3.375% 30.5-Year Treasury Inflation Protected Security (TIPS) due April 15, 2032

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

CUSIP Number	912810FQ6	Interest 04/15/20 (183 days)	$24.5568
Dated Date	October 15, 2001	Interest 10/15/20 (183 days)	$24.6679
Ref CPI on Dated Date	177.50000	Interest Total	$49.2247
Original Issue Date	October 15, 2001	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	1.44984	78	10.4282	x	x	38.7965	17.13			10.4282	0.00
Thu	01/02/20	257.34155	1.44981	79	10.5616	x	x	38.6631	17.16			10.5616	-0.03
Fri	01/03/20	257.33710	1.44979	80	10.6952	x	x	38.5295	17.18			10.6952	-0.05
Mon	01/06/20	257.32374	1.44971	83	11.0956	x	x	38.1291	17.26			11.0956	-0.13
Tue	01/07/20	257.31929	1.44969	84	11.2292	x	x	37.9955	17.28			11.2292	-0.15
Wed	01/08/20	257.31484	1.44966	85	11.3626	x	x	37.8621	17.31			11.3626	-0.18
Thu	01/09/20	257.31039	1.44964	86	11.4961	x	x	37.7286	17.33			11.4961	-0.20
Fri	01/10/20	257.30594	1.44961	87	11.6296	x	x	37.5951	17.36			11.6296	-0.23
Mon	01/13/20	257.29258	1.44954	90	12.0300	x	x	37.1947	17.43			12.0300	-0.30
Tue	01/14/20	257.28813	1.44951	91	12.1634	x	x	37.0613	17.46			12.1634	-0.33
Wed	01/15/20	257.28368	1.44949	92	12.2969	x	x	36.9278	17.48			12.2969	-0.35
Thu	01/16/20	257.27923	1.44946	93	12.4303	x	x	36.7944	17.51			12.4303	-0.38
Fri	01/17/20	257.27477	1.44944	94	12.5638	x	x	36.6609	17.53			12.5638	-0.40
Mon	01/20/20	257.26142	1.44936	97	12.9641	x	x	36.2606	17.61			12.9641	-0.48
Tue	01/21/20	257.25697	1.44934	98	13.0975	x	x	36.1272	17.63			13.0975	-0.50
Wed	01/22/20	257.25252	1.44931	99	13.2309	x	x	35.9938	17.66			13.2309	-0.53
Thu	01/23/20	257.24806	1.44928	100	13.3643	x	x	35.8604	17.69			13.3643	-0.56
Fri	01/24/20	257.24361	1.44926	101	13.4977	x	x	35.7270	17.71			13.4977	-0.58
Mon	01/27/20	257.23026	1.44918	104	13.8979	x	x	35.3268	17.79			13.8979	-0.66
Tue	01/28/20	257.22581	1.44916	105	14.0313	x	x	35.1934	17.81			14.0313	-0.68
Wed	01/29/20	257.22135	1.44913	106	14.1647	x	x	35.0600	17.84			14.1647	-0.71
Thu	01/30/20	257.21690	1.44911	107	14.2981	x	x	34.9266	17.86			14.2981	-0.73
Fri	01/31/20	257.21245	1.44908	108	14.4314	x	x	34.7933	17.89			14.4314	-0.76
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	1.44897	111	14.8312	x	x	34.3935	18.00			14.8312	-0.87
Tue	02/04/20	257.18379	1.44892	112	14.9643	x	x	34.2604	18.05			14.9643	-0.92
Wed	02/05/20	257.17572	1.44888	113	15.0974	x	x	34.1273	18.09			15.0974	-0.96
Thu	02/06/20	257.16766	1.44883	114	15.2305	x	x	33.9942	18.14			15.2305	-1.01
Fri	02/07/20	257.15959	1.44879	115	15.3637	x	x	33.8610	18.18			15.3637	-1.05
