1.125% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2021

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

CUSIP Number	912828PP9	Interest 01/15/20 (184 days)	$6.6158
Dated Date	January 15, 2011	Interest 07/15/20 (182 days)	$6.5928
Ref CPI on Dated Date	218.75255	Interest Total	$13.2086
Original Issue Date	January 31, 2011	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	1.17643	170	6.1139	x	x	7.0947	13.90			6.1139	0.00
Thu	01/02/20	257.34155	1.17640	171	6.1497	x	x	7.0589	13.93			6.1497	-0.03
Fri	01/03/20	257.33710	1.17638	172	6.1856	x	x	7.0230	13.95			6.1856	-0.05
Mon	01/06/20	257.32374	1.17632	175	6.2932	x	x	6.9154	14.01			6.2932	-0.11
Tue	01/07/20	257.31929	1.17630	176	6.3290	x	x	6.8796	14.03			6.3290	-0.13
Wed	01/08/20	257.31484	1.17628	177	6.3649	x	x	6.8437	14.05			6.3649	-0.15
Thu	01/09/20	257.31039	1.17626	178	6.4007	x	x	6.8079	14.07			6.4007	-0.17
Fri	01/10/20	257.30594	1.17624	179	6.4366	x	x	6.7720	14.09			6.4366	-0.19
Mon	01/13/20	257.29258	1.17618	182	6.5441	x	x	6.6645	14.15			6.5441	-0.25
Tue	01/14/20	257.28813	1.17616	183	6.5799	x	x	6.6287	14.17			6.5799	-0.27
Wed	01/15/20	257.28368	1.17614	0	0.0000		x	6.5928	14.19	x		6.6158	-0.29
Thu	01/16/20	257.27923	1.17612	1	0.0363		x	6.5565	14.21	x		6.6521	-0.31
Fri	01/17/20	257.27477	1.17610	2	0.0727		x	6.5201	14.23	x		6.6885	-0.33
Mon	01/20/20	257.26142	1.17604	5	0.1817		x	6.4111	14.29	x		6.7975	-0.39
Tue	01/21/20	257.25697	1.17602	6	0.2181		x	6.3747	14.31	x		6.8339	-0.41
Wed	01/22/20	257.25252	1.17600	7	0.2544		x	6.3384	14.33	x		6.8702	-0.43
Thu	01/23/20	257.24806	1.17598	8	0.2908		x	6.3020	14.35	x		6.9066	-0.45
Fri	01/24/20	257.24361	1.17596	9	0.3271		x	6.2657	14.37	x		6.9429	-0.47
Mon	01/27/20	257.23026	1.17590	12	0.4361		x	6.1567	14.43	x		7.0519	-0.53
Tue	01/28/20	257.22581	1.17588	13	0.4725		x	6.1203	14.45	x		7.0883	-0.55
Wed	01/29/20	257.22135	1.17586	14	0.5088		x	6.0840	14.47	x		7.1246	-0.57
Thu	01/30/20	257.21690	1.17583	15	0.5451		x	6.0477	14.50	x		7.1609	-0.60
Fri	01/31/20	257.21245	1.17581	16	0.5814		x	6.0114	14.52	x		7.1972	-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	1.17572	19	0.6904		x	5.9024	14.61	x		7.3062	-0.71
Tue	02/04/20	257.18379	1.17568	20	0.7267		x	5.8661	14.65	x		7.3425	-0.75
Wed	02/05/20	257.17572	1.17565	21	0.7630		x	5.8298	14.68	x		7.3788	-0.78
Thu	02/06/20	257.16766	1.17561	22	0.7994		x	5.7934	14.72	x		7.4152	-0.82
Fri	02/07/20	257.15959	1.17557	23	0.8357		x	5.7571	14.76	x		7.4515	-0.86
Mon	02/10/20	257.13538	1.17546	26	0.9446		x	5.6482	14.87	x		7.5604	-0.97
