1.25% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2020

Interest and OID per $1,000 Face Value for 2020 (until 07/15/20)

CUSIP Number	912828NM8	Interest 01/15/20 (184 days)	$7.3734
Dated Date	July 15, 2010	Interest 07/15/20 (182 days)	$7.3478
Ref CPI on Dated Date	218.08532	Interest Total	$14.7212
Original Issue Date	July 15, 2010

						Purchased on Settelment Date & held to 07/15/20				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	1.18002	170	6.8140	x	x	7.9072	-4.37			6.8140	0.00
Thu	01/02/20	257.34155	1.18000	171	6.8539	x	x	7.8673	-4.35			6.8539	-0.02
Fri	01/03/20	257.33710	1.17998	172	6.8939	x	x	7.8273	-4.33			6.8939	-0.04
Mon	01/06/20	257.32374	1.17992	175	7.0138	x	x	7.7074	-4.27			7.0138	-0.10
Tue	01/07/20	257.31929	1.17990	176	7.0538	x	x	7.6674	-4.25			7.0538	-0.12
Wed	01/08/20	257.31484	1.17988	177	7.0937	x	x	7.6275	-4.23			7.0937	-0.14
Thu	01/09/20	257.31039	1.17986	178	7.1337	x	x	7.5875	-4.21			7.1337	-0.16
Fri	01/10/20	257.30594	1.17984	179	7.1736	x	x	7.5476	-4.19			7.1736	-0.18
Mon	01/13/20	257.29258	1.17978	182	7.2935	x	x	7.4277	-4.13			7.2935	-0.24
Tue	01/14/20	257.28813	1.17976	183	7.3334	x	x	7.3878	-4.11			7.3334	-0.26
Wed	01/15/20	257.28368	1.17974	0	0.0000		x	7.3478	-4.09	x		7.3734	-0.28
Thu	01/16/20	257.27923	1.17972	1	0.0405		x	7.3073	-4.07	x		7.4139	-0.30
Fri	01/17/20	257.27477	1.17970	2	0.0810		x	7.2668	-4.05	x		7.4544	-0.32
Mon	01/20/20	257.26142	1.17964	5	0.2025		x	7.1453	-3.99	x		7.5759	-0.38
Tue	01/21/20	257.25697	1.17962	6	0.2431		x	7.1047	-3.97	x		7.6165	-0.40
Wed	01/22/20	257.25252	1.17960	7	0.2836		x	7.0642	-3.95	x		7.6570	-0.42
Thu	01/23/20	257.24806	1.17958	8	0.3241		x	7.0237	-3.93	x		7.6975	-0.44
Fri	01/24/20	257.24361	1.17955	9	0.3646		x	6.9832	-3.90	x		7.7380	-0.47
Mon	01/27/20	257.23026	1.17949	12	0.4861		x	6.8617	-3.84	x		7.8595	-0.53
Tue	01/28/20	257.22581	1.17947	13	0.5265		x	6.8213	-3.82	x		7.8999	-0.55
Wed	01/29/20	257.22135	1.17945	14	0.5670		x	6.7808	-3.80	x		7.9404	-0.57
Thu	01/30/20	257.21690	1.17943	15	0.6075		x	6.7403	-3.78	x		7.9809	-0.59
Fri	01/31/20	257.21245	1.17941	16	0.6480		x	6.6998	-3.76	x		8.0214	-0.61
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	02/03/20	257.19186	1.17932	19	0.7695		x	6.5783	-3.67	x		8.1429	-0.70
Tue	02/04/20	257.18379	1.17928	20	0.8099		x	6.5379	-3.63	x		8.1833	-0.74
Wed	02/05/20	257.17572	1.17924	21	0.8504		x	6.4974	-3.59	x		8.2238	-0.78
Thu	02/06/20	257.16766	1.17921	22	0.8909		x	6.4569	-3.56	x		8.2643	-0.81
Fri	02/07/20	257.15959	1.17917	23	0.9313		x	6.4165	-3.52	x		8.3047	-0.85
Mon	02/10/20	257.13538	1.17906	26	1.0527		x	6.2951	-3.41	x		8.4261	-0.96
Tue	02/11/20	257.12731	1.17902	27	1.0932		x	6.2546	-3.37	x		8.4666	-1.00
Wed	02/12/20	257.11924	1.17898	28	1.1336		x	6.2142	-3.33	x		8.5070	-1.04
