0.375% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2027

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

CUSIP Number	912828V49	Interest 01/15/20 (184 days)	$1.9971
Dated Date	January 15, 2017	Interest 07/15/20 (182 days)	$1.9901
Ref CPI on Dated Date	241.55919	Interest Total	$3.9872
Original Issue Date	January 31, 2017	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	1.06535	170	1.8455	x	x	2.1417	12.60			1.8455	0.00
Thu	01/02/20	257.34155	1.06534	171	1.8564	x	x	2.1308	12.61			1.8564	-0.01
Fri	01/03/20	257.33710	1.06532	172	1.8672	x	x	2.1200	12.63			1.8672	-0.03
Mon	01/06/20	257.32374	1.06526	175	1.8997	x	x	2.0875	12.69			1.8997	-0.09
Tue	01/07/20	257.31929	1.06524	176	1.9105	x	x	2.0767	12.71			1.9105	-0.11
Wed	01/08/20	257.31484	1.06522	177	1.9213	x	x	2.0659	12.73			1.9213	-0.13
Thu	01/09/20	257.31039	1.06521	178	1.9321	x	x	2.0551	12.74			1.9321	-0.14
Fri	01/10/20	257.30594	1.06519	179	1.9430	x	x	2.0442	12.76			1.9430	-0.16
Mon	01/13/20	257.29258	1.06513	182	1.9754	x	x	2.0118	12.82			1.9754	-0.22
Tue	01/14/20	257.28813	1.06511	183	1.9862	x	x	2.0010	12.84			1.9862	-0.24
Wed	01/15/20	257.28368	1.06510	0	0.0000		x	1.9901	12.85	x		1.9971	-0.25
Thu	01/16/20	257.27923	1.06508	1	0.0110		x	1.9791	12.87	x		2.0081	-0.27
Fri	01/17/20	257.27477	1.06506	2	0.0219		x	1.9682	12.89	x		2.0190	-0.29
Mon	01/20/20	257.26142	1.06500	5	0.0549		x	1.9352	12.95	x		2.0520	-0.35
Tue	01/21/20	257.25697	1.06499	6	0.0658		x	1.9243	12.96	x		2.0629	-0.36
Wed	01/22/20	257.25252	1.06497	7	0.0768		x	1.9133	12.98	x		2.0739	-0.38
Thu	01/23/20	257.24806	1.06495	8	0.0878		x	1.9023	13.00	x		2.0849	-0.40
Fri	01/24/20	257.24361	1.06493	9	0.0987		x	1.8914	13.02	x		2.0958	-0.42
Mon	01/27/20	257.23026	1.06487	12	0.1316		x	1.8585	13.08	x		2.1287	-0.48
Tue	01/28/20	257.22581	1.06486	13	0.1426		x	1.8475	13.09	x		2.1397	-0.49
Wed	01/29/20	257.22135	1.06484	14	0.1536		x	1.8365	13.11	x		2.1507	-0.51
Thu	01/30/20	257.21690	1.06482	15	0.1645		x	1.8256	13.13	x		2.1616	-0.53
Fri	01/31/20	257.21245	1.06480	16	0.1755		x	1.8146	13.15	x		2.1726	-0.55
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	02/03/20	257.19186	1.06472	19	0.2084		x	1.7817	13.23	x		2.2055	-0.63
Tue	02/04/20	257.18379	1.06468	20	0.2194		x	1.7707	13.27	x		2.2165	-0.67
Wed	02/05/20	257.17572	1.06465	21	0.2303		x	1.7598	13.30	x		2.2274	-0.70
Thu	02/06/20	257.16766	1.06462	22	0.2413		x	1.7488	13.33	x		2.2384	-0.73
Fri	02/07/20	257.15959	1.06458	23	0.2523		x	1.7378	13.37	x		2.2494	-0.77
