0.25% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2025

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

CUSIP Number	912828H45	Interest 01/15/20 (184 days)	$1.3578
Dated Date	January 15, 2015	Interest 07/15/20 (182 days)	$1.3531
Ref CPI on Dated Date	236.85403	Interest Total	$2.7109
Original Issue Date	January 30, 2015	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	1.08652	170	1.2548	x	x	1.4561	12.84			1.2548	0.00
Thu	01/02/20	257.34155	1.08650	171	1.2622	x	x	1.4487	12.86			1.2622	-0.02
Fri	01/03/20	257.33710	1.08648	172	1.2695	x	x	1.4414	12.88			1.2695	-0.04
Mon	01/06/20	257.32374	1.08642	175	1.2916	x	x	1.4193	12.94			1.2916	-0.10
Tue	01/07/20	257.31929	1.08640	176	1.2990	x	x	1.4119	12.96			1.2990	-0.12
Wed	01/08/20	257.31484	1.08639	177	1.3063	x	x	1.4046	12.97			1.3063	-0.13
Thu	01/09/20	257.31039	1.08637	178	1.3137	x	x	1.3972	12.99			1.3137	-0.15
Fri	01/10/20	257.30594	1.08635	179	1.3210	x	x	1.3899	13.01			1.3210	-0.17
Mon	01/13/20	257.29258	1.08629	182	1.3431	x	x	1.3678	13.07			1.3431	-0.23
Tue	01/14/20	257.28813	1.08627	183	1.3505	x	x	1.3604	13.09			1.3505	-0.25
Wed	01/15/20	257.28368	1.08625	0	0.0000		x	1.3531	13.11	x		1.3578	-0.27
Thu	01/16/20	257.27923	1.08624	1	0.0075		x	1.3456	13.12	x		1.3653	-0.28
Fri	01/17/20	257.27477	1.08622	2	0.0149		x	1.3382	13.14	x		1.3727	-0.30
Mon	01/20/20	257.26142	1.08616	5	0.0373		x	1.3158	13.20	x		1.3951	-0.36
Tue	01/21/20	257.25697	1.08614	6	0.0448		x	1.3083	13.22	x		1.4026	-0.38
Wed	01/22/20	257.25252	1.08612	7	0.0522		x	1.3009	13.24	x		1.4100	-0.40
Thu	01/23/20	257.24806	1.08610	8	0.0597		x	1.2934	13.26	x		1.4175	-0.42
Fri	01/24/20	257.24361	1.08609	9	0.0671		x	1.2860	13.27	x		1.4249	-0.43
Mon	01/27/20	257.23026	1.08603	12	0.0895		x	1.2636	13.33	x		1.4473	-0.49
Tue	01/28/20	257.22581	1.08601	13	0.0970		x	1.2561	13.35	x		1.4548	-0.51
Wed	01/29/20	257.22135	1.08599	14	0.1044		x	1.2487	13.37	x		1.4622	-0.53
Thu	01/30/20	257.21690	1.08597	15	0.1119		x	1.2412	13.39	x		1.4697	-0.55
Fri	01/31/20	257.21245	1.08595	16	0.1193		x	1.2338	13.41	x		1.4771	-0.57
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	02/03/20	257.19186	1.08587	19	0.1417		x	1.2114	13.49	x		1.4995	-0.65
Tue	02/04/20	257.18379	1.08583	20	0.1492		x	1.2039	13.53	x		1.5070	-0.69
Wed	02/05/20	257.17572	1.08580	21	0.1566		x	1.1965	13.56	x		1.5144	-0.72
Thu	02/06/20	257.16766	1.08576	22	0.1641		x	1.1890	13.60	x		1.5219	-0.76
Fri	02/07/20	257.15959	1.08573	23	0.1715		x	1.1816	13.63	x		1.5293	-0.79