Tue	02/11/20	257.12731	1.17543	27	0.9809		x	5.6119	14.90	x		7.5967	-1.00
Wed	02/12/20	257.11924	1.17539	28	1.0172		x	5.5756	14.94	x		7.6330	-1.04
Thu	02/13/20	257.11117	1.17535	29	1.0535		x	5.5393	14.98	x		7.6693	-1.08
Fri	02/14/20	257.10310	1.17531	30	1.0897		x	5.5031	15.02	x		7.7055	-1.12
Mon	02/17/20	257.07890	1.17520	33	1.1986		x	5.3942	15.13	x		7.8144	-1.23
Tue	02/18/20	257.07083	1.17517	34	1.2349		x	5.3579	15.16	x		7.8507	-1.26
Wed	02/19/20	257.06276	1.17513	35	1.2712		x	5.3216	15.20	x		7.8870	-1.30
Thu	02/20/20	257.05469	1.17509	36	1.3074		x	5.2854	15.24	x		7.9232	-1.34
Fri	02/21/20	257.04662	1.17506	37	1.3437		x	5.2491	15.27	x		7.9595	-1.37
Mon	02/24/20	257.02241	1.17495	40	1.4525		x	5.1403	15.38	x		8.0683	-1.48
Tue	02/25/20	257.01434	1.17491	41	1.4888		x	5.1040	15.42	x		8.1046	-1.52
Wed	02/26/20	257.00628	1.17487	42	1.5251		x	5.0677	15.46	x		8.1409	-1.56
Thu	02/27/20	256.99821	1.17484	43	1.5613		x	5.0315	15.49	x		8.1771	-1.59
Fri	02/28/20	256.99014	1.17480	44	1.5976		x	4.9952	15.53	x		8.2134	-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	1.17487	47	1.7066		x	4.8862	15.46	x		8.3224	-1.56
Tue	03/03/20	257.03832	1.17502	48	1.7432		x	4.8496	15.31	x		8.3590	-1.41
Wed	03/04/20	257.07048	1.17517	49	1.7797		x	4.8131	15.16	x		8.3955	-1.26
Thu	03/05/20	257.10265	1.17531	50	1.8162		x	4.7766	15.02	x		8.4320	-1.12
Fri	03/06/20	257.13481	1.17546	51	1.8528		x	4.7400	14.87	x		8.4686	-0.97
Mon	03/09/20	257.23129	1.17590	54	1.9625		x	4.6303	14.43	x		8.5783	-0.53
Tue	03/10/20	257.26345	1.17605	55	1.9991		x	4.5937	14.28	x		8.6149	-0.38
Wed	03/11/20	257.29561	1.17619	56	2.0357		x	4.5571	14.14	x		8.6515	-0.24
Thu	03/12/20	257.32777	1.17634	57	2.0723		x	4.5205	13.99	x		8.6881	-0.09
Fri	03/13/20	257.35994	1.17649	58	2.1090		x	4.4838	13.84	x		8.7248	0.06
Mon	03/16/20	257.45642	1.17693	61	2.2189		x	4.3739	13.40	x		8.8347	0.50
Tue	03/17/20	257.48858	1.17708	62	2.2555		x	4.3373	13.25	x		8.8713	0.65
Wed	03/18/20	257.52074	1.17722	63	2.2922		x	4.3006	13.11	x		8.9080	0.79
Thu	03/19/20	257.55290	1.17737	64	2.3289		x	4.2639	12.96	x		8.9447	0.94
Fri	03/20/20	257.58506	1.17752	65	2.3656		x	4.2272	12.81	x		8.9814	1.09
Mon	03/23/20	257.68155	1.17796	68	2.4757		x	4.1171	12.37	x		9.0915	1.53
Tue	03/24/20	257.71371	1.17811	69	2.5124		x	4.0804	12.22	x		9.1282	1.68
Wed	03/25/20	257.74587	1.17825	70	2.5491		x	4.0437	12.08	x		9.1649	1.82
Thu	03/26/20	257.77803	1.17840	71	2.5858		x	4.0070	11.93	x		9.2016	1.97
Fri	03/27/20	257.81019	1.17855	72	2.6226		x	3.9702	11.78	x		9.2384	2.12
