0.625% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2021

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

CUSIP Number	912828QV5	Interest 01/15/20 (184 days)	$3.5673
Dated Date	July 15, 2011	Interest 07/15/20 (182 days)	$3.5549
Ref CPI on Dated Date	225.38381	Interest Total	$7.1222
Original Issue Date	July 29, 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	1.14181	170	3.2967	x	x	3.8255	13.50			3.2967	0.00
Thu	01/02/20	257.34155	1.14179	171	3.3160	x	x	3.8062	13.52			3.3160	-0.02
Fri	01/03/20	257.33710	1.14177	172	3.3353	x	x	3.7869	13.54			3.3353	-0.04
Mon	01/06/20	257.32374	1.14171	175	3.3933	x	x	3.7289	13.60			3.3933	-0.10
Tue	01/07/20	257.31929	1.14169	176	3.4127	x	x	3.7095	13.62			3.4127	-0.12
Wed	01/08/20	257.31484	1.14167	177	3.4320	x	x	3.6902	13.64			3.4320	-0.14
Thu	01/09/20	257.31039	1.14165	178	3.4513	x	x	3.6709	13.66			3.4513	-0.16
Fri	01/10/20	257.30594	1.14163	179	3.4706	x	x	3.6516	13.68			3.4706	-0.18
Mon	01/13/20	257.29258	1.14158	182	3.5287	x	x	3.5935	13.73			3.5287	-0.23
Tue	01/14/20	257.28813	1.14156	183	3.5480	x	x	3.5742	13.75			3.5480	-0.25
Wed	01/15/20	257.28368	1.14154	0	0.0000		x	3.5549	13.77	x		3.5673	-0.27
Thu	01/16/20	257.27923	1.14152	1	0.0196		x	3.5353	13.79	x		3.5869	-0.29
Fri	01/17/20	257.27477	1.14150	2	0.0392		x	3.5157	13.81	x		3.6065	-0.31
Mon	01/20/20	257.26142	1.14144	5	0.0980		x	3.4569	13.87	x		3.6653	-0.37
Tue	01/21/20	257.25697	1.14142	6	0.1176		x	3.4373	13.89	x		3.6849	-0.39
Wed	01/22/20	257.25252	1.14140	7	0.1372		x	3.4177	13.91	x		3.7045	-0.41
Thu	01/23/20	257.24806	1.14138	8	0.1568		x	3.3981	13.93	x		3.7241	-0.43
Fri	01/24/20	257.24361	1.14136	9	0.1764		x	3.3785	13.95	x		3.7437	-0.45
Mon	01/27/20	257.23026	1.14130	12	0.2352		x	3.3197	14.01	x		3.8025	-0.51
Tue	01/28/20	257.22581	1.14128	13	0.2548		x	3.3001	14.03	x		3.8221	-0.53
Wed	01/29/20	257.22135	1.14126	14	0.2743		x	3.2806	14.05	x		3.8416	-0.55
Thu	01/30/20	257.21690	1.14124	15	0.2939		x	3.2610	14.07	x		3.8612	-0.57
Fri	01/31/20	257.21245	1.14122	16	0.3135		x	3.2414	14.09	x		3.8808	-0.59
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	1.14113	19	0.3723		x	3.1826	14.18	x		3.9396	-0.68
Tue	02/04/20	257.18379	1.14109	20	0.3919		x	3.1630	14.22	x		3.9592	-0.72
Wed	02/05/20	257.17572	1.14106	21	0.4114		x	3.1435	14.25	x		3.9787	-0.75
Thu	02/06/20	257.16766	1.14102	22	0.4310		x	3.1239	14.29	x		3.9983	-0.79
Fri	02/07/20	257.15959	1.14099	23	0.4506		x	3.1043	14.32	x		4.0179	-0.82
Mon	02/10/20	257.13538	1.14088	26	0.5093		x	3.0456	14.43	x		4.0766	-0.93
