0.125% 5-Year Treasury Inflation Protected Security (TIPS) due October 15, 2024

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

CUSIP Number	912828YL8	Interest 04/15/20 (183 days)	$0.6292
Dated Date	October 15, 2019	Interest 10/15/20 (183 days)	$0.6321
Ref CPI on Dated Date	256.56513	Interest Total	$1.2613
Original Issue Date	October 31, 2019	Interest 04/15/21 (182 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	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Wed	01/01/20	257.34600	1.00304	78	0.2672	x	x	0.9941	11.86			0.2672	0.00
Thu	01/02/20	257.34155	1.00303	79	0.2706	x	x	0.9907	11.87			0.2706	-0.01
Fri	01/03/20	257.33710	1.00301	80	0.2740	x	x	0.9873	11.89			0.2740	-0.03
Mon	01/06/20	257.32374	1.00296	83	0.2843	x	x	0.9770	11.94			0.2843	-0.08
Tue	01/07/20	257.31929	1.00294	84	0.2877	x	x	0.9736	11.96			0.2877	-0.10
Wed	01/08/20	257.31484	1.00292	85	0.2911	x	x	0.9702	11.98			0.2911	-0.12
Thu	01/09/20	257.31039	1.00290	86	0.2946	x	x	0.9667	12.00			0.2946	-0.14
Fri	01/10/20	257.30594	1.00289	87	0.2980	x	x	0.9633	12.01			0.2980	-0.15
Mon	01/13/20	257.29258	1.00284	90	0.3082	x	x	0.9531	12.06			0.3082	-0.20
Tue	01/14/20	257.28813	1.00282	91	0.3117	x	x	0.9496	12.08			0.3117	-0.22
Wed	01/15/20	257.28368	1.00280	92	0.3151	x	x	0.9462	12.10			0.3151	-0.24
Thu	01/16/20	257.27923	1.00278	93	0.3185	x	x	0.9428	12.12			0.3185	-0.26
Fri	01/17/20	257.27477	1.00277	94	0.3219	x	x	0.9394	12.13			0.3219	-0.27
Mon	01/20/20	257.26142	1.00271	97	0.3322	x	x	0.9291	12.19			0.3322	-0.33
Tue	01/21/20	257.25697	1.00270	98	0.3356	x	x	0.9257	12.20			0.3356	-0.34
Wed	01/22/20	257.25252	1.00268	99	0.3390	x	x	0.9223	12.22			0.3390	-0.36
Thu	01/23/20	257.24806	1.00266	100	0.3424	x	x	0.9189	12.24			0.3424	-0.38
Fri	01/24/20	257.24361	1.00264	101	0.3459	x	x	0.9154	12.26			0.3459	-0.40
Mon	01/27/20	257.23026	1.00259	104	0.3561	x	x	0.9052	12.31			0.3561	-0.45
Tue	01/28/20	257.22581	1.00258	105	0.3595	x	x	0.9018	12.32			0.3595	-0.46
Wed	01/29/20	257.22135	1.00256	106	0.3629	x	x	0.8984	12.34			0.3629	-0.48
Thu	01/30/20	257.21690	1.00254	107	0.3664	x	x	0.8949	12.36			0.3664	-0.50
Fri	01/31/20	257.21245	1.00252	108	0.3698	x	x	0.8915	12.38			0.3698	-0.52
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Mon	02/03/20	257.19186	1.00244	111	0.3800	x	x	0.8813	12.46			0.3800	-0.60
Tue	02/04/20	257.18379	1.00241	112	0.3834	x	x	0.8779	12.49			0.3834	-0.63
Wed	02/05/20	257.17572	1.00238	113	0.3868	x	x	0.8745	12.52			0.3868	-0.66
Thu	02/06/20	257.16766	1.00235	114	0.3903	x	x	0.8710	12.55			0.3903	-0.69
