0.75% 30-Year Treasury Inflation Protected Security (TIPS) due February 15, 2042

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

CUSIP Number	912810QV3	Interest 02/15/20 (184 days)	$4.2667
Dated Date	February 15, 2012	Interest 08/15/20 (182 days)	$4.2656
Ref CPI on Dated Date	225.96062	Interest Total	$8.5323
Original Issue Date	February 29, 2012	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	1.13890	139	3.2264	x	x	5.3059	13.46			3.2264	0.00
Thu	01/02/20	257.34155	1.13888	140	3.2495	x	x	5.2828	13.48			3.2495	-0.02
Fri	01/03/20	257.33710	1.13886	141	3.2727	x	x	5.2596	13.50			3.2727	-0.04
Mon	01/06/20	257.32374	1.13880	144	3.3421	x	x	5.1902	13.56			3.3421	-0.10
Tue	01/07/20	257.31929	1.13878	145	3.3653	x	x	5.1670	13.58			3.3653	-0.12
Wed	01/08/20	257.31484	1.13876	146	3.3884	x	x	5.1439	13.60			3.3884	-0.14
Thu	01/09/20	257.31039	1.13874	147	3.4116	x	x	5.1207	13.62			3.4116	-0.16
Fri	01/10/20	257.30594	1.13872	148	3.4347	x	x	5.0976	13.64			3.4347	-0.18
Mon	01/13/20	257.29258	1.13866	151	3.5042	x	x	5.0281	13.70			3.5042	-0.24
Tue	01/14/20	257.28813	1.13864	152	3.5273	x	x	5.0050	13.72			3.5273	-0.26
Wed	01/15/20	257.28368	1.13862	153	3.5505	x	x	4.9818	13.74			3.5505	-0.28
Thu	01/16/20	257.27923	1.13860	154	3.5736	x	x	4.9587	13.76			3.5736	-0.30
Fri	01/17/20	257.27477	1.13858	155	3.5967	x	x	4.9356	13.78			3.5967	-0.32
Mon	01/20/20	257.26142	1.13852	158	3.6662	x	x	4.8661	13.84			3.6662	-0.38
Tue	01/21/20	257.25697	1.13850	159	3.6893	x	x	4.8430	13.86			3.6893	-0.40
Wed	01/22/20	257.25252	1.13848	160	3.7124	x	x	4.8199	13.88			3.7124	-0.42
Thu	01/23/20	257.24806	1.13846	161	3.7356	x	x	4.7967	13.90			3.7356	-0.44
Fri	01/24/20	257.24361	1.13844	162	3.7587	x	x	4.7736	13.92			3.7587	-0.46
Mon	01/27/20	257.23026	1.13839	165	3.8281	x	x	4.7042	13.97			3.8281	-0.51
Tue	01/28/20	257.22581	1.13837	166	3.8513	x	x	4.6810	13.99			3.8513	-0.53
Wed	01/29/20	257.22135	1.13835	167	3.8744	x	x	4.6579	14.01			3.8744	-0.55
Thu	01/30/20	257.21690	1.13833	168	3.8975	x	x	4.6348	14.03			3.8975	-0.57
Fri	01/31/20	257.21245	1.13831	169	3.9207	x	x	4.6116	14.05			3.9207	-0.59
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	1.13822	172	3.9900	x	x	4.5423	14.14			3.9900	-0.68
Tue	02/04/20	257.18379	1.13818	173	4.0130	x	x	4.5193	14.18			4.0130	-0.72
Wed	02/05/20	257.17572	1.13814	174	4.0361	x	x	4.4962	14.22			4.0361	-0.76
Thu	02/06/20	257.16766	1.13811	175	4.0592	x	x	4.4731	14.25			4.0592	-0.79
Fri	02/07/20	257.15959	1.13807	176	4.0822	x	x	4.4501	14.29			4.0822	-0.83
