2% 20-Year Treasury Inflation Protected Security (TIPS) due January 15, 2026

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

CUSIP Number	912810FS2	Interest 01/15/20 (184 days)	$12.9629
Dated Date	January 15, 2006	Interest 07/15/20 (182 days)	$12.9179
Ref CPI on Dated Date	198.47742	Interest Total	$25.8808
Original Issue Date	January 31, 2006	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	1.29660	170	11.9795	x	x	13.9013	15.33			11.9795	0.00
Thu	01/02/20	257.34155	1.29658	171	12.0497	x	x	13.8311	15.35			12.0497	-0.02
Fri	01/03/20	257.33710	1.29656	172	12.1200	x	x	13.7608	15.37			12.1200	-0.04
Mon	01/06/20	257.32374	1.29649	175	12.3307	x	x	13.5501	15.44			12.3307	-0.11
Tue	01/07/20	257.31929	1.29647	176	12.4010	x	x	13.4798	15.46			12.4010	-0.13
Wed	01/08/20	257.31484	1.29644	177	12.4712	x	x	13.4096	15.49			12.4712	-0.16
Thu	01/09/20	257.31039	1.29642	178	12.5415	x	x	13.3393	15.51			12.5415	-0.18
Fri	01/10/20	257.30594	1.29640	179	12.6117	x	x	13.2691	15.53			12.6117	-0.20
Mon	01/13/20	257.29258	1.29633	182	12.8224	x	x	13.0584	15.60			12.8224	-0.27
Tue	01/14/20	257.28813	1.29631	183	12.8926	x	x	12.9882	15.62			12.8926	-0.29
Wed	01/15/20	257.28368	1.29629	0	0.0000		x	12.9179	15.64	x		12.9629	-0.31
Thu	01/16/20	257.27923	1.29626	1	0.0712		x	12.8467	15.67	x		13.0341	-0.34
Fri	01/17/20	257.27477	1.29624	2	0.1424		x	12.7755	15.69	x		13.1053	-0.36
Mon	01/20/20	257.26142	1.29617	5	0.3561		x	12.5618	15.76	x		13.3190	-0.43
Tue	01/21/20	257.25697	1.29615	6	0.4273		x	12.4906	15.78	x		13.3902	-0.45
Wed	01/22/20	257.25252	1.29613	7	0.4985		x	12.4194	15.80	x		13.4614	-0.47
Thu	01/23/20	257.24806	1.29611	8	0.5697		x	12.3482	15.82	x		13.5326	-0.49
Fri	01/24/20	257.24361	1.29609	9	0.6409		x	12.2770	15.84	x		13.6038	-0.51
Mon	01/27/20	257.23026	1.29602	12	0.8545		x	12.0634	15.91	x		13.8174	-0.58
Tue	01/28/20	257.22581	1.29600	13	0.9257		x	11.9922	15.93	x		13.8886	-0.60
Wed	01/29/20	257.22135	1.29597	14	0.9969		x	11.9210	15.96	x		13.9598	-0.63
Thu	01/30/20	257.21690	1.29595	15	1.0681		x	11.8498	15.98	x		14.0310	-0.65
Fri	01/31/20	257.21245	1.29593	16	1.1393		x	11.7786	16.00	x		14.1022	-0.67
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	1.29582	19	1.3528		x	11.5651	16.11	x		14.3157	-0.78
Tue	02/04/20	257.18379	1.29578	20	1.4239		x	11.4940	16.15	x		14.3868	-0.82
Wed	02/05/20	257.17572	1.29574	21	1.4951		x	11.4228	16.19	x		14.4580	-0.86
Thu	02/06/20	257.16766	1.29570	22	1.5662		x	11.3517	16.23	x		14.5291	-0.90
Fri	02/07/20	257.15959	1.29566	23	1.6374		x	11.2805	16.27	x		14.6003	-0.94