Tue	02/11/20	257.12731	1.14084	27	0.5289		x	3.0260	14.47	x		4.0962	-0.97
Wed	02/12/20	257.11924	1.14081	28	0.5485		x	3.0064	14.50	x		4.1158	-1.00
Thu	02/13/20	257.11117	1.14077	29	0.5680		x	2.9869	14.54	x		4.1353	-1.04
Fri	02/14/20	257.10310	1.14073	30	0.5876		x	2.9673	14.58	x		4.1549	-1.08
Mon	02/17/20	257.07890	1.14063	33	0.6463		x	2.9086	14.68	x		4.2136	-1.18
Tue	02/18/20	257.07083	1.14059	34	0.6659		x	2.8890	14.72	x		4.2332	-1.22
Wed	02/19/20	257.06276	1.14056	35	0.6854		x	2.8695	14.75	x		4.2527	-1.25
Thu	02/20/20	257.05469	1.14052	36	0.7050		x	2.8499	14.79	x		4.2723	-1.29
Fri	02/21/20	257.04662	1.14048	37	0.7245		x	2.8304	14.83	x		4.2918	-1.33
Mon	02/24/20	257.02241	1.14038	40	0.7832		x	2.7717	14.93	x		4.3505	-1.43
Tue	02/25/20	257.01434	1.14034	41	0.8028		x	2.7521	14.97	x		4.3701	-1.47
Wed	02/26/20	257.00628	1.14030	42	0.8223		x	2.7326	15.01	x		4.3896	-1.51
Thu	02/27/20	256.99821	1.14027	43	0.8419		x	2.7130	15.04	x		4.4092	-1.54
Fri	02/28/20	256.99014	1.14023	44	0.8614		x	2.6935	15.08	x		4.4287	-1.58
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	1.14030	47	0.9202		x	2.6347	15.01	x		4.4875	-1.51
Tue	03/03/20	257.03832	1.14045	48	0.9399		x	2.6150	14.86	x		4.5072	-1.36
Wed	03/04/20	257.07048	1.14059	49	0.9596		x	2.5953	14.72	x		4.5269	-1.22
Thu	03/05/20	257.10265	1.14073	50	0.9793		x	2.5756	14.58	x		4.5466	-1.08
Fri	03/06/20	257.13481	1.14088	51	0.9991		x	2.5558	14.43	x		4.5664	-0.93
Mon	03/09/20	257.23129	1.14130	54	1.0582		x	2.4967	14.01	x		4.6255	-0.51
Tue	03/10/20	257.26345	1.14145	55	1.0779		x	2.4770	13.86	x		4.6452	-0.36
Wed	03/11/20	257.29561	1.14159	56	1.0977		x	2.4572	13.72	x		4.6650	-0.22
Thu	03/12/20	257.32777	1.14173	57	1.1174		x	2.4375	13.58	x		4.6847	-0.08
Fri	03/13/20	257.35994	1.14187	58	1.1372		x	2.4177	13.44	x		4.7045	0.06
Mon	03/16/20	257.45642	1.14230	61	1.1964		x	2.3585	13.01	x		4.7637	0.49
Tue	03/17/20	257.48858	1.14244	62	1.2162		x	2.3387	12.87	x		4.7835	0.63
Wed	03/18/20	257.52074	1.14259	63	1.2360		x	2.3189	12.72	x		4.8033	0.78
Thu	03/19/20	257.55290	1.14273	64	1.2557		x	2.2992	12.58	x		4.8230	0.92
Fri	03/20/20	257.58506	1.14287	65	1.2755		x	2.2794	12.44	x		4.8428	1.06
Mon	03/23/20	257.68155	1.14330	68	1.3349		x	2.2200	12.01	x		4.9022	1.49
Tue	03/24/20	257.71371	1.14344	69	1.3547		x	2.2002	11.87	x		4.9220	1.63
Wed	03/25/20	257.74587	1.14359	70	1.3745		x	2.1804	11.72	x		4.9418	1.78
Thu	03/26/20	257.77803	1.14373	71	1.3943		x	2.1606	11.58	x		4.9616	1.92
Fri	03/27/20	257.81019	1.14387	72	1.4141		x	2.1408	11.44	x		4.9814	2.06
