0.75% 30-Year Treasury Inflation Protected Security (TIPS) due February 15, 2045

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

CUSIP Number	912810RL4	Interest 02/15/20 (184 days)	$4.0942
Dated Date	February 15, 2015	Interest 08/15/20 (182 days)	$4.0931
Ref CPI on Dated Date	235.48150	Interest Total	$8.1873
Original Issue Date	February 27, 2015	Interest 02/15/21 (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	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Wed	01/01/20	257.34600	1.09285	139	3.0959	x	x	5.0914	12.92			3.0959	0.00
Thu	01/02/20	257.34155	1.09283	140	3.1181	x	x	5.0692	12.94			3.1181	-0.02
Fri	01/03/20	257.33710	1.09281	141	3.1403	x	x	5.0470	12.96			3.1403	-0.04
Mon	01/06/20	257.32374	1.09276	144	3.2070	x	x	4.9803	13.01			3.2070	-0.09
Tue	01/07/20	257.31929	1.09274	145	3.2292	x	x	4.9581	13.03			3.2292	-0.11
Wed	01/08/20	257.31484	1.09272	146	3.2514	x	x	4.9359	13.05			3.2514	-0.13
Thu	01/09/20	257.31039	1.09270	147	3.2736	x	x	4.9137	13.07			3.2736	-0.15
Fri	01/10/20	257.30594	1.09268	148	3.2959	x	x	4.8914	13.09			3.2959	-0.17
Mon	01/13/20	257.29258	1.09262	151	3.3625	x	x	4.8248	13.15			3.3625	-0.23
Tue	01/14/20	257.28813	1.09260	152	3.3847	x	x	4.8026	13.17			3.3847	-0.25
Wed	01/15/20	257.28368	1.09259	153	3.4069	x	x	4.7804	13.18			3.4069	-0.26
Thu	01/16/20	257.27923	1.09257	154	3.4291	x	x	4.7582	13.20			3.4291	-0.28
Fri	01/17/20	257.27477	1.09255	155	3.4513	x	x	4.7360	13.22			3.4513	-0.30
Mon	01/20/20	257.26142	1.09249	158	3.5179	x	x	4.6694	13.28			3.5179	-0.36
Tue	01/21/20	257.25697	1.09247	159	3.5401	x	x	4.6472	13.30			3.5401	-0.38
Wed	01/22/20	257.25252	1.09245	160	3.5623	x	x	4.6250	13.32			3.5623	-0.40
Thu	01/23/20	257.24806	1.09243	161	3.5845	x	x	4.6028	13.34			3.5845	-0.42
Fri	01/24/20	257.24361	1.09242	162	3.6068	x	x	4.5805	13.35			3.6068	-0.43
Mon	01/27/20	257.23026	1.09236	165	3.6734	x	x	4.5139	13.41			3.6734	-0.49
Tue	01/28/20	257.22581	1.09234	166	3.6956	x	x	4.4917	13.43			3.6956	-0.51
Wed	01/29/20	257.22135	1.09232	167	3.7177	x	x	4.4696	13.45			3.7177	-0.53
Thu	01/30/20	257.21690	1.09230	168	3.7399	x	x	4.4474	13.47			3.7399	-0.55
Fri	01/31/20	257.21245	1.09228	169	3.7621	x	x	4.4252	13.49			3.7621	-0.57
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Mon	02/03/20	257.19186	1.09220	172	3.8286	x	x	4.3587	13.57			3.8286	-0.65
Tue	02/04/20	257.18379	1.09216	173	3.8508	x	x	4.3365	13.61			3.8508	-0.69
Wed	02/05/20	257.17572	1.09213	174	3.8729	x	x	4.3144	13.64			3.8729	-0.72
Thu	02/06/20	257.16766	1.09209	175	3.8950	x	x	4.2923	13.68			3.8950	-0.76
