1% 30-Year Treasury Inflation Protected Security (TIPS) due February 15, 2048

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

CUSIP Number	912810SB5	Interest 02/15/20 (184 days)	$5.2128
Dated Date	February 15, 2018	Interest 08/15/20 (182 days)	$5.2115
Ref CPI on Dated Date	246.59650	Interest Total	$10.4243
Original Issue Date	February 28, 2018	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	1.04359	139	3.9418	x	x	6.4825	12.34			3.9418	0.00
Thu	01/02/20	257.34155	1.04357	140	3.9701	x	x	6.4542	12.36			3.9701	-0.02
Fri	01/03/20	257.33710	1.04356	141	3.9984	x	x	6.4259	12.37			3.9984	-0.03
Mon	01/06/20	257.32374	1.04350	144	4.0833	x	x	6.3410	12.43			4.0833	-0.09
Tue	01/07/20	257.31929	1.04348	145	4.1115	x	x	6.3128	12.45			4.1115	-0.11
Wed	01/08/20	257.31484	1.04347	146	4.1399	x	x	6.2844	12.46			4.1399	-0.12
Thu	01/09/20	257.31039	1.04345	147	4.1681	x	x	6.2562	12.48			4.1681	-0.14
Fri	01/10/20	257.30594	1.04343	148	4.1964	x	x	6.2279	12.50			4.1964	-0.16
Mon	01/13/20	257.29258	1.04337	151	4.2812	x	x	6.1431	12.56			4.2812	-0.22
Tue	01/14/20	257.28813	1.04336	152	4.3095	x	x	6.1148	12.57			4.3095	-0.23
Wed	01/15/20	257.28368	1.04334	153	4.3378	x	x	6.0865	12.59			4.3378	-0.25
Thu	01/16/20	257.27923	1.04332	154	4.3661	x	x	6.0582	12.61			4.3661	-0.27
Fri	01/17/20	257.27477	1.04330	155	4.3943	x	x	6.0300	12.63			4.3943	-0.29
Mon	01/20/20	257.26142	1.04325	158	4.4792	x	x	5.9451	12.68			4.4792	-0.34
Tue	01/21/20	257.25697	1.04323	159	4.5074	x	x	5.9169	12.70			4.5074	-0.36
Wed	01/22/20	257.25252	1.04321	160	4.5357	x	x	5.8886	12.72			4.5357	-0.38
Thu	01/23/20	257.24806	1.04319	161	4.5640	x	x	5.8603	12.74			4.5640	-0.40
Fri	01/24/20	257.24361	1.04318	162	4.5923	x	x	5.8320	12.75			4.5923	-0.41
Mon	01/27/20	257.23026	1.04312	165	4.6770	x	x	5.7473	12.81			4.6770	-0.47
Tue	01/28/20	257.22581	1.04310	166	4.7053	x	x	5.7190	12.83			4.7053	-0.49
Wed	01/29/20	257.22135	1.04309	167	4.7336	x	x	5.6907	12.84			4.7336	-0.50
Thu	01/30/20	257.21690	1.04307	168	4.7618	x	x	5.6625	12.86			4.7618	-0.52
Fri	01/31/20	257.21245	1.04305	169	4.7901	x	x	5.6342	12.88			4.7901	-0.54
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	1.04297	172	4.8748	x	x	5.5495	12.96			4.8748	-0.62
Tue	02/04/20	257.18379	1.04293	173	4.9029	x	x	5.5214	13.00			4.9029	-0.66
Wed	02/05/20	257.17572	1.04290	174	4.9311	x	x	5.4932	13.03			4.9311	-0.69
Thu	02/06/20	257.16766	1.04287	175	4.9593	x	x	5.4650	13.06			4.9593	-0.72
Fri	02/07/20	257.15959	1.04284	176	4.9875	x	x	5.4368	13.09			4.9875	-0.75
