0.75% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2028

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

CUSIP Number	912828Y38	Interest 01/15/20 (184 days)	$3.8436
Dated Date	July 15, 2018	Interest 07/15/20 (182 days)	$3.8303
Ref CPI on Dated Date	251.01658	Interest Total	$7.6739
Original Issue Date	July 31, 2018	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	1.02522	170	3.5521	x	x	4.1218	12.11			3.5521	0.00
Thu	01/02/20	257.34155	1.02520	171	3.5729	x	x	4.1010	12.13			3.5729	-0.02
Fri	01/03/20	257.33710	1.02518	172	3.5937	x	x	4.0802	12.15			3.5937	-0.04
Mon	01/06/20	257.32374	1.02513	175	3.6562	x	x	4.0177	12.20			3.6562	-0.09
Tue	01/07/20	257.31929	1.02511	176	3.6770	x	x	3.9969	12.22			3.6770	-0.11
Wed	01/08/20	257.31484	1.02509	177	3.6978	x	x	3.9761	12.24			3.6978	-0.13
Thu	01/09/20	257.31039	1.02507	178	3.7187	x	x	3.9552	12.26			3.7187	-0.15
Fri	01/10/20	257.30594	1.02506	179	3.7395	x	x	3.9344	12.27			3.7395	-0.16
Mon	01/13/20	257.29258	1.02500	182	3.8020	x	x	3.8719	12.33			3.8020	-0.22
Tue	01/14/20	257.28813	1.02498	183	3.8228	x	x	3.8511	12.35			3.8228	-0.24
Wed	01/15/20	257.28368	1.02497	0	0.0000		x	3.8303	12.36	x		3.8436	-0.25
Thu	01/16/20	257.27923	1.02495	1	0.0211		x	3.8092	12.38	x		3.8647	-0.27
Fri	01/17/20	257.27477	1.02493	2	0.0422		x	3.7881	12.40	x		3.8858	-0.29
Mon	01/20/20	257.26142	1.02488	5	0.1056		x	3.7247	12.45	x		3.9492	-0.34
Tue	01/21/20	257.25697	1.02486	6	0.1267		x	3.7036	12.47	x		3.9703	-0.36
Wed	01/22/20	257.25252	1.02484	7	0.1478		x	3.6825	12.49	x		3.9914	-0.38
Thu	01/23/20	257.24806	1.02482	8	0.1689		x	3.6614	12.51	x		4.0125	-0.40
Fri	01/24/20	257.24361	1.02481	9	0.1900		x	3.6403	12.52	x		4.0336	-0.41
Mon	01/27/20	257.23026	1.02475	12	0.2534		x	3.5769	12.58	x		4.0970	-0.47
Tue	01/28/20	257.22581	1.02474	13	0.2745		x	3.5558	12.59	x		4.1181	-0.48
Wed	01/29/20	257.22135	1.02472	14	0.2956		x	3.5347	12.61	x		4.1392	-0.50
Thu	01/30/20	257.21690	1.02470	15	0.3167		x	3.5136	12.63	x		4.1603	-0.52
Fri	01/31/20	257.21245	1.02468	16	0.3378		x	3.4925	12.65	x		4.1814	-0.54
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	1.02460	19	0.4011		x	3.4292	12.73	x		4.2447	-0.62
Tue	02/04/20	257.18379	1.02457	20	0.4222		x	3.4081	12.76	x		4.2658	-0.65
Wed	02/05/20	257.17572	1.02454	21	0.4433		x	3.3870	12.79	x		4.2869	-0.68
Thu	02/06/20	257.16766	1.02450	22	0.4644		x	3.3659	12.83	x		4.3080	-0.72
Fri	02/07/20	257.15959	1.02447	23	0.4855		x	3.3448	12.86	x		4.3291	-0.75
Mon	02/10/20	257.13538	1.02438	26	0.5488		x	3.2815	12.95	x		4.3924	-0.84
