5955	x	x	2.7594	65.91			2.5955	-0.23
Wed	01/13/21	260.32645	1.05538	182	2.6098	x	x	2.7451	65.93			2.6098	-0.25
Thu	01/14/21	260.32132	1.05536	183	2.6241	x	x	2.7308	65.95			2.6241	-0.27
Fri	01/15/21	260.31619	1.05534	0	0.0000		x	2.7165	65.97	x		2.6384	-0.29
Mon	01/18/21	260.30081	1.05528	3	0.0437		x	2.6728	66.03	x		2.6821	-0.35
Tue	01/19/21	260.29568	1.05526	4	0.0583		x	2.6582	66.05	x		2.6967	-0.37
Wed	01/20/21	260.29055	1.05524	5	0.0729		x	2.6436	66.07	x		2.7113	-0.39
Thu	01/21/21	260.28542	1.05522	6	0.0874		x	2.6291	66.09	x		2.7258	-0.41
Fri	01/22/21	260.28029	1.05519	7	0.1020		x	2.6145	66.12	x		2.7404	-0.44
Mon	01/25/21	260.26490	1.05513	10	0.1457		x	2.5708	66.18	x		2.7841	-0.50
Tue	01/26/21	260.25977	1.05511	11	0.1603		x	2.5562	66.20	x		2.7987	-0.52
Wed	01/27/21	260.25465	1.05509	12	0.1749		x	2.5416	66.22	x		2.8133	-0.54
Thu	01/28/21	260.24952	1.05507	13	0.1894		x	2.5271	66.24	x		2.8278	-0.56
Fri	01/29/21	260.24439	1.05505	14	0.2040		x	2.5125	66.26	x		2.8424	-0.58
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	1.05499	17	0.2477		x	2.4688	66.32	x		2.8861	-0.64
Tue	02/02/21	260.23775	1.05502	18	0.2623		x	2.4542	66.29	x		2.9007	-0.61
Wed	02/03/21	260.24650	1.05506	19	0.2769		x	2.4396	66.25	x		2.9153	-0.57
Thu	02/04/21	260.25525	1.05509	20	0.2915		x	2.4250	66.22	x		2.9299	-0.54
Fri	02/05/21	260.26400	1.05513	21	0.3060		x	2.4105	66.18	x		2.9444	-0.50
Mon	02/08/21	260.29025	1.05523	24	0.3498		x	2.3667	66.08	x		2.9882	-0.40
Tue	02/09/21	260.29900	1.05527	25	0.3644		x	2.3521	66.04	x		3.0028	-0.36
Wed	02/10/21	260.30775	1.05531	26	0.3790		x	2.3375	66.00	x		3.0174	-0.32
Thu	02/11/21	260.31650	1.05534	27	0.3936		x	2.3229	65.97	x		3.0320	-0.29
Fri	02/12/21	260.32525	1.05538	28	0.4082		x	2.3083	65.93	x		3.0466	-0.25
Mon	02/15/21	260.35150	1.05548	31	0.4519		x	2.2646	65.83	x		3.0903	-0.15
Tue	02/16/21	260.36025	1.05552	32	0.4665		x	2.2500	65.79	x		3.1049	-0.11
Wed	02/17/21	260.36900	1.05555	33	0.4811		x	2.2354	65.76	x		3.1195	-0.08
Thu	02/18/21	260.37775	1.05559	34	0.4957		x	2.2208	65.72	x		3.1341	-0.04
Fri	02/19/21	260.38650	1.05563	35	0.5103		x	2.2062	65.68	x		3.1487	0.00
Mon	02/22/21	260.41275	1.05573	38	0.5541		x	2.1624	65.58	x		3.1925	0.10
Tue	02/23/21	260.42150	1.05577	39	0.5687		x	2.1478	65.54	x		3.2071	0.14
Wed	02/24/21	260.43025	1.05580	40	0.5833		x	2.1332	65.51	x		3.2217	0.17
Thu	02/25/21	260.43900	1.05584	41	0.5979		x	2.1186	65.47	x		3.2363	0.21