Fri	02/07/20	257.15959	1.00232	115	0.3937	x	x	0.8676	12.58			0.3937	-0.72
Mon	02/10/20	257.13538	1.00222	118	0.4039	x	x	0.8574	12.68			0.4039	-0.82
Tue	02/11/20	257.12731	1.00219	119	0.4073	x	x	0.8540	12.71			0.4073	-0.85
Wed	02/12/20	257.11924	1.00216	120	0.4107	x	x	0.8506	12.74			0.4107	-0.88
Thu	02/13/20	257.11117	1.00213	121	0.4141	x	x	0.8472	12.77			0.4141	-0.91
Fri	02/14/20	257.10310	1.00210	122	0.4175	x	x	0.8438	12.80			0.4175	-0.94
Mon	02/17/20	257.07890	1.00200	125	0.4278	x	x	0.8335	12.90			0.4278	-1.04
Tue	02/18/20	257.07083	1.00197	126	0.4312	x	x	0.8301	12.93			0.4312	-1.07
Wed	02/19/20	257.06276	1.00194	127	0.4346	x	x	0.8267	12.96			0.4346	-1.10
Thu	02/20/20	257.05469	1.00191	128	0.4380	x	x	0.8233	12.99			0.4380	-1.13
Fri	02/21/20	257.04662	1.00188	129	0.4414	x	x	0.8199	13.02			0.4414	-1.16
Mon	02/24/20	257.02241	1.00178	132	0.4516	x	x	0.8097	13.12			0.4516	-1.26
Tue	02/25/20	257.01434	1.00175	133	0.4550	x	x	0.8063	13.15			0.4550	-1.29
Wed	02/26/20	257.00628	1.00172	134	0.4584	x	x	0.8029	13.18			0.4584	-1.32
Thu	02/27/20	256.99821	1.00169	135	0.4618	x	x	0.7995	13.21			0.4618	-1.35
Fri	02/28/20	256.99014	1.00166	136	0.4653	x	x	0.7960	13.24			0.4653	-1.38
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Mon	03/02/20	257.00616	1.00172	139	0.4755	x	x	0.7858	13.18			0.4755	-1.32
Tue	03/03/20	257.03832	1.00184	140	0.4790	x	x	0.7823	13.06			0.4790	-1.20
Wed	03/04/20	257.07048	1.00197	141	0.4825	x	x	0.7788	12.93			0.4825	-1.07
Thu	03/05/20	257.10265	1.00210	142	0.4860	x	x	0.7753	12.80			0.4860	-0.94
Fri	03/06/20	257.13481	1.00222	143	0.4895	x	x	0.7718	12.68			0.4895	-0.82
Mon	03/09/20	257.23129	1.00260	146	0.4999	x	x	0.7614	12.30			0.4999	-0.44
Tue	03/10/20	257.26345	1.00272	147	0.5034	x	x	0.7579	12.18			0.5034	-0.32
Wed	03/11/20	257.29561	1.00285	148	0.5069	x	x	0.7544	12.05			0.5069	-0.19
Thu	03/12/20	257.32777	1.00297	149	0.5104	x	x	0.7509	11.93			0.5104	-0.07
Fri	03/13/20	257.35994	1.00310	150	0.5139	x	x	0.7474	11.80			0.5139	0.06
Mon	03/16/20	257.45642	1.00347	153	0.5244	x	x	0.7369	11.43			0.5244	0.43
Tue	03/17/20	257.48858	1.00360	154	0.5278	x	x	0.7335	11.30			0.5278	0.56
Wed	03/18/20	257.52074	1.00372	155	0.5313	x	x	0.7300	11.18			0.5313	0.68
Thu	03/19/20	257.55290	1.00385	156	0.5348	x	x	0.7265	11.05			0.5348	0.81
Fri	03/20/20	257.58506	1.00398	157	0.5383	x	x	0.7230	10.92			0.5383	0.94
Mon	03/23/20	257.68155	1.00435	160	0.5488	x	x	0.7125	10.55			0.5488	1.31
Tue	03/24/20	257.71371	1.00448	161	0.5523	x	x	0.7090	10.42			0.5523	1.44
