0.375% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2023

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

CUSIP Number	912828VM9	Interest 01/15/20 (184 days)	$2.0729
Dated Date	July 15, 2013	Interest 07/15/20 (182 days)	$2.0657
Ref CPI on Dated Date	232.71797	Interest Total	$4.1386
Original Issue Date	July 31, 2013	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	1.10583	170	1.9157	x	x	2.2229	13.07			1.9157	0.00
Thu	01/02/20	257.34155	1.10581	171	1.9269	x	x	2.2117	13.09			1.9269	-0.02
Fri	01/03/20	257.33710	1.10579	172	1.9381	x	x	2.2005	13.11			1.9381	-0.04
Mon	01/06/20	257.32374	1.10573	175	1.9718	x	x	2.1668	13.17			1.9718	-0.10
Tue	01/07/20	257.31929	1.10571	176	1.9831	x	x	2.1555	13.19			1.9831	-0.12
Wed	01/08/20	257.31484	1.10569	177	1.9943	x	x	2.1443	13.21			1.9943	-0.14
Thu	01/09/20	257.31039	1.10567	178	2.0055	x	x	2.1331	13.23			2.0055	-0.16
Fri	01/10/20	257.30594	1.10566	179	2.0168	x	x	2.1218	13.24			2.0168	-0.17
Mon	01/13/20	257.29258	1.10560	182	2.0505	x	x	2.0881	13.30			2.0505	-0.23
Tue	01/14/20	257.28813	1.10558	183	2.0617	x	x	2.0769	13.32			2.0617	-0.25
Wed	01/15/20	257.28368	1.10556	0	0.0000		x	2.0657	13.34	x		2.0729	-0.27
Thu	01/16/20	257.27923	1.10554	1	0.0114		x	2.0543	13.36	x		2.0843	-0.29
Fri	01/17/20	257.27477	1.10552	2	0.0228		x	2.0429	13.38	x		2.0957	-0.31
Mon	01/20/20	257.26142	1.10546	5	0.0569		x	2.0088	13.44	x		2.1298	-0.37
Tue	01/21/20	257.25697	1.10545	6	0.0683		x	1.9974	13.45	x		2.1412	-0.38
Wed	01/22/20	257.25252	1.10543	7	0.0797		x	1.9860	13.47	x		2.1526	-0.40
Thu	01/23/20	257.24806	1.10541	8	0.0911		x	1.9746	13.49	x		2.1640	-0.42
Fri	01/24/20	257.24361	1.10539	9	0.1025		x	1.9632	13.51	x		2.1754	-0.44
Mon	01/27/20	257.23026	1.10533	12	0.1366		x	1.9291	13.57	x		2.2095	-0.50
Tue	01/28/20	257.22581	1.10531	13	0.1480		x	1.9177	13.59	x		2.2209	-0.52
Wed	01/29/20	257.22135	1.10529	14	0.1594		x	1.9063	13.61	x		2.2323	-0.54
Thu	01/30/20	257.21690	1.10527	15	0.1708		x	1.8949	13.63	x		2.2437	-0.56
Fri	01/31/20	257.21245	1.10525	16	0.1822		x	1.8835	13.65	x		2.2551	-0.58
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	02/03/20	257.19186	1.10517	19	0.2163		x	1.8494	13.73	x		2.2892	-0.66
Tue	02/04/20	257.18379	1.10513	20	0.2277		x	1.8380	13.77	x		2.3006	-0.70
Wed	02/05/20	257.17572	1.10510	21	0.2391		x	1.8266	13.80	x		2.3120	-0.73
Thu	02/06/20	257.16766	1.10506	22	0.2505		x	1.8152	13.84	x		2.3234	-0.77
Fri	02/07/20	257.15959	1.10503	23	0.2618		x	1.8039	13.87	x		2.3347	-0.80