Mon	02/10/20	257.13538	1.04274	179	5.0720	x	x	5.3523	13.19			5.0720	-0.85
Tue	02/11/20	257.12731	1.04270	180	5.1002	x	x	5.3241	13.23			5.1002	-0.89
Wed	02/12/20	257.11924	1.04267	181	5.1283	x	x	5.2960	13.26			5.1283	-0.92
Thu	02/13/20	257.11117	1.04264	182	5.1565	x	x	5.2678	13.29			5.1565	-0.95
Fri	02/14/20	257.10310	1.04261	183	5.1847	x	x	5.2396	13.32			5.1847	-0.98
Sat	02/15/20	257.09503	1.04257	0	0.0000		x	5.2115	13.36	x		5.2128	-1.02
Mon	02/17/20	257.07890	1.04251	2	0.0573		x	5.1542	13.42	x		5.2701	-1.08
Tue	02/18/20	257.07083	1.04248	3	0.0859		x	5.1256	13.45	x		5.2987	-1.11
Wed	02/19/20	257.06276	1.04244	4	0.1146		x	5.0969	13.49	x		5.3274	-1.15
Thu	02/20/20	257.05469	1.04241	5	0.1432		x	5.0683	13.52	x		5.3560	-1.18
Fri	02/21/20	257.04662	1.04238	6	0.1718		x	5.0397	13.55	x		5.3846	-1.21
Mon	02/24/20	257.02241	1.04228	9	0.2577		x	4.9538	13.65	x		5.4705	-1.31
Tue	02/25/20	257.01434	1.04225	10	0.2863		x	4.9252	13.68	x		5.4991	-1.34
Wed	02/26/20	257.00628	1.04221	11	0.3150		x	4.8965	13.72	x		5.5278	-1.38
Thu	02/27/20	256.99821	1.04218	12	0.3436		x	4.8679	13.75	x		5.5564	-1.41
Fri	02/28/20	256.99014	1.04215	13	0.3722		x	4.8393	13.78	x		5.5850	-1.44
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	03/02/20	257.00616	1.04221	16	0.4581		x	4.7534	13.72	x		5.6709	-1.38
Tue	03/03/20	257.03832	1.04234	17	0.4868		x	4.7247	13.59	x		5.6996	-1.25
Wed	03/04/20	257.07048	1.04247	18	0.5155		x	4.6960	13.46	x		5.7283	-1.12
Thu	03/05/20	257.10265	1.04260	19	0.5442		x	4.6673	13.33	x		5.7570	-0.99
Fri	03/06/20	257.13481	1.04274	20	0.5729		x	4.6386	13.19	x		5.7857	-0.85
Mon	03/09/20	257.23129	1.04313	23	0.6591		x	4.5524	12.80	x		5.8719	-0.46
Tue	03/10/20	257.26345	1.04326	24	0.6879		x	4.5236	12.67	x		5.9007	-0.33
Wed	03/11/20	257.29561	1.04339	25	0.7166		x	4.4949	12.54	x		5.9294	-0.20
Thu	03/12/20	257.32777	1.04352	26	0.7454		x	4.4661	12.41	x		5.9582	-0.07
Fri	03/13/20	257.35994	1.04365	27	0.7741		x	4.4374	12.28	x		5.9869	0.06
Mon	03/16/20	257.45642	1.04404	30	0.8605		x	4.3510	11.89	x		6.0733	0.45
Tue	03/17/20	257.48858	1.04417	31	0.8893		x	4.3222	11.76	x		6.1021	0.58
Wed	03/18/20	257.52074	1.04430	32	0.9181		x	4.2934	11.63	x		6.1309	0.71
Thu	03/19/20	257.55290	1.04443	33	0.9469		x	4.2646	11.50	x		6.1597	0.84
Fri	03/20/20	257.58506	1.04456	34	0.9757		x	4.2358	11.37	x		6.1885	0.97
Mon	03/23/20	257.68155	1.04495	37	1.0622		x	4.1493	10.98	x		6.2750	1.36
Tue	03/24/20	257.71371	1.04508	38	1.0910		x	4.1205	10.85	x		6.3038	1.49
Wed	03/25/20	257.74587	1.04521	39	1.1199		x	4.0916	10.72	x		6.3327	1.62
Thu	03/26/20	257.77803	1.04534	40	1.1487		x	4.0628	10.59	x		6.3615	1.75