Mon	03/30/20	257.90668	1.14430	75	1.4736		x	2.0813	11.01	x		5.0409	2.49
Tue	03/31/20	257.93884	1.14444	76	1.4934		x	2.0615	10.87	x		5.0607	2.63
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Wed	04/01/20	257.97100	1.14459	77	1.5133		x	2.0416	10.72	x		5.0806	2.78
Thu	04/02/20	257.99457	1.14469	78	1.5331		x	2.0218	10.62	x		5.1004	2.88
Fri	04/03/20	258.01813	1.14479	79	1.5529		x	2.0020	10.52	x		5.1202	2.98
Mon	04/06/20	258.08883	1.14511	82	1.6123		x	1.9426	10.20	x		5.1796	3.30
Tue	04/07/20	258.11240	1.14521	83	1.6321		x	1.9228	10.10	x		5.1994	3.40
Wed	04/08/20	258.13597	1.14532	84	1.6519		x	1.9030	9.99	x		5.2192	3.51
Thu	04/09/20	258.15953	1.14542	85	1.6717		x	1.8832	9.89	x		5.2390	3.61
Fri	04/10/20	258.18310	1.14553	86	1.6915		x	1.8634	9.78	x		5.2588	3.72
Mon	04/13/20	258.25380	1.14584	89	1.7510		x	1.8039	9.47	x		5.3183	4.03
Tue	04/14/20	258.27737	1.14594	90	1.7709		x	1.7840	9.37	x		5.3382	4.13
Wed	04/15/20	258.30093	1.14605	91	1.7907		x	1.7642	9.26	x		5.3580	4.24
Thu	04/16/20	258.32450	1.14615	92	1.8105		x	1.7444	9.16	x		5.3778	4.34
Fri	04/17/20	258.34807	1.14626	93	1.8304		x	1.7245	9.05	x		5.3977	4.45
Mon	04/20/20	258.41877	1.14657	96	1.8900		x	1.6649	8.74	x		5.4573	4.76
Tue	04/21/20	258.44233	1.14668	97	1.9098		x	1.6451	8.63	x		5.4771	4.87
Wed	04/22/20	258.46590	1.14678	98	1.9297		x	1.6252	8.53	x		5.4970	4.97
Thu	04/23/20	258.48947	1.14689	99	1.9496		x	1.6053	8.42	x		5.5169	5.08
Fri	04/24/20	258.51303	1.14699	100	1.9694		x	1.5855	8.32	x		5.5367	5.18
Mon	04/27/20	258.58373	1.14730	103	2.0291		x	1.5258	8.01	x		5.5964	5.49
Tue	04/28/20	258.60730	1.14741	104	2.0489		x	1.5060	7.90	x		5.6162	5.60
Wed	04/29/20	258.63087	1.14751	105	2.0688		x	1.4861	7.80	x		5.6361	5.70
Thu	04/30/20	258.65443	1.14762	106	2.0887		x	1.4662	7.69	x		5.6560	5.81
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Fri	05/01/20	258.67800	1.14772	107	2.1086		x	1.4463	7.59	x		5.6759	5.91
Mon	05/04/20	258.62352	1.14748	110	2.1673		x	1.3876	7.83	x		5.7346	5.67
Tue	05/05/20	258.60535	1.14740	111	2.1868		x	1.3681	7.91	x		5.7541	5.59
Wed	05/06/20	258.58719	1.14732	112	2.2064		x	1.3485	7.99	x		5.7737	5.51
Thu	05/07/20	258.56903	1.14724	113	2.2259		x	1.3290	8.07	x		5.7932	5.43
Fri	05/08/20	258.55087	1.14716	114	2.2455		x	1.3094	8.15	x		5.8128	5.35
Mon	05/11/20	258.49639	1.14692	117	2.3041		x	1.2508	8.39	x		5.8714	5.11
Tue	05/12/20	258.47823	1.14684	118	2.3236		x	1.2313	8.47	x		5.8909	5.03
Wed	05/13/20	258.46006	1.14676	119	2.3431		x	1.2118	8.55	x		5.9104	4.95
