0.125% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2030

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

CUSIP Number	912828Z37
Dated Date	January 15, 2020	Interest 07/15/20 (182 days)	$0.6228
Ref CPI on Dated Date	257.28368
Original Issue Date	January 31, 2020	Interest 01/15/21 (184 days)

						Purchased on Settelment Date & held to 01/01/21				Held on 01/31/20 & 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
Fri	01/31/20	257.21245	0.99972	16	0.0549		x	0.5679	12.35			0.0549	0.00
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	0.99964	19	0.0652		x	0.5576	12.43			0.0652	-0.08
Tue	02/04/20	257.18379	0.99961	20	0.0687		x	0.5541	12.46			0.0687	-0.11
Wed	02/05/20	257.17572	0.99958	21	0.0721		x	0.5507	12.49			0.0721	-0.14
Thu	02/06/20	257.16766	0.99955	22	0.0755		x	0.5473	12.52			0.0755	-0.17
Fri	02/07/20	257.15959	0.99952	23	0.0789		x	0.5439	12.55			0.0789	-0.20
Mon	02/10/20	257.13538	0.99942	26	0.0892		x	0.5336	12.65			0.0892	-0.30
Tue	02/11/20	257.12731	0.99939	27	0.0927		x	0.5301	12.68			0.0927	-0.33
Wed	02/12/20	257.11924	0.99936	28	0.0961		x	0.5267	12.71			0.0961	-0.36
Thu	02/13/20	257.11117	0.99933	29	0.0995		x	0.5233	12.74			0.0995	-0.39
Fri	02/14/20	257.10310	0.99930	30	0.1029		x	0.5199	12.77			0.1029	-0.42
Mon	02/17/20	257.07890	0.99920	33	0.1132		x	0.5096	12.87			0.1132	-0.52
Tue	02/18/20	257.07083	0.99917	34	0.1167		x	0.5061	12.90			0.1167	-0.55
Wed	02/19/20	257.06276	0.99914	35	0.1201		x	0.5027	12.93			0.1201	-0.58
Thu	02/20/20	257.05469	0.99911	36	0.1235		x	0.4993	12.96			0.1235	-0.61
Fri	02/21/20	257.04662	0.99908	37	0.1269		x	0.4959	12.99			0.1269	-0.64
Mon	02/24/20	257.02241	0.99898	40	0.1372		x	0.4856	13.09			0.1372	-0.74
Tue	02/25/20	257.01434	0.99895	41	0.1406		x	0.4822	13.12			0.1406	-0.77
Wed	02/26/20	257.00628	0.99892	42	0.1441		x	0.4787	13.15			0.1441	-0.80
Thu	02/27/20	256.99821	0.99889	43	0.1475		x	0.4753	13.18			0.1475	-0.83
Fri	02/28/20	256.99014	0.99886	44	0.1509		x	0.4719	13.21			0.1509	-0.86
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	0.99892	47	0.1612		x	0.4616	13.15			0.1612	-0.80
Tue	03/03/20	257.03832	0.99905	48	0.1647		x	0.4581	13.02			0.1647	-0.67
Wed	03/04/20	257.07048	0.99917	49	0.1681		x	0.4547	12.90			0.1681	-0.55
Thu	03/05/20	257.10265	0.99930	50	0.1716		x	0.4512	12.77			0.1716	-0.42
Fri	03/06/20	257.13481	0.99942	51	0.1750		x	0.4478	12.65			0.1750	-0.30
Mon	03/09/20	257.23129	0.99980	54	0.1854		x	0.4374	12.27			0.1854	0.08
Tue	03/10/20	257.26345	0.99992	55	0.1889		x	0.4339	12.15			0.1889	0.20
Wed	03/11/20	257.29561	1.00005	56	0.1923		x	0.4305	12.02			0.1923	0.33
