0.125% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2024

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

CUSIP Number	912828WU0	Interest 01/15/20 (184 days)	$0.6772
Dated Date	July 15, 2014	Interest 07/15/20 (182 days)	$0.6749
Ref CPI on Dated Date	237.44594	Interest Total	$1.3521
Original Issue Date	July 31, 2014	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	1.08381	170	0.6258	x	x	0.7263	12.81			0.6258	0.00
Thu	01/02/20	257.34155	1.08379	171	0.6295	x	x	0.7226	12.83			0.6295	-0.02
Fri	01/03/20	257.33710	1.08377	172	0.6332	x	x	0.7189	12.85			0.6332	-0.04
Mon	01/06/20	257.32374	1.08372	175	0.6442	x	x	0.7079	12.90			0.6442	-0.09
Tue	01/07/20	257.31929	1.08370	176	0.6479	x	x	0.7042	12.92			0.6479	-0.11
Wed	01/08/20	257.31484	1.08368	177	0.6515	x	x	0.7006	12.94			0.6515	-0.13
Thu	01/09/20	257.31039	1.08366	178	0.6552	x	x	0.6969	12.96			0.6552	-0.15
Fri	01/10/20	257.30594	1.08364	179	0.6589	x	x	0.6932	12.98			0.6589	-0.17
Mon	01/13/20	257.29258	1.08358	182	0.6699	x	x	0.6822	13.04			0.6699	-0.23
Tue	01/14/20	257.28813	1.08357	183	0.6736	x	x	0.6785	13.05			0.6736	-0.24
Wed	01/15/20	257.28368	1.08355	0	0.0000		x	0.6749	13.07	x		0.6772	-0.26
Thu	01/16/20	257.27923	1.08353	1	0.0037		x	0.6712	13.09	x		0.6809	-0.28
Fri	01/17/20	257.27477	1.08351	2	0.0074		x	0.6675	13.11	x		0.6846	-0.30
Mon	01/20/20	257.26142	1.08345	5	0.0186		x	0.6563	13.17	x		0.6958	-0.36
Tue	01/21/20	257.25697	1.08343	6	0.0223		x	0.6526	13.19	x		0.6995	-0.38
Wed	01/22/20	257.25252	1.08342	7	0.0260		x	0.6489	13.20	x		0.7032	-0.39
Thu	01/23/20	257.24806	1.08340	8	0.0298		x	0.6451	13.22	x		0.7070	-0.41
Fri	01/24/20	257.24361	1.08338	9	0.0335		x	0.6414	13.24	x		0.7107	-0.43
Mon	01/27/20	257.23026	1.08332	12	0.0446		x	0.6303	13.30	x		0.7218	-0.49
Tue	01/28/20	257.22581	1.08330	13	0.0484		x	0.6265	13.32	x		0.7256	-0.51
Wed	01/29/20	257.22135	1.08328	14	0.0521		x	0.6228	13.34	x		0.7293	-0.53
Thu	01/30/20	257.21690	1.08327	15	0.0558		x	0.6191	13.35	x		0.7330	-0.54
Fri	01/31/20	257.21245	1.08325	16	0.0595		x	0.6154	13.37	x		0.7367	-0.56
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	1.08316	19	0.0707		x	0.6042	13.46	x		0.7479	-0.65
Tue	02/04/20	257.18379	1.08313	20	0.0744		x	0.6005	13.49	x		0.7516	-0.68
Wed	02/05/20	257.17572	1.08309	21	0.0781		x	0.5968	13.53	x		0.7553	-0.72
Thu	02/06/20	257.16766	1.08306	22	0.0818		x	0.5931	13.56	x		0.7590	-0.75
Fri	02/07/20	257.15959	1.08302	23	0.0855		x	0.5894	13.60	x		0.7627	-0.79
Mon	02/10/20	257.13538	1.08292	26	0.0967		x	0.5782	13.70	x		0.7739	-0.89