Mon	03/30/20	257.90668	1.17899	75	2.7329		x	3.8599	11.34	x		9.3487	2.56
Tue	03/31/20	257.93884	1.17914	76	2.7697		x	3.8231	11.19	x		9.3855	2.71
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Wed	04/01/20	257.97100	1.17928	77	2.8065		x	3.7863	11.05	x		9.4223	2.85
Thu	04/02/20	257.99457	1.17939	78	2.8432		x	3.7496	10.94	x		9.4590	2.96
Fri	04/03/20	258.01813	1.17950	79	2.8799		x	3.7129	10.83	x		9.4957	3.07
Mon	04/06/20	258.08883	1.17982	82	2.9901		x	3.6027	10.51	x		9.6059	3.39
Tue	04/07/20	258.11240	1.17993	83	3.0268		x	3.5660	10.40	x		9.6426	3.50
Wed	04/08/20	258.13597	1.18004	84	3.0636		x	3.5292	10.29	x		9.6794	3.61
Thu	04/09/20	258.15953	1.18014	85	3.1003		x	3.4925	10.19	x		9.7161	3.71
Fri	04/10/20	258.18310	1.18025	86	3.1371		x	3.4557	10.08	x		9.7529	3.82
Mon	04/13/20	258.25380	1.18058	89	3.2474		x	3.3454	9.75	x		9.8632	4.15
Tue	04/14/20	258.27737	1.18068	90	3.2842		x	3.3086	9.65	x		9.9000	4.25
Wed	04/15/20	258.30093	1.18079	91	3.3210		x	3.2718	9.54	x		9.9368	4.36
Thu	04/16/20	258.32450	1.18090	92	3.3578		x	3.2350	9.43	x		9.9736	4.47
Fri	04/17/20	258.34807	1.18101	93	3.3946		x	3.1982	9.32	x		10.0104	4.58
Mon	04/20/20	258.41877	1.18133	96	3.5050		x	3.0878	9.00	x		10.1208	4.90
Tue	04/21/20	258.44233	1.18144	97	3.5419		x	3.0509	8.89	x		10.1577	5.01
Wed	04/22/20	258.46590	1.18154	98	3.5787		x	3.0141	8.79	x		10.1945	5.11
Thu	04/23/20	258.48947	1.18165	99	3.6156		x	2.9772	8.68	x		10.2314	5.22
Fri	04/24/20	258.51303	1.18176	100	3.6524		x	2.9404	8.57	x		10.2682	5.33
Mon	04/27/20	258.58373	1.18208	103	3.7630		x	2.8298	8.25	x		10.3788	5.65
Tue	04/28/20	258.60730	1.18219	104	3.7999		x	2.7929	8.14	x		10.4157	5.76
Wed	04/29/20	258.63087	1.18230	105	3.8368		x	2.7560	8.03	x		10.4526	5.87
Thu	04/30/20	258.65443	1.18241	106	3.8737		x	2.7191	7.92	x		10.4895	5.98
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	1.18251	107	3.9106		x	2.6822	7.82	x		10.5264	6.08
Mon	05/04/20	258.62352	1.18227	110	4.0194		x	2.5734	8.06	x		10.6352	5.84
Tue	05/05/20	258.60535	1.18218	111	4.0556		x	2.5372	8.15	x		10.6714	5.75
Wed	05/06/20	258.58719	1.18210	112	4.0919		x	2.5009	8.23	x		10.7077	5.67
Thu	05/07/20	258.56903	1.18202	113	4.1281		x	2.4647	8.31	x		10.7439	5.59
Fri	05/08/20	258.55087	1.18193	114	4.1644		x	2.4284	8.40	x		10.7802	5.50
Mon	05/11/20	258.49639	1.18168	117	4.2730		x	2.3198	8.65	x		10.8888	5.25
Tue	05/12/20	258.47823	1.18160	118	4.3093		x	2.2835	8.73	x		10.9251	5.17
Wed	05/13/20	258.46006	1.18152	119	4.3455		x	2.2473	8.81	x		10.9613	5.09
Thu	05/14/20	258.44190	1.18143	120	4.3817		x	2.2111	8.90	x		10.9975	5.00