Mon	02/10/20	257.13538	1.29554	26	1.8508		x	11.0671	16.39	x		14.8137	-1.06
Tue	02/11/20	257.12731	1.29550	27	1.9219		x	10.9960	16.43	x		14.8848	-1.10
Wed	02/12/20	257.11924	1.29546	28	1.9930		x	10.9249	16.47	x		14.9559	-1.14
Thu	02/13/20	257.11117	1.29542	29	2.0641		x	10.8538	16.51	x		15.0270	-1.18
Fri	02/14/20	257.10310	1.29538	30	2.1352		x	10.7827	16.55	x		15.0981	-1.22
Mon	02/17/20	257.07890	1.29526	33	2.3485		x	10.5694	16.67	x		15.3114	-1.34
Tue	02/18/20	257.07083	1.29521	34	2.4196		x	10.4983	16.72	x		15.3825	-1.39
Wed	02/19/20	257.06276	1.29517	35	2.4907		x	10.4272	16.76	x		15.4536	-1.43
Thu	02/20/20	257.05469	1.29513	36	2.5618		x	10.3561	16.80	x		15.5247	-1.47
Fri	02/21/20	257.04662	1.29509	37	2.6329		x	10.2850	16.84	x		15.5958	-1.51
Mon	02/24/20	257.02241	1.29497	40	2.8461		x	10.0718	16.96	x		15.8090	-1.63
Tue	02/25/20	257.01434	1.29493	41	2.9172		x	10.0007	17.00	x		15.8801	-1.67
Wed	02/26/20	257.00628	1.29489	42	2.9882		x	9.9297	17.04	x		15.9511	-1.71
Thu	02/27/20	256.99821	1.29485	43	3.0593		x	9.8586	17.08	x		16.0222	-1.75
Fri	02/28/20	256.99014	1.29481	44	3.1303		x	9.7876	17.12	x		16.0932	-1.79
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	1.29489	47	3.3439		x	9.5740	17.04	x		16.3068	-1.71
Tue	03/03/20	257.03832	1.29505	48	3.4155		x	9.5024	16.88	x		16.3784	-1.55
Wed	03/04/20	257.07048	1.29521	49	3.4871		x	9.4308	16.72	x		16.4500	-1.39
Thu	03/05/20	257.10265	1.29537	50	3.5587		x	9.3592	16.56	x		16.5216	-1.23
Fri	03/06/20	257.13481	1.29554	51	3.6304		x	9.2875	16.39	x		16.5933	-1.06
Mon	03/09/20	257.23129	1.29602	54	3.8453		x	9.0726	15.91	x		16.8082	-0.58
Tue	03/10/20	257.26345	1.29618	55	3.9170		x	9.0009	15.75	x		16.8799	-0.42
Wed	03/11/20	257.29561	1.29635	56	3.9888		x	8.9291	15.58	x		16.9517	-0.25
Thu	03/12/20	257.32777	1.29651	57	4.0605		x	8.8574	15.42	x		17.0234	-0.09
Fri	03/13/20	257.35994	1.29667	58	4.1322		x	8.7857	15.26	x		17.0951	0.07
Mon	03/16/20	257.45642	1.29716	61	4.3476		x	8.5703	14.77	x		17.3105	0.56
Tue	03/17/20	257.48858	1.29732	62	4.4194		x	8.4985	14.61	x		17.3823	0.72
Wed	03/18/20	257.52074	1.29748	63	4.4913		x	8.4266	14.45	x		17.4542	0.88
Thu	03/19/20	257.55290	1.29764	64	4.5631		x	8.3548	14.29	x		17.5260	1.04
Fri	03/20/20	257.58506	1.29781	65	4.6350		x	8.2829	14.12	x		17.5979	1.21
Mon	03/23/20	257.68155	1.29829	68	4.8508		x	8.0671	13.64	x		17.8137	1.69
Tue	03/24/20	257.71371	1.29845	69	4.9227		x	7.9952	13.48	x		17.8856	1.85
Wed	03/25/20	257.74587	1.29862	70	4.9947		x	7.9232	13.31	x		17.9576	2.02
Thu	03/26/20	257.77803	1.29878	71	5.0667		x	7.8512	13.15	x		18.0296	2.18