Fri	02/26/21	260.44775	1.05587	42	0.6125		x	2.1040	65.44	x		3.2509	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	1.05598	45	0.6563		x	2.0602	65.33	x		3.2947	0.35
Tue	03/02/21	260.50974	1.05612	46	0.6710		x	2.0455	65.19	x		3.3094	0.49
Wed	03/03/21	260.54548	1.05627	47	0.6857		x	2.0308	65.04	x		3.3241	0.64
Thu	03/04/21	260.58123	1.05641	48	0.7004		x	2.0161	64.90	x		3.3388	0.78
Fri	03/05/21	260.61697	1.05656	49	0.7151		x	2.0014	64.75	x		3.3535	0.93
Mon	03/08/21	260.72419	1.05699	52	0.7592		x	1.9573	64.32	x		3.3976	1.36
Tue	03/09/21	260.75994	1.05714	53	0.7739		x	1.9426	64.17	x		3.4123	1.51
Wed	03/10/21	260.79568	1.05728	54	0.7886		x	1.9279	64.03	x		3.4270	1.65
Thu	03/11/21	260.83142	1.05743	55	0.8033		x	1.9132	63.88	x		3.4417	1.80
Fri	03/12/21	260.86716	1.05757	56	0.8180		x	1.8985	63.74	x		3.4564	1.94
Mon	03/15/21	260.97439	1.05801	59	0.8622		x	1.8543	63.30	x		3.5006	2.38
Tue	03/16/21	261.01013	1.05815	60	0.8769		x	1.8396	63.16	x		3.5153	2.52
Wed	03/17/21	261.04587	1.05830	61	0.8917		x	1.8248	63.01	x		3.5301	2.67
Thu	03/18/21	261.08161	1.05844	62	0.9064		x	1.8101	62.87	x		3.5448	2.81
Fri	03/19/21	261.11735	1.05859	63	0.9211		x	1.7954	62.72	x		3.5595	2.96
Mon	03/22/21	261.22458	1.05902	66	0.9654		x	1.7511	62.29	x		3.6038	3.39
Tue	03/23/21	261.26032	1.05917	67	0.9802		x	1.7363	62.14	x		3.6186	3.54
Wed	03/24/21	261.29606	1.05931	68	0.9949		x	1.7216	62.00	x		3.6333	3.68
Thu	03/25/21	261.33181	1.05946	69	1.0097		x	1.7068	61.85	x		3.6481	3.83
Fri	03/26/21	261.36755	1.05960	70	1.0245		x	1.6920	61.71	x		3.6629	3.97
Mon	03/29/21	261.47477	1.06004	73	1.0688		x	1.6477	61.27	x		3.7072	4.41
Tue	03/30/21	261.51052	1.06018	74	1.0836		x	1.6329	61.13	x		3.7220	4.55
Wed	03/31/21	261.54626	1.06033	75	1.0984		x	1.6181	60.98	x		3.7368	4.70
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Thu	04/01/21	261.58200	1.06047	76	1.1132		x	1.6033	60.84	x		3.7516	4.84
Fri	04/02/21	261.62973	1.06067	77	1.1281		x	1.5884	60.64	x		3.7665	5.04
Mon	04/05/21	261.77293	1.06125	80	1.1727		x	1.5438	60.06	x		3.8111	5.62
Tue	04/06/21	261.82067	1.06144	81	1.1875		x	1.5290	59.87	x		3.8259	5.81
Wed	04/07/21	261.86840	1.06163	82	1.2024		x	1.5141	59.68	x		3.8408	6.00
Thu	04/08/21	261.91613	1.06183	83	1.2173		x	1.4992	59.48	x		3.8557	6.20
Fri	04/09/21	261.96387	1.06202	84	1.2322		x	1.4843	59.29	x		3.8706	6.39
Mon	04/12/21	262.10707	1.06260	87	1.2769		x	1.4396	58.71	x		3.9153	6.97