Fri	03/27/20	257.81019	1.04547	41	1.1776		x	4.0339	10.46	x		6.3904	1.88
Mon	03/30/20	257.90668	1.04587	44	1.2642		x	3.9473	10.06	x		6.4770	2.28
Tue	03/31/20	257.93884	1.04600	45	1.2931		x	3.9184	9.93	x		6.5059	2.41
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Wed	04/01/20	257.97100	1.04613	46	1.3220		x	3.8895	9.80	x		6.5348	2.54
Thu	04/02/20	257.99457	1.04622	47	1.3509		x	3.8606	9.71	x		6.5637	2.63
Fri	04/03/20	258.01813	1.04632	48	1.3798		x	3.8317	9.61	x		6.5926	2.73
Mon	04/06/20	258.08883	1.04660	51	1.4664		x	3.7451	9.33	x		6.6792	3.01
Tue	04/07/20	258.11240	1.04670	52	1.4953		x	3.7162	9.23	x		6.7081	3.11
Wed	04/08/20	258.13597	1.04679	53	1.5242		x	3.6873	9.14	x		6.7370	3.20
Thu	04/09/20	258.15953	1.04689	54	1.5531		x	3.6584	9.04	x		6.7659	3.30
Fri	04/10/20	258.18310	1.04699	55	1.5820		x	3.6295	8.94	x		6.7948	3.40
Mon	04/13/20	258.25380	1.04727	58	1.6687		x	3.5428	8.66	x		6.8815	3.68
Tue	04/14/20	258.27737	1.04737	59	1.6977		x	3.5138	8.56	x		6.9105	3.78
Wed	04/15/20	258.30093	1.04746	60	1.7266		x	3.4849	8.47	x		6.9394	3.87
Thu	04/16/20	258.32450	1.04756	61	1.7555		x	3.4560	8.37	x		6.9683	3.97
Fri	04/17/20	258.34807	1.04766	62	1.7845		x	3.4270	8.27	x		6.9973	4.07
Mon	04/20/20	258.41877	1.04794	65	1.8713		x	3.3402	7.99	x		7.0841	4.35
Tue	04/21/20	258.44233	1.04804	66	1.9003		x	3.3112	7.89	x		7.1131	4.45
Wed	04/22/20	258.46590	1.04813	67	1.9293		x	3.2822	7.80	x		7.1421	4.54
Thu	04/23/20	258.48947	1.04823	68	1.9582		x	3.2533	7.70	x		7.1710	4.64
Fri	04/24/20	258.51303	1.04832	69	1.9872		x	3.2243	7.61	x		7.2000	4.73
Mon	04/27/20	258.58373	1.04861	72	2.0742		x	3.1373	7.32	x		7.2870	5.02
Tue	04/28/20	258.60730	1.04871	73	2.1032		x	3.1083	7.22	x		7.3160	5.12
Wed	04/29/20	258.63087	1.04880	74	2.1322		x	3.0793	7.13	x		7.3450	5.21
Thu	04/30/20	258.65443	1.04890	75	2.1612		x	3.0503	7.03	x		7.3740	5.31
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	1.04899	76	2.1902		x	3.0213	6.94	x		7.4030	5.40
Mon	05/04/20	258.62352	1.04877	79	2.2762		x	2.9353	7.16	x		7.4890	5.18
Tue	05/05/20	258.60535	1.04870	80	2.3048		x	2.9067	7.23	x		7.5176	5.11
Wed	05/06/20	258.58719	1.04862	81	2.3335		x	2.8780	7.31	x		7.5463	5.03
Thu	05/07/20	258.56903	1.04855	82	2.3621		x	2.8494	7.38	x		7.5749	4.96
Fri	05/08/20	258.55087	1.04848	83	2.3908		x	2.8207	7.45	x		7.6036	4.89
Mon	05/11/20	258.49639	1.04826	86	2.4767		x	2.7348	7.67	x		7.6895	4.67
Tue	05/12/20	258.47823	1.04818	87	2.5053		x	2.7062	7.75	x		7.7181	4.59
Wed	05/13/20	258.46006	1.04811	88	2.5339		x	2.6776	7.82	x		7.7467	4.52