Tue	02/11/20	257.12731	1.02434	27	0.5699		x	3.2604	12.99	x		4.4135	-0.88
Wed	02/12/20	257.11924	1.02431	28	0.5909		x	3.2394	13.02	x		4.4345	-0.91
Thu	02/13/20	257.11117	1.02428	29	0.6120		x	3.2183	13.05	x		4.4556	-0.94
Fri	02/14/20	257.10310	1.02425	30	0.6331		x	3.1972	13.08	x		4.4767	-0.97
Mon	02/17/20	257.07890	1.02415	33	0.6964		x	3.1339	13.18	x		4.5400	-1.07
Tue	02/18/20	257.07083	1.02412	34	0.7174		x	3.1129	13.21	x		4.5610	-1.10
Wed	02/19/20	257.06276	1.02409	35	0.7385		x	3.0918	13.24	x		4.5821	-1.13
Thu	02/20/20	257.05469	1.02405	36	0.7596		x	3.0707	13.28	x		4.6032	-1.17
Fri	02/21/20	257.04662	1.02402	37	0.7807		x	3.0496	13.31	x		4.6243	-1.20
Mon	02/24/20	257.02241	1.02393	40	0.8439		x	2.9864	13.40	x		4.6875	-1.29
Tue	02/25/20	257.01434	1.02389	41	0.8650		x	2.9653	13.44	x		4.7086	-1.33
Wed	02/26/20	257.00628	1.02386	42	0.8860		x	2.9443	13.47	x		4.7296	-1.36
Thu	02/27/20	256.99821	1.02383	43	0.9071		x	2.9232	13.50	x		4.7507	-1.39
Fri	02/28/20	256.99014	1.02380	44	0.9282		x	2.9021	13.53	x		4.7718	-1.42
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	03/02/20	257.00616	1.02386	47	0.9915		x	2.8388	13.47	x		4.8351	-1.36
Tue	03/03/20	257.03832	1.02399	48	1.0127		x	2.8176	13.34	x		4.8563	-1.23
Wed	03/04/20	257.07048	1.02412	49	1.0340		x	2.7963	13.21	x		4.8776	-1.10
Thu	03/05/20	257.10265	1.02425	50	1.0552		x	2.7751	13.08	x		4.8988	-0.97
Fri	03/06/20	257.13481	1.02437	51	1.0764		x	2.7539	12.96	x		4.9200	-0.85
Mon	03/09/20	257.23129	1.02476	54	1.1402		x	2.6901	12.57	x		4.9838	-0.46
Tue	03/10/20	257.26345	1.02489	55	1.1614		x	2.6689	12.44	x		5.0050	-0.33
Wed	03/11/20	257.29561	1.02501	56	1.1827		x	2.6476	12.32	x		5.0263	-0.21
Thu	03/12/20	257.32777	1.02514	57	1.2040		x	2.6263	12.19	x		5.0476	-0.08
Fri	03/13/20	257.35994	1.02527	58	1.2253		x	2.6050	12.06	x		5.0689	0.05
Mon	03/16/20	257.45642	1.02566	61	1.2891		x	2.5412	11.67	x		5.1327	0.44
Tue	03/17/20	257.48858	1.02578	62	1.3104		x	2.5199	11.55	x		5.1540	0.56
Wed	03/18/20	257.52074	1.02591	63	1.3317		x	2.4986	11.42	x		5.1753	0.69
Thu	03/19/20	257.55290	1.02604	64	1.3530		x	2.4773	11.29	x		5.1966	0.82
Fri	03/20/20	257.58506	1.02617	65	1.3743		x	2.4560	11.16	x		5.2179	0.95
Mon	03/23/20	257.68155	1.02655	68	1.4383		x	2.3920	10.78	x		5.2819	1.33
Tue	03/24/20	257.71371	1.02668	69	1.4596		x	2.3707	10.65	x		5.3032	1.46
Wed	03/25/20	257.74587	1.02681	70	1.4810		x	2.3493	10.52	x		5.3246	1.59
Thu	03/26/20	257.77803	1.02694	71	1.5023		x	2.3280	10.39	x		5.3459	1.72
