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

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

CUSIP Number	912828ZZ6	Interest 01/15/21 (184 days)	$0.6346
Dated Date	July 15, 2020	Interest 07/15/21 (181 days)	$0.6534
Ref CPI on Dated Date	256.39126	Interest Total	$1.2880
Original Issue Date	July 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	1.01559	170	0.5864	x	x	0.7016	63.19			0.5864	0.00
Mon	01/04/21	260.37261	1.01553	173	0.5968	x	x	0.6912	63.25			0.5968	-0.06
Tue	01/05/21	260.36748	1.01551	174	0.6002	x	x	0.6878	63.27			0.6002	-0.08
Wed	01/06/21	260.36235	1.01549	175	0.6036	x	x	0.6844	63.29			0.6036	-0.10
Thu	01/07/21	260.35723	1.01547	176	0.6071	x	x	0.6809	63.31			0.6071	-0.12
Fri	01/08/21	260.35210	1.01545	177	0.6105	x	x	0.6775	63.33			0.6105	-0.14
Mon	01/11/21	260.33671	1.01539	180	0.6208	x	x	0.6672	63.39			0.6208	-0.20
Tue	01/12/21	260.33158	1.01537	181	0.6243	x	x	0.6637	63.41			0.6243	-0.22
Wed	01/13/21	260.32645	1.01535	182	0.6277	x	x	0.6603	63.43			0.6277	-0.24
Thu	01/14/21	260.32132	1.01533	183	0.6311	x	x	0.6569	63.45			0.6311	-0.26
Fri	01/15/21	260.31619	1.01531	0	0.0000		x	0.6534	63.47	x		0.6346	-0.28
Mon	01/18/21	260.30081	1.01525	3	0.0105		x	0.6429	63.53	x		0.6451	-0.34
Tue	01/19/21	260.29568	1.01523	4	0.0140		x	0.6394	63.55	x		0.6486	-0.36
Wed	01/20/21	260.29055	1.01521	5	0.0175		x	0.6359	63.57	x		0.6521	-0.38
Thu	01/21/21	260.28542	1.01519	6	0.0210		x	0.6324	63.59	x		0.6556	-0.40
Fri	01/22/21	260.28029	1.01517	7	0.0245		x	0.6289	63.61	x		0.6591	-0.42
Mon	01/25/21	260.26490	1.01511	10	0.0351		x	0.6183	63.67	x		0.6697	-0.48
Tue	01/26/21	260.25977	1.01509	11	0.0386		x	0.6148	63.69	x		0.6732	-0.50
Wed	01/27/21	260.25465	1.01507	12	0.0421		x	0.6113	63.71	x		0.6767	-0.52
Thu	01/28/21	260.24952	1.01505	13	0.0456		x	0.6078	63.73	x		0.6802	-0.54
Fri	01/29/21	260.24439	1.01503	14	0.0491		x	0.6043	63.75	x		0.6837	-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	1.01497	17	0.0596		x	0.5938	63.81	x		0.6942	-0.62
Tue	02/02/21	260.23775	1.01500	18	0.0631		x	0.5903	63.78	x		0.6977	-0.59
Wed	02/03/21	260.24650	1.01504	19	0.0666		x	0.5868	63.74	x		0.7012	-0.55
Thu	02/04/21	260.25525	1.01507	20	0.0701		x	0.5833	63.71	x		0.7047	-0.52
Fri	02/05/21	260.26400	1.01510	21	0.0736		x	0.5798	63.68	x		0.7082	-0.49
Mon	02/08/21	260.29025	1.01521	24	0.0841		x	0.5693	63.57	x		0.7187	-0.38
Tue	02/09/21	260.29900	1.01524	25	0.0876		x	0.5658	63.54	x		0.7222	-0.35
Wed	02/10/21	260.30775	1.01528	26	0.0912		x	0.5622	63.50	x		0.7258	-0.31
