0.125% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2022

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

CUSIP Number	912828TE0	Interest 01/15/20 (184 days)	$0.6993
Dated Date	July 15, 2012	Interest 07/15/20 (182 days)	$0.6968
Ref CPI on Dated Date	229.96306	Interest Total	$1.3961
Original Issue Date	July 31, 2012	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	1.11908	170	0.6462	x	x	0.7499	13.22			0.6462	0.00
Thu	01/02/20	257.34155	1.11906	171	0.6500	x	x	0.7461	13.24			0.6500	-0.02
Fri	01/03/20	257.33710	1.11904	172	0.6538	x	x	0.7423	13.26			0.6538	-0.04
Mon	01/06/20	257.32374	1.11898	175	0.6652	x	x	0.7309	13.32			0.6652	-0.10
Tue	01/07/20	257.31929	1.11896	176	0.6689	x	x	0.7272	13.34			0.6689	-0.12
Wed	01/08/20	257.31484	1.11894	177	0.6727	x	x	0.7234	13.36			0.6727	-0.14
Thu	01/09/20	257.31039	1.11892	178	0.6765	x	x	0.7196	13.38			0.6765	-0.16
Fri	01/10/20	257.30594	1.11890	179	0.6803	x	x	0.7158	13.40			0.6803	-0.18
Mon	01/13/20	257.29258	1.11884	182	0.6917	x	x	0.7044	13.46			0.6917	-0.24
Tue	01/14/20	257.28813	1.11882	183	0.6955	x	x	0.7006	13.48			0.6955	-0.26
Wed	01/15/20	257.28368	1.11880	0	0.0000		x	0.6968	13.50	x		0.6993	-0.28
Thu	01/16/20	257.27923	1.11879	1	0.0038		x	0.6930	13.51	x		0.7031	-0.29
Fri	01/17/20	257.27477	1.11877	2	0.0077		x	0.6891	13.53	x		0.7070	-0.31
Mon	01/20/20	257.26142	1.11871	5	0.0192		x	0.6776	13.59	x		0.7185	-0.37
Tue	01/21/20	257.25697	1.11869	6	0.0230		x	0.6738	13.61	x		0.7223	-0.39
Wed	01/22/20	257.25252	1.11867	7	0.0269		x	0.6699	13.63	x		0.7262	-0.41
Thu	01/23/20	257.24806	1.11865	8	0.0307		x	0.6661	13.65	x		0.7300	-0.43
Fri	01/24/20	257.24361	1.11863	9	0.0346		x	0.6622	13.67	x		0.7339	-0.45
Mon	01/27/20	257.23026	1.11857	12	0.0461		x	0.6507	13.73	x		0.7454	-0.51
Tue	01/28/20	257.22581	1.11855	13	0.0499		x	0.6469	13.75	x		0.7492	-0.53
Wed	01/29/20	257.22135	1.11853	14	0.0538		x	0.6430	13.77	x		0.7531	-0.55
Thu	01/30/20	257.21690	1.11851	15	0.0576		x	0.6392	13.79	x		0.7569	-0.57
Fri	01/31/20	257.21245	1.11849	16	0.0615		x	0.6353	13.81	x		0.7608	-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	1.11841	19	0.0730		x	0.6238	13.89	x		0.7723	-0.67
Tue	02/04/20	257.18379	1.11837	20	0.0768		x	0.6200	13.93	x		0.7761	-0.71
Wed	02/05/20	257.17572	1.11833	21	0.0806		x	0.6162	13.97	x		0.7799	-0.75
Thu	02/06/20	257.16766	1.11830	22	0.0845		x	0.6123	14.00	x		0.7838	-0.78
Fri	02/07/20	257.15959	1.11826	23	0.0883		x	0.6085	14.04	x		0.7876	-0.82
Mon	02/10/20	257.13538	1.11816	26	0.0998		x	0.5970	14.14	x		0.7991	-0.92