Fri	03/27/20	257.81019	1.02706	72	1.5237		x	2.3066	10.27	x		5.3673	1.84
Mon	03/30/20	257.90668	1.02745	75	1.5877		x	2.2426	9.88	x		5.4313	2.23
Tue	03/31/20	257.93884	1.02758	76	1.6091		x	2.2212	9.75	x		5.4527	2.36
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	1.02771	77	1.6305		x	2.1998	9.62	x		5.4741	2.49
Thu	04/02/20	257.99457	1.02780	78	1.6518		x	2.1785	9.53	x		5.4954	2.58
Fri	04/03/20	258.01813	1.02789	79	1.6731		x	2.1572	9.44	x		5.5167	2.67
Mon	04/06/20	258.08883	1.02817	82	1.7372		x	2.0931	9.16	x		5.5808	2.95
Tue	04/07/20	258.11240	1.02827	83	1.7585		x	2.0718	9.06	x		5.6021	3.05
Wed	04/08/20	258.13597	1.02836	84	1.7799		x	2.0504	8.97	x		5.6235	3.14
Thu	04/09/20	258.15953	1.02846	85	1.8012		x	2.0291	8.87	x		5.6448	3.24
Fri	04/10/20	258.18310	1.02855	86	1.8226		x	2.0077	8.78	x		5.6662	3.33
Mon	04/13/20	258.25380	1.02883	89	1.8867		x	1.9436	8.50	x		5.7303	3.61
Tue	04/14/20	258.27737	1.02893	90	1.9080		x	1.9223	8.40	x		5.7516	3.71
Wed	04/15/20	258.30093	1.02902	91	1.9294		x	1.9009	8.31	x		5.7730	3.80
Thu	04/16/20	258.32450	1.02911	92	1.9508		x	1.8795	8.22	x		5.7944	3.89
Fri	04/17/20	258.34807	1.02921	93	1.9722		x	1.8581	8.12	x		5.8158	3.99
Mon	04/20/20	258.41877	1.02949	96	2.0364		x	1.7939	7.84	x		5.8800	4.27
Tue	04/21/20	258.44233	1.02958	97	2.0577		x	1.7726	7.75	x		5.9013	4.36
Wed	04/22/20	258.46590	1.02968	98	2.0792		x	1.7511	7.65	x		5.9228	4.46
Thu	04/23/20	258.48947	1.02977	99	2.1006		x	1.7297	7.56	x		5.9442	4.55
Fri	04/24/20	258.51303	1.02986	100	2.1220		x	1.7083	7.47	x		5.9656	4.64
Mon	04/27/20	258.58373	1.03015	103	2.1862		x	1.6441	7.18	x		6.0298	4.93
Tue	04/28/20	258.60730	1.03024	104	2.2077		x	1.6226	7.09	x		6.0513	5.02
Wed	04/29/20	258.63087	1.03033	105	2.2291		x	1.6012	7.00	x		6.0727	5.11
Thu	04/30/20	258.65443	1.03043	106	2.2505		x	1.5798	6.90	x		6.0941	5.21
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	1.03052	107	2.2720		x	1.5583	6.81	x		6.1156	5.30
Mon	05/04/20	258.62352	1.03030	110	2.3352		x	1.4951	7.03	x		6.1788	5.08
Tue	05/05/20	258.60535	1.03023	111	2.3562		x	1.4741	7.10	x		6.1998	5.01
Wed	05/06/20	258.58719	1.03016	112	2.3773		x	1.4530	7.17	x		6.2209	4.94
Thu	05/07/20	258.56903	1.03009	113	2.3984		x	1.4319	7.24	x		6.2420	4.87
Fri	05/08/20	258.55087	1.03002	114	2.4194		x	1.4109	7.31	x		6.2630	4.80
Mon	05/11/20	258.49639	1.02980	117	2.4826		x	1.3477	7.53	x		6.3262	4.58
Tue	05/12/20	258.47823	1.02973	118	2.5036		x	1.3267	7.60	x		6.3472	4.51
Wed	05/13/20	258.46006	1.02965	119	2.5246		x	1.3057	7.68	x		6.3682	4.43