Thu	02/11/21	260.31650	1.01531	27	0.0947		x	0.5587	63.47	x		0.7293	-0.28
Fri	02/12/21	260.32525	1.01534	28	0.0982		x	0.5552	63.44	x		0.7328	-0.25
Mon	02/15/21	260.35150	1.01545	31	0.1087		x	0.5447	63.33	x		0.7433	-0.14
Tue	02/16/21	260.36025	1.01548	32	0.1122		x	0.5412	63.30	x		0.7468	-0.11
Wed	02/17/21	260.36900	1.01551	33	0.1157		x	0.5377	63.27	x		0.7503	-0.08
Thu	02/18/21	260.37775	1.01555	34	0.1192		x	0.5342	63.23	x		0.7538	-0.04
Fri	02/19/21	260.38650	1.01558	35	0.1227		x	0.5307	63.20	x		0.7573	-0.01
Mon	02/22/21	260.41275	1.01568	38	0.1333		x	0.5201	63.10	x		0.7679	0.09
Tue	02/23/21	260.42150	1.01572	39	0.1368		x	0.5166	63.06	x		0.7714	0.13
Wed	02/24/21	260.43025	1.01575	40	0.1403		x	0.5131	63.03	x		0.7749	0.16
Thu	02/25/21	260.43900	1.01579	41	0.1438		x	0.5096	62.99	x		0.7784	0.20
Fri	02/26/21	260.44775	1.01582	42	0.1473		x	0.5061	62.96	x		0.7819	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	1.01592	45	0.1579		x	0.4955	62.86	x		0.7925	0.33
Tue	03/02/21	260.50974	1.01606	46	0.1614		x	0.4920	62.72	x		0.7960	0.47
Wed	03/03/21	260.54548	1.01620	47	0.1649		x	0.4885	62.58	x		0.7995	0.61
Thu	03/04/21	260.58123	1.01634	48	0.1685		x	0.4849	62.44	x		0.8031	0.75
Fri	03/05/21	260.61697	1.01648	49	0.1720		x	0.4814	62.30	x		0.8066	0.89
Mon	03/08/21	260.72419	1.01690	52	0.1826		x	0.4708	61.88	x		0.8172	1.31
Tue	03/09/21	260.75994	1.01704	53	0.1861		x	0.4673	61.74	x		0.8207	1.45
Wed	03/10/21	260.79568	1.01718	54	0.1897		x	0.4637	61.60	x		0.8243	1.59
Thu	03/11/21	260.83142	1.01732	55	0.1932		x	0.4602	61.46	x		0.8278	1.73
Fri	03/12/21	260.86716	1.01746	56	0.1967		x	0.4567	61.32	x		0.8313	1.87
Mon	03/15/21	260.97439	1.01788	59	0.2074		x	0.4460	60.90	x		0.8420	2.29
Tue	03/16/21	261.01013	1.01801	60	0.2109		x	0.4425	60.77	x		0.8455	2.42
Wed	03/17/21	261.04587	1.01815	61	0.2145		x	0.4389	60.63	x		0.8491	2.56
Thu	03/18/21	261.08161	1.01829	62	0.2180		x	0.4354	60.49	x		0.8526	2.70
Fri	03/19/21	261.11735	1.01843	63	0.2216		x	0.4318	60.35	x		0.8562	2.84
Mon	03/22/21	261.22458	1.01885	66	0.2322		x	0.4212	59.93	x		0.8668	3.26
Tue	03/23/21	261.26032	1.01899	67	0.2357		x	0.4177	59.79	x		0.8703	3.40
Wed	03/24/21	261.29606	1.01913	68	0.2393		x	0.4141	59.65	x		0.8739	3.54
Thu	03/25/21	261.33181	1.01927	69	0.2429		x	0.4105	59.51	x		0.8775	3.68
Fri	03/26/21	261.36755	1.01941	70	0.2464		x	0.4070	59.37	x		0.8810	3.82
Mon	03/29/21	261.47477	1.01983	73	0.2571		x	0.3963	58.95	x		0.8917	4.24
Tue	03/30/21	261.51052	1.01997	74	0.2606		x	0.3928	58.81	x		0.8952	4.38