Mon	02/10/20	257.13538	1.13797	179	4.1514	x	x	4.3809	14.39			4.1514	-0.93
Tue	02/11/20	257.12731	1.13793	180	4.1745	x	x	4.3578	14.43			4.1745	-0.97
Wed	02/12/20	257.11924	1.13789	181	4.1975	x	x	4.3348	14.47			4.1975	-1.01
Thu	02/13/20	257.11117	1.13786	182	4.2206	x	x	4.3117	14.50			4.2206	-1.04
Fri	02/14/20	257.10310	1.13782	183	4.2436	x	x	4.2887	14.54			4.2436	-1.08
Sat	02/15/20	257.09503	1.13779	0	0.0000		x	4.2656	14.57	x		4.2667	-1.11
Mon	02/17/20	257.07890	1.13772	2	0.0469		x	4.2187	14.64	x		4.3136	-1.18
Tue	02/18/20	257.07083	1.13768	3	0.0703		x	4.1953	14.68	x		4.3370	-1.22
Wed	02/19/20	257.06276	1.13764	4	0.0938		x	4.1718	14.72	x		4.3605	-1.26
Thu	02/20/20	257.05469	1.13761	5	0.1172		x	4.1484	14.75	x		4.3839	-1.29
Fri	02/21/20	257.04662	1.13757	6	0.1406		x	4.1250	14.79	x		4.4073	-1.33
Mon	02/24/20	257.02241	1.13747	9	0.2109		x	4.0547	14.89	x		4.4776	-1.43
Tue	02/25/20	257.01434	1.13743	10	0.2344		x	4.0312	14.93	x		4.5011	-1.47
Wed	02/26/20	257.00628	1.13739	11	0.2578		x	4.0078	14.97	x		4.5245	-1.51
Thu	02/27/20	256.99821	1.13736	12	0.2812		x	3.9844	15.00	x		4.5479	-1.54
Fri	02/28/20	256.99014	1.13732	13	0.3046		x	3.9610	15.04	x		4.5713	-1.58
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	1.13739	16	0.3750		x	3.8906	14.97	x		4.6417	-1.51
Tue	03/03/20	257.03832	1.13754	17	0.3985		x	3.8671	14.82	x		4.6652	-1.36
Wed	03/04/20	257.07048	1.13768	18	0.4219		x	3.8437	14.68	x		4.6886	-1.22
Thu	03/05/20	257.10265	1.13782	19	0.4454		x	3.8202	14.54	x		4.7121	-1.08
Fri	03/06/20	257.13481	1.13796	20	0.4689		x	3.7967	14.40	x		4.7356	-0.94
Mon	03/09/20	257.23129	1.13839	23	0.5395		x	3.7261	13.97	x		4.8062	-0.51
Tue	03/10/20	257.26345	1.13853	24	0.5630		x	3.7026	13.83	x		4.8297	-0.37
Wed	03/11/20	257.29561	1.13867	25	0.5865		x	3.6791	13.69	x		4.8532	-0.23
Thu	03/12/20	257.32777	1.13882	26	0.6101		x	3.6555	13.54	x		4.8768	-0.08
Fri	03/13/20	257.35994	1.13896	27	0.6336		x	3.6320	13.40	x		4.9003	0.06
Mon	03/16/20	257.45642	1.13939	30	0.7043		x	3.5613	12.97	x		4.9710	0.49
Tue	03/17/20	257.48858	1.13953	31	0.7279		x	3.5377	12.83	x		4.9946	0.63
Wed	03/18/20	257.52074	1.13967	32	0.7514		x	3.5142	12.69	x		5.0181	0.77
Thu	03/19/20	257.55290	1.13981	33	0.7750		x	3.4906	12.55	x		5.0417	0.91
Fri	03/20/20	257.58506	1.13996	34	0.7986		x	3.4670	12.40	x		5.0653	1.06
Mon	03/23/20	257.68155	1.14038	37	0.8694		x	3.3962	11.98	x		5.1361	1.48
Tue	03/24/20	257.71371	1.14052	38	0.8930		x	3.3726	11.84	x		5.1597	1.62
Wed	03/25/20	257.74587	1.14067	39	0.9166		x	3.3490	11.69	x		5.1833	1.77
Thu	03/26/20	257.77803	1.14081	40	0.9402		x	3.3254	11.55	x		5.2069	1.91