Fri	03/27/20	257.81019	1.29894	72	5.1387		x	7.7792	12.99	x		18.1016	2.34
Mon	03/30/20	257.90668	1.29943	75	5.3548		x	7.5631	12.50	x		18.3177	2.83
Tue	03/31/20	257.93884	1.29959	76	5.4269		x	7.4910	12.34	x		18.3898	2.99
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	1.29975	77	5.4989		x	7.4190	12.18	x		18.4618	3.15
Thu	04/02/20	257.99457	1.29987	78	5.5709		x	7.3470	12.06	x		18.5338	3.27
Fri	04/03/20	258.01813	1.29999	79	5.6428		x	7.2751	11.94	x		18.6057	3.39
Mon	04/06/20	258.08883	1.30034	82	5.8587		x	7.0592	11.59	x		18.8216	3.74
Tue	04/07/20	258.11240	1.30046	83	5.9307		x	6.9872	11.47	x		18.8936	3.86
Wed	04/08/20	258.13597	1.30058	84	6.0027		x	6.9152	11.35	x		18.9656	3.98
Thu	04/09/20	258.15953	1.30070	85	6.0747		x	6.8432	11.23	x		19.0376	4.10
Fri	04/10/20	258.18310	1.30082	86	6.1467		x	6.7712	11.11	x		19.1096	4.22
Mon	04/13/20	258.25380	1.30117	89	6.3629		x	6.5550	10.76	x		19.3258	4.57
Tue	04/14/20	258.27737	1.30129	90	6.4350		x	6.4829	10.64	x		19.3979	4.69
Wed	04/15/20	258.30093	1.30141	91	6.5070		x	6.4109	10.52	x		19.4699	4.81
Thu	04/16/20	258.32450	1.30153	92	6.5792		x	6.3387	10.40	x		19.5421	4.93
Fri	04/17/20	258.34807	1.30165	93	6.6513		x	6.2666	10.28	x		19.6142	5.05
Mon	04/20/20	258.41877	1.30201	96	6.8677		x	6.0502	9.92	x		19.8306	5.41
Tue	04/21/20	258.44233	1.30212	97	6.9399		x	5.9780	9.81	x		19.9028	5.52
Wed	04/22/20	258.46590	1.30224	98	7.0121		x	5.9058	9.69	x		19.9750	5.64
Thu	04/23/20	258.48947	1.30236	99	7.0843		x	5.8336	9.57	x		20.0472	5.76
Fri	04/24/20	258.51303	1.30248	100	7.1565		x	5.7614	9.45	x		20.1194	5.88
Mon	04/27/20	258.58373	1.30284	103	7.3732		x	5.5447	9.09	x		20.3361	6.24
Tue	04/28/20	258.60730	1.30296	104	7.4455		x	5.4724	8.97	x		20.4084	6.36
Wed	04/29/20	258.63087	1.30307	105	7.5177		x	5.4002	8.86	x		20.4806	6.47
Thu	04/30/20	258.65443	1.30319	106	7.5900		x	5.3279	8.74	x		20.5529	6.59
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	1.30331	107	7.6623		x	5.2556	8.62	x		20.6252	6.71
Mon	05/04/20	258.62352	1.30304	110	7.8755		x	5.0424	8.89	x		20.8384	6.44
Tue	05/05/20	258.60535	1.30295	111	7.9466		x	4.9713	8.98	x		20.9095	6.35
Wed	05/06/20	258.58719	1.30285	112	8.0175		x	4.9004	9.08	x		20.9804	6.25
Thu	05/07/20	258.56903	1.30276	113	8.0886		x	4.8293	9.17	x		21.0515	6.16
Fri	05/08/20	258.55087	1.30267	114	8.1596		x	4.7583	9.26	x		21.1225	6.07
Mon	05/11/20	258.49639	1.30240	117	8.3726		x	4.5453	9.53	x		21.3355	5.80
Tue	05/12/20	258.47823	1.30231	118	8.4435		x	4.4744	9.62	x		21.4064	5.71
Wed	05/13/20	258.46006	1.30221	119	8.5145		x	4.4034	9.72	x		21.4774	5.61