Thu	03/12/20	257.32777	1.00017	57	0.1958		x	0.4270	11.90			0.1958	0.45
Fri	03/13/20	257.35994	1.00030	58	0.1992		x	0.4236	11.77			0.1992	0.58
Mon	03/16/20	257.45642	1.00067	61	0.2096		x	0.4132	11.40			0.2096	0.95
Tue	03/17/20	257.48858	1.00080	62	0.2131		x	0.4097	11.27			0.2131	1.08
Wed	03/18/20	257.52074	1.00092	63	0.2165		x	0.4063	11.15			0.2165	1.20
Thu	03/19/20	257.55290	1.00105	64	0.2200		x	0.4028	11.02			0.2200	1.33
Fri	03/20/20	257.58506	1.00117	65	0.2235		x	0.3993	10.90			0.2235	1.45
Mon	03/23/20	257.68155	1.00155	68	0.2339		x	0.3889	10.52			0.2339	1.83
Tue	03/24/20	257.71371	1.00167	69	0.2373		x	0.3855	10.40			0.2373	1.95
Wed	03/25/20	257.74587	1.00180	70	0.2408		x	0.3820	10.27			0.2408	2.08
Thu	03/26/20	257.77803	1.00192	71	0.2443		x	0.3785	10.15			0.2443	2.20
Fri	03/27/20	257.81019	1.00205	72	0.2478		x	0.3750	10.02			0.2478	2.33
Mon	03/30/20	257.90668	1.00242	75	0.2582		x	0.3646	9.65			0.2582	2.70
Tue	03/31/20	257.93884	1.00255	76	0.2617		x	0.3611	9.52			0.2617	2.83
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	1.00267	77	0.2651		x	0.3577	9.40			0.2651	2.95
Thu	04/02/20	257.99457	1.00276	78	0.2686		x	0.3542	9.31			0.2686	3.04
Fri	04/03/20	258.01813	1.00285	79	0.2721		x	0.3507	9.22			0.2721	3.13
Mon	04/06/20	258.08883	1.00313	82	0.2825		x	0.3403	8.94			0.2825	3.41
Tue	04/07/20	258.11240	1.00322	83	0.2859		x	0.3369	8.85			0.2859	3.50
Wed	04/08/20	258.13597	1.00331	84	0.2894		x	0.3334	8.76			0.2894	3.59
Thu	04/09/20	258.15953	1.00340	85	0.2929		x	0.3299	8.67			0.2929	3.68
Fri	04/10/20	258.18310	1.00350	86	0.2964		x	0.3264	8.57			0.2964	3.78
Mon	04/13/20	258.25380	1.00377	89	0.3068		x	0.3160	8.30			0.3068	4.05
Tue	04/14/20	258.27737	1.00386	90	0.3103		x	0.3125	8.21			0.3103	4.14
Wed	04/15/20	258.30093	1.00395	91	0.3137		x	0.3091	8.12			0.3137	4.23
Thu	04/16/20	258.32450	1.00405	92	0.3172		x	0.3056	8.02			0.3172	4.33
Fri	04/17/20	258.34807	1.00414	93	0.3207		x	0.3021	7.93			0.3207	4.42
Mon	04/20/20	258.41877	1.00441	96	0.3311		x	0.2917	7.66			0.3311	4.69
Tue	04/21/20	258.44233	1.00450	97	0.3346		x	0.2882	7.57			0.3346	4.78
Wed	04/22/20	258.46590	1.00460	98	0.3381		x	0.2847	7.47			0.3381	4.88
Thu	04/23/20	258.48947	1.00469	99	0.3416		x	0.2812	7.38			0.3416	4.97
Fri	04/24/20	258.51303	1.00478	100	0.3450		x	0.2778	7.29			0.3450	5.06
Mon	04/27/20	258.58373	1.00505	103	0.3555		x	0.2673	7.02			0.3555	5.33
Tue	04/28/20	258.60730	1.00514	104	0.3590		x	0.2638	6.93			0.3590	5.42
Wed	04/29/20	258.63087	1.00524	105	0.3625		x	0.2603	6.83			0.3625	5.52
Thu	04/30/20	258.65443	1.00533	106	0.3660		x	0.2568	6.74			0.3660	5.61
