2.5% 20-Year Treasury Inflation Protected Security (TIPS) due January 15, 2029

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

CUSIP Number	912810PZ5	Interest 01/15/20 (184 days)	$14.9793
Dated Date	January 15, 2009	Interest 07/15/20 (182 days)	$14.9274
Ref CPI on Dated Date	214.69971	Interest Total	$29.9067
Original Issue Date	January 30, 2009	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	1.19863	170	13.8429	x	x	16.0638	14.17			13.8429	0.00
Thu	01/02/20	257.34155	1.19861	171	13.9241	x	x	15.9826	14.19			13.9241	-0.02
Fri	01/03/20	257.33710	1.19859	172	14.0053	x	x	15.9014	14.21			14.0053	-0.04
Mon	01/06/20	257.32374	1.19853	175	14.2488	x	x	15.6579	14.27			14.2488	-0.10
Tue	01/07/20	257.31929	1.19851	176	14.3300	x	x	15.5767	14.29			14.3300	-0.12
Wed	01/08/20	257.31484	1.19849	177	14.4112	x	x	15.4955	14.31			14.4112	-0.14
Thu	01/09/20	257.31039	1.19847	178	14.4924	x	x	15.4143	14.33			14.4924	-0.16
Fri	01/10/20	257.30594	1.19845	179	14.5735	x	x	15.3332	14.35			14.5735	-0.18
Mon	01/13/20	257.29258	1.19838	182	14.8169	x	x	15.0898	14.42			14.8169	-0.25
Tue	01/14/20	257.28813	1.19836	183	14.8981	x	x	15.0086	14.44			14.8981	-0.27
Wed	01/15/20	257.28368	1.19834	0	0.0000		x	14.9274	14.46	x		14.9793	-0.29
Thu	01/16/20	257.27923	1.19832	1	0.0823		x	14.8451	14.48	x		15.0616	-0.31
Fri	01/17/20	257.27477	1.19830	2	0.1646		x	14.7628	14.50	x		15.1439	-0.33
Mon	01/20/20	257.26142	1.19824	5	0.4115		x	14.5159	14.56	x		15.3908	-0.39
Tue	01/21/20	257.25697	1.19822	6	0.4938		x	14.4336	14.58	x		15.4731	-0.41
Wed	01/22/20	257.25252	1.19820	7	0.5761		x	14.3513	14.60	x		15.5554	-0.43
Thu	01/23/20	257.24806	1.19818	8	0.6583		x	14.2691	14.62	x		15.6376	-0.45
Fri	01/24/20	257.24361	1.19816	9	0.7406		x	14.1868	14.64	x		15.7199	-0.47
Mon	01/27/20	257.23026	1.19809	12	0.9874		x	13.9400	14.71	x		15.9667	-0.54
Tue	01/28/20	257.22581	1.19807	13	1.0697		x	13.8577	14.73	x		16.0490	-0.56
Wed	01/29/20	257.22135	1.19805	14	1.1520		x	13.7754	14.75	x		16.1313	-0.58
Thu	01/30/20	257.21690	1.19803	15	1.2342		x	13.6932	14.77	x		16.2135	-0.60
Fri	01/31/20	257.21245	1.19801	16	1.3165		x	13.6109	14.79	x		16.2958	-0.62
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	02/03/20	257.19186	1.19791	19	1.5632		x	13.3642	14.89	x		16.5425	-0.72
Tue	02/04/20	257.18379	1.19788	20	1.6454		x	13.2820	14.92	x		16.6247	-0.75
Wed	02/05/20	257.17572	1.19784	21	1.7277		x	13.1997	14.96	x		16.7070	-0.79
Thu	02/06/20	257.16766	1.19780	22	1.8099		x	13.1175	15.00	x		16.7892	-0.83
Fri	02/07/20	257.15959	1.19776	23	1.8921		x	13.0353	15.04	x		16.8714	-0.87