Tue	04/13/21	262.15480	1.06279	88	1.2918		x	1.4247	58.52	x		3.9302	7.16
Wed	04/14/21	262.20253	1.06299	89	1.3067		x	1.4098	58.32	x		3.9451	7.36
Thu	04/15/21	262.25027	1.06318	90	1.3216		x	1.3949	58.13	x		3.9600	7.55
Fri	04/16/21	262.29800	1.06337	91	1.3366		x	1.3799	57.94	x		3.9750	7.74
Mon	04/19/21	262.44120	1.06395	94	1.3814		x	1.3351	57.36	x		4.0198	8.32
Tue	04/20/21	262.48893	1.06415	95	1.3963		x	1.3202	57.16	x		4.0347	8.52
Wed	04/21/21	262.53667	1.06434	96	1.4113		x	1.3052	56.97	x		4.0497	8.71
Thu	04/22/21	262.58440	1.06454	97	1.4262		x	1.2903	56.77	x		4.0646	8.91
Fri	04/23/21	262.63213	1.06473	98	1.4412		x	1.2753	56.58	x		4.0796	9.10
Mon	04/26/21	262.77533	1.06531	101	1.4861		x	1.2304	56.00	x		4.1245	9.68
Tue	04/27/21	262.82307	1.06550	102	1.5011		x	1.2154	55.81	x		4.1395	9.87
Wed	04/28/21	262.87080	1.06570	103	1.5161		x	1.2004	55.61	x		4.1545	10.07
Thu	04/29/21	262.91853	1.06589	104	1.5311		x	1.1854	55.42	x		4.1695	10.26
Fri	04/30/21	262.96627	1.06608	105	1.5461		x	1.1704	55.23	x		4.1845	10.45
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	1.06676	108	1.5913		x	1.1252	54.55	x		4.2297	11.13
Tue	05/04/21	263.19429	1.06701	109	1.6064		x	1.1101	54.30	x		4.2448	11.38
Wed	05/05/21	263.25439	1.06725	110	1.6215		x	1.0950	54.06	x		4.2599	11.62
Thu	05/06/21	263.31448	1.06750	111	1.6366		x	1.0799	53.81	x		4.2750	11.87
Fri	05/07/21	263.37458	1.06774	112	1.6518		x	1.0647	53.57	x		4.2902	12.11
Mon	05/10/21	263.55487	1.06847	115	1.6972		x	1.0193	52.84	x		4.3356	12.84
Tue	05/11/21	263.61497	1.06871	116	1.7123		x	1.0042	52.60	x		4.3507	13.08
Wed	05/12/21	263.67506	1.06896	117	1.7275		x	0.9890	52.35	x		4.3659	13.33
Thu	05/13/21	263.73516	1.06920	118	1.7426		x	0.9739	52.11	x		4.3810	13.57
Fri	05/14/21	263.79526	1.06944	119	1.7578		x	0.9587	51.87	x		4.3962	13.81
Mon	05/17/21	263.97555	1.07018	122	1.8033		x	0.9132	51.13	x		4.4417	14.55
Tue	05/18/21	264.03565	1.07042	123	1.8185		x	0.8980	50.89	x		4.4569	14.79
Wed	05/19/21	264.09574	1.07066	124	1.8337		x	0.8828	50.65	x		4.4721	15.03
Thu	05/20/21	264.15584	1.07091	125	1.8489		x	0.8676	50.40	x		4.4873	15.28
Fri	05/21/21	264.21594	1.07115	126	1.8642		x	0.8523	50.16	x		4.5026	15.52
Mon	05/24/21	264.39623	1.07188	129	1.9098		x	0.8067	49.43	x		4.5482	16.25
Tue	05/25/21	264.45632	1.07212	130	1.9251		x	0.7914	49.19	x		4.5635	16.49
Wed	05/26/21	264.51642	1.07237	131	1.9403		x	0.7762	48.94	x		4.5787	16.74