Mon	02/10/20	257.13538	1.44865	118	15.7630	x	x	33.4617	18.32			15.7630	-1.19
Tue	02/11/20	257.12731	1.44860	119	15.8960	x	x	33.3287	18.37			15.8960	-1.24
Wed	02/12/20	257.11924	1.44856	120	16.0291	x	x	33.1956	18.41			16.0291	-1.28
Thu	02/13/20	257.11117	1.44851	121	16.1622	x	x	33.0625	18.46			16.1622	-1.33
Fri	02/14/20	257.10310	1.44847	122	16.2953	x	x	32.9294	18.50			16.2953	-1.37
Mon	02/17/20	257.07890	1.44833	125	16.6944	x	x	32.5303	18.64			16.6944	-1.51
Tue	02/18/20	257.07083	1.44829	126	16.8275	x	x	32.3972	18.68			16.8275	-1.55
Wed	02/19/20	257.06276	1.44824	127	16.9604	x	x	32.2643	18.73			16.9604	-1.60
Thu	02/20/20	257.05469	1.44820	128	17.0935	x	x	32.1312	18.77			17.0935	-1.64
Fri	02/21/20	257.04662	1.44815	129	17.2265	x	x	31.9982	18.82			17.2265	-1.69
Mon	02/24/20	257.02241	1.44801	132	17.6254	x	x	31.5993	18.96			17.6254	-1.83
Tue	02/25/20	257.01434	1.44797	133	17.7584	x	x	31.4663	19.00			17.7584	-1.87
Wed	02/26/20	257.00628	1.44792	134	17.8913	x	x	31.3334	19.05			17.8913	-1.92
Thu	02/27/20	256.99821	1.44788	135	18.0243	x	x	31.2004	19.09			18.0243	-1.96
Fri	02/28/20	256.99014	1.44783	136	18.1572	x	x	31.0675	19.14			18.1572	-2.01
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	03/02/20	257.00616	1.44792	139	18.5589	x	x	30.6658	19.05			18.5589	-1.92
Tue	03/03/20	257.03832	1.44810	140	18.6947	x	x	30.5300	18.87			18.6947	-1.74
Wed	03/04/20	257.07048	1.44828	141	18.8306	x	x	30.3941	18.69			18.8306	-1.56
Thu	03/05/20	257.10265	1.44847	142	18.9666	x	x	30.2581	18.50			18.9666	-1.37
Fri	03/06/20	257.13481	1.44865	143	19.1026	x	x	30.1221	18.32			19.1026	-1.19
Mon	03/09/20	257.23129	1.44919	146	19.5106	x	x	29.7141	17.78			19.5106	-0.65
Tue	03/10/20	257.26345	1.44937	147	19.6467	x	x	29.5780	17.60			19.6467	-0.47
Wed	03/11/20	257.29561	1.44955	148	19.7828	x	x	29.4419	17.42			19.7828	-0.29
Thu	03/12/20	257.32777	1.44973	149	19.9189	x	x	29.3058	17.24			19.9189	-0.11
Fri	03/13/20	257.35994	1.44992	150	20.0552	x	x	29.1695	17.05			20.0552	0.08
Mon	03/16/20	257.45642	1.45046	153	20.4640	x	x	28.7607	16.51			20.4640	0.62
Tue	03/17/20	257.48858	1.45064	154	20.6003	x	x	28.6244	16.33			20.6003	0.80
Wed	03/18/20	257.52074	1.45082	155	20.7366	x	x	28.4881	16.15			20.7366	0.98
Thu	03/19/20	257.55290	1.45100	156	20.8730	x	x	28.3517	15.97			20.8730	1.16
Fri	03/20/20	257.58506	1.45118	157	21.0094	x	x	28.2153	15.79			21.0094	1.34
Mon	03/23/20	257.68155	1.45173	160	21.4190	x	x	27.8057	15.24			21.4190	1.89
Tue	03/24/20	257.71371	1.45191	161	21.5555	x	x	27.6692	15.06			21.5555	2.07
Wed	03/25/20	257.74587	1.45209	162	21.6921	x	x	27.5326	14.88			21.6921	2.25
