0.125% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2022

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

CUSIP Number	912828SA9	Interest 01/15/20 (184 days)	$0.7105
Dated Date	January 15, 2012	Interest 07/15/20 (182 days)	$0.7080
Ref CPI on Dated Date	226.33474	Interest Total	$1.4185
Original Issue Date	January 31, 2012	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	1.13702	170	0.6566	x	x	0.7619	13.44			0.6566	0.00
Thu	01/02/20	257.34155	1.13700	171	0.6604	x	x	0.7581	13.46			0.6604	-0.02
Fri	01/03/20	257.33710	1.13698	172	0.6643	x	x	0.7542	13.48			0.6643	-0.04
Mon	01/06/20	257.32374	1.13692	175	0.6758	x	x	0.7427	13.54			0.6758	-0.10
Tue	01/07/20	257.31929	1.13690	176	0.6797	x	x	0.7388	13.56			0.6797	-0.12
Wed	01/08/20	257.31484	1.13688	177	0.6835	x	x	0.7350	13.58			0.6835	-0.14
Thu	01/09/20	257.31039	1.13686	178	0.6874	x	x	0.7311	13.60			0.6874	-0.16
Fri	01/10/20	257.30594	1.13684	179	0.6912	x	x	0.7273	13.62			0.6912	-0.18
Mon	01/13/20	257.29258	1.13678	182	0.7028	x	x	0.7157	13.68			0.7028	-0.24
Tue	01/14/20	257.28813	1.13676	183	0.7066	x	x	0.7119	13.70			0.7066	-0.26
Wed	01/15/20	257.28368	1.13674	0	0.0000		x	0.7080	13.72	x		0.7105	-0.28
Thu	01/16/20	257.27923	1.13672	1	0.0039		x	0.7041	13.74	x		0.7144	-0.30
Fri	01/17/20	257.27477	1.13670	2	0.0078		x	0.7002	13.76	x		0.7183	-0.32
Mon	01/20/20	257.26142	1.13664	5	0.0195		x	0.6885	13.82	x		0.7300	-0.38
Tue	01/21/20	257.25697	1.13662	6	0.0234		x	0.6846	13.84	x		0.7339	-0.40
Wed	01/22/20	257.25252	1.13660	7	0.0273		x	0.6807	13.86	x		0.7378	-0.42
Thu	01/23/20	257.24806	1.13658	8	0.0312		x	0.6768	13.88	x		0.7417	-0.44
Fri	01/24/20	257.24361	1.13656	9	0.0351		x	0.6729	13.90	x		0.7456	-0.46
Mon	01/27/20	257.23026	1.13650	12	0.0468		x	0.6612	13.96	x		0.7573	-0.52
Tue	01/28/20	257.22581	1.13648	13	0.0507		x	0.6573	13.98	x		0.7612	-0.54
Wed	01/29/20	257.22135	1.13646	14	0.0546		x	0.6534	14.00	x		0.7651	-0.56
Thu	01/30/20	257.21690	1.13644	15	0.0585		x	0.6495	14.02	x		0.7690	-0.58
Fri	01/31/20	257.21245	1.13642	16	0.0624		x	0.6456	14.04	x		0.7729	-0.60
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	1.13633	19	0.0741		x	0.6339	14.13	x		0.7846	-0.69
Tue	02/04/20	257.18379	1.13630	20	0.0780		x	0.6300	14.16	x		0.7885	-0.72
Wed	02/05/20	257.17572	1.13626	21	0.0819		x	0.6261	14.20	x		0.7924	-0.76
Thu	02/06/20	257.16766	1.13623	22	0.0858		x	0.6222	14.23	x		0.7963	-0.79
Fri	02/07/20	257.15959	1.13619	23	0.0897		x	0.6183	14.27	x		0.8002	-0.83
Mon	02/10/20	257.13538	1.13608	26	0.1014		x	0.6066	14.38	x		0.8119	-0.94