Mon	02/10/20	257.13538	1.08563	26	0.1939		x	1.1592	13.73	x		1.5517	-0.89
Tue	02/11/20	257.12731	1.08559	27	0.2013		x	1.1518	13.77	x		1.5591	-0.93
Wed	02/12/20	257.11924	1.08556	28	0.2088		x	1.1443	13.80	x		1.5666	-0.96
Thu	02/13/20	257.11117	1.08553	29	0.2162		x	1.1369	13.83	x		1.5740	-0.99
Fri	02/14/20	257.10310	1.08549	30	0.2237		x	1.1294	13.87	x		1.5815	-1.03
Mon	02/17/20	257.07890	1.08539	33	0.2460		x	1.1071	13.97	x		1.6038	-1.13
Tue	02/18/20	257.07083	1.08536	34	0.2534		x	1.0997	14.00	x		1.6112	-1.16
Wed	02/19/20	257.06276	1.08532	35	0.2609		x	1.0922	14.04	x		1.6187	-1.20
Thu	02/20/20	257.05469	1.08529	36	0.2683		x	1.0848	14.07	x		1.6261	-1.23
Fri	02/21/20	257.04662	1.08525	37	0.2758		x	1.0773	14.11	x		1.6336	-1.27
Mon	02/24/20	257.02241	1.08515	40	0.2981		x	1.0550	14.21	x		1.6559	-1.37
Tue	02/25/20	257.01434	1.08512	41	0.3056		x	1.0475	14.24	x		1.6634	-1.40
Wed	02/26/20	257.00628	1.08508	42	0.3130		x	1.0401	14.28	x		1.6708	-1.44
Thu	02/27/20	256.99821	1.08505	43	0.3204		x	1.0327	14.31	x		1.6782	-1.47
Fri	02/28/20	256.99014	1.08501	44	0.3279		x	1.0252	14.35	x		1.6857	-1.51
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	03/02/20	257.00616	1.08508	47	0.3503		x	1.0028	14.28	x		1.7081	-1.44
Tue	03/03/20	257.03832	1.08522	48	0.3578		x	0.9953	14.14	x		1.7156	-1.30
Wed	03/04/20	257.07048	1.08535	49	0.3653		x	0.9878	14.01	x		1.7231	-1.17
Thu	03/05/20	257.10265	1.08549	50	0.3728		x	0.9803	13.87	x		1.7306	-1.03
Fri	03/06/20	257.13481	1.08563	51	0.3803		x	0.9728	13.73	x		1.7381	-0.89
Mon	03/09/20	257.23129	1.08603	54	0.4028		x	0.9503	13.33	x		1.7606	-0.49
Tue	03/10/20	257.26345	1.08617	55	0.4103		x	0.9428	13.19	x		1.7681	-0.35
Wed	03/11/20	257.29561	1.08630	56	0.4178		x	0.9353	13.06	x		1.7756	-0.22
Thu	03/12/20	257.32777	1.08644	57	0.4253		x	0.9278	12.92	x		1.7831	-0.08
Fri	03/13/20	257.35994	1.08658	58	0.4328		x	0.9203	12.78	x		1.7906	0.06
Mon	03/16/20	257.45642	1.08698	61	0.4554		x	0.8977	12.38	x		1.8132	0.46
Tue	03/17/20	257.48858	1.08712	62	0.4629		x	0.8902	12.24	x		1.8207	0.60
Wed	03/18/20	257.52074	1.08726	63	0.4704		x	0.8827	12.10	x		1.8282	0.74
Thu	03/19/20	257.55290	1.08739	64	0.4780		x	0.8751	11.97	x		1.8358	0.87
Fri	03/20/20	257.58506	1.08753	65	0.4855		x	0.8676	11.83	x		1.8433	1.01
Mon	03/23/20	257.68155	1.08793	68	0.5081		x	0.8450	11.43	x		1.8659	1.41
Tue	03/24/20	257.71371	1.08807	69	0.5156		x	0.8375	11.29	x		1.8734	1.55
Wed	03/25/20	257.74587	1.08821	70	0.5232		x	0.8299	11.15	x		1.8810	1.69
Thu	03/26/20	257.77803	1.08834	71	0.5307		x	0.8224	11.02	x		1.8885	1.82