Wed	03/31/21	261.54626	1.02011	75	0.2642		x	0.3892	58.67	x		0.8988	4.52
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Thu	04/01/21	261.58200	1.02025	76	0.2677		x	0.3857	58.53	x		0.9023	4.66
Fri	04/02/21	261.62973	1.02043	77	0.2713		x	0.3821	58.35	x		0.9059	4.84
Mon	04/05/21	261.77293	1.02099	80	0.2820		x	0.3714	57.79	x		0.9166	5.40
Tue	04/06/21	261.82067	1.02118	81	0.2856		x	0.3678	57.60	x		0.9202	5.59
Wed	04/07/21	261.86840	1.02136	82	0.2892		x	0.3642	57.42	x		0.9238	5.77
Thu	04/08/21	261.91613	1.02155	83	0.2928		x	0.3606	57.23	x		0.9274	5.96
Fri	04/09/21	261.96387	1.02173	84	0.2964		x	0.3570	57.05	x		0.9310	6.14
Mon	04/12/21	262.10707	1.02229	87	0.3071		x	0.3463	56.49	x		0.9417	6.70
Tue	04/13/21	262.15480	1.02248	88	0.3107		x	0.3427	56.30	x		0.9453	6.89
Wed	04/14/21	262.20253	1.02267	89	0.3143		x	0.3391	56.11	x		0.9489	7.08
Thu	04/15/21	262.25027	1.02285	90	0.3179		x	0.3355	55.93	x		0.9525	7.26
Fri	04/16/21	262.29800	1.02304	91	0.3215		x	0.3319	55.74	x		0.9561	7.45
Mon	04/19/21	262.44120	1.02360	94	0.3322		x	0.3212	55.18	x		0.9668	8.01
Tue	04/20/21	262.48893	1.02378	95	0.3358		x	0.3176	55.00	x		0.9704	8.19
Wed	04/21/21	262.53667	1.02397	96	0.3394		x	0.3140	54.81	x		0.9740	8.38
Thu	04/22/21	262.58440	1.02416	97	0.3430		x	0.3104	54.62	x		0.9776	8.57
Fri	04/23/21	262.63213	1.02434	98	0.3466		x	0.3068	54.44	x		0.9812	8.75
Mon	04/26/21	262.77533	1.02490	101	0.3574		x	0.2960	53.88	x		0.9920	9.31
Tue	04/27/21	262.82307	1.02509	102	0.3610		x	0.2924	53.69	x		0.9956	9.50
Wed	04/28/21	262.87080	1.02527	103	0.3647		x	0.2887	53.51	x		0.9993	9.68
Thu	04/29/21	262.91853	1.02546	104	0.3683		x	0.2851	53.32	x		1.0029	9.87
Fri	04/30/21	262.96627	1.02564	105	0.3719		x	0.2815	53.14	x		1.0065	10.05
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	1.02630	108	0.3827		x	0.2707	52.48	x		1.0173	10.71
Tue	05/04/21	263.19429	1.02653	109	0.3864		x	0.2670	52.25	x		1.0210	10.94
Wed	05/05/21	263.25439	1.02677	110	0.3900		x	0.2634	52.01	x		1.0246	11.18
Thu	05/06/21	263.31448	1.02700	111	0.3936		x	0.2598	51.78	x		1.0282	11.41
Fri	05/07/21	263.37458	1.02724	112	0.3973		x	0.2561	51.54	x		1.0319	11.65
Mon	05/10/21	263.55487	1.02794	115	0.4082		x	0.2452	50.84	x		1.0428	12.35
Tue	05/11/21	263.61497	1.02817	116	0.4118		x	0.2416	50.61	x		1.0464	12.58
Wed	05/12/21	263.67506	1.02841	117	0.4155		x	0.2379	50.37	x		1.0501	12.82
Thu	05/13/21	263.73516	1.02864	118	0.4191		x	0.2343	50.14	x		1.0537	13.05
Fri	05/14/21	263.79526	1.02888	119	0.4228		x	0.2306	49.90	x		1.0574	13.29
