0.125% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2030

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

CUSIP Number	912828Z37	Interest 01/15/21 (184 days)	$0.6324
Dated Date	January 15, 2020	Interest 07/15/21 (181 days)	$0.6511
Ref CPI on Dated Date	257.28368	Interest Total	$1.2835
Original Issue Date	January 31, 2020	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	1.01207	170	0.5844	x	x	0.6991	62.97			0.5844	0.00
Mon	01/04/21	260.37261	1.01201	173	0.5947	x	x	0.6888	63.03			0.5947	-0.06
Tue	01/05/21	260.36748	1.01199	174	0.5981	x	x	0.6854	63.05			0.5981	-0.08
Wed	01/06/21	260.36235	1.01197	175	0.6015	x	x	0.6820	63.07			0.6015	-0.10
Thu	01/07/21	260.35723	1.01195	176	0.6050	x	x	0.6785	63.09			0.6050	-0.12
Fri	01/08/21	260.35210	1.01193	177	0.6084	x	x	0.6751	63.11			0.6084	-0.14
Mon	01/11/21	260.33671	1.01187	180	0.6187	x	x	0.6648	63.17			0.6187	-0.20
Tue	01/12/21	260.33158	1.01185	181	0.6221	x	x	0.6614	63.19			0.6221	-0.22
Wed	01/13/21	260.32645	1.01183	182	0.6255	x	x	0.6580	63.21			0.6255	-0.24
Thu	01/14/21	260.32132	1.01181	183	0.6289	x	x	0.6546	63.23			0.6289	-0.26
Fri	01/15/21	260.31619	1.01179	0	0.0000		x	0.6511	63.25	x		0.6324	-0.28
Mon	01/18/21	260.30081	1.01173	3	0.0105		x	0.6406	63.31	x		0.6429	-0.34
Tue	01/19/21	260.29568	1.01171	4	0.0140		x	0.6371	63.33	x		0.6464	-0.36
Wed	01/20/21	260.29055	1.01169	5	0.0175		x	0.6336	63.35	x		0.6499	-0.38
Thu	01/21/21	260.28542	1.01167	6	0.0210		x	0.6301	63.37	x		0.6534	-0.40
Fri	01/22/21	260.28029	1.01165	7	0.0245		x	0.6266	63.39	x		0.6569	-0.42
Mon	01/25/21	260.26490	1.01159	10	0.0349		x	0.6162	63.45	x		0.6673	-0.48
Tue	01/26/21	260.25977	1.01157	11	0.0384		x	0.6127	63.47	x		0.6708	-0.50
Wed	01/27/21	260.25465	1.01155	12	0.0419		x	0.6092	63.49	x		0.6743	-0.52
Thu	01/28/21	260.24952	1.01153	13	0.0454		x	0.6057	63.51	x		0.6778	-0.54
Fri	01/29/21	260.24439	1.01151	14	0.0489		x	0.6022	63.53	x		0.6813	-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	1.01145	17	0.0594		x	0.5917	63.59	x		0.6918	-0.62
Tue	02/02/21	260.23775	1.01148	18	0.0629		x	0.5882	63.56	x		0.6953	-0.59
Wed	02/03/21	260.24650	1.01152	19	0.0664		x	0.5847	63.52	x		0.6988	-0.55
Thu	02/04/21	260.25525	1.01155	20	0.0699		x	0.5812	63.49	x		0.7023	-0.52
Fri	02/05/21	260.26400	1.01158	21	0.0734		x	0.5777	63.46	x		0.7058	-0.49
Mon	02/08/21	260.29025	1.01169	24	0.0838		x	0.5673	63.35	x		0.7162	-0.38
Tue	02/09/21	260.29900	1.01172	25	0.0873		x	0.5638	63.32	x		0.7197	-0.35
Wed	02/10/21	260.30775	1.01175	26	0.0908		x	0.5603	63.29	x		0.7232	-0.32
