0.25% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2029

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

CUSIP Number	9128287D6	Interest 01/15/21 (184 days)	$1.2721
Dated Date	July 15, 2019	Interest 07/15/21 (181 days)	$1.3098
Ref CPI on Dated Date	255.79368	Interest Total	$2.5819
Original Issue Date	July 31, 2019	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	1.01796	170	1.1756	x	x	1.4063	63.34			1.1756	0.00
Mon	01/04/21	260.37261	1.01790	173	1.1963	x	x	1.3856	63.40			1.1963	-0.06
Tue	01/05/21	260.36748	1.01788	174	1.2032	x	x	1.3787	63.42			1.2032	-0.08
Wed	01/06/21	260.36235	1.01786	175	1.2101	x	x	1.3718	63.44			1.2101	-0.10
Thu	01/07/21	260.35723	1.01784	176	1.2170	x	x	1.3649	63.46			1.2170	-0.12
Fri	01/08/21	260.35210	1.01782	177	1.2239	x	x	1.3580	63.48			1.2239	-0.14
Mon	01/11/21	260.33671	1.01776	180	1.2445	x	x	1.3374	63.54			1.2445	-0.20
Tue	01/12/21	260.33158	1.01774	181	1.2514	x	x	1.3305	63.56			1.2514	-0.22
Wed	01/13/21	260.32645	1.01772	182	1.2583	x	x	1.3236	63.58			1.2583	-0.24
Thu	01/14/21	260.32132	1.01770	183	1.2652	x	x	1.3167	63.60			1.2652	-0.26
Fri	01/15/21	260.31619	1.01768	0	0.0000		x	1.3098	63.62	x		1.2721	-0.28
Mon	01/18/21	260.30081	1.01762	3	0.0211		x	1.2887	63.68	x		1.2932	-0.34
Tue	01/19/21	260.29568	1.01760	4	0.0281		x	1.2817	63.70	x		1.3002	-0.36
Wed	01/20/21	260.29055	1.01758	5	0.0351		x	1.2747	63.72	x		1.3072	-0.38
Thu	01/21/21	260.28542	1.01756	6	0.0422		x	1.2676	63.74	x		1.3143	-0.40
Fri	01/22/21	260.28029	1.01754	7	0.0492		x	1.2606	63.76	x		1.3213	-0.42
Mon	01/25/21	260.26490	1.01748	10	0.0703		x	1.2395	63.82	x		1.3424	-0.48
Tue	01/26/21	260.25977	1.01746	11	0.0773		x	1.2325	63.84	x		1.3494	-0.50
Wed	01/27/21	260.25465	1.01744	12	0.0843		x	1.2255	63.86	x		1.3564	-0.52
Thu	01/28/21	260.24952	1.01742	13	0.0913		x	1.2185	63.88	x		1.3634	-0.54
Fri	01/29/21	260.24439	1.01740	14	0.0984		x	1.2114	63.90	x		1.3705	-0.56
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	1.01734	17	0.1194		x	1.1904	63.96	x		1.3915	-0.62
Tue	02/02/21	260.23775	1.01737	18	0.1265		x	1.1833	63.93	x		1.3986	-0.59
Wed	02/03/21	260.24650	1.01741	19	0.1335		x	1.1763	63.89	x		1.4056	-0.55
Thu	02/04/21	260.25525	1.01744	20	0.1405		x	1.1693	63.86	x		1.4126	-0.52
Fri	02/05/21	260.26400	1.01748	21	0.1476		x	1.1622	63.82	x		1.4197	-0.48
Mon	02/08/21	260.29025	1.01758	24	0.1687		x	1.1411	63.72	x		1.4408	-0.38
Tue	02/09/21	260.29900	1.01761	25	0.1757		x	1.1341	63.69	x		1.4478	-0.35
Wed	02/10/21	260.30775	1.01765	26	0.1827		x	1.1271	63.65	x		1.4548	-0.31
