0.125% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2023

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

CUSIP Number	912828UH1	Interest 01/15/20 (184 days)	$0.6967
Dated Date	January 15, 2013	Interest 07/15/20 (182 days)	$0.6942
Ref CPI on Dated Date	230.82203	Interest Total	$1.3909
Original Issue Date	January 31, 2013	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	1.11491	170	0.6438	x	x	0.7471	13.18			0.6438	0.00
Thu	01/02/20	257.34155	1.11489	171	0.6476	x	x	0.7433	13.20			0.6476	-0.02
Fri	01/03/20	257.33710	1.11487	172	0.6514	x	x	0.7395	13.22			0.6514	-0.04
Mon	01/06/20	257.32374	1.11481	175	0.6627	x	x	0.7282	13.28			0.6627	-0.10
Tue	01/07/20	257.31929	1.11480	176	0.6665	x	x	0.7244	13.29			0.6665	-0.11
Wed	01/08/20	257.31484	1.11478	177	0.6702	x	x	0.7207	13.31			0.6702	-0.13
Thu	01/09/20	257.31039	1.11476	178	0.6740	x	x	0.7169	13.33			0.6740	-0.15
Fri	01/10/20	257.30594	1.11474	179	0.6778	x	x	0.7131	13.35			0.6778	-0.17
Mon	01/13/20	257.29258	1.11468	182	0.6891	x	x	0.7018	13.41			0.6891	-0.23
Tue	01/14/20	257.28813	1.11466	183	0.6929	x	x	0.6980	13.43			0.6929	-0.25
Wed	01/15/20	257.28368	1.11464	0	0.0000		x	0.6942	13.45	x		0.6967	-0.27
Thu	01/16/20	257.27923	1.11462	1	0.0038		x	0.6904	13.47	x		0.7005	-0.29
Fri	01/17/20	257.27477	1.11460	2	0.0077		x	0.6865	13.49	x		0.7044	-0.31
Mon	01/20/20	257.26142	1.11454	5	0.0191		x	0.6751	13.55	x		0.7158	-0.37
Tue	01/21/20	257.25697	1.11453	6	0.0230		x	0.6712	13.56	x		0.7197	-0.38
Wed	01/22/20	257.25252	1.11451	7	0.0268		x	0.6674	13.58	x		0.7235	-0.40
Thu	01/23/20	257.24806	1.11449	8	0.0306		x	0.6636	13.60	x		0.7273	-0.42
Fri	01/24/20	257.24361	1.11447	9	0.0344		x	0.6598	13.62	x		0.7311	-0.44
Mon	01/27/20	257.23026	1.11441	12	0.0459		x	0.6483	13.68	x		0.7426	-0.50
Tue	01/28/20	257.22581	1.11439	13	0.0497		x	0.6445	13.70	x		0.7464	-0.52
Wed	01/29/20	257.22135	1.11437	14	0.0536		x	0.6406	13.72	x		0.7503	-0.54
Thu	01/30/20	257.21690	1.11435	15	0.0574		x	0.6368	13.74	x		0.7541	-0.56
Fri	01/31/20	257.21245	1.11433	16	0.0612		x	0.6330	13.76	x		0.7579	-0.58
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	02/03/20	257.19186	1.11424	19	0.0727		x	0.6215	13.85	x		0.7694	-0.67
Tue	02/04/20	257.18379	1.11421	20	0.0765		x	0.6177	13.88	x		0.7732	-0.70
Wed	02/05/20	257.17572	1.11417	21	0.0803		x	0.6139	13.92	x		0.7770	-0.74
Thu	02/06/20	257.16766	1.11414	22	0.0842		x	0.6100	13.95	x		0.7809	-0.77
Fri	02/07/20	257.15959	1.11410	23	0.0880		x	0.6062	13.99	x		0.7847	-0.81