Thu	05/14/20	258.44190	1.04804	89	2.5625		x	2.6490	7.89	x		7.7753	4.45
Fri	05/15/20	258.42374	1.04796	90	2.5911		x	2.6204	7.97	x		7.8039	4.37
Mon	05/18/20	258.36926	1.04774	93	2.6769		x	2.5346	8.19	x		7.8897	4.15
Tue	05/19/20	258.35110	1.04767	94	2.7055		x	2.5060	8.26	x		7.9183	4.08
Wed	05/20/20	258.33294	1.04759	95	2.7341		x	2.4774	8.34	x		7.9469	4.00
Thu	05/21/20	258.31477	1.04752	96	2.7627		x	2.4488	8.41	x		7.9755	3.93
Fri	05/22/20	258.29661	1.04745	97	2.7913		x	2.4202	8.48	x		8.0041	3.86
Mon	05/25/20	258.24213	1.04723	100	2.8770		x	2.3345	8.70	x		8.0898	3.64
Tue	05/26/20	258.22397	1.04715	101	2.9056		x	2.3059	8.78	x		8.1184	3.56
Wed	05/27/20	258.20581	1.04708	102	2.9341		x	2.2774	8.85	x		8.1469	3.49
Thu	05/28/20	258.18765	1.04700	103	2.9627		x	2.2488	8.93	x		8.1755	3.41
Fri	05/29/20	258.16948	1.04693	104	2.9912		x	2.2203	9.00	x		8.2040	3.34
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	1.04671	107	3.0769		x	2.1346	9.22	x		8.2897	3.12
Tue	06/02/20	258.05747	1.04648	108	3.1049		x	2.1066	9.45	x		8.3177	2.89
Wed	06/03/20	257.99993	1.04624	109	3.1330		x	2.0785	9.69	x		8.3458	2.65
Thu	06/04/20	257.94240	1.04601	110	3.1610		x	2.0505	9.92	x		8.3738	2.42
Fri	06/05/20	257.88487	1.04578	111	3.1891		x	2.0224	10.15	x		8.4019	2.19
Mon	06/08/20	257.71227	1.04508	114	3.2731		x	1.9384	10.85	x		8.4859	1.49
Tue	06/09/20	257.65473	1.04484	115	3.3010		x	1.9105	11.09	x		8.5138	1.25
Wed	06/10/20	257.59720	1.04461	116	3.3290		x	1.8825	11.32	x		8.5418	1.02
Thu	06/11/20	257.53967	1.04438	117	3.3569		x	1.8546	11.55	x		8.5697	0.79
Fri	06/12/20	257.48213	1.04414	118	3.3848		x	1.8267	11.79	x		8.5976	0.55
Mon	06/15/20	257.30953	1.04344	121	3.4686		x	1.7429	12.49	x		8.6814	-0.15
Tue	06/16/20	257.25200	1.04321	122	3.4965		x	1.7150	12.72	x		8.7093	-0.38
Wed	06/17/20	257.19447	1.04298	123	3.5244		x	1.6871	12.95	x		8.7372	-0.61
Thu	06/18/20	257.13693	1.04274	124	3.5522		x	1.6593	13.19	x		8.7650	-0.85
Fri	06/19/20	257.07940	1.04251	125	3.5800		x	1.6315	13.42	x		8.7928	-1.08
Mon	06/22/20	256.90680	1.04181	128	3.6635		x	1.5480	14.12	x		8.8763	-1.78
Tue	06/23/20	256.84927	1.04158	129	3.6913		x	1.5202	14.35	x		8.9041	-2.01
Wed	06/24/20	256.79173	1.04134	130	3.7191		x	1.4924	14.59	x		8.9319	-2.25
Thu	06/25/20	256.73420	1.04111	131	3.7469		x	1.4646	14.82	x		8.9597	-2.48
Fri	06/26/20	256.67667	1.04088	132	3.7746		x	1.4369	15.05	x		8.9874	-2.71
Mon	06/29/20	256.50407	1.04018	135	3.8578		x	1.3537	15.75	x		9.0706	-3.41
Tue	06/30/20	256.44653	1.03994	136	3.8855		x	1.3260	15.99	x		9.0983	-3.65
