2.125% 30-Year Treasury Inflation Protected Security (TIPS) due February 15, 2041

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

CUSIP Number	912810QP6	Interest 02/15/20 (184 days)	$12.4737
Dated Date	February 15, 2011	Interest 08/15/20 (182 days)	$12.4705
Ref CPI on Dated Date	218.99100	Interest Total	$24.9442
Original Issue Date	February 28, 2011	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	1.17514	139	9.4323	x	x	15.5119	13.90			9.4323	0.00
Thu	01/02/20	257.34155	1.17512	140	9.5000	x	x	15.4442	13.92			9.5000	-0.02
Fri	01/03/20	257.33710	1.17510	141	9.5676	x	x	15.3766	13.94			9.5676	-0.04
Mon	01/06/20	257.32374	1.17504	144	9.7707	x	x	15.1735	14.00			9.7707	-0.10
Tue	01/07/20	257.31929	1.17502	145	9.8384	x	x	15.1058	14.02			9.8384	-0.12
Wed	01/08/20	257.31484	1.17500	146	9.9061	x	x	15.0381	14.04			9.9061	-0.14
Thu	01/09/20	257.31039	1.17498	147	9.9738	x	x	14.9704	14.06			9.9738	-0.16
Fri	01/10/20	257.30594	1.17496	148	10.0414	x	x	14.9028	14.08			10.0414	-0.18
Mon	01/13/20	257.29258	1.17490	151	10.2445	x	x	14.6997	14.14			10.2445	-0.24
Tue	01/14/20	257.28813	1.17488	152	10.3121	x	x	14.6321	14.16			10.3121	-0.26
Wed	01/15/20	257.28368	1.17486	153	10.3798	x	x	14.5644	14.18			10.3798	-0.28
Thu	01/16/20	257.27923	1.17484	154	10.4475	x	x	14.4967	14.20			10.4475	-0.30
Fri	01/17/20	257.27477	1.17482	155	10.5151	x	x	14.4291	14.22			10.5151	-0.32
Mon	01/20/20	257.26142	1.17476	158	10.7181	x	x	14.2261	14.28			10.7181	-0.38
Tue	01/21/20	257.25697	1.17474	159	10.7857	x	x	14.1585	14.30			10.7857	-0.40
Wed	01/22/20	257.25252	1.17472	160	10.8534	x	x	14.0908	14.32			10.8534	-0.42
Thu	01/23/20	257.24806	1.17470	161	10.9210	x	x	14.0232	14.34			10.9210	-0.44
Fri	01/24/20	257.24361	1.17468	162	10.9887	x	x	13.9555	14.36			10.9887	-0.46
Mon	01/27/20	257.23026	1.17462	165	11.1916	x	x	13.7526	14.42			11.1916	-0.52
Tue	01/28/20	257.22581	1.17460	166	11.2592	x	x	13.6850	14.44			11.2592	-0.54
Wed	01/29/20	257.22135	1.17457	167	11.3268	x	x	13.6174	14.47			11.3268	-0.57
Thu	01/30/20	257.21690	1.17455	168	11.3944	x	x	13.5498	14.49			11.3944	-0.59
Fri	01/31/20	257.21245	1.17453	169	11.4620	x	x	13.4822	14.51			11.4620	-0.61
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	1.17444	172	11.6646	x	x	13.2796	14.60			11.6646	-0.70
Tue	02/04/20	257.18379	1.17440	173	11.7320	x	x	13.2122	14.64			11.7320	-0.74
Wed	02/05/20	257.17572	1.17437	174	11.7995	x	x	13.1447	14.67			11.7995	-0.77
Thu	02/06/20	257.16766	1.17433	175	11.8670	x	x	13.0772	14.71			11.8670	-0.81
Fri	02/07/20	257.15959	1.17429	176	11.9344	x	x	13.0098	14.75			11.9344	-0.85