Fri	02/07/20	257.15959	1.09206	176	3.9172	x	x	4.2701	13.71			3.9172	-0.79
Mon	02/10/20	257.13538	1.09196	179	3.9836	x	x	4.2037	13.81			3.9836	-0.89
Tue	02/11/20	257.12731	1.09192	180	4.0057	x	x	4.1816	13.85			4.0057	-0.93
Wed	02/12/20	257.11924	1.09189	181	4.0278	x	x	4.1595	13.88			4.0278	-0.96
Thu	02/13/20	257.11117	1.09185	182	4.0499	x	x	4.1374	13.92			4.0499	-1.00
Fri	02/14/20	257.10310	1.09182	183	4.0721	x	x	4.1152	13.95			4.0721	-1.03
Sat	02/15/20	257.09503	1.09178	0	0.0000		x	4.0931	13.99	x		4.0942	-1.07
Mon	02/17/20	257.07890	1.09172	2	0.0450		x	4.0481	14.05	x		4.1392	-1.13
Tue	02/18/20	257.07083	1.09168	3	0.0675		x	4.0256	14.09	x		4.1617	-1.17
Wed	02/19/20	257.06276	1.09165	4	0.0900		x	4.0031	14.12	x		4.1842	-1.20
Thu	02/20/20	257.05469	1.09161	5	0.1125		x	3.9806	14.16	x		4.2067	-1.24
Fri	02/21/20	257.04662	1.09158	6	0.1349		x	3.9582	14.19	x		4.2291	-1.27
Mon	02/24/20	257.02241	1.09148	9	0.2024		x	3.8907	14.29	x		4.2966	-1.37
Tue	02/25/20	257.01434	1.09144	10	0.2249		x	3.8682	14.33	x		4.3191	-1.41
Wed	02/26/20	257.00628	1.09141	11	0.2474		x	3.8457	14.36	x		4.3416	-1.44
Thu	02/27/20	256.99821	1.09137	12	0.2698		x	3.8233	14.40	x		4.3640	-1.48
Fri	02/28/20	256.99014	1.09134	13	0.2923		x	3.8008	14.43	x		4.3865	-1.51
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Mon	03/02/20	257.00616	1.09141	16	0.3598		x	3.7333	14.36	x		4.4540	-1.44
Tue	03/03/20	257.03832	1.09154	17	0.3823		x	3.7108	14.23	x		4.4765	-1.31
Wed	03/04/20	257.07048	1.09168	18	0.4049		x	3.6882	14.09	x		4.4991	-1.17
Thu	03/05/20	257.10265	1.09182	19	0.4274		x	3.6657	13.95	x		4.5216	-1.03
Fri	03/06/20	257.13481	1.09195	20	0.4500		x	3.6431	13.82	x		4.5442	-0.90
Mon	03/09/20	257.23129	1.09236	23	0.5177		x	3.5754	13.41	x		4.6119	-0.49
Tue	03/10/20	257.26345	1.09250	24	0.5402		x	3.5529	13.27	x		4.6344	-0.35
Wed	03/11/20	257.29561	1.09264	25	0.5628		x	3.5303	13.13	x		4.6570	-0.21
Thu	03/12/20	257.32777	1.09277	26	0.5854		x	3.5077	13.00	x		4.6796	-0.08
Fri	03/13/20	257.35994	1.09291	27	0.6080		x	3.4851	12.86	x		4.7022	0.06
Mon	03/16/20	257.45642	1.09332	30	0.6758		x	3.4173	12.45	x		4.7700	0.47
Tue	03/17/20	257.48858	1.09346	31	0.6984		x	3.3947	12.31	x		4.7926	0.61
Wed	03/18/20	257.52074	1.09359	32	0.7210		x	3.3721	12.18	x		4.8152	0.74
Thu	03/19/20	257.55290	1.09373	33	0.7437		x	3.3494	12.04	x		4.8379	0.88
Fri	03/20/20	257.58506	1.09387	34	0.7663		x	3.3268	11.90	x		4.8605	1.02
Mon	03/23/20	257.68155	1.09428	37	0.8342		x	3.2589	11.49	x		4.9284	1.43
Tue	03/24/20	257.71371	1.09441	38	0.8569		x	3.2362	11.36	x		4.9511	1.56
Wed	03/25/20	257.74587	1.09455	39	0.8795		x	3.2136	11.22	x		4.9737	1.70