Mon	02/10/20	257.13538	1.10492	26	0.2960		x	1.7697	13.98	x		2.3689	-0.91
Tue	02/11/20	257.12731	1.10489	27	0.3073		x	1.7584	14.01	x		2.3802	-0.94
Wed	02/12/20	257.11924	1.10485	28	0.3187		x	1.7470	14.05	x		2.3916	-0.98
Thu	02/13/20	257.11117	1.10482	29	0.3301		x	1.7356	14.08	x		2.4030	-1.01
Fri	02/14/20	257.10310	1.10478	30	0.3414		x	1.7243	14.12	x		2.4143	-1.05
Mon	02/17/20	257.07890	1.10468	33	0.3756		x	1.6901	14.22	x		2.4485	-1.15
Tue	02/18/20	257.07083	1.10465	34	0.3869		x	1.6788	14.25	x		2.4598	-1.18
Wed	02/19/20	257.06276	1.10461	35	0.3983		x	1.6674	14.29	x		2.4712	-1.22
Thu	02/20/20	257.05469	1.10458	36	0.4097		x	1.6560	14.32	x		2.4826	-1.25
Fri	02/21/20	257.04662	1.10454	37	0.4210		x	1.6447	14.36	x		2.4939	-1.29
Mon	02/24/20	257.02241	1.10444	40	0.4551		x	1.6106	14.46	x		2.5280	-1.39
Tue	02/25/20	257.01434	1.10440	41	0.4665		x	1.5992	14.50	x		2.5394	-1.43
Wed	02/26/20	257.00628	1.10437	42	0.4779		x	1.5878	14.53	x		2.5508	-1.46
Thu	02/27/20	256.99821	1.10433	43	0.4892		x	1.5765	14.57	x		2.5621	-1.50
Fri	02/28/20	256.99014	1.10430	44	0.5006		x	1.5651	14.60	x		2.5735	-1.53
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	03/02/20	257.00616	1.10437	47	0.5347		x	1.5310	14.53	x		2.6076	-1.46
Tue	03/03/20	257.03832	1.10451	48	0.5462		x	1.5195	14.39	x		2.6191	-1.32
Wed	03/04/20	257.07048	1.10464	49	0.5576		x	1.5081	14.26	x		2.6305	-1.19
Thu	03/05/20	257.10265	1.10478	50	0.5691		x	1.4966	14.12	x		2.6420	-1.05
Fri	03/06/20	257.13481	1.10492	51	0.5805		x	1.4852	13.98	x		2.6534	-0.91
Mon	03/09/20	257.23129	1.10533	54	0.6149		x	1.4508	13.57	x		2.6878	-0.50
Tue	03/10/20	257.26345	1.10547	55	0.6264		x	1.4393	13.43	x		2.6993	-0.36
Wed	03/11/20	257.29561	1.10561	56	0.6379		x	1.4278	13.29	x		2.7108	-0.22
Thu	03/12/20	257.32777	1.10575	57	0.6493		x	1.4164	13.15	x		2.7222	-0.08
Fri	03/13/20	257.35994	1.10589	58	0.6608		x	1.4049	13.01	x		2.7337	0.06
Mon	03/16/20	257.45642	1.10630	61	0.6952		x	1.3705	12.60	x		2.7681	0.47
Tue	03/17/20	257.48858	1.10644	62	0.7067		x	1.3590	12.46	x		2.7796	0.61
Wed	03/18/20	257.52074	1.10658	63	0.7182		x	1.3475	12.32	x		2.7911	0.75
Thu	03/19/20	257.55290	1.10672	64	0.7297		x	1.3360	12.18	x		2.8026	0.89
Fri	03/20/20	257.58506	1.10686	65	0.7412		x	1.3245	12.04	x		2.8141	1.03
Mon	03/23/20	257.68155	1.10727	68	0.7757		x	1.2900	11.63	x		2.8486	1.44
Tue	03/24/20	257.71371	1.10741	69	0.7872		x	1.2785	11.49	x		2.8601	1.58
Wed	03/25/20	257.74587	1.10755	70	0.7987		x	1.2670	11.35	x		2.8716	1.72
Thu	03/26/20	257.77803	1.10768	71	0.8102		x	1.2555	11.22	x		2.8831	1.85