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	1.03971	137	3.9132		x	1.2983	16.22	x		9.1260	-3.88
Thu	07/02/20	256.38916	1.03971	138	3.9418		x	1.2697	16.22	x		9.1546	-3.88
Fri	07/03/20	256.38932	1.03971	139	3.9703		x	1.2412	16.22	x		9.1831	-3.88
Mon	07/06/20	256.38981	1.03971	142	4.0560		x	1.1555	16.22	x		9.2688	-3.88
Tue	07/07/20	256.38997	1.03971	143	4.0846		x	1.1269	16.22	x		9.2974	-3.88
Wed	07/08/20	256.39013	1.03972	144	4.1132		x	1.0983	16.21	x		9.3260	-3.87
Thu	07/09/20	256.39029	1.03972	145	4.1417		x	1.0698	16.21	x		9.3545	-3.87
Fri	07/10/20	256.39045	1.03972	146	4.1703		x	1.0412	16.21	x		9.3831	-3.87
Mon	07/13/20	256.39094	1.03972	149	4.2560		x	0.9555	16.21	x		9.4688	-3.87
Tue	07/14/20	256.39110	1.03972	150	4.2846		x	0.9269	16.21	x		9.4974	-3.87
Wed	07/15/20	256.39126	1.03972	151	4.3131		x	0.8984	16.21	x		9.5259	-3.87
Thu	07/16/20	256.39142	1.03972	152	4.3417		x	0.8698	16.21	x		9.5545	-3.87
Fri	07/17/20	256.39158	1.03972	153	4.3703		x	0.8412	16.21	x		9.5831	-3.87
Mon	07/20/20	256.39206	1.03972	156	4.4559		x	0.7556	16.21	x		9.6687	-3.87
Tue	07/21/20	256.39223	1.03972	157	4.4845		x	0.7270	16.21	x		9.6973	-3.87
Wed	07/22/20	256.39239	1.03972	158	4.5131		x	0.6984	16.21	x		9.7259	-3.87
Thu	07/23/20	256.39255	1.03973	159	4.5417		x	0.6698	16.20	x		9.7545	-3.86
Fri	07/24/20	256.39271	1.03973	160	4.5702		x	0.6413	16.20	x		9.7830	-3.86
Mon	07/27/20	256.39319	1.03973	163	4.6559		x	0.5556	16.20	x		9.8687	-3.86
Tue	07/28/20	256.39335	1.03973	164	4.6845		x	0.5270	16.20	x		9.8973	-3.86
Wed	07/29/20	256.39352	1.03973	165	4.7131		x	0.4984	16.20	x		9.9259	-3.86
Thu	07/30/20	256.39368	1.03973	166	4.7416		x	0.4699	16.20	x		9.9544	-3.86
Fri	07/31/20	256.39384	1.03973	167	4.7702		x	0.4413	16.20	x		9.9830	-3.86
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	1.04010	170	4.8576		x	0.3539	15.83	x		10.0704	-3.49
Tue	08/04/20	256.52977	1.04028	171	4.8870		x	0.3245	15.65	x		10.0998	-3.31
Wed	08/05/20	256.57503	1.04047	172	4.9165		x	0.2950	15.46	x		10.1293	-3.12
Thu	08/06/20	256.62029	1.04065	173	4.9459		x	0.2656	15.28	x		10.1587	-2.94
Fri	08/07/20	256.66555	1.04083	174	4.9754		x	0.2361	15.10	x		10.1882	-2.76
Mon	08/10/20	256.80132	1.04138	177	5.0639		x	0.1476	14.55	x		10.2767	-2.21
Tue	08/11/20	256.84658	1.04157	178	5.0934		x	0.1181	14.36	x		10.3062	-2.02
Wed	08/12/20	256.89184	1.04175	179	5.1229		x	0.0886	14.18	x		10.3357	-1.84
Thu	08/13/20	256.93710	1.04193	180	5.1524		x	0.0591	14.00	x		10.3652	-1.66
Fri	08/14/20	256.98235	1.04212	181	5.1820		x	0.0295	13.81	x		10.3948	-1.47