Mon	02/10/20	257.13538	1.06448	26	0.2851		x	1.7050	13.47	x		2.2822	-0.87
Tue	02/11/20	257.12731	1.06445	27	0.2961		x	1.6940	13.50	x		2.2932	-0.90
Wed	02/12/20	257.11924	1.06442	28	0.3070		x	1.6831	13.53	x		2.3041	-0.93
Thu	02/13/20	257.11117	1.06438	29	0.3180		x	1.6721	13.57	x		2.3151	-0.97
Fri	02/14/20	257.10310	1.06435	30	0.3290		x	1.6611	13.60	x		2.3261	-1.00
Mon	02/17/20	257.07890	1.06425	33	0.3618		x	1.6283	13.70	x		2.3589	-1.10
Tue	02/18/20	257.07083	1.06421	34	0.3728		x	1.6173	13.74	x		2.3699	-1.14
Wed	02/19/20	257.06276	1.06418	35	0.3837		x	1.6064	13.77	x		2.3808	-1.17
Thu	02/20/20	257.05469	1.06415	36	0.3947		x	1.5954	13.80	x		2.3918	-1.20
Fri	02/21/20	257.04662	1.06411	37	0.4056		x	1.5845	13.84	x		2.4027	-1.24
Mon	02/24/20	257.02241	1.06401	40	0.4385		x	1.5516	13.94	x		2.4356	-1.34
Tue	02/25/20	257.01434	1.06398	41	0.4494		x	1.5407	13.97	x		2.4465	-1.37
Wed	02/26/20	257.00628	1.06395	42	0.4604		x	1.5297	14.00	x		2.4575	-1.40
Thu	02/27/20	256.99821	1.06391	43	0.4713		x	1.5188	14.04	x		2.4684	-1.44
Fri	02/28/20	256.99014	1.06388	44	0.4823		x	1.5078	14.07	x		2.4794	-1.47
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	03/02/20	257.00616	1.06395	47	0.5152		x	1.4749	14.00	x		2.5123	-1.40
Tue	03/03/20	257.03832	1.06408	48	0.5262		x	1.4639	13.87	x		2.5233	-1.27
Wed	03/04/20	257.07048	1.06421	49	0.5372		x	1.4529	13.74	x		2.5343	-1.14
Thu	03/05/20	257.10265	1.06435	50	0.5483		x	1.4418	13.60	x		2.5454	-1.00
Fri	03/06/20	257.13481	1.06448	51	0.5593		x	1.4308	13.47	x		2.5564	-0.87
Mon	03/09/20	257.23129	1.06488	54	0.5924		x	1.3977	13.07	x		2.5895	-0.47
Tue	03/10/20	257.26345	1.06501	55	0.6035		x	1.3866	12.94	x		2.6006	-0.34
Wed	03/11/20	257.29561	1.06515	56	0.6145		x	1.3756	12.80	x		2.6116	-0.20
Thu	03/12/20	257.32777	1.06528	57	0.6256		x	1.3645	12.67	x		2.6227	-0.07
Fri	03/13/20	257.35994	1.06541	58	0.6366		x	1.3535	12.54	x		2.6337	0.06
Mon	03/16/20	257.45642	1.06581	61	0.6698		x	1.3203	12.14	x		2.6669	0.46
Tue	03/17/20	257.48858	1.06594	62	0.6809		x	1.3092	12.01	x		2.6780	0.59
Wed	03/18/20	257.52074	1.06608	63	0.6919		x	1.2982	11.87	x		2.6890	0.73
Thu	03/19/20	257.55290	1.06621	64	0.7030		x	1.2871	11.74	x		2.7001	0.86
Fri	03/20/20	257.58506	1.06634	65	0.7141		x	1.2760	11.61	x		2.7112	0.99
Mon	03/23/20	257.68155	1.06674	68	0.7473		x	1.2428	11.21	x		2.7444	1.39
Tue	03/24/20	257.71371	1.06688	69	0.7584		x	1.2317	11.07	x		2.7555	1.53
Wed	03/25/20	257.74587	1.06701	70	0.7695		x	1.2206	10.94	x		2.7666	1.66
Thu	03/26/20	257.77803	1.06714	71	0.7806		x	1.2095	10.81	x		2.7777	1.79