Thu	05/27/21	264.57652	1.07261	132	1.9556		x	0.7609	48.70	x		4.5940	16.98
Fri	05/28/21	264.63661	1.07286	133	1.9709		x	0.7456	48.45	x		4.6093	17.23
Mon	05/31/21	264.81690	1.07359	136	2.0167		x	0.6998	47.72	x		4.6551	17.96
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	1.07383	137	2.0320		x	0.6845	47.48	x		4.6704	18.20
Wed	06/02/21	264.94957	1.07412	138	2.0474		x	0.6691	47.19	x		4.6858	18.49
Thu	06/03/21	265.02213	1.07442	139	2.0628		x	0.6537	46.89	x		4.7012	18.79
Fri	06/04/21	265.09470	1.07471	140	2.0782		x	0.6383	46.60	x		4.7166	19.08
Mon	06/07/21	265.31240	1.07559	143	2.1244		x	0.5921	45.72	x		4.7628	19.96
Tue	06/08/21	265.38497	1.07589	144	2.1399		x	0.5766	45.42	x		4.7783	20.26
Wed	06/09/21	265.45753	1.07618	145	2.1553		x	0.5612	45.13	x		4.7937	20.55
Thu	06/10/21	265.53010	1.07648	146	2.1708		x	0.5457	44.83	x		4.8092	20.85
Fri	06/11/21	265.60267	1.07677	147	2.1863		x	0.5302	44.54	x		4.8247	21.14
Mon	06/14/21	265.82037	1.07765	150	2.2327		x	0.4838	43.66	x		4.8711	22.02
Tue	06/15/21	265.89293	1.07795	151	2.2482		x	0.4683	43.36	x		4.8866	22.32
Wed	06/16/21	265.96550	1.07824	152	2.2637		x	0.4528	43.07	x		4.9021	22.61
Thu	06/17/21	266.03807	1.07854	153	2.2792		x	0.4373	42.77	x		4.9176	22.91
Fri	06/18/21	266.11063	1.07883	154	2.2947		x	0.4218	42.48	x		4.9331	23.20
Mon	06/21/21	266.32833	1.07971	157	2.3414		x	0.3751	41.60	x		4.9798	24.08
Tue	06/22/21	266.40090	1.08001	158	2.3569		x	0.3596	41.30	x		4.9953	24.38
Wed	06/23/21	266.47347	1.08030	159	2.3725		x	0.3440	41.01	x		5.0109	24.67
Thu	06/24/21	266.54603	1.08060	160	2.3881		x	0.3284	40.71	x		5.0265	24.97
Fri	06/25/21	266.61860	1.08089	161	2.4036		x	0.3129	40.42	x		5.0420	25.26
Mon	06/28/21	266.83630	1.08177	164	2.4504		x	0.2661	39.54	x		5.0888	26.14
Tue	06/29/21	266.90887	1.08207	165	2.4660		x	0.2505	39.24	x		5.1044	26.44
Wed	06/30/21	266.98143	1.08236	166	2.4817		x	0.2348	38.95	x		5.1201	26.73
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	07/01/21	267.05400	1.08266	167	2.4973		x	0.2192	38.65	x		5.1357	27.03
Fri	07/02/21	267.12306	1.08294	168	2.5129		x	0.2036	38.37	x		5.1513	27.31
Mon	07/05/21	267.33026	1.08378	171	2.5598		x	0.1567	37.53	x		5.1982	28.15
Tue	07/06/21	267.39932	1.08406	172	2.5754		x	0.1411	37.25	x		5.2138	28.43
Wed	07/07/21	267.46839	1.08434	173	2.5910		x	0.1255	36.97	x		5.2294	28.71
Thu	07/08/21	267.53745	1.08462	174	2.6067		x	0.1098	36.69	x		5.2451	28.99