Tue	02/11/20	257.12731	1.11812	27	0.1037		x	0.5931	14.18	x		0.8030	-0.96
Wed	02/12/20	257.11924	1.11809	28	0.1075		x	0.5893	14.21	x		0.8068	-0.99
Thu	02/13/20	257.11117	1.11805	29	0.1113		x	0.5855	14.25	x		0.8106	-1.03
Fri	02/14/20	257.10310	1.11802	30	0.1152		x	0.5816	14.28	x		0.8145	-1.06
Mon	02/17/20	257.07890	1.11791	33	0.1267		x	0.5701	14.39	x		0.8260	-1.17
Tue	02/18/20	257.07083	1.11788	34	0.1305		x	0.5663	14.42	x		0.8298	-1.20
Wed	02/19/20	257.06276	1.11784	35	0.1344		x	0.5624	14.46	x		0.8337	-1.24
Thu	02/20/20	257.05469	1.11781	36	0.1382		x	0.5586	14.49	x		0.8375	-1.27
Fri	02/21/20	257.04662	1.11777	37	0.1420		x	0.5548	14.53	x		0.8413	-1.31
Mon	02/24/20	257.02241	1.11767	40	0.1535		x	0.5433	14.63	x		0.8528	-1.41
Tue	02/25/20	257.01434	1.11763	41	0.1574		x	0.5394	14.67	x		0.8567	-1.45
Wed	02/26/20	257.00628	1.11760	42	0.1612		x	0.5356	14.70	x		0.8605	-1.48
Thu	02/27/20	256.99821	1.11756	43	0.1650		x	0.5318	14.74	x		0.8643	-1.52
Fri	02/28/20	256.99014	1.11753	44	0.1689		x	0.5279	14.77	x		0.8682	-1.55
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	1.11760	47	0.1804		x	0.5164	14.70	x		0.8797	-1.48
Tue	03/03/20	257.03832	1.11774	48	0.1842		x	0.5126	14.56	x		0.8835	-1.34
Wed	03/04/20	257.07048	1.11788	49	0.1881		x	0.5087	14.42	x		0.8874	-1.20
Thu	03/05/20	257.10265	1.11802	50	0.1920		x	0.5048	14.28	x		0.8913	-1.06
Fri	03/06/20	257.13481	1.11816	51	0.1958		x	0.5010	14.14	x		0.8951	-0.92
Mon	03/09/20	257.23129	1.11858	54	0.2074		x	0.4894	13.72	x		0.9067	-0.50
Tue	03/10/20	257.26345	1.11872	55	0.2113		x	0.4855	13.58	x		0.9106	-0.36
Wed	03/11/20	257.29561	1.11886	56	0.2152		x	0.4816	13.44	x		0.9145	-0.22
Thu	03/12/20	257.32777	1.11900	57	0.2190		x	0.4778	13.30	x		0.9183	-0.08
Fri	03/13/20	257.35994	1.11914	58	0.2229		x	0.4739	13.16	x		0.9222	0.06
Mon	03/16/20	257.45642	1.11956	61	0.2345		x	0.4623	12.74	x		0.9338	0.48
Tue	03/17/20	257.48858	1.11970	62	0.2384		x	0.4584	12.60	x		0.9377	0.62
Wed	03/18/20	257.52074	1.11984	63	0.2423		x	0.4545	12.46	x		0.9416	0.76
Thu	03/19/20	257.55290	1.11998	64	0.2461		x	0.4507	12.32	x		0.9454	0.90
Fri	03/20/20	257.58506	1.12011	65	0.2500		x	0.4468	12.19	x		0.9493	1.03
Mon	03/23/20	257.68155	1.12053	68	0.2617		x	0.4351	11.77	x		0.9610	1.45
Tue	03/24/20	257.71371	1.12067	69	0.2655		x	0.4313	11.63	x		0.9648	1.59
Wed	03/25/20	257.74587	1.12081	70	0.2694		x	0.4274	11.49	x		0.9687	1.73
Thu	03/26/20	257.77803	1.12095	71	0.2733		x	0.4235	11.35	x		0.9726	1.87
Fri	03/27/20	257.81019	1.12109	72	0.2772		x	0.4196	11.21	x		0.9765	2.01