Fri	03/27/20	257.81019	1.06728	72	0.7917		x	1.1984	10.67	x		2.7888	1.93
Mon	03/30/20	257.90668	1.06767	75	0.8250		x	1.1651	10.28	x		2.8221	2.32
Tue	03/31/20	257.93884	1.06781	76	0.8361		x	1.1540	10.14	x		2.8332	2.46
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	1.06794	77	0.8472		x	1.1429	10.01	x		2.8443	2.59
Thu	04/02/20	257.99457	1.06804	78	0.8582		x	1.1319	9.91	x		2.8553	2.69
Fri	04/03/20	258.01813	1.06814	79	0.8693		x	1.1208	9.81	x		2.8664	2.79
Mon	04/06/20	258.08883	1.06843	82	0.9026		x	1.0875	9.52	x		2.8997	3.08
Tue	04/07/20	258.11240	1.06853	83	0.9137		x	1.0764	9.42	x		2.9108	3.18
Wed	04/08/20	258.13597	1.06862	84	0.9248		x	1.0653	9.33	x		2.9219	3.27
Thu	04/09/20	258.15953	1.06872	85	0.9359		x	1.0542	9.23	x		2.9330	3.37
Fri	04/10/20	258.18310	1.06882	86	0.9470		x	1.0431	9.13	x		2.9441	3.47
Mon	04/13/20	258.25380	1.06911	89	0.9803		x	1.0098	8.84	x		2.9774	3.76
Tue	04/14/20	258.27737	1.06921	90	0.9914		x	0.9987	8.74	x		2.9885	3.86
Wed	04/15/20	258.30093	1.06931	91	1.0025		x	0.9876	8.64	x		2.9996	3.96
Thu	04/16/20	258.32450	1.06940	92	1.0136		x	0.9765	8.55	x		3.0107	4.05
Fri	04/17/20	258.34807	1.06950	93	1.0247		x	0.9654	8.45	x		3.0218	4.15
Mon	04/20/20	258.41877	1.06979	96	1.0580		x	0.9321	8.16	x		3.0551	4.44
Tue	04/21/20	258.44233	1.06989	97	1.0692		x	0.9209	8.06	x		3.0663	4.54
Wed	04/22/20	258.46590	1.06999	98	1.0803		x	0.9098	7.96	x		3.0774	4.64
Thu	04/23/20	258.48947	1.07009	99	1.0914		x	0.8987	7.86	x		3.0885	4.74
Fri	04/24/20	258.51303	1.07019	100	1.1025		x	0.8876	7.76	x		3.0996	4.84
Mon	04/27/20	258.58373	1.07048	103	1.1359		x	0.8542	7.47	x		3.1330	5.13
Tue	04/28/20	258.60730	1.07058	104	1.1471		x	0.8430	7.37	x		3.1442	5.23
Wed	04/29/20	258.63087	1.07067	105	1.1582		x	0.8319	7.28	x		3.1553	5.32
Thu	04/30/20	258.65443	1.07077	106	1.1693		x	0.8208	7.18	x		3.1664	5.42
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Fri	05/01/20	258.67800	1.07087	107	1.1805		x	0.8096	7.08	x		3.1776	5.52
Mon	05/04/20	258.62352	1.07064	110	1.2133		x	0.7768	7.31	x		3.2104	5.29
Tue	05/05/20	258.60535	1.07057	111	1.2242		x	0.7659	7.38	x		3.2213	5.22
Wed	05/06/20	258.58719	1.07049	112	1.2352		x	0.7549	7.46	x		3.2323	5.14
Thu	05/07/20	258.56903	1.07042	113	1.2461		x	0.7440	7.53	x		3.2432	5.07
Fri	05/08/20	258.55087	1.07034	114	1.2571		x	0.7330	7.61	x		3.2542	4.99
Mon	05/11/20	258.49639	1.07012	117	1.2899		x	0.7002	7.83	x		3.2870	4.77
Tue	05/12/20	258.47823	1.07004	118	1.3008		x	0.6893	7.91	x		3.2979	4.69
Wed	05/13/20	258.46006	1.06997	119	1.3117		x	0.6784	7.98	x		3.3088	4.62