Fri	03/27/20	257.81019	1.14095	41	0.9639		x	3.3017	11.41	x		5.2306	2.05
Mon	03/30/20	257.90668	1.14138	44	1.0348		x	3.2308	10.98	x		5.3015	2.48
Tue	03/31/20	257.93884	1.14152	45	1.0584		x	3.2072	10.84	x		5.3251	2.62
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Wed	04/01/20	257.97100	1.14166	46	1.0821		x	3.1835	10.70	x		5.3488	2.76
Thu	04/02/20	257.99457	1.14177	47	1.1057		x	3.1599	10.59	x		5.3724	2.87
Fri	04/03/20	258.01813	1.14187	48	1.1293		x	3.1363	10.49	x		5.3960	2.97
Mon	04/06/20	258.08883	1.14218	51	1.2002		x	3.0654	10.18	x		5.4669	3.28
Tue	04/07/20	258.11240	1.14229	52	1.2239		x	3.0417	10.07	x		5.4906	3.39
Wed	04/08/20	258.13597	1.14239	53	1.2475		x	3.0181	9.97	x		5.5142	3.49
Thu	04/09/20	258.15953	1.14250	54	1.2712		x	2.9944	9.86	x		5.5379	3.60
Fri	04/10/20	258.18310	1.14260	55	1.2948		x	2.9708	9.76	x		5.5615	3.70
Mon	04/13/20	258.25380	1.14292	58	1.3659		x	2.8997	9.44	x		5.6326	4.02
Tue	04/14/20	258.27737	1.14302	59	1.3895		x	2.8761	9.34	x		5.6562	4.12
Wed	04/15/20	258.30093	1.14312	60	1.4132		x	2.8524	9.24	x		5.6799	4.22
Thu	04/16/20	258.32450	1.14323	61	1.4369		x	2.8287	9.13	x		5.7036	4.33
Fri	04/17/20	258.34807	1.14333	62	1.4606		x	2.8050	9.03	x		5.7273	4.43
Mon	04/20/20	258.41877	1.14365	65	1.5317		x	2.7339	8.71	x		5.7984	4.75
Tue	04/21/20	258.44233	1.14375	66	1.5554		x	2.7102	8.61	x		5.8221	4.85
Wed	04/22/20	258.46590	1.14385	67	1.5791		x	2.6865	8.51	x		5.8458	4.95
Thu	04/23/20	258.48947	1.14396	68	1.6028		x	2.6628	8.40	x		5.8695	5.06
Fri	04/24/20	258.51303	1.14406	69	1.6265		x	2.6391	8.30	x		5.8932	5.16
Mon	04/27/20	258.58373	1.14438	72	1.6977		x	2.5679	7.98	x		5.9644	5.48
Tue	04/28/20	258.60730	1.14448	73	1.7214		x	2.5442	7.88	x		5.9881	5.58
Wed	04/29/20	258.63087	1.14458	74	1.7452		x	2.5204	7.78	x		6.0119	5.68
Thu	04/30/20	258.65443	1.14469	75	1.7689		x	2.4967	7.67	x		6.0356	5.79
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	1.14479	76	1.7927		x	2.4729	7.57	x		6.0594	5.89
Mon	05/04/20	258.62352	1.14455	79	1.8630		x	2.4026	7.81	x		6.1297	5.65
Tue	05/05/20	258.60535	1.14447	80	1.8865		x	2.3791	7.89	x		6.1532	5.57
Wed	05/06/20	258.58719	1.14439	81	1.9099		x	2.3557	7.97	x		6.1766	5.49
Thu	05/07/20	258.56903	1.14431	82	1.9334		x	2.3322	8.05	x		6.2001	5.41
Fri	05/08/20	258.55087	1.14423	83	1.9568		x	2.3088	8.13	x		6.2235	5.33
Mon	05/11/20	258.49639	1.14399	86	2.0271		x	2.2385	8.37	x		6.2938	5.09
Tue	05/12/20	258.47823	1.14391	87	2.0506		x	2.2150	8.45	x		6.3173	5.01
Wed	05/13/20	258.46006	1.14383	88	2.0740		x	2.1916	8.53	x		6.3407	4.93
