0.875% 30-Year Treasury Inflation Protected Security (TIPS) due February 15, 2047

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

CUSIP Number	912810RW0	Interest 02/15/20 (184 days)	$4.6596
Dated Date	February 15, 2017	Interest 08/15/20 (182 days)	$4.6584
Ref CPI on Dated Date	241.39250	Interest Total	$9.3180
Original Issue Date	February 28, 2017	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	1.06609	139	3.5235	x	x	5.7945	12.60			3.5235	0.00
Thu	01/02/20	257.34155	1.06607	140	3.5487	x	x	5.7693	12.62			3.5487	-0.02
Fri	01/03/20	257.33710	1.06605	141	3.5740	x	x	5.7440	12.64			3.5740	-0.04
Mon	01/06/20	257.32374	1.06600	144	3.6499	x	x	5.6681	12.69			3.6499	-0.09
Tue	01/07/20	257.31929	1.06598	145	3.6752	x	x	5.6428	12.71			3.6752	-0.11
Wed	01/08/20	257.31484	1.06596	146	3.7004	x	x	5.6176	12.73			3.7004	-0.13
Thu	01/09/20	257.31039	1.06594	147	3.7257	x	x	5.5923	12.75			3.7257	-0.15
Fri	01/10/20	257.30594	1.06592	148	3.7510	x	x	5.5670	12.77			3.7510	-0.17
Mon	01/13/20	257.29258	1.06587	151	3.8268	x	x	5.4912	12.82			3.8268	-0.22
Tue	01/14/20	257.28813	1.06585	152	3.8521	x	x	5.4659	12.84			3.8521	-0.24
Wed	01/15/20	257.28368	1.06583	153	3.8774	x	x	5.4406	12.86			3.8774	-0.26
Thu	01/16/20	257.27923	1.06581	154	3.9027	x	x	5.4153	12.88			3.9027	-0.28
Fri	01/17/20	257.27477	1.06579	155	3.9279	x	x	5.3901	12.90			3.9279	-0.30
Mon	01/20/20	257.26142	1.06574	158	4.0038	x	x	5.3142	12.95			4.0038	-0.35
Tue	01/21/20	257.25697	1.06572	159	4.0290	x	x	5.2890	12.97			4.0290	-0.37
Wed	01/22/20	257.25252	1.06570	160	4.0543	x	x	5.2637	12.99			4.0543	-0.39
Thu	01/23/20	257.24806	1.06568	161	4.0796	x	x	5.2384	13.01			4.0796	-0.41
Fri	01/24/20	257.24361	1.06567	162	4.1049	x	x	5.2131	13.02			4.1049	-0.42
Mon	01/27/20	257.23026	1.06561	165	4.1806	x	x	5.1374	13.08			4.1806	-0.48
Tue	01/28/20	257.22581	1.06559	166	4.2059	x	x	5.1121	13.10			4.2059	-0.50
Wed	01/29/20	257.22135	1.06557	167	4.2312	x	x	5.0868	13.12			4.2312	-0.52
Thu	01/30/20	257.21690	1.06555	168	4.2564	x	x	5.0616	13.14			4.2564	-0.54
Fri	01/31/20	257.21245	1.06554	169	4.2817	x	x	5.0363	13.15			4.2817	-0.55
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	1.06545	172	4.3573	x	x	4.9607	13.24			4.3573	-0.64
Tue	02/04/20	257.18379	1.06542	173	4.3826	x	x	4.9354	13.27			4.3826	-0.67
Wed	02/05/20	257.17572	1.06538	174	4.4077	x	x	4.9103	13.31			4.4077	-0.71
Thu	02/06/20	257.16766	1.06535	175	4.4329	x	x	4.8851	13.34			4.4329	-0.74
Fri	02/07/20	257.15959	1.06532	176	4.4581	x	x	4.8599	13.37			4.4581	-0.77
