0.25% 30-Year Treasury Inflation Protected Security (TIPS) due February 15, 2050

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

CUSIP Number	912810SM1	Interest 02/15/21 (184 days)	$1.2658
Dated Date	February 15, 2020	Interest 08/15/21 (181 days)	$1.3143
Ref CPI on Dated Date	257.09503	Interest Total	$2.5801
Original Issue Date	February 28, 2019	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	1.01281	139	0.9564	x	x	1.6237	63.01			0.9564	0.00
Mon	01/04/21	260.37261	1.01275	142	0.9770	x	x	1.6031	63.07			0.9770	-0.06
Tue	01/05/21	260.36748	1.01273	143	0.9838	x	x	1.5963	63.09			0.9838	-0.08
Wed	01/06/21	260.36235	1.01271	144	0.9907	x	x	1.5894	63.11			0.9907	-0.10
Thu	01/07/21	260.35723	1.01269	145	0.9976	x	x	1.5825	63.13			0.9976	-0.12
Fri	01/08/21	260.35210	1.01267	146	1.0044	x	x	1.5757	63.15			1.0044	-0.14
Mon	01/11/21	260.33671	1.01261	149	1.0250	x	x	1.5551	63.21			1.0250	-0.20
Tue	01/12/21	260.33158	1.01259	150	1.0319	x	x	1.5482	63.23			1.0319	-0.22
Wed	01/13/21	260.32645	1.01257	151	1.0387	x	x	1.5414	63.25			1.0387	-0.24
Thu	01/14/21	260.32132	1.01255	152	1.0456	x	x	1.5345	63.27			1.0456	-0.26
Fri	01/15/21	260.31619	1.01253	153	1.0524	x	x	1.5277	63.29			1.0524	-0.28
Mon	01/18/21	260.30081	1.01247	156	1.0730	x	x	1.5071	63.35			1.0730	-0.34
Tue	01/19/21	260.29568	1.01245	157	1.0799	x	x	1.5002	63.37			1.0799	-0.36
Wed	01/20/21	260.29055	1.01243	158	1.0867	x	x	1.4934	63.39			1.0867	-0.38
Thu	01/21/21	260.28542	1.01241	159	1.0936	x	x	1.4865	63.41			1.0936	-0.40
Fri	01/22/21	260.28029	1.01239	160	1.1004	x	x	1.4797	63.43			1.1004	-0.42
Mon	01/25/21	260.26490	1.01233	163	1.1210	x	x	1.4591	63.49			1.1210	-0.48
Tue	01/26/21	260.25977	1.01231	164	1.1278	x	x	1.4523	63.51			1.1278	-0.50
Wed	01/27/21	260.25465	1.01229	165	1.1347	x	x	1.4454	63.53			1.1347	-0.52
Thu	01/28/21	260.24952	1.01227	166	1.1416	x	x	1.4385	63.55			1.1416	-0.54
Fri	01/29/21	260.24439	1.01225	167	1.1484	x	x	1.4317	63.57			1.1484	-0.56
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	1.01219	170	1.1690	x	x	1.4111	63.63			1.1690	-0.62
Tue	02/02/21	260.23775	1.01222	171	1.1759	x	x	1.4042	63.60			1.1759	-0.59
Wed	02/03/21	260.24650	1.01226	172	1.1828	x	x	1.3973	63.56			1.1828	-0.55
Thu	02/04/21	260.25525	1.01229	173	1.1897	x	x	1.3904	63.53			1.1897	-0.52
Fri	02/05/21	260.26400	1.01233	174	1.1966	x	x	1.3835	63.49			1.1966	-0.48
Mon	02/08/21	260.29025	1.01243	177	1.2174	x	x	1.3627	63.39			1.2174	-0.38
Tue	02/09/21	260.29900	1.01246	178	1.2243	x	x	1.3558	63.36			1.2243	-0.35