Mon	02/10/20	257.13538	1.17418	179	12.1366	x	x	12.8076	14.86			12.1366	-0.96
Tue	02/11/20	257.12731	1.17415	180	12.2041	x	x	12.7401	14.89			12.2041	-0.99
Wed	02/12/20	257.11924	1.17411	181	12.2715	x	x	12.6727	14.93			12.2715	-1.03
Thu	02/13/20	257.11117	1.17407	182	12.3389	x	x	12.6053	14.97			12.3389	-1.07
Fri	02/14/20	257.10310	1.17404	183	12.4064	x	x	12.5378	15.00			12.4064	-1.10
Sat	02/15/20	257.09503	1.17400	0	0.0000		x	12.4705	15.04	x		12.4737	-1.14
Mon	02/17/20	257.07890	1.17392	2	0.1371		x	12.3334	15.12	x		12.6108	-1.22
Tue	02/18/20	257.07083	1.17389	3	0.2056		x	12.2649	15.15	x		12.6793	-1.25
Wed	02/19/20	257.06276	1.17385	4	0.2741		x	12.1964	15.19	x		12.7478	-1.29
Thu	02/20/20	257.05469	1.17381	5	0.3426		x	12.1279	15.23	x		12.8163	-1.33
Fri	02/21/20	257.04662	1.17378	6	0.4111		x	12.0594	15.26	x		12.8848	-1.36
Mon	02/24/20	257.02241	1.17367	9	0.6167		x	11.8538	15.37	x		13.0904	-1.47
Tue	02/25/20	257.01434	1.17363	10	0.6852		x	11.7853	15.41	x		13.1589	-1.51
Wed	02/26/20	257.00628	1.17359	11	0.7536		x	11.7169	15.45	x		13.2273	-1.55
Thu	02/27/20	256.99821	1.17356	12	0.8221		x	11.6484	15.48	x		13.2958	-1.58
Fri	02/28/20	256.99014	1.17352	13	0.8906		x	11.5799	15.52	x		13.3643	-1.62
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	03/02/20	257.00616	1.17359	16	1.0962		x	11.3743	15.45	x		13.5699	-1.55
Tue	03/03/20	257.03832	1.17374	17	1.1649		x	11.3056	15.30	x		13.6386	-1.40
Wed	03/04/20	257.07048	1.17389	18	1.2336		x	11.2369	15.15	x		13.7073	-1.25
Thu	03/05/20	257.10265	1.17403	19	1.3022		x	11.1683	15.01	x		13.7759	-1.11
Fri	03/06/20	257.13481	1.17418	20	1.3710		x	11.0995	14.86	x		13.8447	-0.96
Mon	03/09/20	257.23129	1.17462	23	1.5772		x	10.8933	14.42	x		14.0509	-0.52
Tue	03/10/20	257.26345	1.17477	24	1.6460		x	10.8245	14.27	x		14.1197	-0.37
Wed	03/11/20	257.29561	1.17491	25	1.7148		x	10.7557	14.13	x		14.1885	-0.23
Thu	03/12/20	257.32777	1.17506	26	1.7836		x	10.6869	13.98	x		14.2573	-0.08
Fri	03/13/20	257.35994	1.17521	27	1.8524		x	10.6181	13.83	x		14.3261	0.07
Mon	03/16/20	257.45642	1.17565	30	2.0590		x	10.4115	13.39	x		14.5327	0.51
Tue	03/17/20	257.48858	1.17580	31	2.1279		x	10.3426	13.24	x		14.6016	0.66
Wed	03/18/20	257.52074	1.17594	32	2.1968		x	10.2737	13.10	x		14.6705	0.80
Thu	03/19/20	257.55290	1.17609	33	2.2658		x	10.2047	12.95	x		14.7395	0.95
Fri	03/20/20	257.58506	1.17624	34	2.3347		x	10.1358	12.80	x		14.8084	1.10
Mon	03/23/20	257.68155	1.17668	37	2.5417		x	9.9288	12.36	x		15.0154	1.54
Tue	03/24/20	257.71371	1.17682	38	2.6107		x	9.8598	12.22	x		15.0844	1.68