Thu	05/14/20	258.44190	1.14667	120	2.3626		x	1.1923	8.64	x		5.9299	4.86
Fri	05/15/20	258.42374	1.14659	121	2.3822		x	1.1727	8.72	x		5.9495	4.78
Mon	05/18/20	258.36926	1.14635	124	2.4407		x	1.1142	8.96	x		6.0080	4.54
Tue	05/19/20	258.35110	1.14627	125	2.4602		x	1.0947	9.04	x		6.0275	4.46
Wed	05/20/20	258.33294	1.14619	126	2.4797		x	1.0752	9.12	x		6.0470	4.38
Thu	05/21/20	258.31477	1.14611	127	2.4992		x	1.0557	9.20	x		6.0665	4.30
Fri	05/22/20	258.29661	1.14603	128	2.5187		x	1.0362	9.28	x		6.0860	4.22
Mon	05/25/20	258.24213	1.14579	131	2.5772		x	0.9777	9.52	x		6.1445	3.98
Tue	05/26/20	258.22397	1.14571	132	2.5967		x	0.9582	9.60	x		6.1640	3.90
Wed	05/27/20	258.20581	1.14563	133	2.6162		x	0.9387	9.68	x		6.1835	3.82
Thu	05/28/20	258.18765	1.14555	134	2.6357		x	0.9192	9.76	x		6.2030	3.74
Fri	05/29/20	258.16948	1.14547	135	2.6552		x	0.8997	9.84	x		6.2225	3.66
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	06/01/20	258.11500	1.14522	138	2.7136		x	0.8413	10.09	x		6.2809	3.41
Tue	06/02/20	258.05747	1.14497	139	2.7327		x	0.8222	10.34	x		6.3000	3.16
Wed	06/03/20	257.99993	1.14471	140	2.7517		x	0.8032	10.60	x		6.3190	2.90
Thu	06/04/20	257.94240	1.14446	141	2.7708		x	0.7841	10.85	x		6.3381	2.65
Fri	06/05/20	257.88487	1.14420	142	2.7898		x	0.7651	11.11	x		6.3571	2.39
Mon	06/08/20	257.71227	1.14344	145	2.8468		x	0.7081	11.87	x		6.4141	1.63
Tue	06/09/20	257.65473	1.14318	146	2.8658		x	0.6891	12.13	x		6.4331	1.37
Wed	06/10/20	257.59720	1.14293	147	2.8848		x	0.6701	12.38	x		6.4521	1.12
Thu	06/11/20	257.53967	1.14267	148	2.9038		x	0.6511	12.64	x		6.4711	0.86
Fri	06/12/20	257.48213	1.14242	149	2.9227		x	0.6322	12.89	x		6.4900	0.61
Mon	06/15/20	257.30953	1.14165	152	2.9796		x	0.5753	13.66	x		6.5469	-0.16
Tue	06/16/20	257.25200	1.14140	153	2.9985		x	0.5564	13.91	x		6.5658	-0.41
Wed	06/17/20	257.19447	1.14114	154	3.0174		x	0.5375	14.17	x		6.5847	-0.67
Thu	06/18/20	257.13693	1.14088	155	3.0363		x	0.5186	14.43	x		6.6036	-0.93
Fri	06/19/20	257.07940	1.14063	156	3.0553		x	0.4996	14.68	x		6.6226	-1.18
Mon	06/22/20	256.90680	1.13986	159	3.1119		x	0.4430	15.45	x		6.6792	-1.95
Tue	06/23/20	256.84927	1.13961	160	3.1308		x	0.4241	15.70	x		6.6981	-2.20
Wed	06/24/20	256.79173	1.13935	161	3.1496		x	0.4053	15.96	x		6.7169	-2.46
Thu	06/25/20	256.73420	1.13910	162	3.1685		x	0.3864	16.21	x		6.7358	-2.71
Fri	06/26/20	256.67667	1.13884	163	3.1873		x	0.3676	16.47	x		6.7546	-2.97
Mon	06/29/20	256.50407	1.13808	166	3.2438		x	0.3111	17.23	x		6.8111	-3.73
Tue	06/30/20	256.44653	1.13782	167	3.2626		x	0.2923	17.49	x		6.8299	-3.99