Mon	02/10/20	257.13538	1.11400	26	0.0995		x	0.5947	14.09	x		0.7962	-0.91
Tue	02/11/20	257.12731	1.11396	27	0.1033		x	0.5909	14.13	x		0.8000	-0.95
Wed	02/12/20	257.11924	1.11393	28	0.1071		x	0.5871	14.16	x		0.8038	-0.98
Thu	02/13/20	257.11117	1.11389	29	0.1109		x	0.5833	14.20	x		0.8076	-1.02
Fri	02/14/20	257.10310	1.11386	30	0.1148		x	0.5794	14.23	x		0.8115	-1.05
Mon	02/17/20	257.07890	1.11375	33	0.1262		x	0.5680	14.34	x		0.8229	-1.16
Tue	02/18/20	257.07083	1.11372	34	0.1300		x	0.5642	14.37	x		0.8267	-1.19
Wed	02/19/20	257.06276	1.11368	35	0.1339		x	0.5603	14.41	x		0.8306	-1.23
Thu	02/20/20	257.05469	1.11365	36	0.1377		x	0.5565	14.44	x		0.8344	-1.26
Fri	02/21/20	257.04662	1.11361	37	0.1415		x	0.5527	14.48	x		0.8382	-1.30
Mon	02/24/20	257.02241	1.11351	40	0.1530		x	0.5412	14.58	x		0.8497	-1.40
Tue	02/25/20	257.01434	1.11347	41	0.1568		x	0.5374	14.62	x		0.8535	-1.44
Wed	02/26/20	257.00628	1.11344	42	0.1606		x	0.5336	14.65	x		0.8573	-1.47
Thu	02/27/20	256.99821	1.11340	43	0.1644		x	0.5298	14.69	x		0.8611	-1.51
Fri	02/28/20	256.99014	1.11337	44	0.1682		x	0.5260	14.72	x		0.8649	-1.54
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	1.11344	47	0.1797		x	0.5145	14.65	x		0.8764	-1.47
Tue	03/03/20	257.03832	1.11358	48	0.1836		x	0.5106	14.51	x		0.8803	-1.33
Wed	03/04/20	257.07048	1.11372	49	0.1874		x	0.5068	14.37	x		0.8841	-1.19
Thu	03/05/20	257.10265	1.11386	50	0.1913		x	0.5029	14.23	x		0.8880	-1.05
Fri	03/06/20	257.13481	1.11400	51	0.1951		x	0.4991	14.09	x		0.8918	-0.91
Mon	03/09/20	257.23129	1.11441	54	0.2067		x	0.4875	13.68	x		0.9034	-0.50
Tue	03/10/20	257.26345	1.11455	55	0.2105		x	0.4837	13.54	x		0.9072	-0.36
Wed	03/11/20	257.29561	1.11469	56	0.2144		x	0.4798	13.40	x		0.9111	-0.22
Thu	03/12/20	257.32777	1.11483	57	0.2182		x	0.4760	13.26	x		0.9149	-0.08
Fri	03/13/20	257.35994	1.11497	58	0.2221		x	0.4721	13.12	x		0.9188	0.06
Mon	03/16/20	257.45642	1.11539	61	0.2336		x	0.4606	12.70	x		0.9303	0.48
Tue	03/17/20	257.48858	1.11553	62	0.2375		x	0.4567	12.56	x		0.9342	0.62
Wed	03/18/20	257.52074	1.11567	63	0.2414		x	0.4528	12.42	x		0.9381	0.76
Thu	03/19/20	257.55290	1.11581	64	0.2452		x	0.4490	12.28	x		0.9419	0.90
Fri	03/20/20	257.58506	1.11595	65	0.2491		x	0.4451	12.14	x		0.9458	1.04
Mon	03/23/20	257.68155	1.11636	68	0.2607		x	0.4335	11.73	x		0.9574	1.45
Tue	03/24/20	257.71371	1.11650	69	0.2646		x	0.4296	11.59	x		0.9613	1.59
Wed	03/25/20	257.74587	1.11664	70	0.2684		x	0.4258	11.45	x		0.9651	1.73
Thu	03/26/20	257.77803	1.11678	71	0.2723		x	0.4219	11.31	x		0.9690	1.87
