3.875% 30-Year Treasury Inflation Protected Security (TIPS) due April 15, 2029

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

CUSIP Number	912810FH6	Interest 04/15/20 (183 days)	$30.4428
Dated Date	April 15, 1999	Interest 10/15/20 (183 days)	$30.5805
Ref CPI on Dated Date	164.39333	Interest Total	$61.0233
Original Issue Date	April 15, 1999	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	1.56543	78	12.9276	x	x	48.0957	18.50			12.9276	0.00
Thu	01/02/20	257.34155	1.56540	79	13.0931	x	x	47.9302	18.53			13.0931	-0.03
Fri	01/03/20	257.33710	1.56537	80	13.2586	x	x	47.7647	18.56			13.2586	-0.06
Mon	01/06/20	257.32374	1.56529	83	13.7551	x	x	47.2682	18.64			13.7551	-0.14
Tue	01/07/20	257.31929	1.56527	84	13.9206	x	x	47.1027	18.66			13.9206	-0.16
Wed	01/08/20	257.31484	1.56524	85	14.0861	x	x	46.9372	18.69			14.0861	-0.19
Thu	01/09/20	257.31039	1.56521	86	14.2515	x	x	46.7718	18.72			14.2515	-0.22
Fri	01/10/20	257.30594	1.56518	87	14.4170	x	x	46.6063	18.75			14.4170	-0.25
Mon	01/13/20	257.29258	1.56510	90	14.9134	x	x	46.1099	18.83			14.9134	-0.33
Tue	01/14/20	257.28813	1.56508	91	15.0789	x	x	45.9444	18.85			15.0789	-0.35
Wed	01/15/20	257.28368	1.56505	92	15.2443	x	x	45.7790	18.88			15.2443	-0.38
Thu	01/16/20	257.27923	1.56502	93	15.4097	x	x	45.6136	18.91			15.4097	-0.41
Fri	01/17/20	257.27477	1.56500	94	15.5752	x	x	45.4481	18.93			15.5752	-0.43
Mon	01/20/20	257.26142	1.56491	97	16.0713	x	x	44.9520	19.02			16.0713	-0.52
Tue	01/21/20	257.25697	1.56489	98	16.2368	x	x	44.7865	19.04			16.2368	-0.54
Wed	01/22/20	257.25252	1.56486	99	16.4022	x	x	44.6211	19.07			16.4022	-0.57
Thu	01/23/20	257.24806	1.56483	100	16.5675	x	x	44.4558	19.10			16.5675	-0.60
Fri	01/24/20	257.24361	1.56481	101	16.7330	x	x	44.2903	19.12			16.7330	-0.62
Mon	01/27/20	257.23026	1.56472	104	17.2290	x	x	43.7943	19.21			17.2290	-0.71
Tue	01/28/20	257.22581	1.56470	105	17.3945	x	x	43.6288	19.23			17.3945	-0.73
Wed	01/29/20	257.22135	1.56467	106	17.5598	x	x	43.4635	19.26			17.5598	-0.76
Thu	01/30/20	257.21690	1.56464	107	17.7251	x	x	43.2982	19.29			17.7251	-0.79
Fri	01/31/20	257.21245	1.56462	108	17.8905	x	x	43.1328	19.31			17.8905	-0.81
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	1.56449	111	18.3860	x	x	42.6373	19.44			18.3860	-0.94
Tue	02/04/20	257.18379	1.56444	112	18.5510	x	x	42.4723	19.49			18.5510	-0.99
Wed	02/05/20	257.17572	1.56439	113	18.7160	x	x	42.3073	19.54			18.7160	-1.04
Thu	02/06/20	257.16766	1.56434	114	18.8811	x	x	42.1422	19.59			18.8811	-1.09
Fri	02/07/20	257.15959	1.56429	115	19.0461	x	x	41.9772	19.64			19.0461	-1.14