Wed	02/10/21	260.30775	1.01250	179	1.2312	x	x	1.3489	63.32			1.2312	-0.31
Thu	02/11/21	260.31650	1.01253	180	1.2381	x	x	1.3420	63.29			1.2381	-0.28
Fri	02/12/21	260.32525	1.01256	181	1.2451	x	x	1.3350	63.26			1.2451	-0.25
Mon	02/15/21	260.35150	1.01267	0	0.0000		x	1.3143	63.15	x		1.2658	-0.14
Tue	02/16/21	260.36025	1.01270	1	0.0070		x	1.3073	63.12	x		1.2728	-0.11
Wed	02/17/21	260.36900	1.01273	2	0.0140		x	1.3003	63.09	x		1.2798	-0.08
Thu	02/18/21	260.37775	1.01277	3	0.0210		x	1.2933	63.05	x		1.2868	-0.04
Fri	02/19/21	260.38650	1.01280	4	0.0280		x	1.2863	63.02	x		1.2938	-0.01
Mon	02/22/21	260.41275	1.01290	7	0.0490		x	1.2653	62.92	x		1.3148	0.09
Tue	02/23/21	260.42150	1.01294	8	0.0560		x	1.2583	62.88	x		1.3218	0.13
Wed	02/24/21	260.43025	1.01297	9	0.0630		x	1.2513	62.85	x		1.3288	0.16
Thu	02/25/21	260.43900	1.01301	10	0.0700		x	1.2443	62.81	x		1.3358	0.20
Fri	02/26/21	260.44775	1.01304	11	0.0770		x	1.2373	62.78	x		1.3428	0.23
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	1.01314	14	0.0980		x	1.2163	62.68	x		1.3638	0.33
Tue	03/02/21	260.50974	1.01328	15	0.1050		x	1.2093	62.54	x		1.3708	0.47
Wed	03/03/21	260.54548	1.01342	16	0.1120		x	1.2023	62.40	x		1.3778	0.61
Thu	03/04/21	260.58123	1.01356	17	0.1190		x	1.1953	62.26	x		1.3848	0.75
Fri	03/05/21	260.61697	1.01370	18	0.1260		x	1.1883	62.12	x		1.3918	0.89
Mon	03/08/21	260.72419	1.01412	21	0.1471		x	1.1672	61.70	x		1.4129	1.31
Tue	03/09/21	260.75994	1.01426	22	0.1541		x	1.1602	61.56	x		1.4199	1.45
Wed	03/10/21	260.79568	1.01439	23	0.1611		x	1.1532	61.43	x		1.4269	1.58
Thu	03/11/21	260.83142	1.01453	24	0.1682		x	1.1461	61.29	x		1.4340	1.72
Fri	03/12/21	260.86716	1.01467	25	0.1752		x	1.1391	61.15	x		1.4410	1.86
Mon	03/15/21	260.97439	1.01509	28	0.1963		x	1.1180	60.73	x		1.4621	2.28
Tue	03/16/21	261.01013	1.01523	29	0.2033		x	1.1110	60.59	x		1.4691	2.42
Wed	03/17/21	261.04587	1.01537	30	0.2104		x	1.1039	60.45	x		1.4762	2.56
Thu	03/18/21	261.08161	1.01551	31	0.2174		x	1.0969	60.31	x		1.4832	2.70
Fri	03/19/21	261.11735	1.01565	32	0.2245		x	1.0898	60.17	x		1.4903	2.84
Mon	03/22/21	261.22458	1.01606	35	0.2456		x	1.0687	59.76	x		1.5114	3.25
Tue	03/23/21	261.26032	1.01620	36	0.2526		x	1.0617	59.62	x		1.5184	3.39
Wed	03/24/21	261.29606	1.01634	37	0.2597		x	1.0546	59.48	x		1.5255	3.53
Thu	03/25/21	261.33181	1.01648	38	0.2668		x	1.0475	59.34	x		1.5326	3.67
Fri	03/26/21	261.36755	1.01662	39	0.2738		x	1.0405	59.20	x		1.5396	3.81
Mon	03/29/21	261.47477	1.01704	42	0.2950		x	1.0193	58.78	x		1.5608	4.23
Tue	03/30/21	261.51052	1.01717	43	0.3021		x	1.0122	58.65	x		1.5679	4.36
