2.375% 20.5-Year Treasury Inflation Protected Security (TIPS) due January 15, 2025

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

CUSIP Number	912810FR4	Interest 01/15/20 (184 days)	$16.2084
Dated Date	July 15, 2004	Interest 07/15/20 (182 days)	$16.1523
Ref CPI on Dated Date	188.49677	Interest Total	$32.3607
Original Issue Date	July 30, 2004	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	1.36525	170	14.9788	x	x	17.3819	16.14			14.9788	0.00
Thu	01/02/20	257.34155	1.36523	171	15.0667	x	x	17.2940	16.16			15.0667	-0.02
Fri	01/03/20	257.33710	1.36521	172	15.1546	x	x	17.2061	16.18			15.1546	-0.04
Mon	01/06/20	257.32374	1.36514	175	15.4181	x	x	16.9426	16.25			15.4181	-0.11
Tue	01/07/20	257.31929	1.36511	176	15.5059	x	x	16.8548	16.28			15.5059	-0.14
Wed	01/08/20	257.31484	1.36509	177	15.5937	x	x	16.7670	16.30			15.5937	-0.16
Thu	01/09/20	257.31039	1.36507	178	15.6816	x	x	16.6791	16.32			15.6816	-0.18
Fri	01/10/20	257.30594	1.36504	179	15.7694	x	x	16.5913	16.35			15.7694	-0.21
Mon	01/13/20	257.29258	1.36497	182	16.0328	x	x	16.3279	16.42			16.0328	-0.28
Tue	01/14/20	257.28813	1.36495	183	16.1207	x	x	16.2400	16.44			16.1207	-0.30
Wed	01/15/20	257.28368	1.36492	0	0.0000		x	16.1523	16.47	x		16.2084	-0.33
Thu	01/16/20	257.27923	1.36490	1	0.0891		x	16.0632	16.49	x		16.2975	-0.35
Fri	01/17/20	257.27477	1.36488	2	0.1781		x	15.9742	16.51	x		16.3865	-0.37
Mon	01/20/20	257.26142	1.36481	5	0.4453		x	15.7070	16.58	x		16.6537	-0.44
Tue	01/21/20	257.25697	1.36478	6	0.5343		x	15.6180	16.61	x		16.7427	-0.47
Wed	01/22/20	257.25252	1.36476	7	0.6233		x	15.5290	16.63	x		16.8317	-0.49
Thu	01/23/20	257.24806	1.36473	8	0.7124		x	15.4399	16.66	x		16.9208	-0.52
Fri	01/24/20	257.24361	1.36471	9	0.8014		x	15.3509	16.68	x		17.0098	-0.54
Mon	01/27/20	257.23026	1.36464	12	1.0685		x	15.0838	16.75	x		17.2769	-0.61
Tue	01/28/20	257.22581	1.36462	13	1.1575		x	14.9948	16.77	x		17.3659	-0.63
Wed	01/29/20	257.22135	1.36459	14	1.2465		x	14.9058	16.80	x		17.4549	-0.66
Thu	01/30/20	257.21690	1.36457	15	1.3355		x	14.8168	16.82	x		17.5439	-0.68
Fri	01/31/20	257.21245	1.36455	16	1.4245		x	14.7278	16.84	x		17.6329	-0.70
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	1.36444	19	1.6915		x	14.4608	16.95	x		17.8999	-0.81
Tue	02/04/20	257.18379	1.36439	20	1.7805		x	14.3718	17.00	x		17.9889	-0.86
Wed	02/05/20	257.17572	1.36435	21	1.8694		x	14.2829	17.04	x		18.0778	-0.90
Thu	02/06/20	257.16766	1.36431	22	1.9584		x	14.1939	17.08	x		18.1668	-0.94
Fri	02/07/20	257.15959	1.36427	23	2.0473		x	14.1050	17.12	x		18.2557	-0.98