Mon	02/10/20	257.13538	1.19765	26	2.1387		x	12.7887	15.15	x		17.1180	-0.98
Tue	02/11/20	257.12731	1.19761	27	2.2208		x	12.7066	15.19	x		17.2001	-1.02
Wed	02/12/20	257.11924	1.19758	28	2.3030		x	12.6244	15.22	x		17.2823	-1.05
Thu	02/13/20	257.11117	1.19754	29	2.3852		x	12.5422	15.26	x		17.3645	-1.09
Fri	02/14/20	257.10310	1.19750	30	2.4674		x	12.4600	15.30	x		17.4467	-1.13
Mon	02/17/20	257.07890	1.19739	33	2.7139		x	12.2135	15.41	x		17.6932	-1.24
Tue	02/18/20	257.07083	1.19735	34	2.7960		x	12.1314	15.45	x		17.7753	-1.28
Wed	02/19/20	257.06276	1.19731	35	2.8781		x	12.0493	15.49	x		17.8574	-1.32
Thu	02/20/20	257.05469	1.19728	36	2.9603		x	11.9671	15.52	x		17.9396	-1.35
Fri	02/21/20	257.04662	1.19724	37	3.0424		x	11.8850	15.56	x		18.0217	-1.39
Mon	02/24/20	257.02241	1.19713	40	3.2888		x	11.6386	15.67	x		18.2681	-1.50
Tue	02/25/20	257.01434	1.19709	41	3.3709		x	11.5565	15.71	x		18.3502	-1.54
Wed	02/26/20	257.00628	1.19705	42	3.4530		x	11.4744	15.75	x		18.4323	-1.58
Thu	02/27/20	256.99821	1.19701	43	3.5351		x	11.3923	15.79	x		18.5144	-1.62
Fri	02/28/20	256.99014	1.19697	44	3.6172		x	11.3102	15.83	x		18.5965	-1.66
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	03/02/20	257.00616	1.19705	47	3.8641		x	11.0633	15.75	x		18.8434	-1.58
Tue	03/03/20	257.03832	1.19720	48	3.9468		x	10.9806	15.60	x		18.9261	-1.43
Wed	03/04/20	257.07048	1.19735	49	4.0295		x	10.8979	15.45	x		19.0088	-1.28
Thu	03/05/20	257.10265	1.19750	50	4.1123		x	10.8151	15.30	x		19.0916	-1.13
Fri	03/06/20	257.13481	1.19765	51	4.1951		x	10.7323	15.15	x		19.1744	-0.98
Mon	03/09/20	257.23129	1.19810	54	4.4435		x	10.4839	14.70	x		19.4228	-0.53
Tue	03/10/20	257.26345	1.19825	55	4.5264		x	10.4010	14.55	x		19.5057	-0.38
Wed	03/11/20	257.29561	1.19840	56	4.6092		x	10.3182	14.40	x		19.5885	-0.23
Thu	03/12/20	257.32777	1.19855	57	4.6921		x	10.2353	14.25	x		19.6714	-0.08
Fri	03/13/20	257.35994	1.19870	58	4.7750		x	10.1524	14.10	x		19.7543	0.07
Mon	03/16/20	257.45642	1.19915	61	5.0239		x	9.9035	13.65	x		20.0032	0.52
Tue	03/17/20	257.48858	1.19930	62	5.1069		x	9.8205	13.50	x		20.0862	0.67
Wed	03/18/20	257.52074	1.19945	63	5.1899		x	9.7375	13.35	x		20.1692	0.82
Thu	03/19/20	257.55290	1.19960	64	5.2730		x	9.6544	13.20	x		20.2523	0.97
Fri	03/20/20	257.58506	1.19975	65	5.3560		x	9.5714	13.05	x		20.3353	1.12
Mon	03/23/20	257.68155	1.20020	68	5.6053		x	9.3221	12.60	x		20.5846	1.57
Tue	03/24/20	257.71371	1.20034	69	5.6884		x	9.2390	12.46	x		20.6677	1.71
Wed	03/25/20	257.74587	1.20049	70	5.7716		x	9.1558	12.31	x		20.7509	1.86
Thu	03/26/20	257.77803	1.20064	71	5.8548		x	9.0726	12.16	x		20.8341	2.01