Thu	05/14/20	258.44190	1.02958	120	2.5457		x	1.2846	7.75	x		6.3893	4.36
Fri	05/15/20	258.42374	1.02951	121	2.5667		x	1.2636	7.82	x		6.4103	4.29
Mon	05/18/20	258.36926	1.02929	124	2.6298		x	1.2005	8.04	x		6.4734	4.07
Tue	05/19/20	258.35110	1.02922	125	2.6508		x	1.1795	8.11	x		6.4944	4.00
Wed	05/20/20	258.33294	1.02915	126	2.6718		x	1.1585	8.18	x		6.5154	3.93
Thu	05/21/20	258.31477	1.02907	127	2.6928		x	1.1375	8.26	x		6.5364	3.85
Fri	05/22/20	258.29661	1.02900	128	2.7138		x	1.1165	8.33	x		6.5574	3.78
Mon	05/25/20	258.24213	1.02879	131	2.7769		x	1.0534	8.54	x		6.6205	3.57
Tue	05/26/20	258.22397	1.02871	132	2.7979		x	1.0324	8.62	x		6.6415	3.49
Wed	05/27/20	258.20581	1.02864	133	2.8189		x	1.0114	8.69	x		6.6625	3.42
Thu	05/28/20	258.18765	1.02857	134	2.8399		x	0.9904	8.76	x		6.6835	3.35
Fri	05/29/20	258.16948	1.02850	135	2.8609		x	0.9694	8.83	x		6.7045	3.28
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	1.02828	138	2.9238		x	0.9065	9.05	x		6.7674	3.06
Tue	06/02/20	258.05747	1.02805	139	2.9443		x	0.8860	9.28	x		6.7879	2.83
Wed	06/03/20	257.99993	1.02782	140	2.9649		x	0.8654	9.51	x		6.8085	2.60
Thu	06/04/20	257.94240	1.02759	141	2.9854		x	0.8449	9.74	x		6.8290	2.37
Fri	06/05/20	257.88487	1.02736	142	3.0059		x	0.8244	9.97	x		6.8495	2.14
Mon	06/08/20	257.71227	1.02667	145	3.0673		x	0.7630	10.66	x		6.9109	1.45
Tue	06/09/20	257.65473	1.02645	146	3.0878		x	0.7425	10.88	x		6.9314	1.23
Wed	06/10/20	257.59720	1.02622	147	3.1083		x	0.7220	11.11	x		6.9519	1.00
Thu	06/11/20	257.53967	1.02599	148	3.1287		x	0.7016	11.34	x		6.9723	0.77
Fri	06/12/20	257.48213	1.02576	149	3.1491		x	0.6812	11.57	x		6.9927	0.54
Mon	06/15/20	257.30953	1.02507	152	3.2104		x	0.6199	12.26	x		7.0540	-0.15
Tue	06/16/20	257.25200	1.02484	153	3.2308		x	0.5995	12.49	x		7.0744	-0.38
Wed	06/17/20	257.19447	1.02461	154	3.2512		x	0.5791	12.72	x		7.0948	-0.61
Thu	06/18/20	257.13693	1.02438	155	3.2715		x	0.5588	12.95	x		7.1151	-0.84
Fri	06/19/20	257.07940	1.02415	156	3.2919		x	0.5384	13.18	x		7.1355	-1.07
Mon	06/22/20	256.90680	1.02347	159	3.3530		x	0.4773	13.86	x		7.1966	-1.75
Tue	06/23/20	256.84927	1.02324	160	3.3733		x	0.4570	14.09	x		7.2169	-1.98
Wed	06/24/20	256.79173	1.02301	161	3.3936		x	0.4367	14.32	x		7.2372	-2.21
Thu	06/25/20	256.73420	1.02278	162	3.4139		x	0.4164	14.55	x		7.2575	-2.44
Fri	06/26/20	256.67667	1.02255	163	3.4343		x	0.3960	14.78	x		7.2779	-2.67
Mon	06/29/20	256.50407	1.02186	166	3.4951		x	0.3352	15.47	x		7.3387	-3.36
Tue	06/30/20	256.44653	1.02163	167	3.5154		x	0.3149	15.70	x		7.3590	-3.59
