2.375% 20-Year Treasury Inflation Protected Security (TIPS) due January 15, 2027

Interest and OID per $1,000 Face Value for 2020

CUSIP Number	912810PS1	Interest 01/15/20 (184 days)	$15.1501
Dated Date	January 15, 2007	Interest 07/15/20 (182 days)	$15.0976
Ref CPI on Dated Date	201.66452	Interest Total	$30.2477
Original Issue Date	January 31, 2007	Interest 01/15/21 (184 days)

						Purchased on Settelment Date & held to 01/01/21				Held on 01/01/20 & 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
Wed	01/01/20	257.34600	1.27611	170	14.0008	x	x	16.2469	15.08			14.0008	0.00
Thu	01/02/20	257.34155	1.27609	171	14.0829	x	x	16.1648	15.10			14.0829	-0.02
Fri	01/03/20	257.33710	1.27607	172	14.1651	x	x	16.0826	15.12			14.1651	-0.04
Mon	01/06/20	257.32374	1.27600	175	14.4113	x	x	15.8364	15.19			14.4113	-0.11
Tue	01/07/20	257.31929	1.27598	176	14.4935	x	x	15.7542	15.21			14.4935	-0.13
Wed	01/08/20	257.31484	1.27595	177	14.5755	x	x	15.6722	15.24			14.5755	-0.16
Thu	01/09/20	257.31039	1.27593	178	14.6576	x	x	15.5901	15.26			14.6576	-0.18
Fri	01/10/20	257.30594	1.27591	179	14.7397	x	x	15.5080	15.28			14.7397	-0.20
Mon	01/13/20	257.29258	1.27584	182	14.9859	x	x	15.2618	15.35			14.9859	-0.27
Tue	01/14/20	257.28813	1.27582	183	15.0680	x	x	15.1797	15.37			15.0680	-0.29
Wed	01/15/20	257.28368	1.27580	0	0.0000		x	15.0976	15.39	x		15.1501	-0.31
Thu	01/16/20	257.27923	1.27578	1	0.0832		x	15.0144	15.41	x		15.2333	-0.33
Fri	01/17/20	257.27477	1.27576	2	0.1665		x	14.9311	15.43	x		15.3166	-0.35
Mon	01/20/20	257.26142	1.27569	5	0.4162		x	14.6814	15.50	x		15.5663	-0.42
Tue	01/21/20	257.25697	1.27567	6	0.4994		x	14.5982	15.52	x		15.6495	-0.44
Wed	01/22/20	257.25252	1.27565	7	0.5826		x	14.5150	15.54	x		15.7327	-0.46
Thu	01/23/20	257.24806	1.27562	8	0.6658		x	14.4318	15.57	x		15.8159	-0.49
Fri	01/24/20	257.24361	1.27560	9	0.7491		x	14.3485	15.59	x		15.8992	-0.51
Mon	01/27/20	257.23026	1.27554	12	0.9987		x	14.0989	15.65	x		16.1488	-0.57
Tue	01/28/20	257.22581	1.27551	13	1.0819		x	14.0157	15.68	x		16.2320	-0.60
Wed	01/29/20	257.22135	1.27549	14	1.1651		x	13.9325	15.70	x		16.3152	-0.62
Thu	01/30/20	257.21690	1.27547	15	1.2483		x	13.8493	15.72	x		16.3984	-0.64
Fri	01/31/20	257.21245	1.27545	16	1.3315		x	13.7661	15.74	x		16.4816	-0.66
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	02/03/20	257.19186	1.27535	19	1.5810		x	13.5166	15.84	x		16.7311	-0.76
Tue	02/04/20	257.18379	1.27531	20	1.6642		x	13.4334	15.88	x		16.8143	-0.80
Wed	02/05/20	257.17572	1.27527	21	1.7474		x	13.3502	15.92	x		16.8975	-0.84
Thu	02/06/20	257.16766	1.27523	22	1.8305		x	13.2671	15.96	x		16.9806	-0.88