Fri	03/27/20	257.81019	1.10782	72	0.8217		x	1.2440	11.08	x		2.8946	1.99
Mon	03/30/20	257.90668	1.10824	75	0.8563		x	1.2094	10.66	x		2.9292	2.41
Tue	03/31/20	257.93884	1.10838	76	0.8678		x	1.1979	10.52	x		2.9407	2.55
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	1.10851	77	0.8793		x	1.1864	10.39	x		2.9522	2.68
Thu	04/02/20	257.99457	1.10861	78	0.8908		x	1.1749	10.29	x		2.9637	2.78
Fri	04/03/20	258.01813	1.10872	79	0.9024		x	1.1633	10.18	x		2.9753	2.89
Mon	04/06/20	258.08883	1.10902	82	0.9369		x	1.1288	9.88	x		3.0098	3.19
Tue	04/07/20	258.11240	1.10912	83	0.9484		x	1.1173	9.78	x		3.0213	3.29
Wed	04/08/20	258.13597	1.10922	84	0.9599		x	1.1058	9.68	x		3.0328	3.39
Thu	04/09/20	258.15953	1.10932	85	0.9714		x	1.0943	9.58	x		3.0443	3.49
Fri	04/10/20	258.18310	1.10942	86	0.9829		x	1.0828	9.48	x		3.0558	3.59
Mon	04/13/20	258.25380	1.10973	89	1.0175		x	1.0482	9.17	x		3.0904	3.90
Tue	04/14/20	258.27737	1.10983	90	1.0290		x	1.0367	9.07	x		3.1019	4.00
Wed	04/15/20	258.30093	1.10993	91	1.0406		x	1.0251	8.97	x		3.1135	4.10
Thu	04/16/20	258.32450	1.11003	92	1.0521		x	1.0136	8.87	x		3.1250	4.20
Fri	04/17/20	258.34807	1.11013	93	1.0636		x	1.0021	8.77	x		3.1365	4.30
Mon	04/20/20	258.41877	1.11044	96	1.0982		x	0.9675	8.46	x		3.1711	4.61
Tue	04/21/20	258.44233	1.11054	97	1.1098		x	0.9559	8.36	x		3.1827	4.71
Wed	04/22/20	258.46590	1.11064	98	1.1213		x	0.9444	8.26	x		3.1942	4.81
Thu	04/23/20	258.48947	1.11074	99	1.1329		x	0.9328	8.16	x		3.2058	4.91
Fri	04/24/20	258.51303	1.11084	100	1.1444		x	0.9213	8.06	x		3.2173	5.01
Mon	04/27/20	258.58373	1.11115	103	1.1791		x	0.8866	7.75	x		3.2520	5.32
Tue	04/28/20	258.60730	1.11125	104	1.1906		x	0.8751	7.65	x		3.2635	5.42
Wed	04/29/20	258.63087	1.11135	105	1.2022		x	0.8635	7.55	x		3.2751	5.52
Thu	04/30/20	258.65443	1.11145	106	1.2137		x	0.8520	7.45	x		3.2866	5.62
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Fri	05/01/20	258.67800	1.11155	107	1.2253		x	0.8404	7.35	x		3.2982	5.72
Mon	05/04/20	258.62352	1.11132	110	1.2594		x	0.8063	7.58	x		3.3323	5.49
Tue	05/05/20	258.60535	1.11124	111	1.2708		x	0.7949	7.66	x		3.3437	5.41
Wed	05/06/20	258.58719	1.11116	112	1.2821		x	0.7836	7.74	x		3.3550	5.33
Thu	05/07/20	258.56903	1.11108	113	1.2935		x	0.7722	7.82	x		3.3664	5.25
Fri	05/08/20	258.55087	1.11101	114	1.3048		x	0.7609	7.89	x		3.3777	5.18
Mon	05/11/20	258.49639	1.11077	117	1.3389		x	0.7268	8.13	x		3.4118	4.94
Tue	05/12/20	258.47823	1.11069	118	1.3502		x	0.7155	8.21	x		3.4231	4.86
Wed	05/13/20	258.46006	1.11061	119	1.3616		x	0.7041	8.29	x		3.4345	4.78