Fri	03/27/20	257.81019	1.11692	72	0.2762		x	0.4180	11.17	x		0.9729	2.01
Mon	03/30/20	257.90668	1.11734	75	0.2878		x	0.4064	10.75	x		0.9845	2.43
Tue	03/31/20	257.93884	1.11748	76	0.2917		x	0.4025	10.61	x		0.9884	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	1.11762	77	0.2955		x	0.3987	10.47	x		0.9922	2.71
Thu	04/02/20	257.99457	1.11772	78	0.2994		x	0.3948	10.37	x		0.9961	2.81
Fri	04/03/20	258.01813	1.11782	79	0.3033		x	0.3909	10.27	x		1.0000	2.91
Mon	04/06/20	258.08883	1.11813	82	0.3149		x	0.3793	9.96	x		1.0116	3.22
Tue	04/07/20	258.11240	1.11823	83	0.3187		x	0.3755	9.86	x		1.0154	3.32
Wed	04/08/20	258.13597	1.11833	84	0.3226		x	0.3716	9.76	x		1.0193	3.42
Thu	04/09/20	258.15953	1.11844	85	0.3265		x	0.3677	9.65	x		1.0232	3.53
Fri	04/10/20	258.18310	1.11854	86	0.3303		x	0.3639	9.55	x		1.0270	3.63
Mon	04/13/20	258.25380	1.11884	89	0.3420		x	0.3522	9.25	x		1.0387	3.93
Tue	04/14/20	258.27737	1.11895	90	0.3458		x	0.3484	9.14	x		1.0425	4.04
Wed	04/15/20	258.30093	1.11905	91	0.3497		x	0.3445	9.04	x		1.0464	4.14
Thu	04/16/20	258.32450	1.11915	92	0.3536		x	0.3406	8.94	x		1.0503	4.24
Fri	04/17/20	258.34807	1.11925	93	0.3575		x	0.3367	8.84	x		1.0542	4.34
Mon	04/20/20	258.41877	1.11956	96	0.3691		x	0.3251	8.53	x		1.0658	4.65
Tue	04/21/20	258.44233	1.11966	97	0.3730		x	0.3212	8.43	x		1.0697	4.75
Wed	04/22/20	258.46590	1.11976	98	0.3768		x	0.3174	8.33	x		1.0735	4.85
Thu	04/23/20	258.48947	1.11986	99	0.3807		x	0.3135	8.23	x		1.0774	4.95
Fri	04/24/20	258.51303	1.11997	100	0.3846		x	0.3096	8.12	x		1.0813	5.06
Mon	04/27/20	258.58373	1.12027	103	0.3962		x	0.2980	7.82	x		1.0929	5.36
Tue	04/28/20	258.60730	1.12038	104	0.4001		x	0.2941	7.71	x		1.0968	5.47
Wed	04/29/20	258.63087	1.12048	105	0.4040		x	0.2902	7.61	x		1.1007	5.57
Thu	04/30/20	258.65443	1.12058	106	0.4079		x	0.2863	7.51	x		1.1046	5.67
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	1.12068	107	0.4118		x	0.2824	7.41	x		1.1085	5.77
Mon	05/04/20	258.62352	1.12045	110	0.4232		x	0.2710	7.64	x		1.1199	5.54
Tue	05/05/20	258.60535	1.12037	111	0.4271		x	0.2671	7.72	x		1.1238	5.46
Wed	05/06/20	258.58719	1.12029	112	0.4309		x	0.2633	7.80	x		1.1276	5.38
Thu	05/07/20	258.56903	1.12021	113	0.4347		x	0.2595	7.88	x		1.1314	5.30
Fri	05/08/20	258.55087	1.12013	114	0.4385		x	0.2557	7.96	x		1.1352	5.22
Mon	05/11/20	258.49639	1.11989	117	0.4500		x	0.2442	8.20	x		1.1467	4.98
Tue	05/12/20	258.47823	1.11982	118	0.4538		x	0.2404	8.27	x		1.1505	4.91
Wed	05/13/20	258.46006	1.11974	119	0.4576		x	0.2366	8.35	x		1.1543	4.83