Thu	02/11/21	260.31650	1.01179	27	0.0943		x	0.5568	63.25	x		0.7267	-0.28
Fri	02/12/21	260.32525	1.01182	28	0.0978		x	0.5533	63.22	x		0.7302	-0.25
Mon	02/15/21	260.35150	1.01192	31	0.1083		x	0.5428	63.12	x		0.7407	-0.15
Tue	02/16/21	260.36025	1.01196	32	0.1118		x	0.5393	63.08	x		0.7442	-0.11
Wed	02/17/21	260.36900	1.01199	33	0.1153		x	0.5358	63.05	x		0.7477	-0.08
Thu	02/18/21	260.37775	1.01203	34	0.1188		x	0.5323	63.01	x		0.7512	-0.04
Fri	02/19/21	260.38650	1.01206	35	0.1223		x	0.5288	62.98	x		0.7547	-0.01
Mon	02/22/21	260.41275	1.01216	38	0.1328		x	0.5183	62.88	x		0.7652	0.09
Tue	02/23/21	260.42150	1.01220	39	0.1363		x	0.5148	62.84	x		0.7687	0.13
Wed	02/24/21	260.43025	1.01223	40	0.1398		x	0.5113	62.81	x		0.7722	0.16
Thu	02/25/21	260.43900	1.01226	41	0.1433		x	0.5078	62.78	x		0.7757	0.19
Fri	02/26/21	260.44775	1.01230	42	0.1468		x	0.5043	62.74	x		0.7792	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	1.01240	45	0.1573		x	0.4938	62.64	x		0.7897	0.33
Tue	03/02/21	260.50974	1.01254	46	0.1608		x	0.4903	62.50	x		0.7932	0.47
Wed	03/03/21	260.54548	1.01268	47	0.1644		x	0.4867	62.36	x		0.7968	0.61
Thu	03/04/21	260.58123	1.01282	48	0.1679		x	0.4832	62.22	x		0.8003	0.75
Fri	03/05/21	260.61697	1.01296	49	0.1714		x	0.4797	62.08	x		0.8038	0.89
Mon	03/08/21	260.72419	1.01337	52	0.1820		x	0.4691	61.67	x		0.8144	1.30
Tue	03/09/21	260.75994	1.01351	53	0.1855		x	0.4656	61.53	x		0.8179	1.44
Wed	03/10/21	260.79568	1.01365	54	0.1890		x	0.4621	61.39	x		0.8214	1.58
Thu	03/11/21	260.83142	1.01379	55	0.1925		x	0.4586	61.25	x		0.8249	1.72
Fri	03/12/21	260.86716	1.01393	56	0.1961		x	0.4550	61.11	x		0.8285	1.86
Mon	03/15/21	260.97439	1.01434	59	0.2067		x	0.4444	60.70	x		0.8391	2.27
Tue	03/16/21	261.01013	1.01448	60	0.2102		x	0.4409	60.56	x		0.8426	2.41
Wed	03/17/21	261.04587	1.01462	61	0.2137		x	0.4374	60.42	x		0.8461	2.55
Thu	03/18/21	261.08161	1.01476	62	0.2172		x	0.4339	60.28	x		0.8496	2.69
Fri	03/19/21	261.11735	1.01490	63	0.2208		x	0.4303	60.14	x		0.8532	2.83
Mon	03/22/21	261.22458	1.01532	66	0.2314		x	0.4197	59.72	x		0.8638	3.25
Tue	03/23/21	261.26032	1.01546	67	0.2349		x	0.4162	59.58	x		0.8673	3.39
Wed	03/24/21	261.29606	1.01560	68	0.2385		x	0.4126	59.44	x		0.8709	3.53
Thu	03/25/21	261.33181	1.01573	69	0.2420		x	0.4091	59.31	x		0.8744	3.66
Fri	03/26/21	261.36755	1.01587	70	0.2455		x	0.4056	59.17	x		0.8779	3.80
Mon	03/29/21	261.47477	1.01629	73	0.2562		x	0.3949	58.75	x		0.8886	4.22
Tue	03/30/21	261.51052	1.01643	74	0.2597		x	0.3914	58.61	x		0.8921	4.36