Fri	03/27/20	257.81019	1.08848	72	0.5383		x	0.8148	10.88	x		1.8961	1.96
Mon	03/30/20	257.90668	1.08888	75	0.5609		x	0.7922	10.48	x		1.9187	2.36
Tue	03/31/20	257.93884	1.08902	76	0.5684		x	0.7847	10.34	x		1.9262	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	1.08916	77	0.5760		x	0.7771	10.20	x		1.9338	2.64
Thu	04/02/20	257.99457	1.08926	78	0.5835		x	0.7696	10.10	x		1.9413	2.74
Fri	04/03/20	258.01813	1.08936	79	0.5911		x	0.7620	10.00	x		1.9489	2.84
Mon	04/06/20	258.08883	1.08965	82	0.6137		x	0.7394	9.71	x		1.9715	3.13
Tue	04/07/20	258.11240	1.08975	83	0.6212		x	0.7319	9.61	x		1.9790	3.23
Wed	04/08/20	258.13597	1.08985	84	0.6288		x	0.7243	9.51	x		1.9866	3.33
Thu	04/09/20	258.15953	1.08995	85	0.6363		x	0.7168	9.41	x		1.9941	3.43
Fri	04/10/20	258.18310	1.09005	86	0.6438		x	0.7093	9.31	x		2.0016	3.53
Mon	04/13/20	258.25380	1.09035	89	0.6665		x	0.6866	9.01	x		2.0243	3.83
Tue	04/14/20	258.27737	1.09045	90	0.6740		x	0.6791	8.91	x		2.0318	3.93
Wed	04/15/20	258.30093	1.09055	91	0.6816		x	0.6715	8.81	x		2.0394	4.03
Thu	04/16/20	258.32450	1.09065	92	0.6891		x	0.6640	8.71	x		2.0469	4.13
Fri	04/17/20	258.34807	1.09075	93	0.6967		x	0.6564	8.61	x		2.0545	4.23
Mon	04/20/20	258.41877	1.09105	96	0.7194		x	0.6337	8.31	x		2.0772	4.53
Tue	04/21/20	258.44233	1.09115	97	0.7269		x	0.6262	8.21	x		2.0847	4.63
Wed	04/22/20	258.46590	1.09125	98	0.7345		x	0.6186	8.11	x		2.0923	4.73
Thu	04/23/20	258.48947	1.09135	99	0.7421		x	0.6110	8.01	x		2.0999	4.83
Fri	04/24/20	258.51303	1.09144	100	0.7496		x	0.6035	7.92	x		2.1074	4.92
Mon	04/27/20	258.58373	1.09174	103	0.7723		x	0.5808	7.62	x		2.1301	5.22
Tue	04/28/20	258.60730	1.09184	104	0.7799		x	0.5732	7.52	x		2.1377	5.32
Wed	04/29/20	258.63087	1.09194	105	0.7875		x	0.5656	7.42	x		2.1453	5.42
Thu	04/30/20	258.65443	1.09204	106	0.7950		x	0.5581	7.32	x		2.1528	5.52
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	1.09214	107	0.8026		x	0.5505	7.22	x		2.1604	5.62
Mon	05/04/20	258.62352	1.09191	110	0.8249		x	0.5282	7.45	x		2.1827	5.39
Tue	05/05/20	258.60535	1.09183	111	0.8324		x	0.5207	7.53	x		2.1902	5.31
Wed	05/06/20	258.58719	1.09176	112	0.8398		x	0.5133	7.60	x		2.1976	5.24
Thu	05/07/20	258.56903	1.09168	113	0.8473		x	0.5058	7.68	x		2.2051	5.16
Fri	05/08/20	258.55087	1.09160	114	0.8547		x	0.4984	7.76	x		2.2125	5.08
Mon	05/11/20	258.49639	1.09137	117	0.8770		x	0.4761	7.99	x		2.2348	4.85
Tue	05/12/20	258.47823	1.09130	118	0.8844		x	0.4687	8.06	x		2.2422	4.78
Wed	05/13/20	258.46006	1.09122	119	0.8919		x	0.4612	8.14	x		2.2497	4.70