Thu	05/14/20	258.44190	1.11054	120	1.3729		x	0.6928	8.36	x		3.4458	4.71
Fri	05/15/20	258.42374	1.11046	121	1.3843		x	0.6814	8.44	x		3.4572	4.63
Mon	05/18/20	258.36926	1.11022	124	1.4183		x	0.6474	8.68	x		3.4912	4.39
Tue	05/19/20	258.35110	1.11015	125	1.4296		x	0.6361	8.75	x		3.5025	4.32
Wed	05/20/20	258.33294	1.11007	126	1.4410		x	0.6247	8.83	x		3.5139	4.24
Thu	05/21/20	258.31477	1.10999	127	1.4523		x	0.6134	8.91	x		3.5252	4.16
Fri	05/22/20	258.29661	1.10991	128	1.4636		x	0.6021	8.99	x		3.5365	4.08
Mon	05/25/20	258.24213	1.10968	131	1.4976		x	0.5681	9.22	x		3.5705	3.85
Tue	05/26/20	258.22397	1.10960	132	1.5089		x	0.5568	9.30	x		3.5818	3.77
Wed	05/27/20	258.20581	1.10952	133	1.5203		x	0.5454	9.38	x		3.5932	3.69
Thu	05/28/20	258.18765	1.10944	134	1.5316		x	0.5341	9.46	x		3.6045	3.61
Fri	05/29/20	258.16948	1.10937	135	1.5429		x	0.5228	9.53	x		3.6158	3.54
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	1.10913	138	1.5769		x	0.4888	9.77	x		3.6498	3.30
Tue	06/02/20	258.05747	1.10889	139	1.5879		x	0.4778	10.01	x		3.6608	3.06
Wed	06/03/20	257.99993	1.10864	140	1.5990		x	0.4667	10.26	x		3.6719	2.81
Thu	06/04/20	257.94240	1.10839	141	1.6101		x	0.4556	10.51	x		3.6830	2.56
Fri	06/05/20	257.88487	1.10814	142	1.6211		x	0.4446	10.76	x		3.6940	2.31
Mon	06/08/20	257.71227	1.10740	145	1.6543		x	0.4114	11.50	x		3.7272	1.57
Tue	06/09/20	257.65473	1.10715	146	1.6653		x	0.4004	11.75	x		3.7382	1.32
Wed	06/10/20	257.59720	1.10691	147	1.6763		x	0.3894	11.99	x		3.7492	1.08
Thu	06/11/20	257.53967	1.10666	148	1.6874		x	0.3783	12.24	x		3.7603	0.83
Fri	06/12/20	257.48213	1.10641	149	1.6984		x	0.3673	12.49	x		3.7713	0.58
Mon	06/15/20	257.30953	1.10567	152	1.7314		x	0.3343	13.23	x		3.8043	-0.16
Tue	06/16/20	257.25200	1.10542	153	1.7424		x	0.3233	13.48	x		3.8153	-0.41
Wed	06/17/20	257.19447	1.10518	154	1.7534		x	0.3123	13.72	x		3.8263	-0.65
Thu	06/18/20	257.13693	1.10493	155	1.7644		x	0.3013	13.97	x		3.8373	-0.90
Fri	06/19/20	257.07940	1.10468	156	1.7754		x	0.2903	14.22	x		3.8483	-1.15
Mon	06/22/20	256.90680	1.10394	159	1.8083		x	0.2574	14.96	x		3.8812	-1.89
Tue	06/23/20	256.84927	1.10369	160	1.8193		x	0.2464	15.21	x		3.8922	-2.14
Wed	06/24/20	256.79173	1.10345	161	1.8302		x	0.2355	15.45	x		3.9031	-2.38
Thu	06/25/20	256.73420	1.10320	162	1.8412		x	0.2245	15.70	x		3.9141	-2.63
Fri	06/26/20	256.67667	1.10295	163	1.8521		x	0.2136	15.95	x		3.9250	-2.88
Mon	06/29/20	256.50407	1.10221	166	1.8850		x	0.1807	16.69	x		3.9579	-3.62