Thu	02/13/20	257.11117	1.17895	29	1.1741		x	6.1737	-3.30	x		8.5475	-1.07
Fri	02/14/20	257.10310	1.17891	30	1.2145		x	6.1333	-3.26	x		8.5879	-1.11
Mon	02/17/20	257.07890	1.17880	33	1.3359		x	6.0119	-3.15	x		8.7093	-1.22
Tue	02/18/20	257.07083	1.17876	34	1.3763		x	5.9715	-3.11	x		8.7497	-1.26
Wed	02/19/20	257.06276	1.17873	35	1.4167		x	5.9311	-3.08	x		8.7901	-1.29
Thu	02/20/20	257.05469	1.17869	36	1.4572		x	5.8906	-3.04	x		8.8306	-1.33
Fri	02/21/20	257.04662	1.17865	37	1.4976		x	5.8502	-3.00	x		8.8710	-1.37
Mon	02/24/20	257.02241	1.17854	40	1.6189		x	5.7289	-2.89	x		8.9923	-1.48
Tue	02/25/20	257.01434	1.17850	41	1.6593		x	5.6885	-2.85	x		9.0327	-1.52
Wed	02/26/20	257.00628	1.17847	42	1.6997		x	5.6481	-2.82	x		9.0731	-1.55
Thu	02/27/20	256.99821	1.17843	43	1.7401		x	5.6077	-2.78	x		9.1135	-1.59
Fri	02/28/20	256.99014	1.17839	44	1.7805		x	5.5673	-2.74	x		9.1539	-1.63
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	03/02/20	257.00616	1.17847	47	1.9021		x	5.4457	-2.82	x		9.2755	-1.55
Tue	03/03/20	257.03832	1.17861	48	1.9428		x	5.4050	-2.96	x		9.3162	-1.41
Wed	03/04/20	257.07048	1.17876	49	1.9835		x	5.3643	-3.11	x		9.3569	-1.26
Thu	03/05/20	257.10265	1.17891	50	2.0242		x	5.3236	-3.26	x		9.3976	-1.11
Fri	03/06/20	257.13481	1.17906	51	2.0650		x	5.2828	-3.41	x		9.4384	-0.96
Mon	03/09/20	257.23129	1.17950	54	2.1873		x	5.1605	-3.85	x		9.5607	-0.52
Tue	03/10/20	257.26345	1.17965	55	2.2280		x	5.1198	-4.00	x		9.6014	-0.37
Wed	03/11/20	257.29561	1.17979	56	2.2688		x	5.0790	-4.14	x		9.6422	-0.23
Thu	03/12/20	257.32777	1.17994	57	2.3096		x	5.0382	-4.29	x		9.6830	-0.08
Fri	03/13/20	257.35994	1.18009	58	2.3505		x	4.9973	-4.44	x		9.7239	0.07
Mon	03/16/20	257.45642	1.18053	61	2.4730		x	4.8748	-4.88	x		9.8464	0.51
Tue	03/17/20	257.48858	1.18068	62	2.5138		x	4.8340	-5.03	x		9.8872	0.66
Wed	03/18/20	257.52074	1.18083	63	2.5547		x	4.7931	-5.18	x		9.9281	0.81
Thu	03/19/20	257.55290	1.18097	64	2.5955		x	4.7523	-5.32	x		9.9689	0.95
Fri	03/20/20	257.58506	1.18112	65	2.6364		x	4.7114	-5.47	x		10.0098	1.10
Mon	03/23/20	257.68155	1.18156	68	2.7591		x	4.5887	-5.91	x		10.1325	1.54
Tue	03/24/20	257.71371	1.18171	69	2.8001		x	4.5477	-6.06	x		10.1735	1.69
Wed	03/25/20	257.74587	1.18186	70	2.8410		x	4.5068	-6.21	x		10.2144	1.84
Thu	03/26/20	257.77803	1.18201	71	2.8820		x	4.4658	-6.36	x		10.2554	1.99
Fri	03/27/20	257.81019	1.18215	72	2.9229		x	4.4249	-6.50	x		10.2963	2.13
Mon	03/30/20	257.90668	1.18260	75	3.0458		x	4.3020	-6.95	x		10.4192	2.58
Tue	03/31/20	257.93884	1.18274	76	3.0868		x	4.2610	-7.09	x		10.4602	2.72
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Wed	04/01/20	257.97100	1.18289	77	3.1278		x	4.2200	-7.24	x		10.5012	2.87
Thu	04/02/20	257.99457	1.18300	78	3.1688		x	4.1790	-7.35	x		10.5422	2.98
Fri	04/03/20	258.01813	1.18311	79	3.2097		x	4.1381	-7.46	x		10.5831	3.09
