0.625% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2024

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

CUSIP Number	912828B25	Interest 01/15/20 (184 days)	$3.4458
Dated Date	January 15, 2014	Interest 07/15/20 (182 days)	$3.4338
Ref CPI on Dated Date	233.33058	Interest Total	$6.8796
Original Issue Date	January 31, 2014	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	1.10292	170	3.1844	x	x	3.6952	13.04			3.1844	0.00
Thu	01/02/20	257.34155	1.10291	171	3.2031	x	x	3.6765	13.05			3.2031	-0.01
Fri	01/03/20	257.33710	1.10289	172	3.2218	x	x	3.6578	13.07			3.2218	-0.03
Mon	01/06/20	257.32374	1.10283	175	3.2778	x	x	3.6018	13.13			3.2778	-0.09
Tue	01/07/20	257.31929	1.10281	176	3.2964	x	x	3.5832	13.15			3.2964	-0.11
Wed	01/08/20	257.31484	1.10279	177	3.3151	x	x	3.5645	13.17			3.3151	-0.13
Thu	01/09/20	257.31039	1.10277	178	3.3338	x	x	3.5458	13.19			3.3338	-0.15
Fri	01/10/20	257.30594	1.10275	179	3.3524	x	x	3.5272	13.21			3.3524	-0.17
Mon	01/13/20	257.29258	1.10270	182	3.4085	x	x	3.4711	13.26			3.4085	-0.22
Tue	01/14/20	257.28813	1.10268	183	3.4271	x	x	3.4525	13.28			3.4271	-0.24
Wed	01/15/20	257.28368	1.10266	0	0.0000		x	3.4338	13.30	x		3.4458	-0.26
Thu	01/16/20	257.27923	1.10264	1	0.0189		x	3.4149	13.32	x		3.4647	-0.28
Fri	01/17/20	257.27477	1.10262	2	0.0379		x	3.3959	13.34	x		3.4837	-0.30
Mon	01/20/20	257.26142	1.10256	5	0.0947		x	3.3391	13.40	x		3.5405	-0.36
Tue	01/21/20	257.25697	1.10254	6	0.1136		x	3.3202	13.42	x		3.5594	-0.38
Wed	01/22/20	257.25252	1.10252	7	0.1325		x	3.3013	13.44	x		3.5783	-0.40
Thu	01/23/20	257.24806	1.10250	8	0.1514		x	3.2824	13.46	x		3.5972	-0.42
Fri	01/24/20	257.24361	1.10249	9	0.1704		x	3.2634	13.47	x		3.6162	-0.43
Mon	01/27/20	257.23026	1.10243	12	0.2271		x	3.2067	13.53	x		3.6729	-0.49
Tue	01/28/20	257.22581	1.10241	13	0.2461		x	3.1877	13.55	x		3.6919	-0.51
Wed	01/29/20	257.22135	1.10239	14	0.2650		x	3.1688	13.57	x		3.7108	-0.53
Thu	01/30/20	257.21690	1.10237	15	0.2839		x	3.1499	13.59	x		3.7297	-0.55
Fri	01/31/20	257.21245	1.10235	16	0.3028		x	3.1310	13.61	x		3.7486	-0.57
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	1.10226	19	0.3596		x	3.0742	13.70	x		3.8054	-0.66
Tue	02/04/20	257.18379	1.10223	20	0.3785		x	3.0553	13.73	x		3.8243	-0.69
Wed	02/05/20	257.17572	1.10219	21	0.3974		x	3.0364	13.77	x		3.8432	-0.73
Thu	02/06/20	257.16766	1.10216	22	0.4163		x	3.0175	13.80	x		3.8621	-0.76
Fri	02/07/20	257.15959	1.10213	23	0.4353		x	2.9985	13.83	x		3.8811	-0.79
Mon	02/10/20	257.13538	1.10202	26	0.4920		x	2.9418	13.94	x		3.9378	-0.90