Thu	05/14/20	258.44190	1.11966	120	0.4614		x	0.2328	8.43	x		1.1581	4.75
Fri	05/15/20	258.42374	1.11958	121	0.4652		x	0.2290	8.51	x		1.1619	4.67
Mon	05/18/20	258.36926	1.11934	124	0.4766		x	0.2176	8.75	x		1.1733	4.43
Tue	05/19/20	258.35110	1.11927	125	0.4805		x	0.2137	8.82	x		1.1772	4.36
Wed	05/20/20	258.33294	1.11919	126	0.4843		x	0.2099	8.90	x		1.1810	4.28
Thu	05/21/20	258.31477	1.11911	127	0.4881		x	0.2061	8.98	x		1.1848	4.20
Fri	05/22/20	258.29661	1.11903	128	0.4919		x	0.2023	9.06	x		1.1886	4.12
Mon	05/25/20	258.24213	1.11879	131	0.5033		x	0.1909	9.30	x		1.2000	3.88
Tue	05/26/20	258.22397	1.11871	132	0.5071		x	0.1871	9.38	x		1.2038	3.80
Wed	05/27/20	258.20581	1.11864	133	0.5109		x	0.1833	9.45	x		1.2076	3.73
Thu	05/28/20	258.18765	1.11856	134	0.5147		x	0.1795	9.53	x		1.2114	3.65
Fri	05/29/20	258.16948	1.11848	135	0.5185		x	0.1757	9.61	x		1.2152	3.57
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	06/01/20	258.11500	1.11824	138	0.5299		x	0.1643	9.85	x		1.2266	3.33
Tue	06/02/20	258.05747	1.11799	139	0.5337		x	0.1605	10.10	x		1.2304	3.08
Wed	06/03/20	257.99993	1.11774	140	0.5374		x	0.1568	10.35	x		1.2341	2.83
Thu	06/04/20	257.94240	1.11749	141	0.5411		x	0.1531	10.60	x		1.2378	2.58
Fri	06/05/20	257.88487	1.11725	142	0.5448		x	0.1494	10.84	x		1.2415	2.34
Mon	06/08/20	257.71227	1.11650	145	0.5559		x	0.1383	11.59	x		1.2526	1.59
Tue	06/09/20	257.65473	1.11625	146	0.5597		x	0.1345	11.84	x		1.2564	1.34
Wed	06/10/20	257.59720	1.11600	147	0.5634		x	0.1308	12.09	x		1.2601	1.09
Thu	06/11/20	257.53967	1.11575	148	0.5671		x	0.1271	12.34	x		1.2638	0.84
Fri	06/12/20	257.48213	1.11550	149	0.5708		x	0.1234	12.59	x		1.2675	0.59
Mon	06/15/20	257.30953	1.11475	152	0.5819		x	0.1123	13.34	x		1.2786	-0.16
Tue	06/16/20	257.25200	1.11450	153	0.5856		x	0.1086	13.59	x		1.2823	-0.41
Wed	06/17/20	257.19447	1.11425	154	0.5893		x	0.1049	13.84	x		1.2860	-0.66
Thu	06/18/20	257.13693	1.11401	155	0.5930		x	0.1012	14.08	x		1.2897	-0.90
Fri	06/19/20	257.07940	1.11376	156	0.5967		x	0.0975	14.33	x		1.2934	-1.15
Mon	06/22/20	256.90680	1.11301	159	0.6077		x	0.0865	15.08	x		1.3044	-1.90
Tue	06/23/20	256.84927	1.11276	160	0.6114		x	0.0828	15.33	x		1.3081	-2.15
Wed	06/24/20	256.79173	1.11251	161	0.6151		x	0.0791	15.58	x		1.3118	-2.40
Thu	06/25/20	256.73420	1.11226	162	0.6188		x	0.0754	15.83	x		1.3155	-2.65
Fri	06/26/20	256.67667	1.11201	163	0.6225		x	0.0717	16.08	x		1.3192	-2.90
Mon	06/29/20	256.50407	1.11126	166	0.6335		x	0.0607	16.83	x		1.3302	-3.65
Tue	06/30/20	256.44653	1.11101	167	0.6372		x	0.0570	17.08	x		1.3339	-3.90