Thu	03/26/20	257.77803	1.09468	40	0.9022		x	3.1909	11.09	x		4.9964	1.83
Fri	03/27/20	257.81019	1.09482	41	0.9249		x	3.1682	10.95	x		5.0191	1.97
Mon	03/30/20	257.90668	1.09523	44	0.9929		x	3.1002	10.54	x		5.0871	2.38
Tue	03/31/20	257.93884	1.09537	45	1.0156		x	3.0775	10.40	x		5.1098	2.52
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Wed	04/01/20	257.97100	1.09550	46	1.0383		x	3.0548	10.27	x		5.1325	2.65
Thu	04/02/20	257.99457	1.09560	47	1.0610		x	3.0321	10.17	x		5.1552	2.75
Fri	04/03/20	258.01813	1.09570	48	1.0837		x	3.0094	10.07	x		5.1779	2.85
Mon	04/06/20	258.08883	1.09600	51	1.1517		x	2.9414	9.77	x		5.2459	3.15
Tue	04/07/20	258.11240	1.09610	52	1.1744		x	2.9187	9.67	x		5.2686	3.25
Wed	04/08/20	258.13597	1.09620	53	1.1971		x	2.8960	9.57	x		5.2913	3.35
Thu	04/09/20	258.15953	1.09630	54	1.2198		x	2.8733	9.47	x		5.3140	3.45
Fri	04/10/20	258.18310	1.09641	55	1.2425		x	2.8506	9.36	x		5.3367	3.56
Mon	04/13/20	258.25380	1.09671	58	1.3106		x	2.7825	9.06	x		5.4048	3.86
Tue	04/14/20	258.27737	1.09681	59	1.3333		x	2.7598	8.96	x		5.4275	3.96
Wed	04/15/20	258.30093	1.09691	60	1.3561		x	2.7370	8.86	x		5.4503	4.06
Thu	04/16/20	258.32450	1.09701	61	1.3788		x	2.7143	8.76	x		5.4730	4.16
Fri	04/17/20	258.34807	1.09711	62	1.4015		x	2.6916	8.66	x		5.4957	4.26
Mon	04/20/20	258.41877	1.09741	65	1.4697		x	2.6234	8.36	x		5.5639	4.56
Tue	04/21/20	258.44233	1.09751	66	1.4925		x	2.6006	8.26	x		5.5867	4.66
Wed	04/22/20	258.46590	1.09761	67	1.5152		x	2.5779	8.16	x		5.6094	4.76
Thu	04/23/20	258.48947	1.09771	68	1.5380		x	2.5551	8.06	x		5.6322	4.86
Fri	04/24/20	258.51303	1.09781	69	1.5608		x	2.5323	7.96	x		5.6550	4.96
Mon	04/27/20	258.58373	1.09811	72	1.6291		x	2.4640	7.66	x		5.7233	5.26
Tue	04/28/20	258.60730	1.09821	73	1.6518		x	2.4413	7.56	x		5.7460	5.36
Wed	04/29/20	258.63087	1.09831	74	1.6746		x	2.4185	7.46	x		5.7688	5.46
Thu	04/30/20	258.65443	1.09841	75	1.6974		x	2.3957	7.36	x		5.7916	5.56
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Fri	05/01/20	258.67800	1.09851	76	1.7202		x	2.3729	7.26	x		5.8144	5.66
Mon	05/04/20	258.62352	1.09828	79	1.7877		x	2.3054	7.49	x		5.8819	5.43
Tue	05/05/20	258.60535	1.09820	80	1.8102		x	2.2829	7.57	x		5.9044	5.35
Wed	05/06/20	258.58719	1.09812	81	1.8327		x	2.2604	7.65	x		5.9269	5.27
Thu	05/07/20	258.56903	1.09804	82	1.8552		x	2.2379	7.73	x		5.9494	5.19
Fri	05/08/20	258.55087	1.09797	83	1.8777		x	2.2154	7.80	x		5.9719	5.12
Mon	05/11/20	258.49639	1.09774	86	1.9452		x	2.1479	8.03	x		6.0394	4.89
Tue	05/12/20	258.47823	1.09766	87	1.9676		x	2.1255	8.11	x		6.0618	4.81