Tue	02/11/20	257.12731	1.10199	27	0.5109		x	2.9229	13.97	x		3.9567	-0.93
Wed	02/12/20	257.11924	1.10195	28	0.5298		x	2.9040	14.01	x		3.9756	-0.97
Thu	02/13/20	257.11117	1.10192	29	0.5487		x	2.8851	14.04	x		3.9945	-1.00
Fri	02/14/20	257.10310	1.10188	30	0.5676		x	2.8662	14.08	x		4.0134	-1.04
Mon	02/17/20	257.07890	1.10178	33	0.6243		x	2.8095	14.18	x		4.0701	-1.14
Tue	02/18/20	257.07083	1.10175	34	0.6432		x	2.7906	14.21	x		4.0890	-1.17
Wed	02/19/20	257.06276	1.10171	35	0.6621		x	2.7717	14.25	x		4.1079	-1.21
Thu	02/20/20	257.05469	1.10168	36	0.6810		x	2.7528	14.28	x		4.1268	-1.24
Fri	02/21/20	257.04662	1.10164	37	0.6999		x	2.7339	14.32	x		4.1457	-1.28
Mon	02/24/20	257.02241	1.10154	40	0.7566		x	2.6772	14.42	x		4.2024	-1.38
Tue	02/25/20	257.01434	1.10150	41	0.7754		x	2.6584	14.46	x		4.2212	-1.42
Wed	02/26/20	257.00628	1.10147	42	0.7943		x	2.6395	14.49	x		4.2401	-1.45
Thu	02/27/20	256.99821	1.10143	43	0.8132		x	2.6206	14.53	x		4.2590	-1.49
Fri	02/28/20	256.99014	1.10140	44	0.8321		x	2.6017	14.56	x		4.2779	-1.52
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	1.10147	47	0.8889		x	2.5449	14.49	x		4.3347	-1.45
Tue	03/03/20	257.03832	1.10161	48	0.9079		x	2.5259	14.35	x		4.3537	-1.31
Wed	03/04/20	257.07048	1.10174	49	0.9269		x	2.5069	14.22	x		4.3727	-1.18
Thu	03/05/20	257.10265	1.10188	50	0.9460		x	2.4878	14.08	x		4.3918	-1.04
Fri	03/06/20	257.13481	1.10202	51	0.9650		x	2.4688	13.94	x		4.4108	-0.90
Mon	03/09/20	257.23129	1.10243	54	1.0222		x	2.4116	13.53	x		4.4680	-0.49
Tue	03/10/20	257.26345	1.10257	55	1.0412		x	2.3926	13.39	x		4.4870	-0.35
Wed	03/11/20	257.29561	1.10271	56	1.0603		x	2.3735	13.25	x		4.5061	-0.21
Thu	03/12/20	257.32777	1.10285	57	1.0794		x	2.3544	13.11	x		4.5252	-0.07
Fri	03/13/20	257.35994	1.10298	58	1.0984		x	2.3354	12.98	x		4.5442	0.06
Mon	03/16/20	257.45642	1.10340	61	1.1557		x	2.2781	12.56	x		4.6015	0.48
Tue	03/17/20	257.48858	1.10354	62	1.1748		x	2.2590	12.42	x		4.6206	0.62
Wed	03/18/20	257.52074	1.10367	63	1.1939		x	2.2399	12.29	x		4.6397	0.75
Thu	03/19/20	257.55290	1.10381	64	1.2130		x	2.2208	12.15	x		4.6588	0.89
Fri	03/20/20	257.58506	1.10395	65	1.2321		x	2.2017	12.01	x		4.6779	1.03
Mon	03/23/20	257.68155	1.10436	68	1.2894		x	2.1444	11.60	x		4.7352	1.44
Tue	03/24/20	257.71371	1.10450	69	1.3086		x	2.1252	11.46	x		4.7544	1.58
Wed	03/25/20	257.74587	1.10464	70	1.3277		x	2.1061	11.32	x		4.7735	1.72
Thu	03/26/20	257.77803	1.10478	71	1.3468		x	2.0870	11.18	x		4.7926	1.86
Fri	03/27/20	257.81019	1.10491	72	1.3660		x	2.0678	11.05	x		4.8118	1.99