Wed	03/25/20	257.74587	1.17697	39	2.6797		x	9.7908	12.07	x		15.1534	1.83
Thu	03/26/20	257.77803	1.17712	40	2.7488		x	9.7217	11.92	x		15.2225	1.98
Fri	03/27/20	257.81019	1.17726	41	2.8178		x	9.6527	11.78	x		15.2915	2.12
Mon	03/30/20	257.90668	1.17770	44	3.0251		x	9.4454	11.34	x		15.4988	2.56
Tue	03/31/20	257.93884	1.17785	45	3.0943		x	9.3762	11.19	x		15.5680	2.71
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	1.17800	46	3.1634		x	9.3071	11.04	x		15.6371	2.86
Thu	04/02/20	257.99457	1.17811	47	3.2325		x	9.2380	10.93	x		15.7062	2.97
Fri	04/03/20	258.01813	1.17821	48	3.3016		x	9.1689	10.83	x		15.7753	3.07
Mon	04/06/20	258.08883	1.17854	51	3.5089		x	8.9616	10.50	x		15.9826	3.40
Tue	04/07/20	258.11240	1.17864	52	3.5780		x	8.8925	10.40	x		16.0517	3.50
Wed	04/08/20	258.13597	1.17875	53	3.6472		x	8.8233	10.29	x		16.1209	3.61
Thu	04/09/20	258.15953	1.17886	54	3.7163		x	8.7542	10.18	x		16.1900	3.72
Fri	04/10/20	258.18310	1.17897	55	3.7855		x	8.6850	10.07	x		16.2592	3.83
Mon	04/13/20	258.25380	1.17929	58	3.9931		x	8.4774	9.75	x		16.4668	4.15
Tue	04/14/20	258.27737	1.17940	59	4.0623		x	8.4082	9.64	x		16.5360	4.26
Wed	04/15/20	258.30093	1.17950	60	4.1315		x	8.3390	9.54	x		16.6052	4.36
Thu	04/16/20	258.32450	1.17961	61	4.2007		x	8.2698	9.43	x		16.6744	4.47
Fri	04/17/20	258.34807	1.17972	62	4.2700		x	8.2005	9.32	x		16.7437	4.58
Mon	04/20/20	258.41877	1.18004	65	4.4778		x	7.9927	9.00	x		16.9515	4.90
Tue	04/21/20	258.44233	1.18015	66	4.5471		x	7.9234	8.89	x		17.0208	5.01
Wed	04/22/20	258.46590	1.18026	67	4.6165		x	7.8540	8.78	x		17.0902	5.12
Thu	04/23/20	258.48947	1.18037	68	4.6858		x	7.7847	8.67	x		17.1595	5.23
Fri	04/24/20	258.51303	1.18047	69	4.7551		x	7.7154	8.57	x		17.2288	5.33
Mon	04/27/20	258.58373	1.18080	72	4.9633		x	7.5072	8.24	x		17.4370	5.66
Tue	04/28/20	258.60730	1.18090	73	5.0326		x	7.4379	8.14	x		17.5063	5.76
Wed	04/29/20	258.63087	1.18101	74	5.1020		x	7.3685	8.03	x		17.5757	5.87
Thu	04/30/20	258.65443	1.18112	75	5.1715		x	7.2990	7.92	x		17.6452	5.98
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	1.18123	76	5.2409		x	7.2296	7.81	x		17.7146	6.09
Mon	05/04/20	258.62352	1.18098	79	5.4466		x	7.0239	8.06	x		17.9203	5.84
Tue	05/05/20	258.60535	1.18089	80	5.5151		x	6.9554	8.15	x		17.9888	5.75
Wed	05/06/20	258.58719	1.18081	81	5.5837		x	6.8868	8.23	x		18.0574	5.67
Thu	05/07/20	258.56903	1.18073	82	5.6523		x	6.8182	8.31	x		18.1260	5.59
Fri	05/08/20	258.55087	1.18065	83	5.7208		x	6.7497	8.39	x		18.1945	5.51
Mon	05/11/20	258.49639	1.18040	86	5.9263		x	6.5442	8.64	x		18.4000	5.26
Tue	05/12/20	258.47823	1.18031	87	5.9948		x	6.4757	8.73	x		18.4685	5.17