Tue	06/30/20	256.44653	1.10196	167	1.8959		x	0.1698	16.94	x		3.9688	-3.87
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	1.10172	168	1.9068		x	0.1589	17.18	x		3.9797	-4.11
Thu	07/02/20	256.38916	1.10172	169	1.9182		x	0.1475	17.18	x		3.9911	-4.11
Fri	07/03/20	256.38932	1.10172	170	1.9295		x	0.1362	17.18	x		4.0024	-4.11
Mon	07/06/20	256.38981	1.10172	173	1.9636		x	0.1021	17.18	x		4.0365	-4.11
Tue	07/07/20	256.38997	1.10172	174	1.9749		x	0.0908	17.18	x		4.0478	-4.11
Wed	07/08/20	256.39013	1.10172	175	1.9863		x	0.0794	17.18	x		4.0592	-4.11
Thu	07/09/20	256.39029	1.10172	176	1.9976		x	0.0681	17.18	x		4.0705	-4.11
Fri	07/10/20	256.39045	1.10172	177	2.0090		x	0.0567	17.18	x		4.0819	-4.11
Mon	07/13/20	256.39094	1.10172	180	2.0430		x	0.0227	17.18	x		4.1159	-4.11
Tue	07/14/20	256.39110	1.10172	181	2.0544		x	0.0113	17.18	x		4.1273	-4.11
Wed	07/15/20	256.39126	1.10173	0	0.0000			0.0000	17.17	x	x	4.1386	-4.10
Thu	07/16/20	256.39142	1.10173	1	0.0112			-0.0112	17.17	x	x	4.1498	-4.10
Fri	07/17/20	256.39158	1.10173	2	0.0225			-0.0225	17.17	x	x	4.1611	-4.10
Mon	07/20/20	256.39206	1.10173	5	0.0561			-0.0561	17.17	x	x	4.1947	-4.10
Tue	07/21/20	256.39223	1.10173	6	0.0674			-0.0674	17.17	x	x	4.2060	-4.10
Wed	07/22/20	256.39239	1.10173	7	0.0786			-0.0786	17.17	x	x	4.2172	-4.10
Thu	07/23/20	256.39255	1.10173	8	0.0898			-0.0898	17.17	x	x	4.2284	-4.10
Fri	07/24/20	256.39271	1.10173	9	0.1010			-0.1010	17.17	x	x	4.2396	-4.10
Mon	07/27/20	256.39319	1.10173	12	0.1347			-0.1347	17.17	x	x	4.2733	-4.10
Tue	07/28/20	256.39335	1.10173	13	0.1459			-0.1459	17.17	x	x	4.2845	-4.10
Wed	07/29/20	256.39352	1.10173	14	0.1572			-0.1572	17.17	x	x	4.2958	-4.10
Thu	07/30/20	256.39368	1.10174	15	0.1684			-0.1684	17.16	x	x	4.3070	-4.09
Fri	07/31/20	256.39384	1.10174	16	0.1796			-0.1796	17.16	x	x	4.3182	-4.09
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	1.10213	19	0.2134			-0.2134	16.77	x	x	4.3520	-3.70
Tue	08/04/20	256.52977	1.10232	20	0.2247			-0.2247	16.58	x	x	4.3633	-3.51
Wed	08/05/20	256.57503	1.10251	21	0.2359			-0.2359	16.39	x	x	4.3745	-3.32
Thu	08/06/20	256.62029	1.10271	22	0.2472			-0.2472	16.19	x	x	4.3858	-3.12
Fri	08/07/20	256.66555	1.10290	23	0.2585			-0.2585	16.00	x	x	4.3971	-2.93
Mon	08/10/20	256.80132	1.10349	26	0.2924			-0.2924	15.41	x	x	4.4310	-2.34
Tue	08/11/20	256.84658	1.10368	27	0.3037			-0.3037	15.22	x	x	4.4423	-2.15
Wed	08/12/20	256.89184	1.10388	28	0.3150			-0.3150	15.02	x	x	4.4536	-1.95
Thu	08/13/20	256.93710	1.10407	29	0.3263			-0.3263	14.83	x	x	4.4649	-1.76