Mon	03/30/20	257.90668	1.10533	75	1.4234		x	2.0104	10.63	x		4.8692	2.41
Tue	03/31/20	257.93884	1.10547	76	1.4426		x	1.9912	10.49	x		4.8884	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	1.10560	77	1.4617		x	1.9721	10.36	x		4.9075	2.68
Thu	04/02/20	257.99457	1.10570	78	1.4808		x	1.9530	10.26	x		4.9266	2.78
Fri	04/03/20	258.01813	1.10581	79	1.5000		x	1.9338	10.15	x		4.9458	2.89
Mon	04/06/20	258.08883	1.10611	82	1.5574		x	1.8764	9.85	x		5.0032	3.19
Tue	04/07/20	258.11240	1.10621	83	1.5765		x	1.8573	9.75	x		5.0223	3.29
Wed	04/08/20	258.13597	1.10631	84	1.5956		x	1.8382	9.65	x		5.0414	3.39
Thu	04/09/20	258.15953	1.10641	85	1.6148		x	1.8190	9.55	x		5.0606	3.49
Fri	04/10/20	258.18310	1.10651	86	1.6339		x	1.7999	9.45	x		5.0797	3.59
Mon	04/13/20	258.25380	1.10682	89	1.6914		x	1.7424	9.14	x		5.1372	3.90
Tue	04/14/20	258.27737	1.10692	90	1.7106		x	1.7232	9.04	x		5.1564	4.00
Wed	04/15/20	258.30093	1.10702	91	1.7297		x	1.7041	8.94	x		5.1755	4.10
Thu	04/16/20	258.32450	1.10712	92	1.7489		x	1.6849	8.84	x		5.1947	4.20
Fri	04/17/20	258.34807	1.10722	93	1.7681		x	1.6657	8.74	x		5.2139	4.30
Mon	04/20/20	258.41877	1.10752	96	1.8256		x	1.6082	8.44	x		5.2714	4.60
Tue	04/21/20	258.44233	1.10762	97	1.8448		x	1.5890	8.34	x		5.2906	4.70
Wed	04/22/20	258.46590	1.10772	98	1.8640		x	1.5698	8.24	x		5.3098	4.80
Thu	04/23/20	258.48947	1.10783	99	1.8832		x	1.5506	8.13	x		5.3290	4.91
Fri	04/24/20	258.51303	1.10793	100	1.9024		x	1.5314	8.03	x		5.3482	5.01
Mon	04/27/20	258.58373	1.10823	103	1.9600		x	1.4738	7.73	x		5.4058	5.31
Tue	04/28/20	258.60730	1.10833	104	1.9792		x	1.4546	7.63	x		5.4250	5.41
Wed	04/29/20	258.63087	1.10843	105	1.9984		x	1.4354	7.53	x		5.4442	5.51
Thu	04/30/20	258.65443	1.10853	106	2.0176		x	1.4162	7.43	x		5.4634	5.61
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Fri	05/01/20	258.67800	1.10863	107	2.0368		x	1.3970	7.33	x		5.4826	5.71
Mon	05/04/20	258.62352	1.10840	110	2.0935		x	1.3403	7.56	x		5.5393	5.48
Tue	05/05/20	258.60535	1.10832	111	2.1124		x	1.3214	7.64	x		5.5582	5.40
Wed	05/06/20	258.58719	1.10824	112	2.1312		x	1.3026	7.72	x		5.5770	5.32
Thu	05/07/20	258.56903	1.10817	113	2.1501		x	1.2837	7.79	x		5.5959	5.25
Fri	05/08/20	258.55087	1.10809	114	2.1690		x	1.2648	7.87	x		5.6148	5.17
Mon	05/11/20	258.49639	1.10785	117	2.2256		x	1.2082	8.11	x		5.6714	4.93
Tue	05/12/20	258.47823	1.10778	118	2.2445		x	1.1893	8.18	x		5.6903	4.86
Wed	05/13/20	258.46006	1.10770	119	2.2633		x	1.1705	8.26	x		5.7091	4.78