Thu	05/14/20	258.44190	1.06989	120	1.3227		x	0.6674	8.06	x		3.3198	4.54
Fri	05/15/20	258.42374	1.06982	121	1.3336		x	0.6565	8.13	x		3.3307	4.47
Mon	05/18/20	258.36926	1.06959	124	1.3664		x	0.6237	8.36	x		3.3635	4.24
Tue	05/19/20	258.35110	1.06951	125	1.3773		x	0.6128	8.44	x		3.3744	4.16
Wed	05/20/20	258.33294	1.06944	126	1.3882		x	0.6019	8.51	x		3.3853	4.09
Thu	05/21/20	258.31477	1.06936	127	1.3991		x	0.5910	8.59	x		3.3962	4.01
Fri	05/22/20	258.29661	1.06929	128	1.4101		x	0.5800	8.66	x		3.4072	3.94
Mon	05/25/20	258.24213	1.06906	131	1.4428		x	0.5473	8.89	x		3.4399	3.71
Tue	05/26/20	258.22397	1.06899	132	1.4537		x	0.5364	8.96	x		3.4508	3.64
Wed	05/27/20	258.20581	1.06891	133	1.4646		x	0.5255	9.04	x		3.4617	3.56
Thu	05/28/20	258.18765	1.06884	134	1.4755		x	0.5146	9.11	x		3.4726	3.49
Fri	05/29/20	258.16948	1.06876	135	1.4864		x	0.5037	9.19	x		3.4835	3.41
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	1.06854	138	1.5191		x	0.4710	9.41	x		3.5162	3.19
Tue	06/02/20	258.05747	1.06830	139	1.5298		x	0.4603	9.65	x		3.5269	2.95
Wed	06/03/20	257.99993	1.06806	140	1.5405		x	0.4496	9.89	x		3.5376	2.71
Thu	06/04/20	257.94240	1.06782	141	1.5511		x	0.4390	10.13	x		3.5482	2.47
Fri	06/05/20	257.88487	1.06758	142	1.5618		x	0.4283	10.37	x		3.5589	2.23
Mon	06/08/20	257.71227	1.06687	145	1.5937		x	0.3964	11.08	x		3.5908	1.52
Tue	06/09/20	257.65473	1.06663	146	1.6043		x	0.3858	11.32	x		3.6014	1.28
Wed	06/10/20	257.59720	1.06639	147	1.6150		x	0.3751	11.56	x		3.6121	1.04
Thu	06/11/20	257.53967	1.06616	148	1.6256		x	0.3645	11.79	x		3.6227	0.81
Fri	06/12/20	257.48213	1.06592	149	1.6362		x	0.3539	12.03	x		3.6333	0.57
Mon	06/15/20	257.30953	1.06520	152	1.6680		x	0.3221	12.75	x		3.6651	-0.15
Tue	06/16/20	257.25200	1.06496	153	1.6786		x	0.3115	12.99	x		3.6757	-0.39
Wed	06/17/20	257.19447	1.06473	154	1.6892		x	0.3009	13.22	x		3.6863	-0.62
Thu	06/18/20	257.13693	1.06449	155	1.6998		x	0.2903	13.46	x		3.6969	-0.86
Fri	06/19/20	257.07940	1.06425	156	1.7104		x	0.2797	13.70	x		3.7075	-1.10
Mon	06/22/20	256.90680	1.06354	159	1.7421		x	0.2480	14.41	x		3.7392	-1.81
Tue	06/23/20	256.84927	1.06330	160	1.7527		x	0.2374	14.65	x		3.7498	-2.05
Wed	06/24/20	256.79173	1.06306	161	1.7632		x	0.2269	14.89	x		3.7603	-2.29
Thu	06/25/20	256.73420	1.06282	162	1.7738		x	0.2163	15.13	x		3.7709	-2.53
Fri	06/26/20	256.67667	1.06258	163	1.7843		x	0.2058	15.37	x		3.7814	-2.77
Mon	06/29/20	256.50407	1.06187	166	1.8160		x	0.1741	16.08	x		3.8131	-3.48