Wed	05/13/20	258.46006	1.09758	88	1.9901		x	2.1030	8.19	x		6.0843	4.73
Thu	05/14/20	258.44190	1.09750	89	2.0126		x	2.0805	8.27	x		6.1068	4.65
Fri	05/15/20	258.42374	1.09743	90	2.0351		x	2.0580	8.34	x		6.1293	4.58
Mon	05/18/20	258.36926	1.09720	93	2.1025		x	1.9906	8.57	x		6.1967	4.35
Tue	05/19/20	258.35110	1.09712	94	2.1249		x	1.9682	8.65	x		6.2191	4.27
Wed	05/20/20	258.33294	1.09704	95	2.1474		x	1.9457	8.73	x		6.2416	4.19
Thu	05/21/20	258.31477	1.09696	96	2.1698		x	1.9233	8.81	x		6.2640	4.11
Fri	05/22/20	258.29661	1.09689	97	2.1923		x	1.9008	8.88	x		6.2865	4.04
Mon	05/25/20	258.24213	1.09666	100	2.2596		x	1.8335	9.11	x		6.3538	3.81
Tue	05/26/20	258.22397	1.09658	101	2.2820		x	1.8111	9.19	x		6.3762	3.73
Wed	05/27/20	258.20581	1.09650	102	2.3045		x	1.7886	9.27	x		6.3987	3.65
Thu	05/28/20	258.18765	1.09642	103	2.3269		x	1.7662	9.35	x		6.4211	3.57
Fri	05/29/20	258.16948	1.09635	104	2.3493		x	1.7438	9.42	x		6.4435	3.50
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Mon	06/01/20	258.11500	1.09612	107	2.4166		x	1.6765	9.65	x		6.5108	3.27
Tue	06/02/20	258.05747	1.09587	108	2.4386		x	1.6545	9.90	x		6.5328	3.02
Wed	06/03/20	257.99993	1.09563	109	2.4607		x	1.6324	10.14	x		6.5549	2.78
Thu	06/04/20	257.94240	1.09538	110	2.4827		x	1.6104	10.39	x		6.5769	2.53
Fri	06/05/20	257.88487	1.09514	111	2.5047		x	1.5884	10.63	x		6.5989	2.29
Mon	06/08/20	257.71227	1.09441	114	2.5707		x	1.5224	11.36	x		6.6649	1.56
Tue	06/09/20	257.65473	1.09416	115	2.5926		x	1.5005	11.61	x		6.6868	1.31
Wed	06/10/20	257.59720	1.09392	116	2.6146		x	1.4785	11.85	x		6.7088	1.07
Thu	06/11/20	257.53967	1.09367	117	2.6365		x	1.4566	12.10	x		6.7307	0.82
Fri	06/12/20	257.48213	1.09343	118	2.6585		x	1.4346	12.34	x		6.7527	0.58
Mon	06/15/20	257.30953	1.09270	121	2.7242		x	1.3689	13.07	x		6.8184	-0.15
Tue	06/16/20	257.25200	1.09245	122	2.7461		x	1.3470	13.32	x		6.8403	-0.40
Wed	06/17/20	257.19447	1.09221	123	2.7680		x	1.3251	13.56	x		6.8622	-0.64
Thu	06/18/20	257.13693	1.09196	124	2.7899		x	1.3032	13.81	x		6.8841	-0.89
Fri	06/19/20	257.07940	1.09172	125	2.8118		x	1.2813	14.05	x		6.9060	-1.13
Mon	06/22/20	256.90680	1.09099	128	2.8773		x	1.2158	14.78	x		6.9715	-1.86
Tue	06/23/20	256.84927	1.09074	129	2.8992		x	1.1939	15.03	x		6.9934	-2.11
Wed	06/24/20	256.79173	1.09050	130	2.9210		x	1.1721	15.27	x		7.0152	-2.35
Thu	06/25/20	256.73420	1.09025	131	2.9428		x	1.1503	15.52	x		7.0370	-2.60
Fri	06/26/20	256.67667	1.09001	132	2.9646		x	1.1285	15.76	x		7.0588	-2.84
Mon	06/29/20	256.50407	1.08927	135	3.0299		x	1.0632	16.50	x		7.1241	-3.58