Mon	02/10/20	257.13538	1.06522	179	4.5337	x	x	4.7843	13.47			4.5337	-0.87
Tue	02/11/20	257.12731	1.06518	180	4.5589	x	x	4.7591	13.51			4.5589	-0.91
Wed	02/12/20	257.11924	1.06515	181	4.5841	x	x	4.7339	13.54			4.5841	-0.94
Thu	02/13/20	257.11117	1.06512	182	4.6092	x	x	4.7088	13.57			4.6092	-0.97
Fri	02/14/20	257.10310	1.06508	183	4.6344	x	x	4.6836	13.61			4.6344	-1.01
Sat	02/15/20	257.09503	1.06505	0	0.0000		x	4.6584	13.64	x		4.6596	-1.04
Mon	02/17/20	257.07890	1.06498	2	0.0512		x	4.6072	13.71	x		4.7108	-1.11
Tue	02/18/20	257.07083	1.06495	3	0.0768		x	4.5816	13.74	x		4.7364	-1.14
Wed	02/19/20	257.06276	1.06492	4	0.1024		x	4.5560	13.77	x		4.7620	-1.17
Thu	02/20/20	257.05469	1.06488	5	0.1280		x	4.5304	13.81	x		4.7876	-1.21
Fri	02/21/20	257.04662	1.06485	6	0.1536		x	4.5048	13.84	x		4.8132	-1.24
Mon	02/24/20	257.02241	1.06475	9	0.2304		x	4.4280	13.94	x		4.8900	-1.34
Tue	02/25/20	257.01434	1.06472	10	0.2559		x	4.4025	13.97	x		4.9155	-1.37
Wed	02/26/20	257.00628	1.06468	11	0.2815		x	4.3769	14.01	x		4.9411	-1.41
Thu	02/27/20	256.99821	1.06465	12	0.3071		x	4.3513	14.04	x		4.9667	-1.44
Fri	02/28/20	256.99014	1.06462	13	0.3327		x	4.3257	14.07	x		4.9923	-1.47
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	1.06468	16	0.4095		x	4.2489	14.01	x		5.0691	-1.41
Tue	03/03/20	257.03832	1.06481	17	0.4351		x	4.2233	13.88	x		5.0947	-1.28
Wed	03/04/20	257.07048	1.06495	18	0.4608		x	4.1976	13.74	x		5.1204	-1.14
Thu	03/05/20	257.10265	1.06508	19	0.4865		x	4.1719	13.61	x		5.1461	-1.01
Fri	03/06/20	257.13481	1.06521	20	0.5121		x	4.1463	13.48	x		5.1717	-0.88
Mon	03/09/20	257.23129	1.06561	23	0.5892		x	4.0692	13.08	x		5.2488	-0.48
Tue	03/10/20	257.26345	1.06575	24	0.6149		x	4.0435	12.94	x		5.2745	-0.34
Wed	03/11/20	257.29561	1.06588	25	0.6406		x	4.0178	12.81	x		5.3002	-0.21
Thu	03/12/20	257.32777	1.06601	26	0.6663		x	3.9921	12.68	x		5.3259	-0.08
Fri	03/13/20	257.35994	1.06615	27	0.6920		x	3.9664	12.54	x		5.3516	0.06
Mon	03/16/20	257.45642	1.06655	30	0.7691		x	3.8893	12.14	x		5.4287	0.46
Tue	03/17/20	257.48858	1.06668	31	0.7949		x	3.8635	12.01	x		5.4545	0.59
Wed	03/18/20	257.52074	1.06681	32	0.8206		x	3.8378	11.88	x		5.4802	0.72
Thu	03/19/20	257.55290	1.06695	33	0.8464		x	3.8120	11.74	x		5.5060	0.86
Fri	03/20/20	257.58506	1.06708	34	0.8721		x	3.7863	11.61	x		5.5317	0.99
Mon	03/23/20	257.68155	1.06748	37	0.9494		x	3.7090	11.21	x		5.6090	1.39
Tue	03/24/20	257.71371	1.06761	38	0.9752		x	3.6832	11.08	x		5.6348	1.52
Wed	03/25/20	257.74587	1.06775	39	1.0010		x	3.6574	10.94	x		5.6606	1.66
Thu	03/26/20	257.77803	1.06788	40	1.0268		x	3.6316	10.81	x		5.6864	1.79