Thu	05/14/20	258.44190	1.14375	89	2.0974		x	2.1682	8.61	x		6.3641	4.85
Fri	05/15/20	258.42374	1.14367	90	2.1208		x	2.1448	8.69	x		6.3875	4.77
Mon	05/18/20	258.36926	1.14343	93	2.1911		x	2.0745	8.93	x		6.4578	4.53
Tue	05/19/20	258.35110	1.14335	94	2.2145		x	2.0511	9.01	x		6.4812	4.45
Wed	05/20/20	258.33294	1.14327	95	2.2379		x	2.0277	9.09	x		6.5046	4.37
Thu	05/21/20	258.31477	1.14318	96	2.2612		x	2.0044	9.18	x		6.5279	4.28
Fri	05/22/20	258.29661	1.14310	97	2.2846		x	1.9810	9.26	x		6.5513	4.20
Mon	05/25/20	258.24213	1.14286	100	2.3548		x	1.9108	9.50	x		6.6215	3.96
Tue	05/26/20	258.22397	1.14278	101	2.3782		x	1.8874	9.58	x		6.6449	3.88
Wed	05/27/20	258.20581	1.14270	102	2.4016		x	1.8640	9.66	x		6.6683	3.80
Thu	05/28/20	258.18765	1.14262	103	2.4249		x	1.8407	9.74	x		6.6916	3.72
Fri	05/29/20	258.16948	1.14254	104	2.4483		x	1.8173	9.82	x		6.7150	3.64
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	1.14230	107	2.5184		x	1.7472	10.06	x		6.7851	3.40
Tue	06/02/20	258.05747	1.14205	108	2.5414		x	1.7242	10.31	x		6.8081	3.15
Wed	06/03/20	257.99993	1.14179	109	2.5643		x	1.7013	10.57	x		6.8310	2.89
Thu	06/04/20	257.94240	1.14154	110	2.5873		x	1.6783	10.82	x		6.8540	2.64
Fri	06/05/20	257.88487	1.14128	111	2.6102		x	1.6554	11.08	x		6.8769	2.38
Mon	06/08/20	257.71227	1.14052	114	2.6790		x	1.5866	11.84	x		6.9457	1.62
Tue	06/09/20	257.65473	1.14026	115	2.7019		x	1.5637	12.10	x		6.9686	1.36
Wed	06/10/20	257.59720	1.14001	116	2.7247		x	1.5409	12.35	x		6.9914	1.11
Thu	06/11/20	257.53967	1.13975	117	2.7476		x	1.5180	12.61	x		7.0143	0.85
Fri	06/12/20	257.48213	1.13950	118	2.7705		x	1.4951	12.86	x		7.0372	0.60
Mon	06/15/20	257.30953	1.13874	121	2.8390		x	1.4266	13.62	x		7.1057	-0.16
Tue	06/16/20	257.25200	1.13848	122	2.8618		x	1.4038	13.88	x		7.1285	-0.42
Wed	06/17/20	257.19447	1.13823	123	2.8847		x	1.3809	14.13	x		7.1514	-0.67
Thu	06/18/20	257.13693	1.13797	124	2.9075		x	1.3581	14.39	x		7.1742	-0.93
Fri	06/19/20	257.07940	1.13772	125	2.9303		x	1.3353	14.64	x		7.1970	-1.18
Mon	06/22/20	256.90680	1.13695	128	2.9985		x	1.2671	15.41	x		7.2652	-1.95
Tue	06/23/20	256.84927	1.13670	129	3.0213		x	1.2443	15.66	x		7.2880	-2.20
Wed	06/24/20	256.79173	1.13644	130	3.0440		x	1.2216	15.92	x		7.3107	-2.46
Thu	06/25/20	256.73420	1.13619	131	3.0668		x	1.1988	16.17	x		7.3335	-2.71
Fri	06/26/20	256.67667	1.13594	132	3.0895		x	1.1761	16.42	x		7.3562	-2.96
Mon	06/29/20	256.50407	1.13517	135	3.1576		x	1.1080	17.19	x		7.4243	-3.73
Tue	06/30/20	256.44653	1.13492	136	3.1803		x	1.0853	17.44	x		7.4470	-3.98