Wed	03/25/20	257.74587	1.00460	162	0.5558	x	x	0.7055	10.30			0.5558	1.56
Thu	03/26/20	257.77803	1.00473	163	0.5593	x	x	0.7020	10.17			0.5593	1.69
Fri	03/27/20	257.81019	1.00485	164	0.5628	x	x	0.6985	10.05			0.5628	1.81
Mon	03/30/20	257.90668	1.00523	167	0.5733	x	x	0.6880	9.67			0.5733	2.19
Tue	03/31/20	257.93884	1.00535	168	0.5768	x	x	0.6845	9.55			0.5768	2.31
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Wed	04/01/20	257.97100	1.00548	169	0.5803	x	x	0.6810	9.42			0.5803	2.44
Thu	04/02/20	257.99457	1.00557	170	0.5838	x	x	0.6775	9.33			0.5838	2.53
Fri	04/03/20	258.01813	1.00566	171	0.5873	x	x	0.6740	9.24			0.5873	2.62
Mon	04/06/20	258.08883	1.00594	174	0.5978	x	x	0.6635	8.96			0.5978	2.90
Tue	04/07/20	258.11240	1.00603	175	0.6013	x	x	0.6600	8.87			0.6013	2.99
Wed	04/08/20	258.13597	1.00612	176	0.6048	x	x	0.6565	8.78			0.6048	3.08
Thu	04/09/20	258.15953	1.00621	177	0.6083	x	x	0.6530	8.69			0.6083	3.17
Fri	04/10/20	258.18310	1.00631	178	0.6118	x	x	0.6495	8.59			0.6118	3.27
Mon	04/13/20	258.25380	1.00658	181	0.6222	x	x	0.6391	8.32			0.6222	3.54
Tue	04/14/20	258.27737	1.00667	182	0.6257	x	x	0.6356	8.23			0.6257	3.63
Wed	04/15/20	258.30093	1.00677	0	0.0000		x	0.6321	8.13	x		0.6292	3.73
Thu	04/16/20	258.32450	1.00686	1	0.0034		x	0.6287	8.04	x		0.6326	3.82
Fri	04/17/20	258.34807	1.00695	2	0.0069		x	0.6252	7.95	x		0.6361	3.91
Mon	04/20/20	258.41877	1.00722	5	0.0172		x	0.6149	7.68	x		0.6464	4.18
Tue	04/21/20	258.44233	1.00732	6	0.0206		x	0.6115	7.58	x		0.6498	4.28
Wed	04/22/20	258.46590	1.00741	7	0.0241		x	0.6080	7.49	x		0.6533	4.37
Thu	04/23/20	258.48947	1.00750	8	0.0275		x	0.6046	7.40	x		0.6567	4.46
Fri	04/24/20	258.51303	1.00759	9	0.0310		x	0.6011	7.31	x		0.6602	4.55
Mon	04/27/20	258.58373	1.00787	12	0.0413		x	0.5908	7.03	x		0.6705	4.83
Tue	04/28/20	258.60730	1.00796	13	0.0448		x	0.5873	6.94	x		0.6740	4.92
Wed	04/29/20	258.63087	1.00805	14	0.0482		x	0.5839	6.85	x		0.6774	5.01
Thu	04/30/20	258.65443	1.00814	15	0.0516		x	0.5805	6.76	x		0.6808	5.10
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Fri	05/01/20	258.67800	1.00824	16	0.0551		x	0.5770	6.66	x		0.6843	5.20
Mon	05/04/20	258.62352	1.00802	19	0.0654		x	0.5667	6.88	x		0.6946	4.98
Tue	05/05/20	258.60535	1.00795	20	0.0688		x	0.5633	6.95	x		0.6980	4.91
Wed	05/06/20	258.58719	1.00788	21	0.0723		x	0.5598	7.02	x		0.7015	4.84
Thu	05/07/20	258.56903	1.00781	22	0.0757		x	0.5564	7.09	x		0.7049	4.77
Fri	05/08/20	258.55087	1.00774	23	0.0792		x	0.5529	7.16	x		0.7084	4.70
Mon	05/11/20	258.49639	1.00753	26	0.0895		x	0.5426	7.37	x		0.7187	4.49