Fri	03/27/20	257.81019	1.06801	41	1.0526		x	3.6058	10.68	x		5.7122	1.92
Mon	03/30/20	257.90668	1.06841	44	1.1300		x	3.5284	10.28	x		5.7896	2.32
Tue	03/31/20	257.93884	1.06855	45	1.1559		x	3.5025	10.14	x		5.8155	2.46
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	1.06868	46	1.1817		x	3.4767	10.01	x		5.8413	2.59
Thu	04/02/20	257.99457	1.06878	47	1.2075		x	3.4509	9.91	x		5.8671	2.69
Fri	04/03/20	258.01813	1.06887	48	1.2333		x	3.4251	9.82	x		5.8929	2.78
Mon	04/06/20	258.08883	1.06917	51	1.3108		x	3.3476	9.52	x		5.9704	3.08
Tue	04/07/20	258.11240	1.06926	52	1.3366		x	3.3218	9.43	x		5.9962	3.17
Wed	04/08/20	258.13597	1.06936	53	1.3624		x	3.2960	9.33	x		6.0220	3.27
Thu	04/09/20	258.15953	1.06946	54	1.3882		x	3.2702	9.23	x		6.0478	3.37
Fri	04/10/20	258.18310	1.06956	55	1.4141		x	3.2443	9.13	x		6.0737	3.47
Mon	04/13/20	258.25380	1.06985	58	1.4916		x	3.1668	8.84	x		6.1512	3.76
Tue	04/14/20	258.27737	1.06995	59	1.5175		x	3.1409	8.74	x		6.1771	3.86
Wed	04/15/20	258.30093	1.07005	60	1.5433		x	3.1151	8.64	x		6.2029	3.96
Thu	04/16/20	258.32450	1.07014	61	1.5692		x	3.0892	8.55	x		6.2288	4.05
Fri	04/17/20	258.34807	1.07024	62	1.5951		x	3.0633	8.45	x		6.2547	4.15
Mon	04/20/20	258.41877	1.07053	65	1.6727		x	2.9857	8.16	x		6.3323	4.44
Tue	04/21/20	258.44233	1.07063	66	1.6986		x	2.9598	8.06	x		6.3582	4.54
Wed	04/22/20	258.46590	1.07073	67	1.7245		x	2.9339	7.96	x		6.3841	4.64
Thu	04/23/20	258.48947	1.07083	68	1.7504		x	2.9080	7.86	x		6.4100	4.74
Fri	04/24/20	258.51303	1.07092	69	1.7763		x	2.8821	7.77	x		6.4359	4.83
Mon	04/27/20	258.58373	1.07122	72	1.8540		x	2.8044	7.47	x		6.5136	5.13
Tue	04/28/20	258.60730	1.07131	73	1.8799		x	2.7785	7.38	x		6.5395	5.22
Wed	04/29/20	258.63087	1.07141	74	1.9059		x	2.7525	7.28	x		6.5655	5.32
Thu	04/30/20	258.65443	1.07151	75	1.9318		x	2.7266	7.18	x		6.5914	5.42
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	1.07161	76	1.9577		x	2.7007	7.08	x		6.6173	5.52
Mon	05/04/20	258.62352	1.07138	79	2.0346		x	2.6238	7.31	x		6.6942	5.29
Tue	05/05/20	258.60535	1.07131	80	2.0602		x	2.5982	7.38	x		6.7198	5.22
Wed	05/06/20	258.58719	1.07123	81	2.0858		x	2.5726	7.46	x		6.7454	5.14
Thu	05/07/20	258.56903	1.07116	82	2.1114		x	2.5470	7.53	x		6.7710	5.07
Fri	05/08/20	258.55087	1.07108	83	2.1370		x	2.5214	7.61	x		6.7966	4.99
Mon	05/11/20	258.49639	1.07086	86	2.2138		x	2.4446	7.83	x		6.8734	4.77
Tue	05/12/20	258.47823	1.07078	87	2.2394		x	2.4190	7.91	x		6.8990	4.69
Wed	05/13/20	258.46006	1.07070	88	2.2649		x	2.3935	7.99	x		6.9245	4.61