Mon	04/06/20	258.08883	1.18343	82	3.3325		x	4.0153	-7.78	x		10.7059	3.41
Tue	04/07/20	258.11240	1.18354	83	3.3734		x	3.9744	-7.89	x		10.7468	3.52
Wed	04/08/20	258.13597	1.18365	84	3.4144		x	3.9334	-8.00	x		10.7878	3.63
Thu	04/09/20	258.15953	1.18375	85	3.4553		x	3.8925	-8.10	x		10.8287	3.73
Fri	04/10/20	258.18310	1.18386	86	3.4963		x	3.8515	-8.21	x		10.8697	3.84
Mon	04/13/20	258.25380	1.18419	89	3.6193		x	3.7285	-8.54	x		10.9927	4.17
Tue	04/14/20	258.27737	1.18430	90	3.6603		x	3.6875	-8.65	x		11.0337	4.28
Wed	04/15/20	258.30093	1.18440	91	3.7012		x	3.6466	-8.75	x		11.0746	4.38
Thu	04/16/20	258.32450	1.18451	92	3.7423		x	3.6055	-8.86	x		11.1157	4.49
Fri	04/17/20	258.34807	1.18462	93	3.7833		x	3.5645	-8.97	x		11.1567	4.60
Mon	04/20/20	258.41877	1.18494	96	3.9064		x	3.4414	-9.29	x		11.2798	4.92
Tue	04/21/20	258.44233	1.18505	97	3.9475		x	3.4003	-9.40	x		11.3209	5.03
Wed	04/22/20	258.46590	1.18516	98	3.9885		x	3.3593	-9.51	x		11.3619	5.14
Thu	04/23/20	258.48947	1.18527	99	4.0296		x	3.3182	-9.62	x		11.4030	5.25
Fri	04/24/20	258.51303	1.18538	100	4.0707		x	3.2771	-9.73	x		11.4441	5.36
Mon	04/27/20	258.58373	1.18570	103	4.1939		x	3.1539	-10.05	x		11.5673	5.68
Tue	04/28/20	258.60730	1.18581	104	4.2350		x	3.1128	-10.16	x		11.6084	5.79
Wed	04/29/20	258.63087	1.18592	105	4.2762		x	3.0716	-10.27	x		11.6496	5.90
Thu	04/30/20	258.65443	1.18602	106	4.3172		x	3.0306	-10.37	x		11.6906	6.00
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	1.18613	107	4.3584		x	2.9894	-10.48	x		11.7318	6.11
Mon	05/04/20	258.62352	1.18588	110	4.4796		x	2.8682	-10.23	x		11.8530	5.86
Tue	05/05/20	258.60535	1.18580	111	4.5200		x	2.8278	-10.15	x		11.8934	5.78
Wed	05/06/20	258.58719	1.18572	112	4.5605		x	2.7873	-10.07	x		11.9339	5.70
Thu	05/07/20	258.56903	1.18563	113	4.6008		x	2.7470	-9.98	x		11.9742	5.61
Fri	05/08/20	258.55087	1.18555	114	4.6412		x	2.7066	-9.90	x		12.0146	5.53
Mon	05/11/20	258.49639	1.18530	117	4.7624		x	2.5854	-9.65	x		12.1358	5.28
Tue	05/12/20	258.47823	1.18522	118	4.8027		x	2.5451	-9.57	x		12.1761	5.20
Wed	05/13/20	258.46006	1.18513	119	4.8431		x	2.5047	-9.48	x		12.2165	5.11
Thu	05/14/20	258.44190	1.18505	120	4.8834		x	2.4644	-9.40	x		12.2568	5.03
Fri	05/15/20	258.42374	1.18497	121	4.9238		x	2.4240	-9.32	x		12.2972	4.95
Mon	05/18/20	258.36926	1.18472	124	5.0448		x	2.3030	-9.07	x		12.4182	4.70
Tue	05/19/20	258.35110	1.18463	125	5.0851		x	2.2627	-8.98	x		12.4585	4.61
Wed	05/20/20	258.33294	1.18455	126	5.1255		x	2.2223	-8.90	x		12.4989	4.53
Thu	05/21/20	258.31477	1.18447	127	5.1658		x	2.1820	-8.82	x		12.5392	4.45
Fri	05/22/20	258.29661	1.18438	128	5.2061		x	2.1417	-8.73	x		12.5795	4.36
Mon	05/25/20	258.24213	1.18413	131	5.3270		x	2.0208	-8.48	x		12.7004	4.11
Tue	05/26/20	258.22397	1.18405	132	5.3673		x	1.9805	-8.40	x		12.7407	4.03