Thu	02/11/21	260.31650	1.01768	27	0.1898		x	1.1200	63.62	x		1.4619	-0.28
Fri	02/12/21	260.32525	1.01772	28	0.1968		x	1.1130	63.58	x		1.4689	-0.24
Mon	02/15/21	260.35150	1.01782	31	0.2179		x	1.0919	63.48	x		1.4900	-0.14
Tue	02/16/21	260.36025	1.01785	32	0.2249		x	1.0849	63.45	x		1.4970	-0.11
Wed	02/17/21	260.36900	1.01789	33	0.2320		x	1.0778	63.41	x		1.5041	-0.07
Thu	02/18/21	260.37775	1.01792	34	0.2390		x	1.0708	63.38	x		1.5111	-0.04
Fri	02/19/21	260.38650	1.01796	35	0.2461		x	1.0637	63.34	x		1.5182	0.00
Mon	02/22/21	260.41275	1.01806	38	0.2672		x	1.0426	63.24	x		1.5393	0.10
Tue	02/23/21	260.42150	1.01809	39	0.2742		x	1.0356	63.21	x		1.5463	0.13
Wed	02/24/21	260.43025	1.01813	40	0.2813		x	1.0285	63.17	x		1.5534	0.17
Thu	02/25/21	260.43900	1.01816	41	0.2883		x	1.0215	63.14	x		1.5604	0.20
Fri	02/26/21	260.44775	1.01819	42	0.2953		x	1.0145	63.11	x		1.5674	0.23
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	1.01830	45	0.3165		x	0.9933	63.00	x		1.5886	0.34
Tue	03/02/21	260.50974	1.01844	46	0.3235		x	0.9863	62.86	x		1.5956	0.48
Wed	03/03/21	260.54548	1.01858	47	0.3306		x	0.9792	62.72	x		1.6027	0.62
Thu	03/04/21	260.58123	1.01872	48	0.3377		x	0.9721	62.58	x		1.6098	0.76
Fri	03/05/21	260.61697	1.01886	49	0.3448		x	0.9650	62.44	x		1.6169	0.90
Mon	03/08/21	260.72419	1.01928	52	0.3660		x	0.9438	62.02	x		1.6381	1.32
Tue	03/09/21	260.75994	1.01942	53	0.3731		x	0.9367	61.88	x		1.6452	1.46
Wed	03/10/21	260.79568	1.01955	54	0.3802		x	0.9296	61.75	x		1.6523	1.59
Thu	03/11/21	260.83142	1.01969	55	0.3873		x	0.9225	61.61	x		1.6594	1.73
Fri	03/12/21	260.86716	1.01983	56	0.3944		x	0.9154	61.47	x		1.6665	1.87
Mon	03/15/21	260.97439	1.02025	59	0.4157		x	0.8941	61.05	x		1.6878	2.29
Tue	03/16/21	261.01013	1.02039	60	0.4228		x	0.8870	60.91	x		1.6949	2.43
Wed	03/17/21	261.04587	1.02053	61	0.4299		x	0.8799	60.77	x		1.7020	2.57
Thu	03/18/21	261.08161	1.02067	62	0.4370		x	0.8728	60.63	x		1.7091	2.71
Fri	03/19/21	261.11735	1.02081	63	0.4441		x	0.8657	60.49	x		1.7162	2.85
Mon	03/22/21	261.22458	1.02123	66	0.4655		x	0.8443	60.07	x		1.7376	3.27
Tue	03/23/21	261.26032	1.02137	67	0.4726		x	0.8372	59.93	x		1.7447	3.41
Wed	03/24/21	261.29606	1.02151	68	0.4797		x	0.8301	59.79	x		1.7518	3.55
Thu	03/25/21	261.33181	1.02165	69	0.4868		x	0.8230	59.65	x		1.7589	3.69
Fri	03/26/21	261.36755	1.02179	70	0.4940		x	0.8158	59.51	x		1.7661	3.83
Mon	03/29/21	261.47477	1.02221	73	0.5153		x	0.7945	59.09	x		1.7874	4.25
Tue	03/30/21	261.51052	1.02235	74	0.5225		x	0.7873	58.95	x		1.7946	4.39