Tue	06/30/20	256.44653	1.08903	136	3.0517		x	1.0414	16.74	x		7.1459	-3.82
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Wed	07/01/20	256.38900	1.08879	137	3.0734		x	1.0197	16.98	x		7.1676	-4.06
Thu	07/02/20	256.38916	1.08879	138	3.0959		x	0.9972	16.98	x		7.1901	-4.06
Fri	07/03/20	256.38932	1.08879	139	3.1183		x	0.9748	16.98	x		7.2125	-4.06
Mon	07/06/20	256.38981	1.08879	142	3.1856		x	0.9075	16.98	x		7.2798	-4.06
Tue	07/07/20	256.38997	1.08879	143	3.2080		x	0.8851	16.98	x		7.3022	-4.06
Wed	07/08/20	256.39013	1.08879	144	3.2305		x	0.8626	16.98	x		7.3247	-4.06
Thu	07/09/20	256.39029	1.08879	145	3.2529		x	0.8402	16.98	x		7.3471	-4.06
Fri	07/10/20	256.39045	1.08879	146	3.2753		x	0.8178	16.98	x		7.3695	-4.06
Mon	07/13/20	256.39094	1.08879	149	3.3426		x	0.7505	16.98	x		7.4368	-4.06
Tue	07/14/20	256.39110	1.08880	150	3.3651		x	0.7280	16.97	x		7.4593	-4.05
Wed	07/15/20	256.39126	1.08880	151	3.3875		x	0.7056	16.97	x		7.4817	-4.05
Thu	07/16/20	256.39142	1.08880	152	3.4100		x	0.6831	16.97	x		7.5042	-4.05
Fri	07/17/20	256.39158	1.08880	153	3.4324		x	0.6607	16.97	x		7.5266	-4.05
Mon	07/20/20	256.39206	1.08880	156	3.4997		x	0.5934	16.97	x		7.5939	-4.05
Tue	07/21/20	256.39223	1.08880	157	3.5221		x	0.5710	16.97	x		7.6163	-4.05
Wed	07/22/20	256.39239	1.08880	158	3.5446		x	0.5485	16.97	x		7.6388	-4.05
Thu	07/23/20	256.39255	1.08880	159	3.5670		x	0.5261	16.97	x		7.6612	-4.05
Fri	07/24/20	256.39271	1.08880	160	3.5895		x	0.5036	16.97	x		7.6837	-4.05
Mon	07/27/20	256.39319	1.08880	163	3.6568		x	0.4363	16.97	x		7.7510	-4.05
Tue	07/28/20	256.39335	1.08880	164	3.6792		x	0.4139	16.97	x		7.7734	-4.05
Wed	07/29/20	256.39352	1.08881	165	3.7017		x	0.3914	16.96	x		7.7959	-4.04
Thu	07/30/20	256.39368	1.08881	166	3.7241		x	0.3690	16.96	x		7.8183	-4.04
Fri	07/31/20	256.39384	1.08881	167	3.7465		x	0.3466	16.96	x		7.8407	-4.04
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Mon	08/03/20	256.48452	1.08919	170	3.8152		x	0.2779	16.58	x		7.9094	-3.66
Tue	08/04/20	256.52977	1.08938	171	3.8383		x	0.2548	16.39	x		7.9325	-3.47
Wed	08/05/20	256.57503	1.08958	172	3.8614		x	0.2317	16.19	x		7.9556	-3.27
Thu	08/06/20	256.62029	1.08977	173	3.8846		x	0.2085	16.00	x		7.9788	-3.08
Fri	08/07/20	256.66555	1.08996	174	3.9077		x	0.1854	15.81	x		8.0019	-2.89
Mon	08/10/20	256.80132	1.09054	177	3.9772		x	0.1159	15.23	x		8.0714	-2.31
Tue	08/11/20	256.84658	1.09073	178	4.0003		x	0.0928	15.04	x		8.0945	-2.12
Wed	08/12/20	256.89184	1.09092	179	4.0235		x	0.0696	14.85	x		8.1177	-1.93
Thu	08/13/20	256.93710	1.09111	180	4.0467		x	0.0464	14.66	x		8.1409	-1.74