Mon	03/30/20	257.90668	1.12151	75	0.2889		x	0.4079	10.79	x		0.9882	2.43
Tue	03/31/20	257.93884	1.12165	76	0.2927		x	0.4041	10.65	x		0.9920	2.57
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	1.12179	77	0.2966		x	0.4002	10.51	x		0.9959	2.71
Thu	04/02/20	257.99457	1.12190	78	0.3005		x	0.3963	10.40	x		0.9998	2.82
Fri	04/03/20	258.01813	1.12200	79	0.3044		x	0.3924	10.30	x		1.0037	2.92
Mon	04/06/20	258.08883	1.12231	82	0.3160		x	0.3808	9.99	x		1.0153	3.23
Tue	04/07/20	258.11240	1.12241	83	0.3199		x	0.3769	9.89	x		1.0192	3.33
Wed	04/08/20	258.13597	1.12251	84	0.3238		x	0.3730	9.79	x		1.0231	3.43
Thu	04/09/20	258.15953	1.12261	85	0.3277		x	0.3691	9.69	x		1.0270	3.53
Fri	04/10/20	258.18310	1.12272	86	0.3316		x	0.3652	9.58	x		1.0309	3.64
Mon	04/13/20	258.25380	1.12302	89	0.3432		x	0.3536	9.28	x		1.0425	3.94
Tue	04/14/20	258.27737	1.12313	90	0.3471		x	0.3497	9.17	x		1.0464	4.05
Wed	04/15/20	258.30093	1.12323	91	0.3510		x	0.3458	9.07	x		1.0503	4.15
Thu	04/16/20	258.32450	1.12333	92	0.3549		x	0.3419	8.97	x		1.0542	4.25
Fri	04/17/20	258.34807	1.12343	93	0.3588		x	0.3380	8.87	x		1.0581	4.35
Mon	04/20/20	258.41877	1.12374	96	0.3705		x	0.3263	8.56	x		1.0698	4.66
Tue	04/21/20	258.44233	1.12384	97	0.3744		x	0.3224	8.46	x		1.0737	4.76
Wed	04/22/20	258.46590	1.12395	98	0.3783		x	0.3185	8.35	x		1.0776	4.87
Thu	04/23/20	258.48947	1.12405	99	0.3821		x	0.3147	8.25	x		1.0814	4.97
Fri	04/24/20	258.51303	1.12415	100	0.3860		x	0.3108	8.15	x		1.0853	5.07
Mon	04/27/20	258.58373	1.12446	103	0.3977		x	0.2991	7.84	x		1.0970	5.38
Tue	04/28/20	258.60730	1.12456	104	0.4016		x	0.2952	7.74	x		1.1009	5.48
Wed	04/29/20	258.63087	1.12466	105	0.4055		x	0.2913	7.64	x		1.1048	5.58
Thu	04/30/20	258.65443	1.12477	106	0.4094		x	0.2874	7.53	x		1.1087	5.69
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	1.12487	107	0.4133		x	0.2835	7.43	x		1.1126	5.79
Mon	05/04/20	258.62352	1.12463	110	0.4248		x	0.2720	7.67	x		1.1241	5.55
Tue	05/05/20	258.60535	1.12455	111	0.4287		x	0.2681	7.75	x		1.1280	5.47
Wed	05/06/20	258.58719	1.12447	112	0.4325		x	0.2643	7.83	x		1.1318	5.39
Thu	05/07/20	258.56903	1.12439	113	0.4363		x	0.2605	7.91	x		1.1356	5.31
Fri	05/08/20	258.55087	1.12431	114	0.4401		x	0.2567	7.99	x		1.1394	5.23
Mon	05/11/20	258.49639	1.12408	117	0.4516		x	0.2452	8.22	x		1.1509	5.00
Tue	05/12/20	258.47823	1.12400	118	0.4555		x	0.2413	8.30	x		1.1548	4.92
Wed	05/13/20	258.46006	1.12392	119	0.4593		x	0.2375	8.38	x		1.1586	4.84