Wed	03/31/21	261.54626	1.01657	75	0.2633		x	0.3878	58.47	x		0.8957	4.50
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	1.01671	76	0.2668		x	0.3843	58.33	x		0.8992	4.64
Fri	04/02/21	261.62973	1.01689	77	0.2704		x	0.3807	58.15	x		0.9028	4.82
Mon	04/05/21	261.77293	1.01745	80	0.2811		x	0.3700	57.59	x		0.9135	5.38
Tue	04/06/21	261.82067	1.01763	81	0.2846		x	0.3665	57.41	x		0.9170	5.56
Wed	04/07/21	261.86840	1.01782	82	0.2882		x	0.3629	57.22	x		0.9206	5.75
Thu	04/08/21	261.91613	1.01801	83	0.2918		x	0.3593	57.03	x		0.9242	5.94
Fri	04/09/21	261.96387	1.01819	84	0.2953		x	0.3558	56.85	x		0.9277	6.12
Mon	04/12/21	262.10707	1.01875	87	0.3060		x	0.3451	56.29	x		0.9384	6.68
Tue	04/13/21	262.15480	1.01893	88	0.3096		x	0.3415	56.11	x		0.9420	6.86
Wed	04/14/21	262.20253	1.01912	89	0.3132		x	0.3379	55.92	x		0.9456	7.05
Thu	04/15/21	262.25027	1.01930	90	0.3168		x	0.3343	55.74	x		0.9492	7.23
Fri	04/16/21	262.29800	1.01949	91	0.3204		x	0.3307	55.55	x		0.9528	7.42
Mon	04/19/21	262.44120	1.02005	94	0.3311		x	0.3200	54.99	x		0.9635	7.98
Tue	04/20/21	262.48893	1.02023	95	0.3347		x	0.3164	54.81	x		0.9671	8.16
Wed	04/21/21	262.53667	1.02042	96	0.3383		x	0.3128	54.62	x		0.9707	8.35
Thu	04/22/21	262.58440	1.02060	97	0.3418		x	0.3093	54.44	x		0.9742	8.53
Fri	04/23/21	262.63213	1.02079	98	0.3454		x	0.3057	54.25	x		0.9778	8.72
Mon	04/26/21	262.77533	1.02134	101	0.3562		x	0.2949	53.70	x		0.9886	9.27
Tue	04/27/21	262.82307	1.02153	102	0.3598		x	0.2913	53.51	x		0.9922	9.46
Wed	04/28/21	262.87080	1.02172	103	0.3634		x	0.2877	53.32	x		0.9958	9.65
Thu	04/29/21	262.91853	1.02190	104	0.3670		x	0.2841	53.14	x		0.9994	9.83
Fri	04/30/21	262.96627	1.02209	105	0.3706		x	0.2805	52.95	x		1.0030	10.02
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	1.02274	108	0.3814		x	0.2697	52.30	x		1.0138	10.67
Tue	05/04/21	263.19429	1.02297	109	0.3850		x	0.2661	52.07	x		1.0174	10.90
Wed	05/05/21	263.25439	1.02321	110	0.3887		x	0.2624	51.83	x		1.0211	11.14
Thu	05/06/21	263.31448	1.02344	111	0.3923		x	0.2588	51.60	x		1.0247	11.37
Fri	05/07/21	263.37458	1.02367	112	0.3959		x	0.2552	51.37	x		1.0283	11.60
Mon	05/10/21	263.55487	1.02437	115	0.4068		x	0.2443	50.67	x		1.0392	12.30
Tue	05/11/21	263.61497	1.02461	116	0.4104		x	0.2407	50.43	x		1.0428	12.54
Wed	05/12/21	263.67506	1.02484	117	0.4140		x	0.2371	50.20	x		1.0464	12.77
Thu	05/13/21	263.73516	1.02508	118	0.4177		x	0.2334	49.96	x		1.0501	13.01
Fri	05/14/21	263.79526	1.02531	119	0.4213		x	0.2298	49.73	x		1.0537	13.24
Mon	05/17/21	263.97555	1.02601	122	0.4322		x	0.2189	49.03	x		1.0646	13.94