Thu	05/14/20	258.44190	1.10762	120	2.2822		x	1.1516	8.34	x		5.7280	4.70
Fri	05/15/20	258.42374	1.10754	121	2.3010		x	1.1328	8.42	x		5.7468	4.62
Mon	05/18/20	258.36926	1.10731	124	2.3576		x	1.0762	8.65	x		5.8034	4.39
Tue	05/19/20	258.35110	1.10723	125	2.3764		x	1.0574	8.73	x		5.8222	4.31
Wed	05/20/20	258.33294	1.10715	126	2.3953		x	1.0385	8.81	x		5.8411	4.23
Thu	05/21/20	258.31477	1.10708	127	2.4141		x	1.0197	8.88	x		5.8599	4.16
Fri	05/22/20	258.29661	1.10700	128	2.4330		x	1.0008	8.96	x		5.8788	4.08
Mon	05/25/20	258.24213	1.10677	131	2.4895		x	0.9443	9.19	x		5.9353	3.85
Tue	05/26/20	258.22397	1.10669	132	2.5083		x	0.9255	9.27	x		5.9541	3.77
Wed	05/27/20	258.20581	1.10661	133	2.5271		x	0.9067	9.35	x		5.9729	3.69
Thu	05/28/20	258.18765	1.10653	134	2.5459		x	0.8879	9.43	x		5.9917	3.61
Fri	05/29/20	258.16948	1.10645	135	2.5647		x	0.8691	9.51	x		6.0105	3.53
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	06/01/20	258.11500	1.10622	138	2.6212		x	0.8126	9.74	x		6.0670	3.30
Tue	06/02/20	258.05747	1.10597	139	2.6396		x	0.7942	9.99	x		6.0854	3.05
Wed	06/03/20	257.99993	1.10573	140	2.6580		x	0.7758	10.23	x		6.1038	2.81
Thu	06/04/20	257.94240	1.10548	141	2.6764		x	0.7574	10.48	x		6.1222	2.56
Fri	06/05/20	257.88487	1.10523	142	2.6948		x	0.7390	10.73	x		6.1406	2.31
Mon	06/08/20	257.71227	1.10449	145	2.7498		x	0.6840	11.47	x		6.1956	1.57
Tue	06/09/20	257.65473	1.10425	146	2.7682		x	0.6656	11.71	x		6.2140	1.33
Wed	06/10/20	257.59720	1.10400	147	2.7865		x	0.6473	11.96	x		6.2323	1.08
Thu	06/11/20	257.53967	1.10375	148	2.8049		x	0.6289	12.21	x		6.2507	0.83
Fri	06/12/20	257.48213	1.10351	149	2.8232		x	0.6106	12.45	x		6.2690	0.59
Mon	06/15/20	257.30953	1.10277	152	2.8781		x	0.5557	13.19	x		6.3239	-0.15
Tue	06/16/20	257.25200	1.10252	153	2.8964		x	0.5374	13.44	x		6.3422	-0.40
Wed	06/17/20	257.19447	1.10228	154	2.9147		x	0.5191	13.68	x		6.3605	-0.64
Thu	06/18/20	257.13693	1.10203	155	2.9329		x	0.5009	13.93	x		6.3787	-0.89
Fri	06/19/20	257.07940	1.10178	156	2.9512		x	0.4826	14.18	x		6.3970	-1.14
Mon	06/22/20	256.90680	1.10104	159	3.0059		x	0.4279	14.92	x		6.4517	-1.88
Tue	06/23/20	256.84927	1.10080	160	3.0242		x	0.4096	15.16	x		6.4700	-2.12
Wed	06/24/20	256.79173	1.10055	161	3.0424		x	0.3914	15.41	x		6.4882	-2.37
Thu	06/25/20	256.73420	1.10030	162	3.0606		x	0.3732	15.66	x		6.5064	-2.62
Fri	06/26/20	256.67667	1.10006	163	3.0788		x	0.3550	15.90	x		6.5246	-2.86
Mon	06/29/20	256.50407	1.09932	166	3.1334		x	0.3004	16.64	x		6.5792	-3.60
Tue	06/30/20	256.44653	1.09907	167	3.1515		x	0.2823	16.89	x		6.5973	-3.85