Tue	02/11/20	257.12731	1.08289	27	0.1004		x	0.5745	13.73	x		0.7776	-0.92
Wed	02/12/20	257.11924	1.08285	28	0.1041		x	0.5708	13.77	x		0.7813	-0.96
Thu	02/13/20	257.11117	1.08282	29	0.1078		x	0.5671	13.80	x		0.7850	-0.99
Fri	02/14/20	257.10310	1.08279	30	0.1116		x	0.5633	13.83	x		0.7888	-1.02
Mon	02/17/20	257.07890	1.08268	33	0.1227		x	0.5522	13.94	x		0.7999	-1.13
Tue	02/18/20	257.07083	1.08265	34	0.1264		x	0.5485	13.97	x		0.8036	-1.16
Wed	02/19/20	257.06276	1.08262	35	0.1301		x	0.5448	14.00	x		0.8073	-1.19
Thu	02/20/20	257.05469	1.08258	36	0.1338		x	0.5411	14.04	x		0.8110	-1.23
Fri	02/21/20	257.04662	1.08255	37	0.1375		x	0.5374	14.07	x		0.8147	-1.26
Mon	02/24/20	257.02241	1.08245	40	0.1487		x	0.5262	14.17	x		0.8259	-1.36
Tue	02/25/20	257.01434	1.08241	41	0.1524		x	0.5225	14.21	x		0.8296	-1.40
Wed	02/26/20	257.00628	1.08238	42	0.1561		x	0.5188	14.24	x		0.8333	-1.43
Thu	02/27/20	256.99821	1.08234	43	0.1598		x	0.5151	14.28	x		0.8370	-1.47
Fri	02/28/20	256.99014	1.08231	44	0.1635		x	0.5114	14.31	x		0.8407	-1.50
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	1.08238	47	0.1747		x	0.5002	14.24	x		0.8519	-1.43
Tue	03/03/20	257.03832	1.08251	48	0.1784		x	0.4965	14.11	x		0.8556	-1.30
Wed	03/04/20	257.07048	1.08265	49	0.1822		x	0.4927	13.97	x		0.8594	-1.16
Thu	03/05/20	257.10265	1.08278	50	0.1859		x	0.4890	13.84	x		0.8631	-1.03
Fri	03/06/20	257.13481	1.08292	51	0.1897		x	0.4852	13.70	x		0.8669	-0.89
Mon	03/09/20	257.23129	1.08333	54	0.2009		x	0.4740	13.29	x		0.8781	-0.48
Tue	03/10/20	257.26345	1.08346	55	0.2046		x	0.4703	13.16	x		0.8818	-0.35
Wed	03/11/20	257.29561	1.08360	56	0.2084		x	0.4665	13.02	x		0.8856	-0.21
Thu	03/12/20	257.32777	1.08373	57	0.2121		x	0.4628	12.89	x		0.8893	-0.08
Fri	03/13/20	257.35994	1.08387	58	0.2159		x	0.4590	12.75	x		0.8931	0.06
Mon	03/16/20	257.45642	1.08427	61	0.2271		x	0.4478	12.35	x		0.9043	0.46
Tue	03/17/20	257.48858	1.08441	62	0.2309		x	0.4440	12.21	x		0.9081	0.60
Wed	03/18/20	257.52074	1.08454	63	0.2346		x	0.4403	12.08	x		0.9118	0.73
Thu	03/19/20	257.55290	1.08468	64	0.2384		x	0.4365	11.94	x		0.9156	0.87
Fri	03/20/20	257.58506	1.08482	65	0.2421		x	0.4328	11.80	x		0.9193	1.01
Mon	03/23/20	257.68155	1.08522	68	0.2534		x	0.4215	11.40	x		0.9306	1.41
Tue	03/24/20	257.71371	1.08536	69	0.2572		x	0.4177	11.26	x		0.9344	1.55
Wed	03/25/20	257.74587	1.08549	70	0.2609		x	0.4140	11.13	x		0.9381	1.68
Thu	03/26/20	257.77803	1.08563	71	0.2647		x	0.4102	10.99	x		0.9419	1.82
Fri	03/27/20	257.81019	1.08576	72	0.2685		x	0.4064	10.86	x		0.9457	1.95