Tue	06/30/20	256.44653	1.06163	167	1.8265		x	0.1636	16.32	x		3.8236	-3.72
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	1.06139	168	1.8370		x	0.1531	16.56	x		3.8341	-3.96
Thu	07/02/20	256.38916	1.06139	169	1.8480		x	0.1421	16.56	x		3.8451	-3.96
Fri	07/03/20	256.38932	1.06139	170	1.8589		x	0.1312	16.56	x		3.8560	-3.96
Mon	07/06/20	256.38981	1.06140	173	1.8917		x	0.0984	16.55	x		3.8888	-3.95
Tue	07/07/20	256.38997	1.06140	174	1.9026		x	0.0875	16.55	x		3.8997	-3.95
Wed	07/08/20	256.39013	1.06140	175	1.9136		x	0.0765	16.55	x		3.9107	-3.95
Thu	07/09/20	256.39029	1.06140	176	1.9245		x	0.0656	16.55	x		3.9216	-3.95
Fri	07/10/20	256.39045	1.06140	177	1.9355		x	0.0546	16.55	x		3.9326	-3.95
Mon	07/13/20	256.39094	1.06140	180	1.9683		x	0.0218	16.55	x		3.9654	-3.95
Tue	07/14/20	256.39110	1.06140	181	1.9792		x	0.0109	16.55	x		3.9763	-3.95
Wed	07/15/20	256.39126	1.06140	0	0.0000			0.0000	16.55	x	x	3.9872	-3.95
Thu	07/16/20	256.39142	1.06140	1	0.0108			-0.0108	16.55	x	x	3.9980	-3.95
Fri	07/17/20	256.39158	1.06140	2	0.0216			-0.0216	16.55	x	x	4.0088	-3.95
Mon	07/20/20	256.39206	1.06140	5	0.0541			-0.0541	16.55	x	x	4.0413	-3.95
Tue	07/21/20	256.39223	1.06141	6	0.0649			-0.0649	16.54	x	x	4.0521	-3.94
Wed	07/22/20	256.39239	1.06141	7	0.0757			-0.0757	16.54	x	x	4.0629	-3.94
Thu	07/23/20	256.39255	1.06141	8	0.0865			-0.0865	16.54	x	x	4.0737	-3.94
Fri	07/24/20	256.39271	1.06141	9	0.0973			-0.0973	16.54	x	x	4.0845	-3.94
Mon	07/27/20	256.39319	1.06141	12	0.1298			-0.1298	16.54	x	x	4.1170	-3.94
Tue	07/28/20	256.39335	1.06141	13	0.1406			-0.1406	16.54	x	x	4.1278	-3.94
Wed	07/29/20	256.39352	1.06141	14	0.1514			-0.1514	16.54	x	x	4.1386	-3.94
Thu	07/30/20	256.39368	1.06141	15	0.1622			-0.1622	16.54	x	x	4.1494	-3.94
Fri	07/31/20	256.39384	1.06141	16	0.1731			-0.1731	16.54	x	x	4.1603	-3.94
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	1.06179	19	0.2056			-0.2056	16.16	x	x	4.1928	-3.56
Tue	08/04/20	256.52977	1.06197	20	0.2164			-0.2164	15.98	x	x	4.2036	-3.38
Wed	08/05/20	256.57503	1.06216	21	0.2273			-0.2273	15.79	x	x	4.2145	-3.19
Thu	08/06/20	256.62029	1.06235	22	0.2382			-0.2382	15.60	x	x	4.2254	-3.00
Fri	08/07/20	256.66555	1.06254	23	0.2490			-0.2490	15.41	x	x	4.2362	-2.81
Mon	08/10/20	256.80132	1.06310	26	0.2817			-0.2817	14.85	x	x	4.2689	-2.25
Tue	08/11/20	256.84658	1.06329	27	0.2925			-0.2925	14.66	x	x	4.2797	-2.06
Wed	08/12/20	256.89184	1.06347	28	0.3034			-0.3034	14.48	x	x	4.2906	-1.88
Thu	08/13/20	256.93710	1.06366	29	0.3143			-0.3143	14.29	x	x	4.3015	-1.69