Mon	02/10/20	257.13538	1.36414	26	2.3142		x	13.8381	17.25	x		18.5226	-1.11
Tue	02/11/20	257.12731	1.36409	27	2.4031		x	13.7492	17.30	x		18.6115	-1.16
Wed	02/12/20	257.11924	1.36405	28	2.4920		x	13.6603	17.34	x		18.7004	-1.20
Thu	02/13/20	257.11117	1.36401	29	2.5809		x	13.5714	17.38	x		18.7893	-1.24
Fri	02/14/20	257.10310	1.36397	30	2.6699		x	13.4824	17.42	x		18.8783	-1.28
Mon	02/17/20	257.07890	1.36384	33	2.9366		x	13.2157	17.55	x		19.1450	-1.41
Tue	02/18/20	257.07083	1.36379	34	3.0254		x	13.1269	17.60	x		19.2338	-1.46
Wed	02/19/20	257.06276	1.36375	35	3.1143		x	13.0380	17.64	x		19.3227	-1.50
Thu	02/20/20	257.05469	1.36371	36	3.2032		x	12.9491	17.68	x		19.4116	-1.54
Fri	02/21/20	257.04662	1.36367	37	3.2921		x	12.8602	17.72	x		19.5005	-1.58
Mon	02/24/20	257.02241	1.36354	40	3.5587		x	12.5936	17.85	x		19.7671	-1.71
Tue	02/25/20	257.01434	1.36349	41	3.6475		x	12.5048	17.90	x		19.8559	-1.76
Wed	02/26/20	257.00628	1.36345	42	3.7364		x	12.4159	17.94	x		19.9448	-1.80
Thu	02/27/20	256.99821	1.36341	43	3.8252		x	12.3271	17.98	x		20.0336	-1.84
Fri	02/28/20	256.99014	1.36337	44	3.9141		x	12.2382	18.02	x		20.1225	-1.88
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	03/02/20	257.00616	1.36345	47	4.1812		x	11.9711	17.94	x		20.3896	-1.80
Tue	03/03/20	257.03832	1.36362	48	4.2707		x	11.8816	17.77	x		20.4791	-1.63
Wed	03/04/20	257.07048	1.36379	49	4.3602		x	11.7921	17.60	x		20.5686	-1.46
Thu	03/05/20	257.10265	1.36396	50	4.4497		x	11.7026	17.43	x		20.6581	-1.29
Fri	03/06/20	257.13481	1.36413	51	4.5393		x	11.6130	17.26	x		20.7477	-1.12
Mon	03/09/20	257.23129	1.36465	54	4.8081		x	11.3442	16.74	x		21.0165	-0.60
Tue	03/10/20	257.26345	1.36482	55	4.8978		x	11.2545	16.57	x		21.1062	-0.43
Wed	03/11/20	257.29561	1.36499	56	4.9875		x	11.1648	16.40	x		21.1959	-0.26
Thu	03/12/20	257.32777	1.36516	57	5.0772		x	11.0751	16.23	x		21.2856	-0.09
Fri	03/13/20	257.35994	1.36533	58	5.1669		x	10.9854	16.06	x		21.3753	0.08
Mon	03/16/20	257.45642	1.36584	61	5.4362		x	10.7161	15.55	x		21.6446	0.59
Tue	03/17/20	257.48858	1.36601	62	5.5260		x	10.6263	15.38	x		21.7344	0.76
Wed	03/18/20	257.52074	1.36618	63	5.6158		x	10.5365	15.21	x		21.8242	0.93
Thu	03/19/20	257.55290	1.36635	64	5.7056		x	10.4467	15.04	x		21.9140	1.10
Fri	03/20/20	257.58506	1.36652	65	5.7955		x	10.3568	14.87	x		22.0039	1.27
Mon	03/23/20	257.68155	1.36703	68	6.0653		x	10.0870	14.36	x		22.2737	1.78
Tue	03/24/20	257.71371	1.36720	69	6.1552		x	9.9971	14.19	x		22.3636	1.95
Wed	03/25/20	257.74587	1.36738	70	6.2452		x	9.9071	14.01	x		22.4536	2.13
Thu	03/26/20	257.77803	1.36755	71	6.3353		x	9.8170	13.84	x		22.5437	2.30