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Fri	05/01/20	258.67800	1.00542	107	0.3694		x	0.2534	6.65			0.3694	5.70
Mon	05/04/20	258.62352	1.00521	110	0.3797		x	0.2431	6.86			0.3797	5.49
Tue	05/05/20	258.60535	1.00514	111	0.3831		x	0.2397	6.93			0.3831	5.42
Wed	05/06/20	258.58719	1.00507	112	0.3866		x	0.2362	7.00			0.3866	5.35
Thu	05/07/20	258.56903	1.00500	113	0.3900		x	0.2328	7.07			0.3900	5.28
Fri	05/08/20	258.55087	1.00493	114	0.3934		x	0.2294	7.14			0.3934	5.21
Mon	05/11/20	258.49639	1.00471	117	0.4037		x	0.2191	7.36			0.4037	4.99
Tue	05/12/20	258.47823	1.00464	118	0.4071		x	0.2157	7.43			0.4071	4.92
Wed	05/13/20	258.46006	1.00457	119	0.4105		x	0.2123	7.50			0.4105	4.85
Thu	05/14/20	258.44190	1.00450	120	0.4139		x	0.2089	7.57			0.4139	4.78
Fri	05/15/20	258.42374	1.00443	121	0.4174		x	0.2054	7.64			0.4174	4.71
Mon	05/18/20	258.36926	1.00422	124	0.4276		x	0.1952	7.85			0.4276	4.50
Tue	05/19/20	258.35110	1.00415	125	0.4310		x	0.1918	7.92			0.4310	4.43
Wed	05/20/20	258.33294	1.00408	126	0.4345		x	0.1883	7.99			0.4345	4.36
Thu	05/21/20	258.31477	1.00401	127	0.4379		x	0.1849	8.06			0.4379	4.29
Fri	05/22/20	258.29661	1.00394	128	0.4413		x	0.1815	8.13			0.4413	4.22
Mon	05/25/20	258.24213	1.00373	131	0.4515		x	0.1713	8.34			0.4515	4.01
Tue	05/26/20	258.22397	1.00365	132	0.4550		x	0.1678	8.42			0.4550	3.93
Wed	05/27/20	258.20581	1.00358	133	0.4584		x	0.1644	8.49			0.4584	3.86
Thu	05/28/20	258.18765	1.00351	134	0.4618		x	0.1610	8.56			0.4618	3.79
Fri	05/29/20	258.16948	1.00344	135	0.4652		x	0.1576	8.63			0.4652	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
Mon	06/01/20	258.11500	1.00323	138	0.4754		x	0.1474	8.84			0.4754	3.51
Tue	06/02/20	258.05747	1.00301	139	0.4788		x	0.1440	9.06			0.4788	3.29
Wed	06/03/20	257.99993	1.00278	140	0.4821		x	0.1407	9.29			0.4821	3.06
Thu	06/04/20	257.94240	1.00256	141	0.4854		x	0.1374	9.51			0.4854	2.84
Fri	06/05/20	257.88487	1.00234	142	0.4888		x	0.1340	9.73			0.4888	2.62
Mon	06/08/20	257.71227	1.00167	145	0.4988		x	0.1240	10.40			0.4988	1.95
Tue	06/09/20	257.65473	1.00144	146	0.5021		x	0.1207	10.63			0.5021	1.72
Wed	06/10/20	257.59720	1.00122	147	0.5054		x	0.1174	10.85			0.5054	1.50
Thu	06/11/20	257.53967	1.00099	148	0.5087		x	0.1141	11.08			0.5087	1.27
Fri	06/12/20	257.48213	1.00077	149	0.5121		x	0.1107	11.30			0.5121	1.05
Mon	06/15/20	257.30953	1.00010	152	0.5220		x	0.1008	11.97			0.5220	0.38
Tue	06/16/20	257.25200	0.99988	153	0.5253		x	0.0975	12.19			0.5253	0.16
Wed	06/17/20	257.19447	0.99965	154	0.5287		x	0.0941	12.42			0.5287	-0.07
Thu	06/18/20	257.13693	0.99943	155	0.5320		x	0.0908	12.64			0.5320	-0.29