Fri	02/07/20	257.15959	1.27519	23	1.9137		x	13.1839	16.00	x		17.0638	-0.92
Mon	02/10/20	257.13538	1.27507	26	2.1631		x	12.9345	16.12	x		17.3132	-1.04
Tue	02/11/20	257.12731	1.27503	27	2.2462		x	12.8514	16.16	x		17.3963	-1.08
Wed	02/12/20	257.11924	1.27499	28	2.3293		x	12.7683	16.20	x		17.4794	-1.12
Thu	02/13/20	257.11117	1.27494	29	2.4124		x	12.6852	16.25	x		17.5625	-1.17
Fri	02/14/20	257.10310	1.27490	30	2.4955		x	12.6021	16.29	x		17.6456	-1.21
Mon	02/17/20	257.07890	1.27478	33	2.7448		x	12.3528	16.41	x		17.8949	-1.33
Tue	02/18/20	257.07083	1.27474	34	2.8279		x	12.2697	16.45	x		17.9780	-1.37
Wed	02/19/20	257.06276	1.27470	35	2.9110		x	12.1866	16.49	x		18.0611	-1.41
Thu	02/20/20	257.05469	1.27466	36	2.9941		x	12.1035	16.53	x		18.1442	-1.45
Fri	02/21/20	257.04662	1.27462	37	3.0771		x	12.0205	16.57	x		18.2272	-1.49
Mon	02/24/20	257.02241	1.27450	40	3.3263		x	11.7713	16.69	x		18.4764	-1.61
Tue	02/25/20	257.01434	1.27446	41	3.4094		x	11.6882	16.73	x		18.5595	-1.65
Wed	02/26/20	257.00628	1.27442	42	3.4924		x	11.6052	16.77	x		18.6425	-1.69
Thu	02/27/20	256.99821	1.27438	43	3.5754		x	11.5222	16.81	x		18.7255	-1.73
Fri	02/28/20	256.99014	1.27434	44	3.6585		x	11.4391	16.85	x		18.8086	-1.77
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	03/02/20	257.00616	1.27442	47	3.9082		x	11.1894	16.77	x		19.0583	-1.69
Tue	03/03/20	257.03832	1.27458	48	3.9918		x	11.1058	16.61	x		19.1419	-1.53
Wed	03/04/20	257.07048	1.27474	49	4.0755		x	11.0221	16.45	x		19.2256	-1.37
Thu	03/05/20	257.10265	1.27490	50	4.1592		x	10.9384	16.29	x		19.3093	-1.21
Fri	03/06/20	257.13481	1.27506	51	4.2429		x	10.8547	16.13	x		19.3930	-1.05
Mon	03/09/20	257.23129	1.27554	54	4.4942		x	10.6034	15.65	x		19.6443	-0.57
Tue	03/10/20	257.26345	1.27570	55	4.5780		x	10.5196	15.49	x		19.7281	-0.41
Wed	03/11/20	257.29561	1.27586	56	4.6618		x	10.4358	15.33	x		19.8119	-0.25
Thu	03/12/20	257.32777	1.27602	57	4.7456		x	10.3520	15.17	x		19.8957	-0.09
Fri	03/13/20	257.35994	1.27618	58	4.8295		x	10.2681	15.01	x		19.9796	0.07
Mon	03/16/20	257.45642	1.27666	61	5.0812		x	10.0164	14.53	x		20.2313	0.55
Tue	03/17/20	257.48858	1.27682	62	5.1652		x	9.9324	14.37	x		20.3153	0.71
Wed	03/18/20	257.52074	1.27698	63	5.2491		x	9.8485	14.21	x		20.3992	0.87
Thu	03/19/20	257.55290	1.27714	64	5.3331		x	9.7645	14.05	x		20.4832	1.03
Fri	03/20/20	257.58506	1.27729	65	5.4171		x	9.6805	13.90	x		20.5672	1.18
Mon	03/23/20	257.68155	1.27777	68	5.6692		x	9.4284	13.42	x		20.8193	1.66
Tue	03/24/20	257.71371	1.27793	69	5.7533		x	9.3443	13.26	x		20.9034	1.82
Wed	03/25/20	257.74587	1.27809	70	5.8374		x	9.2602	13.10	x		20.9875	1.98