Fri	03/27/20	257.81019	1.36772	72	6.4253		x	9.7270	13.67	x		22.6337	2.47
Mon	03/30/20	257.90668	1.36823	75	6.6955		x	9.4568	13.16	x		22.9039	2.98
Tue	03/31/20	257.93884	1.36840	76	6.7856		x	9.3667	12.99	x		22.9940	3.15
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	1.36857	77	6.8757		x	9.2766	12.82	x		23.0841	3.32
Thu	04/02/20	257.99457	1.36869	78	6.9657		x	9.1866	12.70	x		23.1741	3.44
Fri	04/03/20	258.01813	1.36882	79	7.0556		x	9.0967	12.57	x		23.2640	3.57
Mon	04/06/20	258.08883	1.36919	82	7.3255		x	8.8268	12.20	x		23.5339	3.94
Tue	04/07/20	258.11240	1.36932	83	7.4156		x	8.7367	12.07	x		23.6240	4.07
Wed	04/08/20	258.13597	1.36945	84	7.5056		x	8.6467	11.94	x		23.7140	4.20
Thu	04/09/20	258.15953	1.36957	85	7.5957		x	8.5566	11.82	x		23.8041	4.32
Fri	04/10/20	258.18310	1.36970	86	7.6857		x	8.4666	11.69	x		23.8941	4.45
Mon	04/13/20	258.25380	1.37007	89	7.9560		x	8.1963	11.32	x		24.1644	4.82
Tue	04/14/20	258.27737	1.37020	90	8.0462		x	8.1061	11.19	x		24.2546	4.95
Wed	04/15/20	258.30093	1.37032	91	8.1363		x	8.0160	11.07	x		24.3447	5.07
Thu	04/16/20	258.32450	1.37045	92	8.2265		x	7.9258	10.94	x		24.4349	5.20
Fri	04/17/20	258.34807	1.37057	93	8.3166		x	7.8357	10.82	x		24.5250	5.32
Mon	04/20/20	258.41877	1.37095	96	8.5873		x	7.5650	10.44	x		24.7957	5.70
Tue	04/21/20	258.44233	1.37107	97	8.6775		x	7.4748	10.32	x		24.8859	5.82
Wed	04/22/20	258.46590	1.37120	98	8.7678		x	7.3845	10.19	x		24.9762	5.95
Thu	04/23/20	258.48947	1.37132	99	8.8580		x	7.2943	10.07	x		25.0664	6.07
Fri	04/24/20	258.51303	1.37145	100	8.9483		x	7.2040	9.94	x		25.1567	6.20
Mon	04/27/20	258.58373	1.37182	103	9.2193		x	6.9330	9.57	x		25.4277	6.57
Tue	04/28/20	258.60730	1.37195	104	9.3097		x	6.8426	9.44	x		25.5181	6.70
Wed	04/29/20	258.63087	1.37207	105	9.4000		x	6.7523	9.32	x		25.6084	6.82
Thu	04/30/20	258.65443	1.37220	106	9.4904		x	6.6619	9.19	x		25.6988	6.95
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	1.37232	107	9.5808		x	6.5715	9.07	x		25.7892	7.07
Mon	05/04/20	258.62352	1.37203	110	9.8473		x	6.3050	9.36	x		26.0557	6.78
Tue	05/05/20	258.60535	1.37194	111	9.9362		x	6.2161	9.45	x		26.1446	6.69
Wed	05/06/20	258.58719	1.37184	112	10.0250		x	6.1273	9.55	x		26.2334	6.59
Thu	05/07/20	258.56903	1.37174	113	10.1138		x	6.0385	9.65	x		26.3222	6.49
Fri	05/08/20	258.55087	1.37165	114	10.2026		x	5.9497	9.74	x		26.4110	6.40
Mon	05/11/20	258.49639	1.37136	117	10.4689		x	5.6834	10.03	x		26.6773	6.11
Tue	05/12/20	258.47823	1.37126	118	10.5576		x	5.5947	10.13	x		26.7660	6.01
Wed	05/13/20	258.46006	1.37116	119	10.6463		x	5.5060	10.23	x		26.8547	5.91