Fri	06/19/20	257.07940	0.99921	156	0.5353		x	0.0875	12.86			0.5353	-0.51
Mon	06/22/20	256.90680	0.99854	159	0.5452		x	0.0776	13.53			0.5452	-1.18
Tue	06/23/20	256.84927	0.99831	160	0.5485		x	0.0743	13.76			0.5485	-1.41
Wed	06/24/20	256.79173	0.99809	161	0.5518		x	0.0710	13.98			0.5518	-1.63
Thu	06/25/20	256.73420	0.99786	162	0.5551		x	0.0677	14.21			0.5551	-1.86
Fri	06/26/20	256.67667	0.99764	163	0.5584		x	0.0644	14.43			0.5584	-2.08
Mon	06/29/20	256.50407	0.99697	166	0.5683		x	0.0545	15.10			0.5683	-2.75
Tue	06/30/20	256.44653	0.99675	167	0.5716		x	0.0512	15.32			0.5716	-2.97
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	0.99652	168	0.5749		x	0.0479	15.55			0.5749	-3.20
Thu	07/02/20	256.38916	0.99652	169	0.5783		x	0.0445	15.55			0.5783	-3.20
Fri	07/03/20	256.38932	0.99652	170	0.5818		x	0.0410	15.55			0.5818	-3.20
Mon	07/06/20	256.38981	0.99653	173	0.5920		x	0.0308	15.54			0.5920	-3.19
Tue	07/07/20	256.38997	0.99653	174	0.5955		x	0.0273	15.54			0.5955	-3.19
Wed	07/08/20	256.39013	0.99653	175	0.5989		x	0.0239	15.54			0.5989	-3.19
Thu	07/09/20	256.39029	0.99653	176	0.6023		x	0.0205	15.54			0.6023	-3.19
Fri	07/10/20	256.39045	0.99653	177	0.6057		x	0.0171	15.54			0.6057	-3.19
Mon	07/13/20	256.39094	0.99653	180	0.6160		x	0.0068	15.54			0.6160	-3.19
Tue	07/14/20	256.39110	0.99653	181	0.6194		x	0.0034	15.54			0.6194	-3.19
Wed	07/15/20	256.39126	0.99653	0	0.0000			0.0000	15.54		x	0.6228	-3.19
Thu	07/16/20	256.39142	0.99653	1	0.0034			-0.0034	15.54		x	0.6262	-3.19
Fri	07/17/20	256.39158	0.99653	2	0.0068			-0.0068	15.54		x	0.6296	-3.19
Mon	07/20/20	256.39206	0.99653	5	0.0169			-0.0169	15.54		x	0.6397	-3.19
Tue	07/21/20	256.39223	0.99654	6	0.0203			-0.0203	15.53		x	0.6431	-3.18
Wed	07/22/20	256.39239	0.99654	7	0.0237			-0.0237	15.53		x	0.6465	-3.18
Thu	07/23/20	256.39255	0.99654	8	0.0271			-0.0271	15.53		x	0.6499	-3.18
Fri	07/24/20	256.39271	0.99654	9	0.0305			-0.0305	15.53		x	0.6533	-3.18
Mon	07/27/20	256.39319	0.99654	12	0.0406			-0.0406	15.53		x	0.6634	-3.18
Tue	07/28/20	256.39335	0.99654	13	0.0440			-0.0440	15.53		x	0.6668	-3.18
Wed	07/29/20	256.39352	0.99654	14	0.0474			-0.0474	15.53		x	0.6702	-3.18
Thu	07/30/20	256.39368	0.99654	15	0.0508			-0.0508	15.53		x	0.6736	-3.18
Fri	07/31/20	256.39384	0.99654	16	0.0542			-0.0542	15.53		x	0.6770	-3.18
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	0.99689	19	0.0643			-0.0643	15.18		x	0.6871	-2.83
Tue	08/04/20	256.52977	0.99707	20	0.0677			-0.0677	15.00		x	0.6905	-2.65
Wed	08/05/20	256.57503	0.99725	21	0.0711			-0.0711	14.82		x	0.6939	-2.47
Thu	08/06/20	256.62029	0.99742	22	0.0745			-0.0745	14.65		x	0.6973	-2.30