Tue	02/11/20	257.12731	1.13605	27	0.1053		x	0.6027	14.41	x		0.8158	-0.97
Wed	02/12/20	257.11924	1.13601	28	0.1092		x	0.5988	14.45	x		0.8197	-1.01
Thu	02/13/20	257.11117	1.13598	29	0.1131		x	0.5949	14.48	x		0.8236	-1.04
Fri	02/14/20	257.10310	1.13594	30	0.1170		x	0.5910	14.52	x		0.8275	-1.08
Mon	02/17/20	257.07890	1.13583	33	0.1287		x	0.5793	14.63	x		0.8392	-1.19
Tue	02/18/20	257.07083	1.13580	34	0.1326		x	0.5754	14.66	x		0.8431	-1.22
Wed	02/19/20	257.06276	1.13576	35	0.1365		x	0.5715	14.70	x		0.8470	-1.26
Thu	02/20/20	257.05469	1.13573	36	0.1404		x	0.5676	14.73	x		0.8509	-1.29
Fri	02/21/20	257.04662	1.13569	37	0.1443		x	0.5637	14.77	x		0.8548	-1.33
Mon	02/24/20	257.02241	1.13559	40	0.1560		x	0.5520	14.87	x		0.8665	-1.43
Tue	02/25/20	257.01434	1.13555	41	0.1599		x	0.5481	14.91	x		0.8704	-1.47
Wed	02/26/20	257.00628	1.13551	42	0.1638		x	0.5442	14.95	x		0.8743	-1.51
Thu	02/27/20	256.99821	1.13548	43	0.1677		x	0.5403	14.98	x		0.8782	-1.54
Fri	02/28/20	256.99014	1.13544	44	0.1716		x	0.5364	15.02	x		0.8821	-1.58
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	1.13551	47	0.1833		x	0.5247	14.95	x		0.8938	-1.51
Tue	03/03/20	257.03832	1.13566	48	0.1872		x	0.5208	14.80	x		0.8977	-1.36
Wed	03/04/20	257.07048	1.13580	49	0.1911		x	0.5169	14.66	x		0.9016	-1.22
Thu	03/05/20	257.10265	1.13594	50	0.1950		x	0.5130	14.52	x		0.9055	-1.08
Fri	03/06/20	257.13481	1.13608	51	0.1990		x	0.5090	14.38	x		0.9095	-0.94
Mon	03/09/20	257.23129	1.13651	54	0.2108		x	0.4972	13.95	x		0.9213	-0.51
Tue	03/10/20	257.26345	1.13665	55	0.2147		x	0.4933	13.81	x		0.9252	-0.37
Wed	03/11/20	257.29561	1.13679	56	0.2186		x	0.4894	13.67	x		0.9291	-0.23
Thu	03/12/20	257.32777	1.13693	57	0.2225		x	0.4855	13.53	x		0.9330	-0.09
Fri	03/13/20	257.35994	1.13708	58	0.2265		x	0.4815	13.38	x		0.9370	0.06
Mon	03/16/20	257.45642	1.13750	61	0.2383		x	0.4697	12.96	x		0.9488	0.48
Tue	03/17/20	257.48858	1.13764	62	0.2422		x	0.4658	12.82	x		0.9527	0.62
Wed	03/18/20	257.52074	1.13779	63	0.2462		x	0.4618	12.67	x		0.9567	0.77
Thu	03/19/20	257.55290	1.13793	64	0.2501		x	0.4579	12.53	x		0.9606	0.91
Fri	03/20/20	257.58506	1.13807	65	0.2540		x	0.4540	12.39	x		0.9645	1.05
Mon	03/23/20	257.68155	1.13850	68	0.2659		x	0.4421	11.96	x		0.9764	1.48
Tue	03/24/20	257.71371	1.13864	69	0.2698		x	0.4382	11.82	x		0.9803	1.62
Wed	03/25/20	257.74587	1.13878	70	0.2737		x	0.4343	11.68	x		0.9842	1.76
Thu	03/26/20	257.77803	1.13892	71	0.2777		x	0.4303	11.54	x		0.9882	1.90