Sat	08/15/20	257.02761	1.04230	0	0.0000			0.0000	13.63	x	x	10.4243	-1.29
Mon	08/17/20	257.11813	1.04267	2	0.0567			-0.0567	13.26	x	x	10.4810	-0.92
Tue	08/18/20	257.16339	1.04285	3	0.0850			-0.0850	13.08	x	x	10.5093	-0.74
Wed	08/19/20	257.20865	1.04303	4	0.1134			-0.1134	12.90	x	x	10.5377	-0.56
Thu	08/20/20	257.25390	1.04322	5	0.1417			-0.1417	12.71	x	x	10.5660	-0.37
Fri	08/21/20	257.29916	1.04340	6	0.1701			-0.1701	12.53	x	x	10.5944	-0.19
Mon	08/24/20	257.43494	1.04395	9	0.2553			-0.2553	11.98	x	x	10.6796	0.36
Tue	08/25/20	257.48019	1.04414	10	0.2837			-0.2837	11.79	x	x	10.7080	0.55
Wed	08/26/20	257.52545	1.04432	11	0.3122			-0.3122	11.61	x	x	10.7365	0.73
Thu	08/27/20	257.57071	1.04450	12	0.3406			-0.3406	11.43	x	x	10.7649	0.91
Fri	08/28/20	257.61597	1.04469	13	0.3690			-0.3690	11.24	x	x	10.7933	1.10
Mon	08/31/20	257.75174	1.04524	16	0.4545			-0.4545	10.69	x	x	10.8788	1.65
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	1.04542	17	0.4829			-0.4829	10.51	x	x	10.9072	1.83
Wed	09/02/20	257.84047	1.04560	18	0.5114			-0.5114	10.33	x	x	10.9357	2.01
Thu	09/03/20	257.88393	1.04577	19	0.5399			-0.5399	10.16	x	x	10.9642	2.18
Fri	09/04/20	257.92740	1.04595	20	0.5685			-0.5685	9.98	x	x	10.9928	2.36
Mon	09/07/20	258.05780	1.04648	23	0.6541			-0.6541	9.45	x	x	11.0784	2.89
Tue	09/08/20	258.10127	1.04665	24	0.6826			-0.6826	9.28	x	x	11.1069	3.06
Wed	09/09/20	258.14473	1.04683	25	0.7112			-0.7112	9.10	x	x	11.1355	3.24
Thu	09/10/20	258.18820	1.04701	26	0.7397			-0.7397	8.92	x	x	11.1640	3.42
Fri	09/11/20	258.23167	1.04718	27	0.7683			-0.7683	8.75	x	x	11.1926	3.59
Mon	09/14/20	258.36207	1.04771	30	0.8541			-0.8541	8.22	x	x	11.2784	4.12
Tue	09/15/20	258.40553	1.04789	31	0.8827			-0.8827	8.04	x	x	11.3070	4.30
Wed	09/16/20	258.44900	1.04806	32	0.9114			-0.9114	7.87	x	x	11.3357	4.47
Thu	09/17/20	258.49247	1.04824	33	0.9400			-0.9400	7.69	x	x	11.3643	4.65
Fri	09/18/20	258.53593	1.04842	34	0.9686			-0.9686	7.51	x	x	11.3929	4.83
Mon	09/21/20	258.66633	1.04895	37	1.0547			-1.0547	6.98	x	x	11.4790	5.36
Tue	09/22/20	258.70980	1.04912	38	1.0833			-1.0833	6.81	x	x	11.5076	5.53
Wed	09/23/20	258.75327	1.04930	39	1.1120			-1.1120	6.63	x	x	11.5363	5.71
Thu	09/24/20	258.79673	1.04947	40	1.1407			-1.1407	6.46	x	x	11.5650	5.88
Fri	09/25/20	258.84020	1.04965	41	1.1694			-1.1694	6.28	x	x	11.5937	6.06
Mon	09/28/20	258.97060	1.05018	44	1.2557			-1.2557	5.75	x	x	11.6800	6.59
Tue	09/29/20	259.01407	1.05036	45	1.2844			-1.2844	5.57	x	x	11.7087	6.77
Wed	09/30/20	259.05753	1.05053	46	1.3132			-1.3132	5.40	x	x	11.7375	6.94