Thu	05/14/20	258.44190	1.12384	120	0.4631		x	0.2337	8.46	x		1.1624	4.76
Fri	05/15/20	258.42374	1.12376	121	0.4669		x	0.2299	8.54	x		1.1662	4.68
Mon	05/18/20	258.36926	1.12353	124	0.4784		x	0.2184	8.77	x		1.1777	4.45
Tue	05/19/20	258.35110	1.12345	125	0.4823		x	0.2145	8.85	x		1.1816	4.37
Wed	05/20/20	258.33294	1.12337	126	0.4861		x	0.2107	8.93	x		1.1854	4.29
Thu	05/21/20	258.31477	1.12329	127	0.4899		x	0.2069	9.01	x		1.1892	4.21
Fri	05/22/20	258.29661	1.12321	128	0.4937		x	0.2031	9.09	x		1.1930	4.13
Mon	05/25/20	258.24213	1.12297	131	0.5052		x	0.1916	9.33	x		1.2045	3.89
Tue	05/26/20	258.22397	1.12289	132	0.5090		x	0.1878	9.41	x		1.2083	3.81
Wed	05/27/20	258.20581	1.12281	133	0.5128		x	0.1840	9.49	x		1.2121	3.73
Thu	05/28/20	258.18765	1.12274	134	0.5166		x	0.1802	9.56	x		1.2159	3.66
Fri	05/29/20	258.16948	1.12266	135	0.5205		x	0.1763	9.64	x		1.2198	3.58
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	06/01/20	258.11500	1.12242	138	0.5319		x	0.1649	9.88	x		1.2312	3.34
Tue	06/02/20	258.05747	1.12217	139	0.5357		x	0.1611	10.13	x		1.2350	3.09
Wed	06/03/20	257.99993	1.12192	140	0.5394		x	0.1574	10.38	x		1.2387	2.84
Thu	06/04/20	257.94240	1.12167	141	0.5431		x	0.1537	10.63	x		1.2424	2.59
Fri	06/05/20	257.88487	1.12142	142	0.5468		x	0.1500	10.88	x		1.2461	2.34
Mon	06/08/20	257.71227	1.12067	145	0.5580		x	0.1388	11.63	x		1.2573	1.59
Tue	06/09/20	257.65473	1.12042	146	0.5617		x	0.1351	11.88	x		1.2610	1.34
Wed	06/10/20	257.59720	1.12017	147	0.5655		x	0.1313	12.13	x		1.2648	1.09
Thu	06/11/20	257.53967	1.11992	148	0.5692		x	0.1276	12.38	x		1.2685	0.84
Fri	06/12/20	257.48213	1.11967	149	0.5729		x	0.1239	12.63	x		1.2722	0.59
Mon	06/15/20	257.30953	1.11892	152	0.5841		x	0.1127	13.38	x		1.2834	-0.16
Tue	06/16/20	257.25200	1.11867	153	0.5878		x	0.1090	13.63	x		1.2871	-0.41
Wed	06/17/20	257.19447	1.11842	154	0.5915		x	0.1053	13.88	x		1.2908	-0.66
Thu	06/18/20	257.13693	1.11817	155	0.5952		x	0.1016	14.13	x		1.2945	-0.91
Fri	06/19/20	257.07940	1.11792	156	0.5989		x	0.0979	14.38	x		1.2982	-1.16
Mon	06/22/20	256.90680	1.11717	159	0.6100		x	0.0868	15.13	x		1.3093	-1.91
Tue	06/23/20	256.84927	1.11692	160	0.6137		x	0.0831	15.38	x		1.3130	-2.16
Wed	06/24/20	256.79173	1.11667	161	0.6174		x	0.0794	15.63	x		1.3167	-2.41
Thu	06/25/20	256.73420	1.11641	162	0.6211		x	0.0757	15.89	x		1.3204	-2.67
Fri	06/26/20	256.67667	1.11616	163	0.6248		x	0.0720	16.14	x		1.3241	-2.92
Mon	06/29/20	256.50407	1.11541	166	0.6358		x	0.0610	16.89	x		1.3351	-3.67
Tue	06/30/20	256.44653	1.11516	167	0.6395		x	0.0573	17.14	x		1.3388	-3.92