Thu	03/26/20	257.77803	1.45227	163	21.8287	x	x	27.3960	14.70			21.8287	2.43
Fri	03/27/20	257.81019	1.45245	164	21.9653	x	x	27.2594	14.52			21.9653	2.61
Mon	03/30/20	257.90668	1.45300	167	22.3756	x	x	26.8491	13.97			22.3756	3.16
Tue	03/31/20	257.93884	1.45318	168	22.5124	x	x	26.7123	13.79			22.5124	3.34
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	1.45336	169	22.6492	x	x	26.5755	13.61			22.6492	3.52
Thu	04/02/20	257.99457	1.45349	170	22.7852	x	x	26.4395	13.48			22.7852	3.65
Fri	04/03/20	258.01813	1.45362	171	22.9213	x	x	26.3034	13.35			22.9213	3.78
Mon	04/06/20	258.08883	1.45402	174	23.3299	x	x	25.8948	12.95			23.3299	4.18
Tue	04/07/20	258.11240	1.45415	175	23.4660	x	x	25.7587	12.82			23.4660	4.31
Wed	04/08/20	258.13597	1.45429	176	23.6024	x	x	25.6223	12.68			23.6024	4.45
Thu	04/09/20	258.15953	1.45442	177	23.7386	x	x	25.4861	12.55			23.7386	4.58
Fri	04/10/20	258.18310	1.45455	178	23.8749	x	x	25.3498	12.42			23.8749	4.71
Mon	04/13/20	258.25380	1.45495	181	24.2840	x	x	24.9407	12.02			24.2840	5.11
Tue	04/14/20	258.27737	1.45508	182	24.4203	x	x	24.8044	11.89			24.4203	5.24
Wed	04/15/20	258.30093	1.45522	0	0.0000		x	24.6679	11.75	x		24.5568	5.38
Thu	04/16/20	258.32450	1.45535	1	0.1342		x	24.5337	11.62	x		24.6910	5.51
Fri	04/17/20	258.34807	1.45548	2	0.2684		x	24.3995	11.49	x		24.8252	5.64
Mon	04/20/20	258.41877	1.45588	5	0.6713		x	23.9966	11.09	x		25.2281	6.04
Tue	04/21/20	258.44233	1.45601	6	0.8056		x	23.8623	10.96	x		25.3624	6.17
Wed	04/22/20	258.46590	1.45615	7	0.9399		x	23.7280	10.82	x		25.4967	6.31
Thu	04/23/20	258.48947	1.45628	8	1.0743		x	23.5936	10.69	x		25.6311	6.44
Fri	04/24/20	258.51303	1.45641	9	1.2087		x	23.4592	10.56	x		25.7655	6.57
Mon	04/27/20	258.58373	1.45681	12	1.6120		x	23.0559	10.16	x		26.1688	6.97
Tue	04/28/20	258.60730	1.45694	13	1.7465		x	22.9214	10.03	x		26.3033	7.10
Wed	04/29/20	258.63087	1.45708	14	1.8811		x	22.7868	9.89	x		26.4379	7.24
Thu	04/30/20	258.65443	1.45721	15	2.0156		x	22.6523	9.76	x		26.5724	7.37
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	1.45734	16	2.1502		x	22.5177	9.63	x		26.7070	7.50
Mon	05/04/20	258.62352	1.45703	19	2.5528		x	22.1151	9.94	x		27.1096	7.19
Tue	05/05/20	258.60535	1.45693	20	2.6870		x	21.9809	10.04	x		27.2438	7.09
Wed	05/06/20	258.58719	1.45683	21	2.8211		x	21.8468	10.14	x		27.3779	6.99
Thu	05/07/20	258.56903	1.45673	22	2.9553		x	21.7126	10.24	x		27.5121	6.89
Fri	05/08/20	258.55087	1.45662	23	3.0893		x	21.5786	10.35	x		27.6461	6.78
Mon	05/11/20	258.49639	1.45632	26	3.4916		x	21.1763	10.65	x		28.0484	6.48