Fri	08/14/20	256.98235	1.09131	181	4.0699		x	0.0232	14.46	x		8.1641	-1.54
Sat	08/15/20	257.02761	1.09150	0	0.0000			0.0000	14.27	x	x	8.1873	-1.35
Mon	08/17/20	257.11813	1.09188	2	0.0445			-0.0445	13.89	x	x	8.2318	-0.97
Tue	08/18/20	257.16339	1.09207	3	0.0668			-0.0668	13.70	x	x	8.2541	-0.78
Wed	08/19/20	257.20865	1.09227	4	0.0890			-0.0890	13.50	x	x	8.2763	-0.58
Thu	08/20/20	257.25390	1.09246	5	0.1113			-0.1113	13.31	x	x	8.2986	-0.39
Fri	08/21/20	257.29916	1.09265	6	0.1336			-0.1336	13.12	x	x	8.3209	-0.20
Mon	08/24/20	257.43494	1.09323	9	0.2005			-0.2005	12.54	x	x	8.3878	0.38
Tue	08/25/20	257.48019	1.09342	10	0.2228			-0.2228	12.35	x	x	8.4101	0.57
Wed	08/26/20	257.52545	1.09361	11	0.2452			-0.2452	12.16	x	x	8.4325	0.76
Thu	08/27/20	257.57071	1.09380	12	0.2675			-0.2675	11.97	x	x	8.4548	0.95
Fri	08/28/20	257.61597	1.09400	13	0.2899			-0.2899	11.77	x	x	8.4772	1.15
Mon	08/31/20	257.75174	1.09457	16	0.3569			-0.3569	11.20	x	x	8.5442	1.72
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Tue	09/01/20	257.79700	1.09477	17	0.3793			-0.3793	11.00	x	x	8.5666	1.92
Wed	09/02/20	257.84047	1.09495	18	0.4017			-0.4017	10.82	x	x	8.5890	2.10
Thu	09/03/20	257.88393	1.09513	19	0.4241			-0.4241	10.64	x	x	8.6114	2.28
Fri	09/04/20	257.92740	1.09532	20	0.4465			-0.4465	10.45	x	x	8.6338	2.47
Mon	09/07/20	258.05780	1.09587	23	0.5137			-0.5137	9.90	x	x	8.7010	3.02
Tue	09/08/20	258.10127	1.09606	24	0.5361			-0.5361	9.71	x	x	8.7234	3.21
Wed	09/09/20	258.14473	1.09624	25	0.5585			-0.5585	9.53	x	x	8.7458	3.39
Thu	09/10/20	258.18820	1.09643	26	0.5810			-0.5810	9.34	x	x	8.7683	3.58
Fri	09/11/20	258.23167	1.09661	27	0.6034			-0.6034	9.16	x	x	8.7907	3.76
Mon	09/14/20	258.36207	1.09717	30	0.6708			-0.6708	8.60	x	x	8.8581	4.32
Tue	09/15/20	258.40553	1.09735	31	0.6933			-0.6933	8.42	x	x	8.8806	4.50
Wed	09/16/20	258.44900	1.09753	32	0.7158			-0.7158	8.24	x	x	8.9031	4.68
Thu	09/17/20	258.49247	1.09772	33	0.7383			-0.7383	8.05	x	x	8.9256	4.87
Fri	09/18/20	258.53593	1.09790	34	0.7608			-0.7608	7.87	x	x	8.9481	5.05
Mon	09/21/20	258.66633	1.09846	37	0.8283			-0.8283	7.31	x	x	9.0156	5.61
Tue	09/22/20	258.70980	1.09864	38	0.8508			-0.8508	7.13	x	x	9.0381	5.79
Wed	09/23/20	258.75327	1.09883	39	0.8734			-0.8734	6.94	x	x	9.0607	5.98
Thu	09/24/20	258.79673	1.09901	40	0.8959			-0.8959	6.76	x	x	9.0832	6.16
Fri	09/25/20	258.84020	1.09920	41	0.9185			-0.9185	6.57	x	x	9.1058	6.35
Mon	09/28/20	258.97060	1.09975	44	0.9862			-0.9862	6.02	x	x	9.1735	6.90
Tue	09/29/20	259.01407	1.09993	45	1.0088			-1.0088	5.84	x	x	9.1961	7.08
Wed	09/30/20	259.05753	1.10012	46	1.0314			-1.0314	5.65	x	x	9.2187	7.27