Tue	05/12/20	258.47823	1.00746	27	0.0929		x	0.5392	7.44	x		0.7221	4.42
Wed	05/13/20	258.46006	1.00739	28	0.0963		x	0.5358	7.51	x		0.7255	4.35
Thu	05/14/20	258.44190	1.00731	29	0.0998		x	0.5323	7.59	x		0.7290	4.27
Fri	05/15/20	258.42374	1.00724	30	0.1032		x	0.5289	7.66	x		0.7324	4.20
Mon	05/18/20	258.36926	1.00703	33	0.1135		x	0.5186	7.87	x		0.7427	3.99
Tue	05/19/20	258.35110	1.00696	34	0.1169		x	0.5152	7.94	x		0.7461	3.92
Wed	05/20/20	258.33294	1.00689	35	0.1204		x	0.5117	8.01	x		0.7496	3.85
Thu	05/21/20	258.31477	1.00682	36	0.1238		x	0.5083	8.08	x		0.7530	3.78
Fri	05/22/20	258.29661	1.00675	37	0.1272		x	0.5049	8.15	x		0.7564	3.71
Mon	05/25/20	258.24213	1.00654	40	0.1375		x	0.4946	8.36	x		0.7667	3.50
Tue	05/26/20	258.22397	1.00647	41	0.1409		x	0.4912	8.43	x		0.7701	3.43
Wed	05/27/20	258.20581	1.00639	42	0.1444		x	0.4877	8.51	x		0.7736	3.35
Thu	05/28/20	258.18765	1.00632	43	0.1478		x	0.4843	8.58	x		0.7770	3.28
Fri	05/29/20	258.16948	1.00625	44	0.1512		x	0.4809	8.65	x		0.7804	3.21
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Mon	06/01/20	258.11500	1.00604	47	0.1615		x	0.4706	8.86	x		0.7907	3.00
Tue	06/02/20	258.05747	1.00582	48	0.1649		x	0.4672	9.08	x		0.7941	2.78
Wed	06/03/20	257.99993	1.00559	49	0.1683		x	0.4638	9.31	x		0.7975	2.55
Thu	06/04/20	257.94240	1.00537	50	0.1717		x	0.4604	9.53	x		0.8009	2.33
Fri	06/05/20	257.88487	1.00514	51	0.1751		x	0.4570	9.76	x		0.8043	2.10
Mon	06/08/20	257.71227	1.00447	54	0.1853		x	0.4468	10.43	x		0.8145	1.43
Tue	06/09/20	257.65473	1.00425	55	0.1886		x	0.4435	10.65	x		0.8178	1.21
Wed	06/10/20	257.59720	1.00402	56	0.1920		x	0.4401	10.88	x		0.8212	0.98
Thu	06/11/20	257.53967	1.00380	57	0.1954		x	0.4367	11.10	x		0.8246	0.76
Fri	06/12/20	257.48213	1.00357	58	0.1988		x	0.4333	11.33	x		0.8280	0.53
Mon	06/15/20	257.30953	1.00290	61	0.2089		x	0.4232	12.00	x		0.8381	-0.14
Tue	06/16/20	257.25200	1.00268	62	0.2123		x	0.4198	12.22	x		0.8415	-0.36
Wed	06/17/20	257.19447	1.00245	63	0.2157		x	0.4164	12.45	x		0.8449	-0.59
Thu	06/18/20	257.13693	1.00223	64	0.2191		x	0.4130	12.67	x		0.8483	-0.81
Fri	06/19/20	257.07940	1.00200	65	0.2224		x	0.4097	12.90	x		0.8516	-1.04
Mon	06/22/20	256.90680	1.00133	68	0.2325		x	0.3996	13.57	x		0.8617	-1.71
Tue	06/23/20	256.84927	1.00111	69	0.2359		x	0.3962	13.79	x		0.8651	-1.93
Wed	06/24/20	256.79173	1.00088	70	0.2393		x	0.3928	14.02	x		0.8685	-2.16
Thu	06/25/20	256.73420	1.00066	71	0.2426		x	0.3895	14.24	x		0.8718	-2.38
Fri	06/26/20	256.67667	1.00043	72	0.2460		x	0.3861	14.47	x		0.8752	-2.61
Mon	06/29/20	256.50407	0.99976	75	0.2561		x	0.3760	15.14	x		0.8853	-3.28