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Wed	07/01/20	256.38900	1.13466	137	3.2029		x	1.0627	17.70	x		7.4696	-4.24
Thu	07/02/20	256.38916	1.13466	138	3.2263		x	1.0393	17.70	x		7.4930	-4.24
Fri	07/03/20	256.38932	1.13466	139	3.2497		x	1.0159	17.70	x		7.5164	-4.24
Mon	07/06/20	256.38981	1.13467	142	3.3198		x	0.9458	17.69	x		7.5865	-4.23
Tue	07/07/20	256.38997	1.13467	143	3.3432		x	0.9224	17.69	x		7.6099	-4.23
Wed	07/08/20	256.39013	1.13467	144	3.3666		x	0.8990	17.69	x		7.6333	-4.23
Thu	07/09/20	256.39029	1.13467	145	3.3900		x	0.8756	17.69	x		7.6567	-4.23
Fri	07/10/20	256.39045	1.13467	146	3.4134		x	0.8522	17.69	x		7.6801	-4.23
Mon	07/13/20	256.39094	1.13467	149	3.4835		x	0.7821	17.69	x		7.7502	-4.23
Tue	07/14/20	256.39110	1.13467	150	3.5069		x	0.7587	17.69	x		7.7736	-4.23
Wed	07/15/20	256.39126	1.13467	151	3.5303		x	0.7353	17.69	x		7.7970	-4.23
Thu	07/16/20	256.39142	1.13467	152	3.5536		x	0.7120	17.69	x		7.8203	-4.23
Fri	07/17/20	256.39158	1.13467	153	3.5770		x	0.6886	17.69	x		7.8437	-4.23
Mon	07/20/20	256.39206	1.13468	156	3.6472		x	0.6184	17.68	x		7.9139	-4.22
Tue	07/21/20	256.39223	1.13468	157	3.6706		x	0.5950	17.68	x		7.9373	-4.22
Wed	07/22/20	256.39239	1.13468	158	3.6939		x	0.5717	17.68	x		7.9606	-4.22
Thu	07/23/20	256.39255	1.13468	159	3.7173		x	0.5483	17.68	x		7.9840	-4.22
Fri	07/24/20	256.39271	1.13468	160	3.7407		x	0.5249	17.68	x		8.0074	-4.22
Mon	07/27/20	256.39319	1.13468	163	3.8108		x	0.4548	17.68	x		8.0775	-4.22
Tue	07/28/20	256.39335	1.13468	164	3.8342		x	0.4314	17.68	x		8.1009	-4.22
Wed	07/29/20	256.39352	1.13468	165	3.8576		x	0.4080	17.68	x		8.1243	-4.22
Thu	07/30/20	256.39368	1.13468	166	3.8810		x	0.3846	17.68	x		8.1477	-4.22
Fri	07/31/20	256.39384	1.13468	167	3.9044		x	0.3612	17.68	x		8.1711	-4.22
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	1.13509	170	3.9759		x	0.2897	17.27	x		8.2426	-3.81
Tue	08/04/20	256.52977	1.13529	171	4.0000		x	0.2656	17.07	x		8.2667	-3.61
Wed	08/05/20	256.57503	1.13549	172	4.0241		x	0.2415	16.87	x		8.2908	-3.41
Thu	08/06/20	256.62029	1.13569	173	4.0482		x	0.2174	16.67	x		8.3149	-3.21
Fri	08/07/20	256.66555	1.13589	174	4.0724		x	0.1932	16.47	x		8.3391	-3.01
Mon	08/10/20	256.80132	1.13649	177	4.1448		x	0.1208	15.87	x		8.4115	-2.41
Tue	08/11/20	256.84658	1.13669	178	4.1689		x	0.0967	15.67	x		8.4356	-2.21
Wed	08/12/20	256.89184	1.13689	179	4.1931		x	0.0725	15.47	x		8.4598	-2.01
Thu	08/13/20	256.93710	1.13709	180	4.2172		x	0.0484	15.27	x		8.4839	-1.81
Fri	08/14/20	256.98235	1.13729	181	4.2414		x	0.0242	15.07	x		8.5081	-1.61
