2.125% 30-Year Treasury Inflation Protected Security (TIPS) due February 15, 2040

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

CUSIP Number	912810QF8	Interest 02/15/20 (184 days)	$12.6383
Dated Date	February 15, 2010	Interest 08/15/20 (182 days)	$12.6349
Ref CPI on Dated Date	216.13950	Interest Total	$25.2732
Original Issue Date	February 26, 2010	Interest 02/15/21 (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	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Wed	01/01/20	257.34600	1.19065	139	9.5567	x	x	15.7165	14.07			9.5567	0.00
Thu	01/02/20	257.34155	1.19063	140	9.6253	x	x	15.6479	14.09			9.6253	-0.02
Fri	01/03/20	257.33710	1.19061	141	9.6939	x	x	15.5793	14.11			9.6939	-0.04
Mon	01/06/20	257.32374	1.19054	144	9.8996	x	x	15.3736	14.18			9.8996	-0.11
Tue	01/07/20	257.31929	1.19052	145	9.9682	x	x	15.3050	14.20			9.9682	-0.13
Wed	01/08/20	257.31484	1.19050	146	10.0368	x	x	15.2364	14.22			10.0368	-0.15
Thu	01/09/20	257.31039	1.19048	147	10.1053	x	x	15.1679	14.24			10.1053	-0.17
Fri	01/10/20	257.30594	1.19046	148	10.1739	x	x	15.0993	14.26			10.1739	-0.19
Mon	01/13/20	257.29258	1.19040	151	10.3796	x	x	14.8936	14.32			10.3796	-0.25
Tue	01/14/20	257.28813	1.19038	152	10.4482	x	x	14.8250	14.34			10.4482	-0.27
Wed	01/15/20	257.28368	1.19036	153	10.5167	x	x	14.7565	14.36			10.5167	-0.29
Thu	01/16/20	257.27923	1.19034	154	10.5853	x	x	14.6879	14.38			10.5853	-0.31
Fri	01/17/20	257.27477	1.19032	155	10.6538	x	x	14.6194	14.40			10.6538	-0.33
Mon	01/20/20	257.26142	1.19026	158	10.8595	x	x	14.4137	14.46			10.8595	-0.39
Tue	01/21/20	257.25697	1.19024	159	10.9281	x	x	14.3451	14.48			10.9281	-0.41
Wed	01/22/20	257.25252	1.19022	160	10.9966	x	x	14.2766	14.50			10.9966	-0.43
Thu	01/23/20	257.24806	1.19019	161	11.0650	x	x	14.2082	14.53			11.0650	-0.46
Fri	01/24/20	257.24361	1.19017	162	11.1336	x	x	14.1396	14.55			11.1336	-0.48
Mon	01/27/20	257.23026	1.19011	165	11.3392	x	x	13.9340	14.61			11.3392	-0.54
Tue	01/28/20	257.22581	1.19009	166	11.4077	x	x	13.8655	14.63			11.4077	-0.56
Wed	01/29/20	257.22135	1.19007	167	11.4763	x	x	13.7969	14.65			11.4763	-0.58
Thu	01/30/20	257.21690	1.19005	168	11.5448	x	x	13.7284	14.67			11.5448	-0.60
Fri	01/31/20	257.21245	1.19003	169	11.6133	x	x	13.6599	14.69			11.6133	-0.62
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Mon	02/03/20	257.19186	1.18993	172	11.8185	x	x	13.4547	14.79			11.8185	-0.72
Tue	02/04/20	257.18379	1.18990	173	11.8869	x	x	13.3863	14.82			11.8869	-0.75
Wed	02/05/20	257.17572	1.18986	174	11.9552	x	x	13.3180	14.86			11.9552	-0.79
Thu	02/06/20	257.16766	1.18982	175	12.0235	x	x	13.2497	14.90			12.0235	-0.83