Fri	03/27/20	257.81019	1.13907	72	0.2816		x	0.4264	11.39	x		0.9921	2.05
Mon	03/30/20	257.90668	1.13949	75	0.2935		x	0.4145	10.97	x		1.0040	2.47
Tue	03/31/20	257.93884	1.13963	76	0.2974		x	0.4106	10.83	x		1.0079	2.61
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	1.13978	77	0.3014		x	0.4066	10.68	x		1.0119	2.76
Thu	04/02/20	257.99457	1.13988	78	0.3053		x	0.4027	10.58	x		1.0158	2.86
Fri	04/03/20	258.01813	1.13998	79	0.3093		x	0.3987	10.48	x		1.0198	2.96
Mon	04/06/20	258.08883	1.14030	82	0.3211		x	0.3869	10.16	x		1.0316	3.28
Tue	04/07/20	258.11240	1.14040	83	0.3250		x	0.3830	10.06	x		1.0355	3.38
Wed	04/08/20	258.13597	1.14051	84	0.3290		x	0.3790	9.95	x		1.0395	3.49
Thu	04/09/20	258.15953	1.14061	85	0.3329		x	0.3751	9.85	x		1.0434	3.59
Fri	04/10/20	258.18310	1.14071	86	0.3369		x	0.3711	9.75	x		1.0474	3.69
Mon	04/13/20	258.25380	1.14103	89	0.3487		x	0.3593	9.43	x		1.0592	4.01
Tue	04/14/20	258.27737	1.14113	90	0.3527		x	0.3553	9.33	x		1.0632	4.11
Wed	04/15/20	258.30093	1.14123	91	0.3566		x	0.3514	9.23	x		1.0671	4.21
Thu	04/16/20	258.32450	1.14134	92	0.3606		x	0.3474	9.12	x		1.0711	4.32
Fri	04/17/20	258.34807	1.14144	93	0.3645		x	0.3435	9.02	x		1.0750	4.42
Mon	04/20/20	258.41877	1.14175	96	0.3764		x	0.3316	8.71	x		1.0869	4.73
Tue	04/21/20	258.44233	1.14186	97	0.3804		x	0.3276	8.60	x		1.0909	4.84
Wed	04/22/20	258.46590	1.14196	98	0.3843		x	0.3237	8.50	x		1.0948	4.94
Thu	04/23/20	258.48947	1.14207	99	0.3883		x	0.3197	8.39	x		1.0988	5.05
Fri	04/24/20	258.51303	1.14217	100	0.3922		x	0.3158	8.29	x		1.1027	5.15
Mon	04/27/20	258.58373	1.14248	103	0.4041		x	0.3039	7.98	x		1.1146	5.46
Tue	04/28/20	258.60730	1.14259	104	0.4081		x	0.2999	7.87	x		1.1186	5.57
Wed	04/29/20	258.63087	1.14269	105	0.4120		x	0.2960	7.77	x		1.1225	5.67
Thu	04/30/20	258.65443	1.14280	106	0.4160		x	0.2920	7.66	x		1.1265	5.78
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	1.14290	107	0.4200		x	0.2880	7.56	x		1.1305	5.88
Mon	05/04/20	258.62352	1.14266	110	0.4316		x	0.2764	7.80	x		1.1421	5.64
Tue	05/05/20	258.60535	1.14258	111	0.4355		x	0.2725	7.88	x		1.1460	5.56
Wed	05/06/20	258.58719	1.14250	112	0.4394		x	0.2686	7.96	x		1.1499	5.48
Thu	05/07/20	258.56903	1.14242	113	0.4433		x	0.2647	8.04	x		1.1538	5.40
Fri	05/08/20	258.55087	1.14234	114	0.4472		x	0.2608	8.12	x		1.1577	5.32
Mon	05/11/20	258.49639	1.14210	117	0.4589		x	0.2491	8.36	x		1.1694	5.08
Tue	05/12/20	258.47823	1.14202	118	0.4628		x	0.2452	8.44	x		1.1733	5.00
Wed	05/13/20	258.46006	1.14194	119	0.4667		x	0.2413	8.52	x		1.1772	4.92