Sat	08/15/20	257.02761	1.13749	0	0.0000			0.0000	14.87	x	x	8.5323	-1.41
Mon	08/17/20	257.11813	1.13789	2	0.0464			-0.0464	14.47	x	x	8.5787	-1.01
Tue	08/18/20	257.16339	1.13809	3	0.0696			-0.0696	14.27	x	x	8.6019	-0.81
Wed	08/19/20	257.20865	1.13829	4	0.0928			-0.0928	14.07	x	x	8.6251	-0.61
Thu	08/20/20	257.25390	1.13849	5	0.1160			-0.1160	13.87	x	x	8.6483	-0.41
Fri	08/21/20	257.29916	1.13869	6	0.1392			-0.1392	13.67	x	x	8.6715	-0.21
Mon	08/24/20	257.43494	1.13929	9	0.2090			-0.2090	13.07	x	x	8.7413	0.39
Tue	08/25/20	257.48019	1.13949	10	0.2322			-0.2322	12.87	x	x	8.7645	0.59
Wed	08/26/20	257.52545	1.13969	11	0.2555			-0.2555	12.67	x	x	8.7878	0.79
Thu	08/27/20	257.57071	1.13989	12	0.2788			-0.2788	12.47	x	x	8.8111	0.99
Fri	08/28/20	257.61597	1.14009	13	0.3021			-0.3021	12.27	x	x	8.8344	1.19
Mon	08/31/20	257.75174	1.14069	16	0.3720			-0.3720	11.67	x	x	8.9043	1.79
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	1.14089	17	0.3953			-0.3953	11.47	x	x	8.9276	1.99
Wed	09/02/20	257.84047	1.14109	18	0.4186			-0.4186	11.27	x	x	8.9509	2.19
Thu	09/03/20	257.88393	1.14128	19	0.4419			-0.4419	11.08	x	x	8.9742	2.38
Fri	09/04/20	257.92740	1.14147	20	0.4653			-0.4653	10.89	x	x	8.9976	2.57
Mon	09/07/20	258.05780	1.14205	23	0.5353			-0.5353	10.31	x	x	9.0676	3.15
Tue	09/08/20	258.10127	1.14224	24	0.5587			-0.5587	10.12	x	x	9.0910	3.34
Wed	09/09/20	258.14473	1.14243	25	0.5821			-0.5821	9.93	x	x	9.1144	3.53
Thu	09/10/20	258.18820	1.14262	26	0.6055			-0.6055	9.74	x	x	9.1378	3.72
Fri	09/11/20	258.23167	1.14282	27	0.6289			-0.6289	9.54	x	x	9.1612	3.92
Mon	09/14/20	258.36207	1.14339	30	0.6991			-0.6991	8.97	x	x	9.2314	4.49
Tue	09/15/20	258.40553	1.14359	31	0.7225			-0.7225	8.77	x	x	9.2548	4.69
Wed	09/16/20	258.44900	1.14378	32	0.7459			-0.7459	8.58	x	x	9.2782	4.88
Thu	09/17/20	258.49247	1.14397	33	0.7694			-0.7694	8.39	x	x	9.3017	5.07
Fri	09/18/20	258.53593	1.14416	34	0.7928			-0.7928	8.20	x	x	9.3251	5.26
Mon	09/21/20	258.66633	1.14474	37	0.8632			-0.8632	7.62	x	x	9.3955	5.84
Tue	09/22/20	258.70980	1.14493	38	0.8867			-0.8867	7.43	x	x	9.4190	6.03
Wed	09/23/20	258.75327	1.14513	39	0.9102			-0.9102	7.23	x	x	9.4425	6.23
Thu	09/24/20	258.79673	1.14532	40	0.9337			-0.9337	7.04	x	x	9.4660	6.42
Fri	09/25/20	258.84020	1.14551	41	0.9572			-0.9572	6.85	x	x	9.4895	6.61
Mon	09/28/20	258.97060	1.14609	44	1.0277			-1.0277	6.27	x	x	9.5600	7.19
Tue	09/29/20	259.01407	1.14628	45	1.0513			-1.0513	6.08	x	x	9.5836	7.38
Wed	09/30/20	259.05753	1.14647	46	1.0748			-1.0748	5.89	x	x	9.6071	7.57
