0.375% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2025

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

CUSIP Number	912828XL9	Interest 01/15/20 (184 days)	$2.0342
Dated Date	July 15, 2015	Interest 07/15/20 (182 days)	$2.0272
Ref CPI on Dated Date	237.14365	Interest Total	$4.0614
Original Issue Date	July 31, 2015	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	1.08519	170	1.8799	x	x	2.1815	12.83			1.8799	0.00
Thu	01/02/20	257.34155	1.08517	171	1.8909	x	x	2.1705	12.85			1.8909	-0.02
Fri	01/03/20	257.33710	1.08515	172	1.9020	x	x	2.1594	12.87			1.9020	-0.04
Mon	01/06/20	257.32374	1.08510	175	1.9350	x	x	2.1264	12.92			1.9350	-0.09
Tue	01/07/20	257.31929	1.08508	176	1.9461	x	x	2.1153	12.94			1.9461	-0.11
Wed	01/08/20	257.31484	1.08506	177	1.9571	x	x	2.1043	12.96			1.9571	-0.13
Thu	01/09/20	257.31039	1.08504	178	1.9681	x	x	2.0933	12.98			1.9681	-0.15
Fri	01/10/20	257.30594	1.08502	179	1.9791	x	x	2.0823	13.00			1.9791	-0.17
Mon	01/13/20	257.29258	1.08497	182	2.0122	x	x	2.0492	13.05			2.0122	-0.22
Tue	01/14/20	257.28813	1.08495	183	2.0232	x	x	2.0382	13.07			2.0232	-0.24
Wed	01/15/20	257.28368	1.08493	0	0.0000		x	2.0272	13.09	x		2.0342	-0.26
Thu	01/16/20	257.27923	1.08491	1	0.0112		x	2.0160	13.11	x		2.0454	-0.28
Fri	01/17/20	257.27477	1.08489	2	0.0224		x	2.0048	13.13	x		2.0566	-0.30
Mon	01/20/20	257.26142	1.08483	5	0.0559		x	1.9713	13.19	x		2.0901	-0.36
Tue	01/21/20	257.25697	1.08481	6	0.0671		x	1.9601	13.21	x		2.1013	-0.38
Wed	01/22/20	257.25252	1.08480	7	0.0782		x	1.9490	13.22	x		2.1124	-0.39
Thu	01/23/20	257.24806	1.08478	8	0.0894		x	1.9378	13.24	x		2.1236	-0.41
Fri	01/24/20	257.24361	1.08476	9	0.1006		x	1.9266	13.26	x		2.1348	-0.43
Mon	01/27/20	257.23026	1.08470	12	0.1341		x	1.8931	13.32	x		2.1683	-0.49
Tue	01/28/20	257.22581	1.08468	13	0.1453		x	1.8819	13.34	x		2.1795	-0.51
Wed	01/29/20	257.22135	1.08466	14	0.1564		x	1.8708	13.36	x		2.1906	-0.53
Thu	01/30/20	257.21690	1.08465	15	0.1676		x	1.8596	13.37	x		2.2018	-0.54
Fri	01/31/20	257.21245	1.08463	16	0.1788		x	1.8484	13.39	x		2.2130	-0.56
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	02/03/20	257.19186	1.08454	19	0.2123		x	1.8149	13.48	x		2.2465	-0.65
Tue	02/04/20	257.18379	1.08451	20	0.2235		x	1.8037	13.51	x		2.2577	-0.68
Wed	02/05/20	257.17572	1.08447	21	0.2346		x	1.7926	13.55	x		2.2688	-0.72
Thu	02/06/20	257.16766	1.08444	22	0.2458		x	1.7814	13.58	x		2.2800	-0.75
Fri	02/07/20	257.15959	1.08440	23	0.2569		x	1.7703	13.62	x		2.2911	-0.79
Mon	02/10/20	257.13538	1.08430	26	0.2904		x	1.7368	13.72	x		2.3246	-0.89