Thu	05/14/20	258.44190	1.37107	120	10.7350		x	5.4173	10.32	x		26.9434	5.82
Fri	05/15/20	258.42374	1.37097	121	10.8237		x	5.3286	10.42	x		27.0321	5.72
Mon	05/18/20	258.36926	1.37068	124	11.0897		x	5.0626	10.71	x		27.2981	5.43
Tue	05/19/20	258.35110	1.37059	125	11.1784		x	4.9739	10.80	x		27.3868	5.34
Wed	05/20/20	258.33294	1.37049	126	11.2670		x	4.8853	10.90	x		27.4754	5.24
Thu	05/21/20	258.31477	1.37039	127	11.3556		x	4.7967	11.00	x		27.5640	5.14
Fri	05/22/20	258.29661	1.37030	128	11.4443		x	4.7080	11.09	x		27.6527	5.05
Mon	05/25/20	258.24213	1.37001	131	11.7100		x	4.4423	11.38	x		27.9184	4.76
Tue	05/26/20	258.22397	1.36991	132	11.7985		x	4.3538	11.48	x		28.0069	4.66
Wed	05/27/20	258.20581	1.36982	133	11.8871		x	4.2652	11.57	x		28.0955	4.57
Thu	05/28/20	258.18765	1.36972	134	11.9756		x	4.1767	11.67	x		28.1840	4.47
Fri	05/29/20	258.16948	1.36962	135	12.0641		x	4.0882	11.77	x		28.2725	4.37
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	1.36933	138	12.3296		x	3.8227	12.06	x		28.5380	4.08
Tue	06/02/20	258.05747	1.36903	139	12.4162		x	3.7361	12.36	x		28.6246	3.78
Wed	06/03/20	257.99993	1.36872	140	12.5027		x	3.6496	12.67	x		28.7111	3.47
Thu	06/04/20	257.94240	1.36842	141	12.5893		x	3.5630	12.97	x		28.7977	3.17
Fri	06/05/20	257.88487	1.36811	142	12.6757		x	3.4766	13.28	x		28.8841	2.86
Mon	06/08/20	257.71227	1.36720	145	12.9349		x	3.2174	14.19	x		29.1433	1.95
Tue	06/09/20	257.65473	1.36689	146	13.0211		x	3.1312	14.50	x		29.2295	1.64
Wed	06/10/20	257.59720	1.36659	147	13.1074		x	3.0449	14.80	x		29.3158	1.34
Thu	06/11/20	257.53967	1.36628	148	13.1936		x	2.9587	15.11	x		29.4020	1.03
Fri	06/12/20	257.48213	1.36598	149	13.2798		x	2.8725	15.41	x		29.4882	0.73
Mon	06/15/20	257.30953	1.36506	152	13.5381		x	2.6142	16.33	x		29.7465	-0.19
Tue	06/16/20	257.25200	1.36476	153	13.6242		x	2.5281	16.63	x		29.8326	-0.49
Wed	06/17/20	257.19447	1.36445	154	13.7101		x	2.4422	16.94	x		29.9185	-0.80
Thu	06/18/20	257.13693	1.36415	155	13.7961		x	2.3562	17.24	x		30.0045	-1.10
Fri	06/19/20	257.07940	1.36384	156	13.8819		x	2.2704	17.55	x		30.0903	-1.41
Mon	06/22/20	256.90680	1.36292	159	14.1394		x	2.0129	18.47	x		30.3478	-2.33
Tue	06/23/20	256.84927	1.36262	160	14.2252		x	1.9271	18.77	x		30.4336	-2.63
Wed	06/24/20	256.79173	1.36231	161	14.3108		x	1.8415	19.08	x		30.5192	-2.94
Thu	06/25/20	256.73420	1.36201	162	14.3965		x	1.7558	19.38	x		30.6049	-3.24
Fri	06/26/20	256.67667	1.36170	163	14.4821		x	1.6702	19.69	x		30.6905	-3.55
Mon	06/29/20	256.50407	1.36079	166	14.7388		x	1.4135	20.60	x		30.9472	-4.46