Thu	03/26/20	257.77803	1.27825	71	5.9216		x	9.1760	12.94	x		21.0717	2.14
Fri	03/27/20	257.81019	1.27841	72	6.0057		x	9.0919	12.78	x		21.1558	2.30
Mon	03/30/20	257.90668	1.27889	75	6.2583		x	8.8393	12.30	x		21.4084	2.78
Tue	03/31/20	257.93884	1.27905	76	6.3425		x	8.7551	12.14	x		21.4926	2.94
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	04/01/20	257.97100	1.27921	77	6.4268		x	8.6708	11.98	x		21.5769	3.10
Thu	04/02/20	257.99457	1.27933	78	6.5109		x	8.5867	11.86	x		21.6610	3.22
Fri	04/03/20	258.01813	1.27944	79	6.5949		x	8.5027	11.75	x		21.7450	3.33
Mon	04/06/20	258.08883	1.27979	82	6.8472		x	8.2504	11.40	x		21.9973	3.68
Tue	04/07/20	258.11240	1.27991	83	6.9314		x	8.1662	11.28	x		22.0815	3.80
Wed	04/08/20	258.13597	1.28003	84	7.0155		x	8.0821	11.16	x		22.1656	3.92
Thu	04/09/20	258.15953	1.28014	85	7.0997		x	7.9979	11.05	x		22.2498	4.03
Fri	04/10/20	258.18310	1.28026	86	7.1839		x	7.9137	10.93	x		22.3340	4.15
Mon	04/13/20	258.25380	1.28061	89	7.4365		x	7.6611	10.58	x		22.5866	4.50
Tue	04/14/20	258.27737	1.28073	90	7.5208		x	7.5768	10.46	x		22.6709	4.62
Wed	04/15/20	258.30093	1.28084	91	7.6050		x	7.4926	10.35	x		22.7551	4.73
Thu	04/16/20	258.32450	1.28096	92	7.6893		x	7.4083	10.23	x		22.8394	4.85
Fri	04/17/20	258.34807	1.28108	93	7.7736		x	7.3240	10.11	x		22.9237	4.97
Mon	04/20/20	258.41877	1.28143	96	8.0265		x	7.0711	9.76	x		23.1766	5.32
Tue	04/21/20	258.44233	1.28155	97	8.1109		x	6.9867	9.64	x		23.2610	5.44
Wed	04/22/20	258.46590	1.28166	98	8.1952		x	6.9024	9.53	x		23.3453	5.55
Thu	04/23/20	258.48947	1.28178	99	8.2796		x	6.8180	9.41	x		23.4297	5.67
Fri	04/24/20	258.51303	1.28190	100	8.3640		x	6.7336	9.29	x		23.5141	5.79
Mon	04/27/20	258.58373	1.28225	103	8.6173		x	6.4803	8.94	x		23.7674	6.14
Tue	04/28/20	258.60730	1.28236	104	8.7017		x	6.3959	8.83	x		23.8518	6.25
Wed	04/29/20	258.63087	1.28248	105	8.7862		x	6.3114	8.71	x		23.9363	6.37
Thu	04/30/20	258.65443	1.28260	106	8.8707		x	6.2269	8.59	x		24.0208	6.49
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	05/01/20	258.67800	1.28271	107	8.9552		x	6.1424	8.48	x		24.1053	6.60
Mon	05/04/20	258.62352	1.28244	110	9.2043		x	5.8933	8.75	x		24.3544	6.33
Tue	05/05/20	258.60535	1.28235	111	9.2873		x	5.8103	8.84	x		24.4374	6.24
Wed	05/06/20	258.58719	1.28226	112	9.3704		x	5.7272	8.93	x		24.5205	6.15
Thu	05/07/20	258.56903	1.28217	113	9.4534		x	5.6442	9.02	x		24.6035	6.06
Fri	05/08/20	258.55087	1.28208	114	9.5364		x	5.5612	9.11	x		24.6865	5.97
Mon	05/11/20	258.49639	1.28181	117	9.7852		x	5.3124	9.38	x		24.9353	5.70
Tue	05/12/20	258.47823	1.28172	118	9.8682		x	5.2294	9.47	x		25.0183	5.61