Mon	03/30/20	257.90668	1.08617	75	0.2797		x	0.3952	10.45	x		0.9569	2.36
Tue	03/31/20	257.93884	1.08631	76	0.2835		x	0.3914	10.31	x		0.9607	2.50
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	1.08644	77	0.2873		x	0.3876	10.18	x		0.9645	2.63
Thu	04/02/20	257.99457	1.08654	78	0.2910		x	0.3839	10.08	x		0.9682	2.73
Fri	04/03/20	258.01813	1.08664	79	0.2948		x	0.3801	9.98	x		0.9720	2.83
Mon	04/06/20	258.08883	1.08694	82	0.3061		x	0.3688	9.68	x		0.9833	3.13
Tue	04/07/20	258.11240	1.08704	83	0.3098		x	0.3651	9.58	x		0.9870	3.23
Wed	04/08/20	258.13597	1.08714	84	0.3136		x	0.3613	9.48	x		0.9908	3.33
Thu	04/09/20	258.15953	1.08723	85	0.3174		x	0.3575	9.39	x		0.9946	3.42
Fri	04/10/20	258.18310	1.08733	86	0.3211		x	0.3538	9.29	x		0.9983	3.52
Mon	04/13/20	258.25380	1.08763	89	0.3324		x	0.3425	8.99	x		1.0096	3.82
Tue	04/14/20	258.27737	1.08773	90	0.3362		x	0.3387	8.89	x		1.0134	3.92
Wed	04/15/20	258.30093	1.08783	91	0.3399		x	0.3350	8.79	x		1.0171	4.02
Thu	04/16/20	258.32450	1.08793	92	0.3437		x	0.3312	8.69	x		1.0209	4.12
Fri	04/17/20	258.34807	1.08803	93	0.3475		x	0.3274	8.59	x		1.0247	4.22
Mon	04/20/20	258.41877	1.08833	96	0.3588		x	0.3161	8.29	x		1.0360	4.52
Tue	04/21/20	258.44233	1.08843	97	0.3626		x	0.3123	8.19	x		1.0398	4.62
Wed	04/22/20	258.46590	1.08853	98	0.3663		x	0.3086	8.09	x		1.0435	4.72
Thu	04/23/20	258.48947	1.08862	99	0.3701		x	0.3048	8.00	x		1.0473	4.81
Fri	04/24/20	258.51303	1.08872	100	0.3739		x	0.3010	7.90	x		1.0511	4.91
Mon	04/27/20	258.58373	1.08902	103	0.3852		x	0.2897	7.60	x		1.0624	5.21
Tue	04/28/20	258.60730	1.08912	104	0.3890		x	0.2859	7.50	x		1.0662	5.31
Wed	04/29/20	258.63087	1.08922	105	0.3927		x	0.2822	7.40	x		1.0699	5.41
Thu	04/30/20	258.65443	1.08932	106	0.3965		x	0.2784	7.30	x		1.0737	5.51
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Fri	05/01/20	258.67800	1.08942	107	0.4003		x	0.2746	7.20	x		1.0775	5.61
Mon	05/04/20	258.62352	1.08919	110	0.4114		x	0.2635	7.43	x		1.0886	5.38
Tue	05/05/20	258.60535	1.08911	111	0.4151		x	0.2598	7.51	x		1.0923	5.30
Wed	05/06/20	258.58719	1.08904	112	0.4189		x	0.2560	7.58	x		1.0961	5.23
Thu	05/07/20	258.56903	1.08896	113	0.4226		x	0.2523	7.66	x		1.0998	5.15
Fri	05/08/20	258.55087	1.08888	114	0.4263		x	0.2486	7.74	x		1.1035	5.07
Mon	05/11/20	258.49639	1.08865	117	0.4374		x	0.2375	7.97	x		1.1146	4.84
Tue	05/12/20	258.47823	1.08858	118	0.4411		x	0.2338	8.04	x		1.1183	4.77
Wed	05/13/20	258.46006	1.08850	119	0.4448		x	0.2301	8.12	x		1.1220	4.69