Thu	05/14/20	258.44190	1.30212	120	8.5854		x	4.3325	9.81	x		21.5483	5.52
Fri	05/15/20	258.42374	1.30203	121	8.6564		x	4.2615	9.90	x		21.6193	5.43
Mon	05/18/20	258.36926	1.30176	124	8.8691		x	4.0488	10.17	x		21.8320	5.16
Tue	05/19/20	258.35110	1.30166	125	8.9400		x	3.9779	10.27	x		21.9029	5.06
Wed	05/20/20	258.33294	1.30157	126	9.0109		x	3.9070	10.36	x		21.9738	4.97
Thu	05/21/20	258.31477	1.30148	127	9.0818		x	3.8361	10.45	x		22.0447	4.88
Fri	05/22/20	258.29661	1.30139	128	9.1526		x	3.7653	10.54	x		22.1155	4.79
Mon	05/25/20	258.24213	1.30112	131	9.3652		x	3.5527	10.81	x		22.3281	4.52
Tue	05/26/20	258.22397	1.30102	132	9.4360		x	3.4819	10.91	x		22.3989	4.42
Wed	05/27/20	258.20581	1.30093	133	9.5068		x	3.4111	11.00	x		22.4697	4.33
Thu	05/28/20	258.18765	1.30084	134	9.5776		x	3.3403	11.09	x		22.5405	4.24
Fri	05/29/20	258.16948	1.30075	135	9.6484		x	3.2695	11.18	x		22.6113	4.15
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	06/01/20	258.11500	1.30048	138	9.8608		x	3.0571	11.45	x		22.8237	3.88
Tue	06/02/20	258.05747	1.30019	139	9.9300		x	2.9879	11.74	x		22.8929	3.59
Wed	06/03/20	257.99993	1.29990	140	9.9992		x	2.9187	12.03	x		22.9621	3.30
Thu	06/04/20	257.94240	1.29961	141	10.0684		x	2.8495	12.32	x		23.0313	3.01
Fri	06/05/20	257.88487	1.29932	142	10.1376		x	2.7803	12.61	x		23.1005	2.72
Mon	06/08/20	257.71227	1.29845	145	10.3448		x	2.5731	13.48	x		23.3077	1.85
Tue	06/09/20	257.65473	1.29816	146	10.4138		x	2.5041	13.77	x		23.3767	1.56
Wed	06/10/20	257.59720	1.29787	147	10.4828		x	2.4351	14.06	x		23.4457	1.27
Thu	06/11/20	257.53967	1.29758	148	10.5517		x	2.3662	14.35	x		23.5146	0.98
Fri	06/12/20	257.48213	1.29729	149	10.6207		x	2.2972	14.64	x		23.5836	0.69
Mon	06/15/20	257.30953	1.29642	152	10.8272		x	2.0907	15.51	x		23.7901	-0.18
Tue	06/16/20	257.25200	1.29613	153	10.8960		x	2.0219	15.80	x		23.8589	-0.47
Wed	06/17/20	257.19447	1.29584	154	10.9648		x	1.9531	16.09	x		23.9277	-0.76
Thu	06/18/20	257.13693	1.29555	155	11.0335		x	1.8844	16.38	x		23.9964	-1.05
Fri	06/19/20	257.07940	1.29526	156	11.1022		x	1.8157	16.67	x		24.0651	-1.34
Mon	06/22/20	256.90680	1.29439	159	11.3081		x	1.6098	17.54	x		24.2710	-2.21
Tue	06/23/20	256.84927	1.29410	160	11.3767		x	1.5412	17.83	x		24.3396	-2.50
Wed	06/24/20	256.79173	1.29381	161	11.4452		x	1.4727	18.12	x		24.4081	-2.79
Thu	06/25/20	256.73420	1.29352	162	11.5137		x	1.4042	18.41	x		24.4766	-3.08
Fri	06/26/20	256.67667	1.29323	163	11.5822		x	1.3357	18.70	x		24.5451	-3.37
Mon	06/29/20	256.50407	1.29236	166	11.7875		x	1.1304	19.57	x		24.7504	-4.24
Tue	06/30/20	256.44653	1.29207	167	11.8558		x	1.0621	19.86	x		24.8187	-4.53