Mon	05/17/21	263.97555	1.02958	122	0.4337		x	0.2197	49.20	x		1.0683	13.99
Tue	05/18/21	264.03565	1.02982	123	0.4374		x	0.2160	48.96	x		1.0720	14.23
Wed	05/19/21	264.09574	1.03005	124	0.4410		x	0.2124	48.73	x		1.0756	14.46
Thu	05/20/21	264.15584	1.03028	125	0.4447		x	0.2087	48.50	x		1.0793	14.69
Fri	05/21/21	264.21594	1.03052	126	0.4484		x	0.2050	48.26	x		1.0830	14.93
Mon	05/24/21	264.39623	1.03122	129	0.4593		x	0.1941	47.56	x		1.0939	15.63
Tue	05/25/21	264.45632	1.03146	130	0.4630		x	0.1904	47.32	x		1.0976	15.87
Wed	05/26/21	264.51642	1.03169	131	0.4667		x	0.1867	47.09	x		1.1013	16.10
Thu	05/27/21	264.57652	1.03192	132	0.4704		x	0.1830	46.86	x		1.1050	16.33
Fri	05/28/21	264.63661	1.03216	133	0.4740		x	0.1794	46.62	x		1.1086	16.57
Mon	05/31/21	264.81690	1.03286	136	0.4850		x	0.1684	45.92	x		1.1196	17.27
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	1.03310	137	0.4887		x	0.1647	45.68	x		1.1233	17.51
Wed	06/02/21	264.94957	1.03338	138	0.4924		x	0.1610	45.40	x		1.1270	17.79
Thu	06/03/21	265.02213	1.03366	139	0.4961		x	0.1573	45.12	x		1.1307	18.07
Fri	06/04/21	265.09470	1.03395	140	0.4998		x	0.1536	44.83	x		1.1344	18.36
Mon	06/07/21	265.31240	1.03480	143	0.5110		x	0.1424	43.98	x		1.1456	19.21
Tue	06/08/21	265.38497	1.03508	144	0.5147		x	0.1387	43.70	x		1.1493	19.49
Wed	06/09/21	265.45753	1.03536	145	0.5184		x	0.1350	43.42	x		1.1530	19.77
Thu	06/10/21	265.53010	1.03564	146	0.5221		x	0.1313	43.14	x		1.1567	20.05
Fri	06/11/21	265.60267	1.03593	147	0.5258		x	0.1276	42.85	x		1.1604	20.34
Mon	06/14/21	265.82037	1.03678	150	0.5370		x	0.1164	42.00	x		1.1716	21.19
Tue	06/15/21	265.89293	1.03706	151	0.5407		x	0.1127	41.72	x		1.1753	21.47
Wed	06/16/21	265.96550	1.03734	152	0.5445		x	0.1089	41.44	x		1.1791	21.75
Thu	06/17/21	266.03807	1.03763	153	0.5482		x	0.1052	41.15	x		1.1828	22.04
Fri	06/18/21	266.11063	1.03791	154	0.5519		x	0.1015	40.87	x		1.1865	22.32
Mon	06/21/21	266.32833	1.03876	157	0.5631		x	0.0903	40.02	x		1.1977	23.17
Tue	06/22/21	266.40090	1.03904	158	0.5669		x	0.0865	39.74	x		1.2015	23.45
Wed	06/23/21	266.47347	1.03932	159	0.5706		x	0.0828	39.46	x		1.2052	23.73
Thu	06/24/21	266.54603	1.03961	160	0.5744		x	0.0790	39.17	x		1.2090	24.02
Fri	06/25/21	266.61860	1.03989	161	0.5781		x	0.0753	38.89	x		1.2127	24.30
Mon	06/28/21	266.83630	1.04074	164	0.5894		x	0.0640	38.04	x		1.2240	25.15
Tue	06/29/21	266.90887	1.04102	165	0.5931		x	0.0603	37.76	x		1.2277	25.43
Wed	06/30/21	266.98143	1.04130	166	0.5969		x	0.0565	37.48	x		1.2315	25.71
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	1.04159	167	0.6006		x	0.0528	37.19	x		1.2352	26.00