Mon	02/10/20	257.13538	1.56415	118	19.5412	x	x	41.4821	19.78			19.5412	-1.28
Tue	02/11/20	257.12731	1.56410	119	19.7062	x	x	41.3171	19.83			19.7062	-1.33
Wed	02/12/20	257.11924	1.56405	120	19.8711	x	x	41.1522	19.88			19.8711	-1.38
Thu	02/13/20	257.11117	1.56400	121	20.0361	x	x	40.9872	19.93			20.0361	-1.43
Fri	02/14/20	257.10310	1.56395	122	20.2010	x	x	40.8223	19.98			20.2010	-1.48
Mon	02/17/20	257.07890	1.56380	125	20.6958	x	x	40.3275	20.13			20.6958	-1.63
Tue	02/18/20	257.07083	1.56375	126	20.8607	x	x	40.1626	20.18			20.8607	-1.68
Wed	02/19/20	257.06276	1.56371	127	21.0257	x	x	39.9976	20.22			21.0257	-1.72
Thu	02/20/20	257.05469	1.56366	128	21.1906	x	x	39.8327	20.27			21.1906	-1.77
Fri	02/21/20	257.04662	1.56361	129	21.3555	x	x	39.6678	20.32			21.3555	-1.82
Mon	02/24/20	257.02241	1.56346	132	21.8500	x	x	39.1733	20.47			21.8500	-1.97
Tue	02/25/20	257.01434	1.56341	133	22.0148	x	x	39.0085	20.52			22.0148	-2.02
Wed	02/26/20	257.00628	1.56336	134	22.1796	x	x	38.8437	20.57			22.1796	-2.07
Thu	02/27/20	256.99821	1.56331	135	22.3444	x	x	38.6789	20.62			22.3444	-2.12
Fri	02/28/20	256.99014	1.56326	136	22.5092	x	x	38.5141	20.67			22.5092	-2.17
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	1.56336	139	23.0072	x	x	38.0161	20.57			23.0072	-2.07
Tue	03/03/20	257.03832	1.56356	140	23.1757	x	x	37.8476	20.37			23.1757	-1.87
Wed	03/04/20	257.07048	1.56375	141	23.3441	x	x	37.6792	20.18			23.3441	-1.68
Thu	03/05/20	257.10265	1.56395	142	23.5127	x	x	37.5106	19.98			23.5127	-1.48
Fri	03/06/20	257.13481	1.56414	143	23.6811	x	x	37.3422	19.79			23.6811	-1.29
Mon	03/09/20	257.23129	1.56473	146	24.1870	x	x	36.8363	19.20			24.1870	-0.70
Tue	03/10/20	257.26345	1.56493	147	24.3558	x	x	36.6675	19.00			24.3558	-0.50
Wed	03/11/20	257.29561	1.56512	148	24.5245	x	x	36.4988	18.81			24.5245	-0.31
Thu	03/12/20	257.32777	1.56532	149	24.6934	x	x	36.3299	18.61			24.6934	-0.11
Fri	03/13/20	257.35994	1.56551	150	24.8621	x	x	36.1612	18.42			24.8621	0.08
Mon	03/16/20	257.45642	1.56610	153	25.3689	x	x	35.6544	17.83			25.3689	0.67
Tue	03/17/20	257.48858	1.56630	154	25.5380	x	x	35.4853	17.63			25.5380	0.87
Wed	03/18/20	257.52074	1.56649	155	25.7069	x	x	35.3164	17.44			25.7069	1.06
Thu	03/19/20	257.55290	1.56669	156	25.8761	x	x	35.1472	17.24			25.8761	1.26
Fri	03/20/20	257.58506	1.56688	157	26.0451	x	x	34.9782	17.05			26.0451	1.45
Mon	03/23/20	257.68155	1.56747	160	26.5528	x	x	34.4705	16.46			26.5528	2.04
Tue	03/24/20	257.71371	1.56767	161	26.7221	x	x	34.3012	16.26			26.7221	2.24
Wed	03/25/20	257.74587	1.56786	162	26.8914	x	x	34.1319	16.07			26.8914	2.43