Wed	03/31/21	261.54626	1.01731	44	0.3091		x	1.0052	58.51	x		1.5749	4.50
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	1.01745	45	0.3162		x	0.9981	58.37	x		1.5820	4.64
Fri	04/02/21	261.62973	1.01764	46	0.3233		x	0.9910	58.18	x		1.5891	4.83
Mon	04/05/21	261.77293	1.01820	49	0.3446		x	0.9697	57.62	x		1.6104	5.39
Tue	04/06/21	261.82067	1.01838	50	0.3517		x	0.9626	57.44	x		1.6175	5.57
Wed	04/07/21	261.86840	1.01857	51	0.3588		x	0.9555	57.25	x		1.6246	5.76
Thu	04/08/21	261.91613	1.01875	52	0.3658		x	0.9485	57.07	x		1.6316	5.94
Fri	04/09/21	261.96387	1.01894	53	0.3730		x	0.9413	56.88	x		1.6388	6.13
Mon	04/12/21	262.10707	1.01949	56	0.3943		x	0.9200	56.33	x		1.6601	6.68
Tue	04/13/21	262.15480	1.01968	57	0.4014		x	0.9129	56.14	x		1.6672	6.87
Wed	04/14/21	262.20253	1.01987	58	0.4085		x	0.9058	55.95	x		1.6743	7.06
Thu	04/15/21	262.25027	1.02005	59	0.4156		x	0.8987	55.77	x		1.6814	7.24
Fri	04/16/21	262.29800	1.02024	60	0.4228		x	0.8915	55.58	x		1.6886	7.43
Mon	04/19/21	262.44120	1.02079	63	0.4441		x	0.8702	55.03	x		1.7099	7.98
Tue	04/20/21	262.48893	1.02098	64	0.4513		x	0.8630	54.84	x		1.7171	8.17
Wed	04/21/21	262.53667	1.02117	65	0.4584		x	0.8559	54.65	x		1.7242	8.36
Thu	04/22/21	262.58440	1.02135	66	0.4655		x	0.8488	54.47	x		1.7313	8.54
Fri	04/23/21	262.63213	1.02154	67	0.4727		x	0.8416	54.28	x		1.7385	8.73
Mon	04/26/21	262.77533	1.02209	70	0.4941		x	0.8202	53.73	x		1.7599	9.28
Tue	04/27/21	262.82307	1.02228	71	0.5013		x	0.8130	53.54	x		1.7671	9.47
Wed	04/28/21	262.87080	1.02247	72	0.5084		x	0.8059	53.35	x		1.7742	9.66
Thu	04/29/21	262.91853	1.02265	73	0.5156		x	0.7987	53.17	x		1.7814	9.84
Fri	04/30/21	262.96627	1.02284	74	0.5227		x	0.7916	52.98	x		1.7885	10.03
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	1.02349	77	0.5443		x	0.7700	52.33	x		1.8101	10.68
Tue	05/04/21	263.19429	1.02372	78	0.5515		x	0.7628	52.10	x		1.8173	10.91
Wed	05/05/21	263.25439	1.02396	79	0.5587		x	0.7556	51.86	x		1.8245	11.15
Thu	05/06/21	263.31448	1.02419	80	0.5659		x	0.7484	51.63	x		1.8317	11.38
Fri	05/07/21	263.37458	1.02443	81	0.5731		x	0.7412	51.39	x		1.8389	11.62
Mon	05/10/21	263.55487	1.02513	84	0.5947		x	0.7196	50.69	x		1.8605	12.32
Tue	05/11/21	263.61497	1.02536	85	0.6019		x	0.7124	50.46	x		1.8677	12.55
Wed	05/12/21	263.67506	1.02559	86	0.6091		x	0.7052	50.23	x		1.8749	12.78
Thu	05/13/21	263.73516	1.02583	87	0.6163		x	0.6980	49.99	x		1.8821	13.02
Fri	05/14/21	263.79526	1.02606	88	0.6236		x	0.6907	49.76	x		1.8894	13.25