Fri	03/27/20	257.81019	1.20079	72	5.9380		x	8.9894	12.01	x		20.9173	2.16
Mon	03/30/20	257.90668	1.20124	75	6.1877		x	8.7397	11.56	x		21.1670	2.61
Tue	03/31/20	257.93884	1.20139	76	6.2710		x	8.6564	11.41	x		21.2503	2.76
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	1.20154	77	6.3543		x	8.5731	11.26	x		21.3336	2.91
Thu	04/02/20	257.99457	1.20165	78	6.4374		x	8.4900	11.15	x		21.4167	3.02
Fri	04/03/20	258.01813	1.20176	79	6.5205		x	8.4069	11.04	x		21.4998	3.13
Mon	04/06/20	258.08883	1.20209	82	6.7700		x	8.1574	10.71	x		21.7493	3.46
Tue	04/07/20	258.11240	1.20220	83	6.8532		x	8.0742	10.60	x		21.8325	3.57
Wed	04/08/20	258.13597	1.20231	84	6.9364		x	7.9910	10.49	x		21.9157	3.68
Thu	04/09/20	258.15953	1.20242	85	7.0196		x	7.9078	10.38	x		21.9989	3.79
Fri	04/10/20	258.18310	1.20253	86	7.1029		x	7.8245	10.27	x		22.0822	3.90
Mon	04/13/20	258.25380	1.20286	89	7.3526		x	7.5748	9.94	x		22.3319	4.23
Tue	04/14/20	258.27737	1.20297	90	7.4359		x	7.4915	9.83	x		22.4152	4.34
Wed	04/15/20	258.30093	1.20308	91	7.5193		x	7.4081	9.72	x		22.4986	4.45
Thu	04/16/20	258.32450	1.20319	92	7.6026		x	7.3248	9.61	x		22.5819	4.56
Fri	04/17/20	258.34807	1.20330	93	7.6859		x	7.2415	9.50	x		22.6652	4.67
Mon	04/20/20	258.41877	1.20363	96	7.9360		x	6.9914	9.17	x		22.9153	5.00
Tue	04/21/20	258.44233	1.20374	97	8.0194		x	6.9080	9.06	x		22.9987	5.11
Wed	04/22/20	258.46590	1.20385	98	8.1028		x	6.8246	8.95	x		23.0821	5.22
Thu	04/23/20	258.48947	1.20396	99	8.1863		x	6.7411	8.84	x		23.1656	5.33
Fri	04/24/20	258.51303	1.20407	100	8.2697		x	6.6577	8.73	x		23.2490	5.44
Mon	04/27/20	258.58373	1.20440	103	8.5201		x	6.4073	8.40	x		23.4994	5.77
Tue	04/28/20	258.60730	1.20451	104	8.6036		x	6.3238	8.29	x		23.5829	5.88
Wed	04/29/20	258.63087	1.20462	105	8.6872		x	6.2402	8.18	x		23.6665	5.99
Thu	04/30/20	258.65443	1.20473	106	8.7707		x	6.1567	8.07	x		23.7500	6.10
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	1.20484	107	8.8543		x	6.0731	7.96	x		23.8336	6.21
Mon	05/04/20	258.62352	1.20458	110	9.1005		x	5.8269	8.22	x		24.0798	5.95
Tue	05/05/20	258.60535	1.20450	111	9.1827		x	5.7447	8.30	x		24.1620	5.87
Wed	05/06/20	258.58719	1.20441	112	9.2647		x	5.6627	8.39	x		24.2440	5.78
Thu	05/07/20	258.56903	1.20433	113	9.3468		x	5.5806	8.47	x		24.3261	5.70
Fri	05/08/20	258.55087	1.20424	114	9.4288		x	5.4986	8.56	x		24.4081	5.61
Mon	05/11/20	258.49639	1.20399	117	9.6749		x	5.2525	8.81	x		24.6542	5.36
Tue	05/12/20	258.47823	1.20391	118	9.7570		x	5.1704	8.89	x		24.7363	5.28
Wed	05/13/20	258.46006	1.20382	119	9.8389		x	5.0885	8.98	x		24.8182	5.19