Fri	02/07/20	257.15959	1.18979	176	12.0919	x	x	13.1813	14.93			12.0919	-0.86
Mon	02/10/20	257.13538	1.18967	179	12.2968	x	x	12.9764	15.05			12.2968	-0.98
Tue	02/11/20	257.12731	1.18964	180	12.3651	x	x	12.9081	15.08			12.3651	-1.01
Wed	02/12/20	257.11924	1.18960	181	12.4334	x	x	12.8398	15.12			12.4334	-1.05
Thu	02/13/20	257.11117	1.18956	182	12.5017	x	x	12.7715	15.16			12.5017	-1.09
Fri	02/14/20	257.10310	1.18952	183	12.5700	x	x	12.7032	15.20			12.5700	-1.13
Sat	02/15/20	257.09503	1.18949	0	0.0000		x	12.6349	15.23	x		12.6383	-1.16
Mon	02/17/20	257.07890	1.18941	2	0.1389		x	12.4960	15.31	x		12.7772	-1.24
Tue	02/18/20	257.07083	1.18937	3	0.2083		x	12.4266	15.35	x		12.8466	-1.28
Wed	02/19/20	257.06276	1.18934	4	0.2777		x	12.3572	15.38	x		12.9160	-1.31
Thu	02/20/20	257.05469	1.18930	5	0.3472		x	12.2877	15.42	x		12.9855	-1.35
Fri	02/21/20	257.04662	1.18926	6	0.4166		x	12.2183	15.46	x		13.0549	-1.39
Mon	02/24/20	257.02241	1.18915	9	0.6248		x	12.0101	15.57	x		13.2631	-1.50
Tue	02/25/20	257.01434	1.18911	10	0.6942		x	11.9407	15.61	x		13.3325	-1.54
Wed	02/26/20	257.00628	1.18908	11	0.7636		x	11.8713	15.64	x		13.4019	-1.57
Thu	02/27/20	256.99821	1.18904	12	0.8330		x	11.8019	15.68	x		13.4713	-1.61
Fri	02/28/20	256.99014	1.18900	13	0.9024		x	11.7325	15.72	x		13.5407	-1.65
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Mon	03/02/20	257.00616	1.18908	16	1.1107		x	11.5242	15.64	x		13.7490	-1.57
Tue	03/03/20	257.03832	1.18922	17	1.1802		x	11.4547	15.50	x		13.8185	-1.43
Wed	03/04/20	257.07048	1.18937	18	1.2498		x	11.3851	15.35	x		13.8881	-1.28
Thu	03/05/20	257.10265	1.18952	19	1.3194		x	11.3155	15.20	x		13.9577	-1.13
Fri	03/06/20	257.13481	1.18967	20	1.3890		x	11.2459	15.05	x		14.0273	-0.98
Mon	03/09/20	257.23129	1.19012	23	1.5980		x	11.0369	14.60	x		14.2363	-0.53
Tue	03/10/20	257.26345	1.19027	24	1.6677		x	10.9672	14.45	x		14.3060	-0.38
Wed	03/11/20	257.29561	1.19041	25	1.7374		x	10.8975	14.31	x		14.3757	-0.24
Thu	03/12/20	257.32777	1.19056	26	1.8071		x	10.8278	14.16	x		14.4454	-0.09
Fri	03/13/20	257.35994	1.19071	27	1.8768		x	10.7581	14.01	x		14.5151	0.06
Mon	03/16/20	257.45642	1.19116	30	2.0862		x	10.5487	13.56	x		14.7245	0.51
Tue	03/17/20	257.48858	1.19131	31	2.1560		x	10.4789	13.41	x		14.7943	0.66
Wed	03/18/20	257.52074	1.19146	32	2.2258		x	10.4091	13.26	x		14.8641	0.81
Thu	03/19/20	257.55290	1.19160	33	2.2956		x	10.3393	13.12	x		14.9339	0.95
Fri	03/20/20	257.58506	1.19175	34	2.3655		x	10.2694	12.97	x		15.0038	1.10
Mon	03/23/20	257.68155	1.19220	37	2.5752		x	10.0597	12.52	x		15.2135	1.55
Tue	03/24/20	257.71371	1.19235	38	2.6451		x	9.9898	12.37	x		15.2834	1.70