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	1.02140	168	3.5356		x	0.2947	15.93	x		7.3792	-3.82
Thu	07/02/20	256.38916	1.02140	169	3.5567		x	0.2736	15.93	x		7.4003	-3.82
Fri	07/03/20	256.38932	1.02140	170	3.5777		x	0.2526	15.93	x		7.4213	-3.82
Mon	07/06/20	256.38981	1.02141	173	3.6409		x	0.1894	15.92	x		7.4845	-3.81
Tue	07/07/20	256.38997	1.02141	174	3.6619		x	0.1684	15.92	x		7.5055	-3.81
Wed	07/08/20	256.39013	1.02141	175	3.6830		x	0.1473	15.92	x		7.5266	-3.81
Thu	07/09/20	256.39029	1.02141	176	3.7040		x	0.1263	15.92	x		7.5476	-3.81
Fri	07/10/20	256.39045	1.02141	177	3.7251		x	0.1052	15.92	x		7.5687	-3.81
Mon	07/13/20	256.39094	1.02141	180	3.7882		x	0.0421	15.92	x		7.6318	-3.81
Tue	07/14/20	256.39110	1.02141	181	3.8092		x	0.0211	15.92	x		7.6528	-3.81
Wed	07/15/20	256.39126	1.02141	0	0.0000			0.0000	15.92	x	x	7.6739	-3.81
Thu	07/16/20	256.39142	1.02141	1	0.0208			-0.0208	15.92	x	x	7.6947	-3.81
Fri	07/17/20	256.39158	1.02141	2	0.0416			-0.0416	15.92	x	x	7.7155	-3.81
Mon	07/20/20	256.39206	1.02141	5	0.1041			-0.1041	15.92	x	x	7.7780	-3.81
Tue	07/21/20	256.39223	1.02142	6	0.1249			-0.1249	15.91	x	x	7.7988	-3.80
Wed	07/22/20	256.39239	1.02142	7	0.1457			-0.1457	15.91	x	x	7.8196	-3.80
Thu	07/23/20	256.39255	1.02142	8	0.1665			-0.1665	15.91	x	x	7.8404	-3.80
Fri	07/24/20	256.39271	1.02142	9	0.1874			-0.1874	15.91	x	x	7.8613	-3.80
Mon	07/27/20	256.39319	1.02142	12	0.2498			-0.2498	15.91	x	x	7.9237	-3.80
Tue	07/28/20	256.39335	1.02142	13	0.2706			-0.2706	15.91	x	x	7.9445	-3.80
Wed	07/29/20	256.39352	1.02142	14	0.2914			-0.2914	15.91	x	x	7.9653	-3.80
Thu	07/30/20	256.39368	1.02142	15	0.3123			-0.3123	15.91	x	x	7.9862	-3.80
Fri	07/31/20	256.39384	1.02142	16	0.3331			-0.3331	15.91	x	x	8.0070	-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
Mon	08/03/20	256.48452	1.02178	19	0.3957			-0.3957	15.55	x	x	8.0696	-3.44
Tue	08/04/20	256.52977	1.02196	20	0.4166			-0.4166	15.37	x	x	8.0905	-3.26
Wed	08/05/20	256.57503	1.02214	21	0.4375			-0.4375	15.19	x	x	8.1114	-3.08
Thu	08/06/20	256.62029	1.02232	22	0.4584			-0.4584	15.01	x	x	8.1323	-2.90
Fri	08/07/20	256.66555	1.02250	23	0.4793			-0.4793	14.83	x	x	8.1532	-2.72
Mon	08/10/20	256.80132	1.02305	26	0.5421			-0.5421	14.28	x	x	8.2160	-2.17
Tue	08/11/20	256.84658	1.02323	27	0.5631			-0.5631	14.10	x	x	8.2370	-1.99
Wed	08/12/20	256.89184	1.02341	28	0.5840			-0.5840	13.92	x	x	8.2579	-1.81
Thu	08/13/20	256.93710	1.02359	29	0.6050			-0.6050	13.74	x	x	8.2789	-1.63
Fri	08/14/20	256.98235	1.02377	30	0.6259			-0.6259	13.56	x	x	8.2998	-1.45