Tue	06/30/20	256.44653	1.36048	167	14.8242		x	1.3281	20.91	x		31.0326	-4.77
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	1.36018	168	14.9097		x	1.2426	21.21	x		31.1181	-5.07
Thu	07/02/20	256.38916	1.36018	169	14.9984		x	1.1539	21.21	x		31.2068	-5.07
Fri	07/03/20	256.38932	1.36018	170	15.0872		x	1.0651	21.21	x		31.2956	-5.07
Mon	07/06/20	256.38981	1.36018	173	15.3534		x	0.7989	21.21	x		31.5618	-5.07
Tue	07/07/20	256.38997	1.36018	174	15.4422		x	0.7101	21.21	x		31.6506	-5.07
Wed	07/08/20	256.39013	1.36018	175	15.5309		x	0.6214	21.21	x		31.7393	-5.07
Thu	07/09/20	256.39029	1.36018	176	15.6196		x	0.5327	21.21	x		31.8280	-5.07
Fri	07/10/20	256.39045	1.36018	177	15.7084		x	0.4439	21.21	x		31.9168	-5.07
Mon	07/13/20	256.39094	1.36019	180	15.9748		x	0.1775	21.20	x		32.1832	-5.06
Tue	07/14/20	256.39110	1.36019	181	16.0635		x	0.0888	21.20	x		32.2719	-5.06
Wed	07/15/20	256.39126	1.36019	0	0.0000			0.0000	21.20	x	x	32.3607	-5.06
Thu	07/16/20	256.39142	1.36019	1	0.0878			-0.0878	21.20	x	x	32.4485	-5.06
Fri	07/17/20	256.39158	1.36019	2	0.1756			-0.1756	21.20	x	x	32.5363	-5.06
Mon	07/20/20	256.39206	1.36019	5	0.4389			-0.4389	21.20	x	x	32.7996	-5.06
Tue	07/21/20	256.39223	1.36019	6	0.5267			-0.5267	21.20	x	x	32.8874	-5.06
Wed	07/22/20	256.39239	1.36020	7	0.6145			-0.6145	21.19	x	x	32.9752	-5.05
Thu	07/23/20	256.39255	1.36020	8	0.7023			-0.7023	21.19	x	x	33.0630	-5.05
Fri	07/24/20	256.39271	1.36020	9	0.7901			-0.7901	21.19	x	x	33.1508	-5.05
Mon	07/27/20	256.39319	1.36020	12	1.0534			-1.0534	21.19	x	x	33.4141	-5.05
Tue	07/28/20	256.39335	1.36020	13	1.1412			-1.1412	21.19	x	x	33.5019	-5.05
Wed	07/29/20	256.39352	1.36020	14	1.2290			-1.2290	21.19	x	x	33.5897	-5.05
Thu	07/30/20	256.39368	1.36020	15	1.3168			-1.3168	21.19	x	x	33.6775	-5.05
Fri	07/31/20	256.39384	1.36020	16	1.4046			-1.4046	21.19	x	x	33.7653	-5.05
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	1.36068	19	1.6685			-1.6685	20.71	x	x	34.0292	-4.57
Tue	08/04/20	256.52977	1.36092	20	1.7566			-1.7566	20.47	x	x	34.1173	-4.33
Wed	08/05/20	256.57503	1.36116	21	1.8448			-1.8448	20.23	x	x	34.2055	-4.09
Thu	08/06/20	256.62029	1.36140	22	1.9330			-1.9330	19.99	x	x	34.2937	-3.85
Fri	08/07/20	256.66555	1.36164	23	2.0212			-2.0212	19.75	x	x	34.3819	-3.61
Mon	08/10/20	256.80132	1.36236	26	2.2860			-2.2860	19.03	x	x	34.6467	-2.89
Tue	08/11/20	256.84658	1.36260	27	2.3744			-2.3744	18.79	x	x	34.7351	-2.65
Wed	08/12/20	256.89184	1.36284	28	2.4627			-2.4627	18.55	x	x	34.8234	-2.41
Thu	08/13/20	256.93710	1.36308	29	2.5511			-2.5511	18.31	x	x	34.9118	-2.17
Fri	08/14/20	256.98235	1.36332	30	2.6396			-2.6396	18.07	x	x	35.0003	-1.93