Wed	05/13/20	258.46006	1.18023	88	6.0633		x	6.4072	8.81	x		18.5370	5.09
Thu	05/14/20	258.44190	1.18015	89	6.1318		x	6.3387	8.89	x		18.6055	5.01
Fri	05/15/20	258.42374	1.18007	90	6.2002		x	6.2703	8.97	x		18.6739	4.93
Mon	05/18/20	258.36926	1.17982	93	6.4055		x	6.0650	9.22	x		18.8792	4.68
Tue	05/19/20	258.35110	1.17973	94	6.4739		x	5.9966	9.31	x		18.9476	4.59
Wed	05/20/20	258.33294	1.17965	95	6.5424		x	5.9281	9.39	x		19.0161	4.51
Thu	05/21/20	258.31477	1.17957	96	6.6108		x	5.8597	9.47	x		19.0845	4.43
Fri	05/22/20	258.29661	1.17949	97	6.6792		x	5.7913	9.55	x		19.1529	4.35
Mon	05/25/20	258.24213	1.17924	100	6.8843		x	5.5862	9.80	x		19.3580	4.10
Tue	05/26/20	258.22397	1.17915	101	6.9526		x	5.5179	9.89	x		19.4263	4.01
Wed	05/27/20	258.20581	1.17907	102	7.0210		x	5.4495	9.97	x		19.4947	3.93
Thu	05/28/20	258.18765	1.17899	103	7.0893		x	5.3812	10.05	x		19.5630	3.85
Fri	05/29/20	258.16948	1.17890	104	7.1576		x	5.3129	10.14	x		19.6313	3.76
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	1.17866	107	7.3626		x	5.1079	10.38	x		19.8363	3.52
Tue	06/02/20	258.05747	1.17839	108	7.4297		x	5.0408	10.65	x		19.9034	3.25
Wed	06/03/20	257.99993	1.17813	109	7.4968		x	4.9737	10.91	x		19.9705	2.99
Thu	06/04/20	257.94240	1.17787	110	7.5639		x	4.9066	11.17	x		20.0376	2.73
Fri	06/05/20	257.88487	1.17760	111	7.6309		x	4.8396	11.44	x		20.1046	2.46
Mon	06/08/20	257.71227	1.17682	114	7.8320		x	4.6385	12.22	x		20.3057	1.68
Tue	06/09/20	257.65473	1.17655	115	7.8989		x	4.5716	12.49	x		20.3726	1.41
Wed	06/10/20	257.59720	1.17629	116	7.9658		x	4.5047	12.75	x		20.4395	1.15
Thu	06/11/20	257.53967	1.17603	117	8.0327		x	4.4378	13.01	x		20.5064	0.89
Fri	06/12/20	257.48213	1.17577	118	8.0996		x	4.3709	13.27	x		20.5733	0.63
Mon	06/15/20	257.30953	1.17498	121	8.2999		x	4.1706	14.06	x		20.7736	-0.16
Tue	06/16/20	257.25200	1.17471	122	8.3666		x	4.1039	14.33	x		20.8403	-0.43
Wed	06/17/20	257.19447	1.17445	123	8.4333		x	4.0372	14.59	x		20.9070	-0.69
Thu	06/18/20	257.13693	1.17419	124	8.5000		x	3.9705	14.85	x		20.9737	-0.95
Fri	06/19/20	257.07940	1.17393	125	8.5666		x	3.9039	15.11	x		21.0403	-1.21
Mon	06/22/20	256.90680	1.17314	128	8.7663		x	3.7042	15.90	x		21.2400	-2.00
Tue	06/23/20	256.84927	1.17288	129	8.8328		x	3.6377	16.16	x		21.3065	-2.26
Wed	06/24/20	256.79173	1.17261	130	8.8993		x	3.5712	16.43	x		21.3730	-2.53
Thu	06/25/20	256.73420	1.17235	131	8.9657		x	3.5048	16.69	x		21.4394	-2.79
Fri	06/26/20	256.67667	1.17209	132	9.0322		x	3.4383	16.95	x		21.5059	-3.05
Mon	06/29/20	256.50407	1.17130	135	9.2312		x	3.2393	17.74	x		21.7049	-3.84