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	1.29178	168	11.9241		x	0.9938	20.15	x		24.8870	-4.82
Thu	07/02/20	256.38916	1.29178	169	11.9951		x	0.9228	20.15	x		24.9580	-4.82
Fri	07/03/20	256.38932	1.29178	170	12.0661		x	0.8518	20.15	x		25.0290	-4.82
Mon	07/06/20	256.38981	1.29178	173	12.2790		x	0.6389	20.15	x		25.2419	-4.82
Tue	07/07/20	256.38997	1.29178	174	12.3500		x	0.5679	20.15	x		25.3129	-4.82
Wed	07/08/20	256.39013	1.29178	175	12.4210		x	0.4969	20.15	x		25.3839	-4.82
Thu	07/09/20	256.39029	1.29179	176	12.4920		x	0.4259	20.14	x		25.4549	-4.81
Fri	07/10/20	256.39045	1.29179	177	12.5630		x	0.3549	20.14	x		25.5259	-4.81
Mon	07/13/20	256.39094	1.29179	180	12.7759		x	0.1420	20.14	x		25.7388	-4.81
Tue	07/14/20	256.39110	1.29179	181	12.8469		x	0.0710	20.14	x		25.8098	-4.81
Wed	07/15/20	256.39126	1.29179	0	0.0000			0.0000	20.14	x	x	25.8808	-4.81
Thu	07/16/20	256.39142	1.29179	1	0.0702			-0.0702	20.14	x	x	25.9510	-4.81
Fri	07/17/20	256.39158	1.29179	2	0.1404			-0.1404	20.14	x	x	26.0212	-4.81
Mon	07/20/20	256.39206	1.29179	5	0.3510			-0.3510	20.14	x	x	26.2318	-4.81
Tue	07/21/20	256.39223	1.29180	6	0.4212			-0.4212	20.13	x	x	26.3020	-4.80
Wed	07/22/20	256.39239	1.29180	7	0.4914			-0.4914	20.13	x	x	26.3722	-4.80
Thu	07/23/20	256.39255	1.29180	8	0.5617			-0.5617	20.13	x	x	26.4425	-4.80
Fri	07/24/20	256.39271	1.29180	9	0.6319			-0.6319	20.13	x	x	26.5127	-4.80
Mon	07/27/20	256.39319	1.29180	12	0.8425			-0.8425	20.13	x	x	26.7233	-4.80
Tue	07/28/20	256.39335	1.29180	13	0.9127			-0.9127	20.13	x	x	26.7935	-4.80
Wed	07/29/20	256.39352	1.29180	14	0.9829			-0.9829	20.13	x	x	26.8637	-4.80
Thu	07/30/20	256.39368	1.29180	15	1.0531			-1.0531	20.13	x	x	26.9339	-4.80
Fri	07/31/20	256.39384	1.29180	16	1.1233			-1.1233	20.13	x	x	27.0041	-4.80
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	1.29226	19	1.3344			-1.3344	19.67	x	x	27.2152	-4.34
Tue	08/04/20	256.52977	1.29249	20	1.4049			-1.4049	19.44	x	x	27.2857	-4.11
Wed	08/05/20	256.57503	1.29272	21	1.4754			-1.4754	19.21	x	x	27.3562	-3.88
Thu	08/06/20	256.62029	1.29294	22	1.5459			-1.5459	18.99	x	x	27.4267	-3.66
Fri	08/07/20	256.66555	1.29317	23	1.6165			-1.6165	18.76	x	x	27.4973	-3.43
Mon	08/10/20	256.80132	1.29386	26	1.8283			-1.8283	18.07	x	x	27.7091	-2.74
Tue	08/11/20	256.84658	1.29408	27	1.8989			-1.8989	17.85	x	x	27.7797	-2.52
Wed	08/12/20	256.89184	1.29431	28	1.9696			-1.9696	17.62	x	x	27.8504	-2.29
Thu	08/13/20	256.93710	1.29454	29	2.0403			-2.0403	17.39	x	x	27.9211	-2.06
Fri	08/14/20	256.98235	1.29477	30	2.1110			-2.1110	17.16	x	x	27.9918	-1.83