Wed	05/13/20	258.46006	1.28163	119	9.9511		x	5.1465	9.56	x		25.1012	5.52
Thu	05/14/20	258.44190	1.28154	120	10.0340		x	5.0636	9.65	x		25.1841	5.43
Fri	05/15/20	258.42374	1.28145	121	10.1169		x	4.9807	9.74	x		25.2670	5.34
Mon	05/18/20	258.36926	1.28118	124	10.3656		x	4.7320	10.01	x		25.5157	5.07
Tue	05/19/20	258.35110	1.28109	125	10.4485		x	4.6491	10.10	x		25.5986	4.98
Wed	05/20/20	258.33294	1.28100	126	10.5313		x	4.5663	10.19	x		25.6814	4.89
Thu	05/21/20	258.31477	1.28091	127	10.6141		x	4.4835	10.28	x		25.7642	4.80
Fri	05/22/20	258.29661	1.28082	128	10.6970		x	4.4006	10.37	x		25.8471	4.71
Mon	05/25/20	258.24213	1.28055	131	10.9454		x	4.1522	10.64	x		26.0955	4.44
Tue	05/26/20	258.22397	1.28046	132	11.0281		x	4.0695	10.73	x		26.1782	4.35
Wed	05/27/20	258.20581	1.28037	133	11.1109		x	3.9867	10.82	x		26.2610	4.26
Thu	05/28/20	258.18765	1.28028	134	11.1937		x	3.9039	10.91	x		26.3438	4.17
Fri	05/29/20	258.16948	1.28019	135	11.2764		x	3.8212	11.00	x		26.4265	4.08
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	06/01/20	258.11500	1.27992	138	11.5246		x	3.5730	11.27	x		26.6747	3.81
Tue	06/02/20	258.05747	1.27964	139	11.6055		x	3.4921	11.55	x		26.7556	3.53
Wed	06/03/20	257.99993	1.27935	140	11.6864		x	3.4112	11.84	x		26.8365	3.24
Thu	06/04/20	257.94240	1.27907	141	11.7673		x	3.3303	12.12	x		26.9174	2.96
Fri	06/05/20	257.88487	1.27878	142	11.8480		x	3.2496	12.41	x		26.9981	2.67
Mon	06/08/20	257.71227	1.27793	145	12.0903		x	3.0073	13.26	x		27.2404	1.82
Tue	06/09/20	257.65473	1.27764	146	12.1709		x	2.9267	13.55	x		27.3210	1.53
Wed	06/10/20	257.59720	1.27736	147	12.2516		x	2.8460	13.83	x		27.4017	1.25
Thu	06/11/20	257.53967	1.27707	148	12.3321		x	2.7655	14.12	x		27.4822	0.96
Fri	06/12/20	257.48213	1.27678	149	12.4127		x	2.6849	14.41	x		27.5628	0.67
Mon	06/15/20	257.30953	1.27593	152	12.6541		x	2.4435	15.26	x		27.8042	-0.18
Tue	06/16/20	257.25200	1.27564	153	12.7345		x	2.3631	15.55	x		27.8846	-0.47
Wed	06/17/20	257.19447	1.27536	154	12.8149		x	2.2827	15.83	x		27.9650	-0.75
Thu	06/18/20	257.13693	1.27507	155	12.8952		x	2.2024	16.12	x		28.0453	-1.04
Fri	06/19/20	257.07940	1.27479	156	12.9755		x	2.1221	16.40	x		28.1256	-1.32
Mon	06/22/20	256.90680	1.27393	159	13.2161		x	1.8815	17.26	x		28.3662	-2.18
Tue	06/23/20	256.84927	1.27365	160	13.2963		x	1.8013	17.54	x		28.4464	-2.46
Wed	06/24/20	256.79173	1.27336	161	13.3764		x	1.7212	17.83	x		28.5265	-2.75
Thu	06/25/20	256.73420	1.27308	162	13.4565		x	1.6411	18.11	x		28.6066	-3.03
Fri	06/26/20	256.67667	1.27279	163	13.5365		x	1.5611	18.40	x		28.6866	-3.32
Mon	06/29/20	256.50407	1.27193	166	13.7763		x	1.3213	19.26	x		28.9264	-4.18