Wed	03/25/20	257.74587	1.19250	39	2.7151		x	9.9198	12.22	x		15.3534	1.85
Thu	03/26/20	257.77803	1.19265	40	2.7850		x	9.8499	12.07	x		15.4233	2.00
Fri	03/27/20	257.81019	1.19280	41	2.8550		x	9.7799	11.92	x		15.4933	2.15
Mon	03/30/20	257.90668	1.19324	44	3.0651		x	9.5698	11.48	x		15.7034	2.59
Tue	03/31/20	257.93884	1.19339	45	3.1351		x	9.4998	11.33	x		15.7734	2.74
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Wed	04/01/20	257.97100	1.19354	46	3.2052		x	9.4297	11.18	x		15.8435	2.89
Thu	04/02/20	257.99457	1.19365	47	3.2752		x	9.3597	11.07	x		15.9135	3.00
Fri	04/03/20	258.01813	1.19376	48	3.3452		x	9.2897	10.96	x		15.9835	3.11
Mon	04/06/20	258.08883	1.19408	51	3.5552		x	9.0797	10.64	x		16.1935	3.43
Tue	04/07/20	258.11240	1.19419	52	3.6252		x	9.0097	10.53	x		16.2635	3.54
Wed	04/08/20	258.13597	1.19430	53	3.6953		x	8.9396	10.42	x		16.3336	3.65
Thu	04/09/20	258.15953	1.19441	54	3.7653		x	8.8696	10.31	x		16.4036	3.76
Fri	04/10/20	258.18310	1.19452	55	3.8354		x	8.7995	10.20	x		16.4737	3.87
Mon	04/13/20	258.25380	1.19485	58	4.0457		x	8.5892	9.87	x		16.6840	4.20
Tue	04/14/20	258.27737	1.19496	59	4.1159		x	8.5190	9.76	x		16.7542	4.31
Wed	04/15/20	258.30093	1.19507	60	4.1860		x	8.4489	9.65	x		16.8243	4.42
Thu	04/16/20	258.32450	1.19517	61	4.2562		x	8.3787	9.55	x		16.8945	4.52
Fri	04/17/20	258.34807	1.19528	62	4.3263		x	8.3086	9.44	x		16.9646	4.63
Mon	04/20/20	258.41877	1.19561	65	4.5369		x	8.0980	9.11	x		17.1752	4.96
Tue	04/21/20	258.44233	1.19572	66	4.6071		x	8.0278	9.00	x		17.2454	5.07
Wed	04/22/20	258.46590	1.19583	67	4.6774		x	7.9575	8.89	x		17.3157	5.18
Thu	04/23/20	258.48947	1.19594	68	4.7476		x	7.8873	8.78	x		17.3859	5.29
Fri	04/24/20	258.51303	1.19605	69	4.8179		x	7.8170	8.67	x		17.4562	5.40
Mon	04/27/20	258.58373	1.19637	72	5.0287		x	7.6062	8.35	x		17.6670	5.72
Tue	04/28/20	258.60730	1.19648	73	5.0990		x	7.5359	8.24	x		17.7373	5.83
Wed	04/29/20	258.63087	1.19659	74	5.1693		x	7.4656	8.13	x		17.8076	5.94
Thu	04/30/20	258.65443	1.19670	75	5.2397		x	7.3952	8.02	x		17.8780	6.05
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Fri	05/01/20	258.67800	1.19681	76	5.3100		x	7.3249	7.91	x		17.9483	6.16
Mon	05/04/20	258.62352	1.19656	79	5.5185		x	7.1164	8.16	x		18.1568	5.91
Tue	05/05/20	258.60535	1.19647	80	5.5879		x	7.0470	8.25	x		18.2262	5.82
Wed	05/06/20	258.58719	1.19639	81	5.6574		x	6.9775	8.33	x		18.2957	5.74
Thu	05/07/20	258.56903	1.19631	82	5.7268		x	6.9081	8.41	x		18.3651	5.66
Fri	05/08/20	258.55087	1.19622	83	5.7962		x	6.8387	8.50	x		18.4345	5.57
Mon	05/11/20	258.49639	1.19597	86	6.0045		x	6.6304	8.75	x		18.6428	5.32