Tue	02/11/20	257.12731	1.08427	27	0.3016		x	1.7256	13.75	x		2.3358	-0.92
Wed	02/12/20	257.11924	1.08423	28	0.3128		x	1.7144	13.79	x		2.3470	-0.96
Thu	02/13/20	257.11117	1.08420	29	0.3239		x	1.7033	13.82	x		2.3581	-0.99
Fri	02/14/20	257.10310	1.08417	30	0.3351		x	1.6921	13.85	x		2.3693	-1.02
Mon	02/17/20	257.07890	1.08406	33	0.3686		x	1.6586	13.96	x		2.4028	-1.13
Tue	02/18/20	257.07083	1.08403	34	0.3797		x	1.6475	13.99	x		2.4139	-1.16
Wed	02/19/20	257.06276	1.08400	35	0.3909		x	1.6363	14.02	x		2.4251	-1.19
Thu	02/20/20	257.05469	1.08396	36	0.4020		x	1.6252	14.06	x		2.4362	-1.23
Fri	02/21/20	257.04662	1.08393	37	0.4132		x	1.6140	14.09	x		2.4474	-1.26
Mon	02/24/20	257.02241	1.08383	40	0.4466		x	1.5806	14.19	x		2.4808	-1.36
Tue	02/25/20	257.01434	1.08379	41	0.4578		x	1.5694	14.23	x		2.4920	-1.40
Wed	02/26/20	257.00628	1.08376	42	0.4689		x	1.5583	14.26	x		2.5031	-1.43
Thu	02/27/20	256.99821	1.08372	43	0.4801		x	1.5471	14.30	x		2.5143	-1.47
Fri	02/28/20	256.99014	1.08369	44	0.4912		x	1.5360	14.33	x		2.5254	-1.50
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	1.08376	47	0.5248		x	1.5024	14.26	x		2.5590	-1.43
Tue	03/03/20	257.03832	1.08389	48	0.5360		x	1.4912	14.13	x		2.5702	-1.30
Wed	03/04/20	257.07048	1.08403	49	0.5472		x	1.4800	13.99	x		2.5814	-1.16
Thu	03/05/20	257.10265	1.08416	50	0.5585		x	1.4687	13.86	x		2.5927	-1.03
Fri	03/06/20	257.13481	1.08430	51	0.5697		x	1.4575	13.72	x		2.6039	-0.89
Mon	03/09/20	257.23129	1.08471	54	0.6034		x	1.4238	13.31	x		2.6376	-0.48
Tue	03/10/20	257.26345	1.08484	55	0.6147		x	1.4125	13.18	x		2.6489	-0.35
Wed	03/11/20	257.29561	1.08498	56	0.6260		x	1.4012	13.04	x		2.6602	-0.21
Thu	03/12/20	257.32777	1.08511	57	0.6372		x	1.3900	12.91	x		2.6714	-0.08
Fri	03/13/20	257.35994	1.08525	58	0.6485		x	1.3787	12.77	x		2.6827	0.06
Mon	03/16/20	257.45642	1.08566	61	0.6823		x	1.3449	12.36	x		2.7165	0.47
Tue	03/17/20	257.48858	1.08579	62	0.6935		x	1.3337	12.23	x		2.7277	0.60
Wed	03/18/20	257.52074	1.08593	63	0.7048		x	1.3224	12.09	x		2.7390	0.74
Thu	03/19/20	257.55290	1.08606	64	0.7161		x	1.3111	11.96	x		2.7503	0.87
Fri	03/20/20	257.58506	1.08620	65	0.7274		x	1.2998	11.82	x		2.7616	1.01
Mon	03/23/20	257.68155	1.08661	68	0.7612		x	1.2660	11.41	x		2.7954	1.42
Tue	03/24/20	257.71371	1.08674	69	0.7725		x	1.2547	11.28	x		2.8067	1.55
Wed	03/25/20	257.74587	1.08688	70	0.7838		x	1.2434	11.14	x		2.8180	1.69
Thu	03/26/20	257.77803	1.08701	71	0.7951		x	1.2321	11.01	x		2.8293	1.82