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	1.14666	47	1.0984			-1.0984	5.70	x	x	9.6307	7.76
Fri	10/02/20	259.12735	1.14678	48	1.1218			-1.1218	5.58	x	x	9.6541	7.88
Mon	10/05/20	259.20642	1.14713	51	1.1923			-1.1923	5.23	x	x	9.7246	8.23
Tue	10/06/20	259.23277	1.14725	52	1.2158			-1.2158	5.11	x	x	9.7481	8.35
Wed	10/07/20	259.25913	1.14736	53	1.2393			-1.2393	5.00	x	x	9.7716	8.46
Thu	10/08/20	259.28548	1.14748	54	1.2629			-1.2629	4.88	x	x	9.7952	8.58
Fri	10/09/20	259.31184	1.14760	55	1.2864			-1.2864	4.76	x	x	9.8187	8.70
Mon	10/12/20	259.39090	1.14795	58	1.3570			-1.3570	4.41	x	x	9.8893	9.05
Tue	10/13/20	259.41726	1.14806	59	1.3805			-1.3805	4.30	x	x	9.9128	9.16
Wed	10/14/20	259.44361	1.14818	60	1.4040			-1.4040	4.18	x	x	9.9363	9.28
Thu	10/15/20	259.46997	1.14830	61	1.4276			-1.4276	4.06	x	x	9.9599	9.40
Fri	10/16/20	259.49632	1.14841	62	1.4511			-1.4511	3.95	x	x	9.9834	9.51
Mon	10/19/20	259.57539	1.14876	65	1.5218			-1.5218	3.60	x	x	10.0541	9.86
Tue	10/20/20	259.60174	1.14888	66	1.5454			-1.5454	3.48	x	x	10.0777	9.98
Wed	10/21/20	259.62810	1.14900	67	1.5689			-1.5689	3.36	x	x	10.1012	10.10
Thu	10/22/20	259.65445	1.14911	68	1.5925			-1.5925	3.25	x	x	10.1248	10.21
Fri	10/23/20	259.68081	1.14923	69	1.6161			-1.6161	3.13	x	x	10.1484	10.33
Mon	10/26/20	259.75987	1.14958	72	1.6869			-1.6869	2.78	x	x	10.2192	10.68
Tue	10/27/20	259.78623	1.14970	73	1.7105			-1.7105	2.66	x	x	10.2428	10.80
Wed	10/28/20	259.81258	1.14981	74	1.7341			-1.7341	2.55	x	x	10.2664	10.91
Thu	10/29/20	259.83894	1.14993	75	1.7577			-1.7577	2.43	x	x	10.2900	11.03
Fri	10/30/20	259.86529	1.15005	76	1.7813			-1.7813	2.31	x	x	10.3136	11.15
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	1.15033	79	1.8521			-1.8521	2.03	x	x	10.3844	11.43
Tue	11/03/20	259.94213	1.15039	80	1.8756			-1.8756	1.97	x	x	10.4079	11.49
Wed	11/04/20	259.95420	1.15044	81	1.8992			-1.8992	1.92	x	x	10.4315	11.54
Thu	11/05/20	259.96627	1.15049	82	1.9227			-1.9227	1.87	x	x	10.4550	11.59
Fri	11/06/20	259.97833	1.15055	83	1.9462			-1.9462	1.81	x	x	10.4785	11.65
Mon	11/09/20	260.01453	1.15071	86	2.0169			-2.0169	1.65	x	x	10.5492	11.81
Tue	11/10/20	260.02660	1.15076	87	2.0404			-2.0404	1.60	x	x	10.5727	11.86
Wed	11/11/20	260.03867	1.15081	88	2.0640			-2.0640	1.55	x	x	10.5963	11.91
Thu	11/12/20	260.05073	1.15087	89	2.0875			-2.0875	1.49	x	x	10.6198	11.97
Fri	11/13/20	260.06280	1.15092	90	2.1111			-2.1111	1.44	x	x	10.6434	12.02
Mon	11/16/20	260.09900	1.15108	93	2.1817			-2.1817	1.28	x	x	10.7140	12.18
Tue	11/17/20	260.11107	1.15113	94	2.2053			-2.2053	1.23	x	x	10.7376	12.23