Thu	05/14/20	258.44190	1.14186	120	0.4705		x	0.2375	8.60	x		1.1810	4.84
Fri	05/15/20	258.42374	1.14178	121	0.4744		x	0.2336	8.68	x		1.1849	4.76
Mon	05/18/20	258.36926	1.14154	124	0.4861		x	0.2219	8.92	x		1.1966	4.52
Tue	05/19/20	258.35110	1.14146	125	0.4900		x	0.2180	9.00	x		1.2005	4.44
Wed	05/20/20	258.33294	1.14138	126	0.4939		x	0.2141	9.08	x		1.2044	4.36
Thu	05/21/20	258.31477	1.14130	127	0.4978		x	0.2102	9.16	x		1.2083	4.28
Fri	05/22/20	258.29661	1.14122	128	0.5016		x	0.2064	9.24	x		1.2121	4.20
Mon	05/25/20	258.24213	1.14097	131	0.5133		x	0.1947	9.49	x		1.2238	3.95
Tue	05/26/20	258.22397	1.14089	132	0.5172		x	0.1908	9.57	x		1.2277	3.87
Wed	05/27/20	258.20581	1.14081	133	0.5210		x	0.1870	9.65	x		1.2315	3.79
Thu	05/28/20	258.18765	1.14073	134	0.5249		x	0.1831	9.73	x		1.2354	3.71
Fri	05/29/20	258.16948	1.14065	135	0.5288		x	0.1792	9.81	x		1.2393	3.63
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	1.14041	138	0.5404		x	0.1676	10.05	x		1.2509	3.39
Tue	06/02/20	258.05747	1.14016	139	0.5442		x	0.1638	10.30	x		1.2547	3.14
Wed	06/03/20	257.99993	1.13990	140	0.5480		x	0.1600	10.56	x		1.2585	2.88
Thu	06/04/20	257.94240	1.13965	141	0.5518		x	0.1562	10.81	x		1.2623	2.63
Fri	06/05/20	257.88487	1.13940	142	0.5556		x	0.1524	11.06	x		1.2661	2.38
Mon	06/08/20	257.71227	1.13863	145	0.5670		x	0.1410	11.83	x		1.2775	1.61
Tue	06/09/20	257.65473	1.13838	146	0.5708		x	0.1372	12.08	x		1.2813	1.36
Wed	06/10/20	257.59720	1.13812	147	0.5745		x	0.1335	12.34	x		1.2850	1.10
Thu	06/11/20	257.53967	1.13787	148	0.5783		x	0.1297	12.59	x		1.2888	0.85
Fri	06/12/20	257.48213	1.13762	149	0.5821		x	0.1259	12.84	x		1.2926	0.60
Mon	06/15/20	257.30953	1.13685	152	0.5934		x	0.1146	13.61	x		1.3039	-0.17
Tue	06/16/20	257.25200	1.13660	153	0.5972		x	0.1108	13.86	x		1.3077	-0.42
Wed	06/17/20	257.19447	1.13635	154	0.6010		x	0.1070	14.11	x		1.3115	-0.67
Thu	06/18/20	257.13693	1.13609	155	0.6047		x	0.1033	14.37	x		1.3152	-0.93
Fri	06/19/20	257.07940	1.13584	156	0.6085		x	0.0995	14.62	x		1.3190	-1.18
Mon	06/22/20	256.90680	1.13507	159	0.6198		x	0.0882	15.39	x		1.3303	-1.95
Tue	06/23/20	256.84927	1.13482	160	0.6235		x	0.0845	15.64	x		1.3340	-2.20
Wed	06/24/20	256.79173	1.13457	161	0.6273		x	0.0807	15.89	x		1.3378	-2.45
Thu	06/25/20	256.73420	1.13431	162	0.6310		x	0.0770	16.15	x		1.3415	-2.71
Fri	06/26/20	256.67667	1.13406	163	0.6348		x	0.0732	16.40	x		1.3453	-2.96
Mon	06/29/20	256.50407	1.13330	166	0.6460		x	0.0620	17.16	x		1.3565	-3.72
Tue	06/30/20	256.44653	1.13304	167	0.6498		x	0.0582	17.42	x		1.3603	-3.98