Fri	05/15/20	258.42374	1.18135	121	4.4179		x	2.1749	8.98	x		11.0337	4.92
Mon	05/18/20	258.36926	1.18110	124	4.5265		x	2.0663	9.23	x		11.1423	4.67
Tue	05/19/20	258.35110	1.18102	125	4.5627		x	2.0301	9.31	x		11.1785	4.59
Wed	05/20/20	258.33294	1.18094	126	4.5989		x	1.9939	9.39	x		11.2147	4.51
Thu	05/21/20	258.31477	1.18085	127	4.6350		x	1.9578	9.48	x		11.2508	4.42
Fri	05/22/20	258.29661	1.18077	128	4.6712		x	1.9216	9.56	x		11.2870	4.34
Mon	05/25/20	258.24213	1.18052	131	4.7796		x	1.8132	9.81	x		11.3954	4.09
Tue	05/26/20	258.22397	1.18044	132	4.8158		x	1.7770	9.89	x		11.4316	4.01
Wed	05/27/20	258.20581	1.18036	133	4.8520		x	1.7408	9.97	x		11.4678	3.93
Thu	05/28/20	258.18765	1.18027	134	4.8881		x	1.7047	10.06	x		11.5039	3.84
Fri	05/29/20	258.16948	1.18019	135	4.9242		x	1.6686	10.14	x		11.5400	3.76
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	06/01/20	258.11500	1.17994	138	5.0326		x	1.5602	10.39	x		11.6484	3.51
Tue	06/02/20	258.05747	1.17968	139	5.0679		x	1.5249	10.65	x		11.6837	3.25
Wed	06/03/20	257.99993	1.17941	140	5.1032		x	1.4896	10.92	x		11.7190	2.98
Thu	06/04/20	257.94240	1.17915	141	5.1385		x	1.4543	11.18	x		11.7543	2.72
Fri	06/05/20	257.88487	1.17889	142	5.1738		x	1.4190	11.44	x		11.7896	2.46
Mon	06/08/20	257.71227	1.17810	145	5.2796		x	1.3132	12.23	x		11.8954	1.67
Tue	06/09/20	257.65473	1.17784	146	5.3148		x	1.2780	12.49	x		11.9306	1.41
Wed	06/10/20	257.59720	1.17757	147	5.3500		x	1.2428	12.76	x		11.9658	1.14
Thu	06/11/20	257.53967	1.17731	148	5.3852		x	1.2076	13.02	x		12.0010	0.88
Fri	06/12/20	257.48213	1.17705	149	5.4204		x	1.1724	13.28	x		12.0362	0.62
Mon	06/15/20	257.30953	1.17626	152	5.5258		x	1.0670	14.07	x		12.1416	-0.17
Tue	06/16/20	257.25200	1.17600	153	5.5610		x	1.0318	14.33	x		12.1768	-0.43
Wed	06/17/20	257.19447	1.17573	154	5.5960		x	0.9968	14.60	x		12.2118	-0.70
Thu	06/18/20	257.13693	1.17547	155	5.6311		x	0.9617	14.86	x		12.2469	-0.96
Fri	06/19/20	257.07940	1.17521	156	5.6662		x	0.9266	15.12	x		12.2820	-1.22
Mon	06/22/20	256.90680	1.17442	159	5.7713		x	0.8215	15.91	x		12.3871	-2.01
Tue	06/23/20	256.84927	1.17415	160	5.8062		x	0.7866	16.18	x		12.4220	-2.28
Wed	06/24/20	256.79173	1.17389	161	5.8412		x	0.7516	16.44	x		12.4570	-2.54
Thu	06/25/20	256.73420	1.17363	162	5.8762		x	0.7166	16.70	x		12.4920	-2.80
Fri	06/26/20	256.67667	1.17337	163	5.9112		x	0.6816	16.96	x		12.5270	-3.06
Mon	06/29/20	256.50407	1.17258	166	6.0159		x	0.5769	17.75	x		12.6317	-3.85