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	1.11491	168	0.6432		x	0.0536	17.39	x		1.3425	-4.17
Thu	07/02/20	256.38916	1.11491	169	0.6470		x	0.0498	17.39	x		1.3463	-4.17
Fri	07/03/20	256.38932	1.11492	170	0.6509		x	0.0459	17.38	x		1.3502	-4.16
Mon	07/06/20	256.38981	1.11492	173	0.6624		x	0.0344	17.38	x		1.3617	-4.16
Tue	07/07/20	256.38997	1.11492	174	0.6662		x	0.0306	17.38	x		1.3655	-4.16
Wed	07/08/20	256.39013	1.11492	175	0.6700		x	0.0268	17.38	x		1.3693	-4.16
Thu	07/09/20	256.39029	1.11492	176	0.6739		x	0.0229	17.38	x		1.3732	-4.16
Fri	07/10/20	256.39045	1.11492	177	0.6777		x	0.0191	17.38	x		1.3770	-4.16
Mon	07/13/20	256.39094	1.11492	180	0.6892		x	0.0076	17.38	x		1.3885	-4.16
Tue	07/14/20	256.39110	1.11492	181	0.6930		x	0.0038	17.38	x		1.3923	-4.16
Wed	07/15/20	256.39126	1.11492	0	0.0000			0.0000	17.38	x	x	1.3961	-4.16
Thu	07/16/20	256.39142	1.11492	1	0.0038			-0.0038	17.38	x	x	1.3999	-4.16
Fri	07/17/20	256.39158	1.11493	2	0.0076			-0.0076	17.37	x	x	1.4037	-4.15
Mon	07/20/20	256.39206	1.11493	5	0.0189			-0.0189	17.37	x	x	1.4150	-4.15
Tue	07/21/20	256.39223	1.11493	6	0.0227			-0.0227	17.37	x	x	1.4188	-4.15
Wed	07/22/20	256.39239	1.11493	7	0.0265			-0.0265	17.37	x	x	1.4226	-4.15
Thu	07/23/20	256.39255	1.11493	8	0.0303			-0.0303	17.37	x	x	1.4264	-4.15
Fri	07/24/20	256.39271	1.11493	9	0.0341			-0.0341	17.37	x	x	1.4302	-4.15
Mon	07/27/20	256.39319	1.11493	12	0.0454			-0.0454	17.37	x	x	1.4415	-4.15
Tue	07/28/20	256.39335	1.11493	13	0.0492			-0.0492	17.37	x	x	1.4453	-4.15
Wed	07/29/20	256.39352	1.11493	14	0.0530			-0.0530	17.37	x	x	1.4491	-4.15
Thu	07/30/20	256.39368	1.11493	15	0.0568			-0.0568	17.37	x	x	1.4529	-4.15
Fri	07/31/20	256.39384	1.11493	16	0.0606			-0.0606	17.37	x	x	1.4567	-4.15
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	1.11533	19	0.0720			-0.0720	16.97	x	x	1.4681	-3.75
Tue	08/04/20	256.52977	1.11553	20	0.0758			-0.0758	16.77	x	x	1.4719	-3.55
Wed	08/05/20	256.57503	1.11572	21	0.0796			-0.0796	16.58	x	x	1.4757	-3.36
Thu	08/06/20	256.62029	1.11592	22	0.0834			-0.0834	16.38	x	x	1.4795	-3.16
Fri	08/07/20	256.66555	1.11612	23	0.0872			-0.0872	16.18	x	x	1.4833	-2.96
Mon	08/10/20	256.80132	1.11671	26	0.0986			-0.0986	15.59	x	x	1.4947	-2.37
Tue	08/11/20	256.84658	1.11690	27	0.1024			-0.1024	15.40	x	x	1.4985	-2.18
Wed	08/12/20	256.89184	1.11710	28	0.1062			-0.1062	15.20	x	x	1.5023	-1.98
Thu	08/13/20	256.93710	1.11730	29	0.1101			-0.1101	15.00	x	x	1.5062	-1.78
Fri	08/14/20	256.98235	1.11749	30	0.1139			-0.1139	14.81	x	x	1.5100	-1.59