Mon	05/17/21	263.97555	1.02676	91	0.6453		x	0.6690	49.06	x		1.9111	13.95
Tue	05/18/21	264.03565	1.02700	92	0.6525		x	0.6618	48.82	x		1.9183	14.19
Wed	05/19/21	264.09574	1.02723	93	0.6598		x	0.6545	48.59	x		1.9256	14.42
Thu	05/20/21	264.15584	1.02746	94	0.6670		x	0.6473	48.36	x		1.9328	14.65
Fri	05/21/21	264.21594	1.02770	95	0.6743		x	0.6400	48.12	x		1.9401	14.89
Mon	05/24/21	264.39623	1.02840	98	0.6960		x	0.6183	47.42	x		1.9618	15.59
Tue	05/25/21	264.45632	1.02863	99	0.7033		x	0.6110	47.19	x		1.9691	15.82
Wed	05/26/21	264.51642	1.02887	100	0.7105		x	0.6038	46.95	x		1.9763	16.06
Thu	05/27/21	264.57652	1.02910	101	0.7178		x	0.5965	46.72	x		1.9836	16.29
Fri	05/28/21	264.63661	1.02933	102	0.7251		x	0.5892	46.49	x		1.9909	16.52
Mon	05/31/21	264.81690	1.03004	105	0.7469		x	0.5674	45.78	x		2.0127	17.23
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	1.03027	106	0.7542		x	0.5601	45.55	x		2.0200	17.46
Wed	06/02/21	264.94957	1.03055	107	0.7615		x	0.5528	45.27	x		2.0273	17.74
Thu	06/03/21	265.02213	1.03083	108	0.7689		x	0.5454	44.99	x		2.0347	18.02
Fri	06/04/21	265.09470	1.03112	109	0.7762		x	0.5381	44.70	x		2.0420	18.31
Mon	06/07/21	265.31240	1.03196	112	0.7982		x	0.5161	43.86	x		2.0640	19.15
Tue	06/08/21	265.38497	1.03224	113	0.8055		x	0.5088	43.58	x		2.0713	19.43
Wed	06/09/21	265.45753	1.03253	114	0.8129		x	0.5014	43.29	x		2.0787	19.72
Thu	06/10/21	265.53010	1.03281	115	0.8203		x	0.4940	43.01	x		2.0861	20.00
Fri	06/11/21	265.60267	1.03309	116	0.8276		x	0.4867	42.73	x		2.0934	20.28
Mon	06/14/21	265.82037	1.03394	119	0.8497		x	0.4646	41.88	x		2.1155	21.13
Tue	06/15/21	265.89293	1.03422	120	0.8571		x	0.4572	41.60	x		2.1229	21.41
Wed	06/16/21	265.96550	1.03450	121	0.8645		x	0.4498	41.32	x		2.1303	21.69
Thu	06/17/21	266.03807	1.03478	122	0.8718		x	0.4425	41.04	x		2.1376	21.97
Fri	06/18/21	266.11063	1.03507	123	0.8792		x	0.4351	40.75	x		2.1450	22.26
Mon	06/21/21	266.32833	1.03591	126	0.9014		x	0.4129	39.91	x		2.1672	23.10
Tue	06/22/21	266.40090	1.03620	127	0.9088		x	0.4055	39.62	x		2.1746	23.39
Wed	06/23/21	266.47347	1.03648	128	0.9162		x	0.3981	39.34	x		2.1820	23.67
Thu	06/24/21	266.54603	1.03676	129	0.9236		x	0.3907	39.06	x		2.1894	23.95
Fri	06/25/21	266.61860	1.03704	130	0.9310		x	0.3833	38.78	x		2.1968	24.23
Mon	06/28/21	266.83630	1.03789	133	0.9533		x	0.3610	37.93	x		2.2191	25.08
Tue	06/29/21	266.90887	1.03817	134	0.9607		x	0.3536	37.65	x		2.2265	25.36
Wed	06/30/21	266.98143	1.03845	135	0.9682		x	0.3461	37.37	x		2.2340	25.64
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	1.03874	136	0.9756		x	0.3387	37.08	x		2.2414	25.93