Thu	03/26/20	257.77803	1.56806	163	27.0608	x	x	33.9625	15.87			27.0608	2.63
Fri	03/27/20	257.81019	1.56825	164	27.2301	x	x	33.7932	15.68			27.2301	2.82
Mon	03/30/20	257.90668	1.56884	167	27.7387	x	x	33.2846	15.09			27.7387	3.41
Tue	03/31/20	257.93884	1.56903	168	27.9082	x	x	33.1151	14.90			27.9082	3.60
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	1.56923	169	28.0779	x	x	32.9454	14.70			28.0779	3.80
Thu	04/02/20	257.99457	1.56937	170	28.2465	x	x	32.7768	14.56			28.2465	3.94
Fri	04/03/20	258.01813	1.56952	171	28.4154	x	x	32.6079	14.41			28.4154	4.09
Mon	04/06/20	258.08883	1.56995	174	28.9218	x	x	32.1015	13.98			28.9218	4.52
Tue	04/07/20	258.11240	1.57009	175	29.0906	x	x	31.9327	13.84			29.0906	4.66
Wed	04/08/20	258.13597	1.57023	176	29.2595	x	x	31.7638	13.70			29.2595	4.80
Thu	04/09/20	258.15953	1.57038	177	29.4285	x	x	31.5948	13.55			29.4285	4.95
Fri	04/10/20	258.18310	1.57052	178	29.5974	x	x	31.4259	13.41			29.5974	5.09
Mon	04/13/20	258.25380	1.57095	181	30.1045	x	x	30.9188	12.98			30.1045	5.52
Tue	04/14/20	258.27737	1.57109	182	30.2735	x	x	30.7498	12.84			30.2735	5.66
Wed	04/15/20	258.30093	1.57124	0	0.0000		x	30.5805	12.69	x		30.4428	5.81
Thu	04/16/20	258.32450	1.57138	1	0.1664		x	30.4141	12.55	x		30.6092	5.95
Fri	04/17/20	258.34807	1.57152	2	0.3328		x	30.2477	12.41	x		30.7756	6.09
Mon	04/20/20	258.41877	1.57195	5	0.8321		x	29.7484	11.98	x		31.2749	6.52
Tue	04/21/20	258.44233	1.57210	6	0.9987		x	29.5818	11.83	x		31.4415	6.67
Wed	04/22/20	258.46590	1.57224	7	1.1652		x	29.4153	11.69	x		31.6080	6.81
Thu	04/23/20	258.48947	1.57238	8	1.3318		x	29.2487	11.55	x		31.7746	6.95
Fri	04/24/20	258.51303	1.57253	9	1.4984		x	29.0821	11.40	x		31.9412	7.10
Mon	04/27/20	258.58373	1.57296	12	1.9984		x	28.5821	10.97	x		32.4412	7.53
Tue	04/28/20	258.60730	1.57310	13	2.1652		x	28.4153	10.83	x		32.6080	7.67
Wed	04/29/20	258.63087	1.57324	14	2.3319		x	28.2486	10.69	x		32.7747	7.81
Thu	04/30/20	258.65443	1.57339	15	2.4987		x	28.0818	10.54	x		32.9415	7.96
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	1.57353	16	2.6655		x	27.9150	10.40	x		33.1083	8.10
Mon	05/04/20	258.62352	1.57320	19	3.1647		x	27.4158	10.73	x		33.6075	7.77
Tue	05/05/20	258.60535	1.57309	20	3.3310		x	27.2495	10.84	x		33.7738	7.66
Wed	05/06/20	258.58719	1.57298	21	3.4973		x	27.0832	10.95	x		33.9401	7.55
Thu	05/07/20	258.56903	1.57287	22	3.6636		x	26.9169	11.06	x		34.1064	7.44
Fri	05/08/20	258.55087	1.57276	23	3.8298		x	26.7507	11.17	x		34.2726	7.33
Mon	05/11/20	258.49639	1.57243	26	4.3285		x	26.2520	11.50	x		34.7713	7.00
Tue	05/12/20	258.47823	1.57232	27	4.4946		x	26.0859	11.61	x		34.9374	6.89