Tue	05/12/20	258.47823	1.19589	87	6.0739		x	6.5610	8.83	x		18.7122	5.24
Wed	05/13/20	258.46006	1.19580	88	6.1433		x	6.4916	8.92	x		18.7816	5.15
Thu	05/14/20	258.44190	1.19572	89	6.2127		x	6.4222	9.00	x		18.8510	5.07
Fri	05/15/20	258.42374	1.19563	90	6.2820		x	6.3529	9.09	x		18.9203	4.98
Mon	05/18/20	258.36926	1.19538	93	6.4900		x	6.1449	9.34	x		19.1283	4.73
Tue	05/19/20	258.35110	1.19530	94	6.5594		x	6.0755	9.42	x		19.1977	4.65
Wed	05/20/20	258.33294	1.19521	95	6.6287		x	6.0062	9.51	x		19.2670	4.56
Thu	05/21/20	258.31477	1.19513	96	6.6980		x	5.9369	9.59	x		19.3363	4.48
Fri	05/22/20	258.29661	1.19505	97	6.7673		x	5.8676	9.67	x		19.4056	4.40
Mon	05/25/20	258.24213	1.19479	100	6.9751		x	5.6598	9.93	x		19.6134	4.14
Tue	05/26/20	258.22397	1.19471	101	7.0444		x	5.5905	10.01	x		19.6827	4.06
Wed	05/27/20	258.20581	1.19463	102	7.1136		x	5.5213	10.09	x		19.7519	3.98
Thu	05/28/20	258.18765	1.19454	103	7.1828		x	5.4521	10.18	x		19.8211	3.89
Fri	05/29/20	258.16948	1.19446	104	7.2521		x	5.3828	10.26	x		19.8904	3.81
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Mon	06/01/20	258.11500	1.19421	107	7.4597		x	5.1752	10.51	x		20.0980	3.56
Tue	06/02/20	258.05747	1.19394	108	7.5277		x	5.1072	10.78	x		20.1660	3.29
Wed	06/03/20	257.99993	1.19367	109	7.5957		x	5.0392	11.05	x		20.2340	3.02
Thu	06/04/20	257.94240	1.19341	110	7.6637		x	4.9712	11.31	x		20.3020	2.76
Fri	06/05/20	257.88487	1.19314	111	7.7316		x	4.9033	11.58	x		20.3699	2.49
Mon	06/08/20	257.71227	1.19234	114	7.9353		x	4.6996	12.38	x		20.5736	1.69
Tue	06/09/20	257.65473	1.19208	115	8.0031		x	4.6318	12.64	x		20.6414	1.43
Wed	06/10/20	257.59720	1.19181	116	8.0709		x	4.5640	12.91	x		20.7092	1.16
Thu	06/11/20	257.53967	1.19154	117	8.1386		x	4.4963	13.18	x		20.7769	0.89
Fri	06/12/20	257.48213	1.19128	118	8.2064		x	4.4285	13.44	x		20.8447	0.63
Mon	06/15/20	257.30953	1.19048	121	8.4094		x	4.2255	14.24	x		21.0477	-0.17
Tue	06/16/20	257.25200	1.19021	122	8.4770		x	4.1579	14.51	x		21.1153	-0.44
Wed	06/17/20	257.19447	1.18995	123	8.5446		x	4.0903	14.77	x		21.1829	-0.70
Thu	06/18/20	257.13693	1.18968	124	8.6121		x	4.0228	15.04	x		21.2504	-0.97
Fri	06/19/20	257.07940	1.18941	125	8.6796		x	3.9553	15.31	x		21.3179	-1.24
Mon	06/22/20	256.90680	1.18862	128	8.8820		x	3.7529	16.10	x		21.5203	-2.03
Tue	06/23/20	256.84927	1.18835	129	8.9494		x	3.6855	16.37	x		21.5877	-2.30
Wed	06/24/20	256.79173	1.18808	130	9.0167		x	3.6182	16.64	x		21.6550	-2.57
Thu	06/25/20	256.73420	1.18782	131	9.0840		x	3.5509	16.90	x		21.7223	-2.83
Fri	06/26/20	256.67667	1.18755	132	9.1513		x	3.4836	17.17	x		21.7896	-3.10
Mon	06/29/20	256.50407	1.18675	135	9.3530		x	3.2819	17.97	x		21.9913	-3.90