Wed	11/18/20	260.12313	1.15119	95	2.2289			-2.2289	1.17	x	x	10.7612	12.29
Thu	11/19/20	260.13520	1.15124	96	2.2524			-2.2524	1.12	x	x	10.7847	12.34
Fri	11/20/20	260.14727	1.15129	97	2.2760			-2.2760	1.07	x	x	10.8083	12.39
Mon	11/23/20	260.18347	1.15145	100	2.3467			-2.3467	0.91	x	x	10.8790	12.55
Tue	11/24/20	260.19553	1.15151	101	2.3703			-2.3703	0.85	x	x	10.9026	12.61
Wed	11/25/20	260.20760	1.15156	102	2.3939			-2.3939	0.80	x	x	10.9262	12.66
Thu	11/26/20	260.21967	1.15162	103	2.4175			-2.4175	0.74	x	x	10.9498	12.72
Fri	11/27/20	260.23173	1.15167	104	2.4410			-2.4410	0.69	x	x	10.9733	12.77
Mon	11/30/20	260.26793	1.15183	107	2.5118			-2.5118	0.53	x	x	11.0441	12.93
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	1.15188	108	2.5354			-2.5354	0.48	x	x	11.0677	12.98
Wed	12/02/20	260.28348	1.15190	109	2.5589			-2.5589	0.46	x	x	11.0912	13.00
Thu	12/03/20	260.28697	1.15191	110	2.5824			-2.5824	0.45	x	x	11.1147	13.01
Fri	12/04/20	260.29045	1.15193	111	2.6059			-2.6059	0.43	x	x	11.1382	13.03
Mon	12/07/20	260.30090	1.15197	114	2.6765			-2.6765	0.39	x	x	11.2088	13.07
Tue	12/08/20	260.30439	1.15199	115	2.7000			-2.7000	0.37	x	x	11.2323	13.09
Wed	12/09/20	260.30787	1.15201	116	2.7235			-2.7235	0.35	x	x	11.2558	13.11
Thu	12/10/20	260.31135	1.15202	117	2.7470			-2.7470	0.34	x	x	11.2793	13.12
Fri	12/11/20	260.31484	1.15204	118	2.7705			-2.7705	0.32	x	x	11.3028	13.14
Mon	12/14/20	260.32529	1.15208	121	2.8411			-2.8411	0.28	x	x	11.3734	13.18
Tue	12/15/20	260.32877	1.15210	122	2.8646			-2.8646	0.26	x	x	11.3969	13.20
Wed	12/16/20	260.33226	1.15211	123	2.8881			-2.8881	0.25	x	x	11.4204	13.21
Thu	12/17/20	260.33574	1.15213	124	2.9116			-2.9116	0.23	x	x	11.4439	13.23
Fri	12/18/20	260.33923	1.15214	125	2.9351			-2.9351	0.22	x	x	11.4674	13.24
Mon	12/21/20	260.34968	1.15219	128	3.0057			-3.0057	0.17	x	x	11.5380	13.29
Tue	12/22/20	260.35316	1.15221	129	3.0292			-3.0292	0.15	x	x	11.5615	13.31
Wed	12/23/20	260.35665	1.15222	130	3.0528			-3.0528	0.14	x	x	11.5851	13.32
Thu	12/24/20	260.36013	1.15224	131	3.0763			-3.0763	0.12	x	x	11.6086	13.34
Fri	12/25/20	260.36361	1.15225	132	3.0998			-3.0998	0.11	x	x	11.6321	13.35
Mon	12/28/20	260.37406	1.15230	135	3.1704			-3.1704	0.06	x	x	11.7027	13.40
Tue	12/29/20	260.37755	1.15231	136	3.1939			-3.1939	0.05	x	x	11.7262	13.41
Wed	12/30/20	260.38103	1.15233	137	3.2174			-3.2174	0.03	x	x	11.7497	13.43
Thu	12/31/20	260.38452	1.15234	138	3.2410			-3.2410	0.02	x	x	11.7733	13.44
Fri	01/01/21	260.38800	1.15236

Generated 12/10/20 09:32