Fri	08/07/20	256.66555	0.99760	23	0.0779			-0.0779	14.47		x	0.7007	-2.12
Mon	08/10/20	256.80132	0.99813	26	0.0882			-0.0882	13.94		x	0.7110	-1.59
Tue	08/11/20	256.84658	0.99830	27	0.0916			-0.0916	13.77		x	0.7144	-1.42
Wed	08/12/20	256.89184	0.99848	28	0.0950			-0.0950	13.59		x	0.7178	-1.24
Thu	08/13/20	256.93710	0.99865	29	0.0984			-0.0984	13.42		x	0.7212	-1.07
Fri	08/14/20	256.98235	0.99883	30	0.1018			-0.1018	13.24		x	0.7246	-0.89
Mon	08/17/20	257.11813	0.99936	33	0.1120			-0.1120	12.71		x	0.7348	-0.36
Tue	08/18/20	257.16339	0.99953	34	0.1154			-0.1154	12.54		x	0.7382	-0.19
Wed	08/19/20	257.20865	0.99971	35	0.1189			-0.1189	12.36		x	0.7417	-0.01
Thu	08/20/20	257.25390	0.99988	36	0.1223			-0.1223	12.19		x	0.7451	0.16
Fri	08/21/20	257.29916	1.00006	37	0.1257			-0.1257	12.01		x	0.7485	0.34
Mon	08/24/20	257.43494	1.00059	40	0.1359			-0.1359	11.48		x	0.7587	0.87
Tue	08/25/20	257.48019	1.00076	41	0.1394			-0.1394	11.31		x	0.7622	1.04
Wed	08/26/20	257.52545	1.00094	42	0.1428			-0.1428	11.13		x	0.7656	1.22
Thu	08/27/20	257.57071	1.00112	43	0.1462			-0.1462	10.95		x	0.7690	1.40
Fri	08/28/20	257.61597	1.00129	44	0.1496			-0.1496	10.78		x	0.7724	1.57
Mon	08/31/20	257.75174	1.00182	47	0.1599			-0.1599	10.25		x	0.7827	2.10
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	09/01/20	257.79700	1.00200	48	0.1634			-0.1634	10.07		x	0.7862	2.28
Wed	09/02/20	257.84047	1.00216	49	0.1668			-0.1668	9.91		x	0.7896	2.44
Thu	09/03/20	257.88393	1.00233	50	0.1702			-0.1702	9.74		x	0.7930	2.61
Fri	09/04/20	257.92740	1.00250	51	0.1737			-0.1737	9.57		x	0.7965	2.78
Mon	09/07/20	258.05780	1.00301	54	0.1840			-0.1840	9.06		x	0.8068	3.29
Tue	09/08/20	258.10127	1.00318	55	0.1874			-0.1874	8.89		x	0.8102	3.46
Wed	09/09/20	258.14473	1.00335	56	0.1909			-0.1909	8.72		x	0.8137	3.63
Thu	09/10/20	258.18820	1.00352	57	0.1943			-0.1943	8.55		x	0.8171	3.80
Fri	09/11/20	258.23167	1.00368	58	0.1977			-0.1977	8.39		x	0.8205	3.96
Mon	09/14/20	258.36207	1.00419	61	0.2081			-0.2081	7.88		x	0.8309	4.47
Tue	09/15/20	258.40553	1.00436	62	0.2115			-0.2115	7.71		x	0.8343	4.64
Wed	09/16/20	258.44900	1.00453	63	0.2150			-0.2150	7.54		x	0.8378	4.81
Thu	09/17/20	258.49247	1.00470	64	0.2184			-0.2184	7.37		x	0.8412	4.98
Fri	09/18/20	258.53593	1.00487	65	0.2219			-0.2219	7.20		x	0.8447	5.15
Mon	09/21/20	258.66633	1.00537	68	0.2322			-0.2322	6.70		x	0.8550	5.65
Tue	09/22/20	258.70980	1.00554	69	0.2357			-0.2357	6.53		x	0.8585	5.82
Wed	09/23/20	258.75327	1.00571	70	0.2391			-0.2391	6.36		x	0.8619	5.99
Thu	09/24/20	258.79673	1.00588	71	0.2426			-0.2426	6.19		x	0.8654	6.16