Thu	05/14/20	258.44190	1.08842	120	0.4485		x	0.2264	8.20	x		1.1257	4.61
Fri	05/15/20	258.42374	1.08835	121	0.4522		x	0.2227	8.27	x		1.1294	4.54
Mon	05/18/20	258.36926	1.08812	124	0.4633		x	0.2116	8.50	x		1.1405	4.31
Tue	05/19/20	258.35110	1.08804	125	0.4671		x	0.2078	8.58	x		1.1443	4.23
Wed	05/20/20	258.33294	1.08797	126	0.4708		x	0.2041	8.65	x		1.1480	4.16
Thu	05/21/20	258.31477	1.08789	127	0.4745		x	0.2004	8.73	x		1.1517	4.08
Fri	05/22/20	258.29661	1.08781	128	0.4782		x	0.1967	8.81	x		1.1554	4.00
Mon	05/25/20	258.24213	1.08758	131	0.4893		x	0.1856	9.04	x		1.1665	3.77
Tue	05/26/20	258.22397	1.08751	132	0.4930		x	0.1819	9.11	x		1.1702	3.70
Wed	05/27/20	258.20581	1.08743	133	0.4967		x	0.1782	9.19	x		1.1739	3.62
Thu	05/28/20	258.18765	1.08735	134	0.5004		x	0.1745	9.27	x		1.1776	3.54
Fri	05/29/20	258.16948	1.08728	135	0.5041		x	0.1708	9.34	x		1.1813	3.47
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	1.08705	138	0.5152		x	0.1597	9.57	x		1.1924	3.24
Tue	06/02/20	258.05747	1.08681	139	0.5188		x	0.1561	9.81	x		1.1960	3.00
Wed	06/03/20	257.99993	1.08656	140	0.5224		x	0.1525	10.06	x		1.1996	2.75
Thu	06/04/20	257.94240	1.08632	141	0.5260		x	0.1489	10.30	x		1.2032	2.51
Fri	06/05/20	257.88487	1.08608	142	0.5296		x	0.1453	10.54	x		1.2068	2.27
Mon	06/08/20	257.71227	1.08535	145	0.5404		x	0.1345	11.27	x		1.2176	1.54
Tue	06/09/20	257.65473	1.08511	146	0.5440		x	0.1309	11.51	x		1.2212	1.30
Wed	06/10/20	257.59720	1.08487	147	0.5477		x	0.1272	11.75	x		1.2249	1.06
Thu	06/11/20	257.53967	1.08462	148	0.5512		x	0.1237	12.00	x		1.2284	0.81
Fri	06/12/20	257.48213	1.08438	149	0.5549		x	0.1200	12.24	x		1.2321	0.57
Mon	06/15/20	257.30953	1.08366	152	0.5656		x	0.1093	12.96	x		1.2428	-0.15
Tue	06/16/20	257.25200	1.08341	153	0.5692		x	0.1057	13.21	x		1.2464	-0.40
Wed	06/17/20	257.19447	1.08317	154	0.5728		x	0.1021	13.45	x		1.2500	-0.64
Thu	06/18/20	257.13693	1.08293	155	0.5764		x	0.0985	13.69	x		1.2536	-0.88
Fri	06/19/20	257.07940	1.08269	156	0.5800		x	0.0949	13.93	x		1.2572	-1.12
Mon	06/22/20	256.90680	1.08196	159	0.5908		x	0.0841	14.66	x		1.2680	-1.85
Tue	06/23/20	256.84927	1.08172	160	0.5944		x	0.0805	14.90	x		1.2716	-2.09
Wed	06/24/20	256.79173	1.08147	161	0.5979		x	0.0770	15.15	x		1.2751	-2.34
Thu	06/25/20	256.73420	1.08123	162	0.6015		x	0.0734	15.39	x		1.2787	-2.58
Fri	06/26/20	256.67667	1.08099	163	0.6051		x	0.0698	15.63	x		1.2823	-2.82
Mon	06/29/20	256.50407	1.08026	166	0.6158		x	0.0591	16.36	x		1.2930	-3.55
Tue	06/30/20	256.44653	1.08002	167	0.6194		x	0.0555	16.60	x		1.2966	-3.79