Wed	03/31/21	261.54626	1.02249	75	0.5296		x	0.7802	58.81	x		1.8017	4.53
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	1.02263	76	0.5367		x	0.7731	58.67	x		1.8088	4.67
Fri	04/02/21	261.62973	1.02282	77	0.5439		x	0.7659	58.48	x		1.8160	4.86
Mon	04/05/21	261.77293	1.02338	80	0.5654		x	0.7444	57.92	x		1.8375	5.42
Tue	04/06/21	261.82067	1.02356	81	0.5726		x	0.7372	57.74	x		1.8447	5.60
Wed	04/07/21	261.86840	1.02375	82	0.5797		x	0.7301	57.55	x		1.8518	5.79
Thu	04/08/21	261.91613	1.02394	83	0.5869		x	0.7229	57.36	x		1.8590	5.98
Fri	04/09/21	261.96387	1.02412	84	0.5941		x	0.7157	57.18	x		1.8662	6.16
Mon	04/12/21	262.10707	1.02468	87	0.6157		x	0.6941	56.62	x		1.8878	6.72
Tue	04/13/21	262.15480	1.02487	88	0.6228		x	0.6870	56.43	x		1.8949	6.91
Wed	04/14/21	262.20253	1.02505	89	0.6300		x	0.6798	56.25	x		1.9021	7.09
Thu	04/15/21	262.25027	1.02524	90	0.6372		x	0.6726	56.06	x		1.9093	7.28
Fri	04/16/21	262.29800	1.02543	91	0.6444		x	0.6654	55.87	x		1.9165	7.47
Mon	04/19/21	262.44120	1.02599	94	0.6660		x	0.6438	55.31	x		1.9381	8.03
Tue	04/20/21	262.48893	1.02617	95	0.6732		x	0.6366	55.13	x		1.9453	8.21
Wed	04/21/21	262.53667	1.02636	96	0.6805		x	0.6293	54.94	x		1.9526	8.40
Thu	04/22/21	262.58440	1.02655	97	0.6877		x	0.6221	54.75	x		1.9598	8.59
Fri	04/23/21	262.63213	1.02673	98	0.6949		x	0.6149	54.57	x		1.9670	8.77
Mon	04/26/21	262.77533	1.02729	101	0.7165		x	0.5933	54.01	x		1.9886	9.33
Tue	04/27/21	262.82307	1.02748	102	0.7238		x	0.5860	53.82	x		1.9959	9.52
Wed	04/28/21	262.87080	1.02767	103	0.7310		x	0.5788	53.63	x		2.0031	9.71
Thu	04/29/21	262.91853	1.02785	104	0.7382		x	0.5716	53.45	x		2.0103	9.89
Fri	04/30/21	262.96627	1.02804	105	0.7455		x	0.5643	53.26	x		2.0176	10.08
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	1.02870	108	0.7673		x	0.5425	52.60	x		2.0394	10.74
Tue	05/04/21	263.19429	1.02893	109	0.7745		x	0.5353	52.37	x		2.0466	10.97
Wed	05/05/21	263.25439	1.02917	110	0.7818		x	0.5280	52.13	x		2.0539	11.21
Thu	05/06/21	263.31448	1.02940	111	0.7891		x	0.5207	51.90	x		2.0612	11.44
Fri	05/07/21	263.37458	1.02964	112	0.7964		x	0.5134	51.66	x		2.0685	11.68
Mon	05/10/21	263.55487	1.03034	115	0.8183		x	0.4915	50.96	x		2.0904	12.38
Tue	05/11/21	263.61497	1.03058	116	0.8256		x	0.4842	50.72	x		2.0977	12.62
Wed	05/12/21	263.67506	1.03081	117	0.8329		x	0.4769	50.49	x		2.1050	12.85
Thu	05/13/21	263.73516	1.03105	118	0.8402		x	0.4696	50.25	x		2.1123	13.09
Fri	05/14/21	263.79526	1.03128	119	0.8475		x	0.4623	50.02	x		2.1196	13.32
Mon	05/17/21	263.97555	1.03199	122	0.8695		x	0.4403	49.31	x		2.1416	14.03