Mon	08/17/20	257.11813	1.36405	33	2.9051			-2.9051	17.34	x	x	35.2658	-1.20
Tue	08/18/20	257.16339	1.36429	34	2.9937			-2.9937	17.10	x	x	35.3544	-0.96
Wed	08/19/20	257.20865	1.36453	35	3.0822			-3.0822	16.86	x	x	35.4429	-0.72
Thu	08/20/20	257.25390	1.36477	36	3.1709			-3.1709	16.62	x	x	35.5316	-0.48
Fri	08/21/20	257.29916	1.36501	37	3.2595			-3.2595	16.38	x	x	35.6202	-0.24
Mon	08/24/20	257.43494	1.36573	40	3.5257			-3.5257	15.66	x	x	35.8864	0.48
Tue	08/25/20	257.48019	1.36597	41	3.6144			-3.6144	15.42	x	x	35.9751	0.72
Wed	08/26/20	257.52545	1.36621	42	3.7032			-3.7032	15.18	x	x	36.0639	0.96
Thu	08/27/20	257.57071	1.36645	43	3.7921			-3.7921	14.94	x	x	36.1528	1.20
Fri	08/28/20	257.61597	1.36669	44	3.8810			-3.8810	14.70	x	x	36.2417	1.44
Mon	08/31/20	257.75174	1.36741	47	4.1477			-4.1477	13.98	x	x	36.5084	2.16
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	1.36765	48	4.2367			-4.2367	13.74	x	x	36.5974	2.40
Wed	09/02/20	257.84047	1.36788	49	4.3257			-4.3257	13.51	x	x	36.6864	2.63
Thu	09/03/20	257.88393	1.36811	50	4.4148			-4.4148	13.28	x	x	36.7755	2.86
Fri	09/04/20	257.92740	1.36834	51	4.5038			-4.5038	13.05	x	x	36.8645	3.09
Mon	09/07/20	258.05780	1.36903	54	4.7711			-4.7711	12.36	x	x	37.1318	3.78
Tue	09/08/20	258.10127	1.36926	55	4.8603			-4.8603	12.13	x	x	37.2210	4.01
Wed	09/09/20	258.14473	1.36949	56	4.9495			-4.9495	11.90	x	x	37.3102	4.24
Thu	09/10/20	258.18820	1.36972	57	5.0387			-5.0387	11.67	x	x	37.3994	4.47
Fri	09/11/20	258.23167	1.36995	58	5.1280			-5.1280	11.44	x	x	37.4887	4.70
Mon	09/14/20	258.36207	1.37064	61	5.3960			-5.3960	10.75	x	x	37.7567	5.39
Tue	09/15/20	258.40553	1.37088	62	5.4854			-5.4854	10.51	x	x	37.8461	5.63
Wed	09/16/20	258.44900	1.37111	63	5.5748			-5.5748	10.28	x	x	37.9355	5.86
Thu	09/17/20	258.49247	1.37134	64	5.6642			-5.6642	10.05	x	x	38.0249	6.09
Fri	09/18/20	258.53593	1.37157	65	5.7537			-5.7537	9.82	x	x	38.1144	6.32
Mon	09/21/20	258.66633	1.37226	68	6.0223			-6.0223	9.13	x	x	38.3830	7.01
Tue	09/22/20	258.70980	1.37249	69	6.1119			-6.1119	8.90	x	x	38.4726	7.24
Wed	09/23/20	258.75327	1.37272	70	6.2015			-6.2015	8.67	x	x	38.5622	7.47
Thu	09/24/20	258.79673	1.37295	71	6.2911			-6.2911	8.44	x	x	38.6518	7.70
Fri	09/25/20	258.84020	1.37318	72	6.3808			-6.3808	8.21	x	x	38.7415	7.93
Mon	09/28/20	258.97060	1.37387	75	6.6500			-6.6500	7.52	x	x	39.0107	8.62
Tue	09/29/20	259.01407	1.37410	76	6.7398			-6.7398	7.29	x	x	39.1005	8.85
Wed	09/30/20	259.05753	1.37433	77	6.8296			-6.8296	7.06	x	x	39.1903	9.08
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	1.37456	78	6.9195			-6.9195	6.83	x	x	39.2802	9.31