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	1.13279	168	0.6535		x	0.0545	17.67	x		1.3640	-4.23
Thu	07/02/20	256.38916	1.13279	169	0.6574		x	0.0506	17.67	x		1.3679	-4.23
Fri	07/03/20	256.38932	1.13279	170	0.6613		x	0.0467	17.67	x		1.3718	-4.23
Mon	07/06/20	256.38981	1.13279	173	0.6730		x	0.0350	17.67	x		1.3835	-4.23
Tue	07/07/20	256.38997	1.13279	174	0.6769		x	0.0311	17.67	x		1.3874	-4.23
Wed	07/08/20	256.39013	1.13279	175	0.6808		x	0.0272	17.67	x		1.3913	-4.23
Thu	07/09/20	256.39029	1.13279	176	0.6847		x	0.0233	17.67	x		1.3952	-4.23
Fri	07/10/20	256.39045	1.13279	177	0.6885		x	0.0195	17.67	x		1.3990	-4.23
Mon	07/13/20	256.39094	1.13280	180	0.7002		x	0.0078	17.66	x		1.4107	-4.22
Tue	07/14/20	256.39110	1.13280	181	0.7041		x	0.0039	17.66	x		1.4146	-4.22
Wed	07/15/20	256.39126	1.13280	0	0.0000			0.0000	17.66	x	x	1.4185	-4.22
Thu	07/16/20	256.39142	1.13280	1	0.0038			-0.0038	17.66	x	x	1.4223	-4.22
Fri	07/17/20	256.39158	1.13280	2	0.0077			-0.0077	17.66	x	x	1.4262	-4.22
Mon	07/20/20	256.39206	1.13280	5	0.0192			-0.0192	17.66	x	x	1.4377	-4.22
Tue	07/21/20	256.39223	1.13280	6	0.0231			-0.0231	17.66	x	x	1.4416	-4.22
Wed	07/22/20	256.39239	1.13280	7	0.0269			-0.0269	17.66	x	x	1.4454	-4.22
Thu	07/23/20	256.39255	1.13280	8	0.0308			-0.0308	17.66	x	x	1.4493	-4.22
Fri	07/24/20	256.39271	1.13280	9	0.0346			-0.0346	17.66	x	x	1.4531	-4.22
Mon	07/27/20	256.39319	1.13281	12	0.0462			-0.0462	17.65	x	x	1.4647	-4.21
Tue	07/28/20	256.39335	1.13281	13	0.0500			-0.0500	17.65	x	x	1.4685	-4.21
Wed	07/29/20	256.39352	1.13281	14	0.0539			-0.0539	17.65	x	x	1.4724	-4.21
Thu	07/30/20	256.39368	1.13281	15	0.0577			-0.0577	17.65	x	x	1.4762	-4.21
Fri	07/31/20	256.39384	1.13281	16	0.0616			-0.0616	17.65	x	x	1.4801	-4.21
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	1.13321	19	0.0731			-0.0731	17.25	x	x	1.4916	-3.81
Tue	08/04/20	256.52977	1.13341	20	0.0770			-0.0770	17.05	x	x	1.4955	-3.61
Wed	08/05/20	256.57503	1.13361	21	0.0809			-0.0809	16.85	x	x	1.4994	-3.41
Thu	08/06/20	256.62029	1.13381	22	0.0847			-0.0847	16.65	x	x	1.5032	-3.21
Fri	08/07/20	256.66555	1.13401	23	0.0886			-0.0886	16.45	x	x	1.5071	-3.01
Mon	08/10/20	256.80132	1.13461	26	0.1002			-0.1002	15.85	x	x	1.5187	-2.41
Tue	08/11/20	256.84658	1.13481	27	0.1041			-0.1041	15.65	x	x	1.5226	-2.21
Wed	08/12/20	256.89184	1.13501	28	0.1079			-0.1079	15.45	x	x	1.5264	-2.01
Thu	08/13/20	256.93710	1.13521	29	0.1118			-0.1118	15.25	x	x	1.5303	-1.81
Fri	08/14/20	256.98235	1.13541	30	0.1157			-0.1157	15.05	x	x	1.5342	-1.61