Tue	05/12/20	258.47823	1.45622	27	3.6256		x	21.0423	10.75	x		28.1824	6.38
Wed	05/13/20	258.46006	1.45611	28	3.7596		x	20.9083	10.86	x		28.3164	6.27
Thu	05/14/20	258.44190	1.45601	29	3.8936		x	20.7743	10.96	x		28.4504	6.17
Fri	05/15/20	258.42374	1.45591	30	4.0276		x	20.6403	11.06	x		28.5844	6.07
Mon	05/18/20	258.36926	1.45560	33	4.4294		x	20.2385	11.37	x		28.9862	5.76
Tue	05/19/20	258.35110	1.45550	34	4.5634		x	20.1045	11.47	x		29.1202	5.66
Wed	05/20/20	258.33294	1.45540	35	4.6972		x	19.9707	11.57	x		29.2540	5.56
Thu	05/21/20	258.31477	1.45529	36	4.8311		x	19.8368	11.68	x		29.3879	5.45
Fri	05/22/20	258.29661	1.45519	37	4.9649		x	19.7030	11.78	x		29.5217	5.35
Mon	05/25/20	258.24213	1.45489	40	5.3664		x	19.3015	12.08	x		29.9232	5.05
Tue	05/26/20	258.22397	1.45478	41	5.5001		x	19.1678	12.19	x		30.0569	4.94
Wed	05/27/20	258.20581	1.45468	42	5.6339		x	19.0340	12.29	x		30.1907	4.84
Thu	05/28/20	258.18765	1.45458	43	5.7676		x	18.9003	12.39	x		30.3244	4.74
Fri	05/29/20	258.16948	1.45448	44	5.9014		x	18.7665	12.49	x		30.4582	4.64
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	1.45417	47	6.3024		x	18.3655	12.80	x		30.8592	4.33
Tue	06/02/20	258.05747	1.45384	48	6.4350		x	18.2329	13.13	x		30.9918	4.00
Wed	06/03/20	257.99993	1.45352	49	6.5676		x	18.1003	13.45	x		31.1244	3.68
Thu	06/04/20	257.94240	1.45320	50	6.7002		x	17.9677	13.77	x		31.2570	3.36
Fri	06/05/20	257.88487	1.45287	51	6.8327		x	17.8352	14.10	x		31.3895	3.03
Mon	06/08/20	257.71227	1.45190	54	7.2297		x	17.4382	15.07	x		31.7865	2.06
Tue	06/09/20	257.65473	1.45158	55	7.3620		x	17.3059	15.39	x		31.9188	1.74
Wed	06/10/20	257.59720	1.45125	56	7.4942		x	17.1737	15.72	x		32.0510	1.41
Thu	06/11/20	257.53967	1.45093	57	7.6263		x	17.0416	16.04	x		32.1831	1.09
Fri	06/12/20	257.48213	1.45060	58	7.7583		x	16.9096	16.37	x		32.3151	0.76
Mon	06/15/20	257.30953	1.44963	61	8.1542		x	16.5137	17.34	x		32.7110	-0.21
Tue	06/16/20	257.25200	1.44931	62	8.2860		x	16.3819	17.66	x		32.8428	-0.53
Wed	06/17/20	257.19447	1.44898	63	8.4177		x	16.2502	17.99	x		32.9745	-0.86
Thu	06/18/20	257.13693	1.44866	64	8.5495		x	16.1184	18.31	x		33.1063	-1.18
Fri	06/19/20	257.07940	1.44833	65	8.6811		x	15.9868	18.64	x		33.2379	-1.51
Mon	06/22/20	256.90680	1.44736	68	9.0757		x	15.5922	19.61	x		33.6325	-2.48
Tue	06/23/20	256.84927	1.44704	69	9.2071		x	15.4608	19.93	x		33.7639	-2.80
Wed	06/24/20	256.79173	1.44671	70	9.3384		x	15.3295	20.26	x		33.8952	-3.13
Thu	06/25/20	256.73420	1.44639	71	9.4697		x	15.1982	20.58	x		34.0265	-3.45
Fri	06/26/20	256.67667	1.44607	72	9.6010		x	15.0669	20.90	x		34.1578	-3.77