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	1.07978	168	0.6230		x	0.0519	16.84	x		1.3002	-4.03
Thu	07/02/20	256.38916	1.07978	169	0.6267		x	0.0482	16.84	x		1.3039	-4.03
Fri	07/03/20	256.38932	1.07978	170	0.6304		x	0.0445	16.84	x		1.3076	-4.03
Mon	07/06/20	256.38981	1.07978	173	0.6415		x	0.0334	16.84	x		1.3187	-4.03
Tue	07/07/20	256.38997	1.07978	174	0.6452		x	0.0297	16.84	x		1.3224	-4.03
Wed	07/08/20	256.39013	1.07978	175	0.6489		x	0.0260	16.84	x		1.3261	-4.03
Thu	07/09/20	256.39029	1.07978	176	0.6526		x	0.0223	16.84	x		1.3298	-4.03
Fri	07/10/20	256.39045	1.07978	177	0.6563		x	0.0186	16.84	x		1.3335	-4.03
Mon	07/13/20	256.39094	1.07979	180	0.6675		x	0.0074	16.83	x		1.3447	-4.02
Tue	07/14/20	256.39110	1.07979	181	0.6712		x	0.0037	16.83	x		1.3484	-4.02
Wed	07/15/20	256.39126	1.07979	0	0.0000			0.0000	16.83	x	x	1.3521	-4.02
Thu	07/16/20	256.39142	1.07979	1	0.0037			-0.0037	16.83	x	x	1.3558	-4.02
Fri	07/17/20	256.39158	1.07979	2	0.0073			-0.0073	16.83	x	x	1.3594	-4.02
Mon	07/20/20	256.39206	1.07979	5	0.0183			-0.0183	16.83	x	x	1.3704	-4.02
Tue	07/21/20	256.39223	1.07979	6	0.0220			-0.0220	16.83	x	x	1.3741	-4.02
Wed	07/22/20	256.39239	1.07979	7	0.0257			-0.0257	16.83	x	x	1.3778	-4.02
Thu	07/23/20	256.39255	1.07979	8	0.0293			-0.0293	16.83	x	x	1.3814	-4.02
Fri	07/24/20	256.39271	1.07979	9	0.0330			-0.0330	16.83	x	x	1.3851	-4.02
Mon	07/27/20	256.39319	1.07980	12	0.0440			-0.0440	16.82	x	x	1.3961	-4.01
Tue	07/28/20	256.39335	1.07980	13	0.0477			-0.0477	16.82	x	x	1.3998	-4.01
Wed	07/29/20	256.39352	1.07980	14	0.0513			-0.0513	16.82	x	x	1.4034	-4.01
Thu	07/30/20	256.39368	1.07980	15	0.0550			-0.0550	16.82	x	x	1.4071	-4.01
Fri	07/31/20	256.39384	1.07980	16	0.0587			-0.0587	16.82	x	x	1.4108	-4.01
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	1.08018	19	0.0697			-0.0697	16.44	x	x	1.4218	-3.63
Tue	08/04/20	256.52977	1.08037	20	0.0734			-0.0734	16.25	x	x	1.4255	-3.44
Wed	08/05/20	256.57503	1.08056	21	0.0771			-0.0771	16.06	x	x	1.4292	-3.25
Thu	08/06/20	256.62029	1.08075	22	0.0808			-0.0808	15.87	x	x	1.4329	-3.06
Fri	08/07/20	256.66555	1.08094	23	0.0844			-0.0844	15.68	x	x	1.4365	-2.87
Mon	08/10/20	256.80132	1.08151	26	0.0955			-0.0955	15.11	x	x	1.4476	-2.30
Tue	08/11/20	256.84658	1.08171	27	0.0992			-0.0992	14.91	x	x	1.4513	-2.10
Wed	08/12/20	256.89184	1.08190	28	0.1029			-0.1029	14.72	x	x	1.4550	-1.91
Thu	08/13/20	256.93710	1.08209	29	0.1066			-0.1066	14.53	x	x	1.4587	-1.72
Fri	08/14/20	256.98235	1.08228	30	0.1103			-0.1103	14.34	x	x	1.4624	-1.53