Mon	08/17/20	257.11813	1.29545	33	2.3234			-2.3234	16.48	x	x	28.2042	-1.15
Tue	08/18/20	257.16339	1.29568	34	2.3942			-2.3942	16.25	x	x	28.2750	-0.92
Wed	08/19/20	257.20865	1.29591	35	2.4650			-2.4650	16.02	x	x	28.3458	-0.69
Thu	08/20/20	257.25390	1.29614	36	2.5359			-2.5359	15.79	x	x	28.4167	-0.46
Fri	08/21/20	257.29916	1.29636	37	2.6068			-2.6068	15.57	x	x	28.4876	-0.24
Mon	08/24/20	257.43494	1.29705	40	2.8197			-2.8197	14.88	x	x	28.7005	0.45
Tue	08/25/20	257.48019	1.29728	41	2.8907			-2.8907	14.65	x	x	28.7715	0.68
Wed	08/26/20	257.52545	1.29751	42	2.9617			-2.9617	14.42	x	x	28.8425	0.91
Thu	08/27/20	257.57071	1.29773	43	3.0327			-3.0327	14.20	x	x	28.9135	1.13
Fri	08/28/20	257.61597	1.29796	44	3.1038			-3.1038	13.97	x	x	28.9846	1.36
Mon	08/31/20	257.75174	1.29865	47	3.3172			-3.3172	13.28	x	x	29.1980	2.05
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Tue	09/01/20	257.79700	1.29887	48	3.3884			-3.3884	13.06	x	x	29.2692	2.27
Wed	09/02/20	257.84047	1.29909	49	3.4595			-3.4595	12.84	x	x	29.3403	2.49
Thu	09/03/20	257.88393	1.29931	50	3.5307			-3.5307	12.62	x	x	29.4115	2.71
Fri	09/04/20	257.92740	1.29953	51	3.6020			-3.6020	12.40	x	x	29.4828	2.93
Mon	09/07/20	258.05780	1.30019	54	3.8158			-3.8158	11.74	x	x	29.6966	3.59
Tue	09/08/20	258.10127	1.30041	55	3.8871			-3.8871	11.52	x	x	29.7679	3.81
Wed	09/09/20	258.14473	1.30063	56	3.9584			-3.9584	11.30	x	x	29.8392	4.03
Thu	09/10/20	258.18820	1.30084	57	4.0298			-4.0298	11.09	x	x	29.9106	4.24
Fri	09/11/20	258.23167	1.30106	58	4.1012			-4.1012	10.87	x	x	29.9820	4.46
Mon	09/14/20	258.36207	1.30172	61	4.3155			-4.3155	10.21	x	x	30.1963	5.12
Tue	09/15/20	258.40553	1.30194	62	4.3870			-4.3870	9.99	x	x	30.2678	5.34
Wed	09/16/20	258.44900	1.30216	63	4.4585			-4.4585	9.77	x	x	30.3393	5.56
Thu	09/17/20	258.49247	1.30238	64	4.5300			-4.5300	9.55	x	x	30.4108	5.78
Fri	09/18/20	258.53593	1.30260	65	4.6016			-4.6016	9.33	x	x	30.4824	6.00
Mon	09/21/20	258.66633	1.30325	68	4.8164			-4.8164	8.68	x	x	30.6972	6.65
Tue	09/22/20	258.70980	1.30347	69	4.8880			-4.8880	8.46	x	x	30.7688	6.87
Wed	09/23/20	258.75327	1.30369	70	4.9597			-4.9597	8.24	x	x	30.8405	7.09
Thu	09/24/20	258.79673	1.30391	71	5.0314			-5.0314	8.02	x	x	30.9122	7.31
Fri	09/25/20	258.84020	1.30413	72	5.1031			-5.1031	7.80	x	x	30.9839	7.53
Mon	09/28/20	258.97060	1.30479	75	5.3184			-5.3184	7.14	x	x	31.1992	8.19
Tue	09/29/20	259.01407	1.30501	76	5.3903			-5.3903	6.92	x	x	31.2711	8.41
Wed	09/30/20	259.05753	1.30522	77	5.4621			-5.4621	6.71	x	x	31.3429	8.62