Mon	06/29/20	256.50407	1.44509	75	9.9942		x	14.6737	21.88	x		34.5510	-4.75
Tue	06/30/20	256.44653	1.44477	76	10.1252		x	14.5427	22.20	x		34.6820	-5.07
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	1.44445	77	10.2562		x	14.4117	22.52	x		34.8130	-5.39
Thu	07/02/20	256.38916	1.44445	78	10.3894		x	14.2785	22.52	x		34.9462	-5.39
Fri	07/03/20	256.38932	1.44445	79	10.5226		x	14.1453	22.52	x		35.0794	-5.39
Mon	07/06/20	256.38981	1.44445	82	10.9222		x	13.7457	22.52	x		35.4790	-5.39
Tue	07/07/20	256.38997	1.44445	83	11.0554		x	13.6125	22.52	x		35.6122	-5.39
Wed	07/08/20	256.39013	1.44445	84	11.1886		x	13.4793	22.52	x		35.7454	-5.39
Thu	07/09/20	256.39029	1.44445	85	11.3218		x	13.3461	22.52	x		35.8786	-5.39
Fri	07/10/20	256.39045	1.44445	86	11.4550		x	13.2129	22.52	x		36.0118	-5.39
Mon	07/13/20	256.39094	1.44446	89	11.8546		x	12.8133	22.51	x		36.4114	-5.38
Tue	07/14/20	256.39110	1.44446	90	11.9878		x	12.6801	22.51	x		36.5446	-5.38
Wed	07/15/20	256.39126	1.44446	91	12.1210		x	12.5469	22.51	x		36.6778	-5.38
Thu	07/16/20	256.39142	1.44446	92	12.2542		x	12.4137	22.51	x		36.8110	-5.38
Fri	07/17/20	256.39158	1.44446	93	12.3874		x	12.2805	22.51	x		36.9442	-5.38
Mon	07/20/20	256.39206	1.44446	96	12.7870		x	11.8809	22.51	x		37.3438	-5.38
Tue	07/21/20	256.39223	1.44446	97	12.9202		x	11.7477	22.51	x		37.4770	-5.38
Wed	07/22/20	256.39239	1.44446	98	13.0534		x	11.6145	22.51	x		37.6102	-5.38
Thu	07/23/20	256.39255	1.44447	99	13.1867		x	11.4812	22.50	x		37.7435	-5.37
Fri	07/24/20	256.39271	1.44447	100	13.3199		x	11.3480	22.50	x		37.8767	-5.37
Mon	07/27/20	256.39319	1.44447	103	13.7195		x	10.9484	22.50	x		38.2763	-5.37
Tue	07/28/20	256.39335	1.44447	104	13.8527		x	10.8152	22.50	x		38.4095	-5.37
Wed	07/29/20	256.39352	1.44447	105	13.9859		x	10.6820	22.50	x		38.5427	-5.37
Thu	07/30/20	256.39368	1.44447	106	14.1191		x	10.5488	22.50	x		38.6759	-5.37
Fri	07/31/20	256.39384	1.44447	107	14.2523		x	10.4156	22.50	x		38.8091	-5.37
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	1.44498	110	14.6571		x	10.0108	21.99	x		39.2139	-4.86
Tue	08/04/20	256.52977	1.44524	111	14.7930		x	9.8749	21.73	x		39.3498	-4.60
Wed	08/05/20	256.57503	1.44549	112	14.9288		x	9.7391	21.48	x		39.4856	-4.35
Thu	08/06/20	256.62029	1.44575	113	15.0648		x	9.6031	21.22	x		39.6216	-4.09
Fri	08/07/20	256.66555	1.44600	114	15.2008		x	9.4671	20.97	x		39.7576	-3.84
Mon	08/10/20	256.80132	1.44677	117	15.6091		x	9.0588	20.20	x		40.1659	-3.07
Tue	08/11/20	256.84658	1.44702	118	15.7452		x	8.9227	19.95	x		40.3020	-2.82
Wed	08/12/20	256.89184	1.44728	119	15.8815		x	8.7864	19.69	x		40.4383	-2.56