Mon	08/17/20	257.11813	1.08285	33	0.1214			-0.1214	13.77	x	x	1.4735	-0.96
Tue	08/18/20	257.16339	1.08304	34	0.1251			-0.1251	13.58	x	x	1.4772	-0.77
Wed	08/19/20	257.20865	1.08323	35	0.1288			-0.1288	13.39	x	x	1.4809	-0.58
Thu	08/20/20	257.25390	1.08342	36	0.1325			-0.1325	13.20	x	x	1.4846	-0.39
Fri	08/21/20	257.29916	1.08361	37	0.1362			-0.1362	13.01	x	x	1.4883	-0.20
Mon	08/24/20	257.43494	1.08418	40	0.1473			-0.1473	12.44	x	x	1.4994	0.37
Tue	08/25/20	257.48019	1.08437	41	0.1510			-0.1510	12.25	x	x	1.5031	0.56
Wed	08/26/20	257.52545	1.08456	42	0.1547			-0.1547	12.06	x	x	1.5068	0.75
Thu	08/27/20	257.57071	1.08476	43	0.1584			-0.1584	11.86	x	x	1.5105	0.95
Fri	08/28/20	257.61597	1.08495	44	0.1622			-0.1622	11.67	x	x	1.5143	1.14
Mon	08/31/20	257.75174	1.08552	47	0.1733			-0.1733	11.10	x	x	1.5254	1.71
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Tue	09/01/20	257.79700	1.08571	48	0.1770			-0.1770	10.91	x	x	1.5291	1.90
Wed	09/02/20	257.84047	1.08589	49	0.1807			-0.1807	10.73	x	x	1.5328	2.08
Thu	09/03/20	257.88393	1.08607	50	0.1845			-0.1845	10.55	x	x	1.5366	2.26
Fri	09/04/20	257.92740	1.08626	51	0.1882			-0.1882	10.36	x	x	1.5403	2.45
Mon	09/07/20	258.05780	1.08681	54	0.1993			-0.1993	9.81	x	x	1.5514	3.00
Tue	09/08/20	258.10127	1.08699	55	0.2031			-0.2031	9.63	x	x	1.5552	3.18
Wed	09/09/20	258.14473	1.08717	56	0.2068			-0.2068	9.45	x	x	1.5589	3.36
Thu	09/10/20	258.18820	1.08736	57	0.2105			-0.2105	9.26	x	x	1.5626	3.55
Fri	09/11/20	258.23167	1.08754	58	0.2143			-0.2143	9.08	x	x	1.5664	3.73
Mon	09/14/20	258.36207	1.08809	61	0.2255			-0.2255	8.53	x	x	1.5776	4.28
Tue	09/15/20	258.40553	1.08827	62	0.2292			-0.2292	8.35	x	x	1.5813	4.46
Wed	09/16/20	258.44900	1.08845	63	0.2329			-0.2329	8.17	x	x	1.5850	4.64
Thu	09/17/20	258.49247	1.08864	64	0.2367			-0.2367	7.98	x	x	1.5888	4.83
Fri	09/18/20	258.53593	1.08882	65	0.2404			-0.2404	7.80	x	x	1.5925	5.01
Mon	09/21/20	258.66633	1.08937	68	0.2516			-0.2516	7.25	x	x	1.6037	5.56
Tue	09/22/20	258.70980	1.08955	69	0.2554			-0.2554	7.07	x	x	1.6075	5.74
Wed	09/23/20	258.75327	1.08974	70	0.2591			-0.2591	6.88	x	x	1.6112	5.93
Thu	09/24/20	258.79673	1.08992	71	0.2629			-0.2629	6.70	x	x	1.6150	6.11
Fri	09/25/20	258.84020	1.09010	72	0.2666			-0.2666	6.52	x	x	1.6187	6.29
Mon	09/28/20	258.97060	1.09065	75	0.2778			-0.2778	5.97	x	x	1.6299	6.84
Tue	09/29/20	259.01407	1.09083	76	0.2816			-0.2816	5.79	x	x	1.6337	7.02
Wed	09/30/20	259.05753	1.09102	77	0.2854			-0.2854	5.60	x	x	1.6375	7.21