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	1.09882	168	3.1697		x	0.2641	17.14	x		6.6155	-4.10
Thu	07/02/20	256.38916	1.09882	169	3.1885		x	0.2453	17.14	x		6.6343	-4.10
Fri	07/03/20	256.38932	1.09882	170	3.2074		x	0.2264	17.14	x		6.6532	-4.10
Mon	07/06/20	256.38981	1.09883	173	3.2640		x	0.1698	17.13	x		6.7098	-4.09
Tue	07/07/20	256.38997	1.09883	174	3.2829		x	0.1509	17.13	x		6.7287	-4.09
Wed	07/08/20	256.39013	1.09883	175	3.3018		x	0.1320	17.13	x		6.7476	-4.09
Thu	07/09/20	256.39029	1.09883	176	3.3206		x	0.1132	17.13	x		6.7664	-4.09
Fri	07/10/20	256.39045	1.09883	177	3.3395		x	0.0943	17.13	x		6.7853	-4.09
Mon	07/13/20	256.39094	1.09883	180	3.3961		x	0.0377	17.13	x		6.8419	-4.09
Tue	07/14/20	256.39110	1.09883	181	3.4150		x	0.0188	17.13	x		6.8608	-4.09
Wed	07/15/20	256.39126	1.09883	0	0.0000			0.0000	17.13	x	x	6.8796	-4.09
Thu	07/16/20	256.39142	1.09883	1	0.0187			-0.0187	17.13	x	x	6.8983	-4.09
Fri	07/17/20	256.39158	1.09883	2	0.0373			-0.0373	17.13	x	x	6.9169	-4.09
Mon	07/20/20	256.39206	1.09884	5	0.0933			-0.0933	17.12	x	x	6.9729	-4.08
Tue	07/21/20	256.39223	1.09884	6	0.1120			-0.1120	17.12	x	x	6.9916	-4.08
Wed	07/22/20	256.39239	1.09884	7	0.1306			-0.1306	17.12	x	x	7.0102	-4.08
Thu	07/23/20	256.39255	1.09884	8	0.1493			-0.1493	17.12	x	x	7.0289	-4.08
Fri	07/24/20	256.39271	1.09884	9	0.1680			-0.1680	17.12	x	x	7.0476	-4.08
Mon	07/27/20	256.39319	1.09884	12	0.2239			-0.2239	17.12	x	x	7.1035	-4.08
Tue	07/28/20	256.39335	1.09884	13	0.2426			-0.2426	17.12	x	x	7.1222	-4.08
Wed	07/29/20	256.39352	1.09884	14	0.2613			-0.2613	17.12	x	x	7.1409	-4.08
Thu	07/30/20	256.39368	1.09884	15	0.2799			-0.2799	17.12	x	x	7.1595	-4.08
Fri	07/31/20	256.39384	1.09884	16	0.2986			-0.2986	17.12	x	x	7.1782	-4.08
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	1.09923	19	0.3547			-0.3547	16.73	x	x	7.2343	-3.69
Tue	08/04/20	256.52977	1.09943	20	0.3734			-0.3734	16.53	x	x	7.2530	-3.49
Wed	08/05/20	256.57503	1.09962	21	0.3922			-0.3922	16.34	x	x	7.2718	-3.30
Thu	08/06/20	256.62029	1.09981	22	0.4109			-0.4109	16.15	x	x	7.2905	-3.11
Fri	08/07/20	256.66555	1.10001	23	0.4297			-0.4297	15.95	x	x	7.3093	-2.91
Mon	08/10/20	256.80132	1.10059	26	0.4860			-0.4860	15.37	x	x	7.3656	-2.33
Tue	08/11/20	256.84658	1.10078	27	0.5048			-0.5048	15.18	x	x	7.3844	-2.14
Wed	08/12/20	256.89184	1.10098	28	0.5236			-0.5236	14.98	x	x	7.4032	-1.94
Thu	08/13/20	256.93710	1.10117	29	0.5424			-0.5424	14.79	x	x	7.4220	-1.75
Fri	08/14/20	256.98235	1.10137	30	0.5612			-0.5612	14.59	x	x	7.4408	-1.55