Fri	07/02/21	267.12306	1.03901	137	0.9830		x	0.3313	36.81	x		2.2488	26.20
Mon	07/05/21	267.33026	1.03981	140	1.0053		x	0.3090	36.01	x		2.2711	27.00
Tue	07/06/21	267.39932	1.04008	141	1.0128		x	0.3015	35.74	x		2.2786	27.27
Wed	07/07/21	267.46839	1.04035	142	1.0202		x	0.2941	35.47	x		2.2860	27.54
Thu	07/08/21	267.53745	1.04062	143	1.0277		x	0.2866	35.20	x		2.2935	27.81
Fri	07/09/21	267.60652	1.04089	144	1.0351		x	0.2792	34.93	x		2.3009	28.08
Mon	07/12/21	267.81371	1.04169	147	1.0575		x	0.2568	34.13	x		2.3233	28.88
Tue	07/13/21	267.88277	1.04196	148	1.0650		x	0.2493	33.86	x		2.3308	29.15
Wed	07/14/21	267.95184	1.04223	149	1.0725		x	0.2418	33.59	x		2.3383	29.42
Thu	07/15/21	268.02090	1.04250	150	1.0799		x	0.2344	33.32	x		2.3457	29.69
Fri	07/16/21	268.08997	1.04277	151	1.0874		x	0.2269	33.05	x		2.3532	29.96
Mon	07/19/21	268.29716	1.04357	154	1.1099		x	0.2044	32.25	x		2.3757	30.76
Tue	07/20/21	268.36623	1.04384	155	1.1174		x	0.1969	31.98	x		2.3832	31.03
Wed	07/21/21	268.43529	1.04411	156	1.1249		x	0.1894	31.71	x		2.3907	31.30
Thu	07/22/21	268.50435	1.04438	157	1.1324		x	0.1819	31.44	x		2.3982	31.57
Fri	07/23/21	268.57342	1.04465	158	1.1399		x	0.1744	31.17	x		2.4057	31.84
Mon	07/26/21	268.78061	1.04545	161	1.1624		x	0.1519	30.37	x		2.4282	32.64
Tue	07/27/21	268.84968	1.04572	162	1.1699		x	0.1444	30.10	x		2.4357	32.91
Wed	07/28/21	268.91874	1.04599	163	1.1775		x	0.1368	29.83	x		2.4433	33.18
Thu	07/29/21	268.98781	1.04626	164	1.1850		x	0.1293	29.56	x		2.4508	33.45
Fri	07/30/21	269.05687	1.04653	165	1.1925		x	0.1218	29.29	x		2.4583	33.72
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	1.04738	168	1.2152		x	0.0991	28.44	x		2.4810	34.57
Tue	08/03/21	269.35635	1.04769	169	1.2228		x	0.0915	28.13	x		2.4886	34.88
Wed	08/04/21	269.43703	1.04801	170	1.2304		x	0.0839	27.81	x		2.4962	35.20
Thu	08/05/21	269.51771	1.04832	171	1.2380		x	0.0763	27.50	x		2.5038	35.51
Fri	08/06/21	269.59839	1.04863	172	1.2456		x	0.0687	27.19	x		2.5114	35.82
Mon	08/09/21	269.84042	1.04957	175	1.2685		x	0.0458	26.25	x		2.5343	36.76
Tue	08/10/21	269.92110	1.04989	176	1.2761		x	0.0382	25.93	x		2.5419	37.08
Wed	08/11/21	270.00177	1.05020	177	1.2837		x	0.0306	25.62	x		2.5495	37.39
Thu	08/12/21	270.08245	1.05052	178	1.2914		x	0.0229	25.30	x		2.5572	37.71
Fri	08/13/21	270.16313	1.05083	179	1.2990		x	0.0153	24.99	x		2.5648	38.02
Sun	08/15/21	270.32448	1.05146	0	0.0000			0.0000	24.36	x	x	2.5801	38.65
Mon	08/16/21	270.40516	1.05177	1	0.0071			-0.0071	24.05	x	x	2.5872	38.96