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	1.09120	78	0.2891			-0.2891	5.42	x	x	1.6412	7.39
Fri	10/02/20	259.12735	1.09131	79	0.2928			-0.2928	5.31	x	x	1.6449	7.50
Mon	10/05/20	259.20642	1.09164	82	0.3041			-0.3041	4.98	x	x	1.6562	7.83
Tue	10/06/20	259.23277	1.09175	83	0.3078			-0.3078	4.87	x	x	1.6599	7.94
Wed	10/07/20	259.25913	1.09187	84	0.3115			-0.3115	4.75	x	x	1.6636	8.06
Thu	10/08/20	259.28548	1.09198	85	0.3153			-0.3153	4.64	x	x	1.6674	8.17
Fri	10/09/20	259.31184	1.09209	86	0.3190			-0.3190	4.53	x	x	1.6711	8.28
Mon	10/12/20	259.39090	1.09242	89	0.3302			-0.3302	4.20	x	x	1.6823	8.61
Tue	10/13/20	259.41726	1.09253	90	0.3340			-0.3340	4.09	x	x	1.6861	8.72
Wed	10/14/20	259.44361	1.09264	91	0.3377			-0.3377	3.98	x	x	1.6898	8.83
Thu	10/15/20	259.46997	1.09275	92	0.3415			-0.3415	3.87	x	x	1.6936	8.94
Fri	10/16/20	259.49632	1.09286	93	0.3452			-0.3452	3.76	x	x	1.6973	9.05
Mon	10/19/20	259.57539	1.09320	96	0.3565			-0.3565	3.42	x	x	1.7086	9.39
Tue	10/20/20	259.60174	1.09331	97	0.3602			-0.3602	3.31	x	x	1.7123	9.50
Wed	10/21/20	259.62810	1.09342	98	0.3640			-0.3640	3.20	x	x	1.7161	9.61
Thu	10/22/20	259.65445	1.09353	99	0.3677			-0.3677	3.09	x	x	1.7198	9.72
Fri	10/23/20	259.68081	1.09364	100	0.3715			-0.3715	2.98	x	x	1.7236	9.83
Mon	10/26/20	259.75987	1.09397	103	0.3827			-0.3827	2.65	x	x	1.7348	10.16
Tue	10/27/20	259.78623	1.09409	104	0.3865			-0.3865	2.53	x	x	1.7386	10.28
Wed	10/28/20	259.81258	1.09420	105	0.3903			-0.3903	2.42	x	x	1.7424	10.39
Thu	10/29/20	259.83894	1.09431	106	0.3940			-0.3940	2.31	x	x	1.7461	10.50
Fri	10/30/20	259.86529	1.09442	107	0.3978			-0.3978	2.20	x	x	1.7499	10.61
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	11/02/20	259.93007	1.09469	110	0.4090			-0.4090	1.93	x	x	1.7611	10.88
Tue	11/03/20	259.94213	1.09474	111	0.4128			-0.4128	1.88	x	x	1.7649	10.93
Wed	11/04/20	259.95420	1.09479	112	0.4165			-0.4165	1.83	x	x	1.7686	10.98
Thu	11/05/20	259.96627	1.09484	113	0.4202			-0.4202	1.78	x	x	1.7723	11.03
Fri	11/06/20	259.97833	1.09489	114	0.4240			-0.4240	1.73	x	x	1.7761	11.08
Mon	11/09/20	260.01453	1.09505	117	0.4352			-0.4352	1.57	x	x	1.7873	11.24
Tue	11/10/20	260.02660	1.09510	118	0.4389			-0.4389	1.52	x	x	1.7910	11.29
Wed	11/11/20	260.03867	1.09515	119	0.4427			-0.4427	1.47	x	x	1.7948	11.34
Thu	11/12/20	260.05073	1.09520	120	0.4464			-0.4464	1.42	x	x	1.7985	11.39
Fri	11/13/20	260.06280	1.09525	121	0.4502			-0.4502	1.37	x	x	1.8023	11.44
Mon	11/16/20	260.09900	1.09540	124	0.4614			-0.4614	1.22	x	x	1.8135	11.59
Tue	11/17/20	260.11107	1.09545	125	0.4651			-0.4651	1.17	x	x	1.8172	11.64