Thu	05/14/20	258.44190	1.09114	120	0.8993		x	0.4538	8.22	x		2.2571	4.62
Fri	05/15/20	258.42374	1.09107	121	0.9067		x	0.4464	8.29	x		2.2645	4.55
Mon	05/18/20	258.36926	1.09084	124	0.9290		x	0.4241	8.52	x		2.2868	4.32
Tue	05/19/20	258.35110	1.09076	125	0.9364		x	0.4167	8.60	x		2.2942	4.24
Wed	05/20/20	258.33294	1.09068	126	0.9439		x	0.4092	8.68	x		2.3017	4.16
Thu	05/21/20	258.31477	1.09061	127	0.9513		x	0.4018	8.75	x		2.3091	4.09
Fri	05/22/20	258.29661	1.09053	128	0.9587		x	0.3944	8.83	x		2.3165	4.01
Mon	05/25/20	258.24213	1.09030	131	0.9810		x	0.3721	9.06	x		2.3388	3.78
Tue	05/26/20	258.22397	1.09022	132	0.9884		x	0.3647	9.14	x		2.3462	3.70
Wed	05/27/20	258.20581	1.09015	133	0.9958		x	0.3573	9.21	x		2.3536	3.63
Thu	05/28/20	258.18765	1.09007	134	1.0032		x	0.3499	9.29	x		2.3610	3.55
Fri	05/29/20	258.16948	1.08999	135	1.0106		x	0.3425	9.37	x		2.3684	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	1.08976	138	1.0329		x	0.3202	9.60	x		2.3907	3.24
Tue	06/02/20	258.05747	1.08952	139	1.0401		x	0.3130	9.84	x		2.3979	3.00
Wed	06/03/20	257.99993	1.08928	140	1.0474		x	0.3057	10.08	x		2.4052	2.76
Thu	06/04/20	257.94240	1.08904	141	1.0546		x	0.2985	10.32	x		2.4124	2.52
Fri	06/05/20	257.88487	1.08879	142	1.0619		x	0.2912	10.57	x		2.4197	2.27
Mon	06/08/20	257.71227	1.08806	145	1.0836		x	0.2695	11.30	x		2.4414	1.54
Tue	06/09/20	257.65473	1.08782	146	1.0908		x	0.2623	11.54	x		2.4486	1.30
Wed	06/10/20	257.59720	1.08758	147	1.0980		x	0.2551	11.78	x		2.4558	1.06
Thu	06/11/20	257.53967	1.08733	148	1.1053		x	0.2478	12.03	x		2.4631	0.81
Fri	06/12/20	257.48213	1.08709	149	1.1125		x	0.2406	12.27	x		2.4703	0.57
Mon	06/15/20	257.30953	1.08636	152	1.1341		x	0.2190	13.00	x		2.4919	-0.16
Tue	06/16/20	257.25200	1.08612	153	1.1413		x	0.2118	13.24	x		2.4991	-0.40
Wed	06/17/20	257.19447	1.08588	154	1.1485		x	0.2046	13.48	x		2.5063	-0.64
Thu	06/18/20	257.13693	1.08563	155	1.1557		x	0.1974	13.73	x		2.5135	-0.89
Fri	06/19/20	257.07940	1.08539	156	1.1629		x	0.1902	13.97	x		2.5207	-1.13
Mon	06/22/20	256.90680	1.08466	159	1.1845		x	0.1686	14.70	x		2.5423	-1.86
Tue	06/23/20	256.84927	1.08442	160	1.1917		x	0.1614	14.94	x		2.5495	-2.10
Wed	06/24/20	256.79173	1.08418	161	1.1989		x	0.1542	15.18	x		2.5567	-2.34
Thu	06/25/20	256.73420	1.08393	162	1.2060		x	0.1471	15.43	x		2.5638	-2.59
Fri	06/26/20	256.67667	1.08369	163	1.2132		x	0.1399	15.67	x		2.5710	-2.83
Mon	06/29/20	256.50407	1.08296	166	1.2347		x	0.1184	16.40	x		2.5925	-3.56
Tue	06/30/20	256.44653	1.08272	167	1.2419		x	0.1112	16.64	x		2.5997	-3.80