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Thu	10/01/20	259.10100	1.05071	47	1.3419			-1.3419	5.22	x	x	11.7662	7.12
Fri	10/02/20	259.12735	1.05082	48	1.3706			-1.3706	5.11	x	x	11.7949	7.23
Mon	10/05/20	259.20642	1.05114	51	1.4567			-1.4567	4.79	x	x	11.8810	7.55
Tue	10/06/20	259.23277	1.05124	52	1.4854			-1.4854	4.69	x	x	11.9097	7.65
Wed	10/07/20	259.25913	1.05135	53	1.5142			-1.5142	4.58	x	x	11.9385	7.76
Thu	10/08/20	259.28548	1.05146	54	1.5429			-1.5429	4.47	x	x	11.9672	7.87
Fri	10/09/20	259.31184	1.05156	55	1.5716			-1.5716	4.37	x	x	11.9959	7.97
Mon	10/12/20	259.39090	1.05188	58	1.6579			-1.6579	4.05	x	x	12.0822	8.29
Tue	10/13/20	259.41726	1.05199	59	1.6866			-1.6866	3.94	x	x	12.1109	8.40
Wed	10/14/20	259.44361	1.05210	60	1.7154			-1.7154	3.83	x	x	12.1397	8.51
Thu	10/15/20	259.46997	1.05220	61	1.7441			-1.7441	3.73	x	x	12.1684	8.61
Fri	10/16/20	259.49632	1.05231	62	1.7729			-1.7729	3.62	x	x	12.1972	8.72
Mon	10/19/20	259.57539	1.05263	65	1.8593			-1.8593	3.30	x	x	12.2836	9.04
Tue	10/20/20	259.60174	1.05274	66	1.8881			-1.8881	3.19	x	x	12.3124	9.15
Wed	10/21/20	259.62810	1.05285	67	1.9169			-1.9169	3.08	x	x	12.3412	9.26
Thu	10/22/20	259.65445	1.05295	68	1.9457			-1.9457	2.98	x	x	12.3700	9.36
Fri	10/23/20	259.68081	1.05306	69	1.9745			-1.9745	2.87	x	x	12.3988	9.47
Mon	10/26/20	259.75987	1.05338	72	2.0610			-2.0610	2.55	x	x	12.4853	9.79
Tue	10/27/20	259.78623	1.05349	73	2.0898			-2.0898	2.44	x	x	12.5141	9.90
Wed	10/28/20	259.81258	1.05359	74	2.1186			-2.1186	2.34	x	x	12.5429	10.00
Thu	10/29/20	259.83894	1.05370	75	2.1475			-2.1475	2.23	x	x	12.5718	10.11
Fri	10/30/20	259.86529	1.05381	76	2.1763			-2.1763	2.12	x	x	12.6006	10.22
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	1.05407	79	2.2628			-2.2628	1.86	x	x	12.6871	10.48
Tue	11/03/20	259.94213	1.05412	80	2.2916			-2.2916	1.81	x	x	12.7159	10.53
Wed	11/04/20	259.95420	1.05417	81	2.3203			-2.3203	1.76	x	x	12.7446	10.58
Thu	11/05/20	259.96627	1.05422	82	2.3491			-2.3491	1.71	x	x	12.7734	10.63
Fri	11/06/20	259.97833	1.05427	83	2.3778			-2.3778	1.66	x	x	12.8021	10.68
Mon	11/09/20	260.01453	1.05441	86	2.4641			-2.4641	1.52	x	x	12.8884	10.82
Tue	11/10/20	260.02660	1.05446	87	2.4929			-2.4929	1.47	x	x	12.9172	10.87
Wed	11/11/20	260.03867	1.05451	88	2.5217			-2.5217	1.42	x	x	12.9460	10.92
Thu	11/12/20	260.05073	1.05456	89	2.5504			-2.5504	1.37	x	x	12.9747	10.97
Fri	11/13/20	260.06280	1.05461	90	2.5792			-2.5792	1.32	x	x	13.0035	11.02
Mon	11/16/20	260.09900	1.05476	93	2.6656			-2.6656	1.17	x	x	13.0899	11.17