Tue	06/30/20	256.44653	1.18649	136	9.4202		x	3.2147	18.23	x		22.0585	-4.16
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Wed	07/01/20	256.38900	1.18622	137	9.4873		x	3.1476	18.50	x		22.1256	-4.43
Thu	07/02/20	256.38916	1.18622	138	9.5566		x	3.0783	18.50	x		22.1949	-4.43
Fri	07/03/20	256.38932	1.18622	139	9.6258		x	3.0091	18.50	x		22.2641	-4.43
Mon	07/06/20	256.38981	1.18622	142	9.8336		x	2.8013	18.50	x		22.4719	-4.43
Tue	07/07/20	256.38997	1.18622	143	9.9028		x	2.7321	18.50	x		22.5411	-4.43
Wed	07/08/20	256.39013	1.18623	144	9.9722		x	2.6627	18.49	x		22.6105	-4.42
Thu	07/09/20	256.39029	1.18623	145	10.0414		x	2.5935	18.49	x		22.6797	-4.42
Fri	07/10/20	256.39045	1.18623	146	10.1107		x	2.5242	18.49	x		22.7490	-4.42
Mon	07/13/20	256.39094	1.18623	149	10.3184		x	2.3165	18.49	x		22.9567	-4.42
Tue	07/14/20	256.39110	1.18623	150	10.3877		x	2.2472	18.49	x		23.0260	-4.42
Wed	07/15/20	256.39126	1.18623	151	10.4569		x	2.1780	18.49	x		23.0952	-4.42
Thu	07/16/20	256.39142	1.18623	152	10.5262		x	2.1087	18.49	x		23.1645	-4.42
Fri	07/17/20	256.39158	1.18623	153	10.5954		x	2.0395	18.49	x		23.2337	-4.42
Mon	07/20/20	256.39206	1.18623	156	10.8032		x	1.8317	18.49	x		23.4415	-4.42
Tue	07/21/20	256.39223	1.18623	157	10.8724		x	1.7625	18.49	x		23.5107	-4.42
Wed	07/22/20	256.39239	1.18624	158	10.9418		x	1.6931	18.48	x		23.5801	-4.41
Thu	07/23/20	256.39255	1.18624	159	11.0110		x	1.6239	18.48	x		23.6493	-4.41
Fri	07/24/20	256.39271	1.18624	160	11.0803		x	1.5546	18.48	x		23.7186	-4.41
Mon	07/27/20	256.39319	1.18624	163	11.2880		x	1.3469	18.48	x		23.9263	-4.41
Tue	07/28/20	256.39335	1.18624	164	11.3573		x	1.2776	18.48	x		23.9956	-4.41
Wed	07/29/20	256.39352	1.18624	165	11.4265		x	1.2084	18.48	x		24.0648	-4.41
Thu	07/30/20	256.39368	1.18624	166	11.4958		x	1.1391	18.48	x		24.1341	-4.41
Fri	07/31/20	256.39384	1.18624	167	11.5650		x	1.0699	18.48	x		24.2033	-4.41
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Mon	08/03/20	256.48452	1.18666	170	11.7769		x	0.8580	18.06	x		24.4152	-3.99
Tue	08/04/20	256.52977	1.18687	171	11.8483		x	0.7866	17.85	x		24.4866	-3.78
Wed	08/05/20	256.57503	1.18708	172	11.9197		x	0.7152	17.64	x		24.5580	-3.57
Thu	08/06/20	256.62029	1.18729	173	11.9911		x	0.6438	17.43	x		24.6294	-3.36
Fri	08/07/20	256.66555	1.18750	174	12.0626		x	0.5723	17.22	x		24.7009	-3.15
Mon	08/10/20	256.80132	1.18813	177	12.2771		x	0.3578	16.59	x		24.9154	-2.52
Tue	08/11/20	256.84658	1.18834	178	12.3486		x	0.2863	16.38	x		24.9869	-2.31
Wed	08/12/20	256.89184	1.18855	179	12.4202		x	0.2147	16.17	x		25.0585	-2.10