Wed	11/18/20	260.12313	1.09550	126	0.4689			-0.4689	1.12	x	x	1.8210	11.69
Thu	11/19/20	260.13520	1.09556	127	0.4726			-0.4726	1.06	x	x	1.8247	11.75
Fri	11/20/20	260.14727	1.09561	128	0.4764			-0.4764	1.01	x	x	1.8285	11.80
Mon	11/23/20	260.18347	1.09576	131	0.4876			-0.4876	0.86	x	x	1.8397	11.95
Tue	11/24/20	260.19553	1.09581	132	0.4913			-0.4913	0.81	x	x	1.8434	12.00
Wed	11/25/20	260.20760	1.09586	133	0.4951			-0.4951	0.76	x	x	1.8472	12.05
Thu	11/26/20	260.21967	1.09591	134	0.4988			-0.4988	0.71	x	x	1.8509	12.10
Fri	11/27/20	260.23173	1.09596	135	0.5026			-0.5026	0.66	x	x	1.8547	12.15
Mon	11/30/20	260.26793	1.09611	138	0.5138			-0.5138	0.51	x	x	1.8659	12.30
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	1.09617	139	0.5176			-0.5176	0.45	x	x	1.8697	12.36
Wed	12/02/20	260.28348	1.09618	140	0.5213			-0.5213	0.44	x	x	1.8734	12.37
Thu	12/03/20	260.28697	1.09619	141	0.5250			-0.5250	0.43	x	x	1.8771	12.38
Fri	12/04/20	260.29045	1.09621	142	0.5287			-0.5287	0.41	x	x	1.8808	12.40
Mon	12/07/20	260.30090	1.09625	145	0.5399			-0.5399	0.37	x	x	1.8920	12.44
Tue	12/08/20	260.30439	1.09627	146	0.5437			-0.5437	0.35	x	x	1.8958	12.46
Wed	12/09/20	260.30787	1.09628	147	0.5474			-0.5474	0.34	x	x	1.8995	12.47
Thu	12/10/20	260.31135	1.09630	148	0.5511			-0.5511	0.32	x	x	1.9032	12.49
Fri	12/11/20	260.31484	1.09631	149	0.5549			-0.5549	0.31	x	x	1.9070	12.50
Mon	12/14/20	260.32529	1.09636	152	0.5661			-0.5661	0.26	x	x	1.9182	12.55
Tue	12/15/20	260.32877	1.09637	153	0.5698			-0.5698	0.25	x	x	1.9219	12.56
Wed	12/16/20	260.33226	1.09639	154	0.5735			-0.5735	0.23	x	x	1.9256	12.58
Thu	12/17/20	260.33574	1.09640	155	0.5772			-0.5772	0.22	x	x	1.9293	12.59
Fri	12/18/20	260.33923	1.09641	156	0.5810			-0.5810	0.21	x	x	1.9331	12.60
Mon	12/21/20	260.34968	1.09646	159	0.5922			-0.5922	0.16	x	x	1.9443	12.65
Tue	12/22/20	260.35316	1.09647	160	0.5959			-0.5959	0.15	x	x	1.9480	12.66
Wed	12/23/20	260.35665	1.09649	161	0.5996			-0.5996	0.13	x	x	1.9517	12.68
Thu	12/24/20	260.36013	1.09650	162	0.6034			-0.6034	0.12	x	x	1.9555	12.69
Fri	12/25/20	260.36361	1.09652	163	0.6071			-0.6071	0.10	x	x	1.9592	12.71
Mon	12/28/20	260.37406	1.09656	166	0.6183			-0.6183	0.06	x	x	1.9704	12.75
Tue	12/29/20	260.37755	1.09658	167	0.6220			-0.6220	0.04	x	x	1.9741	12.77
Wed	12/30/20	260.38103	1.09659	168	0.6258			-0.6258	0.03	x	x	1.9779	12.78
Thu	12/31/20	260.38452	1.09661	169	0.6295			-0.6295	0.01	x	x	1.9816	12.80
Fri	01/01/21	260.38800	1.09662

Generated 12/10/20 09:32