Mon	08/17/20	257.11813	1.02431	33	0.6889			-0.6889	13.02	x	x	8.3628	-0.91
Tue	08/18/20	257.16339	1.02449	34	0.7099			-0.7099	12.84	x	x	8.3838	-0.73
Wed	08/19/20	257.20865	1.02467	35	0.7309			-0.7309	12.66	x	x	8.4048	-0.55
Thu	08/20/20	257.25390	1.02485	36	0.7519			-0.7519	12.48	x	x	8.4258	-0.37
Fri	08/21/20	257.29916	1.02503	37	0.7730			-0.7730	12.30	x	x	8.4469	-0.19
Mon	08/24/20	257.43494	1.02557	40	0.8361			-0.8361	11.76	x	x	8.5100	0.35
Tue	08/25/20	257.48019	1.02575	41	0.8571			-0.8571	11.58	x	x	8.5310	0.53
Wed	08/26/20	257.52545	1.02593	42	0.8782			-0.8782	11.40	x	x	8.5521	0.71
Thu	08/27/20	257.57071	1.02611	43	0.8992			-0.8992	11.22	x	x	8.5731	0.89
Fri	08/28/20	257.61597	1.02629	44	0.9203			-0.9203	11.04	x	x	8.5942	1.07
Mon	08/31/20	257.75174	1.02683	47	0.9836			-0.9836	10.50	x	x	8.6575	1.61
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	1.02701	48	1.0047			-1.0047	10.32	x	x	8.6786	1.79
Wed	09/02/20	257.84047	1.02719	49	1.0258			-1.0258	10.14	x	x	8.6997	1.97
Thu	09/03/20	257.88393	1.02736	50	1.0469			-1.0469	9.97	x	x	8.7208	2.14
Fri	09/04/20	257.92740	1.02753	51	1.0680			-1.0680	9.80	x	x	8.7419	2.31
Mon	09/07/20	258.05780	1.02805	54	1.1314			-1.1314	9.28	x	x	8.8053	2.83
Tue	09/08/20	258.10127	1.02822	55	1.1526			-1.1526	9.11	x	x	8.8265	3.00
Wed	09/09/20	258.14473	1.02840	56	1.1737			-1.1737	8.93	x	x	8.8476	3.18
Thu	09/10/20	258.18820	1.02857	57	1.1949			-1.1949	8.76	x	x	8.8688	3.35
Fri	09/11/20	258.23167	1.02874	58	1.2160			-1.2160	8.59	x	x	8.8899	3.52
Mon	09/14/20	258.36207	1.02926	61	1.2796			-1.2796	8.07	x	x	8.9535	4.04
Tue	09/15/20	258.40553	1.02944	62	1.3008			-1.3008	7.89	x	x	8.9747	4.22
Wed	09/16/20	258.44900	1.02961	63	1.3220			-1.3220	7.72	x	x	8.9959	4.39
Thu	09/17/20	258.49247	1.02978	64	1.3432			-1.3432	7.55	x	x	9.0171	4.56
Fri	09/18/20	258.53593	1.02996	65	1.3644			-1.3644	7.37	x	x	9.0383	4.74
Mon	09/21/20	258.66633	1.03048	68	1.4281			-1.4281	6.85	x	x	9.1020	5.26
Tue	09/22/20	258.70980	1.03065	69	1.4494			-1.4494	6.68	x	x	9.1233	5.43
Wed	09/23/20	258.75327	1.03082	70	1.4706			-1.4706	6.51	x	x	9.1445	5.60
Thu	09/24/20	258.79673	1.03099	71	1.4919			-1.4919	6.34	x	x	9.1658	5.77
Fri	09/25/20	258.84020	1.03117	72	1.5131			-1.5131	6.16	x	x	9.1870	5.95
Mon	09/28/20	258.97060	1.03169	75	1.5770			-1.5770	5.64	x	x	9.2509	6.47
Tue	09/29/20	259.01407	1.03186	76	1.5983			-1.5983	5.47	x	x	9.2722	6.64
Wed	09/30/20	259.05753	1.03203	77	1.6196			-1.6196	5.30	x	x	9.2935	6.81
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	1.03221	78	1.6409			-1.6409	5.12	x	x	9.3148	6.99