Thu	08/13/20	256.93710	1.44753	120	16.0178		x	8.6501	19.44	x		40.5746	-2.31
Fri	08/14/20	256.98235	1.44779	121	16.1541		x	8.5138	19.18	x		40.7109	-2.05
Mon	08/17/20	257.11813	1.44855	124	16.5633		x	8.1046	18.42	x		41.1201	-1.29
Tue	08/18/20	257.16339	1.44881	125	16.6999		x	7.9680	18.16	x		41.2567	-1.03
Wed	08/19/20	257.20865	1.44906	126	16.8364		x	7.8315	17.91	x		41.3932	-0.78
Thu	08/20/20	257.25390	1.44932	127	16.9731		x	7.6948	17.65	x		41.5299	-0.52
Fri	08/21/20	257.29916	1.44957	128	17.1097		x	7.5582	17.40	x		41.6665	-0.27
Mon	08/24/20	257.43494	1.45034	131	17.5200		x	7.1479	16.63	x		42.0768	0.50
Tue	08/25/20	257.48019	1.45059	132	17.6568		x	7.0111	16.38	x		42.2136	0.75
Wed	08/26/20	257.52545	1.45085	133	17.7937		x	6.8742	16.12	x		42.3505	1.01
Thu	08/27/20	257.57071	1.45110	134	17.9306		x	6.7373	15.87	x		42.4874	1.26
Fri	08/28/20	257.61597	1.45136	135	18.0676		x	6.6003	15.61	x		42.6244	1.52
Mon	08/31/20	257.75174	1.45212	138	18.4788		x	6.1891	14.85	x		43.0356	2.28
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	1.45238	139	18.6161		x	6.0518	14.59	x		43.1729	2.54
Wed	09/02/20	257.84047	1.45262	140	18.7531		x	5.9148	14.35	x		43.3099	2.78
Thu	09/03/20	257.88393	1.45287	141	18.8903		x	5.7776	14.10	x		43.4471	3.03
Fri	09/04/20	257.92740	1.45311	142	19.0274		x	5.6405	13.86	x		43.5842	3.27
Mon	09/07/20	258.05780	1.45385	145	19.4393		x	5.2286	13.12	x		43.9961	4.01
Tue	09/08/20	258.10127	1.45409	146	19.5766		x	5.0913	12.88	x		44.1334	4.25
Wed	09/09/20	258.14473	1.45434	147	19.7141		x	4.9538	12.63	x		44.2709	4.50
Thu	09/10/20	258.18820	1.45458	148	19.8514		x	4.8165	12.39	x		44.4082	4.74
Fri	09/11/20	258.23167	1.45483	149	19.9890		x	4.6789	12.14	x		44.5458	4.99
Mon	09/14/20	258.36207	1.45556	152	20.4017		x	4.2662	11.41	x		44.9585	5.72
Tue	09/15/20	258.40553	1.45581	153	20.5395		x	4.1284	11.16	x		45.0963	5.97
Wed	09/16/20	258.44900	1.45605	154	20.6771		x	3.9908	10.92	x		45.2339	6.21
Thu	09/17/20	258.49247	1.45630	155	20.8149		x	3.8530	10.67	x		45.3717	6.46
Fri	09/18/20	258.53593	1.45654	156	20.9527		x	3.7152	10.43	x		45.5095	6.70
Mon	09/21/20	258.66633	1.45728	159	21.3665		x	3.3014	9.69	x		45.9233	7.44
Tue	09/22/20	258.70980	1.45752	160	21.5044		x	3.1635	9.45	x		46.0612	7.68
Wed	09/23/20	258.75327	1.45776	161	21.6424		x	3.0255	9.21	x		46.1992	7.92
Thu	09/24/20	258.79673	1.45801	162	21.7805		x	2.8874	8.96	x		46.3373	8.17
Fri	09/25/20	258.84020	1.45825	163	21.9186		x	2.7493	8.72	x		46.4754	8.41
Mon	09/28/20	258.97060	1.45899	166	22.3333		x	2.3346	7.98	x		46.8901	9.15
Tue	09/29/20	259.01407	1.45923	167	22.4715		x	2.1964	7.74	x		47.0283	9.39