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Wed	07/01/20	256.38900	1.08248	168	1.2490		x	0.1041	16.88	x		2.6068	-4.04
Thu	07/02/20	256.38916	1.08248	169	1.2565		x	0.0966	16.88	x		2.6143	-4.04
Fri	07/03/20	256.38932	1.08248	170	1.2639		x	0.0892	16.88	x		2.6217	-4.04
Mon	07/06/20	256.38981	1.08248	173	1.2862		x	0.0669	16.88	x		2.6440	-4.04
Tue	07/07/20	256.38997	1.08248	174	1.2936		x	0.0595	16.88	x		2.6514	-4.04
Wed	07/08/20	256.39013	1.08248	175	1.3011		x	0.0520	16.88	x		2.6589	-4.04
Thu	07/09/20	256.39029	1.08248	176	1.3085		x	0.0446	16.88	x		2.6663	-4.04
Fri	07/10/20	256.39045	1.08248	177	1.3159		x	0.0372	16.88	x		2.6737	-4.04
Mon	07/13/20	256.39094	1.08249	180	1.3382		x	0.0149	16.87	x		2.6960	-4.03
Tue	07/14/20	256.39110	1.08249	181	1.3457		x	0.0074	16.87	x		2.7035	-4.03
Wed	07/15/20	256.39126	1.08249	0	0.0000			0.0000	16.87	x	x	2.7109	-4.03
Thu	07/16/20	256.39142	1.08249	1	0.0074			-0.0074	16.87	x	x	2.7183	-4.03
Fri	07/17/20	256.39158	1.08249	2	0.0147			-0.0147	16.87	x	x	2.7256	-4.03
Mon	07/20/20	256.39206	1.08249	5	0.0368			-0.0368	16.87	x	x	2.7477	-4.03
Tue	07/21/20	256.39223	1.08249	6	0.0441			-0.0441	16.87	x	x	2.7550	-4.03
Wed	07/22/20	256.39239	1.08249	7	0.0515			-0.0515	16.87	x	x	2.7624	-4.03
Thu	07/23/20	256.39255	1.08249	8	0.0588			-0.0588	16.87	x	x	2.7697	-4.03
Fri	07/24/20	256.39271	1.08249	9	0.0662			-0.0662	16.87	x	x	2.7771	-4.03
Mon	07/27/20	256.39319	1.08249	12	0.0882			-0.0882	16.87	x	x	2.7991	-4.03
Tue	07/28/20	256.39335	1.08250	13	0.0956			-0.0956	16.86	x	x	2.8065	-4.02
Wed	07/29/20	256.39352	1.08250	14	0.1030			-0.1030	16.86	x	x	2.8139	-4.02
Thu	07/30/20	256.39368	1.08250	15	0.1103			-0.1103	16.86	x	x	2.8212	-4.02
Fri	07/31/20	256.39384	1.08250	16	0.1177			-0.1177	16.86	x	x	2.8286	-4.02
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	1.08288	19	0.1398			-0.1398	16.48	x	x	2.8507	-3.64
Tue	08/04/20	256.52977	1.08307	20	0.1472			-0.1472	16.29	x	x	2.8581	-3.45
Wed	08/05/20	256.57503	1.08326	21	0.1545			-0.1545	16.10	x	x	2.8654	-3.26
Thu	08/06/20	256.62029	1.08345	22	0.1619			-0.1619	15.91	x	x	2.8728	-3.07
Fri	08/07/20	256.66555	1.08364	23	0.1693			-0.1693	15.72	x	x	2.8802	-2.88
Mon	08/10/20	256.80132	1.08422	26	0.1915			-0.1915	15.14	x	x	2.9024	-2.30
Tue	08/11/20	256.84658	1.08441	27	0.1989			-0.1989	14.95	x	x	2.9098	-2.11
Wed	08/12/20	256.89184	1.08460	28	0.2063			-0.2063	14.76	x	x	2.9172	-1.92
Thu	08/13/20	256.93710	1.08479	29	0.2137			-0.2137	14.57	x	x	2.9246	-1.73
Fri	08/14/20	256.98235	1.08498	30	0.2211			-0.2211	14.38	x	x	2.9320	-1.54