Tue	06/30/20	256.44653	0.99954	76	0.2594		x	0.3727	15.36	x		0.8886	-3.50
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Wed	07/01/20	256.38900	0.99931	77	0.2628		x	0.3693	15.59	x		0.8920	-3.73
Thu	07/02/20	256.38916	0.99931	78	0.2662		x	0.3659	15.59	x		0.8954	-3.73
Fri	07/03/20	256.38932	0.99931	79	0.2696		x	0.3625	15.59	x		0.8988	-3.73
Mon	07/06/20	256.38981	0.99932	82	0.2799		x	0.3522	15.58	x		0.9091	-3.72
Tue	07/07/20	256.38997	0.99932	83	0.2833		x	0.3488	15.58	x		0.9125	-3.72
Wed	07/08/20	256.39013	0.99932	84	0.2867		x	0.3454	15.58	x		0.9159	-3.72
Thu	07/09/20	256.39029	0.99932	85	0.2901		x	0.3420	15.58	x		0.9193	-3.72
Fri	07/10/20	256.39045	0.99932	86	0.2935		x	0.3386	15.58	x		0.9227	-3.72
Mon	07/13/20	256.39094	0.99932	89	0.3038		x	0.3283	15.58	x		0.9330	-3.72
Tue	07/14/20	256.39110	0.99932	90	0.3072		x	0.3249	15.58	x		0.9364	-3.72
Wed	07/15/20	256.39126	0.99932	91	0.3106		x	0.3215	15.58	x		0.9398	-3.72
Thu	07/16/20	256.39142	0.99932	92	0.3140		x	0.3181	15.58	x		0.9432	-3.72
Fri	07/17/20	256.39158	0.99932	93	0.3174		x	0.3147	15.58	x		0.9466	-3.72
Mon	07/20/20	256.39206	0.99933	96	0.3276		x	0.3045	15.57	x		0.9568	-3.71
Tue	07/21/20	256.39223	0.99933	97	0.3311		x	0.3010	15.57	x		0.9603	-3.71
Wed	07/22/20	256.39239	0.99933	98	0.3345		x	0.2976	15.57	x		0.9637	-3.71
Thu	07/23/20	256.39255	0.99933	99	0.3379		x	0.2942	15.57	x		0.9671	-3.71
Fri	07/24/20	256.39271	0.99933	100	0.3413		x	0.2908	15.57	x		0.9705	-3.71
Mon	07/27/20	256.39319	0.99933	103	0.3515		x	0.2806	15.57	x		0.9807	-3.71
Tue	07/28/20	256.39335	0.99933	104	0.3550		x	0.2771	15.57	x		0.9842	-3.71
Wed	07/29/20	256.39352	0.99933	105	0.3584		x	0.2737	15.57	x		0.9876	-3.71
Thu	07/30/20	256.39368	0.99933	106	0.3618		x	0.2703	15.57	x		0.9910	-3.71
Fri	07/31/20	256.39384	0.99933	107	0.3652		x	0.2669	15.57	x		0.9944	-3.71
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Mon	08/03/20	256.48452	0.99969	110	0.3756		x	0.2565	15.21	x		1.0048	-3.35
Tue	08/04/20	256.52977	0.99986	111	0.3790		x	0.2531	15.04	x		1.0082	-3.18
Wed	08/05/20	256.57503	1.00004	112	0.3825		x	0.2496	14.86	x		1.0117	-3.00
Thu	08/06/20	256.62029	1.00021	113	0.3860		x	0.2461	14.69	x		1.0152	-2.83
Fri	08/07/20	256.66555	1.00039	114	0.3895		x	0.2426	14.51	x		1.0187	-2.65
Mon	08/10/20	256.80132	1.00092	117	0.4000		x	0.2321	13.98	x		1.0292	-2.12
Tue	08/11/20	256.84658	1.00110	118	0.4034		x	0.2287	13.80	x		1.0326	-1.94
Wed	08/12/20	256.89184	1.00127	119	0.4069		x	0.2252	13.63	x		1.0361	-1.77
Thu	08/13/20	256.93710	1.00145	120	0.4104		x	0.2217	13.45	x		1.0396	-1.59