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Thu	10/01/20	259.10100	1.10030	47	1.0540			-1.0540	5.47	x	x	9.2413	7.45
Fri	10/02/20	259.12735	1.10041	48	1.0765			-1.0765	5.36	x	x	9.2638	7.56
Mon	10/05/20	259.20642	1.10075	51	1.1441			-1.1441	5.02	x	x	9.3314	7.90
Tue	10/06/20	259.23277	1.10086	52	1.1667			-1.1667	4.91	x	x	9.3540	8.01
Wed	10/07/20	259.25913	1.10097	53	1.1892			-1.1892	4.80	x	x	9.3765	8.12
Thu	10/08/20	259.28548	1.10109	54	1.2118			-1.2118	4.68	x	x	9.3991	8.24
Fri	10/09/20	259.31184	1.10120	55	1.2344			-1.2344	4.57	x	x	9.4217	8.35
Mon	10/12/20	259.39090	1.10153	58	1.3021			-1.3021	4.24	x	x	9.4894	8.68
Tue	10/13/20	259.41726	1.10165	59	1.3247			-1.3247	4.12	x	x	9.5120	8.80
Wed	10/14/20	259.44361	1.10176	60	1.3473			-1.3473	4.01	x	x	9.5346	8.91
Thu	10/15/20	259.46997	1.10187	61	1.3699			-1.3699	3.90	x	x	9.5572	9.02
Fri	10/16/20	259.49632	1.10198	62	1.3924			-1.3924	3.79	x	x	9.5797	9.13
Mon	10/19/20	259.57539	1.10232	65	1.4603			-1.4603	3.45	x	x	9.6476	9.47
Tue	10/20/20	259.60174	1.10243	66	1.4829			-1.4829	3.34	x	x	9.6702	9.58
Wed	10/21/20	259.62810	1.10254	67	1.5055			-1.5055	3.23	x	x	9.6928	9.69
Thu	10/22/20	259.65445	1.10265	68	1.5281			-1.5281	3.12	x	x	9.7154	9.80
Fri	10/23/20	259.68081	1.10277	69	1.5508			-1.5508	3.00	x	x	9.7381	9.92
Mon	10/26/20	259.75987	1.10310	72	1.6187			-1.6187	2.67	x	x	9.8060	10.25
Tue	10/27/20	259.78623	1.10321	73	1.6413			-1.6413	2.56	x	x	9.8286	10.36
Wed	10/28/20	259.81258	1.10332	74	1.6640			-1.6640	2.45	x	x	9.8513	10.47
Thu	10/29/20	259.83894	1.10344	75	1.6866			-1.6866	2.33	x	x	9.8739	10.59
Fri	10/30/20	259.86529	1.10355	76	1.7093			-1.7093	2.22	x	x	9.8966	10.70
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Mon	11/02/20	259.93007	1.10382	79	1.7772			-1.7772	1.95	x	x	9.9645	10.97
Tue	11/03/20	259.94213	1.10387	80	1.7998			-1.7998	1.90	x	x	9.9871	11.02
Wed	11/04/20	259.95420	1.10393	81	1.8224			-1.8224	1.84	x	x	10.0097	11.08
Thu	11/05/20	259.96627	1.10398	82	1.8450			-1.8450	1.79	x	x	10.0323	11.13
Fri	11/06/20	259.97833	1.10403	83	1.8676			-1.8676	1.74	x	x	10.0549	11.18
Mon	11/09/20	260.01453	1.10418	86	1.9353			-1.9353	1.59	x	x	10.1226	11.33
Tue	11/10/20	260.02660	1.10423	87	1.9579			-1.9579	1.54	x	x	10.1452	11.38
Wed	11/11/20	260.03867	1.10428	88	1.9805			-1.9805	1.49	x	x	10.1678	11.43
Thu	11/12/20	260.05073	1.10434	89	2.0031			-2.0031	1.43	x	x	10.1904	11.49
Fri	11/13/20	260.06280	1.10439	90	2.0257			-2.0257	1.38	x	x	10.2130	11.54
Mon	11/16/20	260.09900	1.10454	93	2.0935			-2.0935	1.23	x	x	10.2808	11.69