Mon	08/17/20	257.11813	1.13601	33	0.1273			-0.1273	14.45	x	x	1.5458	-1.01
Tue	08/18/20	257.16339	1.13621	34	0.1312			-0.1312	14.25	x	x	1.5497	-0.81
Wed	08/19/20	257.20865	1.13641	35	0.1351			-0.1351	14.05	x	x	1.5536	-0.61
Thu	08/20/20	257.25390	1.13661	36	0.1390			-0.1390	13.85	x	x	1.5575	-0.41
Fri	08/21/20	257.29916	1.13681	37	0.1429			-0.1429	13.65	x	x	1.5614	-0.21
Mon	08/24/20	257.43494	1.13741	40	0.1545			-0.1545	13.05	x	x	1.5730	0.39
Tue	08/25/20	257.48019	1.13761	41	0.1584			-0.1584	12.85	x	x	1.5769	0.59
Wed	08/26/20	257.52545	1.13781	42	0.1623			-0.1623	12.65	x	x	1.5808	0.79
Thu	08/27/20	257.57071	1.13801	43	0.1662			-0.1662	12.45	x	x	1.5847	0.99
Fri	08/28/20	257.61597	1.13821	44	0.1701			-0.1701	12.25	x	x	1.5886	1.19
Mon	08/31/20	257.75174	1.13881	47	0.1818			-0.1818	11.65	x	x	1.6003	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
Tue	09/01/20	257.79700	1.13901	48	0.1857			-0.1857	11.45	x	x	1.6042	1.99
Wed	09/02/20	257.84047	1.13920	49	0.1896			-0.1896	11.26	x	x	1.6081	2.18
Thu	09/03/20	257.88393	1.13939	50	0.1935			-0.1935	11.07	x	x	1.6120	2.37
Fri	09/04/20	257.92740	1.13958	51	0.1974			-0.1974	10.88	x	x	1.6159	2.56
Mon	09/07/20	258.05780	1.14016	54	0.2091			-0.2091	10.30	x	x	1.6276	3.14
Tue	09/08/20	258.10127	1.14035	55	0.2130			-0.2130	10.11	x	x	1.6315	3.33
Wed	09/09/20	258.14473	1.14054	56	0.2170			-0.2170	9.92	x	x	1.6355	3.52
Thu	09/10/20	258.18820	1.14074	57	0.2209			-0.2209	9.72	x	x	1.6394	3.72
Fri	09/11/20	258.23167	1.14093	58	0.2248			-0.2248	9.53	x	x	1.6433	3.91
Mon	09/14/20	258.36207	1.14150	61	0.2365			-0.2365	8.96	x	x	1.6550	4.48
Tue	09/15/20	258.40553	1.14170	62	0.2404			-0.2404	8.76	x	x	1.6589	4.68
Wed	09/16/20	258.44900	1.14189	63	0.2444			-0.2444	8.57	x	x	1.6629	4.87
Thu	09/17/20	258.49247	1.14208	64	0.2483			-0.2483	8.38	x	x	1.6668	5.06
Fri	09/18/20	258.53593	1.14227	65	0.2522			-0.2522	8.19	x	x	1.6707	5.25
Mon	09/21/20	258.66633	1.14285	68	0.2640			-0.2640	7.61	x	x	1.6825	5.83
Tue	09/22/20	258.70980	1.14304	69	0.2679			-0.2679	7.42	x	x	1.6864	6.02
Wed	09/23/20	258.75327	1.14323	70	0.2718			-0.2718	7.23	x	x	1.6903	6.21
Thu	09/24/20	258.79673	1.14342	71	0.2758			-0.2758	7.04	x	x	1.6943	6.40
Fri	09/25/20	258.84020	1.14362	72	0.2797			-0.2797	6.84	x	x	1.6982	6.60
Mon	09/28/20	258.97060	1.14419	75	0.2915			-0.2915	6.27	x	x	1.7100	7.17
Tue	09/29/20	259.01407	1.14438	76	0.2954			-0.2954	6.08	x	x	1.7139	7.36
Wed	09/30/20	259.05753	1.14458	77	0.2994			-0.2994	5.88	x	x	1.7179	7.56