Fri	09/25/20	258.84020	1.00605	72	0.2460			-0.2460	6.02		x	0.8688	6.33
Mon	09/28/20	258.97060	1.00656	75	0.2564			-0.2564	5.51		x	0.8792	6.84
Tue	09/29/20	259.01407	1.00673	76	0.2599			-0.2599	5.34		x	0.8827	7.01
Wed	09/30/20	259.05753	1.00689	77	0.2634			-0.2634	5.18		x	0.8862	7.17
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	1.00706	78	0.2668			-0.2668	5.01		x	0.8896	7.34
Fri	10/02/20	259.12735	1.00717	79	0.2703			-0.2703	4.90		x	0.8931	7.45
Mon	10/05/20	259.20642	1.00747	82	0.2806			-0.2806	4.60		x	0.9034	7.75
Tue	10/06/20	259.23277	1.00758	83	0.2841			-0.2841	4.49		x	0.9069	7.86
Wed	10/07/20	259.25913	1.00768	84	0.2875			-0.2875	4.39		x	0.9103	7.96
Thu	10/08/20	259.28548	1.00778	85	0.2910			-0.2910	4.29		x	0.9138	8.06
Fri	10/09/20	259.31184	1.00788	86	0.2944			-0.2944	4.19		x	0.9172	8.16
Mon	10/12/20	259.39090	1.00819	89	0.3048			-0.3048	3.88		x	0.9276	8.47
Tue	10/13/20	259.41726	1.00829	90	0.3082			-0.3082	3.78		x	0.9310	8.57
Wed	10/14/20	259.44361	1.00840	91	0.3117			-0.3117	3.67		x	0.9345	8.68
Thu	10/15/20	259.46997	1.00850	92	0.3152			-0.3152	3.57		x	0.9380	8.78
Fri	10/16/20	259.49632	1.00860	93	0.3186			-0.3186	3.47		x	0.9414	8.88
Mon	10/19/20	259.57539	1.00891	96	0.3290			-0.3290	3.16		x	0.9518	9.19
Tue	10/20/20	259.60174	1.00901	97	0.3325			-0.3325	3.06		x	0.9553	9.29
Wed	10/21/20	259.62810	1.00911	98	0.3359			-0.3359	2.96		x	0.9587	9.39
Thu	10/22/20	259.65445	1.00921	99	0.3394			-0.3394	2.86		x	0.9622	9.49
Fri	10/23/20	259.68081	1.00932	100	0.3428			-0.3428	2.75		x	0.9656	9.60
Mon	10/26/20	259.75987	1.00962	103	0.3532			-0.3532	2.45		x	0.9760	9.90
Tue	10/27/20	259.78623	1.00973	104	0.3567			-0.3567	2.34		x	0.9795	10.01
Wed	10/28/20	259.81258	1.00983	105	0.3602			-0.3602	2.24		x	0.9830	10.11
Thu	10/29/20	259.83894	1.00993	106	0.3636			-0.3636	2.14		x	0.9864	10.21
Fri	10/30/20	259.86529	1.01003	107	0.3671			-0.3671	2.04		x	0.9899	10.31
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	1.01029	110	0.3775			-0.3775	1.78		x	1.0003	10.57
Tue	11/03/20	259.94213	1.01033	111	0.3809			-0.3809	1.74		x	1.0037	10.61
Wed	11/04/20	259.95420	1.01038	112	0.3844			-0.3844	1.69		x	1.0072	10.66
Thu	11/05/20	259.96627	1.01043	113	0.3878			-0.3878	1.64		x	1.0106	10.71
Fri	11/06/20	259.97833	1.01047	114	0.3913			-0.3913	1.60		x	1.0141	10.75
Mon	11/09/20	260.01453	1.01061	117	0.4016			-0.4016	1.46		x	1.0244	10.89
Tue	11/10/20	260.02660	1.01066	118	0.4051			-0.4051	1.41		x	1.0279	10.94
Wed	11/11/20	260.03867	1.01071	119	0.4085			-0.4085	1.36		x	1.0313	10.99
Thu	11/12/20	260.05073	1.01075	120	0.4120			-0.4120	1.32		x	1.0348	11.03
Fri	11/13/20	260.06280	1.01080	121	0.4154			-0.4154	1.27		x	1.0382	11.08