Fri	08/14/20	256.98235	1.10427	30	0.3376			-0.3376	14.63	x	x	4.4762	-1.56
Mon	08/17/20	257.11813	1.10485	33	0.3715			-0.3715	14.05	x	x	4.5101	-0.98
Tue	08/18/20	257.16339	1.10504	34	0.3829			-0.3829	13.86	x	x	4.5215	-0.79
Wed	08/19/20	257.20865	1.10524	35	0.3942			-0.3942	13.66	x	x	4.5328	-0.59
Thu	08/20/20	257.25390	1.10543	36	0.4055			-0.4055	13.47	x	x	4.5441	-0.40
Fri	08/21/20	257.29916	1.10563	37	0.4169			-0.4169	13.27	x	x	4.5555	-0.20
Mon	08/24/20	257.43494	1.10621	40	0.4509			-0.4509	12.69	x	x	4.5895	0.38
Tue	08/25/20	257.48019	1.10640	41	0.4623			-0.4623	12.50	x	x	4.6009	0.57
Wed	08/26/20	257.52545	1.10660	42	0.4736			-0.4736	12.30	x	x	4.6122	0.77
Thu	08/27/20	257.57071	1.10679	43	0.4850			-0.4850	12.11	x	x	4.6236	0.96
Fri	08/28/20	257.61597	1.10699	44	0.4963			-0.4963	11.91	x	x	4.6349	1.16
Mon	08/31/20	257.75174	1.10757	47	0.5305			-0.5305	11.33	x	x	4.6691	1.74
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	1.10777	48	0.5418			-0.5418	11.13	x	x	4.6804	1.94
Wed	09/02/20	257.84047	1.10795	49	0.5532			-0.5532	10.95	x	x	4.6918	2.12
Thu	09/03/20	257.88393	1.10814	50	0.5646			-0.5646	10.76	x	x	4.7032	2.31
Fri	09/04/20	257.92740	1.10833	51	0.5760			-0.5760	10.57	x	x	4.7146	2.50
Mon	09/07/20	258.05780	1.10889	54	0.6102			-0.6102	10.01	x	x	4.7488	3.06
Tue	09/08/20	258.10127	1.10907	55	0.6216			-0.6216	9.83	x	x	4.7602	3.24
Wed	09/09/20	258.14473	1.10926	56	0.6330			-0.6330	9.64	x	x	4.7716	3.43
Thu	09/10/20	258.18820	1.10945	57	0.6444			-0.6444	9.45	x	x	4.7830	3.62
Fri	09/11/20	258.23167	1.10963	58	0.6558			-0.6558	9.27	x	x	4.7944	3.80
Mon	09/14/20	258.36207	1.11019	61	0.6901			-0.6901	8.71	x	x	4.8287	4.36
Tue	09/15/20	258.40553	1.11038	62	0.7015			-0.7015	8.52	x	x	4.8401	4.55
Wed	09/16/20	258.44900	1.11057	63	0.7130			-0.7130	8.33	x	x	4.8516	4.74
Thu	09/17/20	258.49247	1.11075	64	0.7244			-0.7244	8.15	x	x	4.8630	4.92
Fri	09/18/20	258.53593	1.11094	65	0.7358			-0.7358	7.96	x	x	4.8744	5.11
Mon	09/21/20	258.66633	1.11150	68	0.7702			-0.7702	7.40	x	x	4.9088	5.67
Tue	09/22/20	258.70980	1.11169	69	0.7817			-0.7817	7.21	x	x	4.9203	5.86
Wed	09/23/20	258.75327	1.11187	70	0.7931			-0.7931	7.03	x	x	4.9317	6.04
Thu	09/24/20	258.79673	1.11206	71	0.8046			-0.8046	6.84	x	x	4.9432	6.23
Fri	09/25/20	258.84020	1.11225	72	0.8161			-0.8161	6.65	x	x	4.9547	6.42
Mon	09/28/20	258.97060	1.11281	75	0.8505			-0.8505	6.09	x	x	4.9891	6.98
Tue	09/29/20	259.01407	1.11300	76	0.8620			-0.8620	5.90	x	x	5.0006	7.17
Wed	09/30/20	259.05753	1.11318	77	0.8735			-0.8735	5.72	x	x	5.0121	7.35