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	1.11076	168	0.6408		x	0.0534	17.33	x		1.3375	-4.15
Thu	07/02/20	256.38916	1.11077	169	0.6446		x	0.0496	17.32	x		1.3413	-4.14
Fri	07/03/20	256.38932	1.11077	170	0.6485		x	0.0457	17.32	x		1.3452	-4.14
Mon	07/06/20	256.38981	1.11077	173	0.6599		x	0.0343	17.32	x		1.3566	-4.14
Tue	07/07/20	256.38997	1.11077	174	0.6637		x	0.0305	17.32	x		1.3604	-4.14
Wed	07/08/20	256.39013	1.11077	175	0.6675		x	0.0267	17.32	x		1.3642	-4.14
Thu	07/09/20	256.39029	1.11077	176	0.6713		x	0.0229	17.32	x		1.3680	-4.14
Fri	07/10/20	256.39045	1.11077	177	0.6752		x	0.0190	17.32	x		1.3719	-4.14
Mon	07/13/20	256.39094	1.11077	180	0.6866		x	0.0076	17.32	x		1.3833	-4.14
Tue	07/14/20	256.39110	1.11077	181	0.6904		x	0.0038	17.32	x		1.3871	-4.14
Wed	07/15/20	256.39126	1.11077	0	0.0000			0.0000	17.32	x	x	1.3909	-4.14
Thu	07/16/20	256.39142	1.11078	1	0.0038			-0.0038	17.31	x	x	1.3947	-4.13
Fri	07/17/20	256.39158	1.11078	2	0.0075			-0.0075	17.31	x	x	1.3984	-4.13
Mon	07/20/20	256.39206	1.11078	5	0.0189			-0.0189	17.31	x	x	1.4098	-4.13
Tue	07/21/20	256.39223	1.11078	6	0.0226			-0.0226	17.31	x	x	1.4135	-4.13
Wed	07/22/20	256.39239	1.11078	7	0.0264			-0.0264	17.31	x	x	1.4173	-4.13
Thu	07/23/20	256.39255	1.11078	8	0.0302			-0.0302	17.31	x	x	1.4211	-4.13
Fri	07/24/20	256.39271	1.11078	9	0.0340			-0.0340	17.31	x	x	1.4249	-4.13
Mon	07/27/20	256.39319	1.11078	12	0.0453			-0.0453	17.31	x	x	1.4362	-4.13
Tue	07/28/20	256.39335	1.11078	13	0.0490			-0.0490	17.31	x	x	1.4399	-4.13
Wed	07/29/20	256.39352	1.11078	14	0.0528			-0.0528	17.31	x	x	1.4437	-4.13
Thu	07/30/20	256.39368	1.11079	15	0.0566			-0.0566	17.30	x	x	1.4475	-4.12
Fri	07/31/20	256.39384	1.11079	16	0.0604			-0.0604	17.30	x	x	1.4513	-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
Mon	08/03/20	256.48452	1.11118	19	0.0717			-0.0717	16.91	x	x	1.4626	-3.73
Tue	08/04/20	256.52977	1.11137	20	0.0755			-0.0755	16.72	x	x	1.4664	-3.54
Wed	08/05/20	256.57503	1.11157	21	0.0793			-0.0793	16.52	x	x	1.4702	-3.34
Thu	08/06/20	256.62029	1.11177	22	0.0831			-0.0831	16.32	x	x	1.4740	-3.14
Fri	08/07/20	256.66555	1.11196	23	0.0869			-0.0869	16.13	x	x	1.4778	-2.95
Mon	08/10/20	256.80132	1.11255	26	0.0983			-0.0983	15.54	x	x	1.4892	-2.36
Tue	08/11/20	256.84658	1.11275	27	0.1021			-0.1021	15.34	x	x	1.4930	-2.16
Wed	08/12/20	256.89184	1.11294	28	0.1059			-0.1059	15.15	x	x	1.4968	-1.97
Thu	08/13/20	256.93710	1.11314	29	0.1097			-0.1097	14.95	x	x	1.5006	-1.77
Fri	08/14/20	256.98235	1.11334	30	0.1135			-0.1135	14.75	x	x	1.5044	-1.57