Fri	10/02/20	259.12735	1.37470	79	7.0089			-7.0089	6.69	x	x	39.3696	9.45
Mon	10/05/20	259.20642	1.37512	82	7.2773			-7.2773	6.27	x	x	39.6380	9.87
Tue	10/06/20	259.23277	1.37526	83	7.3668			-7.3668	6.13	x	x	39.7275	10.01
Wed	10/07/20	259.25913	1.37540	84	7.4563			-7.4563	5.99	x	x	39.8170	10.15
Thu	10/08/20	259.28548	1.37554	85	7.5458			-7.5458	5.85	x	x	39.9065	10.29
Fri	10/09/20	259.31184	1.37568	86	7.6354			-7.6354	5.71	x	x	39.9961	10.43
Mon	10/12/20	259.39090	1.37610	89	7.9042			-7.9042	5.29	x	x	40.2649	10.85
Tue	10/13/20	259.41726	1.37624	90	7.9938			-7.9938	5.15	x	x	40.3545	10.99
Wed	10/14/20	259.44361	1.37638	91	8.0834			-8.0834	5.01	x	x	40.4441	11.13
Thu	10/15/20	259.46997	1.37652	92	8.1731			-8.1731	4.87	x	x	40.5338	11.27
Fri	10/16/20	259.49632	1.37666	93	8.2628			-8.2628	4.73	x	x	40.6235	11.41
Mon	10/19/20	259.57539	1.37708	96	8.5319			-8.5319	4.31	x	x	40.8926	11.83
Tue	10/20/20	259.60174	1.37722	97	8.6217			-8.6217	4.17	x	x	40.9824	11.97
Wed	10/21/20	259.62810	1.37736	98	8.7114			-8.7114	4.03	x	x	41.0721	12.11
Thu	10/22/20	259.65445	1.37750	99	8.8012			-8.8012	3.89	x	x	41.1619	12.25
Fri	10/23/20	259.68081	1.37764	100	8.8910			-8.8910	3.75	x	x	41.2517	12.39
Mon	10/26/20	259.75987	1.37806	103	9.1605			-9.1605	3.33	x	x	41.5212	12.81
Tue	10/27/20	259.78623	1.37820	104	9.2504			-9.2504	3.19	x	x	41.6111	12.95
Wed	10/28/20	259.81258	1.37834	105	9.3403			-9.3403	3.05	x	x	41.7010	13.09
Thu	10/29/20	259.83894	1.37848	106	9.4302			-9.4302	2.91	x	x	41.7909	13.23
Fri	10/30/20	259.86529	1.37862	107	9.5202			-9.5202	2.77	x	x	41.8809	13.37
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	1.37896	110	9.7895			-9.7895	2.43	x	x	42.1502	13.71
Tue	11/03/20	259.94213	1.37903	111	9.8790			-9.8790	2.36	x	x	42.2397	13.78
Wed	11/04/20	259.95420	1.37909	112	9.9684			-9.9684	2.30	x	x	42.3291	13.84
Thu	11/05/20	259.96627	1.37916	113	10.0579			-10.0579	2.23	x	x	42.4186	13.91
Fri	11/06/20	259.97833	1.37922	114	10.1474			-10.1474	2.17	x	x	42.5081	13.97
Mon	11/09/20	260.01453	1.37941	117	10.4159			-10.4159	1.98	x	x	42.7766	14.16
Tue	11/10/20	260.02660	1.37948	118	10.5054			-10.5054	1.91	x	x	42.8661	14.23
Wed	11/11/20	260.03867	1.37954	119	10.5949			-10.5949	1.85	x	x	42.9556	14.29
Thu	11/12/20	260.05073	1.37960	120	10.6844			-10.6844	1.79	x	x	43.0451	14.35
Fri	11/13/20	260.06280	1.37967	121	10.7740			-10.7740	1.72	x	x	43.1347	14.42
Mon	11/16/20	260.09900	1.37986	124	11.0426			-11.0426	1.53	x	x	43.4033	14.61
Tue	11/17/20	260.11107	1.37992	125	11.1322			-11.1322	1.47	x	x	43.4929	14.67