Wed	05/13/20	258.46006	1.57221	28	4.6608		x	25.9197	11.72	x		35.1036	6.78
Thu	05/14/20	258.44190	1.57209	29	4.8269		x	25.7536	11.84	x		35.2697	6.66
Fri	05/15/20	258.42374	1.57198	30	4.9930		x	25.5875	11.95	x		35.4358	6.55
Mon	05/18/20	258.36926	1.57165	33	5.4911		x	25.0894	12.28	x		35.9339	6.22
Tue	05/19/20	258.35110	1.57154	34	5.6571		x	24.9234	12.39	x		36.0999	6.11
Wed	05/20/20	258.33294	1.57143	35	5.8231		x	24.7574	12.50	x		36.2659	6.00
Thu	05/21/20	258.31477	1.57132	36	5.9890		x	24.5915	12.61	x		36.4318	5.89
Fri	05/22/20	258.29661	1.57121	37	6.1550		x	24.4255	12.72	x		36.5978	5.78
Mon	05/25/20	258.24213	1.57088	40	6.6526		x	23.9279	13.05	x		37.0954	5.45
Tue	05/26/20	258.22397	1.57077	41	6.8185		x	23.7620	13.16	x		37.2613	5.34
Wed	05/27/20	258.20581	1.57066	42	6.9843		x	23.5962	13.27	x		37.4271	5.23
Thu	05/28/20	258.18765	1.57055	43	7.1501		x	23.4304	13.38	x		37.5929	5.12
Fri	05/29/20	258.16948	1.57044	44	7.3158		x	23.2647	13.49	x		37.7586	5.01
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	1.57011	47	7.8130		x	22.7675	13.82	x		38.2558	4.68
Tue	06/02/20	258.05747	1.56976	48	7.9775		x	22.6030	14.17	x		38.4203	4.33
Wed	06/03/20	257.99993	1.56941	49	8.1419		x	22.4386	14.52	x		38.5847	3.98
Thu	06/04/20	257.94240	1.56906	50	8.3062		x	22.2743	14.87	x		38.7490	3.63
Fri	06/05/20	257.88487	1.56871	51	8.4704		x	22.1101	15.22	x		38.9132	3.28
Mon	06/08/20	257.71227	1.56766	54	8.9626		x	21.6179	16.27	x		39.4054	2.23
Tue	06/09/20	257.65473	1.56731	55	9.1266		x	21.4539	16.62	x		39.5694	1.88
Wed	06/10/20	257.59720	1.56696	56	9.2904		x	21.2901	16.97	x		39.7332	1.53
Thu	06/11/20	257.53967	1.56661	57	9.4542		x	21.1263	17.32	x		39.8970	1.18
Fri	06/12/20	257.48213	1.56626	58	9.6179		x	20.9626	17.67	x		40.0607	0.83
Mon	06/15/20	257.30953	1.56521	61	10.1086		x	20.4719	18.72	x		40.5514	-0.22
Tue	06/16/20	257.25200	1.56486	62	10.2721		x	20.3084	19.07	x		40.7149	-0.57
Wed	06/17/20	257.19447	1.56451	63	10.4354		x	20.1451	19.42	x		40.8782	-0.92
Thu	06/18/20	257.13693	1.56416	64	10.5987		x	19.9818	19.77	x		41.0415	-1.27
Fri	06/19/20	257.07940	1.56381	65	10.7619		x	19.8186	20.12	x		41.2047	-1.62
Mon	06/22/20	256.90680	1.56276	68	11.2510		x	19.3295	21.17	x		41.6938	-2.67
Tue	06/23/20	256.84927	1.56241	69	11.4139		x	19.1666	21.52	x		41.8567	-3.02
Wed	06/24/20	256.79173	1.56206	70	11.5767		x	19.0038	21.87	x		42.0195	-3.37
Thu	06/25/20	256.73420	1.56171	71	11.7395		x	18.8410	22.22	x		42.1823	-3.72
Fri	06/26/20	256.67667	1.56136	72	11.9022		x	18.6783	22.57	x		42.3450	-4.07
Mon	06/29/20	256.50407	1.56031	75	12.3898		x	18.1907	23.62	x		42.8326	-5.12