Mon	08/17/20	257.11813	1.08556	33	0.2434			-0.2434	13.80	x	x	2.9543	-0.96
Tue	08/18/20	257.16339	1.08575	34	0.2508			-0.2508	13.61	x	x	2.9617	-0.77
Wed	08/19/20	257.20865	1.08594	35	0.2582			-0.2582	13.42	x	x	2.9691	-0.58
Thu	08/20/20	257.25390	1.08613	36	0.2656			-0.2656	13.23	x	x	2.9765	-0.39
Fri	08/21/20	257.29916	1.08632	37	0.2731			-0.2731	13.04	x	x	2.9840	-0.20
Mon	08/24/20	257.43494	1.08689	40	0.2954			-0.2954	12.47	x	x	3.0063	0.37
Tue	08/25/20	257.48019	1.08708	41	0.3028			-0.3028	12.28	x	x	3.0137	0.56
Wed	08/26/20	257.52545	1.08727	42	0.3102			-0.3102	12.09	x	x	3.0211	0.75
Thu	08/27/20	257.57071	1.08747	43	0.3177			-0.3177	11.89	x	x	3.0286	0.95
Fri	08/28/20	257.61597	1.08766	44	0.3251			-0.3251	11.70	x	x	3.0360	1.14
Mon	08/31/20	257.75174	1.08823	47	0.3475			-0.3475	11.13	x	x	3.0584	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	1.08842	48	0.3549			-0.3549	10.94	x	x	3.0658	1.90
Wed	09/02/20	257.84047	1.08860	49	0.3624			-0.3624	10.76	x	x	3.0733	2.08
Thu	09/03/20	257.88393	1.08879	50	0.3698			-0.3698	10.57	x	x	3.0807	2.27
Fri	09/04/20	257.92740	1.08897	51	0.3773			-0.3773	10.39	x	x	3.0882	2.45
Mon	09/07/20	258.05780	1.08952	54	0.3997			-0.3997	9.84	x	x	3.1106	3.00
Tue	09/08/20	258.10127	1.08971	55	0.4072			-0.4072	9.65	x	x	3.1181	3.19
Wed	09/09/20	258.14473	1.08989	56	0.4146			-0.4146	9.47	x	x	3.1255	3.37
Thu	09/10/20	258.18820	1.09007	57	0.4221			-0.4221	9.29	x	x	3.1330	3.55
Fri	09/11/20	258.23167	1.09026	58	0.4296			-0.4296	9.10	x	x	3.1405	3.74
Mon	09/14/20	258.36207	1.09081	61	0.4520			-0.4520	8.55	x	x	3.1629	4.29
Tue	09/15/20	258.40553	1.09099	62	0.4595			-0.4595	8.37	x	x	3.1704	4.47
Wed	09/16/20	258.44900	1.09117	63	0.4670			-0.4670	8.19	x	x	3.1779	4.65
Thu	09/17/20	258.49247	1.09136	64	0.4745			-0.4745	8.00	x	x	3.1854	4.84
Fri	09/18/20	258.53593	1.09154	65	0.4820			-0.4820	7.82	x	x	3.1929	5.02
Mon	09/21/20	258.66633	1.09209	68	0.5045			-0.5045	7.27	x	x	3.2154	5.57
Tue	09/22/20	258.70980	1.09228	69	0.5120			-0.5120	7.08	x	x	3.2229	5.76
Wed	09/23/20	258.75327	1.09246	70	0.5195			-0.5195	6.90	x	x	3.2304	5.94
Thu	09/24/20	258.79673	1.09264	71	0.5270			-0.5270	6.72	x	x	3.2379	6.12
Fri	09/25/20	258.84020	1.09283	72	0.5345			-0.5345	6.53	x	x	3.2454	6.31
Mon	09/28/20	258.97060	1.09338	75	0.5571			-0.5571	5.98	x	x	3.2680	6.86
Tue	09/29/20	259.01407	1.09356	76	0.5646			-0.5646	5.80	x	x	3.2755	7.04
Wed	09/30/20	259.05753	1.09374	77	0.5721			-0.5721	5.62	x	x	3.2830	7.22