Thu	05/14/20	258.44190	1.07063	89	2.2905		x	2.3679	8.06	x		6.9501	4.54
Fri	05/15/20	258.42374	1.07055	90	2.3161		x	2.3423	8.14	x		6.9757	4.46
Mon	05/18/20	258.36926	1.07033	93	2.3928		x	2.2656	8.36	x		7.0524	4.24
Tue	05/19/20	258.35110	1.07025	94	2.4184		x	2.2400	8.44	x		7.0780	4.16
Wed	05/20/20	258.33294	1.07018	95	2.4439		x	2.2145	8.51	x		7.1035	4.09
Thu	05/21/20	258.31477	1.07010	96	2.4695		x	2.1889	8.59	x		7.1291	4.01
Fri	05/22/20	258.29661	1.07003	97	2.4950		x	2.1634	8.66	x		7.1546	3.94
Mon	05/25/20	258.24213	1.06980	100	2.5716		x	2.0868	8.89	x		7.2312	3.71
Tue	05/26/20	258.22397	1.06973	101	2.5972		x	2.0612	8.96	x		7.2568	3.64
Wed	05/27/20	258.20581	1.06965	102	2.6227		x	2.0357	9.04	x		7.2823	3.56
Thu	05/28/20	258.18765	1.06958	103	2.6482		x	2.0102	9.11	x		7.3078	3.49
Fri	05/29/20	258.16948	1.06950	104	2.6737		x	1.9847	9.19	x		7.3333	3.41
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Mon	06/01/20	258.11500	1.06928	107	2.7503		x	1.9081	9.41	x		7.4099	3.19
Tue	06/02/20	258.05747	1.06904	108	2.7754		x	1.8830	9.65	x		7.4350	2.95
Wed	06/03/20	257.99993	1.06880	109	2.8005		x	1.8579	9.89	x		7.4601	2.71
Thu	06/04/20	257.94240	1.06856	110	2.8255		x	1.8329	10.13	x		7.4851	2.47
Fri	06/05/20	257.88487	1.06832	111	2.8506		x	1.8078	10.37	x		7.5102	2.23
Mon	06/08/20	257.71227	1.06761	114	2.9257		x	1.7327	11.08	x		7.5853	1.52
Tue	06/09/20	257.65473	1.06737	115	2.9507		x	1.7077	11.32	x		7.6103	1.28
Wed	06/10/20	257.59720	1.06713	116	2.9757		x	1.6827	11.56	x		7.6353	1.04
Thu	06/11/20	257.53967	1.06689	117	3.0006		x	1.6578	11.80	x		7.6602	0.80
Fri	06/12/20	257.48213	1.06665	118	3.0256		x	1.6328	12.04	x		7.6852	0.56
Mon	06/15/20	257.30953	1.06594	121	3.1005		x	1.5579	12.75	x		7.7601	-0.15
Tue	06/16/20	257.25200	1.06570	122	3.1254		x	1.5330	12.99	x		7.7850	-0.39
Wed	06/17/20	257.19447	1.06546	123	3.1503		x	1.5081	13.23	x		7.8099	-0.63
Thu	06/18/20	257.13693	1.06522	124	3.1752		x	1.4832	13.47	x		7.8348	-0.87
Fri	06/19/20	257.07940	1.06499	125	3.2001		x	1.4583	13.70	x		7.8597	-1.10
Mon	06/22/20	256.90680	1.06427	128	3.2747		x	1.3837	14.42	x		7.9343	-1.82
Tue	06/23/20	256.84927	1.06403	129	3.2995		x	1.3589	14.66	x		7.9591	-2.06
Wed	06/24/20	256.79173	1.06379	130	3.3243		x	1.3341	14.90	x		7.9839	-2.30
Thu	06/25/20	256.73420	1.06355	131	3.3492		x	1.3092	15.14	x		8.0088	-2.54
Fri	06/26/20	256.67667	1.06332	132	3.3740		x	1.2844	15.37	x		8.0336	-2.77
Mon	06/29/20	256.50407	1.06260	135	3.4483		x	1.2101	16.09	x		8.1079	-3.49
Tue	06/30/20	256.44653	1.06236	136	3.4731		x	1.1853	16.33	x		8.1327	-3.73