Tue	06/30/20	256.44653	1.17231	167	6.0508		x	0.5420	18.02	x		12.6666	-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	1.17205	168	6.0856		x	0.5072	18.28	x		12.7014	-4.38
Thu	07/02/20	256.38916	1.17205	169	6.1219		x	0.4709	18.28	x		12.7377	-4.38
Fri	07/03/20	256.38932	1.17205	170	6.1581		x	0.4347	18.28	x		12.7739	-4.38
Mon	07/06/20	256.38981	1.17205	173	6.2668		x	0.3260	18.28	x		12.8826	-4.38
Tue	07/07/20	256.38997	1.17205	174	6.3030		x	0.2898	18.28	x		12.9188	-4.38
Wed	07/08/20	256.39013	1.17206	175	6.3393		x	0.2535	18.27	x		12.9551	-4.37
Thu	07/09/20	256.39029	1.17206	176	6.3755		x	0.2173	18.27	x		12.9913	-4.37
Fri	07/10/20	256.39045	1.17206	177	6.4117		x	0.1811	18.27	x		13.0275	-4.37
Mon	07/13/20	256.39094	1.17206	180	6.5204		x	0.0724	18.27	x		13.1362	-4.37
Tue	07/14/20	256.39110	1.17206	181	6.5566		x	0.0362	18.27	x		13.1724	-4.37
Wed	07/15/20	256.39126	1.17206	0	0.0000			0.0000	18.27	x	x	13.2086	-4.37
Thu	07/16/20	256.39142	1.17206	1	0.0358			-0.0358	18.27	x	x	13.2444	-4.37
Fri	07/17/20	256.39158	1.17206	2	0.0717			-0.0717	18.27	x	x	13.2803	-4.37
Mon	07/20/20	256.39206	1.17206	5	0.1792			-0.1792	18.27	x	x	13.3878	-4.37
Tue	07/21/20	256.39223	1.17207	6	0.2150			-0.2150	18.26	x	x	13.4236	-4.36
Wed	07/22/20	256.39239	1.17207	7	0.2508			-0.2508	18.26	x	x	13.4594	-4.36
Thu	07/23/20	256.39255	1.17207	8	0.2866			-0.2866	18.26	x	x	13.4952	-4.36
Fri	07/24/20	256.39271	1.17207	9	0.3225			-0.3225	18.26	x	x	13.5311	-4.36
Mon	07/27/20	256.39319	1.17207	12	0.4300			-0.4300	18.26	x	x	13.6386	-4.36
Tue	07/28/20	256.39335	1.17207	13	0.4658			-0.4658	18.26	x	x	13.6744	-4.36
Wed	07/29/20	256.39352	1.17207	14	0.5016			-0.5016	18.26	x	x	13.7102	-4.36
Thu	07/30/20	256.39368	1.17207	15	0.5375			-0.5375	18.26	x	x	13.7461	-4.36
Fri	07/31/20	256.39384	1.17207	16	0.5733			-0.5733	18.26	x	x	13.7819	-4.36
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	1.17249	19	0.6810			-0.6810	17.84	x	x	13.8896	-3.94
Tue	08/04/20	256.52977	1.17269	20	0.7170			-0.7170	17.64	x	x	13.9256	-3.74
Wed	08/05/20	256.57503	1.17290	21	0.7530			-0.7530	17.43	x	x	13.9616	-3.53
Thu	08/06/20	256.62029	1.17311	22	0.7890			-0.7890	17.22	x	x	13.9976	-3.32
Fri	08/07/20	256.66555	1.17331	23	0.8250			-0.8250	17.02	x	x	14.0336	-3.12
Mon	08/10/20	256.80132	1.17394	26	0.9331			-0.9331	16.39	x	x	14.1417	-2.49
Tue	08/11/20	256.84658	1.17414	27	0.9691			-0.9691	16.19	x	x	14.1777	-2.29
Wed	08/12/20	256.89184	1.17435	28	1.0052			-1.0052	15.98	x	x	14.2138	-2.08
Thu	08/13/20	256.93710	1.17456	29	1.0413			-1.0413	15.77	x	x	14.2499	-1.87
Fri	08/14/20	256.98235	1.17476	30	1.0774			-1.0774	15.57	x	x	14.2860	-1.67