Tue	06/30/20	256.44653	1.55996	76	12.5521		x	18.0284	23.97	x		42.9949	-5.47
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	1.55961	77	12.7144		x	17.8661	24.32	x		43.1572	-5.82
Thu	07/02/20	256.38916	1.55961	78	12.8796		x	17.7009	24.32	x		43.3224	-5.82
Fri	07/03/20	256.38932	1.55961	79	13.0447		x	17.5358	24.32	x		43.4875	-5.82
Mon	07/06/20	256.38981	1.55961	82	13.5401		x	17.0404	24.32	x		43.9829	-5.82
Tue	07/07/20	256.38997	1.55961	83	13.7052		x	16.8753	24.32	x		44.1480	-5.82
Wed	07/08/20	256.39013	1.55961	84	13.8703		x	16.7102	24.32	x		44.3131	-5.82
Thu	07/09/20	256.39029	1.55961	85	14.0354		x	16.5451	24.32	x		44.4782	-5.82
Fri	07/10/20	256.39045	1.55962	86	14.2006		x	16.3799	24.31	x		44.6434	-5.81
Mon	07/13/20	256.39094	1.55962	89	14.6960		x	15.8845	24.31	x		45.1388	-5.81
Tue	07/14/20	256.39110	1.55962	90	14.8611		x	15.7194	24.31	x		45.3039	-5.81
Wed	07/15/20	256.39126	1.55962	91	15.0263		x	15.5542	24.31	x		45.4691	-5.81
Thu	07/16/20	256.39142	1.55962	92	15.1914		x	15.3891	24.31	x		45.6342	-5.81
Fri	07/17/20	256.39158	1.55962	93	15.3565		x	15.2240	24.31	x		45.7993	-5.81
Mon	07/20/20	256.39206	1.55963	96	15.8520		x	14.7285	24.30	x		46.2948	-5.80
Tue	07/21/20	256.39223	1.55963	97	16.0171		x	14.5634	24.30	x		46.4599	-5.80
Wed	07/22/20	256.39239	1.55963	98	16.1822		x	14.3983	24.30	x		46.6250	-5.80
Thu	07/23/20	256.39255	1.55963	99	16.3474		x	14.2331	24.30	x		46.7902	-5.80
Fri	07/24/20	256.39271	1.55963	100	16.5125		x	14.0680	24.30	x		46.9553	-5.80
Mon	07/27/20	256.39319	1.55963	103	17.0079		x	13.5726	24.30	x		47.4507	-5.80
Tue	07/28/20	256.39335	1.55963	104	17.1730		x	13.4075	24.30	x		47.6158	-5.80
Wed	07/29/20	256.39352	1.55963	105	17.3381		x	13.2424	24.30	x		47.7809	-5.80
Thu	07/30/20	256.39368	1.55964	106	17.5033		x	13.0772	24.29	x		47.9461	-5.79
Fri	07/31/20	256.39384	1.55964	107	17.6685		x	12.9120	24.29	x		48.1113	-5.79
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	1.56019	110	18.1702		x	12.4103	23.74	x		48.6130	-5.24
Tue	08/04/20	256.52977	1.56046	111	18.3386		x	12.2419	23.47	x		48.7814	-4.97
Wed	08/05/20	256.57503	1.56074	112	18.5071		x	12.0734	23.19	x		48.9499	-4.69
Thu	08/06/20	256.62029	1.56101	113	18.6756		x	11.9049	22.92	x		49.1184	-4.42
Fri	08/07/20	256.66555	1.56129	114	18.8443		x	11.7362	22.64	x		49.2871	-4.14
Mon	08/10/20	256.80132	1.56212	117	19.3504		x	11.2301	21.81	x		49.7932	-3.31
Tue	08/11/20	256.84658	1.56239	118	19.5192		x	11.0613	21.54	x		49.9620	-3.04
Wed	08/12/20	256.89184	1.56267	119	19.6881		x	10.8924	21.26	x		50.1309	-2.76