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	1.06212	137	3.4978		x	1.1606	16.57	x		8.1574	-3.97
Thu	07/02/20	256.38916	1.06213	138	3.5234		x	1.1350	16.56	x		8.1830	-3.96
Fri	07/03/20	256.38932	1.06213	139	3.5489		x	1.1095	16.56	x		8.2085	-3.96
Mon	07/06/20	256.38981	1.06213	142	3.6255		x	1.0329	16.56	x		8.2851	-3.96
Tue	07/07/20	256.38997	1.06213	143	3.6511		x	1.0073	16.56	x		8.3107	-3.96
Wed	07/08/20	256.39013	1.06213	144	3.6766		x	0.9818	16.56	x		8.3362	-3.96
Thu	07/09/20	256.39029	1.06213	145	3.7021		x	0.9563	16.56	x		8.3617	-3.96
Fri	07/10/20	256.39045	1.06213	146	3.7277		x	0.9307	16.56	x		8.3873	-3.96
Mon	07/13/20	256.39094	1.06213	149	3.8043		x	0.8541	16.56	x		8.4639	-3.96
Tue	07/14/20	256.39110	1.06213	150	3.8298		x	0.8286	16.56	x		8.4894	-3.96
Wed	07/15/20	256.39126	1.06213	151	3.8553		x	0.8031	16.56	x		8.5149	-3.96
Thu	07/16/20	256.39142	1.06213	152	3.8809		x	0.7775	16.56	x		8.5405	-3.96
Fri	07/17/20	256.39158	1.06214	153	3.9064		x	0.7520	16.55	x		8.5660	-3.95
Mon	07/20/20	256.39206	1.06214	156	3.9830		x	0.6754	16.55	x		8.6426	-3.95
Tue	07/21/20	256.39223	1.06214	157	4.0086		x	0.6498	16.55	x		8.6682	-3.95
Wed	07/22/20	256.39239	1.06214	158	4.0341		x	0.6243	16.55	x		8.6937	-3.95
Thu	07/23/20	256.39255	1.06214	159	4.0596		x	0.5988	16.55	x		8.7192	-3.95
Fri	07/24/20	256.39271	1.06214	160	4.0852		x	0.5732	16.55	x		8.7448	-3.95
Mon	07/27/20	256.39319	1.06214	163	4.1618		x	0.4966	16.55	x		8.8214	-3.95
Tue	07/28/20	256.39335	1.06214	164	4.1873		x	0.4711	16.55	x		8.8469	-3.95
Wed	07/29/20	256.39352	1.06214	165	4.2128		x	0.4456	16.55	x		8.8724	-3.95
Thu	07/30/20	256.39368	1.06214	166	4.2383		x	0.4201	16.55	x		8.8979	-3.95
Fri	07/31/20	256.39384	1.06215	167	4.2639		x	0.3945	16.54	x		8.9235	-3.94
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	1.06252	170	4.3420		x	0.3164	16.17	x		9.0016	-3.57
Tue	08/04/20	256.52977	1.06271	171	4.3684		x	0.2900	15.98	x		9.0280	-3.38
Wed	08/05/20	256.57503	1.06290	172	4.3947		x	0.2637	15.79	x		9.0543	-3.19
Thu	08/06/20	256.62029	1.06308	173	4.4210		x	0.2374	15.61	x		9.0806	-3.01
Fri	08/07/20	256.66555	1.06327	174	4.4473		x	0.2111	15.42	x		9.1069	-2.82
Mon	08/10/20	256.80132	1.06383	177	4.5264		x	0.1320	14.86	x		9.1860	-2.26
Tue	08/11/20	256.84658	1.06402	178	4.5528		x	0.1056	14.67	x		9.2124	-2.07
Wed	08/12/20	256.89184	1.06421	179	4.5792		x	0.0792	14.48	x		9.2388	-1.88
Thu	08/13/20	256.93710	1.06440	180	4.6056		x	0.0528	14.29	x		9.2652	-1.69
Fri	08/14/20	256.98235	1.06458	181	4.6319		x	0.0265	14.11	x		9.2915	-1.51