Fri	07/09/21	267.60652	1.08490	175	2.6223		x	0.0942	36.41	x		5.2607	29.27
Mon	07/12/21	267.81371	1.08574	178	2.6694		x	0.0471	35.57	x		5.3078	30.11
Tue	07/13/21	267.88277	1.08602	179	2.6850		x	0.0315	35.29	x		5.3234	30.39
Wed	07/14/21	267.95184	1.08630	180	2.7007		x	0.0158	35.01	x		5.3391	30.67
Thu	07/15/21	268.02090	1.08658	0	0.0000			0.0000	34.73	x	x	5.3549	30.95
Fri	07/16/21	268.08997	1.08686	1	0.0148			-0.0148	34.45	x	x	5.3697	31.23
Mon	07/19/21	268.29716	1.08770	4	0.0591			-0.0591	33.61	x	x	5.4140	32.07
Tue	07/20/21	268.36623	1.08798	5	0.0739			-0.0739	33.33	x	x	5.4288	32.35
Wed	07/21/21	268.43529	1.08826	6	0.0887			-0.0887	33.05	x	x	5.4436	32.63
Thu	07/22/21	268.50435	1.08854	7	0.1035			-0.1035	32.77	x	x	5.4584	32.91
Fri	07/23/21	268.57342	1.08882	8	0.1184			-0.1184	32.49	x	x	5.4733	33.19
Mon	07/26/21	268.78061	1.08966	11	0.1629			-0.1629	31.65	x	x	5.5178	34.03
Tue	07/27/21	268.84968	1.08994	12	0.1777			-0.1777	31.37	x	x	5.5326	34.31
Wed	07/28/21	268.91874	1.09022	13	0.1926			-0.1926	31.09	x	x	5.5475	34.59
Thu	07/29/21	268.98781	1.09050	14	0.2074			-0.2074	30.81	x	x	5.5623	34.87
Fri	07/30/21	269.05687	1.09078	15	0.2223			-0.2223	30.53	x	x	5.5772	35.15
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	1.09166	18	0.2670			-0.2670	29.65	x	x	5.6219	36.03
Tue	08/03/21	269.35635	1.09199	19	0.2819			-0.2819	29.32	x	x	5.6368	36.36
Wed	08/04/21	269.43703	1.09232	20	0.2968			-0.2968	28.99	x	x	5.6517	36.69
Thu	08/05/21	269.51771	1.09264	21	0.3118			-0.3118	28.67	x	x	5.6667	37.01
Fri	08/06/21	269.59839	1.09297	22	0.3267			-0.3267	28.34	x	x	5.6816	37.34
Mon	08/09/21	269.84042	1.09395	25	0.3716			-0.3716	27.36	x	x	5.7265	38.32
Tue	08/10/21	269.92110	1.09428	26	0.3866			-0.3866	27.03	x	x	5.7415	38.65
Wed	08/11/21	270.00177	1.09461	27	0.4016			-0.4016	26.70	x	x	5.7565	38.98
Thu	08/12/21	270.08245	1.09493	28	0.4165			-0.4165	26.38	x	x	5.7714	39.30
Fri	08/13/21	270.16313	1.09526	29	0.4316			-0.4316	26.05	x	x	5.7865	39.63
Mon	08/16/21	270.40516	1.09624	32	0.4766			-0.4766	25.07	x	x	5.8315	40.61
Tue	08/17/21	270.48584	1.09657	33	0.4917			-0.4917	24.74	x	x	5.8466	40.94
Wed	08/18/21	270.56652	1.09690	34	0.5067			-0.5067	24.41	x	x	5.8616	41.27
Thu	08/19/21	270.64719	1.09722	35	0.5218			-0.5218	24.09	x	x	5.8767	41.59
Fri	08/20/21	270.72787	1.09755	36	0.5368			-0.5368	23.76	x	x	5.8917	41.92
Mon	08/23/21	270.96990	1.09853	39	0.5821			-0.5821	22.78	x	x	5.9370	42.90