Fri	08/14/20	256.98235	1.06385	30	0.3252			-0.3252	14.10	x	x	4.3124	-1.50
Mon	08/17/20	257.11813	1.06441	33	0.3579			-0.3579	13.54	x	x	4.3451	-0.94
Tue	08/18/20	257.16339	1.06460	34	0.3688			-0.3688	13.35	x	x	4.3560	-0.75
Wed	08/19/20	257.20865	1.06479	35	0.3798			-0.3798	13.16	x	x	4.3670	-0.56
Thu	08/20/20	257.25390	1.06497	36	0.3907			-0.3907	12.98	x	x	4.3779	-0.38
Fri	08/21/20	257.29916	1.06516	37	0.4016			-0.4016	12.79	x	x	4.3888	-0.19
Mon	08/24/20	257.43494	1.06572	40	0.4344			-0.4344	12.23	x	x	4.4216	0.37
Tue	08/25/20	257.48019	1.06591	41	0.4453			-0.4453	12.04	x	x	4.4325	0.56
Wed	08/26/20	257.52545	1.06610	42	0.4563			-0.4563	11.85	x	x	4.4435	0.75
Thu	08/27/20	257.57071	1.06628	43	0.4672			-0.4672	11.67	x	x	4.4544	0.93
Fri	08/28/20	257.61597	1.06647	44	0.4782			-0.4782	11.48	x	x	4.4654	1.12
Mon	08/31/20	257.75174	1.06703	47	0.5110			-0.5110	10.92	x	x	4.4982	1.68
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	1.06722	48	0.5220			-0.5220	10.73	x	x	4.5092	1.87
Wed	09/02/20	257.84047	1.06740	49	0.5330			-0.5330	10.55	x	x	4.5202	2.05
Thu	09/03/20	257.88393	1.06758	50	0.5439			-0.5439	10.37	x	x	4.5311	2.23
Fri	09/04/20	257.92740	1.06776	51	0.5549			-0.5549	10.19	x	x	4.5421	2.41
Mon	09/07/20	258.05780	1.06830	54	0.5879			-0.5879	9.65	x	x	4.5751	2.95
Tue	09/08/20	258.10127	1.06848	55	0.5988			-0.5988	9.47	x	x	4.5860	3.13
Wed	09/09/20	258.14473	1.06866	56	0.6098			-0.6098	9.29	x	x	4.5970	3.31
Thu	09/10/20	258.18820	1.06884	57	0.6208			-0.6208	9.11	x	x	4.6080	3.49
Fri	09/11/20	258.23167	1.06902	58	0.6318			-0.6318	8.93	x	x	4.6190	3.67
Mon	09/14/20	258.36207	1.06956	61	0.6648			-0.6648	8.39	x	x	4.6520	4.21
Tue	09/15/20	258.40553	1.06974	62	0.6759			-0.6759	8.21	x	x	4.6631	4.39
Wed	09/16/20	258.44900	1.06992	63	0.6869			-0.6869	8.03	x	x	4.6741	4.57
Thu	09/17/20	258.49247	1.07010	64	0.6979			-0.6979	7.85	x	x	4.6851	4.75
Fri	09/18/20	258.53593	1.07028	65	0.7089			-0.7089	7.67	x	x	4.6961	4.93
Mon	09/21/20	258.66633	1.07082	68	0.7420			-0.7420	7.13	x	x	4.7292	5.47
Tue	09/22/20	258.70980	1.07100	69	0.7530			-0.7530	6.95	x	x	4.7402	5.65
Wed	09/23/20	258.75327	1.07118	70	0.7641			-0.7641	6.77	x	x	4.7513	5.83
Thu	09/24/20	258.79673	1.07136	71	0.7751			-0.7751	6.59	x	x	4.7623	6.01
Fri	09/25/20	258.84020	1.07154	72	0.7862			-0.7862	6.41	x	x	4.7734	6.19
Mon	09/28/20	258.97060	1.07208	75	0.8194			-0.8194	5.87	x	x	4.8066	6.73
Tue	09/29/20	259.01407	1.07226	76	0.8304			-0.8304	5.69	x	x	4.8176	6.91
Wed	09/30/20	259.05753	1.07244	77	0.8415			-0.8415	5.51	x	x	4.8287	7.09