Fri	03/27/20	257.81019	1.08715	72	0.8064		x	1.2208	10.87	x		2.8406	1.96
Mon	03/30/20	257.90668	1.08755	75	0.8403		x	1.1869	10.47	x		2.8745	2.36
Tue	03/31/20	257.93884	1.08769	76	0.8516		x	1.1756	10.33	x		2.8858	2.50
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	1.08783	77	0.8629		x	1.1643	10.19	x		2.8971	2.64
Thu	04/02/20	257.99457	1.08793	78	0.8742		x	1.1530	10.09	x		2.9084	2.74
Fri	04/03/20	258.01813	1.08802	79	0.8855		x	1.1417	10.00	x		2.9197	2.83
Mon	04/06/20	258.08883	1.08832	82	0.9194		x	1.1078	9.70	x		2.9536	3.13
Tue	04/07/20	258.11240	1.08842	83	0.9307		x	1.0965	9.60	x		2.9649	3.23
Wed	04/08/20	258.13597	1.08852	84	0.9420		x	1.0852	9.50	x		2.9762	3.33
Thu	04/09/20	258.15953	1.08862	85	0.9533		x	1.0739	9.40	x		2.9875	3.43
Fri	04/10/20	258.18310	1.08872	86	0.9646		x	1.0626	9.30	x		2.9988	3.53
Mon	04/13/20	258.25380	1.08902	89	0.9985		x	1.0287	9.00	x		3.0327	3.83
Tue	04/14/20	258.27737	1.08912	90	1.0098		x	1.0174	8.90	x		3.0440	3.93
Wed	04/15/20	258.30093	1.08922	91	1.0211		x	1.0061	8.80	x		3.0553	4.03
Thu	04/16/20	258.32450	1.08932	92	1.0325		x	0.9947	8.70	x		3.0667	4.13
Fri	04/17/20	258.34807	1.08942	93	1.0438		x	0.9834	8.60	x		3.0780	4.23
Mon	04/20/20	258.41877	1.08971	96	1.0777		x	0.9495	8.31	x		3.1119	4.52
Tue	04/21/20	258.44233	1.08981	97	1.0891		x	0.9381	8.21	x		3.1233	4.62
Wed	04/22/20	258.46590	1.08991	98	1.1004		x	0.9268	8.11	x		3.1346	4.72
Thu	04/23/20	258.48947	1.09001	99	1.1117		x	0.9155	8.01	x		3.1459	4.82
Fri	04/24/20	258.51303	1.09011	100	1.1231		x	0.9041	7.91	x		3.1573	4.92
Mon	04/27/20	258.58373	1.09041	103	1.1571		x	0.8701	7.61	x		3.1913	5.22
Tue	04/28/20	258.60730	1.09051	104	1.1684		x	0.8588	7.51	x		3.2026	5.32
Wed	04/29/20	258.63087	1.09061	105	1.1797		x	0.8475	7.41	x		3.2139	5.42
Thu	04/30/20	258.65443	1.09071	106	1.1911		x	0.8361	7.31	x		3.2253	5.52
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Fri	05/01/20	258.67800	1.09081	107	1.2024		x	0.8248	7.21	x		3.2366	5.62
Mon	05/04/20	258.62352	1.09058	110	1.2359		x	0.7913	7.44	x		3.2701	5.39
Tue	05/05/20	258.60535	1.09050	111	1.2470		x	0.7802	7.52	x		3.2812	5.31
Wed	05/06/20	258.58719	1.09042	112	1.2582		x	0.7690	7.60	x		3.2924	5.23
Thu	05/07/20	258.56903	1.09035	113	1.2693		x	0.7579	7.67	x		3.3035	5.16
Fri	05/08/20	258.55087	1.09027	114	1.2805		x	0.7467	7.75	x		3.3147	5.08
Mon	05/11/20	258.49639	1.09004	117	1.3139		x	0.7133	7.98	x		3.3481	4.85
Tue	05/12/20	258.47823	1.08996	118	1.3250		x	0.7022	8.06	x		3.3592	4.77
Wed	05/13/20	258.46006	1.08989	119	1.3362		x	0.6910	8.13	x		3.3704	4.70