Thu	08/13/20	256.93710	1.18876	180	12.4918		x	0.1431	15.96	x		25.1301	-1.89
Fri	08/14/20	256.98235	1.18897	181	12.5634		x	0.0715	15.75	x		25.2017	-1.68
Sat	08/15/20	257.02761	1.18917	0	0.0000			0.0000	15.55	x	x	25.2732	-1.48
Mon	08/17/20	257.11813	1.18959	2	0.1374			-0.1374	15.13	x	x	25.4106	-1.06
Tue	08/18/20	257.16339	1.18980	3	0.2061			-0.2061	14.92	x	x	25.4793	-0.85
Wed	08/19/20	257.20865	1.19001	4	0.2749			-0.2749	14.71	x	x	25.5481	-0.64
Thu	08/20/20	257.25390	1.19022	5	0.3436			-0.3436	14.50	x	x	25.6168	-0.43
Fri	08/21/20	257.29916	1.19043	6	0.4124			-0.4124	14.29	x	x	25.6856	-0.22
Mon	08/24/20	257.43494	1.19106	9	0.6190			-0.6190	13.66	x	x	25.8922	0.41
Tue	08/25/20	257.48019	1.19127	10	0.6879			-0.6879	13.45	x	x	25.9611	0.62
Wed	08/26/20	257.52545	1.19148	11	0.7568			-0.7568	13.24	x	x	26.0300	0.83
Thu	08/27/20	257.57071	1.19169	12	0.8258			-0.8258	13.03	x	x	26.0990	1.04
Fri	08/28/20	257.61597	1.19190	13	0.8947			-0.8947	12.82	x	x	26.1679	1.25
Mon	08/31/20	257.75174	1.19252	16	1.1018			-1.1018	12.20	x	x	26.3750	1.87
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Tue	09/01/20	257.79700	1.19273	17	1.1709			-1.1709	11.99	x	x	26.4441	2.08
Wed	09/02/20	257.84047	1.19294	18	1.2399			-1.2399	11.78	x	x	26.5131	2.29
Thu	09/03/20	257.88393	1.19314	19	1.3090			-1.3090	11.58	x	x	26.5822	2.49
Fri	09/04/20	257.92740	1.19334	20	1.3782			-1.3782	11.38	x	x	26.6514	2.69
Mon	09/07/20	258.05780	1.19394	23	1.5857			-1.5857	10.78	x	x	26.8589	3.29
Tue	09/08/20	258.10127	1.19414	24	1.6549			-1.6549	10.58	x	x	26.9281	3.49
Wed	09/09/20	258.14473	1.19434	25	1.7242			-1.7242	10.38	x	x	26.9974	3.69
Thu	09/10/20	258.18820	1.19454	26	1.7934			-1.7934	10.18	x	x	27.0666	3.89
Fri	09/11/20	258.23167	1.19475	27	1.8627			-1.8627	9.97	x	x	27.1359	4.10
Mon	09/14/20	258.36207	1.19535	30	2.0707			-2.0707	9.37	x	x	27.3439	4.70
Tue	09/15/20	258.40553	1.19555	31	2.1401			-2.1401	9.17	x	x	27.4133	4.90
Wed	09/16/20	258.44900	1.19575	32	2.2095			-2.2095	8.97	x	x	27.4827	5.10
Thu	09/17/20	258.49247	1.19595	33	2.2790			-2.2790	8.77	x	x	27.5522	5.30
Fri	09/18/20	258.53593	1.19615	34	2.3484			-2.3484	8.57	x	x	27.6216	5.50
Mon	09/21/20	258.66633	1.19676	37	2.5569			-2.5569	7.96	x	x	27.8301	6.11
Tue	09/22/20	258.70980	1.19696	38	2.6265			-2.6265	7.76	x	x	27.8997	6.31
Wed	09/23/20	258.75327	1.19716	39	2.6960			-2.6960	7.56	x	x	27.9692	6.51
Thu	09/24/20	258.79673	1.19736	40	2.7656			-2.7656	7.36	x	x	28.0388	6.71
Fri	09/25/20	258.84020	1.19756	41	2.8353			-2.8353	7.16	x	x	28.1085	6.91
Mon	09/28/20	258.97060	1.19816	44	3.0442			-3.0442	6.56	x	x	28.3174	7.51
Tue	09/29/20	259.01407	1.19837	45	3.1140			-3.1140	6.35	x	x	28.3872	7.72