Tue	06/30/20	256.44653	1.27165	167	13.8563		x	1.2413	19.54	x		29.0064	-4.46
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	07/01/20	256.38900	1.27136	168	13.9361		x	1.1615	19.83	x		29.0862	-4.75
Thu	07/02/20	256.38916	1.27136	169	14.0190		x	1.0786	19.83	x		29.1691	-4.75
Fri	07/03/20	256.38932	1.27137	170	14.1021		x	0.9955	19.82	x		29.2522	-4.74
Mon	07/06/20	256.38981	1.27137	173	14.3509		x	0.7467	19.82	x		29.5010	-4.74
Tue	07/07/20	256.38997	1.27137	174	14.4339		x	0.6637	19.82	x		29.5840	-4.74
Wed	07/08/20	256.39013	1.27137	175	14.5168		x	0.5808	19.82	x		29.6669	-4.74
Thu	07/09/20	256.39029	1.27137	176	14.5998		x	0.4978	19.82	x		29.7499	-4.74
Fri	07/10/20	256.39045	1.27137	177	14.6828		x	0.4148	19.82	x		29.8329	-4.74
Mon	07/13/20	256.39094	1.27137	180	14.9316		x	0.1660	19.82	x		30.0817	-4.74
Tue	07/14/20	256.39110	1.27137	181	15.0146		x	0.0830	19.82	x		30.1647	-4.74
Wed	07/15/20	256.39126	1.27138	0	0.0000			0.0000	19.81	x	x	30.2477	-4.73
Thu	07/16/20	256.39142	1.27138	1	0.0821			-0.0821	19.81	x	x	30.3298	-4.73
Fri	07/17/20	256.39158	1.27138	2	0.1641			-0.1641	19.81	x	x	30.4118	-4.73
Mon	07/20/20	256.39206	1.27138	5	0.4103			-0.4103	19.81	x	x	30.6580	-4.73
Tue	07/21/20	256.39223	1.27138	6	0.4923			-0.4923	19.81	x	x	30.7400	-4.73
Wed	07/22/20	256.39239	1.27138	7	0.5744			-0.5744	19.81	x	x	30.8221	-4.73
Thu	07/23/20	256.39255	1.27138	8	0.6564			-0.6564	19.81	x	x	30.9041	-4.73
Fri	07/24/20	256.39271	1.27138	9	0.7385			-0.7385	19.81	x	x	30.9862	-4.73
Mon	07/27/20	256.39319	1.27138	12	0.9846			-0.9846	19.81	x	x	31.2323	-4.73
Tue	07/28/20	256.39335	1.27139	13	1.0667			-1.0667	19.80	x	x	31.3144	-4.72
Wed	07/29/20	256.39352	1.27139	14	1.1487			-1.1487	19.80	x	x	31.3964	-4.72
Thu	07/30/20	256.39368	1.27139	15	1.2308			-1.2308	19.80	x	x	31.4785	-4.72
Fri	07/31/20	256.39384	1.27139	16	1.3128			-1.3128	19.80	x	x	31.5605	-4.72
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	08/03/20	256.48452	1.27184	19	1.5596			-1.5596	19.35	x	x	31.8073	-4.27
Tue	08/04/20	256.52977	1.27206	20	1.6419			-1.6419	19.13	x	x	31.8896	-4.05
Wed	08/05/20	256.57503	1.27229	21	1.7243			-1.7243	18.90	x	x	31.9720	-3.82
Thu	08/06/20	256.62029	1.27251	22	1.8068			-1.8068	18.68	x	x	32.0545	-3.60
Fri	08/07/20	256.66555	1.27274	23	1.8892			-1.8892	18.45	x	x	32.1369	-3.37
Mon	08/10/20	256.80132	1.27341	26	2.1368			-2.1368	17.78	x	x	32.3845	-2.70
Tue	08/11/20	256.84658	1.27363	27	2.2193			-2.2193	17.56	x	x	32.4670	-2.48
Wed	08/12/20	256.89184	1.27386	28	2.3019			-2.3019	17.33	x	x	32.5496	-2.25
Thu	08/13/20	256.93710	1.27408	29	2.3846			-2.3846	17.11	x	x	32.6323	-2.03