Fri	08/14/20	256.98235	1.00163	121	0.4139		x	0.2182	13.27	x		1.0431	-1.41
Mon	08/17/20	257.11813	1.00216	124	0.4244		x	0.2077	12.74	x		1.0536	-0.88
Tue	08/18/20	257.16339	1.00233	125	0.4279		x	0.2042	12.57	x		1.0571	-0.71
Wed	08/19/20	257.20865	1.00251	126	0.4314		x	0.2007	12.39	x		1.0606	-0.53
Thu	08/20/20	257.25390	1.00268	127	0.4349		x	0.1972	12.22	x		1.0641	-0.36
Fri	08/21/20	257.29916	1.00286	128	0.4384		x	0.1937	12.04	x		1.0676	-0.18
Mon	08/24/20	257.43494	1.00339	131	0.4489		x	0.1832	11.51	x		1.0781	0.35
Tue	08/25/20	257.48019	1.00357	132	0.4524		x	0.1797	11.33	x		1.0816	0.53
Wed	08/26/20	257.52545	1.00374	133	0.4559		x	0.1762	11.16	x		1.0851	0.70
Thu	08/27/20	257.57071	1.00392	134	0.4594		x	0.1727	10.98	x		1.0886	0.88
Fri	08/28/20	257.61597	1.00410	135	0.4630		x	0.1691	10.80	x		1.0922	1.06
Mon	08/31/20	257.75174	1.00462	138	0.4735		x	0.1586	10.28	x		1.1027	1.58
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Tue	09/01/20	257.79700	1.00480	139	0.4770		x	0.1551	10.10	x		1.1062	1.76
Wed	09/02/20	257.84047	1.00497	140	0.4805		x	0.1516	9.93	x		1.1097	1.93
Thu	09/03/20	257.88393	1.00514	141	0.4840		x	0.1481	9.76	x		1.1132	2.10
Fri	09/04/20	257.92740	1.00531	142	0.4875		x	0.1446	9.59	x		1.1167	2.27
Mon	09/07/20	258.05780	1.00582	145	0.4981		x	0.1340	9.08	x		1.1273	2.78
Tue	09/08/20	258.10127	1.00599	146	0.5016		x	0.1305	8.91	x		1.1308	2.95
Wed	09/09/20	258.14473	1.00616	147	0.5051		x	0.1270	8.74	x		1.1343	3.12
Thu	09/10/20	258.18820	1.00633	148	0.5087		x	0.1234	8.57	x		1.1379	3.29
Fri	09/11/20	258.23167	1.00650	149	0.5122		x	0.1199	8.40	x		1.1414	3.46
Mon	09/14/20	258.36207	1.00700	152	0.5228		x	0.1093	7.90	x		1.1520	3.96
Tue	09/15/20	258.40553	1.00717	153	0.5263		x	0.1058	7.73	x		1.1555	4.13
Wed	09/16/20	258.44900	1.00734	154	0.5298		x	0.1023	7.56	x		1.1590	4.30
Thu	09/17/20	258.49247	1.00751	155	0.5333		x	0.0988	7.39	x		1.1625	4.47
Fri	09/18/20	258.53593	1.00768	156	0.5369		x	0.0952	7.22	x		1.1661	4.64
Mon	09/21/20	258.66633	1.00819	159	0.5475		x	0.0846	6.71	x		1.1767	5.15
Tue	09/22/20	258.70980	1.00836	160	0.5510		x	0.0811	6.54	x		1.1802	5.32
Wed	09/23/20	258.75327	1.00853	161	0.5546		x	0.0775	6.37	x		1.1838	5.49
Thu	09/24/20	258.79673	1.00870	162	0.5581		x	0.0740	6.20	x		1.1873	5.66
Fri	09/25/20	258.84020	1.00887	163	0.5616		x	0.0705	6.03	x		1.1908	5.83
Mon	09/28/20	258.97060	1.00938	166	0.5723		x	0.0598	5.52	x		1.2015	6.34
Tue	09/29/20	259.01407	1.00955	167	0.5758		x	0.0563	5.35	x		1.2050	6.51
Wed	09/30/20	259.05753	1.00971	168	0.5793		x	0.0528	5.19	x		1.2085	6.67