Tue	11/17/20	260.11107	1.10459	94	2.1161			-2.1161	1.18	x	x	10.3034	11.74
Wed	11/18/20	260.12313	1.10464	95	2.1387			-2.1387	1.13	x	x	10.3260	11.79
Thu	11/19/20	260.13520	1.10469	96	2.1613			-2.1613	1.08	x	x	10.3486	11.84
Fri	11/20/20	260.14727	1.10475	97	2.1840			-2.1840	1.02	x	x	10.3713	11.90
Mon	11/23/20	260.18347	1.10490	100	2.2518			-2.2518	0.87	x	x	10.4391	12.05
Tue	11/24/20	260.19553	1.10495	101	2.2745			-2.2745	0.82	x	x	10.4618	12.10
Wed	11/25/20	260.20760	1.10500	102	2.2971			-2.2971	0.77	x	x	10.4844	12.15
Thu	11/26/20	260.21967	1.10505	103	2.3197			-2.3197	0.72	x	x	10.5070	12.20
Fri	11/27/20	260.23173	1.10510	104	2.3423			-2.3423	0.67	x	x	10.5296	12.25
Mon	11/30/20	260.26793	1.10526	107	2.4102			-2.4102	0.51	x	x	10.5975	12.41
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Tue	12/01/20	260.28000	1.10531	108	2.4329			-2.4329	0.46	x	x	10.6202	12.46
Wed	12/02/20	260.28348	1.10532	109	2.4554			-2.4554	0.45	x	x	10.6427	12.47
Thu	12/03/20	260.28697	1.10534	110	2.4780			-2.4780	0.43	x	x	10.6653	12.49
Fri	12/04/20	260.29045	1.10535	111	2.5006			-2.5006	0.42	x	x	10.6879	12.50
Mon	12/07/20	260.30090	1.10540	114	2.5683			-2.5683	0.37	x	x	10.7556	12.55
Tue	12/08/20	260.30439	1.10541	115	2.5908			-2.5908	0.36	x	x	10.7781	12.56
Wed	12/09/20	260.30787	1.10543	116	2.6134			-2.6134	0.34	x	x	10.8007	12.58
Thu	12/10/20	260.31135	1.10544	117	2.6359			-2.6359	0.33	x	x	10.8232	12.59
Fri	12/11/20	260.31484	1.10546	118	2.6585			-2.6585	0.31	x	x	10.8458	12.61
Mon	12/14/20	260.32529	1.10550	121	2.7262			-2.7262	0.27	x	x	10.9135	12.65
Tue	12/15/20	260.32877	1.10552	122	2.7488			-2.7488	0.25	x	x	10.9361	12.67
Wed	12/16/20	260.33226	1.10553	123	2.7713			-2.7713	0.24	x	x	10.9586	12.68
Thu	12/17/20	260.33574	1.10555	124	2.7939			-2.7939	0.22	x	x	10.9812	12.70
Fri	12/18/20	260.33923	1.10556	125	2.8165			-2.8165	0.21	x	x	11.0038	12.71
Mon	12/21/20	260.34968	1.10561	128	2.8842			-2.8842	0.16	x	x	11.0715	12.76
Tue	12/22/20	260.35316	1.10562	129	2.9068			-2.9068	0.15	x	x	11.0941	12.77
Wed	12/23/20	260.35665	1.10564	130	2.9293			-2.9293	0.13	x	x	11.1166	12.79
Thu	12/24/20	260.36013	1.10565	131	2.9519			-2.9519	0.12	x	x	11.1392	12.80
Fri	12/25/20	260.36361	1.10566	132	2.9745			-2.9745	0.11	x	x	11.1618	12.81
Mon	12/28/20	260.37406	1.10571	135	3.0422			-3.0422	0.06	x	x	11.2295	12.86
Tue	12/29/20	260.37755	1.10572	136	3.0648			-3.0648	0.05	x	x	11.2521	12.87
Wed	12/30/20	260.38103	1.10574	137	3.0874			-3.0874	0.03	x	x	11.2747	12.89
Thu	12/31/20	260.38452	1.10575	138	3.1099			-3.1099	0.02	x	x	11.2972	12.90
Fri	01/01/21	260.38800	1.10577

Generated 12/10/20 09:32