Tue	08/17/21	270.48584	1.05209	2	0.0143			-0.0143	23.73	x	x	2.5944	39.28
Wed	08/18/21	270.56652	1.05240	3	0.0214			-0.0214	23.42	x	x	2.6015	39.59
Thu	08/19/21	270.64719	1.05271	4	0.0286			-0.0286	23.11	x	x	2.6087	39.90
Fri	08/20/21	270.72787	1.05303	5	0.0358			-0.0358	22.79	x	x	2.6159	40.22
Mon	08/23/21	270.96990	1.05397	8	0.0573			-0.0573	21.85	x	x	2.6374	41.16
Tue	08/24/21	271.05058	1.05428	9	0.0645			-0.0645	21.54	x	x	2.6446	41.47
Wed	08/25/21	271.13126	1.05460	10	0.0716			-0.0716	21.22	x	x	2.6517	41.79
Thu	08/26/21	271.21194	1.05491	11	0.0788			-0.0788	20.91	x	x	2.6589	42.10
Fri	08/27/21	271.29261	1.05522	12	0.0860			-0.0860	20.60	x	x	2.6661	42.41
Mon	08/30/21	271.53465	1.05616	15	0.1076			-0.1076	19.66	x	x	2.6877	43.35
Tue	08/31/21	271.61532	1.05648	16	0.1148			-0.1148	19.34	x	x	2.6949	43.67
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	1.05679	17	0.1220			-0.1220	19.03	x	x	2.7021	43.98
Thu	09/02/21	271.73957	1.05696	18	0.1292			-0.1292	18.86	x	x	2.7093	44.15
Fri	09/03/21	271.78313	1.05713	19	0.1365			-0.1365	18.69	x	x	2.7166	44.32
Mon	09/06/21	271.91383	1.05764	22	0.1581			-0.1581	18.18	x	x	2.7382	44.83
Tue	09/07/21	271.95740	1.05781	23	0.1653			-0.1653	18.01	x	x	2.7454	45.00
Wed	09/08/21	272.00097	1.05798	24	0.1725			-0.1725	17.84	x	x	2.7526	45.17
Thu	09/09/21	272.04453	1.05815	25	0.1797			-0.1797	17.67	x	x	2.7598	45.34
Fri	09/10/21	272.08810	1.05832	26	0.1869			-0.1869	17.50	x	x	2.7670	45.51
Mon	09/13/21	272.21880	1.05883	29	0.2086			-0.2086	16.99	x	x	2.7887	46.02
Tue	09/14/21	272.26237	1.05900	30	0.2158			-0.2158	16.82	x	x	2.7959	46.19
Wed	09/15/21	272.30593	1.05916	31	0.2231			-0.2231	16.66	x	x	2.8032	46.35
Thu	09/16/21	272.34950	1.05933	32	0.2303			-0.2303	16.49	x	x	2.8104	46.52
Fri	09/17/21	272.39307	1.05950	33	0.2375			-0.2375	16.32	x	x	2.8176	46.69
Mon	09/20/21	272.52377	1.06001	36	0.2592			-0.2592	15.81	x	x	2.8393	47.20
Tue	09/21/21	272.56733	1.06018	37	0.2665			-0.2665	15.64	x	x	2.8466	47.37
Wed	09/22/21	272.61090	1.06035	38	0.2737			-0.2737	15.47	x	x	2.8538	47.54
Thu	09/23/21	272.65447	1.06052	39	0.2810			-0.2810	15.30	x	x	2.8611	47.71
Fri	09/24/21	272.69803	1.06069	40	0.2882			-0.2882	15.13	x	x	2.8683	47.88
Mon	09/27/21	272.82873	1.06120	43	0.3100			-0.3100	14.62	x	x	2.8901	48.39
Tue	09/28/21	272.87230	1.06137	44	0.3173			-0.3173	14.45	x	x	2.8974	48.56
Wed	09/29/21	272.91587	1.06154	45	0.3245			-0.3245	14.28	x	x	2.9046	48.73
Thu	09/30/21	272.95943	1.06171	46	0.3318			-0.3318	14.11	x	x	2.9119	48.90