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Thu	10/01/20	259.10100	1.09393	78	0.5797			-0.5797	5.43	x	x	3.2906	7.41
Fri	10/02/20	259.12735	1.09404	79	0.5872			-0.5872	5.32	x	x	3.2981	7.52
Mon	10/05/20	259.20642	1.09437	82	0.6096			-0.6096	4.99	x	x	3.3205	7.85
Tue	10/06/20	259.23277	1.09448	83	0.6171			-0.6171	4.88	x	x	3.3280	7.96
Wed	10/07/20	259.25913	1.09459	84	0.6246			-0.6246	4.77	x	x	3.3355	8.07
Thu	10/08/20	259.28548	1.09471	85	0.6321			-0.6321	4.65	x	x	3.3430	8.19
Fri	10/09/20	259.31184	1.09482	86	0.6396			-0.6396	4.54	x	x	3.3505	8.30
Mon	10/12/20	259.39090	1.09515	89	0.6621			-0.6621	4.21	x	x	3.3730	8.63
Tue	10/13/20	259.41726	1.09526	90	0.6697			-0.6697	4.10	x	x	3.3806	8.74
Wed	10/14/20	259.44361	1.09537	91	0.6772			-0.6772	3.99	x	x	3.3881	8.85
Thu	10/15/20	259.46997	1.09548	92	0.6847			-0.6847	3.88	x	x	3.3956	8.96
Fri	10/16/20	259.49632	1.09560	93	0.6922			-0.6922	3.76	x	x	3.4031	9.08
Mon	10/19/20	259.57539	1.09593	96	0.7147			-0.7147	3.43	x	x	3.4256	9.41
Tue	10/20/20	259.60174	1.09604	97	0.7223			-0.7223	3.32	x	x	3.4332	9.52
Wed	10/21/20	259.62810	1.09615	98	0.7298			-0.7298	3.21	x	x	3.4407	9.63
Thu	10/22/20	259.65445	1.09626	99	0.7373			-0.7373	3.10	x	x	3.4482	9.74
Fri	10/23/20	259.68081	1.09637	100	0.7448			-0.7448	2.99	x	x	3.4557	9.85
Mon	10/26/20	259.75987	1.09671	103	0.7674			-0.7674	2.65	x	x	3.4783	10.19
Tue	10/27/20	259.78623	1.09682	104	0.7749			-0.7749	2.54	x	x	3.4858	10.30
Wed	10/28/20	259.81258	1.09693	105	0.7825			-0.7825	2.43	x	x	3.4934	10.41
Thu	10/29/20	259.83894	1.09704	106	0.7900			-0.7900	2.32	x	x	3.5009	10.52
Fri	10/30/20	259.86529	1.09715	107	0.7975			-0.7975	2.21	x	x	3.5084	10.63
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	11/02/20	259.93007	1.09743	110	0.8201			-0.8201	1.93	x	x	3.5310	10.91
Tue	11/03/20	259.94213	1.09748	111	0.8276			-0.8276	1.88	x	x	3.5385	10.96
Wed	11/04/20	259.95420	1.09753	112	0.8351			-0.8351	1.83	x	x	3.5460	11.01
Thu	11/05/20	259.96627	1.09758	113	0.8426			-0.8426	1.78	x	x	3.5535	11.06
Fri	11/06/20	259.97833	1.09763	114	0.8501			-0.8501	1.73	x	x	3.5610	11.11
Mon	11/09/20	260.01453	1.09778	117	0.8726			-0.8726	1.58	x	x	3.5835	11.26
Tue	11/10/20	260.02660	1.09783	118	0.8801			-0.8801	1.53	x	x	3.5910	11.31
Wed	11/11/20	260.03867	1.09789	119	0.8876			-0.8876	1.47	x	x	3.5985	11.37
Thu	11/12/20	260.05073	1.09794	120	0.8951			-0.8951	1.42	x	x	3.6060	11.42
Fri	11/13/20	260.06280	1.09799	121	0.9026			-0.9026	1.37	x	x	3.6135	11.47
Mon	11/16/20	260.09900	1.09814	124	0.9251			-0.9251	1.22	x	x	3.6360	11.62