Tue	08/24/21	271.05058	1.09886	40	0.5972			-0.5972	22.45	x	x	5.9521	43.23
Wed	08/25/21	271.13126	1.09919	41	0.6123			-0.6123	22.12	x	x	5.9672	43.56
Thu	08/26/21	271.21194	1.09951	42	0.6274			-0.6274	21.80	x	x	5.9823	43.88
Fri	08/27/21	271.29261	1.09984	43	0.6426			-0.6426	21.47	x	x	5.9975	44.21
Mon	08/30/21	271.53465	1.10082	46	0.6880			-0.6880	20.49	x	x	6.0429	45.19
Tue	08/31/21	271.61532	1.10115	47	0.7032			-0.7032	20.16	x	x	6.0581	45.52
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	1.10147	48	0.7183			-0.7183	19.84	x	x	6.0732	45.84
Thu	09/02/21	271.73957	1.10165	49	0.7334			-0.7334	19.66	x	x	6.0883	46.02
Fri	09/03/21	271.78313	1.10183	50	0.7485			-0.7485	19.48	x	x	6.1034	46.20
Mon	09/06/21	271.91383	1.10236	53	0.7938			-0.7938	18.95	x	x	6.1487	46.73
Tue	09/07/21	271.95740	1.10253	54	0.8089			-0.8089	18.78	x	x	6.1638	46.90
Wed	09/08/21	272.00097	1.10271	55	0.8240			-0.8240	18.60	x	x	6.1789	47.08
Thu	09/09/21	272.04453	1.10289	56	0.8392			-0.8392	18.42	x	x	6.1941	47.26
Fri	09/10/21	272.08810	1.10306	57	0.8543			-0.8543	18.25	x	x	6.2092	47.43
Mon	09/13/21	272.21880	1.10359	60	0.8997			-0.8997	17.72	x	x	6.2546	47.96
Tue	09/14/21	272.26237	1.10377	61	0.9148			-0.9148	17.54	x	x	6.2697	48.14
Wed	09/15/21	272.30593	1.10395	62	0.9300			-0.9300	17.36	x	x	6.2849	48.32
Thu	09/16/21	272.34950	1.10412	63	0.9451			-0.9451	17.19	x	x	6.3000	48.49
Fri	09/17/21	272.39307	1.10430	64	0.9603			-0.9603	17.01	x	x	6.3152	48.67
Mon	09/20/21	272.52377	1.10483	67	1.0058			-1.0058	16.48	x	x	6.3607	49.20
Tue	09/21/21	272.56733	1.10501	68	1.0209			-1.0209	16.30	x	x	6.3758	49.38
Wed	09/22/21	272.61090	1.10518	69	1.0361			-1.0361	16.13	x	x	6.3910	49.55
Thu	09/23/21	272.65447	1.10536	70	1.0513			-1.0513	15.95	x	x	6.4062	49.73
Fri	09/24/21	272.69803	1.10554	71	1.0665			-1.0665	15.77	x	x	6.4214	49.91
Mon	09/27/21	272.82873	1.10607	74	1.1121			-1.1121	15.24	x	x	6.4670	50.44
Tue	09/28/21	272.87230	1.10624	75	1.1273			-1.1273	15.07	x	x	6.4822	50.61
Wed	09/29/21	272.91587	1.10642	76	1.1425			-1.1425	14.89	x	x	6.4974	50.79
Thu	09/30/21	272.95943	1.10660	77	1.1577			-1.1577	14.71	x	x	6.5126	50.97
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	1.10677	78	1.1729			-1.1729	14.54	x	x	6.5278	51.14
Mon	10/04/21	273.05758	1.10699	81	1.2183			-1.2183	14.32	x	x	6.5732	51.36
Tue	10/05/21	273.07577	1.10707	82	1.2334			-1.2334	14.24	x	x	6.5883	51.44
Wed	10/06/21	273.09397	1.10714	83	1.2485			-1.2485	14.17	x	x	6.6034	51.51