Thu	05/14/20	258.44190	1.08981	120	1.3473		x	0.6799	8.21	x		3.3815	4.62
Fri	05/15/20	258.42374	1.08974	121	1.3584		x	0.6688	8.28	x		3.3926	4.55
Mon	05/18/20	258.36926	1.08951	124	1.3918		x	0.6354	8.51	x		3.4260	4.32
Tue	05/19/20	258.35110	1.08943	125	1.4029		x	0.6243	8.59	x		3.4371	4.24
Wed	05/20/20	258.33294	1.08935	126	1.4141		x	0.6131	8.67	x		3.4483	4.16
Thu	05/21/20	258.31477	1.08928	127	1.4252		x	0.6020	8.74	x		3.4594	4.09
Fri	05/22/20	258.29661	1.08920	128	1.4363		x	0.5909	8.82	x		3.4705	4.01
Mon	05/25/20	258.24213	1.08897	131	1.4697		x	0.5575	9.05	x		3.5039	3.78
Tue	05/26/20	258.22397	1.08889	132	1.4808		x	0.5464	9.13	x		3.5150	3.70
Wed	05/27/20	258.20581	1.08882	133	1.4919		x	0.5353	9.20	x		3.5261	3.63
Thu	05/28/20	258.18765	1.08874	134	1.5030		x	0.5242	9.28	x		3.5372	3.55
Fri	05/29/20	258.16948	1.08866	135	1.5141		x	0.5131	9.36	x		3.5483	3.47
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	1.08843	138	1.5474		x	0.4798	9.59	x		3.5816	3.24
Tue	06/02/20	258.05747	1.08819	139	1.5583		x	0.4689	9.83	x		3.5925	3.00
Wed	06/03/20	257.99993	1.08795	140	1.5692		x	0.4580	10.07	x		3.6034	2.76
Thu	06/04/20	257.94240	1.08771	141	1.5800		x	0.4472	10.31	x		3.6142	2.52
Fri	06/05/20	257.88487	1.08746	142	1.5909		x	0.4363	10.56	x		3.6251	2.27
Mon	06/08/20	257.71227	1.08673	145	1.6234		x	0.4038	11.29	x		3.6576	1.54
Tue	06/09/20	257.65473	1.08649	146	1.6342		x	0.3930	11.53	x		3.6684	1.30
Wed	06/10/20	257.59720	1.08625	147	1.6450		x	0.3822	11.77	x		3.6792	1.06
Thu	06/11/20	257.53967	1.08601	148	1.6559		x	0.3713	12.01	x		3.6901	0.82
Fri	06/12/20	257.48213	1.08576	149	1.6667		x	0.3605	12.26	x		3.7009	0.57
Mon	06/15/20	257.30953	1.08504	152	1.6991		x	0.3281	12.98	x		3.7333	-0.15
Tue	06/16/20	257.25200	1.08479	153	1.7099		x	0.3173	13.23	x		3.7441	-0.40
Wed	06/17/20	257.19447	1.08455	154	1.7207		x	0.3065	13.47	x		3.7549	-0.64
Thu	06/18/20	257.13693	1.08431	155	1.7315		x	0.2957	13.71	x		3.7657	-0.88
Fri	06/19/20	257.07940	1.08407	156	1.7423		x	0.2849	13.95	x		3.7765	-1.12
Mon	06/22/20	256.90680	1.08334	159	1.7746		x	0.2526	14.68	x		3.8088	-1.85
Tue	06/23/20	256.84927	1.08310	160	1.7853		x	0.2419	14.92	x		3.8195	-2.09
Wed	06/24/20	256.79173	1.08285	161	1.7961		x	0.2311	15.17	x		3.8303	-2.34
Thu	06/25/20	256.73420	1.08261	162	1.8068		x	0.2204	15.41	x		3.8410	-2.58
Fri	06/26/20	256.67667	1.08237	163	1.8176		x	0.2096	15.65	x		3.8518	-2.82
Mon	06/29/20	256.50407	1.08164	166	1.8498		x	0.1774	16.38	x		3.8840	-3.55
Tue	06/30/20	256.44653	1.08140	167	1.8605		x	0.1667	16.62	x		3.8947	-3.79