Sat	08/15/20	257.02761	1.06477	0	0.0000			0.0000	13.92	x	x	9.3180	-1.32
Mon	08/17/20	257.11813	1.06515	2	0.0507			-0.0507	13.54	x	x	9.3687	-0.94
Tue	08/18/20	257.16339	1.06533	3	0.0760			-0.0760	13.36	x	x	9.3940	-0.76
Wed	08/19/20	257.20865	1.06552	4	0.1013			-0.1013	13.17	x	x	9.4193	-0.57
Thu	08/20/20	257.25390	1.06571	5	0.1267			-0.1267	12.98	x	x	9.4447	-0.38
Fri	08/21/20	257.29916	1.06590	6	0.1521			-0.1521	12.79	x	x	9.4701	-0.19
Mon	08/24/20	257.43494	1.06646	9	0.2282			-0.2282	12.23	x	x	9.5462	0.37
Tue	08/25/20	257.48019	1.06665	10	0.2536			-0.2536	12.04	x	x	9.5716	0.56
Wed	08/26/20	257.52545	1.06683	11	0.2790			-0.2790	11.86	x	x	9.5970	0.74
Thu	08/27/20	257.57071	1.06702	12	0.3044			-0.3044	11.67	x	x	9.6224	0.93
Fri	08/28/20	257.61597	1.06721	13	0.3299			-0.3299	11.48	x	x	9.6479	1.12
Mon	08/31/20	257.75174	1.06777	16	0.4062			-0.4062	10.92	x	x	9.7242	1.68
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	1.06796	17	0.4317			-0.4317	10.73	x	x	9.7497	1.87
Wed	09/02/20	257.84047	1.06814	18	0.4572			-0.4572	10.55	x	x	9.7752	2.05
Thu	09/03/20	257.88393	1.06832	19	0.4826			-0.4826	10.37	x	x	9.8006	2.23
Fri	09/04/20	257.92740	1.06850	20	0.5081			-0.5081	10.19	x	x	9.8261	2.41
Mon	09/07/20	258.05780	1.06904	23	0.5846			-0.5846	9.65	x	x	9.9026	2.95
Tue	09/08/20	258.10127	1.06922	24	0.6102			-0.6102	9.47	x	x	9.9282	3.13
Wed	09/09/20	258.14473	1.06940	25	0.6357			-0.6357	9.29	x	x	9.9537	3.31
Thu	09/10/20	258.18820	1.06958	26	0.6612			-0.6612	9.11	x	x	9.9792	3.49
Fri	09/11/20	258.23167	1.06976	27	0.6868			-0.6868	8.93	x	x	10.0048	3.67
Mon	09/14/20	258.36207	1.07030	30	0.7635			-0.7635	8.39	x	x	10.0815	4.21
Tue	09/15/20	258.40553	1.07048	31	0.7890			-0.7890	8.21	x	x	10.1070	4.39
Wed	09/16/20	258.44900	1.07066	32	0.8146			-0.8146	8.03	x	x	10.1326	4.57
Thu	09/17/20	258.49247	1.07084	33	0.8402			-0.8402	7.85	x	x	10.1582	4.75
Fri	09/18/20	258.53593	1.07102	34	0.8658			-0.8658	7.67	x	x	10.1838	4.93
Mon	09/21/20	258.66633	1.07156	37	0.9427			-0.9427	7.13	x	x	10.2607	5.47
Tue	09/22/20	258.70980	1.07174	38	0.9684			-0.9684	6.95	x	x	10.2864	5.65
Wed	09/23/20	258.75327	1.07192	39	0.9940			-0.9940	6.77	x	x	10.3120	5.83
Thu	09/24/20	258.79673	1.07210	40	1.0197			-1.0197	6.59	x	x	10.3377	6.01
Fri	09/25/20	258.84020	1.07228	41	1.0453			-1.0453	6.41	x	x	10.3633	6.19
Mon	09/28/20	258.97060	1.07282	44	1.1224			-1.1224	5.87	x	x	10.4404	6.73
Tue	09/29/20	259.01407	1.07300	45	1.1481			-1.1481	5.69	x	x	10.4661	6.91
Wed	09/30/20	259.05753	1.07318	46	1.1738			-1.1738	5.51	x	x	10.4918	7.09