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	1.14477	78	0.3033			-0.3033	5.69	x	x	1.7218	7.75
Fri	10/02/20	259.12735	1.14489	79	0.3072			-0.3072	5.57	x	x	1.7257	7.87
Mon	10/05/20	259.20642	1.14523	82	0.3190			-0.3190	5.23	x	x	1.7375	8.21
Tue	10/06/20	259.23277	1.14535	83	0.3229			-0.3229	5.11	x	x	1.7414	8.33
Wed	10/07/20	259.25913	1.14547	84	0.3268			-0.3268	4.99	x	x	1.7453	8.45
Thu	10/08/20	259.28548	1.14558	85	0.3308			-0.3308	4.88	x	x	1.7493	8.56
Fri	10/09/20	259.31184	1.14570	86	0.3347			-0.3347	4.76	x	x	1.7532	8.68
Mon	10/12/20	259.39090	1.14605	89	0.3465			-0.3465	4.41	x	x	1.7650	9.03
Tue	10/13/20	259.41726	1.14617	90	0.3504			-0.3504	4.29	x	x	1.7689	9.15
Wed	10/14/20	259.44361	1.14628	91	0.3543			-0.3543	4.18	x	x	1.7728	9.26
Thu	10/15/20	259.46997	1.14640	92	0.3583			-0.3583	4.06	x	x	1.7768	9.38
Fri	10/16/20	259.49632	1.14652	93	0.3622			-0.3622	3.94	x	x	1.7807	9.50
Mon	10/19/20	259.57539	1.14686	96	0.3740			-0.3740	3.60	x	x	1.7925	9.84
Tue	10/20/20	259.60174	1.14698	97	0.3779			-0.3779	3.48	x	x	1.7964	9.96
Wed	10/21/20	259.62810	1.14710	98	0.3818			-0.3818	3.36	x	x	1.8003	10.08
Thu	10/22/20	259.65445	1.14721	99	0.3858			-0.3858	3.25	x	x	1.8043	10.19
Fri	10/23/20	259.68081	1.14733	100	0.3897			-0.3897	3.13	x	x	1.8082	10.31
Mon	10/26/20	259.75987	1.14768	103	0.4015			-0.4015	2.78	x	x	1.8200	10.66
Tue	10/27/20	259.78623	1.14780	104	0.4055			-0.4055	2.66	x	x	1.8240	10.78
Wed	10/28/20	259.81258	1.14791	105	0.4094			-0.4094	2.55	x	x	1.8279	10.89
Thu	10/29/20	259.83894	1.14803	106	0.4134			-0.4134	2.43	x	x	1.8319	11.01
Fri	10/30/20	259.86529	1.14815	107	0.4173			-0.4173	2.31	x	x	1.8358	11.13
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	1.14843	110	0.4291			-0.4291	2.03	x	x	1.8476	11.41
Tue	11/03/20	259.94213	1.14849	111	0.4330			-0.4330	1.97	x	x	1.8515	11.47
Wed	11/04/20	259.95420	1.14854	112	0.4369			-0.4369	1.92	x	x	1.8554	11.52
Thu	11/05/20	259.96627	1.14859	113	0.4409			-0.4409	1.87	x	x	1.8594	11.57
Fri	11/06/20	259.97833	1.14865	114	0.4448			-0.4448	1.81	x	x	1.8633	11.63
Mon	11/09/20	260.01453	1.14881	117	0.4566			-0.4566	1.65	x	x	1.8751	11.79
Tue	11/10/20	260.02660	1.14886	118	0.4605			-0.4605	1.60	x	x	1.8790	11.84
Wed	11/11/20	260.03867	1.14891	119	0.4644			-0.4644	1.55	x	x	1.8829	11.89
Thu	11/12/20	260.05073	1.14897	120	0.4683			-0.4683	1.49	x	x	1.8868	11.95
Fri	11/13/20	260.06280	1.14902	121	0.4723			-0.4723	1.44	x	x	1.8908	12.00
Mon	11/16/20	260.09900	1.14918	124	0.4840			-0.4840	1.28	x	x	1.9025	12.16
Tue	11/17/20	260.11107	1.14923	125	0.4880			-0.4880	1.23	x	x	1.9065	12.21