Thu	10/07/21	273.11216	1.10722	84	1.2637			-1.2637	14.09	x	x	6.6186	51.59
Fri	10/08/21	273.13035	1.10729	85	1.2788			-1.2788	14.02	x	x	6.6337	51.66
Mon	10/11/21	273.18494	1.10751	88	1.3242			-1.3242	13.80	x	x	6.6791	51.88
Tue	10/12/21	273.20313	1.10758	89	1.3393			-1.3393	13.73	x	x	6.6942	51.95
Wed	10/13/21	273.22132	1.10766	90	1.3545			-1.3545	13.65	x	x	6.7094	52.03
Thu	10/14/21	273.23952	1.10773	91	1.3696			-1.3696	13.58	x	x	6.7245	52.10
Fri	10/15/21	273.25771	1.10781	92	1.3848			-1.3848	13.50	x	x	6.7397	52.18
Mon	10/18/21	273.31229	1.10803	95	1.4302			-1.4302	13.28	x	x	6.7851	52.40
Tue	10/19/21	273.33048	1.10810	96	1.4453			-1.4453	13.21	x	x	6.8002	52.47
Wed	10/20/21	273.34868	1.10817	97	1.4605			-1.4605	13.14	x	x	6.8154	52.54
Thu	10/21/21	273.36687	1.10825	98	1.4757			-1.4757	13.06	x	x	6.8306	52.62
Fri	10/22/21	273.38506	1.10832	99	1.4908			-1.4908	12.99	x	x	6.8457	52.69
Mon	10/25/21	273.43965	1.10854	102	1.5363			-1.5363	12.77	x	x	6.8912	52.91
Tue	10/26/21	273.45784	1.10862	103	1.5515			-1.5515	12.69	x	x	6.9064	52.99
Wed	10/27/21	273.47603	1.10869	104	1.5666			-1.5666	12.62	x	x	6.9215	53.06
Thu	10/28/21	273.49423	1.10876	105	1.5818			-1.5818	12.55	x	x	6.9367	53.13
Fri	10/29/21	273.51242	1.10884	106	1.5970			-1.5970	12.47	x	x	6.9519	53.21
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	1.10906	109	1.6425			-1.6425	12.25	x	x	6.9974	53.43
Tue	11/02/21	273.59177	1.10916	110	1.6577			-1.6577	12.15	x	x	7.0126	53.53
Wed	11/03/21	273.61653	1.10926	111	1.6729			-1.6729	12.05	x	x	7.0278	53.63
Thu	11/04/21	273.64130	1.10936	112	1.6882			-1.6882	11.95	x	x	7.0431	53.73
Fri	11/05/21	273.66607	1.10946	113	1.7034			-1.7034	11.85	x	x	7.0583	53.83
Mon	11/08/21	273.74037	1.10976	116	1.7491			-1.7491	11.55	x	x	7.1040	54.13
Tue	11/09/21	273.76513	1.10986	117	1.7643			-1.7643	11.45	x	x	7.1192	54.23
Wed	11/10/21	273.78990	1.10996	118	1.7796			-1.7796	11.35	x	x	7.1345	54.33
Thu	11/11/21	273.81467	1.11006	119	1.7948			-1.7948	11.25	x	x	7.1497	54.43
Fri	11/12/21	273.83943	1.11016	120	1.8100			-1.8100	11.15	x	x	7.1649	54.53
Mon	11/15/21	273.91373	1.11047	123	1.8558			-1.8558	10.84	x	x	7.2107	54.84
Tue	11/16/21	273.93850	1.11057	124	1.8711			-1.8711	10.74	x	x	7.2260	54.94
Wed	11/17/21	273.96327	1.11067	125	1.8863			-1.8863	10.64	x	x	7.2412	55.04
Thu	11/18/21	273.98803	1.11077	126	1.9016			-1.9016	10.54	x	x	7.2565	55.14