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	1.06188	47	0.3391			-0.3391	13.94	x	x	2.9192	49.07
Mon	10/04/21	273.05758	1.06209	50	0.3608			-0.3608	13.73	x	x	2.9409	49.28
Tue	10/05/21	273.07577	1.06216	51	0.3680			-0.3680	13.66	x	x	2.9481	49.35
Wed	10/06/21	273.09397	1.06223	52	0.3752			-0.3752	13.59	x	x	2.9553	49.42
Thu	10/07/21	273.11216	1.06230	53	0.3825			-0.3825	13.52	x	x	2.9626	49.49
Fri	10/08/21	273.13035	1.06237	54	0.3897			-0.3897	13.45	x	x	2.9698	49.56
Mon	10/11/21	273.18494	1.06258	57	0.4115			-0.4115	13.24	x	x	2.9916	49.77
Tue	10/12/21	273.20313	1.06265	58	0.4187			-0.4187	13.17	x	x	2.9988	49.84
Wed	10/13/21	273.22132	1.06273	59	0.4260			-0.4260	13.09	x	x	3.0061	49.92
Thu	10/14/21	273.23952	1.06280	60	0.4332			-0.4332	13.02	x	x	3.0133	49.99
Fri	10/15/21	273.25771	1.06287	61	0.4405			-0.4405	12.95	x	x	3.0206	50.06
Mon	10/18/21	273.31229	1.06308	64	0.4622			-0.4622	12.74	x	x	3.0423	50.27
Tue	10/19/21	273.33048	1.06315	65	0.4695			-0.4695	12.67	x	x	3.0496	50.34
Wed	10/20/21	273.34868	1.06322	66	0.4767			-0.4767	12.60	x	x	3.0568	50.41
Thu	10/21/21	273.36687	1.06329	67	0.4840			-0.4840	12.53	x	x	3.0641	50.48
Fri	10/22/21	273.38506	1.06336	68	0.4912			-0.4912	12.46	x	x	3.0713	50.55
Mon	10/25/21	273.43965	1.06357	71	0.5130			-0.5130	12.25	x	x	3.0931	50.76
Tue	10/26/21	273.45784	1.06364	72	0.5203			-0.5203	12.18	x	x	3.1004	50.83
Wed	10/27/21	273.47603	1.06372	73	0.5275			-0.5275	12.10	x	x	3.1076	50.91
Thu	10/28/21	273.49423	1.06379	74	0.5348			-0.5348	12.03	x	x	3.1149	50.98
Fri	10/29/21	273.51242	1.06386	75	0.5420			-0.5420	11.96	x	x	3.1221	51.05
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	1.06407	78	0.5638			-0.5638	11.75	x	x	3.1439	51.26
Tue	11/02/21	273.59177	1.06417	79	0.5711			-0.5711	11.65	x	x	3.1512	51.36
Wed	11/03/21	273.61653	1.06426	80	0.5784			-0.5784	11.56	x	x	3.1585	51.45
Thu	11/04/21	273.64130	1.06436	81	0.5857			-0.5857	11.46	x	x	3.1658	51.55
Fri	11/05/21	273.66607	1.06445	82	0.5930			-0.5930	11.37	x	x	3.1731	51.64
Mon	11/08/21	273.74037	1.06474	85	0.6148			-0.6148	11.08	x	x	3.1949	51.93
Tue	11/09/21	273.76513	1.06484	86	0.6221			-0.6221	10.98	x	x	3.2022	52.03
Wed	11/10/21	273.78990	1.06494	87	0.6294			-0.6294	10.88	x	x	3.2095	52.13
Thu	11/11/21	273.81467	1.06503	88	0.6367			-0.6367	10.79	x	x	3.2168	52.22
Fri	11/12/21	273.83943	1.06513	89	0.6440			-0.6440	10.69	x	x	3.2241	52.32
Mon	11/15/21	273.91373	1.06542	92	0.6659			-0.6659	10.40	x	x	3.2460	52.61
Tue	11/16/21	273.93850	1.06551	93	0.6732			-0.6732	10.31	x	x	3.2533	52.70