Mon	08/17/20	257.11813	1.17538	33	1.1858			-1.1858	14.95	x	x	14.3944	-1.05
Tue	08/18/20	257.16339	1.17559	34	1.2219			-1.2219	14.74	x	x	14.4305	-0.84
Wed	08/19/20	257.20865	1.17580	35	1.2581			-1.2581	14.53	x	x	14.4667	-0.63
Thu	08/20/20	257.25390	1.17600	36	1.2942			-1.2942	14.33	x	x	14.5028	-0.43
Fri	08/21/20	257.29916	1.17621	37	1.3304			-1.3304	14.12	x	x	14.5390	-0.22
Mon	08/24/20	257.43494	1.17683	40	1.4391			-1.4391	13.50	x	x	14.6477	0.40
Tue	08/25/20	257.48019	1.17704	41	1.4753			-1.4753	13.29	x	x	14.6839	0.61
Wed	08/26/20	257.52545	1.17725	42	1.5116			-1.5116	13.08	x	x	14.7202	0.82
Thu	08/27/20	257.57071	1.17745	43	1.5478			-1.5478	12.88	x	x	14.7564	1.02
Fri	08/28/20	257.61597	1.17766	44	1.5841			-1.5841	12.67	x	x	14.7927	1.23
Mon	08/31/20	257.75174	1.17828	47	1.6930			-1.6930	12.05	x	x	14.9016	1.85
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	1.17849	48	1.7293			-1.7293	11.84	x	x	14.9379	2.06
Wed	09/02/20	257.84047	1.17869	49	1.7656			-1.7656	11.64	x	x	14.9742	2.26
Thu	09/03/20	257.88393	1.17888	50	1.8020			-1.8020	11.45	x	x	15.0106	2.45
Fri	09/04/20	257.92740	1.17908	51	1.8383			-1.8383	11.25	x	x	15.0469	2.65
Mon	09/07/20	258.05780	1.17968	54	1.9474			-1.9474	10.65	x	x	15.1560	3.25
Tue	09/08/20	258.10127	1.17988	55	1.9838			-1.9838	10.45	x	x	15.1924	3.45
Wed	09/09/20	258.14473	1.18008	56	2.0202			-2.0202	10.25	x	x	15.2288	3.65
Thu	09/10/20	258.18820	1.18028	57	2.0567			-2.0567	10.05	x	x	15.2653	3.85
Fri	09/11/20	258.23167	1.18047	58	2.0931			-2.0931	9.86	x	x	15.3017	4.04
Mon	09/14/20	258.36207	1.18107	61	2.2025			-2.2025	9.26	x	x	15.4111	4.64
Tue	09/15/20	258.40553	1.18127	62	2.2390			-2.2390	9.06	x	x	15.4476	4.84
Wed	09/16/20	258.44900	1.18147	63	2.2755			-2.2755	8.86	x	x	15.4841	5.04
Thu	09/17/20	258.49247	1.18167	64	2.3120			-2.3120	8.66	x	x	15.5206	5.24
Fri	09/18/20	258.53593	1.18186	65	2.3485			-2.3485	8.47	x	x	15.5571	5.43
Mon	09/21/20	258.66633	1.18246	68	2.4581			-2.4581	7.87	x	x	15.6667	6.03
Tue	09/22/20	258.70980	1.18266	69	2.4947			-2.4947	7.67	x	x	15.7033	6.23
Wed	09/23/20	258.75327	1.18286	70	2.5313			-2.5313	7.47	x	x	15.7399	6.43
Thu	09/24/20	258.79673	1.18306	71	2.5679			-2.5679	7.27	x	x	15.7765	6.63
Fri	09/25/20	258.84020	1.18326	72	2.6045			-2.6045	7.07	x	x	15.8131	6.83
Mon	09/28/20	258.97060	1.18385	75	2.7143			-2.7143	6.48	x	x	15.9229	7.42
Tue	09/29/20	259.01407	1.18405	76	2.7510			-2.7510	6.28	x	x	15.9596	7.62
Wed	09/30/20	259.05753	1.18425	77	2.7877			-2.7877	6.08	x	x	15.9963	7.82