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Wed	07/01/20	256.38900	1.08115	168	1.8712		x	0.1560	16.87	x		3.9054	-4.04
Thu	07/02/20	256.38916	1.08116	169	1.8824		x	0.1448	16.86	x		3.9166	-4.03
Fri	07/03/20	256.38932	1.08116	170	1.8935		x	0.1337	16.86	x		3.9277	-4.03
Mon	07/06/20	256.38981	1.08116	173	1.9269		x	0.1003	16.86	x		3.9611	-4.03
Tue	07/07/20	256.38997	1.08116	174	1.9381		x	0.0891	16.86	x		3.9723	-4.03
Wed	07/08/20	256.39013	1.08116	175	1.9492		x	0.0780	16.86	x		3.9834	-4.03
Thu	07/09/20	256.39029	1.08116	176	1.9603		x	0.0669	16.86	x		3.9945	-4.03
Fri	07/10/20	256.39045	1.08116	177	1.9715		x	0.0557	16.86	x		4.0057	-4.03
Mon	07/13/20	256.39094	1.08116	180	2.0049		x	0.0223	16.86	x		4.0391	-4.03
Tue	07/14/20	256.39110	1.08116	181	2.0160		x	0.0112	16.86	x		4.0502	-4.03
Wed	07/15/20	256.39126	1.08116	0	0.0000			0.0000	16.86	x	x	4.0614	-4.03
Thu	07/16/20	256.39142	1.08117	1	0.0110			-0.0110	16.85	x	x	4.0724	-4.02
Fri	07/17/20	256.39158	1.08117	2	0.0220			-0.0220	16.85	x	x	4.0834	-4.02
Mon	07/20/20	256.39206	1.08117	5	0.0551			-0.0551	16.85	x	x	4.1165	-4.02
Tue	07/21/20	256.39223	1.08117	6	0.0661			-0.0661	16.85	x	x	4.1275	-4.02
Wed	07/22/20	256.39239	1.08117	7	0.0771			-0.0771	16.85	x	x	4.1385	-4.02
Thu	07/23/20	256.39255	1.08117	8	0.0881			-0.0881	16.85	x	x	4.1495	-4.02
Fri	07/24/20	256.39271	1.08117	9	0.0992			-0.0992	16.85	x	x	4.1606	-4.02
Mon	07/27/20	256.39319	1.08117	12	0.1322			-0.1322	16.85	x	x	4.1936	-4.02
Tue	07/28/20	256.39335	1.08117	13	0.1432			-0.1432	16.85	x	x	4.2046	-4.02
Wed	07/29/20	256.39352	1.08117	14	0.1542			-0.1542	16.85	x	x	4.2156	-4.02
Thu	07/30/20	256.39368	1.08117	15	0.1653			-0.1653	16.85	x	x	4.2267	-4.02
Fri	07/31/20	256.39384	1.08118	16	0.1763			-0.1763	16.84	x	x	4.2377	-4.01
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	1.08156	19	0.2094			-0.2094	16.46	x	x	4.2708	-3.63
Tue	08/04/20	256.52977	1.08175	20	0.2205			-0.2205	16.27	x	x	4.2819	-3.44
Wed	08/05/20	256.57503	1.08194	21	0.2315			-0.2315	16.08	x	x	4.2929	-3.25
Thu	08/06/20	256.62029	1.08213	22	0.2426			-0.2426	15.89	x	x	4.3040	-3.06
Fri	08/07/20	256.66555	1.08232	23	0.2537			-0.2537	15.70	x	x	4.3151	-2.87
Mon	08/10/20	256.80132	1.08289	26	0.2869			-0.2869	15.13	x	x	4.3483	-2.30
Tue	08/11/20	256.84658	1.08308	27	0.2980			-0.2980	14.94	x	x	4.3594	-2.11
Wed	08/12/20	256.89184	1.08328	28	0.3091			-0.3091	14.74	x	x	4.3705	-1.91
Thu	08/13/20	256.93710	1.08347	29	0.3202			-0.3202	14.55	x	x	4.3816	-1.72
Fri	08/14/20	256.98235	1.08366	30	0.3313			-0.3313	14.36	x	x	4.3927	-1.53