Tue	05/18/21	264.03565	1.02624	123	0.4359		x	0.2152	48.80	x		1.0683	14.17
Wed	05/19/21	264.09574	1.02648	124	0.4395		x	0.2116	48.56	x		1.0719	14.41
Thu	05/20/21	264.15584	1.02671	125	0.4432		x	0.2079	48.33	x		1.0756	14.64
Fri	05/21/21	264.21594	1.02694	126	0.4468		x	0.2043	48.10	x		1.0792	14.87
Mon	05/24/21	264.39623	1.02764	129	0.4578		x	0.1933	47.40	x		1.0902	15.57
Tue	05/25/21	264.45632	1.02788	130	0.4614		x	0.1897	47.16	x		1.0938	15.81
Wed	05/26/21	264.51642	1.02811	131	0.4651		x	0.1860	46.93	x		1.0975	16.04
Thu	05/27/21	264.57652	1.02835	132	0.4687		x	0.1824	46.69	x		1.1011	16.28
Fri	05/28/21	264.63661	1.02858	133	0.4724		x	0.1787	46.46	x		1.1048	16.51
Mon	05/31/21	264.81690	1.02928	136	0.4834		x	0.1677	45.76	x		1.1158	17.21
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Tue	06/01/21	264.87700	1.02951	137	0.4870		x	0.1641	45.53	x		1.1194	17.44
Wed	06/02/21	264.94957	1.02980	138	0.4907		x	0.1604	45.24	x		1.1231	17.73
Thu	06/03/21	265.02213	1.03008	139	0.4944		x	0.1567	44.96	x		1.1268	18.01
Fri	06/04/21	265.09470	1.03036	140	0.4981		x	0.1530	44.68	x		1.1305	18.29
Mon	06/07/21	265.31240	1.03121	143	0.5092		x	0.1419	43.83	x		1.1416	19.14
Tue	06/08/21	265.38497	1.03149	144	0.5129		x	0.1382	43.55	x		1.1453	19.42
Wed	06/09/21	265.45753	1.03177	145	0.5166		x	0.1345	43.27	x		1.1490	19.70
Thu	06/10/21	265.53010	1.03205	146	0.5203		x	0.1308	42.99	x		1.1527	19.98
Fri	06/11/21	265.60267	1.03233	147	0.5240		x	0.1271	42.71	x		1.1564	20.26
Mon	06/14/21	265.82037	1.03318	150	0.5351		x	0.1160	41.86	x		1.1675	21.11
Tue	06/15/21	265.89293	1.03346	151	0.5389		x	0.1122	41.58	x		1.1713	21.39
Wed	06/16/21	265.96550	1.03374	152	0.5426		x	0.1085	41.30	x		1.1750	21.67
Thu	06/17/21	266.03807	1.03403	153	0.5463		x	0.1048	41.01	x		1.1787	21.96
Fri	06/18/21	266.11063	1.03431	154	0.5500		x	0.1011	40.73	x		1.1824	22.24
Mon	06/21/21	266.32833	1.03515	157	0.5612		x	0.0899	39.89	x		1.1936	23.08
Tue	06/22/21	266.40090	1.03544	158	0.5649		x	0.0862	39.60	x		1.1973	23.37
Wed	06/23/21	266.47347	1.03572	159	0.5686		x	0.0825	39.32	x		1.2010	23.65
Thu	06/24/21	266.54603	1.03600	160	0.5724		x	0.0787	39.04	x		1.2048	23.93
Fri	06/25/21	266.61860	1.03628	161	0.5761		x	0.0750	38.76	x		1.2085	24.21
Mon	06/28/21	266.83630	1.03713	164	0.5873		x	0.0638	37.91	x		1.2197	25.06
Tue	06/29/21	266.90887	1.03741	165	0.5911		x	0.0600	37.63	x		1.2235	25.34
Wed	06/30/21	266.98143	1.03769	166	0.5948		x	0.0563	37.35	x		1.2272	25.62
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	1.03797	167	0.5986		x	0.0525	37.07	x		1.2310	25.90