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	1.18445	78	2.8243			-2.8243	5.88	x	x	16.0329	8.02
Fri	10/02/20	259.12735	1.18457	79	2.8608			-2.8608	5.76	x	x	16.0694	8.14
Mon	10/05/20	259.20642	1.18493	82	2.9704			-2.9704	5.40	x	x	16.1790	8.50
Tue	10/06/20	259.23277	1.18505	83	3.0069			-3.0069	5.28	x	x	16.2155	8.62
Wed	10/07/20	259.25913	1.18517	84	3.0434			-3.0434	5.16	x	x	16.2520	8.74
Thu	10/08/20	259.28548	1.18529	85	3.0800			-3.0800	5.04	x	x	16.2886	8.86
Fri	10/09/20	259.31184	1.18541	86	3.1165			-3.1165	4.92	x	x	16.3251	8.98
Mon	10/12/20	259.39090	1.18577	89	3.2262			-3.2262	4.56	x	x	16.4348	9.34
Tue	10/13/20	259.41726	1.18589	90	3.2628			-3.2628	4.44	x	x	16.4714	9.46
Wed	10/14/20	259.44361	1.18601	91	3.2994			-3.2994	4.32	x	x	16.5080	9.58
Thu	10/15/20	259.46997	1.18613	92	3.3360			-3.3360	4.20	x	x	16.5446	9.70
Fri	10/16/20	259.49632	1.18626	93	3.3726			-3.3726	4.07	x	x	16.5812	9.83
Mon	10/19/20	259.57539	1.18662	96	3.4825			-3.4825	3.71	x	x	16.6911	10.19
Tue	10/20/20	259.60174	1.18674	97	3.5191			-3.5191	3.59	x	x	16.7277	10.31
Wed	10/21/20	259.62810	1.18686	98	3.5557			-3.5557	3.47	x	x	16.7643	10.43
Thu	10/22/20	259.65445	1.18698	99	3.5924			-3.5924	3.35	x	x	16.8010	10.55
Fri	10/23/20	259.68081	1.18710	100	3.6290			-3.6290	3.23	x	x	16.8376	10.67
Mon	10/26/20	259.75987	1.18746	103	3.7390			-3.7390	2.87	x	x	16.9476	11.03
Tue	10/27/20	259.78623	1.18758	104	3.7757			-3.7757	2.75	x	x	16.9843	11.15
Wed	10/28/20	259.81258	1.18770	105	3.8124			-3.8124	2.63	x	x	17.0210	11.27
Thu	10/29/20	259.83894	1.18782	106	3.8491			-3.8491	2.51	x	x	17.0577	11.39
Fri	10/30/20	259.86529	1.18794	107	3.8858			-3.8858	2.39	x	x	17.0944	11.51
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	1.18824	110	3.9958			-3.9958	2.09	x	x	17.2044	11.81
Tue	11/03/20	259.94213	1.18829	111	4.0323			-4.0323	2.04	x	x	17.2409	11.86
Wed	11/04/20	259.95420	1.18835	112	4.0688			-4.0688	1.98	x	x	17.2774	11.92
Thu	11/05/20	259.96627	1.18840	113	4.1053			-4.1053	1.93	x	x	17.3139	11.97
Fri	11/06/20	259.97833	1.18846	114	4.1418			-4.1418	1.87	x	x	17.3504	12.03
Mon	11/09/20	260.01453	1.18862	117	4.2514			-4.2514	1.71	x	x	17.4600	12.19
Tue	11/10/20	260.02660	1.18868	118	4.2880			-4.2880	1.65	x	x	17.4966	12.25
Wed	11/11/20	260.03867	1.18873	119	4.3245			-4.3245	1.60	x	x	17.5331	12.30
Thu	11/12/20	260.05073	1.18879	120	4.3611			-4.3611	1.54	x	x	17.5697	12.36
Fri	11/13/20	260.06280	1.18884	121	4.3976			-4.3976	1.49	x	x	17.6062	12.41
Mon	11/16/20	260.09900	1.18901	124	4.5073			-4.5073	1.32	x	x	17.7159	12.58
Tue	11/17/20	260.11107	1.18907	125	4.5438			-4.5438	1.26	x	x	17.7524	12.64