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	1.11337	78	0.8849			-0.8849	5.53	x	x	5.0235	7.54
Fri	10/02/20	259.12735	1.11348	79	0.8964			-0.8964	5.42	x	x	5.0350	7.65
Mon	10/05/20	259.20642	1.11382	82	0.9307			-0.9307	5.08	x	x	5.0693	7.99
Tue	10/06/20	259.23277	1.11394	83	0.9422			-0.9422	4.96	x	x	5.0808	8.11
Wed	10/07/20	259.25913	1.11405	84	0.9536			-0.9536	4.85	x	x	5.0922	8.22
Thu	10/08/20	259.28548	1.11416	85	0.9651			-0.9651	4.74	x	x	5.1037	8.33
Fri	10/09/20	259.31184	1.11428	86	0.9765			-0.9765	4.62	x	x	5.1151	8.45
Mon	10/12/20	259.39090	1.11461	89	1.0109			-1.0109	4.29	x	x	5.1495	8.78
Tue	10/13/20	259.41726	1.11473	90	1.0223			-1.0223	4.17	x	x	5.1609	8.90
Wed	10/14/20	259.44361	1.11484	91	1.0338			-1.0338	4.06	x	x	5.1724	9.01
Thu	10/15/20	259.46997	1.11495	92	1.0453			-1.0453	3.95	x	x	5.1839	9.12
Fri	10/16/20	259.49632	1.11507	93	1.0567			-1.0567	3.83	x	x	5.1953	9.24
Mon	10/19/20	259.57539	1.11541	96	1.0912			-1.0912	3.49	x	x	5.2298	9.58
Tue	10/20/20	259.60174	1.11552	97	1.1026			-1.1026	3.38	x	x	5.2412	9.69
Wed	10/21/20	259.62810	1.11563	98	1.1141			-1.1141	3.27	x	x	5.2527	9.80
Thu	10/22/20	259.65445	1.11575	99	1.1256			-1.1256	3.15	x	x	5.2642	9.92
Fri	10/23/20	259.68081	1.11586	100	1.1371			-1.1371	3.04	x	x	5.2757	10.03
Mon	10/26/20	259.75987	1.11620	103	1.1716			-1.1716	2.70	x	x	5.3102	10.37
Tue	10/27/20	259.78623	1.11631	104	1.1830			-1.1830	2.59	x	x	5.3216	10.48
Wed	10/28/20	259.81258	1.11643	105	1.1945			-1.1945	2.47	x	x	5.3331	10.60
Thu	10/29/20	259.83894	1.11654	106	1.2060			-1.2060	2.36	x	x	5.3446	10.71
Fri	10/30/20	259.86529	1.11665	107	1.2175			-1.2175	2.25	x	x	5.3561	10.82
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	1.11693	110	1.2520			-1.2520	1.97	x	x	5.3906	11.10
Tue	11/03/20	259.94213	1.11698	111	1.2634			-1.2634	1.92	x	x	5.4020	11.15
Wed	11/04/20	259.95420	1.11704	112	1.2749			-1.2749	1.86	x	x	5.4135	11.21
Thu	11/05/20	259.96627	1.11709	113	1.2863			-1.2863	1.81	x	x	5.4249	11.26
Fri	11/06/20	259.97833	1.11714	114	1.2978			-1.2978	1.76	x	x	5.4364	11.31
Mon	11/09/20	260.01453	1.11729	117	1.3321			-1.3321	1.61	x	x	5.4707	11.46
Tue	11/10/20	260.02660	1.11735	118	1.3436			-1.3436	1.55	x	x	5.4822	11.52
Wed	11/11/20	260.03867	1.11740	119	1.3550			-1.3550	1.50	x	x	5.4936	11.57
Thu	11/12/20	260.05073	1.11745	120	1.3664			-1.3664	1.45	x	x	5.5050	11.62
Fri	11/13/20	260.06280	1.11750	121	1.3779			-1.3779	1.40	x	x	5.5165	11.67
Mon	11/16/20	260.09900	1.11766	124	1.4123			-1.4123	1.24	x	x	5.5509	11.83
Tue	11/17/20	260.11107	1.11771	125	1.4237			-1.4237	1.19	x	x	5.5623	11.88