Fri	07/02/21	267.12306	1.03824	168	0.6023		x	0.0488	36.80	x		1.2347	26.17
Mon	07/05/21	267.33026	1.03905	171	0.6135		x	0.0376	35.99	x		1.2459	26.98
Tue	07/06/21	267.39932	1.03932	172	0.6173		x	0.0338	35.72	x		1.2497	27.25
Wed	07/07/21	267.46839	1.03959	173	0.6210		x	0.0301	35.45	x		1.2534	27.52
Thu	07/08/21	267.53745	1.03985	174	0.6248		x	0.0263	35.19	x		1.2572	27.78
Fri	07/09/21	267.60652	1.04012	175	0.6285		x	0.0226	34.92	x		1.2609	28.05
Mon	07/12/21	267.81371	1.04093	178	0.6398		x	0.0113	34.11	x		1.2722	28.86
Tue	07/13/21	267.88277	1.04120	179	0.6436		x	0.0075	33.84	x		1.2760	29.13
Wed	07/14/21	267.95184	1.04146	180	0.6473		x	0.0038	33.58	x		1.2797	29.39
Thu	07/15/21	268.02090	1.04173	0	0.0000			0.0000	33.31	x	x	1.2835	29.66
Fri	07/16/21	268.08997	1.04200	1	0.0035			-0.0035	33.04	x	x	1.2870	29.93
Mon	07/19/21	268.29716	1.04281	4	0.0142			-0.0142	32.23	x	x	1.2977	30.74
Tue	07/20/21	268.36623	1.04308	5	0.0177			-0.0177	31.96	x	x	1.3012	31.01
Wed	07/21/21	268.43529	1.04334	6	0.0213			-0.0213	31.70	x	x	1.3048	31.27
Thu	07/22/21	268.50435	1.04361	7	0.0248			-0.0248	31.43	x	x	1.3083	31.54
Fri	07/23/21	268.57342	1.04388	8	0.0284			-0.0284	31.16	x	x	1.3119	31.81
Mon	07/26/21	268.78061	1.04469	11	0.0390			-0.0390	30.35	x	x	1.3225	32.62
Tue	07/27/21	268.84968	1.04495	12	0.0426			-0.0426	30.09	x	x	1.3261	32.88
Wed	07/28/21	268.91874	1.04522	13	0.0462			-0.0462	29.82	x	x	1.3297	33.15
Thu	07/29/21	268.98781	1.04549	14	0.0497			-0.0497	29.55	x	x	1.3332	33.42
Fri	07/30/21	269.05687	1.04576	15	0.0533			-0.0533	29.28	x	x	1.3368	33.69
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	1.04661	18	0.0640			-0.0640	28.43	x	x	1.3475	34.54
Tue	08/03/21	269.35635	1.04692	19	0.0676			-0.0676	28.12	x	x	1.3511	34.85
Wed	08/04/21	269.43703	1.04724	20	0.0711			-0.0711	27.80	x	x	1.3546	35.17
Thu	08/05/21	269.51771	1.04755	21	0.0747			-0.0747	27.49	x	x	1.3582	35.48
Fri	08/06/21	269.59839	1.04786	22	0.0783			-0.0783	27.18	x	x	1.3618	35.79
Mon	08/09/21	269.84042	1.04881	25	0.0891			-0.0891	26.23	x	x	1.3726	36.74
Tue	08/10/21	269.92110	1.04912	26	0.0927			-0.0927	25.92	x	x	1.3762	37.05
Wed	08/11/21	270.00177	1.04943	27	0.0962			-0.0962	25.61	x	x	1.3797	37.36
Thu	08/12/21	270.08245	1.04975	28	0.0998			-0.0998	25.29	x	x	1.3833	37.68
Fri	08/13/21	270.16313	1.05006	29	0.1034			-0.1034	24.98	x	x	1.3869	37.99
Mon	08/16/21	270.40516	1.05100	32	0.1142			-0.1142	24.04	x	x	1.3977	38.93
Tue	08/17/21	270.48584	1.05131	33	0.1178			-0.1178	23.73	x	x	1.4013	39.24