Mon	08/17/20	257.11813	1.08423	33	0.3646			-0.3646	13.79	x	x	4.4260	-0.96
Tue	08/18/20	257.16339	1.08442	34	0.3757			-0.3757	13.60	x	x	4.4371	-0.77
Wed	08/19/20	257.20865	1.08461	35	0.3868			-0.3868	13.41	x	x	4.4482	-0.58
Thu	08/20/20	257.25390	1.08480	36	0.3980			-0.3980	13.22	x	x	4.4594	-0.39
Fri	08/21/20	257.29916	1.08499	37	0.4091			-0.4091	13.03	x	x	4.4705	-0.20
Mon	08/24/20	257.43494	1.08557	40	0.4425			-0.4425	12.45	x	x	4.5039	0.38
Tue	08/25/20	257.48019	1.08576	41	0.4536			-0.4536	12.26	x	x	4.5150	0.57
Wed	08/26/20	257.52545	1.08595	42	0.4648			-0.4648	12.07	x	x	4.5262	0.76
Thu	08/27/20	257.57071	1.08614	43	0.4759			-0.4759	11.88	x	x	4.5373	0.95
Fri	08/28/20	257.61597	1.08633	44	0.4871			-0.4871	11.69	x	x	4.5485	1.14
Mon	08/31/20	257.75174	1.08690	47	0.5206			-0.5206	11.12	x	x	4.5820	1.71
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	1.08709	48	0.5317			-0.5317	10.93	x	x	4.5931	1.90
Wed	09/02/20	257.84047	1.08728	49	0.5429			-0.5429	10.74	x	x	4.6043	2.09
Thu	09/03/20	257.88393	1.08746	50	0.5541			-0.5541	10.56	x	x	4.6155	2.27
Fri	09/04/20	257.92740	1.08764	51	0.5652			-0.5652	10.38	x	x	4.6266	2.45
Mon	09/07/20	258.05780	1.08819	54	0.5988			-0.5988	9.83	x	x	4.6602	3.00
Tue	09/08/20	258.10127	1.08838	55	0.6100			-0.6100	9.64	x	x	4.6714	3.19
Wed	09/09/20	258.14473	1.08856	56	0.6212			-0.6212	9.46	x	x	4.6826	3.37
Thu	09/10/20	258.18820	1.08874	57	0.6324			-0.6324	9.28	x	x	4.6938	3.55
Fri	09/11/20	258.23167	1.08893	58	0.6436			-0.6436	9.09	x	x	4.7050	3.74
Mon	09/14/20	258.36207	1.08947	61	0.6772			-0.6772	8.55	x	x	4.7386	4.28
Tue	09/15/20	258.40553	1.08966	62	0.6884			-0.6884	8.36	x	x	4.7498	4.47
Wed	09/16/20	258.44900	1.08984	63	0.6997			-0.6997	8.18	x	x	4.7611	4.65
Thu	09/17/20	258.49247	1.09002	64	0.7109			-0.7109	8.00	x	x	4.7723	4.83
Fri	09/18/20	258.53593	1.09021	65	0.7221			-0.7221	7.81	x	x	4.7835	5.02
Mon	09/21/20	258.66633	1.09076	68	0.7558			-0.7558	7.26	x	x	4.8172	5.57
Tue	09/22/20	258.70980	1.09094	69	0.7671			-0.7671	7.08	x	x	4.8285	5.75
Wed	09/23/20	258.75327	1.09112	70	0.7783			-0.7783	6.90	x	x	4.8397	5.93
Thu	09/24/20	258.79673	1.09131	71	0.7896			-0.7896	6.71	x	x	4.8510	6.12
Fri	09/25/20	258.84020	1.09149	72	0.8008			-0.8008	6.53	x	x	4.8622	6.30
Mon	09/28/20	258.97060	1.09204	75	0.8346			-0.8346	5.98	x	x	4.8960	6.85
Tue	09/29/20	259.01407	1.09222	76	0.8459			-0.8459	5.80	x	x	4.9073	7.03
Wed	09/30/20	259.05753	1.09241	77	0.8572			-0.8572	5.61	x	x	4.9186	7.22