Tue	05/18/21	264.03565	1.03222	123	0.8768		x	0.4330	49.08	x		2.1489	14.26
Wed	05/19/21	264.09574	1.03246	124	0.8842		x	0.4256	48.84	x		2.1563	14.50
Thu	05/20/21	264.15584	1.03269	125	0.8915		x	0.4183	48.61	x		2.1636	14.73
Fri	05/21/21	264.21594	1.03293	126	0.8988		x	0.4110	48.37	x		2.1709	14.97
Mon	05/24/21	264.39623	1.03363	129	0.9208		x	0.3890	47.67	x		2.1929	15.67
Tue	05/25/21	264.45632	1.03387	130	0.9282		x	0.3816	47.43	x		2.2003	15.91
Wed	05/26/21	264.51642	1.03410	131	0.9355		x	0.3743	47.20	x		2.2076	16.14
Thu	05/27/21	264.57652	1.03434	132	0.9429		x	0.3669	46.96	x		2.2150	16.38
Fri	05/28/21	264.63661	1.03457	133	0.9503		x	0.3595	46.73	x		2.2224	16.61
Mon	05/31/21	264.81690	1.03528	136	0.9724		x	0.3374	46.02	x		2.2445	17.32
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	1.03551	137	0.9797		x	0.3301	45.79	x		2.2518	17.55
Wed	06/02/21	264.94957	1.03579	138	0.9871		x	0.3227	45.51	x		2.2592	17.83
Thu	06/03/21	265.02213	1.03608	139	0.9946		x	0.3152	45.22	x		2.2667	18.12
Fri	06/04/21	265.09470	1.03636	140	1.0020		x	0.3078	44.94	x		2.2741	18.40
Mon	06/07/21	265.31240	1.03721	143	1.0243		x	0.2855	44.09	x		2.2964	19.25
Tue	06/08/21	265.38497	1.03750	144	1.0318		x	0.2780	43.80	x		2.3039	19.54
Wed	06/09/21	265.45753	1.03778	145	1.0392		x	0.2706	43.52	x		2.3113	19.82
Thu	06/10/21	265.53010	1.03806	146	1.0467		x	0.2631	43.24	x		2.3188	20.10
Fri	06/11/21	265.60267	1.03835	147	1.0541		x	0.2557	42.95	x		2.3262	20.39
Mon	06/14/21	265.82037	1.03920	150	1.0765		x	0.2333	42.10	x		2.3486	21.24
Tue	06/15/21	265.89293	1.03948	151	1.0840		x	0.2258	41.82	x		2.3561	21.52
Wed	06/16/21	265.96550	1.03977	152	1.0915		x	0.2183	41.53	x		2.3636	21.81
Thu	06/17/21	266.03807	1.04005	153	1.0989		x	0.2109	41.25	x		2.3710	22.09
Fri	06/18/21	266.11063	1.04033	154	1.1064		x	0.2034	40.97	x		2.3785	22.37
Mon	06/21/21	266.32833	1.04118	157	1.1289		x	0.1809	40.12	x		2.4010	23.22
Tue	06/22/21	266.40090	1.04147	158	1.1364		x	0.1734	39.83	x		2.4085	23.51
Wed	06/23/21	266.47347	1.04175	159	1.1439		x	0.1659	39.55	x		2.4160	23.79
Thu	06/24/21	266.54603	1.04204	160	1.1514		x	0.1584	39.26	x		2.4235	24.08
Fri	06/25/21	266.61860	1.04232	161	1.1589		x	0.1509	38.98	x		2.4310	24.36
Mon	06/28/21	266.83630	1.04317	164	1.1815		x	0.1283	38.13	x		2.4536	25.21
Tue	06/29/21	266.90887	1.04345	165	1.1890		x	0.1208	37.85	x		2.4611	25.49
Wed	06/30/21	266.98143	1.04374	166	1.1966		x	0.1132	37.56	x		2.4687	25.78
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	1.04402	167	1.2041		x	0.1057	37.28	x		2.4762	26.06