Thu	05/14/20	258.44190	1.20374	120	9.9209		x	5.0065	9.06	x		24.9002	5.11
Fri	05/15/20	258.42374	1.20365	121	10.0029		x	4.9245	9.15	x		24.9822	5.02
Mon	05/18/20	258.36926	1.20340	124	10.2487		x	4.6787	9.40	x		25.2280	4.77
Tue	05/19/20	258.35110	1.20331	125	10.3306		x	4.5968	9.49	x		25.3099	4.68
Wed	05/20/20	258.33294	1.20323	126	10.4126		x	4.5148	9.57	x		25.3919	4.60
Thu	05/21/20	258.31477	1.20314	127	10.4944		x	4.4330	9.66	x		25.4737	4.51
Fri	05/22/20	258.29661	1.20306	128	10.5764		x	4.3510	9.74	x		25.5557	4.43
Mon	05/25/20	258.24213	1.20281	131	10.8220		x	4.1054	9.99	x		25.8013	4.18
Tue	05/26/20	258.22397	1.20272	132	10.9038		x	4.0236	10.08	x		25.8831	4.09
Wed	05/27/20	258.20581	1.20264	133	10.9857		x	3.9417	10.16	x		25.9650	4.01
Thu	05/28/20	258.18765	1.20255	134	11.0674		x	3.8600	10.25	x		26.0467	3.92
Fri	05/29/20	258.16948	1.20247	135	11.1493		x	3.7781	10.33	x		26.1286	3.84
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	1.20221	138	11.3946		x	3.5328	10.59	x		26.3739	3.58
Tue	06/02/20	258.05747	1.20195	139	11.4747		x	3.4527	10.85	x		26.4540	3.32
Wed	06/03/20	257.99993	1.20168	140	11.5546		x	3.3728	11.12	x		26.5339	3.05
Thu	06/04/20	257.94240	1.20141	141	11.6345		x	3.2929	11.39	x		26.6138	2.78
Fri	06/05/20	257.88487	1.20114	142	11.7144		x	3.2130	11.66	x		26.6937	2.51
Mon	06/08/20	257.71227	1.20034	145	11.9539		x	2.9735	12.46	x		26.9332	1.71
Tue	06/09/20	257.65473	1.20007	146	12.0337		x	2.8937	12.73	x		27.0130	1.44
Wed	06/10/20	257.59720	1.19980	147	12.1134		x	2.8140	13.00	x		27.0927	1.17
Thu	06/11/20	257.53967	1.19953	148	12.1930		x	2.7344	13.27	x		27.1723	0.90
Fri	06/12/20	257.48213	1.19927	149	12.2727		x	2.6547	13.53	x		27.2520	0.64
Mon	06/15/20	257.30953	1.19846	152	12.5114		x	2.4160	14.34	x		27.4907	-0.17
Tue	06/16/20	257.25200	1.19819	153	12.5909		x	2.3365	14.61	x		27.5702	-0.44
Wed	06/17/20	257.19447	1.19793	154	12.6704		x	2.2570	14.87	x		27.6497	-0.70
Thu	06/18/20	257.13693	1.19766	155	12.7498		x	2.1776	15.14	x		27.7291	-0.97
Fri	06/19/20	257.07940	1.19739	156	12.8292		x	2.0982	15.41	x		27.8085	-1.24
Mon	06/22/20	256.90680	1.19659	159	13.0672		x	1.8602	16.21	x		28.0465	-2.04
Tue	06/23/20	256.84927	1.19632	160	13.1464		x	1.7810	16.48	x		28.1257	-2.31
Wed	06/24/20	256.79173	1.19605	161	13.2256		x	1.7018	16.75	x		28.2049	-2.58
Thu	06/25/20	256.73420	1.19578	162	13.3047		x	1.6227	17.02	x		28.2840	-2.85
Fri	06/26/20	256.67667	1.19551	163	13.3838		x	1.5436	17.29	x		28.3631	-3.12
Mon	06/29/20	256.50407	1.19471	166	13.6210		x	1.3064	18.09	x		28.6003	-3.92
Tue	06/30/20	256.44653	1.19444	167	13.7000		x	1.2274	18.36	x		28.6793	-4.19