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	1.30544	78	5.5339			-5.5339	6.49	x	x	31.4147	8.84
Fri	10/02/20	259.12735	1.30558	79	5.6055			-5.6055	6.35	x	x	31.4863	8.98
Mon	10/05/20	259.20642	1.30597	82	5.8201			-5.8201	5.96	x	x	31.7009	9.37
Tue	10/06/20	259.23277	1.30611	83	5.8917			-5.8917	5.82	x	x	31.7725	9.51
Wed	10/07/20	259.25913	1.30624	84	5.9633			-5.9633	5.69	x	x	31.8441	9.64
Thu	10/08/20	259.28548	1.30637	85	6.0349			-6.0349	5.56	x	x	31.9157	9.77
Fri	10/09/20	259.31184	1.30651	86	6.1065			-6.1065	5.42	x	x	31.9873	9.91
Mon	10/12/20	259.39090	1.30690	89	6.3214			-6.3214	5.03	x	x	32.2022	10.30
Tue	10/13/20	259.41726	1.30704	90	6.3931			-6.3931	4.89	x	x	32.2739	10.44
Wed	10/14/20	259.44361	1.30717	91	6.4648			-6.4648	4.76	x	x	32.3456	10.57
Thu	10/15/20	259.46997	1.30730	92	6.5365			-6.5365	4.63	x	x	32.4173	10.70
Fri	10/16/20	259.49632	1.30743	93	6.6082			-6.6082	4.50	x	x	32.4890	10.83
Mon	10/19/20	259.57539	1.30783	96	6.8235			-6.8235	4.10	x	x	32.7043	11.23
Tue	10/20/20	259.60174	1.30797	97	6.8953			-6.8953	3.96	x	x	32.7761	11.37
Wed	10/21/20	259.62810	1.30810	98	6.9671			-6.9671	3.83	x	x	32.8479	11.50
Thu	10/22/20	259.65445	1.30823	99	7.0388			-7.0388	3.70	x	x	32.9196	11.63
Fri	10/23/20	259.68081	1.30836	100	7.1107			-7.1107	3.57	x	x	32.9915	11.76
Mon	10/26/20	259.75987	1.30876	103	7.3262			-7.3262	3.17	x	x	33.2070	12.16
Tue	10/27/20	259.78623	1.30890	104	7.3981			-7.3981	3.03	x	x	33.2789	12.30
Wed	10/28/20	259.81258	1.30903	105	7.4700			-7.4700	2.90	x	x	33.3508	12.43
Thu	10/29/20	259.83894	1.30916	106	7.5419			-7.5419	2.77	x	x	33.4227	12.56
Fri	10/30/20	259.86529	1.30929	107	7.6138			-7.6138	2.64	x	x	33.4946	12.69
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	1.30962	110	7.8293			-7.8293	2.31	x	x	33.7101	13.02
Tue	11/03/20	259.94213	1.30968	111	7.9008			-7.9008	2.25	x	x	33.7816	13.08
Wed	11/04/20	259.95420	1.30974	112	7.9723			-7.9723	2.19	x	x	33.8531	13.14
Thu	11/05/20	259.96627	1.30980	113	8.0439			-8.0439	2.13	x	x	33.9247	13.20
Fri	11/06/20	259.97833	1.30986	114	8.1154			-8.1154	2.07	x	x	33.9962	13.26
Mon	11/09/20	260.01453	1.31005	117	8.3302			-8.3302	1.88	x	x	34.2110	13.45
Tue	11/10/20	260.02660	1.31011	118	8.4018			-8.4018	1.82	x	x	34.2826	13.51
Wed	11/11/20	260.03867	1.31017	119	8.4734			-8.4734	1.76	x	x	34.3542	13.57
Thu	11/12/20	260.05073	1.31023	120	8.5450			-8.5450	1.70	x	x	34.4258	13.63
Fri	11/13/20	260.06280	1.31029	121	8.6166			-8.6166	1.64	x	x	34.4974	13.69
Mon	11/16/20	260.09900	1.31047	124	8.8314			-8.8314	1.46	x	x	34.7122	13.87
Tue	11/17/20	260.11107	1.31053	125	8.9031			-8.9031	1.40	x	x	34.7839	13.93