Fri	07/02/21	267.12306	1.04429	168	1.2116		x	0.0982	37.01	x		2.4837	26.33
Mon	07/05/21	267.33026	1.04510	171	1.2342		x	0.0756	36.20	x		2.5063	27.14
Tue	07/06/21	267.39932	1.04537	172	1.2417		x	0.0681	35.93	x		2.5138	27.41
Wed	07/07/21	267.46839	1.04564	173	1.2493		x	0.0605	35.66	x		2.5214	27.68
Thu	07/08/21	267.53745	1.04591	174	1.2568		x	0.0530	35.39	x		2.5289	27.95
Fri	07/09/21	267.60652	1.04618	175	1.2644		x	0.0454	35.12	x		2.5365	28.22
Mon	07/12/21	267.81371	1.04699	178	1.2870		x	0.0228	34.31	x		2.5591	29.03
Tue	07/13/21	267.88277	1.04726	179	1.2946		x	0.0152	34.04	x		2.5667	29.30
Wed	07/14/21	267.95184	1.04753	180	1.3022		x	0.0076	33.77	x		2.5743	29.57
Thu	07/15/21	268.02090	1.04780	0	0.0000			0.0000	33.50	x	x	2.5819	29.84
Fri	07/16/21	268.08997	1.04807	1	0.0071			-0.0071	33.23	x	x	2.5890	30.11
Mon	07/19/21	268.29716	1.04888	4	0.0285			-0.0285	32.42	x	x	2.6104	30.92
Tue	07/20/21	268.36623	1.04915	5	0.0356			-0.0356	32.15	x	x	2.6175	31.19
Wed	07/21/21	268.43529	1.04942	6	0.0428			-0.0428	31.88	x	x	2.6247	31.46
Thu	07/22/21	268.50435	1.04969	7	0.0499			-0.0499	31.61	x	x	2.6318	31.73
Fri	07/23/21	268.57342	1.04996	8	0.0571			-0.0571	31.34	x	x	2.6390	32.00
Mon	07/26/21	268.78061	1.05077	11	0.0785			-0.0785	30.53	x	x	2.6604	32.81
Tue	07/27/21	268.84968	1.05104	12	0.0857			-0.0857	30.26	x	x	2.6676	33.08
Wed	07/28/21	268.91874	1.05131	13	0.0928			-0.0928	29.99	x	x	2.6747	33.35
Thu	07/29/21	268.98781	1.05158	14	0.1000			-0.1000	29.72	x	x	2.6819	33.62
Fri	07/30/21	269.05687	1.05185	15	0.1072			-0.1072	29.45	x	x	2.6891	33.89
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	08/02/21	269.27568	1.05271	18	0.1287			-0.1287	28.59	x	x	2.7106	34.75
Tue	08/03/21	269.35635	1.05302	19	0.1359			-0.1359	28.28	x	x	2.7178	35.06
Wed	08/04/21	269.43703	1.05334	20	0.1431			-0.1431	27.96	x	x	2.7250	35.38
Thu	08/05/21	269.51771	1.05365	21	0.1503			-0.1503	27.65	x	x	2.7322	35.69
Fri	08/06/21	269.59839	1.05397	22	0.1575			-0.1575	27.33	x	x	2.7394	36.01
Mon	08/09/21	269.84042	1.05491	25	0.1792			-0.1792	26.39	x	x	2.7611	36.95
Tue	08/10/21	269.92110	1.05523	26	0.1864			-0.1864	26.07	x	x	2.7683	37.27
Wed	08/11/21	270.00177	1.05555	27	0.1936			-0.1936	25.75	x	x	2.7755	37.59
Thu	08/12/21	270.08245	1.05586	28	0.2008			-0.2008	25.44	x	x	2.7827	37.90
Fri	08/13/21	270.16313	1.05618	29	0.2081			-0.2081	25.12	x	x	2.7900	38.22
Mon	08/16/21	270.40516	1.05712	32	0.2298			-0.2298	24.18	x	x	2.8117	39.16
Tue	08/17/21	270.48584	1.05744	33	0.2371			-0.2371	23.86	x	x	2.8190	39.48