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Wed	07/01/20	256.38900	1.19417	168	13.7789		x	1.1485	18.63	x		28.7582	-4.46
Thu	07/02/20	256.38916	1.19418	169	13.8610		x	1.0664	18.62	x		28.8403	-4.45
Fri	07/03/20	256.38932	1.19418	170	13.9430		x	0.9844	18.62	x		28.9223	-4.45
Mon	07/06/20	256.38981	1.19418	173	14.1891		x	0.7383	18.62	x		29.1684	-4.45
Tue	07/07/20	256.38997	1.19418	174	14.2711		x	0.6563	18.62	x		29.2504	-4.45
Wed	07/08/20	256.39013	1.19418	175	14.3531		x	0.5743	18.62	x		29.3324	-4.45
Thu	07/09/20	256.39029	1.19418	176	14.4351		x	0.4923	18.62	x		29.4144	-4.45
Fri	07/10/20	256.39045	1.19418	177	14.5172		x	0.4102	18.62	x		29.4965	-4.45
Mon	07/13/20	256.39094	1.19418	180	14.7632		x	0.1642	18.62	x		29.7425	-4.45
Tue	07/14/20	256.39110	1.19418	181	14.8452		x	0.0822	18.62	x		29.8245	-4.45
Wed	07/15/20	256.39126	1.19419	0	0.0000			0.0000	18.61	x	x	29.9067	-4.44
Thu	07/16/20	256.39142	1.19419	1	0.0811			-0.0811	18.61	x	x	29.9878	-4.44
Fri	07/17/20	256.39158	1.19419	2	0.1623			-0.1623	18.61	x	x	30.0690	-4.44
Mon	07/20/20	256.39206	1.19419	5	0.4056			-0.4056	18.61	x	x	30.3123	-4.44
Tue	07/21/20	256.39223	1.19419	6	0.4868			-0.4868	18.61	x	x	30.3935	-4.44
Wed	07/22/20	256.39239	1.19419	7	0.5679			-0.5679	18.61	x	x	30.4746	-4.44
Thu	07/23/20	256.39255	1.19419	8	0.6490			-0.6490	18.61	x	x	30.5557	-4.44
Fri	07/24/20	256.39271	1.19419	9	0.7301			-0.7301	18.61	x	x	30.6368	-4.44
Mon	07/27/20	256.39319	1.19419	12	0.9735			-0.9735	18.61	x	x	30.8802	-4.44
Tue	07/28/20	256.39335	1.19420	13	1.0547			-1.0547	18.60	x	x	30.9614	-4.43
Wed	07/29/20	256.39352	1.19420	14	1.1358			-1.1358	18.60	x	x	31.0425	-4.43
Thu	07/30/20	256.39368	1.19420	15	1.2169			-1.2169	18.60	x	x	31.1236	-4.43
Fri	07/31/20	256.39384	1.19420	16	1.2980			-1.2980	18.60	x	x	31.2047	-4.43
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	1.19462	19	1.5420			-1.5420	18.18	x	x	31.4487	-4.01
Tue	08/04/20	256.52977	1.19483	20	1.6234			-1.6234	17.97	x	x	31.5301	-3.80
Wed	08/05/20	256.57503	1.19504	21	1.7049			-1.7049	17.76	x	x	31.6116	-3.59
Thu	08/06/20	256.62029	1.19525	22	1.7864			-1.7864	17.55	x	x	31.6931	-3.38
Fri	08/07/20	256.66555	1.19546	23	1.8679			-1.8679	17.34	x	x	31.7746	-3.17
Mon	08/10/20	256.80132	1.19610	26	2.1127			-2.1127	16.70	x	x	32.0194	-2.53
Tue	08/11/20	256.84658	1.19631	27	2.1943			-2.1943	16.49	x	x	32.1010	-2.32
Wed	08/12/20	256.89184	1.19652	28	2.2760			-2.2760	16.28	x	x	32.1827	-2.11
Thu	08/13/20	256.93710	1.19673	29	2.3577			-2.3577	16.07	x	x	32.2644	-1.90
Fri	08/14/20	256.98235	1.19694	30	2.4394			-2.4394	15.86	x	x	32.3461	-1.69