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Thu	10/01/20	259.10100	1.00988	169	0.5829		x	0.0492	5.02	x		1.2121	6.84
Fri	10/02/20	259.12735	1.00999	170	0.5864		x	0.0457	4.91	x		1.2156	6.95
Mon	10/05/20	259.20642	1.01029	173	0.5969		x	0.0352	4.61	x		1.2261	7.25
Tue	10/06/20	259.23277	1.01040	174	0.6004		x	0.0317	4.50	x		1.2296	7.36
Wed	10/07/20	259.25913	1.01050	175	0.6040		x	0.0281	4.40	x		1.2332	7.46
Thu	10/08/20	259.28548	1.01060	176	0.6075		x	0.0246	4.30	x		1.2367	7.56
Fri	10/09/20	259.31184	1.01071	177	0.6110		x	0.0211	4.19	x		1.2402	7.67
Mon	10/12/20	259.39090	1.01101	180	0.6215		x	0.0106	3.89	x		1.2507	7.97
Tue	10/13/20	259.41726	1.01112	181	0.6250		x	0.0071	3.78	x		1.2542	8.08
Wed	10/14/20	259.44361	1.01122	182	0.6286		x	0.0035	3.68	x		1.2578	8.18
Thu	10/15/20	259.46997	1.01132	0	0.0000			0.0000	3.58	x	x	1.2613	8.28
Fri	10/16/20	259.49632	1.01142	1	0.0035			-0.0035	3.48	x	x	1.2648	8.38
Mon	10/19/20	259.57539	1.01173	4	0.0139			-0.0139	3.17	x	x	1.2752	8.69
Tue	10/20/20	259.60174	1.01184	5	0.0174			-0.0174	3.06	x	x	1.2787	8.80
Wed	10/21/20	259.62810	1.01194	6	0.0209			-0.0209	2.96	x	x	1.2822	8.90
Thu	10/22/20	259.65445	1.01204	7	0.0243			-0.0243	2.86	x	x	1.2856	9.00
Fri	10/23/20	259.68081	1.01214	8	0.0278			-0.0278	2.76	x	x	1.2891	9.10
Mon	10/26/20	259.75987	1.01245	11	0.0382			-0.0382	2.45	x	x	1.2995	9.41
Tue	10/27/20	259.78623	1.01255	12	0.0417			-0.0417	2.35	x	x	1.3030	9.51
Wed	10/28/20	259.81258	1.01266	13	0.0452			-0.0452	2.24	x	x	1.3065	9.62
Thu	10/29/20	259.83894	1.01276	14	0.0487			-0.0487	2.14	x	x	1.3100	9.72
Fri	10/30/20	259.86529	1.01286	15	0.0522			-0.0522	2.04	x	x	1.3135	9.82
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Mon	11/02/20	259.93007	1.01312	18	0.0626			-0.0626	1.78	x	x	1.3239	10.08
Tue	11/03/20	259.94213	1.01316	19	0.0661			-0.0661	1.74	x	x	1.3274	10.12
Wed	11/04/20	259.95420	1.01321	20	0.0696			-0.0696	1.69	x	x	1.3309	10.17
Thu	11/05/20	259.96627	1.01326	21	0.0731			-0.0731	1.64	x	x	1.3344	10.22
Fri	11/06/20	259.97833	1.01330	22	0.0766			-0.0766	1.60	x	x	1.3379	10.26
Mon	11/09/20	260.01453	1.01344	25	0.0870			-0.0870	1.46	x	x	1.3483	10.40
Tue	11/10/20	260.02660	1.01349	26	0.0905			-0.0905	1.41	x	x	1.3518	10.45
Wed	11/11/20	260.03867	1.01354	27	0.0940			-0.0940	1.36	x	x	1.3553	10.50
Thu	11/12/20	260.05073	1.01359	28	0.0975			-0.0975	1.31	x	x	1.3588	10.55
Fri	11/13/20	260.06280	1.01363	29	0.1009			-0.1009	1.27	x	x	1.3622	10.59
Mon	11/16/20	260.09900	1.01377	32	0.1114			-0.1114	1.13	x	x	1.3727	10.73