Fri	10/02/20	259.12735	1.03231	79	1.6621			-1.6621	5.02	x	x	9.3360	7.09
Mon	10/05/20	259.20642	1.03263	82	1.7257			-1.7257	4.70	x	x	9.3996	7.41
Tue	10/06/20	259.23277	1.03273	83	1.7469			-1.7469	4.60	x	x	9.4208	7.51
Wed	10/07/20	259.25913	1.03284	84	1.7682			-1.7682	4.49	x	x	9.4421	7.62
Thu	10/08/20	259.28548	1.03294	85	1.7894			-1.7894	4.39	x	x	9.4633	7.72
Fri	10/09/20	259.31184	1.03305	86	1.8106			-1.8106	4.28	x	x	9.4845	7.83
Mon	10/12/20	259.39090	1.03336	89	1.8744			-1.8744	3.97	x	x	9.5483	8.14
Tue	10/13/20	259.41726	1.03347	90	1.8956			-1.8956	3.86	x	x	9.5695	8.25
Wed	10/14/20	259.44361	1.03357	91	1.9169			-1.9169	3.76	x	x	9.5908	8.35
Thu	10/15/20	259.46997	1.03368	92	1.9381			-1.9381	3.65	x	x	9.6120	8.46
Fri	10/16/20	259.49632	1.03378	93	1.9594			-1.9594	3.55	x	x	9.6333	8.56
Mon	10/19/20	259.57539	1.03410	96	2.0232			-2.0232	3.23	x	x	9.6971	8.88
Tue	10/20/20	259.60174	1.03420	97	2.0445			-2.0445	3.13	x	x	9.7184	8.98
Wed	10/21/20	259.62810	1.03431	98	2.0658			-2.0658	3.02	x	x	9.7397	9.09
Thu	10/22/20	259.65445	1.03441	99	2.0871			-2.0871	2.92	x	x	9.7610	9.19
Fri	10/23/20	259.68081	1.03452	100	2.1084			-2.1084	2.81	x	x	9.7823	9.30
Mon	10/26/20	259.75987	1.03483	103	2.1723			-2.1723	2.50	x	x	9.8462	9.61
Tue	10/27/20	259.78623	1.03494	104	2.1936			-2.1936	2.39	x	x	9.8675	9.72
Wed	10/28/20	259.81258	1.03504	105	2.2149			-2.2149	2.29	x	x	9.8888	9.82
Thu	10/29/20	259.83894	1.03515	106	2.2363			-2.2363	2.18	x	x	9.9102	9.93
Fri	10/30/20	259.86529	1.03525	107	2.2576			-2.2576	2.08	x	x	9.9315	10.03
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	1.03551	110	2.3215			-2.3215	1.82	x	x	9.9954	10.29
Tue	11/03/20	259.94213	1.03556	111	2.3427			-2.3427	1.77	x	x	10.0166	10.34
Wed	11/04/20	259.95420	1.03561	112	2.3639			-2.3639	1.72	x	x	10.0378	10.39
Thu	11/05/20	259.96627	1.03565	113	2.3851			-2.3851	1.68	x	x	10.0590	10.43
Fri	11/06/20	259.97833	1.03570	114	2.4063			-2.4063	1.63	x	x	10.0802	10.48
Mon	11/09/20	260.01453	1.03585	117	2.4700			-2.4700	1.48	x	x	10.1439	10.63
Tue	11/10/20	260.02660	1.03589	118	2.4912			-2.4912	1.44	x	x	10.1651	10.67
Wed	11/11/20	260.03867	1.03594	119	2.5124			-2.5124	1.39	x	x	10.1863	10.72
Thu	11/12/20	260.05073	1.03599	120	2.5337			-2.5337	1.34	x	x	10.2076	10.77
Fri	11/13/20	260.06280	1.03604	121	2.5549			-2.5549	1.29	x	x	10.2288	10.82
Mon	11/16/20	260.09900	1.03618	124	2.6186			-2.6186	1.15	x	x	10.2925	10.96
Tue	11/17/20	260.11107	1.03623	125	2.6399			-2.6399	1.10	x	x	10.3138	11.01