Fri	08/14/20	256.98235	1.27431	30	2.4672			-2.4672	16.88	x	x	32.7149	-1.80
Mon	08/17/20	257.11813	1.27498	33	2.7154			-2.7154	16.21	x	x	32.9631	-1.13
Tue	08/18/20	257.16339	1.27520	34	2.7982			-2.7982	15.99	x	x	33.0459	-0.91
Wed	08/19/20	257.20865	1.27543	35	2.8810			-2.8810	15.76	x	x	33.1287	-0.68
Thu	08/20/20	257.25390	1.27565	36	2.9638			-2.9638	15.54	x	x	33.2115	-0.46
Fri	08/21/20	257.29916	1.27588	37	3.0467			-3.0467	15.31	x	x	33.2944	-0.23
Mon	08/24/20	257.43494	1.27655	40	3.2954			-3.2954	14.64	x	x	33.5431	0.44
Tue	08/25/20	257.48019	1.27677	41	3.3784			-3.3784	14.42	x	x	33.6261	0.66
Wed	08/26/20	257.52545	1.27700	42	3.4614			-3.4614	14.19	x	x	33.7091	0.89
Thu	08/27/20	257.57071	1.27722	43	3.5445			-3.5445	13.97	x	x	33.7922	1.11
Fri	08/28/20	257.61597	1.27745	44	3.6275			-3.6275	13.74	x	x	33.8752	1.34
Mon	08/31/20	257.75174	1.27812	47	3.8769			-3.8769	13.07	x	x	34.1246	2.01
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Tue	09/01/20	257.79700	1.27835	48	3.9601			-3.9601	12.84	x	x	34.2078	2.24
Wed	09/02/20	257.84047	1.27856	49	4.0433			-4.0433	12.63	x	x	34.2910	2.45
Thu	09/03/20	257.88393	1.27878	50	4.1265			-4.1265	12.41	x	x	34.3742	2.67
Fri	09/04/20	257.92740	1.27899	51	4.2097			-4.2097	12.20	x	x	34.4574	2.88
Mon	09/07/20	258.05780	1.27964	54	4.4596			-4.4596	11.55	x	x	34.7073	3.53
Tue	09/08/20	258.10127	1.27985	55	4.5429			-4.5429	11.34	x	x	34.7906	3.74
Wed	09/09/20	258.14473	1.28007	56	4.6263			-4.6263	11.12	x	x	34.8740	3.96
Thu	09/10/20	258.18820	1.28029	57	4.7098			-4.7098	10.90	x	x	34.9575	4.18
Fri	09/11/20	258.23167	1.28050	58	4.7932			-4.7932	10.69	x	x	35.0409	4.39
Mon	09/14/20	258.36207	1.28115	61	5.0437			-5.0437	10.04	x	x	35.2914	5.04
Tue	09/15/20	258.40553	1.28136	62	5.1272			-5.1272	9.83	x	x	35.3749	5.25
Wed	09/16/20	258.44900	1.28158	63	5.2108			-5.2108	9.61	x	x	35.4585	5.47
Thu	09/17/20	258.49247	1.28179	64	5.2944			-5.2944	9.40	x	x	35.5421	5.68
Fri	09/18/20	258.53593	1.28201	65	5.3780			-5.3780	9.18	x	x	35.6257	5.90
Mon	09/21/20	258.66633	1.28266	68	5.6291			-5.6291	8.53	x	x	35.8768	6.55
Tue	09/22/20	258.70980	1.28287	69	5.7128			-5.7128	8.32	x	x	35.9605	6.76
Wed	09/23/20	258.75327	1.28309	70	5.7966			-5.7966	8.10	x	x	36.0443	6.98
Thu	09/24/20	258.79673	1.28330	71	5.8803			-5.8803	7.89	x	x	36.1280	7.19
Fri	09/25/20	258.84020	1.28352	72	5.9642			-5.9642	7.67	x	x	36.2119	7.41
Mon	09/28/20	258.97060	1.28417	75	6.2158			-6.2158	7.02	x	x	36.4635	8.06
Tue	09/29/20	259.01407	1.28438	76	6.2997			-6.2997	6.81	x	x	36.5474	8.27
Wed	09/30/20	259.05753	1.28460	77	6.3837			-6.3837	6.59	x	x	36.6314	8.49