Tue	11/17/20	260.11107	1.01382	33	0.1149			-0.1149	1.08	x	x	1.3762	10.78
Wed	11/18/20	260.12313	1.01387	34	0.1184			-0.1184	1.03	x	x	1.3797	10.83
Thu	11/19/20	260.13520	1.01391	35	0.1219			-0.1219	0.99	x	x	1.3832	10.87
Fri	11/20/20	260.14727	1.01396	36	0.1254			-0.1254	0.94	x	x	1.3867	10.92
Mon	11/23/20	260.18347	1.01410	39	0.1358			-0.1358	0.80	x	x	1.3971	11.06
Tue	11/24/20	260.19553	1.01415	40	0.1393			-0.1393	0.75	x	x	1.4006	11.11
Wed	11/25/20	260.20760	1.01420	41	0.1428			-0.1428	0.70	x	x	1.4041	11.16
Thu	11/26/20	260.21967	1.01424	42	0.1463			-0.1463	0.66	x	x	1.4076	11.20
Fri	11/27/20	260.23173	1.01429	43	0.1498			-0.1498	0.61	x	x	1.4111	11.25
Mon	11/30/20	260.26793	1.01443	46	0.1602			-0.1602	0.47	x	x	1.4215	11.39
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Tue	12/01/20	260.28000	1.01448	47	0.1637			-0.1637	0.42	x	x	1.4250	11.44
Wed	12/02/20	260.28348	1.01449	48	0.1672			-0.1672	0.41	x	x	1.4285	11.45
Thu	12/03/20	260.28697	1.01451	49	0.1707			-0.1707	0.39	x	x	1.4320	11.47
Fri	12/04/20	260.29045	1.01452	50	0.1742			-0.1742	0.38	x	x	1.4355	11.48
Mon	12/07/20	260.30090	1.01456	53	0.1847			-0.1847	0.34	x	x	1.4460	11.52
Tue	12/08/20	260.30439	1.01457	54	0.1881			-0.1881	0.33	x	x	1.4494	11.53
Wed	12/09/20	260.30787	1.01459	55	0.1916			-0.1916	0.31	x	x	1.4529	11.55
Thu	12/10/20	260.31135	1.01460	56	0.1951			-0.1951	0.30	x	x	1.4564	11.56
Fri	12/11/20	260.31484	1.01462	57	0.1986			-0.1986	0.28	x	x	1.4599	11.58
Mon	12/14/20	260.32529	1.01466	60	0.2091			-0.2091	0.24	x	x	1.4704	11.62
Tue	12/15/20	260.32877	1.01467	61	0.2126			-0.2126	0.23	x	x	1.4739	11.63
Wed	12/16/20	260.33226	1.01468	62	0.2160			-0.2160	0.22	x	x	1.4773	11.64
Thu	12/17/20	260.33574	1.01470	63	0.2195			-0.2195	0.20	x	x	1.4808	11.66
Fri	12/18/20	260.33923	1.01471	64	0.2230			-0.2230	0.19	x	x	1.4843	11.67
Mon	12/21/20	260.34968	1.01475	67	0.2335			-0.2335	0.15	x	x	1.4948	11.71
Tue	12/22/20	260.35316	1.01476	68	0.2370			-0.2370	0.14	x	x	1.4983	11.72
Wed	12/23/20	260.35665	1.01478	69	0.2405			-0.2405	0.12	x	x	1.5018	11.74
Thu	12/24/20	260.36013	1.01479	70	0.2439			-0.2439	0.11	x	x	1.5052	11.75
Fri	12/25/20	260.36361	1.01481	71	0.2474			-0.2474	0.09	x	x	1.5087	11.77
Mon	12/28/20	260.37406	1.01485	74	0.2579			-0.2579	0.05	x	x	1.5192	11.81
Tue	12/29/20	260.37755	1.01486	75	0.2614			-0.2614	0.04	x	x	1.5227	11.82
Wed	12/30/20	260.38103	1.01487	76	0.2649			-0.2649	0.03	x	x	1.5262	11.83
Thu	12/31/20	260.38452	1.01489	77	0.2684			-0.2684	0.01	x	x	1.5297	11.85
Fri	01/01/21	260.38800	1.01490

Generated 12/10/20 09:33