Tue	11/17/20	260.11107	1.05480	94	2.6943			-2.6943	1.13	x	x	13.1186	11.21
Wed	11/18/20	260.12313	1.05485	95	2.7231			-2.7231	1.08	x	x	13.1474	11.26
Thu	11/19/20	260.13520	1.05490	96	2.7519			-2.7519	1.03	x	x	13.1762	11.31
Fri	11/20/20	260.14727	1.05495	97	2.7807			-2.7807	0.98	x	x	13.2050	11.36
Mon	11/23/20	260.18347	1.05510	100	2.8671			-2.8671	0.83	x	x	13.2914	11.51
Tue	11/24/20	260.19553	1.05515	101	2.8959			-2.8959	0.78	x	x	13.3202	11.56
Wed	11/25/20	260.20760	1.05520	102	2.9247			-2.9247	0.73	x	x	13.3490	11.61
Thu	11/26/20	260.21967	1.05524	103	2.9535			-2.9535	0.69	x	x	13.3778	11.65
Fri	11/27/20	260.23173	1.05529	104	2.9823			-2.9823	0.64	x	x	13.4066	11.70
Mon	11/30/20	260.26793	1.05544	107	3.0688			-3.0688	0.49	x	x	13.4931	11.85
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	1.05549	108	3.0976			-3.0976	0.44	x	x	13.5219	11.90
Wed	12/02/20	260.28348	1.05550	109	3.1263			-3.1263	0.43	x	x	13.5506	11.91
Thu	12/03/20	260.28697	1.05552	110	3.1551			-3.1551	0.41	x	x	13.5794	11.93
Fri	12/04/20	260.29045	1.05553	111	3.1838			-3.1838	0.40	x	x	13.6081	11.94
Mon	12/07/20	260.30090	1.05557	114	3.2700			-3.2700	0.36	x	x	13.6943	11.98
Tue	12/08/20	260.30439	1.05559	115	3.2987			-3.2987	0.34	x	x	13.7230	12.00
Wed	12/09/20	260.30787	1.05560	116	3.3274			-3.3274	0.33	x	x	13.7517	12.01
Thu	12/10/20	260.31135	1.05562	117	3.3562			-3.3562	0.31	x	x	13.7805	12.03
Fri	12/11/20	260.31484	1.05563	118	3.3849			-3.3849	0.30	x	x	13.8092	12.04
Mon	12/14/20	260.32529	1.05567	121	3.4711			-3.4711	0.26	x	x	13.8954	12.08
Tue	12/15/20	260.32877	1.05569	122	3.4998			-3.4998	0.24	x	x	13.9241	12.10
Wed	12/16/20	260.33226	1.05570	123	3.5286			-3.5286	0.23	x	x	13.9529	12.11
Thu	12/17/20	260.33574	1.05572	124	3.5573			-3.5573	0.21	x	x	13.9816	12.13
Fri	12/18/20	260.33923	1.05573	125	3.5860			-3.5860	0.20	x	x	14.0103	12.14
Mon	12/21/20	260.34968	1.05577	128	3.6722			-3.6722	0.16	x	x	14.0965	12.18
Tue	12/22/20	260.35316	1.05579	129	3.7010			-3.7010	0.14	x	x	14.1253	12.20
Wed	12/23/20	260.35665	1.05580	130	3.7297			-3.7297	0.13	x	x	14.1540	12.21
Thu	12/24/20	260.36013	1.05581	131	3.7585			-3.7585	0.12	x	x	14.1828	12.22
Fri	12/25/20	260.36361	1.05583	132	3.7872			-3.7872	0.10	x	x	14.2115	12.24
Mon	12/28/20	260.37406	1.05587	135	3.8734			-3.8734	0.06	x	x	14.2977	12.28
Tue	12/29/20	260.37755	1.05589	136	3.9022			-3.9022	0.04	x	x	14.3265	12.30
Wed	12/30/20	260.38103	1.05590	137	3.9309			-3.9309	0.03	x	x	14.3552	12.31
Thu	12/31/20	260.38452	1.05591	138	3.9597			-3.9597	0.02	x	x	14.3840	12.32
Fri	01/01/21	260.38800	1.05593

Generated 12/10/20 09:32