Wed	11/18/20	260.12313	1.37999	126	11.2218			-11.2218	1.40	x	x	43.5825	14.74
Thu	11/19/20	260.13520	1.38005	127	11.3113			-11.3113	1.34	x	x	43.6720	14.80
Fri	11/20/20	260.14727	1.38012	128	11.4010			-11.4010	1.27	x	x	43.7617	14.87
Mon	11/23/20	260.18347	1.38031	131	11.6698			-11.6698	1.08	x	x	44.0305	15.06
Tue	11/24/20	260.19553	1.38037	132	11.7594			-11.7594	1.02	x	x	44.1201	15.12
Wed	11/25/20	260.20760	1.38044	133	11.8491			-11.8491	0.95	x	x	44.2098	15.19
Thu	11/26/20	260.21967	1.38050	134	11.9387			-11.9387	0.89	x	x	44.2994	15.25
Fri	11/27/20	260.23173	1.38056	135	12.0283			-12.0283	0.83	x	x	44.3890	15.31
Mon	11/30/20	260.26793	1.38076	138	12.2974			-12.2974	0.63	x	x	44.6581	15.51
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	1.38082	139	12.3870			-12.3870	0.57	x	x	44.7477	15.57
Wed	12/02/20	260.28348	1.38084	140	12.4763			-12.4763	0.55	x	x	44.8370	15.59
Thu	12/03/20	260.28697	1.38086	141	12.5656			-12.5656	0.53	x	x	44.9263	15.61
Fri	12/04/20	260.29045	1.38087	142	12.6548			-12.6548	0.52	x	x	45.0155	15.62
Mon	12/07/20	260.30090	1.38093	145	12.9228			-12.9228	0.46	x	x	45.2835	15.68
Tue	12/08/20	260.30439	1.38095	146	13.0121			-13.0121	0.44	x	x	45.3728	15.70
Wed	12/09/20	260.30787	1.38097	147	13.1014			-13.1014	0.42	x	x	45.4621	15.72
Thu	12/10/20	260.31135	1.38099	148	13.1907			-13.1907	0.40	x	x	45.5514	15.74
Fri	12/11/20	260.31484	1.38100	149	13.2799			-13.2799	0.39	x	x	45.6406	15.75
Mon	12/14/20	260.32529	1.38106	152	13.5479			-13.5479	0.33	x	x	45.9086	15.81
Tue	12/15/20	260.32877	1.38108	153	13.6372			-13.6372	0.31	x	x	45.9979	15.83
Wed	12/16/20	260.33226	1.38110	154	13.7266			-13.7266	0.29	x	x	46.0873	15.85
Thu	12/17/20	260.33574	1.38112	155	13.8159			-13.8159	0.27	x	x	46.1766	15.87
Fri	12/18/20	260.33923	1.38113	156	13.9051			-13.9051	0.26	x	x	46.2658	15.88
Mon	12/21/20	260.34968	1.38119	159	14.1731			-14.1731	0.20	x	x	46.5338	15.94
Tue	12/22/20	260.35316	1.38121	160	14.2625			-14.2625	0.18	x	x	46.6232	15.96
Wed	12/23/20	260.35665	1.38123	161	14.3518			-14.3518	0.16	x	x	46.7125	15.98
Thu	12/24/20	260.36013	1.38124	162	14.4411			-14.4411	0.15	x	x	46.8018	15.99
Fri	12/25/20	260.36361	1.38126	163	14.5304			-14.5304	0.13	x	x	46.8911	16.01
Mon	12/28/20	260.37406	1.38132	166	14.7985			-14.7985	0.07	x	x	47.1592	16.07
Tue	12/29/20	260.37755	1.38134	167	14.8879			-14.8879	0.05	x	x	47.2486	16.09
Wed	12/30/20	260.38103	1.38136	168	14.9772			-14.9772	0.03	x	x	47.3379	16.11
Thu	12/31/20	260.38452	1.38137	169	15.0665			-15.0665	0.02	x	x	47.4272	16.12
Fri	01/01/21	260.38800	1.38139

Generated 12/10/20 09:32