Mon	08/17/20	257.11813	1.10195	33	0.6176			-0.6176	14.01	x	x	7.4972	-0.97
Tue	08/18/20	257.16339	1.10214	34	0.6364			-0.6364	13.82	x	x	7.5160	-0.78
Wed	08/19/20	257.20865	1.10234	35	0.6553			-0.6553	13.62	x	x	7.5349	-0.58
Thu	08/20/20	257.25390	1.10253	36	0.6741			-0.6741	13.43	x	x	7.5537	-0.39
Fri	08/21/20	257.29916	1.10272	37	0.6929			-0.6929	13.24	x	x	7.5725	-0.20
Mon	08/24/20	257.43494	1.10331	40	0.7495			-0.7495	12.65	x	x	7.6291	0.39
Tue	08/25/20	257.48019	1.10350	41	0.7684			-0.7684	12.46	x	x	7.6480	0.58
Wed	08/26/20	257.52545	1.10369	42	0.7873			-0.7873	12.27	x	x	7.6669	0.77
Thu	08/27/20	257.57071	1.10389	43	0.8062			-0.8062	12.07	x	x	7.6858	0.97
Fri	08/28/20	257.61597	1.10408	44	0.8251			-0.8251	11.88	x	x	7.7047	1.16
Mon	08/31/20	257.75174	1.10466	47	0.8818			-0.8818	11.30	x	x	7.7614	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	1.10486	48	0.9007			-0.9007	11.10	x	x	7.7803	1.94
Wed	09/02/20	257.84047	1.10504	49	0.9196			-0.9196	10.92	x	x	7.7992	2.12
Thu	09/03/20	257.88393	1.10523	50	0.9385			-0.9385	10.73	x	x	7.8181	2.31
Fri	09/04/20	257.92740	1.10542	51	0.9575			-0.9575	10.54	x	x	7.8371	2.50
Mon	09/07/20	258.05780	1.10598	54	1.0143			-1.0143	9.98	x	x	7.8939	3.06
Tue	09/08/20	258.10127	1.10616	55	1.0333			-1.0333	9.80	x	x	7.9129	3.24
Wed	09/09/20	258.14473	1.10635	56	1.0522			-1.0522	9.61	x	x	7.9318	3.43
Thu	09/10/20	258.18820	1.10653	57	1.0712			-1.0712	9.43	x	x	7.9508	3.61
Fri	09/11/20	258.23167	1.10672	58	1.0902			-1.0902	9.24	x	x	7.9698	3.80
Mon	09/14/20	258.36207	1.10728	61	1.1471			-1.1471	8.68	x	x	8.0267	4.36
Tue	09/15/20	258.40553	1.10747	62	1.1662			-1.1662	8.49	x	x	8.0458	4.55
Wed	09/16/20	258.44900	1.10765	63	1.1852			-1.1852	8.31	x	x	8.0648	4.73
Thu	09/17/20	258.49247	1.10784	64	1.2042			-1.2042	8.12	x	x	8.0838	4.92
Fri	09/18/20	258.53593	1.10802	65	1.2232			-1.2232	7.94	x	x	8.1028	5.10
Mon	09/21/20	258.66633	1.10858	68	1.2803			-1.2803	7.38	x	x	8.1599	5.66
Tue	09/22/20	258.70980	1.10877	69	1.2993			-1.2993	7.19	x	x	8.1789	5.85
Wed	09/23/20	258.75327	1.10896	70	1.3184			-1.3184	7.00	x	x	8.1980	6.04
Thu	09/24/20	258.79673	1.10914	71	1.3374			-1.3374	6.82	x	x	8.2170	6.22
Fri	09/25/20	258.84020	1.10933	72	1.3565			-1.3565	6.63	x	x	8.2361	6.41
Mon	09/28/20	258.97060	1.10989	75	1.4138			-1.4138	6.07	x	x	8.2934	6.97
Tue	09/29/20	259.01407	1.11007	76	1.4328			-1.4328	5.89	x	x	8.3124	7.15
Wed	09/30/20	259.05753	1.11026	77	1.4519			-1.4519	5.70	x	x	8.3315	7.34