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	1.07336	47	1.1995			-1.1995	5.33	x	x	10.5175	7.27
Fri	10/02/20	259.12735	1.07347	48	1.2252			-1.2252	5.22	x	x	10.5432	7.38
Mon	10/05/20	259.20642	1.07380	51	1.3021			-1.3021	4.89	x	x	10.6201	7.71
Tue	10/06/20	259.23277	1.07391	52	1.3278			-1.3278	4.78	x	x	10.6458	7.82
Wed	10/07/20	259.25913	1.07401	53	1.3535			-1.3535	4.68	x	x	10.6715	7.92
Thu	10/08/20	259.28548	1.07412	54	1.3791			-1.3791	4.57	x	x	10.6971	8.03
Fri	10/09/20	259.31184	1.07423	55	1.4048			-1.4048	4.46	x	x	10.7228	8.14
Mon	10/12/20	259.39090	1.07456	58	1.4819			-1.4819	4.13	x	x	10.7999	8.47
Tue	10/13/20	259.41726	1.07467	59	1.5076			-1.5076	4.02	x	x	10.8256	8.58
Wed	10/14/20	259.44361	1.07478	60	1.5333			-1.5333	3.91	x	x	10.8513	8.69
Thu	10/15/20	259.46997	1.07489	61	1.5590			-1.5590	3.80	x	x	10.8770	8.80
Fri	10/16/20	259.49632	1.07500	62	1.5847			-1.5847	3.69	x	x	10.9027	8.91
Mon	10/19/20	259.57539	1.07532	65	1.6619			-1.6619	3.37	x	x	10.9799	9.23
Tue	10/20/20	259.60174	1.07543	66	1.6877			-1.6877	3.26	x	x	11.0057	9.34
Wed	10/21/20	259.62810	1.07554	67	1.7134			-1.7134	3.15	x	x	11.0314	9.45
Thu	10/22/20	259.65445	1.07565	68	1.7392			-1.7392	3.04	x	x	11.0572	9.56
Fri	10/23/20	259.68081	1.07576	69	1.7649			-1.7649	2.93	x	x	11.0829	9.67
Mon	10/26/20	259.75987	1.07609	72	1.8422			-1.8422	2.60	x	x	11.1602	10.00
Tue	10/27/20	259.78623	1.07620	73	1.8680			-1.8680	2.49	x	x	11.1860	10.11
Wed	10/28/20	259.81258	1.07631	74	1.8938			-1.8938	2.38	x	x	11.2118	10.22
Thu	10/29/20	259.83894	1.07642	75	1.9196			-1.9196	2.27	x	x	11.2376	10.33
Fri	10/30/20	259.86529	1.07653	76	1.9454			-1.9454	2.16	x	x	11.2634	10.44
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	1.07679	79	2.0226			-2.0226	1.90	x	x	11.3406	10.70
Tue	11/03/20	259.94213	1.07684	80	2.0483			-2.0483	1.85	x	x	11.3663	10.75
Wed	11/04/20	259.95420	1.07689	81	2.0740			-2.0740	1.80	x	x	11.3920	10.80
Thu	11/05/20	259.96627	1.07694	82	2.0997			-2.0997	1.75	x	x	11.4177	10.85
Fri	11/06/20	259.97833	1.07699	83	2.1254			-2.1254	1.70	x	x	11.4434	10.90
Mon	11/09/20	260.01453	1.07714	86	2.2026			-2.2026	1.55	x	x	11.5206	11.05
Tue	11/10/20	260.02660	1.07719	87	2.2283			-2.2283	1.50	x	x	11.5463	11.10
Wed	11/11/20	260.03867	1.07724	88	2.2540			-2.2540	1.45	x	x	11.5720	11.15
Thu	11/12/20	260.05073	1.07729	89	2.2797			-2.2797	1.40	x	x	11.5977	11.20
Fri	11/13/20	260.06280	1.07734	90	2.3054			-2.3054	1.35	x	x	11.6234	11.25
Mon	11/16/20	260.09900	1.07749	93	2.3826			-2.3826	1.20	x	x	11.7006	11.40
Tue	11/17/20	260.11107	1.07754	94	2.4084			-2.4084	1.15	x	x	11.7264	11.45