Mon	08/17/20	257.11813	1.11392	33	0.1249			-0.1249	14.17	x	x	1.5158	-0.99
Tue	08/18/20	257.16339	1.11412	34	0.1287			-0.1287	13.97	x	x	1.5196	-0.79
Wed	08/19/20	257.20865	1.11432	35	0.1325			-0.1325	13.77	x	x	1.5234	-0.59
Thu	08/20/20	257.25390	1.11451	36	0.1363			-0.1363	13.58	x	x	1.5272	-0.40
Fri	08/21/20	257.29916	1.11471	37	0.1401			-0.1401	13.38	x	x	1.5310	-0.20
Mon	08/24/20	257.43494	1.11530	40	0.1515			-0.1515	12.79	x	x	1.5424	0.39
Tue	08/25/20	257.48019	1.11549	41	0.1554			-0.1554	12.60	x	x	1.5463	0.58
Wed	08/26/20	257.52545	1.11569	42	0.1592			-0.1592	12.40	x	x	1.5501	0.78
Thu	08/27/20	257.57071	1.11588	43	0.1630			-0.1630	12.21	x	x	1.5539	0.97
Fri	08/28/20	257.61597	1.11608	44	0.1668			-0.1668	12.01	x	x	1.5577	1.17
Mon	08/31/20	257.75174	1.11667	47	0.1783			-0.1783	11.42	x	x	1.5692	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	1.11686	48	0.1821			-0.1821	11.23	x	x	1.5730	1.95
Wed	09/02/20	257.84047	1.11705	49	0.1859			-0.1859	11.04	x	x	1.5768	2.14
Thu	09/03/20	257.88393	1.11724	50	0.1897			-0.1897	10.85	x	x	1.5806	2.33
Fri	09/04/20	257.92740	1.11743	51	0.1936			-0.1936	10.66	x	x	1.5845	2.52
Mon	09/07/20	258.05780	1.11799	54	0.2051			-0.2051	10.10	x	x	1.5960	3.08
Tue	09/08/20	258.10127	1.11818	55	0.2089			-0.2089	9.91	x	x	1.5998	3.27
Wed	09/09/20	258.14473	1.11837	56	0.2127			-0.2127	9.72	x	x	1.6036	3.46
Thu	09/10/20	258.18820	1.11856	57	0.2166			-0.2166	9.53	x	x	1.6075	3.65
Fri	09/11/20	258.23167	1.11875	58	0.2204			-0.2204	9.34	x	x	1.6113	3.84
Mon	09/14/20	258.36207	1.11931	61	0.2319			-0.2319	8.78	x	x	1.6228	4.40
Tue	09/15/20	258.40553	1.11950	62	0.2358			-0.2358	8.59	x	x	1.6267	4.59
Wed	09/16/20	258.44900	1.11969	63	0.2396			-0.2396	8.40	x	x	1.6305	4.78
Thu	09/17/20	258.49247	1.11988	64	0.2435			-0.2435	8.21	x	x	1.6344	4.97
Fri	09/18/20	258.53593	1.12007	65	0.2473			-0.2473	8.02	x	x	1.6382	5.16
Mon	09/21/20	258.66633	1.12063	68	0.2588			-0.2588	7.46	x	x	1.6497	5.72
Tue	09/22/20	258.70980	1.12082	69	0.2627			-0.2627	7.27	x	x	1.6536	5.91
Wed	09/23/20	258.75327	1.12101	70	0.2665			-0.2665	7.08	x	x	1.6574	6.10
Thu	09/24/20	258.79673	1.12120	71	0.2704			-0.2704	6.89	x	x	1.6613	6.29
Fri	09/25/20	258.84020	1.12138	72	0.2743			-0.2743	6.71	x	x	1.6652	6.47
Mon	09/28/20	258.97060	1.12195	75	0.2858			-0.2858	6.14	x	x	1.6767	7.04
Tue	09/29/20	259.01407	1.12214	76	0.2897			-0.2897	5.95	x	x	1.6806	7.23
Wed	09/30/20	259.05753	1.12233	77	0.2935			-0.2935	5.76	x	x	1.6844	7.42