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	1.11045	78	1.4710			-1.4710	5.51	x	x	8.3506	7.53
Fri	10/02/20	259.12735	1.11056	79	1.4901			-1.4901	5.40	x	x	8.3697	7.64
Mon	10/05/20	259.20642	1.11090	82	1.5471			-1.5471	5.06	x	x	8.4267	7.98
Tue	10/06/20	259.23277	1.11101	83	1.5661			-1.5661	4.95	x	x	8.4457	8.09
Wed	10/07/20	259.25913	1.11112	84	1.5852			-1.5852	4.84	x	x	8.4648	8.20
Thu	10/08/20	259.28548	1.11124	85	1.6042			-1.6042	4.72	x	x	8.4838	8.32
Fri	10/09/20	259.31184	1.11135	86	1.6232			-1.6232	4.61	x	x	8.5028	8.43
Mon	10/12/20	259.39090	1.11169	89	1.6804			-1.6804	4.27	x	x	8.5600	8.77
Tue	10/13/20	259.41726	1.11180	90	1.6994			-1.6994	4.16	x	x	8.5790	8.88
Wed	10/14/20	259.44361	1.11191	91	1.7185			-1.7185	4.05	x	x	8.5981	8.99
Thu	10/15/20	259.46997	1.11203	92	1.7375			-1.7375	3.93	x	x	8.6171	9.11
Fri	10/16/20	259.49632	1.11214	93	1.7566			-1.7566	3.82	x	x	8.6362	9.22
Mon	10/19/20	259.57539	1.11248	96	1.8138			-1.8138	3.48	x	x	8.6934	9.56
Tue	10/20/20	259.60174	1.11259	97	1.8329			-1.8329	3.37	x	x	8.7125	9.67
Wed	10/21/20	259.62810	1.11270	98	1.8520			-1.8520	3.26	x	x	8.7316	9.78
Thu	10/22/20	259.65445	1.11282	99	1.8711			-1.8711	3.14	x	x	8.7507	9.90
Fri	10/23/20	259.68081	1.11293	100	1.8902			-1.8902	3.03	x	x	8.7698	10.01
Mon	10/26/20	259.75987	1.11327	103	1.9475			-1.9475	2.69	x	x	8.8271	10.35
Tue	10/27/20	259.78623	1.11338	104	1.9666			-1.9666	2.58	x	x	8.8462	10.46
Wed	10/28/20	259.81258	1.11350	105	1.9857			-1.9857	2.46	x	x	8.8653	10.58
Thu	10/29/20	259.83894	1.11361	106	2.0048			-2.0048	2.35	x	x	8.8844	10.69
Fri	10/30/20	259.86529	1.11372	107	2.0239			-2.0239	2.24	x	x	8.9035	10.80
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	1.11400	110	2.0812			-2.0812	1.96	x	x	8.9608	11.08
Tue	11/03/20	259.94213	1.11405	111	2.1002			-2.1002	1.91	x	x	8.9798	11.13
Wed	11/04/20	259.95420	1.11410	112	2.1192			-2.1192	1.86	x	x	8.9988	11.18
Thu	11/05/20	259.96627	1.11415	113	2.1382			-2.1382	1.81	x	x	9.0178	11.23
Fri	11/06/20	259.97833	1.11421	114	2.1573			-2.1573	1.75	x	x	9.0369	11.29
Mon	11/09/20	260.01453	1.11436	117	2.2143			-2.2143	1.60	x	x	9.0939	11.44
Tue	11/10/20	260.02660	1.11441	118	2.2334			-2.2334	1.55	x	x	9.1130	11.49
Wed	11/11/20	260.03867	1.11446	119	2.2524			-2.2524	1.50	x	x	9.1320	11.54
Thu	11/12/20	260.05073	1.11452	120	2.2714			-2.2714	1.44	x	x	9.1510	11.60
Fri	11/13/20	260.06280	1.11457	121	2.2905			-2.2905	1.39	x	x	9.1701	11.65
Mon	11/16/20	260.09900	1.11472	124	2.3476			-2.3476	1.24	x	x	9.2272	11.80
Tue	11/17/20	260.11107	1.11477	125	2.3666			-2.3666	1.19	x	x	9.2462	11.85