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	10/01/20	259.10100	1.28481	78	6.4677			-6.4677	6.38	x	x	36.7154	8.70
Fri	10/02/20	259.12735	1.28494	79	6.5513			-6.5513	6.25	x	x	36.7990	8.83
Mon	10/05/20	259.20642	1.28533	82	6.8021			-6.8021	5.86	x	x	37.0498	9.22
Tue	10/06/20	259.23277	1.28547	83	6.8858			-6.8858	5.72	x	x	37.1335	9.36
Wed	10/07/20	259.25913	1.28560	84	6.9695			-6.9695	5.59	x	x	37.2172	9.49
Thu	10/08/20	259.28548	1.28573	85	7.0532			-7.0532	5.46	x	x	37.3009	9.62
Fri	10/09/20	259.31184	1.28586	86	7.1369			-7.1369	5.33	x	x	37.3846	9.75
Mon	10/12/20	259.39090	1.28625	89	7.3881			-7.3881	4.94	x	x	37.6358	10.14
Tue	10/13/20	259.41726	1.28638	90	7.4718			-7.4718	4.81	x	x	37.7195	10.27
Wed	10/14/20	259.44361	1.28651	91	7.5556			-7.5556	4.68	x	x	37.8033	10.40
Thu	10/15/20	259.46997	1.28664	92	7.6394			-7.6394	4.55	x	x	37.8871	10.53
Fri	10/16/20	259.49632	1.28677	93	7.7232			-7.7232	4.42	x	x	37.9709	10.66
Mon	10/19/20	259.57539	1.28716	96	7.9748			-7.9748	4.03	x	x	38.2225	11.05
Tue	10/20/20	259.60174	1.28730	97	8.0587			-8.0587	3.89	x	x	38.3064	11.19
Wed	10/21/20	259.62810	1.28743	98	8.1426			-8.1426	3.76	x	x	38.3903	11.32
Thu	10/22/20	259.65445	1.28756	99	8.2266			-8.2266	3.63	x	x	38.4743	11.45
Fri	10/23/20	259.68081	1.28769	100	8.3105			-8.3105	3.50	x	x	38.5582	11.58
Mon	10/26/20	259.75987	1.28808	103	8.5624			-8.5624	3.11	x	x	38.8101	11.97
Tue	10/27/20	259.78623	1.28821	104	8.6464			-8.6464	2.98	x	x	38.8941	12.10
Wed	10/28/20	259.81258	1.28834	105	8.7304			-8.7304	2.85	x	x	38.9781	12.23
Thu	10/29/20	259.83894	1.28847	106	8.8145			-8.8145	2.72	x	x	39.0622	12.36
Fri	10/30/20	259.86529	1.28860	107	8.8985			-8.8985	2.59	x	x	39.1462	12.49
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	11/02/20	259.93007	1.28892	110	9.1503			-9.1503	2.27	x	x	39.3980	12.81
Tue	11/03/20	259.94213	1.28898	111	9.2339			-9.2339	2.21	x	x	39.4816	12.87
Wed	11/04/20	259.95420	1.28904	112	9.3175			-9.3175	2.15	x	x	39.5652	12.93
Thu	11/05/20	259.96627	1.28910	113	9.4011			-9.4011	2.09	x	x	39.6488	12.99
Fri	11/06/20	259.97833	1.28916	114	9.4848			-9.4848	2.03	x	x	39.7325	13.05
Mon	11/09/20	260.01453	1.28934	117	9.7357			-9.7357	1.85	x	x	39.9834	13.23
Tue	11/10/20	260.02660	1.28940	118	9.8194			-9.8194	1.79	x	x	40.0671	13.29
Wed	11/11/20	260.03867	1.28946	119	9.9031			-9.9031	1.73	x	x	40.1508	13.35
Thu	11/12/20	260.05073	1.28952	120	9.9868			-9.9868	1.67	x	x	40.2345	13.41
Fri	11/13/20	260.06280	1.28958	121	10.0705			-10.0705	1.61	x	x	40.3182	13.47
Mon	11/16/20	260.09900	1.28976	124	10.3216			-10.3216	1.43	x	x	40.5693	13.65
Tue	11/17/20	260.11107	1.28982	125	10.4053			-10.4053	1.37	x	x	40.6530	13.71