Wed	08/18/21	270.56652	1.05775	34	0.2443			-0.2443	23.55	x	x	2.8262	39.79
Thu	08/19/21	270.64719	1.05807	35	0.2516			-0.2516	23.23	x	x	2.8335	40.11
Fri	08/20/21	270.72787	1.05838	36	0.2588			-0.2588	22.92	x	x	2.8407	40.42
Mon	08/23/21	270.96990	1.05933	39	0.2807			-0.2807	21.97	x	x	2.8626	41.37
Tue	08/24/21	271.05058	1.05965	40	0.2879			-0.2879	21.65	x	x	2.8698	41.69
Wed	08/25/21	271.13126	1.05996	41	0.2952			-0.2952	21.34	x	x	2.8771	42.00
Thu	08/26/21	271.21194	1.06028	42	0.3025			-0.3025	21.02	x	x	2.8844	42.32
Fri	08/27/21	271.29261	1.06059	43	0.3098			-0.3098	20.71	x	x	2.8917	42.63
Mon	08/30/21	271.53465	1.06154	46	0.3317			-0.3317	19.76	x	x	2.9136	43.58
Tue	08/31/21	271.61532	1.06185	47	0.3390			-0.3390	19.45	x	x	2.9209	43.89
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	1.06217	48	0.3464			-0.3464	19.13	x	x	2.9283	44.21
Thu	09/02/21	271.73957	1.06234	49	0.3536			-0.3536	18.96	x	x	2.9355	44.38
Fri	09/03/21	271.78313	1.06251	50	0.3609			-0.3609	18.79	x	x	2.9428	44.55
Mon	09/06/21	271.91383	1.06302	53	0.3827			-0.3827	18.28	x	x	2.9646	45.06
Tue	09/07/21	271.95740	1.06319	54	0.3900			-0.3900	18.11	x	x	2.9719	45.23
Wed	09/08/21	272.00097	1.06336	55	0.3973			-0.3973	17.94	x	x	2.9792	45.40
Thu	09/09/21	272.04453	1.06353	56	0.4046			-0.4046	17.77	x	x	2.9865	45.57
Fri	09/10/21	272.08810	1.06370	57	0.4119			-0.4119	17.60	x	x	2.9938	45.74
Mon	09/13/21	272.21880	1.06421	60	0.4338			-0.4338	17.09	x	x	3.0157	46.25
Tue	09/14/21	272.26237	1.06438	61	0.4411			-0.4411	16.92	x	x	3.0230	46.42
Wed	09/15/21	272.30593	1.06455	62	0.4484			-0.4484	16.75	x	x	3.0303	46.59
Thu	09/16/21	272.34950	1.06472	63	0.4557			-0.4557	16.58	x	x	3.0376	46.76
Fri	09/17/21	272.39307	1.06489	64	0.4630			-0.4630	16.41	x	x	3.0449	46.93
Mon	09/20/21	272.52377	1.06540	67	0.4849			-0.4849	15.90	x	x	3.0668	47.44
Tue	09/21/21	272.56733	1.06557	68	0.4922			-0.4922	15.73	x	x	3.0741	47.61
Wed	09/22/21	272.61090	1.06575	69	0.4996			-0.4996	15.55	x	x	3.0815	47.79
Thu	09/23/21	272.65447	1.06592	70	0.5069			-0.5069	15.38	x	x	3.0888	47.96
Fri	09/24/21	272.69803	1.06609	71	0.5142			-0.5142	15.21	x	x	3.0961	48.13
Mon	09/27/21	272.82873	1.06660	74	0.5362			-0.5362	14.70	x	x	3.1181	48.64
Tue	09/28/21	272.87230	1.06677	75	0.5435			-0.5435	14.53	x	x	3.1254	48.81
Wed	09/29/21	272.91587	1.06694	76	0.5509			-0.5509	14.36	x	x	3.1328	48.98
Thu	09/30/21	272.95943	1.06711	77	0.5582			-0.5582	14.19	x	x	3.1401	49.15
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Fri	10/01/21	273.00300	1.06728	78	0.5655			-0.5655	14.02	x	x	3.1474	49.32