Wed	11/18/20	260.12313	1.14929	126	0.4919			-0.4919	1.17	x	x	1.9104	12.27
Thu	11/19/20	260.13520	1.14934	127	0.4958			-0.4958	1.12	x	x	1.9143	12.32
Fri	11/20/20	260.14727	1.14939	128	0.4997			-0.4997	1.07	x	x	1.9182	12.37
Mon	11/23/20	260.18347	1.14955	131	0.5115			-0.5115	0.91	x	x	1.9300	12.53
Tue	11/24/20	260.19553	1.14960	132	0.5154			-0.5154	0.86	x	x	1.9339	12.58
Wed	11/25/20	260.20760	1.14966	133	0.5194			-0.5194	0.80	x	x	1.9379	12.64
Thu	11/26/20	260.21967	1.14971	134	0.5233			-0.5233	0.75	x	x	1.9418	12.69
Fri	11/27/20	260.23173	1.14976	135	0.5272			-0.5272	0.70	x	x	1.9457	12.74
Mon	11/30/20	260.26793	1.14992	138	0.5390			-0.5390	0.54	x	x	1.9575	12.90
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	1.14998	139	0.5430			-0.5430	0.48	x	x	1.9615	12.96
Wed	12/02/20	260.28348	1.14999	140	0.5469			-0.5469	0.47	x	x	1.9654	12.97
Thu	12/03/20	260.28697	1.15001	141	0.5508			-0.5508	0.45	x	x	1.9693	12.99
Fri	12/04/20	260.29045	1.15002	142	0.5547			-0.5547	0.44	x	x	1.9732	13.00
Mon	12/07/20	260.30090	1.15007	145	0.5664			-0.5664	0.39	x	x	1.9849	13.05
Tue	12/08/20	260.30439	1.15009	146	0.5704			-0.5704	0.37	x	x	1.9889	13.07
Wed	12/09/20	260.30787	1.15010	147	0.5743			-0.5743	0.36	x	x	1.9928	13.08
Thu	12/10/20	260.31135	1.15012	148	0.5782			-0.5782	0.34	x	x	1.9967	13.10
Fri	12/11/20	260.31484	1.15013	149	0.5821			-0.5821	0.33	x	x	2.0006	13.11
Mon	12/14/20	260.32529	1.15018	152	0.5938			-0.5938	0.28	x	x	2.0123	13.16
Tue	12/15/20	260.32877	1.15019	153	0.5978			-0.5978	0.27	x	x	2.0163	13.17
Wed	12/16/20	260.33226	1.15021	154	0.6017			-0.6017	0.25	x	x	2.0202	13.19
Thu	12/17/20	260.33574	1.15022	155	0.6056			-0.6056	0.24	x	x	2.0241	13.20
Fri	12/18/20	260.33923	1.15024	156	0.6095			-0.6095	0.22	x	x	2.0280	13.22
Mon	12/21/20	260.34968	1.15029	159	0.6213			-0.6213	0.17	x	x	2.0398	13.27
Tue	12/22/20	260.35316	1.15030	160	0.6252			-0.6252	0.16	x	x	2.0437	13.28
Wed	12/23/20	260.35665	1.15032	161	0.6291			-0.6291	0.14	x	x	2.0476	13.30
Thu	12/24/20	260.36013	1.15033	162	0.6330			-0.6330	0.13	x	x	2.0515	13.31
Fri	12/25/20	260.36361	1.15035	163	0.6369			-0.6369	0.11	x	x	2.0554	13.33
Mon	12/28/20	260.37406	1.15039	166	0.6487			-0.6487	0.07	x	x	2.0672	13.37
Tue	12/29/20	260.37755	1.15041	167	0.6526			-0.6526	0.05	x	x	2.0711	13.39
Wed	12/30/20	260.38103	1.15042	168	0.6565			-0.6565	0.04	x	x	2.0750	13.40
Thu	12/31/20	260.38452	1.15044	169	0.6604			-0.6604	0.02	x	x	2.0789	13.42
Fri	01/01/21	260.38800	1.15046

Generated 12/10/20 09:32