Thu	08/13/20	256.93710	1.56294	120	19.8570		x	10.7235	20.99	x		50.2998	-2.49
Fri	08/14/20	256.98235	1.56322	121	20.0261		x	10.5544	20.71	x		50.4689	-2.21
Mon	08/17/20	257.11813	1.56404	124	20.5334		x	10.0471	19.89	x		50.9762	-1.39
Tue	08/18/20	257.16339	1.56432	125	20.7027		x	9.8778	19.61	x		51.1455	-1.11
Wed	08/19/20	257.20865	1.56459	126	20.8719		x	9.7086	19.34	x		51.3147	-0.84
Thu	08/20/20	257.25390	1.56487	127	21.0413		x	9.5392	19.06	x		51.4841	-0.56
Fri	08/21/20	257.29916	1.56514	128	21.2106		x	9.3699	18.79	x		51.6534	-0.29
Mon	08/24/20	257.43494	1.56597	131	21.7193		x	8.8612	17.96	x		52.1621	0.54
Tue	08/25/20	257.48019	1.56624	132	21.8888		x	8.6917	17.69	x		52.3316	0.81
Wed	08/26/20	257.52545	1.56652	133	22.0586		x	8.5219	17.41	x		52.5014	1.09
Thu	08/27/20	257.57071	1.56680	134	22.2284		x	8.3521	17.13	x		52.6712	1.37
Fri	08/28/20	257.61597	1.56707	135	22.3982		x	8.1823	16.86	x		52.8410	1.64
Mon	08/31/20	257.75174	1.56790	138	22.9080		x	7.6725	16.03	x		53.3508	2.47
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	1.56817	139	23.0780		x	7.5025	15.76	x		53.5208	2.74
Wed	09/02/20	257.84047	1.56844	140	23.2481		x	7.3324	15.49	x		53.6909	3.01
Thu	09/03/20	257.88393	1.56870	141	23.4180		x	7.1625	15.23	x		53.8608	3.27
Fri	09/04/20	257.92740	1.56897	142	23.5881		x	6.9924	14.96	x		54.0309	3.54
Mon	09/07/20	258.05780	1.56976	145	24.0986		x	6.4819	14.17	x		54.5414	4.33
Tue	09/08/20	258.10127	1.57002	146	24.2688		x	6.3117	13.91	x		54.7116	4.59
Wed	09/09/20	258.14473	1.57029	147	24.4392		x	6.1413	13.64	x		54.8820	4.86
Thu	09/10/20	258.18820	1.57055	148	24.6096		x	5.9709	13.38	x		55.0524	5.12
Fri	09/11/20	258.23167	1.57082	149	24.7801		x	5.8004	13.11	x		55.2229	5.39
Mon	09/14/20	258.36207	1.57161	152	25.2918		x	5.2887	12.32	x		55.7346	6.18
Tue	09/15/20	258.40553	1.57187	153	25.4624		x	5.1181	12.06	x		55.9052	6.44
Wed	09/16/20	258.44900	1.57214	154	25.6332		x	4.9473	11.79	x		56.0760	6.71
Thu	09/17/20	258.49247	1.57240	155	25.8039		x	4.7766	11.53	x		56.2467	6.97
Fri	09/18/20	258.53593	1.57267	156	25.9748		x	4.6057	11.26	x		56.4176	7.24
Mon	09/21/20	258.66633	1.57346	159	26.4877		x	4.0928	10.47	x		56.9305	8.03
Tue	09/22/20	258.70980	1.57372	160	26.6586		x	3.9219	10.21	x		57.1014	8.29
Wed	09/23/20	258.75327	1.57399	161	26.8299		x	3.7506	9.94	x		57.2727	8.56
Thu	09/24/20	258.79673	1.57425	162	27.0010		x	3.5795	9.68	x		57.4438	8.82
Fri	09/25/20	258.84020	1.57452	163	27.1723		x	3.4082	9.41	x		57.6151	9.09
Mon	09/28/20	258.97060	1.57531	166	27.6863		x	2.8942	8.62	x		58.1291	9.88
Tue	09/29/20	259.01407	1.57558	167	27.8578		x	2.7227	8.35	x		58.3006	10.15