Fri	07/02/21	267.12306	1.04186	168	0.6044		x	0.0490	36.92	x		1.2390	26.27
Mon	07/05/21	267.33026	1.04267	171	0.6157		x	0.0377	36.11	x		1.2503	27.08
Tue	07/06/21	267.39932	1.04293	172	0.6194		x	0.0340	35.85	x		1.2540	27.34
Wed	07/07/21	267.46839	1.04320	173	0.6232		x	0.0302	35.58	x		1.2578	27.61
Thu	07/08/21	267.53745	1.04347	174	0.6269		x	0.0265	35.31	x		1.2615	27.88
Fri	07/09/21	267.60652	1.04374	175	0.6307		x	0.0227	35.04	x		1.2653	28.15
Mon	07/12/21	267.81371	1.04455	178	0.6420		x	0.0114	34.23	x		1.2766	28.96
Tue	07/13/21	267.88277	1.04482	179	0.6458		x	0.0076	33.96	x		1.2804	29.23
Wed	07/14/21	267.95184	1.04509	180	0.6496		x	0.0038	33.69	x		1.2842	29.50
Thu	07/15/21	268.02090	1.04536	0	0.0000			0.0000	33.42	x	x	1.2880	29.77
Fri	07/16/21	268.08997	1.04563	1	0.0036			-0.0036	33.15	x	x	1.2916	30.04
Mon	07/19/21	268.29716	1.04644	4	0.0142			-0.0142	32.34	x	x	1.3022	30.85
Tue	07/20/21	268.36623	1.04671	5	0.0178			-0.0178	32.07	x	x	1.3058	31.12
Wed	07/21/21	268.43529	1.04698	6	0.0213			-0.0213	31.80	x	x	1.3093	31.39
Thu	07/22/21	268.50435	1.04724	7	0.0249			-0.0249	31.54	x	x	1.3129	31.65
Fri	07/23/21	268.57342	1.04751	8	0.0285			-0.0285	31.27	x	x	1.3165	31.92
Mon	07/26/21	268.78061	1.04832	11	0.0392			-0.0392	30.46	x	x	1.3272	32.73
Tue	07/27/21	268.84968	1.04859	12	0.0427			-0.0427	30.19	x	x	1.3307	33.00
Wed	07/28/21	268.91874	1.04886	13	0.0463			-0.0463	29.92	x	x	1.3343	33.27
Thu	07/29/21	268.98781	1.04913	14	0.0499			-0.0499	29.65	x	x	1.3379	33.54
Fri	07/30/21	269.05687	1.04940	15	0.0535			-0.0535	29.38	x	x	1.3415	33.81
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	08/02/21	269.27568	1.05025	18	0.0642			-0.0642	28.53	x	x	1.3522	34.66
Tue	08/03/21	269.35635	1.05057	19	0.0678			-0.0678	28.21	x	x	1.3558	34.98
Wed	08/04/21	269.43703	1.05088	20	0.0714			-0.0714	27.90	x	x	1.3594	35.29
Thu	08/05/21	269.51771	1.05120	21	0.0750			-0.0750	27.58	x	x	1.3630	35.61
Fri	08/06/21	269.59839	1.05151	22	0.0786			-0.0786	27.27	x	x	1.3666	35.92
Mon	08/09/21	269.84042	1.05246	25	0.0894			-0.0894	26.32	x	x	1.3774	36.87
Tue	08/10/21	269.92110	1.05277	26	0.0930			-0.0930	26.01	x	x	1.3810	37.18
Wed	08/11/21	270.00177	1.05308	27	0.0966			-0.0966	25.70	x	x	1.3846	37.49
Thu	08/12/21	270.08245	1.05340	28	0.1002			-0.1002	25.38	x	x	1.3882	37.81
Fri	08/13/21	270.16313	1.05371	29	0.1038			-0.1038	25.07	x	x	1.3918	38.12
Mon	08/16/21	270.40516	1.05466	32	0.1146			-0.1146	24.12	x	x	1.4026	39.07
Tue	08/17/21	270.48584	1.05497	33	0.1183			-0.1183	23.81	x	x	1.4063	39.38