Tue	06/30/20	256.44653	1.17104	136	9.2975		x	3.1730	18.00	x		21.7712	-4.10
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	1.17077	137	9.3637		x	3.1068	18.27	x		21.8374	-4.37
Thu	07/02/20	256.38916	1.17077	138	9.4321		x	3.0384	18.27	x		21.9058	-4.37
Fri	07/03/20	256.38932	1.17078	139	9.5005		x	2.9700	18.26	x		21.9742	-4.36
Mon	07/06/20	256.38981	1.17078	142	9.7056		x	2.7649	18.26	x		22.1793	-4.36
Tue	07/07/20	256.38997	1.17078	143	9.7739		x	2.6966	18.26	x		22.2476	-4.36
Wed	07/08/20	256.39013	1.17078	144	9.8423		x	2.6282	18.26	x		22.3160	-4.36
Thu	07/09/20	256.39029	1.17078	145	9.9106		x	2.5599	18.26	x		22.3843	-4.36
Fri	07/10/20	256.39045	1.17078	146	9.9790		x	2.4915	18.26	x		22.4527	-4.36
Mon	07/13/20	256.39094	1.17078	149	10.1840		x	2.2865	18.26	x		22.6577	-4.36
Tue	07/14/20	256.39110	1.17078	150	10.2524		x	2.2181	18.26	x		22.7261	-4.36
Wed	07/15/20	256.39126	1.17078	151	10.3207		x	2.1498	18.26	x		22.7944	-4.36
Thu	07/16/20	256.39142	1.17079	152	10.3892		x	2.0813	18.25	x		22.8629	-4.35
Fri	07/17/20	256.39158	1.17079	153	10.4575		x	2.0130	18.25	x		22.9312	-4.35
Mon	07/20/20	256.39206	1.17079	156	10.6626		x	1.8079	18.25	x		23.1363	-4.35
Tue	07/21/20	256.39223	1.17079	157	10.7309		x	1.7396	18.25	x		23.2046	-4.35
Wed	07/22/20	256.39239	1.17079	158	10.7993		x	1.6712	18.25	x		23.2730	-4.35
Thu	07/23/20	256.39255	1.17079	159	10.8676		x	1.6029	18.25	x		23.3413	-4.35
Fri	07/24/20	256.39271	1.17079	160	10.9360		x	1.5345	18.25	x		23.4097	-4.35
Mon	07/27/20	256.39319	1.17079	163	11.1410		x	1.3295	18.25	x		23.6147	-4.35
Tue	07/28/20	256.39335	1.17079	164	11.2093		x	1.2612	18.25	x		23.6830	-4.35
Wed	07/29/20	256.39352	1.17079	165	11.2777		x	1.1928	18.25	x		23.7514	-4.35
Thu	07/30/20	256.39368	1.17080	166	11.3461		x	1.1244	18.24	x		23.8198	-4.34
Fri	07/31/20	256.39384	1.17080	167	11.4145		x	1.0560	18.24	x		23.8882	-4.34
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	1.17121	170	11.6236		x	0.8469	17.83	x		24.0973	-3.93
Tue	08/04/20	256.52977	1.17142	171	11.6941		x	0.7764	17.62	x		24.1678	-3.72
Wed	08/05/20	256.57503	1.17162	172	11.7645		x	0.7060	17.42	x		24.2382	-3.52
Thu	08/06/20	256.62029	1.17183	173	11.8350		x	0.6355	17.21	x		24.3087	-3.31
Fri	08/07/20	256.66555	1.17204	174	11.9055		x	0.5650	17.00	x		24.3792	-3.10
Mon	08/10/20	256.80132	1.17266	177	12.1172		x	0.3533	16.38	x		24.5909	-2.48
Tue	08/11/20	256.84658	1.17286	178	12.1878		x	0.2827	16.18	x		24.6615	-2.28
Wed	08/12/20	256.89184	1.17307	179	12.2584		x	0.2121	15.97	x		24.7321	-2.07
Thu	08/13/20	256.93710	1.17328	180	12.3291		x	0.1414	15.76	x		24.8028	-1.86