Wed	09/30/20	259.05753	1.57584	168	28.0293		x	2.5512	8.09	x		58.4721	10.41
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	1.57610	169	28.2008		x	2.3797	7.83	x		58.6436	10.67
Fri	10/02/20	259.12735	1.57626	170	28.3705		x	2.2100	7.67	x		58.8133	10.83
Mon	10/05/20	259.20642	1.57675	173	28.8802		x	1.7003	7.18	x		59.3230	11.32
Tue	10/06/20	259.23277	1.57691	174	29.0500		x	1.5305	7.02	x		59.4928	11.48
Wed	10/07/20	259.25913	1.57707	175	29.2200		x	1.3605	6.86	x		59.6628	11.64
Thu	10/08/20	259.28548	1.57723	176	29.3899		x	1.1906	6.70	x		59.8327	11.80
Fri	10/09/20	259.31184	1.57739	177	29.5599		x	1.0206	6.54	x		60.0027	11.96
Mon	10/12/20	259.39090	1.57787	180	30.0701		x	0.5104	6.06	x		60.5129	12.44
Tue	10/13/20	259.41726	1.57803	181	30.2402		x	0.3403	5.90	x		60.6830	12.60
Wed	10/14/20	259.44361	1.57819	182	30.4103		x	0.1702	5.74	x		60.8531	12.76
Thu	10/15/20	259.46997	1.57835	0	0.0000			0.0000	5.58	x	x	61.0233	12.92
Fri	10/16/20	259.49632	1.57851	1	0.1680			-0.1680	5.42	x	x	61.1913	13.08
Mon	10/19/20	259.57539	1.57899	4	0.6724			-0.6724	4.94	x	x	61.6957	13.56
Tue	10/20/20	259.60174	1.57915	5	0.8406			-0.8406	4.78	x	x	61.8639	13.72
Wed	10/21/20	259.62810	1.57931	6	1.0088			-1.0088	4.62	x	x	62.0321	13.88
Thu	10/22/20	259.65445	1.57947	7	1.1770			-1.1770	4.46	x	x	62.2003	14.04
Fri	10/23/20	259.68081	1.57963	8	1.3453			-1.3453	4.30	x	x	62.3686	14.20
Mon	10/26/20	259.75987	1.58011	11	1.8503			-1.8503	3.82	x	x	62.8736	14.68
Tue	10/27/20	259.78623	1.58027	12	2.0188			-2.0188	3.66	x	x	63.0421	14.84
Wed	10/28/20	259.81258	1.58043	13	2.1872			-2.1872	3.50	x	x	63.2105	15.00
Thu	10/29/20	259.83894	1.58059	14	2.3557			-2.3557	3.34	x	x	63.3790	15.16
Fri	10/30/20	259.86529	1.58075	15	2.5242			-2.5242	3.18	x	x	63.5475	15.32
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	1.58115	18	3.0298			-3.0298	2.78	x	x	64.0531	15.72
Tue	11/03/20	259.94213	1.58122	19	3.1983			-3.1983	2.71	x	x	64.2216	15.79
Wed	11/04/20	259.95420	1.58129	20	3.3668			-3.3668	2.64	x	x	64.3901	15.86
Thu	11/05/20	259.96627	1.58137	21	3.5353			-3.5353	2.56	x	x	64.5586	15.94
Fri	11/06/20	259.97833	1.58144	22	3.7038			-3.7038	2.49	x	x	64.7271	16.01
Mon	11/09/20	260.01453	1.58166	25	4.2094			-4.2094	2.27	x	x	65.2327	16.23
Tue	11/10/20	260.02660	1.58173	26	4.3780			-4.3780	2.20	x	x	65.4013	16.30
Wed	11/11/20	260.03867	1.58181	27	4.5466			-4.5466	2.12	x	x	65.5699	16.38
Thu	11/12/20	260.05073	1.58188	28	4.7152			-4.7152	2.05	x	x	65.7385	16.45
Fri	11/13/20	260.06280	1.58195	29	4.8838			-4.8838	1.98	x	x	65.9071	16.52
Mon	11/16/20	260.09900	1.58217	32	5.3898			-5.3898	1.76	x	x	66.4131	16.74