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	1.09259	78	0.8684			-0.8684	5.43	x	x	4.9298	7.40
Fri	10/02/20	259.12735	1.09270	79	0.8797			-0.8797	5.32	x	x	4.9411	7.51
Mon	10/05/20	259.20642	1.09304	82	0.9133			-0.9133	4.98	x	x	4.9747	7.85
Tue	10/06/20	259.23277	1.09315	83	0.9246			-0.9246	4.87	x	x	4.9860	7.96
Wed	10/07/20	259.25913	1.09326	84	0.9358			-0.9358	4.76	x	x	4.9972	8.07
Thu	10/08/20	259.28548	1.09337	85	0.9470			-0.9470	4.65	x	x	5.0084	8.18
Fri	10/09/20	259.31184	1.09348	86	0.9583			-0.9583	4.54	x	x	5.0197	8.29
Mon	10/12/20	259.39090	1.09381	89	0.9920			-0.9920	4.21	x	x	5.0534	8.62
Tue	10/13/20	259.41726	1.09392	90	1.0033			-1.0033	4.10	x	x	5.0647	8.73
Wed	10/14/20	259.44361	1.09404	91	1.0145			-1.0145	3.98	x	x	5.0759	8.85
Thu	10/15/20	259.46997	1.09415	92	1.0258			-1.0258	3.87	x	x	5.0872	8.96
Fri	10/16/20	259.49632	1.09426	93	1.0370			-1.0370	3.76	x	x	5.0984	9.07
Mon	10/19/20	259.57539	1.09459	96	1.0708			-1.0708	3.43	x	x	5.1322	9.40
Tue	10/20/20	259.60174	1.09470	97	1.0821			-1.0821	3.32	x	x	5.1435	9.51
Wed	10/21/20	259.62810	1.09481	98	1.0933			-1.0933	3.21	x	x	5.1547	9.62
Thu	10/22/20	259.65445	1.09492	99	1.1046			-1.1046	3.10	x	x	5.1660	9.73
Fri	10/23/20	259.68081	1.09504	100	1.1159			-1.1159	2.98	x	x	5.1773	9.85
Mon	10/26/20	259.75987	1.09537	103	1.1497			-1.1497	2.65	x	x	5.2111	10.18
Tue	10/27/20	259.78623	1.09548	104	1.1610			-1.1610	2.54	x	x	5.2224	10.29
Wed	10/28/20	259.81258	1.09559	105	1.1723			-1.1723	2.43	x	x	5.2337	10.40
Thu	10/29/20	259.83894	1.09570	106	1.1835			-1.1835	2.32	x	x	5.2449	10.51
Fri	10/30/20	259.86529	1.09581	107	1.1948			-1.1948	2.21	x	x	5.2562	10.62
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	11/02/20	259.93007	1.09609	110	1.2286			-1.2286	1.93	x	x	5.2900	10.90
Tue	11/03/20	259.94213	1.09614	111	1.2399			-1.2399	1.88	x	x	5.3013	10.95
Wed	11/04/20	259.95420	1.09619	112	1.2511			-1.2511	1.83	x	x	5.3125	11.00
Thu	11/05/20	259.96627	1.09624	113	1.2623			-1.2623	1.78	x	x	5.3237	11.05
Fri	11/06/20	259.97833	1.09629	114	1.2735			-1.2735	1.73	x	x	5.3349	11.10
Mon	11/09/20	260.01453	1.09644	117	1.3072			-1.3072	1.58	x	x	5.3686	11.25
Tue	11/10/20	260.02660	1.09649	118	1.3185			-1.3185	1.53	x	x	5.3799	11.30
Wed	11/11/20	260.03867	1.09654	119	1.3297			-1.3297	1.48	x	x	5.3911	11.35
Thu	11/12/20	260.05073	1.09660	120	1.3410			-1.3410	1.42	x	x	5.4024	11.41
Fri	11/13/20	260.06280	1.09665	121	1.3522			-1.3522	1.37	x	x	5.4136	11.46
Mon	11/16/20	260.09900	1.09680	124	1.3859			-1.3859	1.22	x	x	5.4473	11.61