Wed	08/18/21	270.56652	1.05529	34	0.1219			-0.1219	23.49	x	x	1.4099	39.70
Thu	08/19/21	270.64719	1.05560	35	0.1255			-0.1255	23.18	x	x	1.4135	40.01
Fri	08/20/21	270.72787	1.05592	36	0.1291			-0.1291	22.86	x	x	1.4171	40.33
Mon	08/23/21	270.96990	1.05686	39	0.1400			-0.1400	21.92	x	x	1.4280	41.27
Tue	08/24/21	271.05058	1.05718	40	0.1436			-0.1436	21.60	x	x	1.4316	41.59
Wed	08/25/21	271.13126	1.05749	41	0.1473			-0.1473	21.29	x	x	1.4353	41.90
Thu	08/26/21	271.21194	1.05780	42	0.1509			-0.1509	20.98	x	x	1.4389	42.21
Fri	08/27/21	271.29261	1.05812	43	0.1545			-0.1545	20.66	x	x	1.4425	42.53
Mon	08/30/21	271.53465	1.05906	46	0.1655			-0.1655	19.72	x	x	1.4535	43.47
Tue	08/31/21	271.61532	1.05938	47	0.1691			-0.1691	19.40	x	x	1.4571	43.79
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	1.05969	48	0.1728			-0.1728	19.09	x	x	1.4608	44.10
Thu	09/02/21	271.73957	1.05986	49	0.1764			-0.1764	18.92	x	x	1.4644	44.27
Fri	09/03/21	271.78313	1.06003	50	0.1800			-0.1800	18.75	x	x	1.4680	44.44
Mon	09/06/21	271.91383	1.06054	53	0.1909			-0.1909	18.24	x	x	1.4789	44.95
Tue	09/07/21	271.95740	1.06071	54	0.1946			-0.1946	18.07	x	x	1.4826	45.12
Wed	09/08/21	272.00097	1.06088	55	0.1982			-0.1982	17.90	x	x	1.4862	45.29
Thu	09/09/21	272.04453	1.06105	56	0.2018			-0.2018	17.73	x	x	1.4898	45.46
Fri	09/10/21	272.08810	1.06122	57	0.2055			-0.2055	17.56	x	x	1.4935	45.63
Mon	09/13/21	272.21880	1.06173	60	0.2164			-0.2164	17.05	x	x	1.5044	46.14
Tue	09/14/21	272.26237	1.06190	61	0.2200			-0.2200	16.88	x	x	1.5080	46.31
Wed	09/15/21	272.30593	1.06207	62	0.2237			-0.2237	16.71	x	x	1.5117	46.48
Thu	09/16/21	272.34950	1.06224	63	0.2273			-0.2273	16.54	x	x	1.5153	46.65
Fri	09/17/21	272.39307	1.06241	64	0.2310			-0.2310	16.37	x	x	1.5190	46.82
Mon	09/20/21	272.52377	1.06292	67	0.2419			-0.2419	15.86	x	x	1.5299	47.33
Tue	09/21/21	272.56733	1.06309	68	0.2456			-0.2456	15.69	x	x	1.5336	47.50
Wed	09/22/21	272.61090	1.06326	69	0.2492			-0.2492	15.52	x	x	1.5372	47.67
Thu	09/23/21	272.65447	1.06343	70	0.2529			-0.2529	15.35	x	x	1.5409	47.84
Fri	09/24/21	272.69803	1.06360	71	0.2565			-0.2565	15.18	x	x	1.5445	48.01
Mon	09/27/21	272.82873	1.06411	74	0.2675			-0.2675	14.67	x	x	1.5555	48.52
Tue	09/28/21	272.87230	1.06428	75	0.2711			-0.2711	14.50	x	x	1.5591	48.69
Wed	09/29/21	272.91587	1.06445	76	0.2748			-0.2748	14.33	x	x	1.5628	48.86
Thu	09/30/21	272.95943	1.06462	77	0.2785			-0.2785	14.16	x	x	1.5665	49.03
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	1.06479	78	0.2821			-0.2821	13.99	x	x	1.5701	49.20