Wed	11/18/20	260.12313	1.11483	126	2.3857			-2.3857	1.13	x	x	9.2653	11.91
Thu	11/19/20	260.13520	1.11488	127	2.4047			-2.4047	1.08	x	x	9.2843	11.96
Fri	11/20/20	260.14727	1.11493	128	2.4238			-2.4238	1.03	x	x	9.3034	12.01
Mon	11/23/20	260.18347	1.11509	131	2.4809			-2.4809	0.87	x	x	9.3605	12.17
Tue	11/24/20	260.19553	1.11514	132	2.5000			-2.5000	0.82	x	x	9.3796	12.22
Wed	11/25/20	260.20760	1.11519	133	2.5190			-2.5190	0.77	x	x	9.3986	12.27
Thu	11/26/20	260.21967	1.11524	134	2.5381			-2.5381	0.72	x	x	9.4177	12.32
Fri	11/27/20	260.23173	1.11529	135	2.5571			-2.5571	0.67	x	x	9.4367	12.37
Mon	11/30/20	260.26793	1.11545	138	2.6143			-2.6143	0.51	x	x	9.4939	12.53
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Tue	12/01/20	260.28000	1.11550	139	2.6334			-2.6334	0.46	x	x	9.5130	12.58
Wed	12/02/20	260.28348	1.11551	140	2.6524			-2.6524	0.45	x	x	9.5320	12.59
Thu	12/03/20	260.28697	1.11553	141	2.6714			-2.6714	0.43	x	x	9.5510	12.61
Fri	12/04/20	260.29045	1.11554	142	2.6903			-2.6903	0.42	x	x	9.5699	12.62
Mon	12/07/20	260.30090	1.11559	145	2.7473			-2.7473	0.37	x	x	9.6269	12.67
Tue	12/08/20	260.30439	1.11560	146	2.7663			-2.7663	0.36	x	x	9.6459	12.68
Wed	12/09/20	260.30787	1.11562	147	2.7853			-2.7853	0.34	x	x	9.6649	12.70
Thu	12/10/20	260.31135	1.11563	148	2.8042			-2.8042	0.33	x	x	9.6838	12.71
Fri	12/11/20	260.31484	1.11565	149	2.8232			-2.8232	0.31	x	x	9.7028	12.73
Mon	12/14/20	260.32529	1.11569	152	2.8802			-2.8802	0.27	x	x	9.7598	12.77
Tue	12/15/20	260.32877	1.11571	153	2.8992			-2.8992	0.25	x	x	9.7788	12.79
Wed	12/16/20	260.33226	1.11572	154	2.9182			-2.9182	0.24	x	x	9.7978	12.80
Thu	12/17/20	260.33574	1.11574	155	2.9372			-2.9372	0.22	x	x	9.8168	12.82
Fri	12/18/20	260.33923	1.11575	156	2.9561			-2.9561	0.21	x	x	9.8357	12.83
Mon	12/21/20	260.34968	1.11580	159	3.0131			-3.0131	0.16	x	x	9.8927	12.88
Tue	12/22/20	260.35316	1.11581	160	3.0321			-3.0321	0.15	x	x	9.9117	12.89
Wed	12/23/20	260.35665	1.11583	161	3.0511			-3.0511	0.13	x	x	9.9307	12.91
Thu	12/24/20	260.36013	1.11584	162	3.0701			-3.0701	0.12	x	x	9.9497	12.92
Fri	12/25/20	260.36361	1.11586	163	3.0891			-3.0891	0.10	x	x	9.9687	12.94
Mon	12/28/20	260.37406	1.11590	166	3.1460			-3.1460	0.06	x	x	10.0256	12.98
Tue	12/29/20	260.37755	1.11592	167	3.1651			-3.1651	0.04	x	x	10.0447	13.00
Wed	12/30/20	260.38103	1.11593	168	3.1840			-3.1840	0.03	x	x	10.0636	13.01
Thu	12/31/20	260.38452	1.11595	169	3.2030			-3.2030	0.01	x	x	10.0826	13.03
Fri	01/01/21	260.38800	1.11596

Generated 12/10/20 09:32