Wed	11/18/20	260.12313	1.28988	126	10.4890			-10.4890	1.31	x	x	40.7367	13.77
Thu	11/19/20	260.13520	1.28994	127	10.5728			-10.5728	1.25	x	x	40.8205	13.83
Fri	11/20/20	260.14727	1.29000	128	10.6565			-10.6565	1.19	x	x	40.9042	13.89
Mon	11/23/20	260.18347	1.29018	131	10.9078			-10.9078	1.01	x	x	41.1555	14.07
Tue	11/24/20	260.19553	1.29024	132	10.9916			-10.9916	0.95	x	x	41.2393	14.13
Wed	11/25/20	260.20760	1.29030	133	11.0754			-11.0754	0.89	x	x	41.3231	14.19
Thu	11/26/20	260.21967	1.29036	134	11.1592			-11.1592	0.83	x	x	41.4069	14.25
Fri	11/27/20	260.23173	1.29042	135	11.2430			-11.2430	0.77	x	x	41.4907	14.31
Mon	11/30/20	260.26793	1.29060	138	11.4944			-11.4944	0.59	x	x	41.7421	14.49
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	12/01/20	260.28000	1.29066	139	11.5782			-11.5782	0.53	x	x	41.8259	14.55
Wed	12/02/20	260.28348	1.29068	140	11.6617			-11.6617	0.51	x	x	41.9094	14.57
Thu	12/03/20	260.28697	1.29069	141	11.7451			-11.7451	0.50	x	x	41.9928	14.58
Fri	12/04/20	260.29045	1.29071	142	11.8286			-11.8286	0.48	x	x	42.0763	14.60
Mon	12/07/20	260.30090	1.29076	145	12.0790			-12.0790	0.43	x	x	42.3267	14.65
Tue	12/08/20	260.30439	1.29078	146	12.1624			-12.1624	0.41	x	x	42.4101	14.67
Wed	12/09/20	260.30787	1.29080	147	12.2459			-12.2459	0.39	x	x	42.4936	14.69
Thu	12/10/20	260.31135	1.29081	148	12.3293			-12.3293	0.38	x	x	42.5770	14.70
Fri	12/11/20	260.31484	1.29083	149	12.4128			-12.4128	0.36	x	x	42.6605	14.72
Mon	12/14/20	260.32529	1.29088	152	12.6633			-12.6633	0.31	x	x	42.9110	14.77
Tue	12/15/20	260.32877	1.29090	153	12.7468			-12.7468	0.29	x	x	42.9945	14.79
Wed	12/16/20	260.33226	1.29092	154	12.8303			-12.8303	0.27	x	x	43.0780	14.81
Thu	12/17/20	260.33574	1.29093	155	12.9137			-12.9137	0.26	x	x	43.1614	14.82
Fri	12/18/20	260.33923	1.29095	156	12.9972			-12.9972	0.24	x	x	43.2449	14.84
Mon	12/21/20	260.34968	1.29100	159	13.2477			-13.2477	0.19	x	x	43.4954	14.89
Tue	12/22/20	260.35316	1.29102	160	13.3312			-13.3312	0.17	x	x	43.5789	14.91
Wed	12/23/20	260.35665	1.29104	161	13.4147			-13.4147	0.15	x	x	43.6624	14.93
Thu	12/24/20	260.36013	1.29106	162	13.4982			-13.4982	0.13	x	x	43.7459	14.95
Fri	12/25/20	260.36361	1.29107	163	13.5817			-13.5817	0.12	x	x	43.8294	14.96
Mon	12/28/20	260.37406	1.29112	166	13.8322			-13.8322	0.07	x	x	44.0799	15.01
Tue	12/29/20	260.37755	1.29114	167	13.9157			-13.9157	0.05	x	x	44.1634	15.03
Wed	12/30/20	260.38103	1.29116	168	13.9993			-13.9993	0.03	x	x	44.2470	15.05
Thu	12/31/20	260.38452	1.29118	169	14.0828			-14.0828	0.01	x	x	44.3305	15.07
Fri	01/01/21	260.38800	1.29119

Generated 12/10/20 09:32