Wed	09/30/20	259.05753	1.19857	46	3.1837			-3.1837	6.15	x	x	28.4569	7.92
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Thu	10/01/20	259.10100	1.19877	47	3.2535			-3.2535	5.95	x	x	28.5267	8.12
Fri	10/02/20	259.12735	1.19889	48	3.3230			-3.3230	5.83	x	x	28.5962	8.24
Mon	10/05/20	259.20642	1.19926	51	3.5318			-3.5318	5.46	x	x	28.8050	8.61
Tue	10/06/20	259.23277	1.19938	52	3.6014			-3.6014	5.34	x	x	28.8746	8.73
Wed	10/07/20	259.25913	1.19950	53	3.6710			-3.6710	5.22	x	x	28.9442	8.85
Thu	10/08/20	259.28548	1.19962	54	3.7407			-3.7407	5.10	x	x	29.0139	8.97
Fri	10/09/20	259.31184	1.19974	55	3.8103			-3.8103	4.98	x	x	29.0835	9.09
Mon	10/12/20	259.39090	1.20011	58	4.0194			-4.0194	4.61	x	x	29.2926	9.46
Tue	10/13/20	259.41726	1.20023	59	4.0891			-4.0891	4.49	x	x	29.3623	9.58
Wed	10/14/20	259.44361	1.20035	60	4.1588			-4.1588	4.37	x	x	29.4320	9.70
Thu	10/15/20	259.46997	1.20047	61	4.2286			-4.2286	4.25	x	x	29.5018	9.82
Fri	10/16/20	259.49632	1.20060	62	4.2983			-4.2983	4.12	x	x	29.5715	9.95
Mon	10/19/20	259.57539	1.20096	65	4.5077			-4.5077	3.76	x	x	29.7809	10.31
Tue	10/20/20	259.60174	1.20108	66	4.5775			-4.5775	3.64	x	x	29.8507	10.43
Wed	10/21/20	259.62810	1.20121	67	4.6473			-4.6473	3.51	x	x	29.9205	10.56
Thu	10/22/20	259.65445	1.20133	68	4.7172			-4.7172	3.39	x	x	29.9904	10.68
Fri	10/23/20	259.68081	1.20145	69	4.7870			-4.7870	3.27	x	x	30.0602	10.80
Mon	10/26/20	259.75987	1.20182	72	4.9967			-4.9967	2.90	x	x	30.2699	11.17
Tue	10/27/20	259.78623	1.20194	73	5.0666			-5.0666	2.78	x	x	30.3398	11.29
Wed	10/28/20	259.81258	1.20206	74	5.1365			-5.1365	2.66	x	x	30.4097	11.41
Thu	10/29/20	259.83894	1.20218	75	5.2065			-5.2065	2.54	x	x	30.4797	11.53
Fri	10/30/20	259.86529	1.20230	76	5.2764			-5.2764	2.42	x	x	30.5496	11.65
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Mon	11/02/20	259.93007	1.20260	79	5.4860			-5.4860	2.12	x	x	30.7592	11.95
Tue	11/03/20	259.94213	1.20266	80	5.5558			-5.5558	2.06	x	x	30.8290	12.01
Wed	11/04/20	259.95420	1.20271	81	5.6254			-5.6254	2.01	x	x	30.8986	12.06
Thu	11/05/20	259.96627	1.20277	82	5.6952			-5.6952	1.95	x	x	30.9684	12.12
Fri	11/06/20	259.97833	1.20283	83	5.7649			-5.7649	1.89	x	x	31.0381	12.18
Mon	11/09/20	260.01453	1.20299	86	5.9741			-5.9741	1.73	x	x	31.2473	12.34
Tue	11/10/20	260.02660	1.20305	87	6.0439			-6.0439	1.67	x	x	31.3171	12.40
Wed	11/11/20	260.03867	1.20311	88	6.1136			-6.1136	1.61	x	x	31.3868	12.46
Thu	11/12/20	260.05073	1.20316	89	6.1834			-6.1834	1.56	x	x	31.4566	12.51
Fri	11/13/20	260.06280	1.20322	90	6.2531			-6.2531	1.50	x	x	31.5263	12.57
Mon	11/16/20	260.09900	1.20338	93	6.4624			-6.4624	1.34	x	x	31.7356	12.73