Mon	08/17/20	257.11813	1.11808	33	0.1253			-0.1253	14.22	x	x	1.5214	-1.00
Tue	08/18/20	257.16339	1.11828	34	0.1291			-0.1291	14.02	x	x	1.5252	-0.80
Wed	08/19/20	257.20865	1.11848	35	0.1330			-0.1330	13.82	x	x	1.5291	-0.60
Thu	08/20/20	257.25390	1.11867	36	0.1368			-0.1368	13.63	x	x	1.5329	-0.41
Fri	08/21/20	257.29916	1.11887	37	0.1406			-0.1406	13.43	x	x	1.5367	-0.21
Mon	08/24/20	257.43494	1.11946	40	0.1521			-0.1521	12.84	x	x	1.5482	0.38
Tue	08/25/20	257.48019	1.11966	41	0.1559			-0.1559	12.64	x	x	1.5520	0.58
Wed	08/26/20	257.52545	1.11986	42	0.1598			-0.1598	12.44	x	x	1.5559	0.78
Thu	08/27/20	257.57071	1.12005	43	0.1636			-0.1636	12.25	x	x	1.5597	0.97
Fri	08/28/20	257.61597	1.12025	44	0.1674			-0.1674	12.05	x	x	1.5635	1.17
Mon	08/31/20	257.75174	1.12084	47	0.1789			-0.1789	11.46	x	x	1.5750	1.76
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Tue	09/01/20	257.79700	1.12104	48	0.1828			-0.1828	11.26	x	x	1.5789	1.96
Wed	09/02/20	257.84047	1.12123	49	0.1866			-0.1866	11.07	x	x	1.5827	2.15
Thu	09/03/20	257.88393	1.12141	50	0.1905			-0.1905	10.89	x	x	1.5866	2.33
Fri	09/04/20	257.92740	1.12160	51	0.1943			-0.1943	10.70	x	x	1.5904	2.52
Mon	09/07/20	258.05780	1.12217	54	0.2058			-0.2058	10.13	x	x	1.6019	3.09
Tue	09/08/20	258.10127	1.12236	55	0.2097			-0.2097	9.94	x	x	1.6058	3.28
Wed	09/09/20	258.14473	1.12255	56	0.2135			-0.2135	9.75	x	x	1.6096	3.47
Thu	09/10/20	258.18820	1.12274	57	0.2174			-0.2174	9.56	x	x	1.6135	3.66
Fri	09/11/20	258.23167	1.12293	58	0.2212			-0.2212	9.37	x	x	1.6173	3.85
Mon	09/14/20	258.36207	1.12349	61	0.2328			-0.2328	8.81	x	x	1.6289	4.41
Tue	09/15/20	258.40553	1.12368	62	0.2366			-0.2366	8.62	x	x	1.6327	4.60
Wed	09/16/20	258.44900	1.12387	63	0.2405			-0.2405	8.43	x	x	1.6366	4.79
Thu	09/17/20	258.49247	1.12406	64	0.2444			-0.2444	8.24	x	x	1.6405	4.98
Fri	09/18/20	258.53593	1.12425	65	0.2482			-0.2482	8.05	x	x	1.6443	5.17
Mon	09/21/20	258.66633	1.12482	68	0.2598			-0.2598	7.48	x	x	1.6559	5.74
Tue	09/22/20	258.70980	1.12501	69	0.2637			-0.2637	7.29	x	x	1.6598	5.93
Wed	09/23/20	258.75327	1.12519	70	0.2675			-0.2675	7.11	x	x	1.6636	6.11
Thu	09/24/20	258.79673	1.12538	71	0.2714			-0.2714	6.92	x	x	1.6675	6.30
Fri	09/25/20	258.84020	1.12557	72	0.2753			-0.2753	6.73	x	x	1.6714	6.49
Mon	09/28/20	258.97060	1.12614	75	0.2869			-0.2869	6.16	x	x	1.6830	7.06
Tue	09/29/20	259.01407	1.12633	76	0.2908			-0.2908	5.97	x	x	1.6869	7.25
Wed	09/30/20	259.05753	1.12652	77	0.2946			-0.2946	5.78	x	x	1.6907	7.44