Wed	08/18/21	270.56652	1.05163	34	0.1215			-0.1215	23.41	x	x	1.4050	39.56
Thu	08/19/21	270.64719	1.05194	35	0.1251			-0.1251	23.10	x	x	1.4086	39.87
Fri	08/20/21	270.72787	1.05225	36	0.1287			-0.1287	22.79	x	x	1.4122	40.18
Mon	08/23/21	270.96990	1.05320	39	0.1395			-0.1395	21.84	x	x	1.4230	41.13
Tue	08/24/21	271.05058	1.05351	40	0.1431			-0.1431	21.53	x	x	1.4266	41.44
Wed	08/25/21	271.13126	1.05382	41	0.1468			-0.1468	21.22	x	x	1.4303	41.75
Thu	08/26/21	271.21194	1.05414	42	0.1504			-0.1504	20.90	x	x	1.4339	42.07
Fri	08/27/21	271.29261	1.05445	43	0.1540			-0.1540	20.59	x	x	1.4375	42.38
Mon	08/30/21	271.53465	1.05539	46	0.1649			-0.1649	19.65	x	x	1.4484	43.32
Tue	08/31/21	271.61532	1.05570	47	0.1685			-0.1685	19.34	x	x	1.4520	43.63
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	1.05602	48	0.1722			-0.1722	19.02	x	x	1.4557	43.95
Thu	09/02/21	271.73957	1.05619	49	0.1758			-0.1758	18.85	x	x	1.4593	44.12
Fri	09/03/21	271.78313	1.05636	50	0.1794			-0.1794	18.68	x	x	1.4629	44.29
Mon	09/06/21	271.91383	1.05686	53	0.1903			-0.1903	18.18	x	x	1.4738	44.79
Tue	09/07/21	271.95740	1.05703	54	0.1939			-0.1939	18.01	x	x	1.4774	44.96
Wed	09/08/21	272.00097	1.05720	55	0.1975			-0.1975	17.84	x	x	1.4810	45.13
Thu	09/09/21	272.04453	1.05737	56	0.2011			-0.2011	17.67	x	x	1.4846	45.30
Fri	09/10/21	272.08810	1.05754	57	0.2048			-0.2048	17.50	x	x	1.4883	45.47
Mon	09/13/21	272.21880	1.05805	60	0.2156			-0.2156	16.99	x	x	1.4991	45.98
Tue	09/14/21	272.26237	1.05822	61	0.2193			-0.2193	16.82	x	x	1.5028	46.15
Wed	09/15/21	272.30593	1.05839	62	0.2229			-0.2229	16.65	x	x	1.5064	46.32
Thu	09/16/21	272.34950	1.05856	63	0.2265			-0.2265	16.48	x	x	1.5100	46.49
Fri	09/17/21	272.39307	1.05873	64	0.2302			-0.2302	16.31	x	x	1.5137	46.66
Mon	09/20/21	272.52377	1.05923	67	0.2411			-0.2411	15.81	x	x	1.5246	47.16
Tue	09/21/21	272.56733	1.05940	68	0.2447			-0.2447	15.64	x	x	1.5282	47.33
Wed	09/22/21	272.61090	1.05957	69	0.2483			-0.2483	15.47	x	x	1.5318	47.50
Thu	09/23/21	272.65447	1.05974	70	0.2520			-0.2520	15.30	x	x	1.5355	47.67
Fri	09/24/21	272.69803	1.05991	71	0.2556			-0.2556	15.13	x	x	1.5391	47.84
Mon	09/27/21	272.82873	1.06042	74	0.2665			-0.2665	14.62	x	x	1.5500	48.35
Tue	09/28/21	272.87230	1.06059	75	0.2702			-0.2702	14.45	x	x	1.5537	48.52
Wed	09/29/21	272.91587	1.06076	76	0.2738			-0.2738	14.28	x	x	1.5573	48.69
Thu	09/30/21	272.95943	1.06093	77	0.2775			-0.2775	14.11	x	x	1.5610	48.86
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	1.06110	78	0.2811			-0.2811	13.94	x	x	1.5646	49.03