Wed	11/18/20	260.12313	1.07759	95	2.4341			-2.4341	1.10	x	x	11.7521	11.50
Thu	11/19/20	260.13520	1.07764	96	2.4598			-2.4598	1.05	x	x	11.7778	11.55
Fri	11/20/20	260.14727	1.07769	97	2.4856			-2.4856	1.00	x	x	11.8036	11.60
Mon	11/23/20	260.18347	1.07784	100	2.5628			-2.5628	0.85	x	x	11.8808	11.75
Tue	11/24/20	260.19553	1.07789	101	2.5885			-2.5885	0.80	x	x	11.9065	11.80
Wed	11/25/20	260.20760	1.07794	102	2.6143			-2.6143	0.75	x	x	11.9323	11.85
Thu	11/26/20	260.21967	1.07799	103	2.6401			-2.6401	0.70	x	x	11.9581	11.90
Fri	11/27/20	260.23173	1.07804	104	2.6658			-2.6658	0.65	x	x	11.9838	11.95
Mon	11/30/20	260.26793	1.07819	107	2.7431			-2.7431	0.50	x	x	12.0611	12.10
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	1.07824	108	2.7689			-2.7689	0.45	x	x	12.0869	12.15
Wed	12/02/20	260.28348	1.07826	109	2.7945			-2.7945	0.43	x	x	12.1125	12.17
Thu	12/03/20	260.28697	1.07827	110	2.8202			-2.8202	0.42	x	x	12.1382	12.18
Fri	12/04/20	260.29045	1.07829	111	2.8459			-2.8459	0.40	x	x	12.1639	12.20
Mon	12/07/20	260.30090	1.07833	114	2.9229			-2.9229	0.36	x	x	12.2409	12.24
Tue	12/08/20	260.30439	1.07834	115	2.9486			-2.9486	0.35	x	x	12.2666	12.25
Wed	12/09/20	260.30787	1.07836	116	2.9743			-2.9743	0.33	x	x	12.2923	12.27
Thu	12/10/20	260.31135	1.07837	117	2.9999			-2.9999	0.32	x	x	12.3179	12.28
Fri	12/11/20	260.31484	1.07839	118	3.0256			-3.0256	0.30	x	x	12.3436	12.30
Mon	12/14/20	260.32529	1.07843	121	3.1027			-3.1027	0.26	x	x	12.4207	12.34
Tue	12/15/20	260.32877	1.07845	122	3.1284			-3.1284	0.24	x	x	12.4464	12.36
Wed	12/16/20	260.33226	1.07846	123	3.1541			-3.1541	0.23	x	x	12.4721	12.37
Thu	12/17/20	260.33574	1.07847	124	3.1797			-3.1797	0.22	x	x	12.4977	12.38
Fri	12/18/20	260.33923	1.07849	125	3.2054			-3.2054	0.20	x	x	12.5234	12.40
Mon	12/21/20	260.34968	1.07853	128	3.2825			-3.2825	0.16	x	x	12.6005	12.44
Tue	12/22/20	260.35316	1.07855	129	3.3082			-3.3082	0.14	x	x	12.6262	12.46
Wed	12/23/20	260.35665	1.07856	130	3.3339			-3.3339	0.13	x	x	12.6519	12.47
Thu	12/24/20	260.36013	1.07858	131	3.3596			-3.3596	0.11	x	x	12.6776	12.49
Fri	12/25/20	260.36361	1.07859	132	3.3852			-3.3852	0.10	x	x	12.7032	12.50
Mon	12/28/20	260.37406	1.07863	135	3.4623			-3.4623	0.06	x	x	12.7803	12.54
Tue	12/29/20	260.37755	1.07865	136	3.4880			-3.4880	0.04	x	x	12.8060	12.56
Wed	12/30/20	260.38103	1.07866	137	3.5137			-3.5137	0.03	x	x	12.8317	12.57
Thu	12/31/20	260.38452	1.07868	138	3.5394			-3.5394	0.01	x	x	12.8574	12.59
Fri	01/01/21	260.38800	1.07869

Generated 12/10/20 09:32