Wed	05/27/20	258.20581	1.18397	133	5.4076		x	1.9402	-8.32	x		12.7810	3.95
Thu	05/28/20	258.18765	1.18388	134	5.4478		x	1.9000	-8.23	x		12.8212	3.86
Fri	05/29/20	258.16948	1.18380	135	5.4881		x	1.8597	-8.15	x		12.8615	3.78
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	1.18355	138	5.6089		x	1.7389	-7.90	x		12.9823	3.53
Tue	06/02/20	258.05747	1.18329	139	5.6483		x	1.6995	-7.64	x		13.0217	3.27
Wed	06/03/20	257.99993	1.18302	140	5.6876		x	1.6602	-7.37	x		13.0610	3.00
Thu	06/04/20	257.94240	1.18276	141	5.7270		x	1.6208	-7.11	x		13.1004	2.74
Fri	06/05/20	257.88487	1.18250	142	5.7663		x	1.5815	-6.85	x		13.1397	2.48
Mon	06/08/20	257.71227	1.18170	145	5.8842		x	1.4636	-6.05	x		13.2576	1.68
Tue	06/09/20	257.65473	1.18144	146	5.9234		x	1.4244	-5.79	x		13.2968	1.42
Wed	06/10/20	257.59720	1.18118	147	5.9627		x	1.3851	-5.53	x		13.3361	1.16
Thu	06/11/20	257.53967	1.18091	148	6.0019		x	1.3459	-5.26	x		13.3753	0.89
Fri	06/12/20	257.48213	1.18065	149	6.0411		x	1.3067	-5.00	x		13.4145	0.63
Mon	06/15/20	257.30953	1.17986	152	6.1586		x	1.1892	-4.21	x		13.5320	-0.16
Tue	06/16/20	257.25200	1.17959	153	6.1977		x	1.1501	-3.94	x		13.5711	-0.43
Wed	06/17/20	257.19447	1.17933	154	6.2368		x	1.1110	-3.68	x		13.6102	-0.69
Thu	06/18/20	257.13693	1.17907	155	6.2760		x	1.0718	-3.42	x		13.6494	-0.95
Fri	06/19/20	257.07940	1.17880	156	6.3150		x	1.0328	-3.15	x		13.6884	-1.22
Mon	06/22/20	256.90680	1.17801	159	6.4321		x	0.9157	-2.36	x		13.8055	-2.01
Tue	06/23/20	256.84927	1.17775	160	6.4712		x	0.8766	-2.10	x		13.8446	-2.27
Wed	06/24/20	256.79173	1.17748	161	6.5101		x	0.8377	-1.83	x		13.8835	-2.54
Thu	06/25/20	256.73420	1.17722	162	6.5491		x	0.7987	-1.57	x		13.9225	-2.80
Fri	06/26/20	256.67667	1.17696	163	6.5881		x	0.7597	-1.31	x		13.9615	-3.06
Mon	06/29/20	256.50407	1.17616	166	6.7048		x	0.6430	-0.51	x		14.0782	-3.86
Tue	06/30/20	256.44653	1.17590	167	6.7437		x	0.6041	-0.25	x		14.1171	-4.12
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	1.17564	168	6.7825		x	0.5653	0.01	x		14.1559	-4.38
Thu	07/02/20	256.38916	1.17564	169	6.8229		x	0.5249	0.01	x		14.1963	-4.38
Fri	07/03/20	256.38932	1.17564	170	6.8633		x	0.4845	0.01	x		14.2367	-4.38
Mon	07/06/20	256.38981	1.17564	173	6.9844		x	0.3634	0.01	x		14.3578	-4.38
Tue	07/07/20	256.38997	1.17564	174	7.0248		x	0.3230	0.01	x		14.3982	-4.38
Wed	07/08/20	256.39013	1.17564	175	7.0651		x	0.2827	0.01	x		14.4385	-4.38
Thu	07/09/20	256.39029	1.17564	176	7.1055		x	0.2423	0.01	x		14.4789	-4.38
Fri	07/10/20	256.39045	1.17564	177	7.1459		x	0.2019	0.01	x		14.5193	-4.38
Mon	07/13/20	256.39094	1.17565	180	7.2671		x	0.0807	0.00	x		14.6405	-4.37
Tue	07/14/20	256.39110	1.17565	181	7.3074		x	0.0404	0.00	x		14.6808	-4.37
Wed	07/15/20	256.39126	1.17565	0	0.0000			0.0000	0.00	x	x	14.7212	-4.37

Generated 12/10/20 09:32