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	1.13757	168	3.2815		x	0.2734	17.74	x		6.8488	-4.24
Thu	07/02/20	256.38916	1.13757	169	3.3010		x	0.2539	17.74	x		6.8683	-4.24
Fri	07/03/20	256.38932	1.13757	170	3.3205		x	0.2344	17.74	x		6.8878	-4.24
Mon	07/06/20	256.38981	1.13757	173	3.3791		x	0.1758	17.74	x		6.9464	-4.24
Tue	07/07/20	256.38997	1.13757	174	3.3986		x	0.1563	17.74	x		6.9659	-4.24
Wed	07/08/20	256.39013	1.13757	175	3.4182		x	0.1367	17.74	x		6.9855	-4.24
Thu	07/09/20	256.39029	1.13757	176	3.4377		x	0.1172	17.74	x		7.0050	-4.24
Fri	07/10/20	256.39045	1.13757	177	3.4572		x	0.0977	17.74	x		7.0245	-4.24
Mon	07/13/20	256.39094	1.13757	180	3.5158		x	0.0391	17.74	x		7.0831	-4.24
Tue	07/14/20	256.39110	1.13758	181	3.5354		x	0.0195	17.73	x		7.1027	-4.23
Wed	07/15/20	256.39126	1.13758	0	0.0000			0.0000	17.73	x	x	7.1222	-4.23
Thu	07/16/20	256.39142	1.13758	1	0.0193			-0.0193	17.73	x	x	7.1415	-4.23
Fri	07/17/20	256.39158	1.13758	2	0.0386			-0.0386	17.73	x	x	7.1608	-4.23
Mon	07/20/20	256.39206	1.13758	5	0.0966			-0.0966	17.73	x	x	7.2188	-4.23
Tue	07/21/20	256.39223	1.13758	6	0.1159			-0.1159	17.73	x	x	7.2381	-4.23
Wed	07/22/20	256.39239	1.13758	7	0.1352			-0.1352	17.73	x	x	7.2574	-4.23
Thu	07/23/20	256.39255	1.13758	8	0.1546			-0.1546	17.73	x	x	7.2768	-4.23
Fri	07/24/20	256.39271	1.13758	9	0.1739			-0.1739	17.73	x	x	7.2961	-4.23
Mon	07/27/20	256.39319	1.13758	12	0.2318			-0.2318	17.73	x	x	7.3540	-4.23
Tue	07/28/20	256.39335	1.13759	13	0.2512			-0.2512	17.72	x	x	7.3734	-4.22
Wed	07/29/20	256.39352	1.13759	14	0.2705			-0.2705	17.72	x	x	7.3927	-4.22
Thu	07/30/20	256.39368	1.13759	15	0.2898			-0.2898	17.72	x	x	7.4120	-4.22
Fri	07/31/20	256.39384	1.13759	16	0.3091			-0.3091	17.72	x	x	7.4313	-4.22
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	1.13799	19	0.3672			-0.3672	17.32	x	x	7.4894	-3.82
Tue	08/04/20	256.52977	1.13819	20	0.3866			-0.3866	17.12	x	x	7.5088	-3.62
Wed	08/05/20	256.57503	1.13839	21	0.4060			-0.4060	16.92	x	x	7.5282	-3.42
Thu	08/06/20	256.62029	1.13859	22	0.4254			-0.4254	16.72	x	x	7.5476	-3.22
Fri	08/07/20	256.66555	1.13879	23	0.4448			-0.4448	16.52	x	x	7.5670	-3.02
Mon	08/10/20	256.80132	1.13940	26	0.5031			-0.5031	15.91	x	x	7.6253	-2.41
Tue	08/11/20	256.84658	1.13960	27	0.5226			-0.5226	15.71	x	x	7.6448	-2.21
Wed	08/12/20	256.89184	1.13980	28	0.5420			-0.5420	15.51	x	x	7.6642	-2.01
Thu	08/13/20	256.93710	1.14000	29	0.5615			-0.5615	15.31	x	x	7.6837	-1.81
Fri	08/14/20	256.98235	1.14020	30	0.5809			-0.5809	15.11	x	x	7.7031	-1.61