Wed	09/30/20	259.05753	1.45948	168	22.6100		x	2.0579	7.49	x		47.1668	9.64
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	1.45972	169	22.7483		x	1.9196	7.25	x		47.3051	9.88
Fri	10/02/20	259.12735	1.45987	170	22.8853		x	1.7826	7.10	x		47.4421	10.03
Mon	10/05/20	259.20642	1.46032	173	23.2963		x	1.3716	6.65	x		47.8531	10.48
Tue	10/06/20	259.23277	1.46047	174	23.4334		x	1.2345	6.50	x		47.9902	10.63
Wed	10/07/20	259.25913	1.46061	175	23.5703		x	1.0976	6.36	x		48.1271	10.77
Thu	10/08/20	259.28548	1.46076	176	23.7074		x	0.9605	6.21	x		48.2642	10.92
Fri	10/09/20	259.31184	1.46091	177	23.8446		x	0.8233	6.06	x		48.4014	11.07
Mon	10/12/20	259.39090	1.46136	180	24.2562		x	0.4117	5.61	x		48.8130	11.52
Tue	10/13/20	259.41726	1.46151	181	24.3934		x	0.2745	5.46	x		48.9502	11.67
Wed	10/14/20	259.44361	1.46165	182	24.5306		x	0.1373	5.32	x		49.0874	11.81
Thu	10/15/20	259.46997	1.46180	0	0.0000			0.0000	5.17	x	x	49.2247	11.96
Fri	10/16/20	259.49632	1.46195	1	0.1356			-0.1356	5.02	x	x	49.3603	12.11
Mon	10/19/20	259.57539	1.46240	4	0.5424			-0.5424	4.57	x	x	49.7671	12.56
Tue	10/20/20	259.60174	1.46255	5	0.6780			-0.6780	4.42	x	x	49.9027	12.71
Wed	10/21/20	259.62810	1.46269	6	0.8137			-0.8137	4.28	x	x	50.0384	12.85
Thu	10/22/20	259.65445	1.46284	7	0.9494			-0.9494	4.13	x	x	50.1741	13.00
Fri	10/23/20	259.68081	1.46299	8	1.0852			-1.0852	3.98	x	x	50.3099	13.15
Mon	10/26/20	259.75987	1.46344	11	1.4926			-1.4926	3.53	x	x	50.7173	13.60
Tue	10/27/20	259.78623	1.46358	12	1.6284			-1.6284	3.39	x	x	50.8531	13.74
Wed	10/28/20	259.81258	1.46373	13	1.7643			-1.7643	3.24	x	x	50.9890	13.89
Thu	10/29/20	259.83894	1.46388	14	1.9002			-1.9002	3.09	x	x	51.1249	14.04
Fri	10/30/20	259.86529	1.46403	15	2.0362			-2.0362	2.94	x	x	51.2609	14.19
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	1.46439	18	2.4440			-2.4440	2.58	x	x	51.6687	14.55
Tue	11/03/20	259.94213	1.46446	19	2.5799			-2.5799	2.51	x	x	51.8046	14.62
Wed	11/04/20	259.95420	1.46453	20	2.7158			-2.7158	2.44	x	x	51.9405	14.69
Thu	11/05/20	259.96627	1.46460	21	2.8517			-2.8517	2.37	x	x	52.0764	14.76
Fri	11/06/20	259.97833	1.46467	22	2.9877			-2.9877	2.30	x	x	52.2124	14.83
Mon	11/09/20	260.01453	1.46487	25	3.3956			-3.3956	2.10	x	x	52.6203	15.03
Tue	11/10/20	260.02660	1.46494	26	3.5316			-3.5316	2.03	x	x	52.7563	15.10
Wed	11/11/20	260.03867	1.46501	27	3.6676			-3.6676	1.96	x	x	52.8923	15.17
Thu	11/12/20	260.05073	1.46507	28	3.8035			-3.8035	1.90	x	x	53.0282	15.23
Fri	11/13/20	260.06280	1.46514	29	3.9396			-3.9396	1.83	x	x	53.1643	15.30
Mon	11/16/20	260.09900	1.46535	32	4.3477			-4.3477	1.62	x	x	53.5724	15.51