Tue	11/17/20	260.11107	1.58225	33	5.5585			-5.5585	1.68	x	x	66.5818	16.82
Wed	11/18/20	260.12313	1.58232	34	5.7272			-5.7272	1.61	x	x	66.7505	16.89
Thu	11/19/20	260.13520	1.58240	35	5.8960			-5.8960	1.53	x	x	66.9193	16.97
Fri	11/20/20	260.14727	1.58247	36	6.0647			-6.0647	1.46	x	x	67.0880	17.04
Mon	11/23/20	260.18347	1.58269	39	6.5710			-6.5710	1.24	x	x	67.5943	17.26
Tue	11/24/20	260.19553	1.58276	40	6.7398			-6.7398	1.17	x	x	67.7631	17.33
Wed	11/25/20	260.20760	1.58284	41	6.9086			-6.9086	1.09	x	x	67.9319	17.41
Thu	11/26/20	260.21967	1.58291	42	7.0774			-7.0774	1.02	x	x	68.1007	17.48
Fri	11/27/20	260.23173	1.58298	43	7.2463			-7.2463	0.95	x	x	68.2696	17.55
Mon	11/30/20	260.26793	1.58320	46	7.7529			-7.7529	0.73	x	x	68.7762	17.77
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	1.58328	47	7.9218			-7.9218	0.65	x	x	68.9451	17.85
Wed	12/02/20	260.28348	1.58330	48	8.0905			-8.0905	0.63	x	x	69.1138	17.87
Thu	12/03/20	260.28697	1.58332	49	8.2591			-8.2591	0.61	x	x	69.2824	17.89
Fri	12/04/20	260.29045	1.58334	50	8.4278			-8.4278	0.59	x	x	69.4511	17.91
Mon	12/07/20	260.30090	1.58340	53	8.9338			-8.9338	0.53	x	x	69.9571	17.97
Tue	12/08/20	260.30439	1.58342	54	9.1025			-9.1025	0.51	x	x	70.1258	17.99
Wed	12/09/20	260.30787	1.58345	55	9.2712			-9.2712	0.48	x	x	70.2945	18.02
Thu	12/10/20	260.31135	1.58347	56	9.4399			-9.4399	0.46	x	x	70.4632	18.04
Fri	12/11/20	260.31484	1.58349	57	9.6086			-9.6086	0.44	x	x	70.6319	18.06
Mon	12/14/20	260.32529	1.58355	60	10.1147			-10.1147	0.38	x	x	71.1380	18.12
Tue	12/15/20	260.32877	1.58357	61	10.2834			-10.2834	0.36	x	x	71.3067	18.14
Wed	12/16/20	260.33226	1.58359	62	10.4521			-10.4521	0.34	x	x	71.4754	18.16
Thu	12/17/20	260.33574	1.58361	63	10.6208			-10.6208	0.32	x	x	71.6441	18.18
Fri	12/18/20	260.33923	1.58364	64	10.7896			-10.7896	0.29	x	x	71.8129	18.21
Mon	12/21/20	260.34968	1.58370	67	11.2958			-11.2958	0.23	x	x	72.3191	18.27
Tue	12/22/20	260.35316	1.58372	68	11.4646			-11.4646	0.21	x	x	72.4879	18.29
Wed	12/23/20	260.35665	1.58374	69	11.6333			-11.6333	0.19	x	x	72.6566	18.31
Thu	12/24/20	260.36013	1.58376	70	11.8021			-11.8021	0.17	x	x	72.8254	18.33
Fri	12/25/20	260.36361	1.58378	71	11.9708			-11.9708	0.15	x	x	72.9941	18.35
Mon	12/28/20	260.37406	1.58385	74	12.4772			-12.4772	0.08	x	x	73.5005	18.42
Tue	12/29/20	260.37755	1.58387	75	12.6459			-12.6459	0.06	x	x	73.6692	18.44
Wed	12/30/20	260.38103	1.58389	76	12.8147			-12.8147	0.04	x	x	73.8380	18.46
Thu	12/31/20	260.38452	1.58391	77	12.9835			-12.9835	0.02	x	x	74.0068	18.48
Fri	01/01/21	260.38800	1.58393

Generated 12/10/20 09:32