Wed	11/18/20	260.12313	1.18912	126	4.5804			-4.5804	1.21	x	x	17.7890	12.69
Thu	11/19/20	260.13520	1.18918	127	4.6170			-4.6170	1.15	x	x	17.8256	12.75
Fri	11/20/20	260.14727	1.18923	128	4.6535			-4.6535	1.10	x	x	17.8621	12.80
Mon	11/23/20	260.18347	1.18940	131	4.7633			-4.7633	0.93	x	x	17.9719	12.97
Tue	11/24/20	260.19553	1.18945	132	4.7998			-4.7998	0.88	x	x	18.0084	13.02
Wed	11/25/20	260.20760	1.18951	133	4.8364			-4.8364	0.82	x	x	18.0450	13.08
Thu	11/26/20	260.21967	1.18956	134	4.8730			-4.8730	0.77	x	x	18.0816	13.13
Fri	11/27/20	260.23173	1.18962	135	4.9096			-4.9096	0.71	x	x	18.1182	13.19
Mon	11/30/20	260.26793	1.18978	138	5.0194			-5.0194	0.55	x	x	18.2280	13.35
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	1.18984	139	5.0560			-5.0560	0.49	x	x	18.2646	13.41
Wed	12/02/20	260.28348	1.18985	140	5.0924			-5.0924	0.48	x	x	18.3010	13.42
Thu	12/03/20	260.28697	1.18987	141	5.1289			-5.1289	0.46	x	x	18.3375	13.44
Fri	12/04/20	260.29045	1.18989	142	5.1654			-5.1654	0.44	x	x	18.3740	13.46
Mon	12/07/20	260.30090	1.18993	145	5.2747			-5.2747	0.40	x	x	18.4833	13.50
Tue	12/08/20	260.30439	1.18995	146	5.3111			-5.3111	0.38	x	x	18.5197	13.52
Wed	12/09/20	260.30787	1.18996	147	5.3475			-5.3475	0.37	x	x	18.5561	13.53
Thu	12/10/20	260.31135	1.18998	148	5.3840			-5.3840	0.35	x	x	18.5926	13.55
Fri	12/11/20	260.31484	1.19000	149	5.4205			-5.4205	0.33	x	x	18.6291	13.57
Mon	12/14/20	260.32529	1.19004	152	5.5298			-5.5298	0.29	x	x	18.7384	13.61
Tue	12/15/20	260.32877	1.19006	153	5.5663			-5.5663	0.27	x	x	18.7749	13.63
Wed	12/16/20	260.33226	1.19008	154	5.6028			-5.6028	0.25	x	x	18.8114	13.65
Thu	12/17/20	260.33574	1.19009	155	5.6392			-5.6392	0.24	x	x	18.8478	13.66
Fri	12/18/20	260.33923	1.19011	156	5.6757			-5.6757	0.22	x	x	18.8843	13.68
Mon	12/21/20	260.34968	1.19016	159	5.7851			-5.7851	0.17	x	x	18.9937	13.73
Tue	12/22/20	260.35316	1.19017	160	5.8215			-5.8215	0.16	x	x	19.0301	13.74
Wed	12/23/20	260.35665	1.19019	161	5.8580			-5.8580	0.14	x	x	19.0666	13.76
Thu	12/24/20	260.36013	1.19020	162	5.8944			-5.8944	0.13	x	x	19.1030	13.77
Fri	12/25/20	260.36361	1.19022	163	5.9309			-5.9309	0.11	x	x	19.1395	13.79
Mon	12/28/20	260.37406	1.19027	166	6.0403			-6.0403	0.06	x	x	19.2489	13.84
Tue	12/29/20	260.37755	1.19028	167	6.0767			-6.0767	0.05	x	x	19.2853	13.85
Wed	12/30/20	260.38103	1.19030	168	6.1132			-6.1132	0.03	x	x	19.3218	13.87
Thu	12/31/20	260.38452	1.19032	169	6.1497			-6.1497	0.01	x	x	19.3583	13.89
Fri	01/01/21	260.38800	1.19033

Generated 12/10/20 09:32