Fri	08/14/20	256.98235	1.17348	181	12.3997		x	0.0708	15.56	x		24.8734	-1.66
Sat	08/15/20	257.02761	1.17369	0	0.0000			0.0000	15.35	x	x	24.9442	-1.45
Mon	08/17/20	257.11813	1.17410	2	0.1356			-0.1356	14.94	x	x	25.0798	-1.04
Tue	08/18/20	257.16339	1.17431	3	0.2034			-0.2034	14.73	x	x	25.1476	-0.83
Wed	08/19/20	257.20865	1.17452	4	0.2713			-0.2713	14.52	x	x	25.2155	-0.62
Thu	08/20/20	257.25390	1.17472	5	0.3392			-0.3392	14.32	x	x	25.2834	-0.42
Fri	08/21/20	257.29916	1.17493	6	0.4071			-0.4071	14.11	x	x	25.3513	-0.21
Mon	08/24/20	257.43494	1.17555	9	0.6109			-0.6109	13.49	x	x	25.5551	0.41
Tue	08/25/20	257.48019	1.17576	10	0.6789			-0.6789	13.28	x	x	25.6231	0.62
Wed	08/26/20	257.52545	1.17596	11	0.7470			-0.7470	13.08	x	x	25.6912	0.82
Thu	08/27/20	257.57071	1.17617	12	0.8150			-0.8150	12.87	x	x	25.7592	1.03
Fri	08/28/20	257.61597	1.17638	13	0.8831			-0.8831	12.66	x	x	25.8273	1.24
Mon	08/31/20	257.75174	1.17700	16	1.0874			-1.0874	12.04	x	x	26.0316	1.86
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	1.17720	17	1.1556			-1.1556	11.84	x	x	26.0998	2.06
Wed	09/02/20	257.84047	1.17740	18	1.2238			-1.2238	11.64	x	x	26.1680	2.26
Thu	09/03/20	257.88393	1.17760	19	1.2920			-1.2920	11.44	x	x	26.2362	2.46
Fri	09/04/20	257.92740	1.17780	20	1.3602			-1.3602	11.24	x	x	26.3044	2.66
Mon	09/07/20	258.05780	1.17839	23	1.5650			-1.5650	10.65	x	x	26.5092	3.25
Tue	09/08/20	258.10127	1.17859	24	1.6334			-1.6334	10.45	x	x	26.5776	3.45
Wed	09/09/20	258.14473	1.17879	25	1.7017			-1.7017	10.25	x	x	26.6459	3.65
Thu	09/10/20	258.18820	1.17899	26	1.7701			-1.7701	10.05	x	x	26.7143	3.85
Fri	09/11/20	258.23167	1.17919	27	1.8385			-1.8385	9.85	x	x	26.7827	4.05
Mon	09/14/20	258.36207	1.17978	30	2.0438			-2.0438	9.26	x	x	26.9880	4.64
Tue	09/15/20	258.40553	1.17998	31	2.1123			-2.1123	9.06	x	x	27.0565	4.84
Wed	09/16/20	258.44900	1.18018	32	2.1808			-2.1808	8.86	x	x	27.1250	5.04
Thu	09/17/20	258.49247	1.18038	33	2.2493			-2.2493	8.66	x	x	27.1935	5.24
Fri	09/18/20	258.53593	1.18058	34	2.3179			-2.3179	8.46	x	x	27.2621	5.44
Mon	09/21/20	258.66633	1.18117	37	2.5236			-2.5236	7.87	x	x	27.4678	6.03
Tue	09/22/20	258.70980	1.18137	38	2.5923			-2.5923	7.67	x	x	27.5365	6.23
Wed	09/23/20	258.75327	1.18157	39	2.6609			-2.6609	7.47	x	x	27.6051	6.43
Thu	09/24/20	258.79673	1.18177	40	2.7296			-2.7296	7.27	x	x	27.6738	6.63
Fri	09/25/20	258.84020	1.18197	41	2.7983			-2.7983	7.07	x	x	27.7425	6.83
Mon	09/28/20	258.97060	1.18256	44	3.0046			-3.0046	6.48	x	x	27.9488	7.42
Tue	09/29/20	259.01407	1.18276	45	3.0734			-3.0734	6.28	x	x	28.0176	7.62