Mon	10/04/21	273.05758	1.06500	81	0.2930			-0.2930	13.78	x	x	1.5810	49.41
Tue	10/05/21	273.07577	1.06507	82	0.2967			-0.2967	13.71	x	x	1.5847	49.48
Wed	10/06/21	273.09397	1.06515	83	0.3003			-0.3003	13.63	x	x	1.5883	49.56
Thu	10/07/21	273.11216	1.06522	84	0.3039			-0.3039	13.56	x	x	1.5919	49.63
Fri	10/08/21	273.13035	1.06529	85	0.3076			-0.3076	13.49	x	x	1.5956	49.70
Mon	10/11/21	273.18494	1.06550	88	0.3185			-0.3185	13.28	x	x	1.6065	49.91
Tue	10/12/21	273.20313	1.06557	89	0.3221			-0.3221	13.21	x	x	1.6101	49.98
Wed	10/13/21	273.22132	1.06564	90	0.3258			-0.3258	13.14	x	x	1.6138	50.05
Thu	10/14/21	273.23952	1.06571	91	0.3294			-0.3294	13.07	x	x	1.6174	50.12
Fri	10/15/21	273.25771	1.06578	92	0.3331			-0.3331	13.00	x	x	1.6211	50.19
Mon	10/18/21	273.31229	1.06600	95	0.3440			-0.3440	12.78	x	x	1.6320	50.41
Tue	10/19/21	273.33048	1.06607	96	0.3476			-0.3476	12.71	x	x	1.6356	50.48
Wed	10/20/21	273.34868	1.06614	97	0.3513			-0.3513	12.64	x	x	1.6393	50.55
Thu	10/21/21	273.36687	1.06621	98	0.3549			-0.3549	12.57	x	x	1.6429	50.62
Fri	10/22/21	273.38506	1.06628	99	0.3586			-0.3586	12.50	x	x	1.6466	50.69
Mon	10/25/21	273.43965	1.06649	102	0.3695			-0.3695	12.29	x	x	1.6575	50.90
Tue	10/26/21	273.45784	1.06656	103	0.3732			-0.3732	12.22	x	x	1.6612	50.97
Wed	10/27/21	273.47603	1.06664	104	0.3768			-0.3768	12.14	x	x	1.6648	51.05
Thu	10/28/21	273.49423	1.06671	105	0.3805			-0.3805	12.07	x	x	1.6685	51.12
Fri	10/29/21	273.51242	1.06678	106	0.3841			-0.3841	12.00	x	x	1.6721	51.19
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	1.06699	109	0.3950			-0.3950	11.79	x	x	1.6830	51.40
Tue	11/02/21	273.59177	1.06709	110	0.3987			-0.3987	11.69	x	x	1.6867	51.50
Wed	11/03/21	273.61653	1.06718	111	0.4024			-0.4024	11.60	x	x	1.6904	51.59
Thu	11/04/21	273.64130	1.06728	112	0.4060			-0.4060	11.50	x	x	1.6940	51.69
Fri	11/05/21	273.66607	1.06738	113	0.4097			-0.4097	11.40	x	x	1.6977	51.79
Mon	11/08/21	273.74037	1.06767	116	0.4207			-0.4207	11.11	x	x	1.7087	52.08
Tue	11/09/21	273.76513	1.06776	117	0.4243			-0.4243	11.02	x	x	1.7123	52.17
Wed	11/10/21	273.78990	1.06786	118	0.4280			-0.4280	10.92	x	x	1.7160	52.27
Thu	11/11/21	273.81467	1.06796	119	0.4317			-0.4317	10.82	x	x	1.7197	52.37
Fri	11/12/21	273.83943	1.06805	120	0.4353			-0.4353	10.73	x	x	1.7233	52.46
Mon	11/15/21	273.91373	1.06834	123	0.4464			-0.4464	10.44	x	x	1.7344	52.75
Tue	11/16/21	273.93850	1.06844	124	0.4500			-0.4500	10.34	x	x	1.7380	52.85