Mon	10/04/21	273.05758	1.06749	81	0.5874			-0.5874	13.81	x	x	3.1693	49.53
Tue	10/05/21	273.07577	1.06756	82	0.5947			-0.5947	13.74	x	x	3.1766	49.60
Wed	10/06/21	273.09397	1.06763	83	0.6020			-0.6020	13.67	x	x	3.1839	49.67
Thu	10/07/21	273.11216	1.06770	84	0.6093			-0.6093	13.60	x	x	3.1912	49.74
Fri	10/08/21	273.13035	1.06778	85	0.6166			-0.6166	13.52	x	x	3.1985	49.82
Mon	10/11/21	273.18494	1.06799	88	0.6385			-0.6385	13.31	x	x	3.2204	50.03
Tue	10/12/21	273.20313	1.06806	89	0.6458			-0.6458	13.24	x	x	3.2277	50.10
Wed	10/13/21	273.22132	1.06813	90	0.6531			-0.6531	13.17	x	x	3.2350	50.17
Thu	10/14/21	273.23952	1.06820	91	0.6604			-0.6604	13.10	x	x	3.2423	50.24
Fri	10/15/21	273.25771	1.06827	92	0.6677			-0.6677	13.03	x	x	3.2496	50.31
Mon	10/18/21	273.31229	1.06849	95	0.6896			-0.6896	12.81	x	x	3.2715	50.53
Tue	10/19/21	273.33048	1.06856	96	0.6969			-0.6969	12.74	x	x	3.2788	50.60
Wed	10/20/21	273.34868	1.06863	97	0.7042			-0.7042	12.67	x	x	3.2861	50.67
Thu	10/21/21	273.36687	1.06870	98	0.7115			-0.7115	12.60	x	x	3.2934	50.74
Fri	10/22/21	273.38506	1.06877	99	0.7188			-0.7188	12.53	x	x	3.3007	50.81
Mon	10/25/21	273.43965	1.06899	102	0.7407			-0.7407	12.31	x	x	3.3226	51.03
Tue	10/26/21	273.45784	1.06906	103	0.7481			-0.7481	12.24	x	x	3.3300	51.10
Wed	10/27/21	273.47603	1.06913	104	0.7554			-0.7554	12.17	x	x	3.3373	51.17
Thu	10/28/21	273.49423	1.06920	105	0.7627			-0.7627	12.10	x	x	3.3446	51.24
Fri	10/29/21	273.51242	1.06927	106	0.7700			-0.7700	12.03	x	x	3.3519	51.31
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	1.06948	109	0.7919			-0.7919	11.82	x	x	3.3738	51.52
Tue	11/02/21	273.59177	1.06958	110	0.7993			-0.7993	11.72	x	x	3.3812	51.62
Wed	11/03/21	273.61653	1.06968	111	0.8066			-0.8066	11.62	x	x	3.3885	51.72
Thu	11/04/21	273.64130	1.06977	112	0.8140			-0.8140	11.53	x	x	3.3959	51.81
Fri	11/05/21	273.66607	1.06987	113	0.8213			-0.8213	11.43	x	x	3.4032	51.91
Mon	11/08/21	273.74037	1.07016	116	0.8433			-0.8433	11.14	x	x	3.4252	52.20
Tue	11/09/21	273.76513	1.07026	117	0.8507			-0.8507	11.04	x	x	3.4326	52.30
Wed	11/10/21	273.78990	1.07035	118	0.8580			-0.8580	10.95	x	x	3.4399	52.39
Thu	11/11/21	273.81467	1.07045	119	0.8654			-0.8654	10.85	x	x	3.4473	52.49
Fri	11/12/21	273.83943	1.07055	120	0.8727			-0.8727	10.75	x	x	3.4546	52.59
Mon	11/15/21	273.91373	1.07084	123	0.8948			-0.8948	10.46	x	x	3.4767	52.88
Tue	11/16/21	273.93850	1.07094	124	0.9022			-0.9022	10.36	x	x	3.4841	52.98