Mon	08/17/20	257.11813	1.19757	33	2.6848			-2.6848	15.23	x	x	32.5915	-1.06
Tue	08/18/20	257.16339	1.19778	34	2.7666			-2.7666	15.02	x	x	32.6733	-0.85
Wed	08/19/20	257.20865	1.19799	35	2.8485			-2.8485	14.81	x	x	32.7552	-0.64
Thu	08/20/20	257.25390	1.19820	36	2.9304			-2.9304	14.60	x	x	32.8371	-0.43
Fri	08/21/20	257.29916	1.19841	37	3.0123			-3.0123	14.39	x	x	32.9190	-0.22
Mon	08/24/20	257.43494	1.19905	40	3.2583			-3.2583	13.75	x	x	33.1650	0.42
Tue	08/25/20	257.48019	1.19926	41	3.3403			-3.3403	13.54	x	x	33.2470	0.63
Wed	08/26/20	257.52545	1.19947	42	3.4224			-3.4224	13.33	x	x	33.3291	0.84
Thu	08/27/20	257.57071	1.19968	43	3.5045			-3.5045	13.12	x	x	33.4112	1.05
Fri	08/28/20	257.61597	1.19989	44	3.5866			-3.5866	12.91	x	x	33.4933	1.26
Mon	08/31/20	257.75174	1.20052	47	3.8332			-3.8332	12.28	x	x	33.7399	1.89
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Tue	09/01/20	257.79700	1.20073	48	3.9154			-3.9154	12.07	x	x	33.8221	2.10
Wed	09/02/20	257.84047	1.20094	49	3.9977			-3.9977	11.86	x	x	33.9044	2.31
Thu	09/03/20	257.88393	1.20114	50	4.0800			-4.0800	11.66	x	x	33.9867	2.51
Fri	09/04/20	257.92740	1.20134	51	4.1623			-4.1623	11.46	x	x	34.0690	2.71
Mon	09/07/20	258.05780	1.20195	54	4.4093			-4.4093	10.85	x	x	34.3160	3.32
Tue	09/08/20	258.10127	1.20215	55	4.4917			-4.4917	10.65	x	x	34.3984	3.52
Wed	09/09/20	258.14473	1.20235	56	4.5742			-4.5742	10.45	x	x	34.4809	3.72
Thu	09/10/20	258.18820	1.20255	57	4.6566			-4.6566	10.25	x	x	34.5633	3.92
Fri	09/11/20	258.23167	1.20276	58	4.7391			-4.7391	10.04	x	x	34.6458	4.13
Mon	09/14/20	258.36207	1.20336	61	4.9868			-4.9868	9.44	x	x	34.8935	4.73
Tue	09/15/20	258.40553	1.20357	62	5.0694			-5.0694	9.23	x	x	34.9761	4.94
Wed	09/16/20	258.44900	1.20377	63	5.1520			-5.1520	9.03	x	x	35.0587	5.14
Thu	09/17/20	258.49247	1.20397	64	5.2347			-5.2347	8.83	x	x	35.1414	5.34
Fri	09/18/20	258.53593	1.20417	65	5.3173			-5.3173	8.63	x	x	35.2240	5.54
Mon	09/21/20	258.66633	1.20478	68	5.5656			-5.5656	8.02	x	x	35.4723	6.15
Tue	09/22/20	258.70980	1.20498	69	5.6483			-5.6483	7.82	x	x	35.5550	6.35
Wed	09/23/20	258.75327	1.20519	70	5.7312			-5.7312	7.61	x	x	35.6379	6.56
Thu	09/24/20	258.79673	1.20539	71	5.8140			-5.8140	7.41	x	x	35.7207	6.76
Fri	09/25/20	258.84020	1.20559	72	5.8969			-5.8969	7.21	x	x	35.8036	6.96
Mon	09/28/20	258.97060	1.20620	75	6.1457			-6.1457	6.60	x	x	36.0524	7.57
Tue	09/29/20	259.01407	1.20640	76	6.2287			-6.2287	6.40	x	x	36.1354	7.77
Wed	09/30/20	259.05753	1.20660	77	6.3117			-6.3117	6.20	x	x	36.2184	7.97