Tue	11/17/20	260.11107	1.46541	33	4.4838			-4.4838	1.56	x	x	53.7085	15.57
Wed	11/18/20	260.12313	1.46548	34	4.6199			-4.6199	1.49	x	x	53.8446	15.64
Thu	11/19/20	260.13520	1.46555	35	4.7560			-4.7560	1.42	x	x	53.9807	15.71
Fri	11/20/20	260.14727	1.46562	36	4.8921			-4.8921	1.35	x	x	54.1168	15.78
Mon	11/23/20	260.18347	1.46582	39	5.3005			-5.3005	1.15	x	x	54.5252	15.98
Tue	11/24/20	260.19553	1.46589	40	5.4367			-5.4367	1.08	x	x	54.6614	16.05
Wed	11/25/20	260.20760	1.46596	41	5.5729			-5.5729	1.01	x	x	54.7976	16.12
Thu	11/26/20	260.21967	1.46603	42	5.7091			-5.7091	0.94	x	x	54.9338	16.19
Fri	11/27/20	260.23173	1.46609	43	5.8452			-5.8452	0.88	x	x	55.0699	16.25
Mon	11/30/20	260.26793	1.46630	46	6.2539			-6.2539	0.67	x	x	55.4786	16.46
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	1.46637	47	6.3902			-6.3902	0.60	x	x	55.6149	16.53
Wed	12/02/20	260.28348	1.46639	48	6.5262			-6.5262	0.58	x	x	55.7509	16.55
Thu	12/03/20	260.28697	1.46641	49	6.6623			-6.6623	0.56	x	x	55.8870	16.57
Fri	12/04/20	260.29045	1.46643	50	6.7984			-6.7984	0.54	x	x	56.0231	16.59
Mon	12/07/20	260.30090	1.46648	53	7.2065			-7.2065	0.49	x	x	56.4312	16.64
Tue	12/08/20	260.30439	1.46650	54	7.3426			-7.3426	0.47	x	x	56.5673	16.66
Wed	12/09/20	260.30787	1.46652	55	7.4786			-7.4786	0.45	x	x	56.7033	16.68
Thu	12/10/20	260.31135	1.46654	56	7.6147			-7.6147	0.43	x	x	56.8394	16.70
Fri	12/11/20	260.31484	1.46656	57	7.7508			-7.7508	0.41	x	x	56.9755	16.72
Mon	12/14/20	260.32529	1.46662	60	8.1591			-8.1591	0.35	x	x	57.3838	16.78
Tue	12/15/20	260.32877	1.46664	61	8.2952			-8.2952	0.33	x	x	57.5199	16.80
Wed	12/16/20	260.33226	1.46666	62	8.4313			-8.4313	0.31	x	x	57.6560	16.82
Thu	12/17/20	260.33574	1.46668	63	8.5674			-8.5674	0.29	x	x	57.7921	16.84
Fri	12/18/20	260.33923	1.46670	64	8.7035			-8.7035	0.27	x	x	57.9282	16.86
Mon	12/21/20	260.34968	1.46676	67	9.1118			-9.1118	0.21	x	x	58.3365	16.92
Tue	12/22/20	260.35316	1.46678	68	9.2480			-9.2480	0.19	x	x	58.4727	16.94
Wed	12/23/20	260.35665	1.46680	69	9.3841			-9.3841	0.17	x	x	58.6088	16.96
Thu	12/24/20	260.36013	1.46682	70	9.5202			-9.5202	0.15	x	x	58.7449	16.98
Fri	12/25/20	260.36361	1.46684	71	9.6564			-9.6564	0.13	x	x	58.8811	17.00
Mon	12/28/20	260.37406	1.46690	74	10.0648			-10.0648	0.07	x	x	59.2895	17.06
Tue	12/29/20	260.37755	1.46692	75	10.2009			-10.2009	0.05	x	x	59.4256	17.08
Wed	12/30/20	260.38103	1.46694	76	10.3371			-10.3371	0.03	x	x	59.5618	17.10
Thu	12/31/20	260.38452	1.46696	77	10.4732			-10.4732	0.01	x	x	59.6979	17.12
Fri	01/01/21	260.38800	1.46697

Generated 12/10/20 09:32