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	1.12671	78	0.2985			-0.2985	5.59	x	x	1.6946	7.63
Fri	10/02/20	259.12735	1.12682	79	0.3024			-0.3024	5.48	x	x	1.6985	7.74
Mon	10/05/20	259.20642	1.12717	82	0.3140			-0.3140	5.13	x	x	1.7101	8.09
Tue	10/06/20	259.23277	1.12728	83	0.3178			-0.3178	5.02	x	x	1.7139	8.20
Wed	10/07/20	259.25913	1.12739	84	0.3217			-0.3217	4.91	x	x	1.7178	8.31
Thu	10/08/20	259.28548	1.12751	85	0.3255			-0.3255	4.79	x	x	1.7216	8.43
Fri	10/09/20	259.31184	1.12762	86	0.3294			-0.3294	4.68	x	x	1.7255	8.54
Mon	10/12/20	259.39090	1.12797	89	0.3410			-0.3410	4.33	x	x	1.7371	8.89
Tue	10/13/20	259.41726	1.12808	90	0.3449			-0.3449	4.22	x	x	1.7410	9.00
Wed	10/14/20	259.44361	1.12820	91	0.3487			-0.3487	4.10	x	x	1.7448	9.12
Thu	10/15/20	259.46997	1.12831	92	0.3526			-0.3526	3.99	x	x	1.7487	9.23
Fri	10/16/20	259.49632	1.12843	93	0.3565			-0.3565	3.87	x	x	1.7526	9.35
Mon	10/19/20	259.57539	1.12877	96	0.3681			-0.3681	3.53	x	x	1.7642	9.69
Tue	10/20/20	259.60174	1.12888	97	0.3719			-0.3719	3.42	x	x	1.7680	9.80
Wed	10/21/20	259.62810	1.12900	98	0.3758			-0.3758	3.30	x	x	1.7719	9.92
Thu	10/22/20	259.65445	1.12911	99	0.3797			-0.3797	3.19	x	x	1.7758	10.03
Fri	10/23/20	259.68081	1.12923	100	0.3836			-0.3836	3.07	x	x	1.7797	10.15
Mon	10/26/20	259.75987	1.12957	103	0.3952			-0.3952	2.73	x	x	1.7913	10.49
Tue	10/27/20	259.78623	1.12969	104	0.3991			-0.3991	2.61	x	x	1.7952	10.61
Wed	10/28/20	259.81258	1.12980	105	0.4030			-0.4030	2.50	x	x	1.7991	10.72
Thu	10/29/20	259.83894	1.12992	106	0.4068			-0.4068	2.38	x	x	1.8029	10.84
Fri	10/30/20	259.86529	1.13003	107	0.4107			-0.4107	2.27	x	x	1.8068	10.95
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	1.13031	110	0.4223			-0.4223	1.99	x	x	1.8184	11.23
Tue	11/03/20	259.94213	1.13036	111	0.4262			-0.4262	1.94	x	x	1.8223	11.28
Wed	11/04/20	259.95420	1.13042	112	0.4301			-0.4301	1.88	x	x	1.8262	11.34
Thu	11/05/20	259.96627	1.13047	113	0.4339			-0.4339	1.83	x	x	1.8300	11.39
Fri	11/06/20	259.97833	1.13052	114	0.4378			-0.4378	1.78	x	x	1.8339	11.44
Mon	11/09/20	260.01453	1.13068	117	0.4494			-0.4494	1.62	x	x	1.8455	11.60
Tue	11/10/20	260.02660	1.13073	118	0.4532			-0.4532	1.57	x	x	1.8493	11.65
Wed	11/11/20	260.03867	1.13078	119	0.4571			-0.4571	1.52	x	x	1.8532	11.70
Thu	11/12/20	260.05073	1.13084	120	0.4609			-0.4609	1.46	x	x	1.8570	11.76
Fri	11/13/20	260.06280	1.13089	121	0.4648			-0.4648	1.41	x	x	1.8609	11.81
Mon	11/16/20	260.09900	1.13105	124	0.4764			-0.4764	1.25	x	x	1.8725	11.97
Tue	11/17/20	260.11107	1.13110	125	0.4803			-0.4803	1.20	x	x	1.8764	12.02