Tue	11/17/20	260.11107	1.09819	125	0.9326			-0.9326	1.17	x	x	3.6435	11.67
Wed	11/18/20	260.12313	1.09824	126	0.9401			-0.9401	1.12	x	x	3.6510	11.72
Thu	11/19/20	260.13520	1.09829	127	0.9476			-0.9476	1.07	x	x	3.6585	11.77
Fri	11/20/20	260.14727	1.09834	128	0.9551			-0.9551	1.02	x	x	3.6660	11.82
Mon	11/23/20	260.18347	1.09850	131	0.9776			-0.9776	0.86	x	x	3.6885	11.98
Tue	11/24/20	260.19553	1.09855	132	0.9851			-0.9851	0.81	x	x	3.6960	12.03
Wed	11/25/20	260.20760	1.09860	133	0.9926			-0.9926	0.76	x	x	3.7035	12.08
Thu	11/26/20	260.21967	1.09865	134	1.0001			-1.0001	0.71	x	x	3.7110	12.13
Fri	11/27/20	260.23173	1.09870	135	1.0076			-1.0076	0.66	x	x	3.7185	12.18
Mon	11/30/20	260.26793	1.09885	138	1.0302			-1.0302	0.51	x	x	3.7411	12.33
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	1.09890	139	1.0377			-1.0377	0.46	x	x	3.7486	12.38
Wed	12/02/20	260.28348	1.09892	140	1.0452			-1.0452	0.44	x	x	3.7561	12.40
Thu	12/03/20	260.28697	1.09893	141	1.0526			-1.0526	0.43	x	x	3.7635	12.41
Fri	12/04/20	260.29045	1.09895	142	1.0601			-1.0601	0.41	x	x	3.7710	12.43
Mon	12/07/20	260.30090	1.09899	145	1.0826			-1.0826	0.37	x	x	3.7935	12.47
Tue	12/08/20	260.30439	1.09901	146	1.0901			-1.0901	0.35	x	x	3.8010	12.49
Wed	12/09/20	260.30787	1.09902	147	1.0975			-1.0975	0.34	x	x	3.8084	12.50
Thu	12/10/20	260.31135	1.09904	148	1.1050			-1.1050	0.32	x	x	3.8159	12.52
Fri	12/11/20	260.31484	1.09905	149	1.1125			-1.1125	0.31	x	x	3.8234	12.53
Mon	12/14/20	260.32529	1.09910	152	1.1349			-1.1349	0.26	x	x	3.8458	12.58
Tue	12/15/20	260.32877	1.09911	153	1.1424			-1.1424	0.25	x	x	3.8533	12.59
Wed	12/16/20	260.33226	1.09913	154	1.1499			-1.1499	0.23	x	x	3.8608	12.61
Thu	12/17/20	260.33574	1.09914	155	1.1574			-1.1574	0.22	x	x	3.8683	12.62
Fri	12/18/20	260.33923	1.09915	156	1.1649			-1.1649	0.21	x	x	3.8758	12.63
Mon	12/21/20	260.34968	1.09920	159	1.1873			-1.1873	0.16	x	x	3.8982	12.68
Tue	12/22/20	260.35316	1.09921	160	1.1948			-1.1948	0.15	x	x	3.9057	12.69
Wed	12/23/20	260.35665	1.09923	161	1.2023			-1.2023	0.13	x	x	3.9132	12.71
Thu	12/24/20	260.36013	1.09924	162	1.2098			-1.2098	0.12	x	x	3.9207	12.72
Fri	12/25/20	260.36361	1.09926	163	1.2173			-1.2173	0.10	x	x	3.9282	12.74
Mon	12/28/20	260.37406	1.09930	166	1.2397			-1.2397	0.06	x	x	3.9506	12.78
Tue	12/29/20	260.37755	1.09932	167	1.2472			-1.2472	0.04	x	x	3.9581	12.80
Wed	12/30/20	260.38103	1.09933	168	1.2547			-1.2547	0.03	x	x	3.9656	12.81
Thu	12/31/20	260.38452	1.09935	169	1.2622			-1.2622	0.01	x	x	3.9731	12.83
Fri	01/01/21	260.38800	1.09936

Generated 12/10/20 09:32