Wed	11/17/21	273.96327	1.07103	125	0.9095			-0.9095	10.27	x	x	3.4914	53.07
Thu	11/18/21	273.98803	1.07113	126	0.9169			-0.9169	10.17	x	x	3.4988	53.17
Fri	11/19/21	274.01280	1.07123	127	0.9242			-0.9242	10.07	x	x	3.5061	53.27
Mon	11/22/21	274.08710	1.07152	130	0.9463			-0.9463	9.78	x	x	3.5282	53.56
Tue	11/23/21	274.11187	1.07161	131	0.9537			-0.9537	9.69	x	x	3.5356	53.65
Wed	11/24/21	274.13663	1.07171	132	0.9610			-0.9610	9.59	x	x	3.5429	53.75
Thu	11/25/21	274.16140	1.07181	133	0.9684			-0.9684	9.49	x	x	3.5503	53.85
Fri	11/26/21	274.18617	1.07190	134	0.9758			-0.9758	9.40	x	x	3.5577	53.94
Mon	11/29/21	274.26047	1.07219	137	0.9979			-0.9979	9.11	x	x	3.5798	54.23
Tue	11/30/21	274.28523	1.07229	138	1.0053			-1.0053	9.01	x	x	3.5872	54.33
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	1.07239	139	1.0127			-1.0127	8.91	x	x	3.5946	54.43
Thu	12/02/21	274.38352	1.07268	140	1.0202			-1.0202	8.62	x	x	3.6021	54.72
Fri	12/03/21	274.45703	1.07296	141	1.0278			-1.0278	8.34	x	x	3.6097	55.00
Mon	12/06/21	274.67758	1.07382	144	1.0505			-1.0505	7.48	x	x	3.6324	55.86
Tue	12/07/21	274.75110	1.07411	145	1.0581			-1.0581	7.19	x	x	3.6400	56.15
Wed	12/08/21	274.82461	1.07440	146	1.0656			-1.0656	6.90	x	x	3.6475	56.44
Thu	12/09/21	274.89813	1.07469	147	1.0732			-1.0732	6.61	x	x	3.6551	56.73
Fri	12/10/21	274.97165	1.07497	148	1.0808			-1.0808	6.33	x	x	3.6627	57.01
Mon	12/13/21	275.19219	1.07584	151	1.1036			-1.1036	5.46	x	x	3.6855	57.88
Tue	12/14/21	275.26571	1.07612	152	1.1112			-1.1112	5.18	x	x	3.6931	58.16
Wed	12/15/21	275.33923	1.07641	153	1.1188			-1.1188	4.89	x	x	3.7007	58.45
Thu	12/16/21	275.41274	1.07670	154	1.1264			-1.1264	4.60	x	x	3.7083	58.74
Fri	12/17/21	275.48626	1.07699	155	1.1341			-1.1341	4.31	x	x	3.7160	59.03
Mon	12/20/21	275.70681	1.07785	158	1.1569			-1.1569	3.45	x	x	3.7388	59.89
Tue	12/21/21	275.78032	1.07814	159	1.1646			-1.1646	3.16	x	x	3.7465	60.18
Wed	12/22/21	275.85384	1.07842	160	1.1722			-1.1722	2.88	x	x	3.7541	60.46
Thu	12/23/21	275.92735	1.07871	161	1.1798			-1.1798	2.59	x	x	3.7617	60.75
Fri	12/24/21	276.00087	1.07900	162	1.1875			-1.1875	2.30	x	x	3.7694	61.04
Mon	12/27/21	276.22142	1.07986	165	1.2104			-1.2104	1.44	x	x	3.7923	61.90
Tue	12/28/21	276.29494	1.08015	166	1.2181			-1.2181	1.15	x	x	3.8000	62.19
Wed	12/29/21	276.36845	1.08044	167	1.2258			-1.2258	0.86	x	x	3.8077	62.48
Thu	12/30/21	276.44197	1.08072	168	1.2334			-1.2334	0.58	x	x	3.8153	62.76
Fri	12/31/21	276.51548	1.08101	169	1.2411			-1.2411	0.29	x	x	3.8230	63.05
Sat	01/01/22	276.58900	1.08130

Generated 12/10/21 10:13