Wed	11/18/20	260.12313	1.03628	126	2.6611			-2.6611	1.05	x	x	10.3350	11.06
Thu	11/19/20	260.13520	1.03633	127	2.6823			-2.6823	1.00	x	x	10.3562	11.11
Fri	11/20/20	260.14727	1.03637	128	2.7036			-2.7036	0.96	x	x	10.3775	11.15
Mon	11/23/20	260.18347	1.03652	131	2.7673			-2.7673	0.81	x	x	10.4412	11.30
Tue	11/24/20	260.19553	1.03657	132	2.7886			-2.7886	0.76	x	x	10.4625	11.35
Wed	11/25/20	260.20760	1.03662	133	2.8099			-2.8099	0.71	x	x	10.4838	11.40
Thu	11/26/20	260.21967	1.03666	134	2.8311			-2.8311	0.67	x	x	10.5050	11.44
Fri	11/27/20	260.23173	1.03671	135	2.8524			-2.8524	0.62	x	x	10.5263	11.49
Mon	11/30/20	260.26793	1.03686	138	2.9162			-2.9162	0.47	x	x	10.5901	11.64
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	1.03690	139	2.9374			-2.9374	0.43	x	x	10.6113	11.68
Wed	12/02/20	260.28348	1.03692	140	2.9586			-2.9586	0.41	x	x	10.6325	11.70
Thu	12/03/20	260.28697	1.03693	141	2.9798			-2.9798	0.40	x	x	10.6537	11.71
Fri	12/04/20	260.29045	1.03695	142	3.0010			-3.0010	0.38	x	x	10.6749	11.73
Mon	12/07/20	260.30090	1.03699	145	3.0645			-3.0645	0.34	x	x	10.7384	11.77
Tue	12/08/20	260.30439	1.03700	146	3.0856			-3.0856	0.33	x	x	10.7595	11.78
Wed	12/09/20	260.30787	1.03701	147	3.1068			-3.1068	0.32	x	x	10.7807	11.79
Thu	12/10/20	260.31135	1.03703	148	3.1280			-3.1280	0.30	x	x	10.8019	11.81
Fri	12/11/20	260.31484	1.03704	149	3.1492			-3.1492	0.29	x	x	10.8231	11.82
Mon	12/14/20	260.32529	1.03708	152	3.2127			-3.2127	0.25	x	x	10.8866	11.86
Tue	12/15/20	260.32877	1.03710	153	3.2339			-3.2339	0.23	x	x	10.9078	11.88
Wed	12/16/20	260.33226	1.03711	154	3.2551			-3.2551	0.22	x	x	10.9290	11.89
Thu	12/17/20	260.33574	1.03713	155	3.2763			-3.2763	0.20	x	x	10.9502	11.91
Fri	12/18/20	260.33923	1.03714	156	3.2974			-3.2974	0.19	x	x	10.9713	11.92
Mon	12/21/20	260.34968	1.03718	159	3.3610			-3.3610	0.15	x	x	11.0349	11.96
Tue	12/22/20	260.35316	1.03720	160	3.3822			-3.3822	0.13	x	x	11.0561	11.98
Wed	12/23/20	260.35665	1.03721	161	3.4033			-3.4033	0.12	x	x	11.0772	11.99
Thu	12/24/20	260.36013	1.03722	162	3.4245			-3.4245	0.11	x	x	11.0984	12.00
Fri	12/25/20	260.36361	1.03724	163	3.4457			-3.4457	0.09	x	x	11.1196	12.02
Mon	12/28/20	260.37406	1.03728	166	3.5093			-3.5093	0.05	x	x	11.1832	12.06
Tue	12/29/20	260.37755	1.03729	167	3.5305			-3.5305	0.04	x	x	11.2044	12.07
Wed	12/30/20	260.38103	1.03731	168	3.5517			-3.5517	0.02	x	x	11.2256	12.09
Thu	12/31/20	260.38452	1.03732	169	3.5728			-3.5728	0.01	x	x	11.2467	12.10
Fri	01/01/21	260.38800	1.03733

Generated 12/10/20 09:32