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	1.20681	78	6.3948			-6.3948	5.99	x	x	36.3015	8.18
Fri	10/02/20	259.12735	1.20693	79	6.4774			-6.4774	5.87	x	x	36.3841	8.30
Mon	10/05/20	259.20642	1.20730	82	6.7254			-6.7254	5.50	x	x	36.6321	8.67
Tue	10/06/20	259.23277	1.20742	83	6.8081			-6.8081	5.38	x	x	36.7148	8.79
Wed	10/07/20	259.25913	1.20754	84	6.8909			-6.8909	5.26	x	x	36.7976	8.91
Thu	10/08/20	259.28548	1.20767	85	6.9736			-6.9736	5.13	x	x	36.8803	9.04
Fri	10/09/20	259.31184	1.20779	86	7.0564			-7.0564	5.01	x	x	36.9631	9.16
Mon	10/12/20	259.39090	1.20816	89	7.3048			-7.3048	4.64	x	x	37.2115	9.53
Tue	10/13/20	259.41726	1.20828	90	7.3876			-7.3876	4.52	x	x	37.2943	9.65
Wed	10/14/20	259.44361	1.20840	91	7.4704			-7.4704	4.40	x	x	37.3771	9.77
Thu	10/15/20	259.46997	1.20853	92	7.5533			-7.5533	4.27	x	x	37.4600	9.90
Fri	10/16/20	259.49632	1.20865	93	7.6362			-7.6362	4.15	x	x	37.5429	10.02
Mon	10/19/20	259.57539	1.20902	96	7.8849			-7.8849	3.78	x	x	37.7916	10.39
Tue	10/20/20	259.60174	1.20914	97	7.9678			-7.9678	3.66	x	x	37.8745	10.51
Wed	10/21/20	259.62810	1.20926	98	8.0508			-8.0508	3.54	x	x	37.9575	10.63
Thu	10/22/20	259.65445	1.20938	99	8.1337			-8.1337	3.42	x	x	38.0404	10.75
Fri	10/23/20	259.68081	1.20951	100	8.2168			-8.2168	3.29	x	x	38.1235	10.88
Mon	10/26/20	259.75987	1.20988	103	8.4659			-8.4659	2.92	x	x	38.3726	11.25
Tue	10/27/20	259.78623	1.21000	104	8.5489			-8.5489	2.80	x	x	38.4556	11.37
Wed	10/28/20	259.81258	1.21012	105	8.6320			-8.6320	2.68	x	x	38.5387	11.49
Thu	10/29/20	259.83894	1.21024	106	8.7150			-8.7150	2.56	x	x	38.6217	11.61
Fri	10/30/20	259.86529	1.21037	107	8.7982			-8.7982	2.43	x	x	38.7049	11.74
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	1.21067	110	9.0471			-9.0471	2.13	x	x	38.9538	12.04
Tue	11/03/20	259.94213	1.21072	111	9.1298			-9.1298	2.08	x	x	39.0365	12.09
Wed	11/04/20	259.95420	1.21078	112	9.2125			-9.2125	2.02	x	x	39.1192	12.15
Thu	11/05/20	259.96627	1.21084	113	9.2952			-9.2952	1.96	x	x	39.2019	12.21
Fri	11/06/20	259.97833	1.21089	114	9.3778			-9.3778	1.91	x	x	39.2845	12.26
Mon	11/09/20	260.01453	1.21106	117	9.6260			-9.6260	1.74	x	x	39.5327	12.43
Tue	11/10/20	260.02660	1.21112	118	9.7087			-9.7087	1.68	x	x	39.6154	12.49
Wed	11/11/20	260.03867	1.21117	119	9.7914			-9.7914	1.63	x	x	39.6981	12.54
Thu	11/12/20	260.05073	1.21123	120	9.8742			-9.8742	1.57	x	x	39.7809	12.60
Fri	11/13/20	260.06280	1.21129	121	9.9569			-9.9569	1.51	x	x	39.8636	12.66
Mon	11/16/20	260.09900	1.21145	124	10.2051			-10.2051	1.35	x	x	40.1118	12.82
Tue	11/17/20	260.11107	1.21151	125	10.2880			-10.2880	1.29	x	x	40.1947	12.88