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	1.07262	78	0.8526			-0.8526	5.33	x	x	4.8398	7.27
Fri	10/02/20	259.12735	1.07273	79	0.8636			-0.8636	5.22	x	x	4.8508	7.38
Mon	10/05/20	259.20642	1.07306	82	0.8966			-0.8966	4.89	x	x	4.8838	7.71
Tue	10/06/20	259.23277	1.07316	83	0.9077			-0.9077	4.79	x	x	4.8949	7.81
Wed	10/07/20	259.25913	1.07327	84	0.9187			-0.9187	4.68	x	x	4.9059	7.92
Thu	10/08/20	259.28548	1.07338	85	0.9297			-0.9297	4.57	x	x	4.9169	8.03
Fri	10/09/20	259.31184	1.07349	86	0.9408			-0.9408	4.46	x	x	4.9280	8.14
Mon	10/12/20	259.39090	1.07382	89	0.9739			-0.9739	4.13	x	x	4.9611	8.47
Tue	10/13/20	259.41726	1.07393	90	0.9849			-0.9849	4.02	x	x	4.9721	8.58
Wed	10/14/20	259.44361	1.07404	91	0.9960			-0.9960	3.91	x	x	4.9832	8.69
Thu	10/15/20	259.46997	1.07415	92	1.0070			-1.0070	3.80	x	x	4.9942	8.80
Fri	10/16/20	259.49632	1.07426	93	1.0181			-1.0181	3.69	x	x	5.0053	8.91
Mon	10/19/20	259.57539	1.07458	96	1.0512			-1.0512	3.37	x	x	5.0384	9.23
Tue	10/20/20	259.60174	1.07469	97	1.0623			-1.0623	3.26	x	x	5.0495	9.34
Wed	10/21/20	259.62810	1.07480	98	1.0733			-1.0733	3.15	x	x	5.0605	9.45
Thu	10/22/20	259.65445	1.07491	99	1.0844			-1.0844	3.04	x	x	5.0716	9.56
Fri	10/23/20	259.68081	1.07502	100	1.0955			-1.0955	2.93	x	x	5.0827	9.67
Mon	10/26/20	259.75987	1.07535	103	1.1287			-1.1287	2.60	x	x	5.1159	10.00
Tue	10/27/20	259.78623	1.07546	104	1.1398			-1.1398	2.49	x	x	5.1270	10.11
Wed	10/28/20	259.81258	1.07556	105	1.1508			-1.1508	2.39	x	x	5.1380	10.21
Thu	10/29/20	259.83894	1.07567	106	1.1619			-1.1619	2.28	x	x	5.1491	10.32
Fri	10/30/20	259.86529	1.07578	107	1.1730			-1.1730	2.17	x	x	5.1602	10.43
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	1.07605	110	1.2062			-1.2062	1.90	x	x	5.1934	10.70
Tue	11/03/20	259.94213	1.07610	111	1.2172			-1.2172	1.85	x	x	5.2044	10.75
Wed	11/04/20	259.95420	1.07615	112	1.2282			-1.2282	1.80	x	x	5.2154	10.80
Thu	11/05/20	259.96627	1.07620	113	1.2392			-1.2392	1.75	x	x	5.2264	10.85
Fri	11/06/20	259.97833	1.07625	114	1.2503			-1.2503	1.70	x	x	5.2375	10.90
Mon	11/09/20	260.01453	1.07640	117	1.2833			-1.2833	1.55	x	x	5.2705	11.05
Tue	11/10/20	260.02660	1.07645	118	1.2944			-1.2944	1.50	x	x	5.2816	11.10
Wed	11/11/20	260.03867	1.07650	119	1.3054			-1.3054	1.45	x	x	5.2926	11.15
Thu	11/12/20	260.05073	1.07655	120	1.3164			-1.3164	1.40	x	x	5.3036	11.20
Fri	11/13/20	260.06280	1.07660	121	1.3275			-1.3275	1.35	x	x	5.3147	11.25
Mon	11/16/20	260.09900	1.07675	124	1.3606			-1.3606	1.20	x	x	5.3478	11.40
Tue	11/17/20	260.11107	1.07680	125	1.3716			-1.3716	1.15	x	x	5.3588	11.45