Wed	11/17/21	273.96327	1.06854	125	0.4537			-0.4537	10.24	x	x	1.7417	52.95
Thu	11/18/21	273.98803	1.06863	126	0.4574			-0.4574	10.15	x	x	1.7454	53.04
Fri	11/19/21	274.01280	1.06873	127	0.4610			-0.4610	10.05	x	x	1.7490	53.14
Mon	11/22/21	274.08710	1.06902	130	0.4721			-0.4721	9.76	x	x	1.7601	53.43
Tue	11/23/21	274.11187	1.06912	131	0.4757			-0.4757	9.66	x	x	1.7637	53.53
Wed	11/24/21	274.13663	1.06921	132	0.4794			-0.4794	9.57	x	x	1.7674	53.62
Thu	11/25/21	274.16140	1.06931	133	0.4831			-0.4831	9.47	x	x	1.7711	53.72
Fri	11/26/21	274.18617	1.06941	134	0.4868			-0.4868	9.37	x	x	1.7748	53.82
Mon	11/29/21	274.26047	1.06970	137	0.4978			-0.4978	9.08	x	x	1.7858	54.11
Tue	11/30/21	274.28523	1.06979	138	0.5015			-0.5015	8.99	x	x	1.7895	54.20
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	1.06989	139	0.5051			-0.5051	8.89	x	x	1.7931	54.30
Thu	12/02/21	274.38352	1.07018	140	0.5089			-0.5089	8.60	x	x	1.7969	54.59
Fri	12/03/21	274.45703	1.07046	141	0.5127			-0.5127	8.32	x	x	1.8007	54.87
Mon	12/06/21	274.67758	1.07132	144	0.5240			-0.5240	7.46	x	x	1.8120	55.73
Tue	12/07/21	274.75110	1.07161	145	0.5278			-0.5278	7.17	x	x	1.8158	56.02
Wed	12/08/21	274.82461	1.07190	146	0.5316			-0.5316	6.88	x	x	1.8196	56.31
Thu	12/09/21	274.89813	1.07218	147	0.5354			-0.5354	6.60	x	x	1.8234	56.59
Fri	12/10/21	274.97165	1.07247	148	0.5391			-0.5391	6.31	x	x	1.8271	56.88
Mon	12/13/21	275.19219	1.07333	151	0.5505			-0.5505	5.45	x	x	1.8385	57.74
Tue	12/14/21	275.26571	1.07362	152	0.5543			-0.5543	5.16	x	x	1.8423	58.03
Wed	12/15/21	275.33923	1.07390	153	0.5581			-0.5581	4.88	x	x	1.8461	58.31
Thu	12/16/21	275.41274	1.07419	154	0.5619			-0.5619	4.59	x	x	1.8499	58.60
Fri	12/17/21	275.48626	1.07448	155	0.5657			-0.5657	4.30	x	x	1.8537	58.89
Mon	12/20/21	275.70681	1.07534	158	0.5771			-0.5771	3.44	x	x	1.8651	59.75
Tue	12/21/21	275.78032	1.07562	159	0.5809			-0.5809	3.16	x	x	1.8689	60.03
Wed	12/22/21	275.85384	1.07591	160	0.5847			-0.5847	2.87	x	x	1.8727	60.32
Thu	12/23/21	275.92735	1.07620	161	0.5885			-0.5885	2.58	x	x	1.8765	60.61
Fri	12/24/21	276.00087	1.07648	162	0.5924			-0.5924	2.30	x	x	1.8804	60.89
Mon	12/27/21	276.22142	1.07734	165	0.6038			-0.6038	1.44	x	x	1.8918	61.75
Tue	12/28/21	276.29494	1.07763	166	0.6076			-0.6076	1.15	x	x	1.8956	62.04
Wed	12/29/21	276.36845	1.07792	167	0.6115			-0.6115	0.86	x	x	1.8995	62.33
Thu	12/30/21	276.44197	1.07820	168	0.6153			-0.6153	0.58	x	x	1.9033	62.61
Fri	12/31/21	276.51548	1.07849	169	0.6191			-0.6191	0.29	x	x	1.9071	62.90
Sat	01/01/22	276.58900	1.07878

Generated 12/10/21 10:13