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	1.12251	78	0.2974			-0.2974	5.58	x	x	1.6883	7.60
Fri	10/02/20	259.12735	1.12263	79	0.3012			-0.3012	5.46	x	x	1.6921	7.72
Mon	10/05/20	259.20642	1.12297	82	0.3128			-0.3128	5.12	x	x	1.7037	8.06
Tue	10/06/20	259.23277	1.12309	83	0.3166			-0.3166	5.00	x	x	1.7075	8.18
Wed	10/07/20	259.25913	1.12320	84	0.3205			-0.3205	4.89	x	x	1.7114	8.29
Thu	10/08/20	259.28548	1.12331	85	0.3243			-0.3243	4.78	x	x	1.7152	8.40
Fri	10/09/20	259.31184	1.12343	86	0.3282			-0.3282	4.66	x	x	1.7191	8.52
Mon	10/12/20	259.39090	1.12377	89	0.3397			-0.3397	4.32	x	x	1.7306	8.86
Tue	10/13/20	259.41726	1.12388	90	0.3436			-0.3436	4.21	x	x	1.7345	8.97
Wed	10/14/20	259.44361	1.12400	91	0.3474			-0.3474	4.09	x	x	1.7383	9.09
Thu	10/15/20	259.46997	1.12411	92	0.3513			-0.3513	3.98	x	x	1.7422	9.20
Fri	10/16/20	259.49632	1.12423	93	0.3551			-0.3551	3.86	x	x	1.7460	9.32
Mon	10/19/20	259.57539	1.12457	96	0.3667			-0.3667	3.52	x	x	1.7576	9.66
Tue	10/20/20	259.60174	1.12468	97	0.3706			-0.3706	3.41	x	x	1.7615	9.77
Wed	10/21/20	259.62810	1.12480	98	0.3744			-0.3744	3.29	x	x	1.7653	9.89
Thu	10/22/20	259.65445	1.12491	99	0.3783			-0.3783	3.18	x	x	1.7692	10.00
Fri	10/23/20	259.68081	1.12503	100	0.3821			-0.3821	3.06	x	x	1.7730	10.12
Mon	10/26/20	259.75987	1.12537	103	0.3937			-0.3937	2.72	x	x	1.7846	10.46
Tue	10/27/20	259.78623	1.12548	104	0.3976			-0.3976	2.61	x	x	1.7885	10.57
Wed	10/28/20	259.81258	1.12560	105	0.4015			-0.4015	2.49	x	x	1.7924	10.69
Thu	10/29/20	259.83894	1.12571	106	0.4053			-0.4053	2.38	x	x	1.7962	10.80
Fri	10/30/20	259.86529	1.12583	107	0.4092			-0.4092	2.26	x	x	1.8001	10.92
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	11/02/20	259.93007	1.12611	110	0.4208			-0.4208	1.98	x	x	1.8117	11.20
Tue	11/03/20	259.94213	1.12616	111	0.4246			-0.4246	1.93	x	x	1.8155	11.25
Wed	11/04/20	259.95420	1.12621	112	0.4284			-0.4284	1.88	x	x	1.8193	11.30
Thu	11/05/20	259.96627	1.12626	113	0.4323			-0.4323	1.83	x	x	1.8232	11.35
Fri	11/06/20	259.97833	1.12632	114	0.4361			-0.4361	1.77	x	x	1.8270	11.41
Mon	11/09/20	260.01453	1.12647	117	0.4477			-0.4477	1.62	x	x	1.8386	11.56
Tue	11/10/20	260.02660	1.12652	118	0.4515			-0.4515	1.57	x	x	1.8424	11.61
Wed	11/11/20	260.03867	1.12658	119	0.4554			-0.4554	1.51	x	x	1.8463	11.67
Thu	11/12/20	260.05073	1.12663	120	0.4592			-0.4592	1.46	x	x	1.8501	11.72
Fri	11/13/20	260.06280	1.12668	121	0.4631			-0.4631	1.41	x	x	1.8540	11.77
Mon	11/16/20	260.09900	1.12684	124	0.4746			-0.4746	1.25	x	x	1.8655	11.93
Tue	11/17/20	260.11107	1.12689	125	0.4785			-0.4785	1.20	x	x	1.8694	11.98