Wed	11/18/20	260.12313	1.13115	126	0.4841			-0.4841	1.15	x	x	1.8802	12.07
Thu	11/19/20	260.13520	1.13120	127	0.4880			-0.4880	1.10	x	x	1.8841	12.12
Fri	11/20/20	260.14727	1.13126	128	0.4919			-0.4919	1.04	x	x	1.8880	12.18
Mon	11/23/20	260.18347	1.13141	131	0.5034			-0.5034	0.89	x	x	1.8995	12.33
Tue	11/24/20	260.19553	1.13147	132	0.5073			-0.5073	0.83	x	x	1.9034	12.39
Wed	11/25/20	260.20760	1.13152	133	0.5112			-0.5112	0.78	x	x	1.9073	12.44
Thu	11/26/20	260.21967	1.13157	134	0.5150			-0.5150	0.73	x	x	1.9111	12.49
Fri	11/27/20	260.23173	1.13162	135	0.5189			-0.5189	0.68	x	x	1.9150	12.54
Mon	11/30/20	260.26793	1.13178	138	0.5305			-0.5305	0.52	x	x	1.9266	12.70
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	1.13183	139	0.5344			-0.5344	0.47	x	x	1.9305	12.75
Wed	12/02/20	260.28348	1.13185	140	0.5382			-0.5382	0.45	x	x	1.9343	12.77
Thu	12/03/20	260.28697	1.13186	141	0.5421			-0.5421	0.44	x	x	1.9382	12.78
Fri	12/04/20	260.29045	1.13188	142	0.5459			-0.5459	0.42	x	x	1.9420	12.80
Mon	12/07/20	260.30090	1.13192	145	0.5575			-0.5575	0.38	x	x	1.9536	12.84
Tue	12/08/20	260.30439	1.13194	146	0.5614			-0.5614	0.36	x	x	1.9575	12.86
Wed	12/09/20	260.30787	1.13196	147	0.5652			-0.5652	0.34	x	x	1.9613	12.88
Thu	12/10/20	260.31135	1.13197	148	0.5691			-0.5691	0.33	x	x	1.9652	12.89
Fri	12/11/20	260.31484	1.13199	149	0.5729			-0.5729	0.31	x	x	1.9690	12.91
Mon	12/14/20	260.32529	1.13203	152	0.5845			-0.5845	0.27	x	x	1.9806	12.95
Tue	12/15/20	260.32877	1.13205	153	0.5883			-0.5883	0.25	x	x	1.9844	12.97
Wed	12/16/20	260.33226	1.13206	154	0.5922			-0.5922	0.24	x	x	1.9883	12.98
Thu	12/17/20	260.33574	1.13208	155	0.5960			-0.5960	0.22	x	x	1.9921	13.00
Fri	12/18/20	260.33923	1.13209	156	0.5999			-0.5999	0.21	x	x	1.9960	13.01
Mon	12/21/20	260.34968	1.13214	159	0.6114			-0.6114	0.16	x	x	2.0075	13.06
Tue	12/22/20	260.35316	1.13215	160	0.6153			-0.6153	0.15	x	x	2.0114	13.07
Wed	12/23/20	260.35665	1.13217	161	0.6192			-0.6192	0.13	x	x	2.0153	13.09
Thu	12/24/20	260.36013	1.13218	162	0.6230			-0.6230	0.12	x	x	2.0191	13.10
Fri	12/25/20	260.36361	1.13220	163	0.6269			-0.6269	0.10	x	x	2.0230	13.12
Mon	12/28/20	260.37406	1.13224	166	0.6384			-0.6384	0.06	x	x	2.0345	13.16
Tue	12/29/20	260.37755	1.13226	167	0.6423			-0.6423	0.04	x	x	2.0384	13.18
Wed	12/30/20	260.38103	1.13227	168	0.6461			-0.6461	0.03	x	x	2.0422	13.19
Thu	12/31/20	260.38452	1.13229	169	0.6500			-0.6500	0.01	x	x	2.0461	13.21
Fri	01/01/21	260.38800	1.13230

Generated 12/10/20 09:32