Wed	09/30/20	259.05753	1.18296	46	3.1422			-3.1422	6.08	x	x	28.0864	7.82
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	1.18316	47	3.2111			-3.2111	5.88	x	x	28.1553	8.02
Fri	10/02/20	259.12735	1.18328	48	3.2797			-3.2797	5.76	x	x	28.2239	8.14
Mon	10/05/20	259.20642	1.18364	51	3.4858			-3.4858	5.40	x	x	28.4300	8.50
Tue	10/06/20	259.23277	1.18376	52	3.5545			-3.5545	5.28	x	x	28.4987	8.62
Wed	10/07/20	259.25913	1.18388	53	3.6232			-3.6232	5.16	x	x	28.5674	8.74
Thu	10/08/20	259.28548	1.18400	54	3.6920			-3.6920	5.04	x	x	28.6362	8.86
Fri	10/09/20	259.31184	1.18412	55	3.7607			-3.7607	4.92	x	x	28.7049	8.98
Mon	10/12/20	259.39090	1.18448	58	3.9670			-3.9670	4.56	x	x	28.9112	9.34
Tue	10/13/20	259.41726	1.18460	59	4.0358			-4.0358	4.44	x	x	28.9800	9.46
Wed	10/14/20	259.44361	1.18472	60	4.1047			-4.1047	4.32	x	x	29.0489	9.58
Thu	10/15/20	259.46997	1.18484	61	4.1735			-4.1735	4.20	x	x	29.1177	9.70
Fri	10/16/20	259.49632	1.18496	62	4.2424			-4.2424	4.08	x	x	29.1866	9.82
Mon	10/19/20	259.57539	1.18532	65	4.4490			-4.4490	3.72	x	x	29.3932	10.18
Tue	10/20/20	259.60174	1.18544	66	4.5179			-4.5179	3.60	x	x	29.4621	10.30
Wed	10/21/20	259.62810	1.18557	67	4.5868			-4.5868	3.47	x	x	29.5310	10.43
Thu	10/22/20	259.65445	1.18569	68	4.6558			-4.6558	3.35	x	x	29.6000	10.55
Fri	10/23/20	259.68081	1.18581	69	4.7247			-4.7247	3.23	x	x	29.6689	10.67
Mon	10/26/20	259.75987	1.18617	72	4.9316			-4.9316	2.87	x	x	29.8758	11.03
Tue	10/27/20	259.78623	1.18629	73	5.0006			-5.0006	2.75	x	x	29.9448	11.15
Wed	10/28/20	259.81258	1.18641	74	5.0696			-5.0696	2.63	x	x	30.0138	11.27
Thu	10/29/20	259.83894	1.18653	75	5.1387			-5.1387	2.51	x	x	30.0829	11.39
Fri	10/30/20	259.86529	1.18665	76	5.2077			-5.2077	2.39	x	x	30.1519	11.51
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	1.18694	79	5.4146			-5.4146	2.10	x	x	30.3588	11.80
Tue	11/03/20	259.94213	1.18700	80	5.4834			-5.4834	2.04	x	x	30.4276	11.86
Wed	11/04/20	259.95420	1.18705	81	5.5522			-5.5522	1.99	x	x	30.4964	11.91
Thu	11/05/20	259.96627	1.18711	82	5.6210			-5.6210	1.93	x	x	30.5652	11.97
Fri	11/06/20	259.97833	1.18716	83	5.6898			-5.6898	1.88	x	x	30.6340	12.02
Mon	11/09/20	260.01453	1.18733	86	5.8963			-5.8963	1.71	x	x	30.8405	12.19
Tue	11/10/20	260.02660	1.18738	87	5.9651			-5.9651	1.66	x	x	30.9093	12.24
Wed	11/11/20	260.03867	1.18744	88	6.0340			-6.0340	1.60	x	x	30.9782	12.30
Thu	11/12/20	260.05073	1.18750	89	6.1029			-6.1029	1.54	x	x	31.0471	12.36
Fri	11/13/20	260.06280	1.18755	90	6.1717			-6.1717	1.49	x	x	31.1159	12.41
Mon	11/16/20	260.09900	1.18772	93	6.3783			-6.3783	1.32	x	x	31.3225	12.58