Wed	11/18/20	260.12313	1.12694	126	0.4823			-0.4823	1.15	x	x	1.8732	12.03
Thu	11/19/20	260.13520	1.12699	127	0.4862			-0.4862	1.10	x	x	1.8771	12.08
Fri	11/20/20	260.14727	1.12705	128	0.4900			-0.4900	1.04	x	x	1.8809	12.14
Mon	11/23/20	260.18347	1.12720	131	0.5016			-0.5016	0.89	x	x	1.8925	12.29
Tue	11/24/20	260.19553	1.12726	132	0.5054			-0.5054	0.83	x	x	1.8963	12.35
Wed	11/25/20	260.20760	1.12731	133	0.5093			-0.5093	0.78	x	x	1.9002	12.40
Thu	11/26/20	260.21967	1.12736	134	0.5131			-0.5131	0.73	x	x	1.9040	12.45
Fri	11/27/20	260.23173	1.12741	135	0.5170			-0.5170	0.68	x	x	1.9079	12.50
Mon	11/30/20	260.26793	1.12757	138	0.5285			-0.5285	0.52	x	x	1.9194	12.66
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Tue	12/01/20	260.28000	1.12762	139	0.5324			-0.5324	0.47	x	x	1.9233	12.71
Wed	12/02/20	260.28348	1.12764	140	0.5362			-0.5362	0.45	x	x	1.9271	12.73
Thu	12/03/20	260.28697	1.12765	141	0.5401			-0.5401	0.44	x	x	1.9310	12.74
Fri	12/04/20	260.29045	1.12767	142	0.5439			-0.5439	0.42	x	x	1.9348	12.76
Mon	12/07/20	260.30090	1.12771	145	0.5554			-0.5554	0.38	x	x	1.9463	12.80
Tue	12/08/20	260.30439	1.12773	146	0.5593			-0.5593	0.36	x	x	1.9502	12.82
Wed	12/09/20	260.30787	1.12774	147	0.5631			-0.5631	0.35	x	x	1.9540	12.83
Thu	12/10/20	260.31135	1.12776	148	0.5669			-0.5669	0.33	x	x	1.9578	12.85
Fri	12/11/20	260.31484	1.12777	149	0.5708			-0.5708	0.32	x	x	1.9617	12.86
Mon	12/14/20	260.32529	1.12782	152	0.5823			-0.5823	0.27	x	x	1.9732	12.91
Tue	12/15/20	260.32877	1.12783	153	0.5861			-0.5861	0.26	x	x	1.9770	12.92
Wed	12/16/20	260.33226	1.12785	154	0.5900			-0.5900	0.24	x	x	1.9809	12.94
Thu	12/17/20	260.33574	1.12786	155	0.5938			-0.5938	0.23	x	x	1.9847	12.95
Fri	12/18/20	260.33923	1.12788	156	0.5977			-0.5977	0.21	x	x	1.9886	12.97
Mon	12/21/20	260.34968	1.12792	159	0.6092			-0.6092	0.17	x	x	2.0001	13.01
Tue	12/22/20	260.35316	1.12794	160	0.6130			-0.6130	0.15	x	x	2.0039	13.03
Wed	12/23/20	260.35665	1.12795	161	0.6168			-0.6168	0.14	x	x	2.0077	13.04
Thu	12/24/20	260.36013	1.12797	162	0.6207			-0.6207	0.12	x	x	2.0116	13.06
Fri	12/25/20	260.36361	1.12798	163	0.6245			-0.6245	0.11	x	x	2.0154	13.07
Mon	12/28/20	260.37406	1.12803	166	0.6360			-0.6360	0.06	x	x	2.0269	13.12
Tue	12/29/20	260.37755	1.12804	167	0.6399			-0.6399	0.05	x	x	2.0308	13.13
Wed	12/30/20	260.38103	1.12806	168	0.6437			-0.6437	0.03	x	x	2.0346	13.15
Thu	12/31/20	260.38452	1.12807	169	0.6476			-0.6476	0.02	x	x	2.0385	13.16
Fri	01/01/21	260.38800	1.12809

Generated 12/10/20 09:32