Tue	11/17/20	260.11107	1.09685	125	1.3971			-1.3971	1.17	x	x	5.4585	11.66
Wed	11/18/20	260.12313	1.09690	126	1.4084			-1.4084	1.12	x	x	5.4698	11.71
Thu	11/19/20	260.13520	1.09695	127	1.4196			-1.4196	1.07	x	x	5.4810	11.76
Fri	11/20/20	260.14727	1.09700	128	1.4309			-1.4309	1.02	x	x	5.4923	11.81
Mon	11/23/20	260.18347	1.09716	131	1.4646			-1.4646	0.86	x	x	5.5260	11.97
Tue	11/24/20	260.19553	1.09721	132	1.4759			-1.4759	0.81	x	x	5.5373	12.02
Wed	11/25/20	260.20760	1.09726	133	1.4871			-1.4871	0.76	x	x	5.5485	12.07
Thu	11/26/20	260.21967	1.09731	134	1.4984			-1.4984	0.71	x	x	5.5598	12.12
Fri	11/27/20	260.23173	1.09736	135	1.5096			-1.5096	0.66	x	x	5.5710	12.17
Mon	11/30/20	260.26793	1.09751	138	1.5434			-1.5434	0.51	x	x	5.6048	12.32
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	1.09756	139	1.5546			-1.5546	0.46	x	x	5.6160	12.37
Wed	12/02/20	260.28348	1.09758	140	1.5658			-1.5658	0.44	x	x	5.6272	12.39
Thu	12/03/20	260.28697	1.09759	141	1.5770			-1.5770	0.43	x	x	5.6384	12.40
Fri	12/04/20	260.29045	1.09761	142	1.5883			-1.5883	0.41	x	x	5.6497	12.42
Mon	12/07/20	260.30090	1.09765	145	1.6219			-1.6219	0.37	x	x	5.6833	12.46
Tue	12/08/20	260.30439	1.09767	146	1.6331			-1.6331	0.35	x	x	5.6945	12.48
Wed	12/09/20	260.30787	1.09768	147	1.6443			-1.6443	0.34	x	x	5.7057	12.49
Thu	12/10/20	260.31135	1.09769	148	1.6555			-1.6555	0.33	x	x	5.7169	12.50
Fri	12/11/20	260.31484	1.09771	149	1.6667			-1.6667	0.31	x	x	5.7281	12.52
Mon	12/14/20	260.32529	1.09775	152	1.7003			-1.7003	0.27	x	x	5.7617	12.56
Tue	12/15/20	260.32877	1.09777	153	1.7115			-1.7115	0.25	x	x	5.7729	12.58
Wed	12/16/20	260.33226	1.09778	154	1.7227			-1.7227	0.24	x	x	5.7841	12.59
Thu	12/17/20	260.33574	1.09780	155	1.7340			-1.7340	0.22	x	x	5.7954	12.61
Fri	12/18/20	260.33923	1.09781	156	1.7452			-1.7452	0.21	x	x	5.8066	12.62
Mon	12/21/20	260.34968	1.09786	159	1.7788			-1.7788	0.16	x	x	5.8402	12.67
Tue	12/22/20	260.35316	1.09787	160	1.7900			-1.7900	0.15	x	x	5.8514	12.68
Wed	12/23/20	260.35665	1.09789	161	1.8012			-1.8012	0.13	x	x	5.8626	12.70
Thu	12/24/20	260.36013	1.09790	162	1.8124			-1.8124	0.12	x	x	5.8738	12.71
Fri	12/25/20	260.36361	1.09792	163	1.8237			-1.8237	0.10	x	x	5.8851	12.73
Mon	12/28/20	260.37406	1.09796	166	1.8573			-1.8573	0.06	x	x	5.9187	12.77
Tue	12/29/20	260.37755	1.09797	167	1.8685			-1.8685	0.05	x	x	5.9299	12.78
Wed	12/30/20	260.38103	1.09799	168	1.8797			-1.8797	0.03	x	x	5.9411	12.80
Thu	12/31/20	260.38452	1.09800	169	1.8909			-1.8909	0.02	x	x	5.9523	12.81
Fri	01/01/21	260.38800	1.09802

Generated 12/10/20 09:32