Tue	11/17/20	260.11107	1.18777	94	6.4472			-6.4472	1.27	x	x	31.3914	12.63
Wed	11/18/20	260.12313	1.18783	95	6.5161			-6.5161	1.21	x	x	31.4603	12.69
Thu	11/19/20	260.13520	1.18788	96	6.5850			-6.5850	1.16	x	x	31.5292	12.74
Fri	11/20/20	260.14727	1.18794	97	6.6539			-6.6539	1.10	x	x	31.5981	12.80
Mon	11/23/20	260.18347	1.18810	100	6.8606			-6.8606	0.94	x	x	31.8048	12.96
Tue	11/24/20	260.19553	1.18816	101	6.9296			-6.9296	0.88	x	x	31.8738	13.02
Wed	11/25/20	260.20760	1.18821	102	6.9985			-6.9985	0.83	x	x	31.9427	13.07
Thu	11/26/20	260.21967	1.18827	103	7.0675			-7.0675	0.77	x	x	32.0117	13.13
Fri	11/27/20	260.23173	1.18832	104	7.1364			-7.1364	0.72	x	x	32.0806	13.18
Mon	11/30/20	260.26793	1.18849	107	7.3433			-7.3433	0.55	x	x	32.2875	13.35
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	1.18854	108	7.4122			-7.4122	0.50	x	x	32.3564	13.40
Wed	12/02/20	260.28348	1.18856	109	7.4810			-7.4810	0.48	x	x	32.4252	13.42
Thu	12/03/20	260.28697	1.18857	110	7.5497			-7.5497	0.47	x	x	32.4939	13.43
Fri	12/04/20	260.29045	1.18859	111	7.6184			-7.6184	0.45	x	x	32.5626	13.45
Mon	12/07/20	260.30090	1.18864	114	7.8247			-7.8247	0.40	x	x	32.7689	13.50
Tue	12/08/20	260.30439	1.18865	115	7.8934			-7.8934	0.39	x	x	32.8376	13.51
Wed	12/09/20	260.30787	1.18867	116	7.9622			-7.9622	0.37	x	x	32.9064	13.53
Thu	12/10/20	260.31135	1.18869	117	8.0309			-8.0309	0.35	x	x	32.9751	13.55
Fri	12/11/20	260.31484	1.18870	118	8.0996			-8.0996	0.34	x	x	33.0438	13.56
Mon	12/14/20	260.32529	1.18875	121	8.3059			-8.3059	0.29	x	x	33.2501	13.61
Tue	12/15/20	260.32877	1.18876	122	8.3746			-8.3746	0.28	x	x	33.3188	13.62
Wed	12/16/20	260.33226	1.18878	123	8.4434			-8.4434	0.26	x	x	33.3876	13.64
Thu	12/17/20	260.33574	1.18880	124	8.5122			-8.5122	0.24	x	x	33.4564	13.66
Fri	12/18/20	260.33923	1.18881	125	8.5809			-8.5809	0.23	x	x	33.5251	13.67
Mon	12/21/20	260.34968	1.18886	128	8.7872			-8.7872	0.18	x	x	33.7314	13.72
Tue	12/22/20	260.35316	1.18888	129	8.8560			-8.8560	0.16	x	x	33.8002	13.74
Wed	12/23/20	260.35665	1.18889	130	8.9248			-8.9248	0.15	x	x	33.8690	13.75
Thu	12/24/20	260.36013	1.18891	131	8.9936			-8.9936	0.13	x	x	33.9378	13.77
Fri	12/25/20	260.36361	1.18892	132	9.0623			-9.0623	0.12	x	x	34.0065	13.78
Mon	12/28/20	260.37406	1.18897	135	9.2686			-9.2686	0.07	x	x	34.2128	13.83
Tue	12/29/20	260.37755	1.18899	136	9.3374			-9.3374	0.05	x	x	34.2816	13.85
Wed	12/30/20	260.38103	1.18900	137	9.4062			-9.4062	0.04	x	x	34.3504	13.86
Thu	12/31/20	260.38452	1.18902	138	9.4750			-9.4750	0.02	x	x	34.4192	13.88
Fri	01/01/21	260.38800	1.18904

Generated 12/10/20 09:32