Mon	11/16/20	260.09900	1.01094	124	0.4258			-0.4258	1.13		x	1.0486	11.22
Tue	11/17/20	260.11107	1.01099	125	0.4293			-0.4293	1.08		x	1.0521	11.27
Wed	11/18/20	260.12313	1.01104	126	0.4327			-0.4327	1.03		x	1.0555	11.32
Thu	11/19/20	260.13520	1.01108	127	0.4362			-0.4362	0.99		x	1.0590	11.36
Fri	11/20/20	260.14727	1.01113	128	0.4396			-0.4396	0.94		x	1.0624	11.41
Mon	11/23/20	260.18347	1.01127	131	0.4500			-0.4500	0.80		x	1.0728	11.55
Tue	11/24/20	260.19553	1.01132	132	0.4534			-0.4534	0.75		x	1.0762	11.60
Wed	11/25/20	260.20760	1.01136	133	0.4569			-0.4569	0.71		x	1.0797	11.64
Thu	11/26/20	260.21967	1.01141	134	0.4604			-0.4604	0.66		x	1.0832	11.69
Fri	11/27/20	260.23173	1.01146	135	0.4638			-0.4638	0.61		x	1.0866	11.74
Mon	11/30/20	260.26793	1.01160	138	0.4742			-0.4742	0.47		x	1.0970	11.88
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	1.01165	139	0.4776			-0.4776	0.42		x	1.1004	11.93
Wed	12/02/20	260.28348	1.01166	140	0.4811			-0.4811	0.41		x	1.1039	11.94
Thu	12/03/20	260.28697	1.01167	141	0.4845			-0.4845	0.40		x	1.1073	11.95
Fri	12/04/20	260.29045	1.01169	142	0.4880			-0.4880	0.38		x	1.1108	11.97
Mon	12/07/20	260.30090	1.01173	145	0.4983			-0.4983	0.34		x	1.1211	12.01
Tue	12/08/20	260.30439	1.01174	146	0.5017			-0.5017	0.33		x	1.1245	12.02
Wed	12/09/20	260.30787	1.01175	147	0.5052			-0.5052	0.32		x	1.1280	12.03
Thu	12/10/20	260.31135	1.01177	148	0.5086			-0.5086	0.30		x	1.1314	12.05
Fri	12/11/20	260.31484	1.01178	149	0.5121			-0.5121	0.29		x	1.1349	12.06
Mon	12/14/20	260.32529	1.01182	152	0.5224			-0.5224	0.25		x	1.1452	12.10
Tue	12/15/20	260.32877	1.01184	153	0.5259			-0.5259	0.23		x	1.1487	12.12
Wed	12/16/20	260.33226	1.01185	154	0.5293			-0.5293	0.22		x	1.1521	12.13
Thu	12/17/20	260.33574	1.01186	155	0.5327			-0.5327	0.21		x	1.1555	12.14
Fri	12/18/20	260.33923	1.01188	156	0.5362			-0.5362	0.19		x	1.1590	12.16
Mon	12/21/20	260.34968	1.01192	159	0.5465			-0.5465	0.15		x	1.1693	12.20
Tue	12/22/20	260.35316	1.01193	160	0.5500			-0.5500	0.14		x	1.1728	12.21
Wed	12/23/20	260.35665	1.01194	161	0.5534			-0.5534	0.13		x	1.1762	12.22
Thu	12/24/20	260.36013	1.01196	162	0.5569			-0.5569	0.11		x	1.1797	12.24
Fri	12/25/20	260.36361	1.01197	163	0.5603			-0.5603	0.10		x	1.1831	12.25
Mon	12/28/20	260.37406	1.01201	166	0.5706			-0.5706	0.06		x	1.1934	12.29
Tue	12/29/20	260.37755	1.01203	167	0.5741			-0.5741	0.04		x	1.1969	12.31
Wed	12/30/20	260.38103	1.01204	168	0.5775			-0.5775	0.03		x	1.2003	12.32
Thu	12/31/20	260.38452	1.01205	169	0.5810			-0.5810	0.02		x	1.2038	12.33
Fri	01/01/21	260.38800	1.01207

Generated 12/10/20 09:33