Mon	08/17/20	257.11813	1.14080	33	0.6394			-0.6394	14.51	x	x	7.7616	-1.01
Tue	08/18/20	257.16339	1.14100	34	0.6589			-0.6589	14.31	x	x	7.7811	-0.81
Wed	08/19/20	257.20865	1.14120	35	0.6784			-0.6784	14.11	x	x	7.8006	-0.61
Thu	08/20/20	257.25390	1.14140	36	0.6979			-0.6979	13.91	x	x	7.8201	-0.41
Fri	08/21/20	257.29916	1.14160	37	0.7174			-0.7174	13.71	x	x	7.8396	-0.21
Mon	08/24/20	257.43494	1.14221	40	0.7760			-0.7760	13.10	x	x	7.8982	0.40
Tue	08/25/20	257.48019	1.14241	41	0.7955			-0.7955	12.90	x	x	7.9177	0.60
Wed	08/26/20	257.52545	1.14261	42	0.8150			-0.8150	12.70	x	x	7.9372	0.80
Thu	08/27/20	257.57071	1.14281	43	0.8346			-0.8346	12.50	x	x	7.9568	1.00
Fri	08/28/20	257.61597	1.14301	44	0.8542			-0.8542	12.30	x	x	7.9764	1.20
Mon	08/31/20	257.75174	1.14361	47	0.9129			-0.9129	11.70	x	x	8.0351	1.80
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	1.14381	48	0.9325			-0.9325	11.50	x	x	8.0547	2.00
Wed	09/02/20	257.84047	1.14401	49	0.9520			-0.9520	11.30	x	x	8.0742	2.20
Thu	09/03/20	257.88393	1.14420	50	0.9716			-0.9716	11.11	x	x	8.0938	2.39
Fri	09/04/20	257.92740	1.14439	51	0.9912			-0.9912	10.92	x	x	8.1134	2.58
Mon	09/07/20	258.05780	1.14497	54	1.0501			-1.0501	10.34	x	x	8.1723	3.16
Tue	09/08/20	258.10127	1.14516	55	1.0697			-1.0697	10.15	x	x	8.1919	3.35
Wed	09/09/20	258.14473	1.14536	56	1.0893			-1.0893	9.95	x	x	8.2115	3.55
Thu	09/10/20	258.18820	1.14555	57	1.1090			-1.1090	9.76	x	x	8.2312	3.74
Fri	09/11/20	258.23167	1.14574	58	1.1286			-1.1286	9.57	x	x	8.2508	3.93
Mon	09/14/20	258.36207	1.14632	61	1.1876			-1.1876	8.99	x	x	8.3098	4.51
Tue	09/15/20	258.40553	1.14651	62	1.2073			-1.2073	8.80	x	x	8.3295	4.70
Wed	09/16/20	258.44900	1.14671	63	1.2269			-1.2269	8.60	x	x	8.3491	4.90
Thu	09/17/20	258.49247	1.14690	64	1.2466			-1.2466	8.41	x	x	8.3688	5.09
Fri	09/18/20	258.53593	1.14709	65	1.2663			-1.2663	8.22	x	x	8.3885	5.28
Mon	09/21/20	258.66633	1.14767	68	1.3254			-1.3254	7.64	x	x	8.4476	5.86
Tue	09/22/20	258.70980	1.14786	69	1.3451			-1.3451	7.45	x	x	8.4673	6.05
Wed	09/23/20	258.75327	1.14806	70	1.3649			-1.3649	7.25	x	x	8.4871	6.25
Thu	09/24/20	258.79673	1.14825	71	1.3846			-1.3846	7.06	x	x	8.5068	6.44
Fri	09/25/20	258.84020	1.14844	72	1.4043			-1.4043	6.87	x	x	8.5265	6.63
Mon	09/28/20	258.97060	1.14902	75	1.4636			-1.4636	6.29	x	x	8.5858	7.21
Tue	09/29/20	259.01407	1.14921	76	1.4834			-1.4834	6.10	x	x	8.6056	7.40
Wed	09/30/20	259.05753	1.14941	77	1.5031			-1.5031	5.90	x	x	8.6253	7.60