Wed	11/17/21	273.96327	1.06561	94	0.6805			-0.6805	10.21	x	x	3.2606	52.80
Thu	11/18/21	273.98803	1.06571	95	0.6878			-0.6878	10.11	x	x	3.2679	52.90
Fri	11/19/21	274.01280	1.06580	96	0.6951			-0.6951	10.02	x	x	3.2752	52.99
Mon	11/22/21	274.08710	1.06609	99	0.7170			-0.7170	9.73	x	x	3.2971	53.28
Tue	11/23/21	274.11187	1.06619	100	0.7243			-0.7243	9.63	x	x	3.3044	53.38
Wed	11/24/21	274.13663	1.06629	101	0.7316			-0.7316	9.53	x	x	3.3117	53.48
Thu	11/25/21	274.16140	1.06638	102	0.7389			-0.7389	9.44	x	x	3.3190	53.57
Fri	11/26/21	274.18617	1.06648	103	0.7462			-0.7462	9.34	x	x	3.3263	53.67
Mon	11/29/21	274.26047	1.06677	106	0.7682			-0.7682	9.05	x	x	3.3483	53.96
Tue	11/30/21	274.28523	1.06686	107	0.7755			-0.7755	8.96	x	x	3.3556	54.05
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	1.06696	108	0.7828			-0.7828	8.86	x	x	3.3629	54.15
Thu	12/02/21	274.38352	1.06725	109	0.7903			-0.7903	8.57	x	x	3.3704	54.44
Fri	12/03/21	274.45703	1.06753	110	0.7977			-0.7977	8.29	x	x	3.3778	54.72
Mon	12/06/21	274.67758	1.06839	113	0.8202			-0.8202	7.43	x	x	3.4003	55.58
Tue	12/07/21	274.75110	1.06868	114	0.8276			-0.8276	7.14	x	x	3.4077	55.87
Wed	12/08/21	274.82461	1.06896	115	0.8351			-0.8351	6.86	x	x	3.4152	56.15
Thu	12/09/21	274.89813	1.06925	116	0.8426			-0.8426	6.57	x	x	3.4227	56.44
Fri	12/10/21	274.97165	1.06953	117	0.8501			-0.8501	6.29	x	x	3.4302	56.72
Mon	12/13/21	275.19219	1.07039	120	0.8726			-0.8726	5.43	x	x	3.4527	57.58
Tue	12/14/21	275.26571	1.07068	121	0.8801			-0.8801	5.14	x	x	3.4602	57.87
Wed	12/15/21	275.33923	1.07096	122	0.8876			-0.8876	4.86	x	x	3.4677	58.15
Thu	12/16/21	275.41274	1.07125	123	0.8951			-0.8951	4.57	x	x	3.4752	58.44
Fri	12/17/21	275.48626	1.07153	124	0.9026			-0.9026	4.29	x	x	3.4827	58.72
Mon	12/20/21	275.70681	1.07239	127	0.9252			-0.9252	3.43	x	x	3.5053	59.58
Tue	12/21/21	275.78032	1.07268	128	0.9328			-0.9328	3.14	x	x	3.5129	59.87
Wed	12/22/21	275.85384	1.07296	129	0.9403			-0.9403	2.86	x	x	3.5204	60.15
Thu	12/23/21	275.92735	1.07325	130	0.9478			-0.9478	2.57	x	x	3.5279	60.44
Fri	12/24/21	276.00087	1.07354	131	0.9554			-0.9554	2.28	x	x	3.5355	60.73
Mon	12/27/21	276.22142	1.07439	134	0.9780			-0.9780	1.43	x	x	3.5581	61.58
Tue	12/28/21	276.29494	1.07468	135	0.9856			-0.9856	1.14	x	x	3.5657	61.87
Wed	12/29/21	276.36845	1.07497	136	0.9932			-0.9932	0.85	x	x	3.5733	62.16
Thu	12/30/21	276.44197	1.07525	137	1.0007			-1.0007	0.57	x	x	3.5808	62.44
Fri	12/31/21	276.51548	1.07554	138	1.0083			-1.0083	0.28	x	x	3.5884	62.73
Sat	01/01/22	276.58900	1.07582

Generated 12/10/21 10:13