Tue	11/17/20	260.11107	1.20344	94	6.5323			-6.5323	1.28	x	x	31.8055	12.79
Wed	11/18/20	260.12313	1.20350	95	6.6021			-6.6021	1.22	x	x	31.8753	12.85
Thu	11/19/20	260.13520	1.20355	96	6.6719			-6.6719	1.17	x	x	31.9451	12.90
Fri	11/20/20	260.14727	1.20361	97	6.7417			-6.7417	1.11	x	x	32.0149	12.96
Mon	11/23/20	260.18347	1.20378	100	6.9512			-6.9512	0.94	x	x	32.2244	13.13
Tue	11/24/20	260.19553	1.20383	101	7.0210			-7.0210	0.89	x	x	32.2942	13.18
Wed	11/25/20	260.20760	1.20389	102	7.0908			-7.0908	0.83	x	x	32.3640	13.24
Thu	11/26/20	260.21967	1.20394	103	7.1607			-7.1607	0.78	x	x	32.4339	13.29
Fri	11/27/20	260.23173	1.20400	104	7.2305			-7.2305	0.72	x	x	32.5037	13.35
Mon	11/30/20	260.26793	1.20417	107	7.4402			-7.4402	0.55	x	x	32.7134	13.52
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Tue	12/01/20	260.28000	1.20422	108	7.5100			-7.5100	0.50	x	x	32.7832	13.57
Wed	12/02/20	260.28348	1.20424	109	7.5797			-7.5797	0.48	x	x	32.8529	13.59
Thu	12/03/20	260.28697	1.20425	110	7.6493			-7.6493	0.47	x	x	32.9225	13.60
Fri	12/04/20	260.29045	1.20427	111	7.7189			-7.7189	0.45	x	x	32.9921	13.62
Mon	12/07/20	260.30090	1.20432	114	7.9279			-7.9279	0.40	x	x	33.2011	13.67
Tue	12/08/20	260.30439	1.20434	115	7.9976			-7.9976	0.38	x	x	33.2708	13.69
Wed	12/09/20	260.30787	1.20435	116	8.0672			-8.0672	0.37	x	x	33.3404	13.70
Thu	12/10/20	260.31135	1.20437	117	8.1369			-8.1369	0.35	x	x	33.4101	13.72
Fri	12/11/20	260.31484	1.20438	118	8.2065			-8.2065	0.34	x	x	33.4797	13.73
Mon	12/14/20	260.32529	1.20443	121	8.4155			-8.4155	0.29	x	x	33.6887	13.78
Tue	12/15/20	260.32877	1.20445	122	8.4852			-8.4852	0.27	x	x	33.7584	13.80
Wed	12/16/20	260.33226	1.20446	123	8.5548			-8.5548	0.26	x	x	33.8280	13.81
Thu	12/17/20	260.33574	1.20448	124	8.6245			-8.6245	0.24	x	x	33.8977	13.83
Fri	12/18/20	260.33923	1.20450	125	8.6942			-8.6942	0.22	x	x	33.9674	13.85
Mon	12/21/20	260.34968	1.20454	128	8.9031			-8.9031	0.18	x	x	34.1763	13.89
Tue	12/22/20	260.35316	1.20456	129	8.9728			-8.9728	0.16	x	x	34.2460	13.91
Wed	12/23/20	260.35665	1.20458	130	9.0425			-9.0425	0.14	x	x	34.3157	13.93
Thu	12/24/20	260.36013	1.20459	131	9.1122			-9.1122	0.13	x	x	34.3854	13.94
Fri	12/25/20	260.36361	1.20461	132	9.1819			-9.1819	0.11	x	x	34.4551	13.96
Mon	12/28/20	260.37406	1.20466	135	9.3909			-9.3909	0.06	x	x	34.6641	14.01
Tue	12/29/20	260.37755	1.20467	136	9.4606			-9.4606	0.05	x	x	34.7338	14.02
Wed	12/30/20	260.38103	1.20469	137	9.5303			-9.5303	0.03	x	x	34.8035	14.04
Thu	12/31/20	260.38452	1.20471	138	9.6000			-9.6000	0.01	x	x	34.8732	14.06
Fri	01/01/21	260.38800	1.20472

Generated 12/10/20 09:32