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	1.14960	78	1.5229			-1.5229	5.71	x	x	8.6451	7.79
Fri	10/02/20	259.12735	1.14972	79	1.5426			-1.5426	5.59	x	x	8.6648	7.91
Mon	10/05/20	259.20642	1.15007	82	1.6017			-1.6017	5.24	x	x	8.7239	8.26
Tue	10/06/20	259.23277	1.15018	83	1.6213			-1.6213	5.13	x	x	8.7435	8.37
Wed	10/07/20	259.25913	1.15030	84	1.6411			-1.6411	5.01	x	x	8.7633	8.49
Thu	10/08/20	259.28548	1.15042	85	1.6608			-1.6608	4.89	x	x	8.7830	8.61
Fri	10/09/20	259.31184	1.15053	86	1.6805			-1.6805	4.78	x	x	8.8027	8.72
Mon	10/12/20	259.39090	1.15089	89	1.7396			-1.7396	4.42	x	x	8.8618	9.08
Tue	10/13/20	259.41726	1.15100	90	1.7593			-1.7593	4.31	x	x	8.8815	9.19
Wed	10/14/20	259.44361	1.15112	91	1.7791			-1.7791	4.19	x	x	8.9013	9.31
Thu	10/15/20	259.46997	1.15124	92	1.7988			-1.7988	4.07	x	x	8.9210	9.43
Fri	10/16/20	259.49632	1.15135	93	1.8185			-1.8185	3.96	x	x	8.9407	9.54
Mon	10/19/20	259.57539	1.15170	96	1.8778			-1.8778	3.61	x	x	9.0000	9.89
Tue	10/20/20	259.60174	1.15182	97	1.8975			-1.8975	3.49	x	x	9.0197	10.01
Wed	10/21/20	259.62810	1.15194	98	1.9173			-1.9173	3.37	x	x	9.0395	10.13
Thu	10/22/20	259.65445	1.15205	99	1.9370			-1.9370	3.26	x	x	9.0592	10.24
Fri	10/23/20	259.68081	1.15217	100	1.9568			-1.9568	3.14	x	x	9.0790	10.36
Mon	10/26/20	259.75987	1.15252	103	2.0161			-2.0161	2.79	x	x	9.1383	10.71
Tue	10/27/20	259.78623	1.15264	104	2.0359			-2.0359	2.67	x	x	9.1581	10.83
Wed	10/28/20	259.81258	1.15276	105	2.0557			-2.0557	2.55	x	x	9.1779	10.95
Thu	10/29/20	259.83894	1.15287	106	2.0755			-2.0755	2.44	x	x	9.1977	11.06
Fri	10/30/20	259.86529	1.15299	107	2.0953			-2.0953	2.32	x	x	9.2175	11.18
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	1.15328	110	2.1546			-2.1546	2.03	x	x	9.2768	11.47
Tue	11/03/20	259.94213	1.15333	111	2.1742			-2.1742	1.98	x	x	9.2964	11.52
Wed	11/04/20	259.95420	1.15338	112	2.1939			-2.1939	1.93	x	x	9.3161	11.57
Thu	11/05/20	259.96627	1.15344	113	2.2136			-2.2136	1.87	x	x	9.3358	11.63
Fri	11/06/20	259.97833	1.15349	114	2.2333			-2.2333	1.82	x	x	9.3555	11.68
Mon	11/09/20	260.01453	1.15365	117	2.2924			-2.2924	1.66	x	x	9.4146	11.84
Tue	11/10/20	260.02660	1.15371	118	2.3121			-2.3121	1.60	x	x	9.4343	11.90
Wed	11/11/20	260.03867	1.15376	119	2.3318			-2.3318	1.55	x	x	9.4540	11.95
Thu	11/12/20	260.05073	1.15381	120	2.3515			-2.3515	1.50	x	x	9.4737	12.00
Fri	11/13/20	260.06280	1.15387	121	2.3712			-2.3712	1.44	x	x	9.4934	12.06
Mon	11/16/20	260.09900	1.15403	124	2.4304			-2.4304	1.28	x	x	9.5526	12.22
Tue	11/17/20	260.11107	1.15408	125	2.4501			-2.4501	1.23	x	x	9.5723	12.27