Wed	11/18/20	260.12313	1.31059	126	8.9747			-8.9747	1.34	x	x	34.8555	13.99
Thu	11/19/20	260.13520	1.31065	127	9.0463			-9.0463	1.28	x	x	34.9271	14.05
Fri	11/20/20	260.14727	1.31071	128	9.1180			-9.1180	1.22	x	x	34.9988	14.11
Mon	11/23/20	260.18347	1.31090	131	9.3330			-9.3330	1.03	x	x	35.2138	14.30
Tue	11/24/20	260.19553	1.31096	132	9.4047			-9.4047	0.97	x	x	35.2855	14.36
Wed	11/25/20	260.20760	1.31102	133	9.4764			-9.4764	0.91	x	x	35.3572	14.42
Thu	11/26/20	260.21967	1.31108	134	9.5481			-9.5481	0.85	x	x	35.4289	14.48
Fri	11/27/20	260.23173	1.31114	135	9.6198			-9.6198	0.79	x	x	35.5006	14.54
Mon	11/30/20	260.26793	1.31132	138	9.8349			-9.8349	0.61	x	x	35.7157	14.72
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Tue	12/01/20	260.28000	1.31138	139	9.9066			-9.9066	0.55	x	x	35.7874	14.78
Wed	12/02/20	260.28348	1.31140	140	9.9780			-9.9780	0.53	x	x	35.8588	14.80
Thu	12/03/20	260.28697	1.31142	141	10.0495			-10.0495	0.51	x	x	35.9303	14.82
Fri	12/04/20	260.29045	1.31144	142	10.1209			-10.1209	0.49	x	x	36.0017	14.84
Mon	12/07/20	260.30090	1.31149	145	10.3351			-10.3351	0.44	x	x	36.2159	14.89
Tue	12/08/20	260.30439	1.31151	146	10.4065			-10.4065	0.42	x	x	36.2873	14.91
Wed	12/09/20	260.30787	1.31152	147	10.4779			-10.4779	0.41	x	x	36.3587	14.92
Thu	12/10/20	260.31135	1.31154	148	10.5493			-10.5493	0.39	x	x	36.4301	14.94
Fri	12/11/20	260.31484	1.31156	149	10.6208			-10.6208	0.37	x	x	36.5016	14.96
Mon	12/14/20	260.32529	1.31161	152	10.8350			-10.8350	0.32	x	x	36.7158	15.01
Tue	12/15/20	260.32877	1.31163	153	10.9065			-10.9065	0.30	x	x	36.7873	15.03
Wed	12/16/20	260.33226	1.31165	154	10.9779			-10.9779	0.28	x	x	36.8587	15.05
Thu	12/17/20	260.33574	1.31166	155	11.0493			-11.0493	0.27	x	x	36.9301	15.06
Fri	12/18/20	260.33923	1.31168	156	11.1208			-11.1208	0.25	x	x	37.0016	15.08
Mon	12/21/20	260.34968	1.31173	159	11.3351			-11.3351	0.20	x	x	37.2159	15.13
Tue	12/22/20	260.35316	1.31175	160	11.4065			-11.4065	0.18	x	x	37.2873	15.15
Wed	12/23/20	260.35665	1.31177	161	11.4780			-11.4780	0.16	x	x	37.3588	15.17
Thu	12/24/20	260.36013	1.31179	162	11.5495			-11.5495	0.14	x	x	37.4303	15.19
Fri	12/25/20	260.36361	1.31180	163	11.6208			-11.6208	0.13	x	x	37.5016	15.20
Mon	12/28/20	260.37406	1.31186	166	11.8353			-11.8353	0.07	x	x	37.7161	15.26
Tue	12/29/20	260.37755	1.31187	167	11.9066			-11.9066	0.06	x	x	37.7874	15.27
Wed	12/30/20	260.38103	1.31189	168	11.9781			-11.9781	0.04	x	x	37.8589	15.29
Thu	12/31/20	260.38452	1.31191	169	12.0496			-12.0496	0.02	x	x	37.9304	15.31
Fri	01/01/21	260.38800	1.31193

Generated 12/10/20 09:32