Wed	11/18/20	260.12313	1.11776	126	1.4352			-1.4352	1.14	x	x	5.5738	11.93
Thu	11/19/20	260.13520	1.11781	127	1.4466			-1.4466	1.09	x	x	5.5852	11.98
Fri	11/20/20	260.14727	1.11786	128	1.4581			-1.4581	1.04	x	x	5.5967	12.03
Mon	11/23/20	260.18347	1.11802	131	1.4925			-1.4925	0.88	x	x	5.6311	12.19
Tue	11/24/20	260.19553	1.11807	132	1.5039			-1.5039	0.83	x	x	5.6425	12.24
Wed	11/25/20	260.20760	1.11812	133	1.5154			-1.5154	0.78	x	x	5.6540	12.29
Thu	11/26/20	260.21967	1.11818	134	1.5269			-1.5269	0.72	x	x	5.6655	12.35
Fri	11/27/20	260.23173	1.11823	135	1.5383			-1.5383	0.67	x	x	5.6769	12.40
Mon	11/30/20	260.26793	1.11838	138	1.5727			-1.5727	0.52	x	x	5.7113	12.55
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	1.11844	139	1.5842			-1.5842	0.46	x	x	5.7228	12.61
Wed	12/02/20	260.28348	1.11845	140	1.5956			-1.5956	0.45	x	x	5.7342	12.62
Thu	12/03/20	260.28697	1.11847	141	1.6070			-1.6070	0.43	x	x	5.7456	12.64
Fri	12/04/20	260.29045	1.11848	142	1.6185			-1.6185	0.42	x	x	5.7571	12.65
Mon	12/07/20	260.30090	1.11853	145	1.6527			-1.6527	0.37	x	x	5.7913	12.70
Tue	12/08/20	260.30439	1.11854	146	1.6641			-1.6641	0.36	x	x	5.8027	12.71
Wed	12/09/20	260.30787	1.11856	147	1.6756			-1.6756	0.34	x	x	5.8142	12.73
Thu	12/10/20	260.31135	1.11857	148	1.6870			-1.6870	0.33	x	x	5.8256	12.74
Fri	12/11/20	260.31484	1.11859	149	1.6984			-1.6984	0.31	x	x	5.8370	12.76
Mon	12/14/20	260.32529	1.11863	152	1.7327			-1.7327	0.27	x	x	5.8713	12.80
Tue	12/15/20	260.32877	1.11864	153	1.7441			-1.7441	0.26	x	x	5.8827	12.81
Wed	12/16/20	260.33226	1.11866	154	1.7555			-1.7555	0.24	x	x	5.8941	12.83
Thu	12/17/20	260.33574	1.11867	155	1.7669			-1.7669	0.23	x	x	5.9055	12.84
Fri	12/18/20	260.33923	1.11869	156	1.7784			-1.7784	0.21	x	x	5.9170	12.86
Mon	12/21/20	260.34968	1.11873	159	1.8126			-1.8126	0.17	x	x	5.9512	12.90
Tue	12/22/20	260.35316	1.11875	160	1.8240			-1.8240	0.15	x	x	5.9626	12.92
Wed	12/23/20	260.35665	1.11876	161	1.8355			-1.8355	0.14	x	x	5.9741	12.93
Thu	12/24/20	260.36013	1.11878	162	1.8469			-1.8469	0.12	x	x	5.9855	12.95
Fri	12/25/20	260.36361	1.11879	163	1.8583			-1.8583	0.11	x	x	5.9969	12.96
Mon	12/28/20	260.37406	1.11884	166	1.8926			-1.8926	0.06	x	x	6.0312	13.01
Tue	12/29/20	260.37755	1.11885	167	1.9040			-1.9040	0.05	x	x	6.0426	13.02
Wed	12/30/20	260.38103	1.11887	168	1.9155			-1.9155	0.03	x	x	6.0541	13.04
Thu	12/31/20	260.38452	1.11888	169	1.9269			-1.9269	0.02	x	x	6.0655	13.05
Fri	01/01/21	260.38800	1.11890

Generated 12/10/20 09:32