Wed	11/18/20	260.12313	1.15413	126	2.4698			-2.4698	1.18	x	x	9.5920	12.32
Thu	11/19/20	260.13520	1.15419	127	2.4895			-2.4895	1.12	x	x	9.6117	12.38
Fri	11/20/20	260.14727	1.15424	128	2.5092			-2.5092	1.07	x	x	9.6314	12.43
Mon	11/23/20	260.18347	1.15440	131	2.5684			-2.5684	0.91	x	x	9.6906	12.59
Tue	11/24/20	260.19553	1.15446	132	2.5881			-2.5881	0.85	x	x	9.7103	12.65
Wed	11/25/20	260.20760	1.15451	133	2.6078			-2.6078	0.80	x	x	9.7300	12.70
Thu	11/26/20	260.21967	1.15456	134	2.6276			-2.6276	0.75	x	x	9.7498	12.75
Fri	11/27/20	260.23173	1.15462	135	2.6473			-2.6473	0.69	x	x	9.7695	12.81
Mon	11/30/20	260.26793	1.15478	138	2.7065			-2.7065	0.53	x	x	9.8287	12.97
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Tue	12/01/20	260.28000	1.15483	139	2.7262			-2.7262	0.48	x	x	9.8484	13.02
Wed	12/02/20	260.28348	1.15485	140	2.7459			-2.7459	0.46	x	x	9.8681	13.04
Thu	12/03/20	260.28697	1.15486	141	2.7655			-2.7655	0.45	x	x	9.8877	13.05
Fri	12/04/20	260.29045	1.15488	142	2.7852			-2.7852	0.43	x	x	9.9074	13.07
Mon	12/07/20	260.30090	1.15492	145	2.8441			-2.8441	0.39	x	x	9.9663	13.11
Tue	12/08/20	260.30439	1.15494	146	2.8638			-2.8638	0.37	x	x	9.9860	13.13
Wed	12/09/20	260.30787	1.15495	147	2.8835			-2.8835	0.36	x	x	10.0057	13.14
Thu	12/10/20	260.31135	1.15497	148	2.9031			-2.9031	0.34	x	x	10.0253	13.16
Fri	12/11/20	260.31484	1.15498	149	2.9228			-2.9228	0.33	x	x	10.0450	13.17
Mon	12/14/20	260.32529	1.15503	152	2.9817			-2.9817	0.28	x	x	10.1039	13.22
Tue	12/15/20	260.32877	1.15505	153	3.0014			-3.0014	0.26	x	x	10.1236	13.24
Wed	12/16/20	260.33226	1.15506	154	3.0210			-3.0210	0.25	x	x	10.1432	13.25
Thu	12/17/20	260.33574	1.15508	155	3.0407			-3.0407	0.23	x	x	10.1629	13.27
Fri	12/18/20	260.33923	1.15509	156	3.0604			-3.0604	0.22	x	x	10.1826	13.28
Mon	12/21/20	260.34968	1.15514	159	3.1193			-3.1193	0.17	x	x	10.2415	13.33
Tue	12/22/20	260.35316	1.15515	160	3.1390			-3.1390	0.16	x	x	10.2612	13.34
Wed	12/23/20	260.35665	1.15517	161	3.1587			-3.1587	0.14	x	x	10.2809	13.36
Thu	12/24/20	260.36013	1.15519	162	3.1783			-3.1783	0.12	x	x	10.3005	13.38
Fri	12/25/20	260.36361	1.15520	163	3.1980			-3.1980	0.11	x	x	10.3202	13.39
Mon	12/28/20	260.37406	1.15525	166	3.2570			-3.2570	0.06	x	x	10.3792	13.44
Tue	12/29/20	260.37755	1.15526	167	3.2766			-3.2766	0.05	x	x	10.3988	13.45
Wed	12/30/20	260.38103	1.15528	168	3.2963			-3.2963	0.03	x	x	10.4185	13.47
Thu	12/31/20	260.38452	1.15529	169	3.3160			-3.3160	0.02	x	x	10.4382	13.48
Fri	01/01/21	260.38800	1.15531

Generated 12/10/20 09:32