Wed	11/18/20	260.12313	1.21157	126	10.3708			-10.3708	1.23	x	x	40.2775	12.94
Thu	11/19/20	260.13520	1.21162	127	10.4535			-10.4535	1.18	x	x	40.3602	12.99
Fri	11/20/20	260.14727	1.21168	128	10.5363			-10.5363	1.12	x	x	40.4430	13.05
Mon	11/23/20	260.18347	1.21185	131	10.7848			-10.7848	0.95	x	x	40.6915	13.22
Tue	11/24/20	260.19553	1.21190	132	10.8676			-10.8676	0.90	x	x	40.7743	13.27
Wed	11/25/20	260.20760	1.21196	133	10.9505			-10.9505	0.84	x	x	40.8572	13.33
Thu	11/26/20	260.21967	1.21202	134	11.0333			-11.0333	0.78	x	x	40.9400	13.39
Fri	11/27/20	260.23173	1.21207	135	11.1161			-11.1161	0.73	x	x	41.0228	13.44
Mon	11/30/20	260.26793	1.21224	138	11.3648			-11.3648	0.56	x	x	41.2715	13.61
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	1.21230	139	11.4477			-11.4477	0.50	x	x	41.3544	13.67
Wed	12/02/20	260.28348	1.21231	140	11.5301			-11.5301	0.49	x	x	41.4368	13.68
Thu	12/03/20	260.28697	1.21233	141	11.6127			-11.6127	0.47	x	x	41.5194	13.70
Fri	12/04/20	260.29045	1.21235	142	11.6952			-11.6952	0.45	x	x	41.6019	13.72
Mon	12/07/20	260.30090	1.21240	145	11.9428			-11.9428	0.40	x	x	41.8495	13.77
Tue	12/08/20	260.30439	1.21241	146	12.0253			-12.0253	0.39	x	x	41.9320	13.78
Wed	12/09/20	260.30787	1.21243	147	12.1078			-12.1078	0.37	x	x	42.0145	13.80
Thu	12/10/20	260.31135	1.21244	148	12.1903			-12.1903	0.36	x	x	42.0970	13.81
Fri	12/11/20	260.31484	1.21246	149	12.2729			-12.2729	0.34	x	x	42.1796	13.83
Mon	12/14/20	260.32529	1.21251	152	12.5205			-12.5205	0.29	x	x	42.4272	13.88
Tue	12/15/20	260.32877	1.21253	153	12.6031			-12.6031	0.27	x	x	42.5098	13.90
Wed	12/16/20	260.33226	1.21254	154	12.6855			-12.6855	0.26	x	x	42.5922	13.91
Thu	12/17/20	260.33574	1.21256	155	12.7681			-12.7681	0.24	x	x	42.6748	13.93
Fri	12/18/20	260.33923	1.21257	156	12.8506			-12.8506	0.23	x	x	42.7573	13.94
Mon	12/21/20	260.34968	1.21262	159	13.0983			-13.0983	0.18	x	x	43.0050	13.99
Tue	12/22/20	260.35316	1.21264	160	13.1809			-13.1809	0.16	x	x	43.0876	14.01
Wed	12/23/20	260.35665	1.21265	161	13.2634			-13.2634	0.15	x	x	43.1701	14.02
Thu	12/24/20	260.36013	1.21267	162	13.3460			-13.3460	0.13	x	x	43.2527	14.04
Fri	12/25/20	260.36361	1.21269	163	13.4286			-13.4286	0.11	x	x	43.3353	14.06
Mon	12/28/20	260.37406	1.21274	166	13.6763			-13.6763	0.06	x	x	43.5830	14.11
Tue	12/29/20	260.37755	1.21275	167	13.7588			-13.7588	0.05	x	x	43.6655	14.12
Wed	12/30/20	260.38103	1.21277	168	13.8414			-13.8414	0.03	x	x	43.7481	14.14
Thu	12/31/20	260.38452	1.21278	169	13.9239			-13.9239	0.02	x	x	43.8306	14.15
Fri	01/01/21	260.38800	1.21280

Generated 12/10/20 09:32