Mon	10/04/21	273.05758	1.06131	81	0.2920			-0.2920	13.73	x	x	1.5755	49.24
Tue	10/05/21	273.07577	1.06138	82	0.2956			-0.2956	13.66	x	x	1.5791	49.31
Wed	10/06/21	273.09397	1.06145	83	0.2993			-0.2993	13.59	x	x	1.5828	49.38
Thu	10/07/21	273.11216	1.06152	84	0.3029			-0.3029	13.52	x	x	1.5864	49.45
Fri	10/08/21	273.13035	1.06159	85	0.3065			-0.3065	13.45	x	x	1.5900	49.52
Mon	10/11/21	273.18494	1.06180	88	0.3174			-0.3174	13.24	x	x	1.6009	49.73
Tue	10/12/21	273.20313	1.06188	89	0.3210			-0.3210	13.16	x	x	1.6045	49.81
Wed	10/13/21	273.22132	1.06195	90	0.3246			-0.3246	13.09	x	x	1.6081	49.88
Thu	10/14/21	273.23952	1.06202	91	0.3283			-0.3283	13.02	x	x	1.6118	49.95
Fri	10/15/21	273.25771	1.06209	92	0.3319			-0.3319	12.95	x	x	1.6154	50.02
Mon	10/18/21	273.31229	1.06230	95	0.3428			-0.3428	12.74	x	x	1.6263	50.23
Tue	10/19/21	273.33048	1.06237	96	0.3464			-0.3464	12.67	x	x	1.6299	50.30
Wed	10/20/21	273.34868	1.06244	97	0.3501			-0.3501	12.60	x	x	1.6336	50.37
Thu	10/21/21	273.36687	1.06251	98	0.3537			-0.3537	12.53	x	x	1.6372	50.44
Fri	10/22/21	273.38506	1.06258	99	0.3573			-0.3573	12.46	x	x	1.6408	50.51
Mon	10/25/21	273.43965	1.06279	102	0.3682			-0.3682	12.25	x	x	1.6517	50.72
Tue	10/26/21	273.45784	1.06287	103	0.3719			-0.3719	12.17	x	x	1.6554	50.80
Wed	10/27/21	273.47603	1.06294	104	0.3755			-0.3755	12.10	x	x	1.6590	50.87
Thu	10/28/21	273.49423	1.06301	105	0.3791			-0.3791	12.03	x	x	1.6626	50.94
Fri	10/29/21	273.51242	1.06308	106	0.3828			-0.3828	11.96	x	x	1.6663	51.01
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	11/01/21	273.56700	1.06329	109	0.3937			-0.3937	11.75	x	x	1.6772	51.22
Tue	11/02/21	273.59177	1.06339	110	0.3973			-0.3973	11.65	x	x	1.6808	51.32
Wed	11/03/21	273.61653	1.06348	111	0.4010			-0.4010	11.56	x	x	1.6845	51.41
Thu	11/04/21	273.64130	1.06358	112	0.4046			-0.4046	11.46	x	x	1.6881	51.51
Fri	11/05/21	273.66607	1.06367	113	0.4083			-0.4083	11.37	x	x	1.6918	51.60
Mon	11/08/21	273.74037	1.06396	116	0.4192			-0.4192	11.08	x	x	1.7027	51.89
Tue	11/09/21	273.76513	1.06406	117	0.4229			-0.4229	10.98	x	x	1.7064	51.99
Wed	11/10/21	273.78990	1.06416	118	0.4265			-0.4265	10.88	x	x	1.7100	52.09
Thu	11/11/21	273.81467	1.06425	119	0.4302			-0.4302	10.79	x	x	1.7137	52.18
Fri	11/12/21	273.83943	1.06435	120	0.4338			-0.4338	10.69	x	x	1.7173	52.28
Mon	11/15/21	273.91373	1.06464	123	0.4448			-0.4448	10.40	x	x	1.7283	52.57
Tue	11/16/21	273.93850	1.06473	124	0.4485			-0.4485	10.31	x	x	1.7320	52.66
Wed	11/17/21	273.96327	1.06483	125	0.4521			-0.4521	10.21	x	x	1.7356	52.76