Wed	11/18/20	260.12313	1.07685	126	1.3826			-1.3826	1.10	x	x	5.3698	11.50
Thu	11/19/20	260.13520	1.07690	127	1.3937			-1.3937	1.05	x	x	5.3809	11.55
Fri	11/20/20	260.14727	1.07695	128	1.4047			-1.4047	1.00	x	x	5.3919	11.60
Mon	11/23/20	260.18347	1.07710	131	1.4378			-1.4378	0.85	x	x	5.4250	11.75
Tue	11/24/20	260.19553	1.07715	132	1.4489			-1.4489	0.80	x	x	5.4361	11.80
Wed	11/25/20	260.20760	1.07720	133	1.4599			-1.4599	0.75	x	x	5.4471	11.85
Thu	11/26/20	260.21967	1.07725	134	1.4710			-1.4710	0.70	x	x	5.4582	11.90
Fri	11/27/20	260.23173	1.07730	135	1.4820			-1.4820	0.65	x	x	5.4692	11.95
Mon	11/30/20	260.26793	1.07745	138	1.5152			-1.5152	0.50	x	x	5.5024	12.10
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	1.07750	139	1.5262			-1.5262	0.45	x	x	5.5134	12.15
Wed	12/02/20	260.28348	1.07751	140	1.5372			-1.5372	0.44	x	x	5.5244	12.16
Thu	12/03/20	260.28697	1.07753	141	1.5482			-1.5482	0.42	x	x	5.5354	12.18
Fri	12/04/20	260.29045	1.07754	142	1.5592			-1.5592	0.41	x	x	5.5464	12.19
Mon	12/07/20	260.30090	1.07759	145	1.5922			-1.5922	0.36	x	x	5.5794	12.24
Tue	12/08/20	260.30439	1.07760	146	1.6032			-1.6032	0.35	x	x	5.5904	12.25
Wed	12/09/20	260.30787	1.07762	147	1.6142			-1.6142	0.33	x	x	5.6014	12.27
Thu	12/10/20	260.31135	1.07763	148	1.6252			-1.6252	0.32	x	x	5.6124	12.28
Fri	12/11/20	260.31484	1.07764	149	1.6362			-1.6362	0.31	x	x	5.6234	12.29
Mon	12/14/20	260.32529	1.07769	152	1.6692			-1.6692	0.26	x	x	5.6564	12.34
Tue	12/15/20	260.32877	1.07770	153	1.6802			-1.6802	0.25	x	x	5.6674	12.35
Wed	12/16/20	260.33226	1.07772	154	1.6913			-1.6913	0.23	x	x	5.6785	12.37
Thu	12/17/20	260.33574	1.07773	155	1.7023			-1.7023	0.22	x	x	5.6895	12.38
Fri	12/18/20	260.33923	1.07775	156	1.7133			-1.7133	0.20	x	x	5.7005	12.40
Mon	12/21/20	260.34968	1.07779	159	1.7463			-1.7463	0.16	x	x	5.7335	12.44
Tue	12/22/20	260.35316	1.07780	160	1.7573			-1.7573	0.15	x	x	5.7445	12.45
Wed	12/23/20	260.35665	1.07782	161	1.7683			-1.7683	0.13	x	x	5.7555	12.47
Thu	12/24/20	260.36013	1.07783	162	1.7793			-1.7793	0.12	x	x	5.7665	12.48
Fri	12/25/20	260.36361	1.07785	163	1.7903			-1.7903	0.10	x	x	5.7775	12.50
Mon	12/28/20	260.37406	1.07789	166	1.8233			-1.8233	0.06	x	x	5.8105	12.54
Tue	12/29/20	260.37755	1.07790	167	1.8343			-1.8343	0.05	x	x	5.8215	12.55
Wed	12/30/20	260.38103	1.07792	168	1.8454			-1.8454	0.03	x	x	5.8326	12.57
Thu	12/31/20	260.38452	1.07793	169	1.8564			-1.8564	0.02	x	x	5.8436	12.58
Fri	01/01/21	260.38800	1.07795

Generated 12/10/20 09:32