Fri	11/19/21	274.01280	1.11087	127	1.9169			-1.9169	10.44	x	x	7.2718	55.24
Mon	11/22/21	274.08710	1.11117	130	1.9627			-1.9627	10.14	x	x	7.3176	55.54
Tue	11/23/21	274.11187	1.11127	131	1.9779			-1.9779	10.04	x	x	7.3328	55.64
Wed	11/24/21	274.13663	1.11137	132	1.9932			-1.9932	9.94	x	x	7.3481	55.74
Thu	11/25/21	274.16140	1.11147	133	2.0085			-2.0085	9.84	x	x	7.3634	55.84
Fri	11/26/21	274.18617	1.11157	134	2.0238			-2.0238	9.74	x	x	7.3787	55.94
Mon	11/29/21	274.26047	1.11187	137	2.0696			-2.0696	9.44	x	x	7.4245	56.24
Tue	11/30/21	274.28523	1.11197	138	2.0849			-2.0849	9.34	x	x	7.4398	56.34
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	12/01/21	274.31000	1.11207	139	2.1002			-2.1002	9.24	x	x	7.4551	56.44
Thu	12/02/21	274.38352	1.11237	140	2.1159			-2.1159	8.94	x	x	7.4708	56.74
Fri	12/03/21	274.45703	1.11267	141	2.1316			-2.1316	8.64	x	x	7.4865	57.04
Mon	12/06/21	274.67758	1.11356	144	2.1787			-2.1787	7.75	x	x	7.5336	57.93
Tue	12/07/21	274.75110	1.11386	145	2.1944			-2.1944	7.45	x	x	7.5493	58.23
Wed	12/08/21	274.82461	1.11416	146	2.2102			-2.2102	7.15	x	x	7.5651	58.53
Thu	12/09/21	274.89813	1.11446	147	2.2259			-2.2259	6.85	x	x	7.5808	58.83
Fri	12/10/21	274.97165	1.11475	148	2.2416			-2.2416	6.56	x	x	7.5965	59.12
Mon	12/13/21	275.19219	1.11565	151	2.2889			-2.2889	5.66	x	x	7.6438	60.02
Tue	12/14/21	275.26571	1.11595	152	2.3047			-2.3047	5.36	x	x	7.6596	60.32
Wed	12/15/21	275.33923	1.11624	153	2.3204			-2.3204	5.07	x	x	7.6753	60.61
Thu	12/16/21	275.41274	1.11654	154	2.3362			-2.3362	4.77	x	x	7.6911	60.91
Fri	12/17/21	275.48626	1.11684	155	2.3520			-2.3520	4.47	x	x	7.7069	61.21
Mon	12/20/21	275.70681	1.11773	158	2.3995			-2.3995	3.58	x	x	7.7544	62.10
Tue	12/21/21	275.78032	1.11803	159	2.4153			-2.4153	3.28	x	x	7.7702	62.40
Wed	12/22/21	275.85384	1.11833	160	2.4312			-2.4312	2.98	x	x	7.7861	62.70
Thu	12/23/21	275.92735	1.11863	161	2.4470			-2.4470	2.68	x	x	7.8019	63.00
Fri	12/24/21	276.00087	1.11893	162	2.4629			-2.4629	2.38	x	x	7.8178	63.30
Mon	12/27/21	276.22142	1.11982	165	2.5105			-2.5105	1.49	x	x	7.8654	64.19
Tue	12/28/21	276.29494	1.12012	166	2.5264			-2.5264	1.19	x	x	7.8813	64.49
Wed	12/29/21	276.36845	1.12042	167	2.5423			-2.5423	0.89	x	x	7.8972	64.79
Thu	12/30/21	276.44197	1.12072	168	2.5582			-2.5582	0.59	x	x	7.9131	65.09
Fri	12/31/21	276.51548	1.12101	169	2.5741			-2.5741	0.30	x	x	7.9290	65.38
Sat	01/01/22	276.58900	1.12131

Generated 12/10/21 10:13