Thu	11/18/21	273.98803	1.06493	126	0.4558			-0.4558	10.11	x	x	1.7393	52.86
Fri	11/19/21	274.01280	1.06502	127	0.4594			-0.4594	10.02	x	x	1.7429	52.95
Mon	11/22/21	274.08710	1.06531	130	0.4704			-0.4704	9.73	x	x	1.7539	53.24
Tue	11/23/21	274.11187	1.06541	131	0.4741			-0.4741	9.63	x	x	1.7576	53.34
Wed	11/24/21	274.13663	1.06550	132	0.4777			-0.4777	9.54	x	x	1.7612	53.43
Thu	11/25/21	274.16140	1.06560	133	0.4814			-0.4814	9.44	x	x	1.7649	53.53
Fri	11/26/21	274.18617	1.06570	134	0.4851			-0.4851	9.34	x	x	1.7686	53.63
Mon	11/29/21	274.26047	1.06598	137	0.4961			-0.4961	9.06	x	x	1.7796	53.91
Tue	11/30/21	274.28523	1.06608	138	0.4997			-0.4997	8.96	x	x	1.7832	54.01
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Wed	12/01/21	274.31000	1.06618	139	0.5034			-0.5034	8.86	x	x	1.7869	54.11
Thu	12/02/21	274.38352	1.06646	140	0.5071			-0.5071	8.58	x	x	1.7906	54.39
Fri	12/03/21	274.45703	1.06675	141	0.5109			-0.5109	8.29	x	x	1.7944	54.68
Mon	12/06/21	274.67758	1.06761	144	0.5222			-0.5222	7.43	x	x	1.8057	55.54
Tue	12/07/21	274.75110	1.06789	145	0.5260			-0.5260	7.15	x	x	1.8095	55.82
Wed	12/08/21	274.82461	1.06818	146	0.5297			-0.5297	6.86	x	x	1.8132	56.11
Thu	12/09/21	274.89813	1.06846	147	0.5335			-0.5335	6.58	x	x	1.8170	56.39
Fri	12/10/21	274.97165	1.06875	148	0.5373			-0.5373	6.29	x	x	1.8208	56.68
Mon	12/13/21	275.19219	1.06961	151	0.5486			-0.5486	5.43	x	x	1.8321	57.54
Tue	12/14/21	275.26571	1.06989	152	0.5524			-0.5524	5.15	x	x	1.8359	57.82
Wed	12/15/21	275.33923	1.07018	153	0.5562			-0.5562	4.86	x	x	1.8397	58.11
Thu	12/16/21	275.41274	1.07046	154	0.5600			-0.5600	4.58	x	x	1.8435	58.39
Fri	12/17/21	275.48626	1.07075	155	0.5637			-0.5637	4.29	x	x	1.8472	58.68
Mon	12/20/21	275.70681	1.07161	158	0.5751			-0.5751	3.43	x	x	1.8586	59.54
Tue	12/21/21	275.78032	1.07189	159	0.5789			-0.5789	3.15	x	x	1.8624	59.82
Wed	12/22/21	275.85384	1.07218	160	0.5827			-0.5827	2.86	x	x	1.8662	60.11
Thu	12/23/21	275.92735	1.07246	161	0.5865			-0.5865	2.58	x	x	1.8700	60.39
Fri	12/24/21	276.00087	1.07275	162	0.5903			-0.5903	2.29	x	x	1.8738	60.68
Mon	12/27/21	276.22142	1.07361	165	0.6017			-0.6017	1.43	x	x	1.8852	61.54
Tue	12/28/21	276.29494	1.07389	166	0.6055			-0.6055	1.15	x	x	1.8890	61.82
Wed	12/29/21	276.36845	1.07418	167	0.6093			-0.6093	0.86	x	x	1.8928	62.11
Thu	12/30/21	276.44197	1.07446	168	0.6131			-0.6131	0.58	x	x	1.8966	62.39
Fri	12/31/21	276.51548	1.07475	169	0.6170			-0.6170	0.29	x	x	1.9005	62.68
Sat	01/01/22	276.58900	1.07504

Generated 12/10/21 10:13