0.625% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2026

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

CUSIP Number	912828N71	Interest 01/15/20 (184 days)	$3.3837
Dated Date	January 15, 2016	Interest 07/15/20 (182 days)	$3.3720
Ref CPI on Dated Date	237.61129	Interest Total	$6.7557
Original Issue Date	January 29, 2016	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	1.08305	170	3.1270	x	x	3.6287	12.81			3.1270	0.00
Thu	01/02/20	257.34155	1.08304	171	3.1454	x	x	3.6103	12.82			3.1454	-0.01
Fri	01/03/20	257.33710	1.08302	172	3.1637	x	x	3.5920	12.84			3.1637	-0.03
Mon	01/06/20	257.32374	1.08296	175	3.2187	x	x	3.5370	12.90			3.2187	-0.09
Tue	01/07/20	257.31929	1.08294	176	3.2370	x	x	3.5187	12.92			3.2370	-0.11
Wed	01/08/20	257.31484	1.08292	177	3.2554	x	x	3.5003	12.94			3.2554	-0.13
Thu	01/09/20	257.31039	1.08290	178	3.2737	x	x	3.4820	12.96			3.2737	-0.15
Fri	01/10/20	257.30594	1.08289	179	3.2921	x	x	3.4636	12.97			3.2921	-0.16
Mon	01/13/20	257.29258	1.08283	182	3.3471	x	x	3.4086	13.03			3.3471	-0.22
Tue	01/14/20	257.28813	1.08281	183	3.3654	x	x	3.3903	13.05			3.3654	-0.24
Wed	01/15/20	257.28368	1.08279	0	0.0000		x	3.3720	13.07	x		3.3837	-0.26
Thu	01/16/20	257.27923	1.08277	1	0.0186		x	3.3534	13.09	x		3.4023	-0.28
Fri	01/17/20	257.27477	1.08275	2	0.0372		x	3.3348	13.11	x		3.4209	-0.30
Mon	01/20/20	257.26142	1.08270	5	0.0930		x	3.2790	13.16	x		3.4767	-0.35
Tue	01/21/20	257.25697	1.08268	6	0.1115		x	3.2605	13.18	x		3.4952	-0.37
Wed	01/22/20	257.25252	1.08266	7	0.1301		x	3.2419	13.20	x		3.5138	-0.39
Thu	01/23/20	257.24806	1.08264	8	0.1487		x	3.2233	13.22	x		3.5324	-0.41
Fri	01/24/20	257.24361	1.08262	9	0.1673		x	3.2047	13.24	x		3.5510	-0.43
Mon	01/27/20	257.23026	1.08257	12	0.2231		x	3.1489	13.29	x		3.6068	-0.48
Tue	01/28/20	257.22581	1.08255	13	0.2416		x	3.1304	13.31	x		3.6253	-0.50
Wed	01/29/20	257.22135	1.08253	14	0.2602		x	3.1118	13.33	x		3.6439	-0.52
Thu	01/30/20	257.21690	1.08251	15	0.2788		x	3.0932	13.35	x		3.6625	-0.54
Fri	01/31/20	257.21245	1.08249	16	0.2974		x	3.0746	13.37	x		3.6811	-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	1.08241	19	0.3531		x	3.0189	13.45	x		3.7368	-0.64
Tue	02/04/20	257.18379	1.08237	20	0.3717		x	3.0003	13.49	x		3.7554	-0.68
Wed	02/05/20	257.17572	1.08234	21	0.3903		x	2.9817	13.52	x		3.7740	-0.71
Thu	02/06/20	257.16766	1.08230	22	0.4088		x	2.9632	13.56	x		3.7925	-0.75
Fri	02/07/20	257.15959	1.08227	23	0.4274		x	2.9446	13.59	x		3.8111	-0.78
Mon	02/10/20	257.13538	1.08217	26	0.4831		x	2.8889	13.69	x		3.8668	-0.88
Tue	02/11/20	257.12731	1.08213	27	0.5017		x	2.8703	13.73	x		3.8854	-0.92
Wed	02/12/20	257.11924	1.08210	28	0.5202		x	2.8518	13.76	x		3.9039	-0.95
Thu	02/13/20	257.11117	1.08207	29	0.5388		x	2.8332	13.79	x		3.9225	-0.98
Fri	02/14/20	257.10310	1.08203	30	0.5574		x	2.8146	13.83	x		3.9411	-1.02
Mon	02/17/20	257.07890	1.08193	33	0.6130		x	2.7590	13.93	x		3.9967	-1.12
Tue	02/18/20	257.07083	1.08190	34	0.6316		x	2.7404	13.96	x		4.0153	-1.15
Wed	02/19/20	257.06276	1.08186	35	0.6502		x	2.7218	14.00	x		4.0339	-1.19
Thu	02/20/20	257.05469	1.08183	36	0.6687		x	2.7033	14.03	x		4.0524	-1.22
Fri	02/21/20	257.04662	1.08179	37	0.6873		x	2.6847	14.07	x		4.0710	-1.26
Mon	02/24/20	257.02241	1.08169	40	0.7429		x	2.6291	14.17	x		4.1266	-1.36
Tue	02/25/20	257.01434	1.08166	41	0.7615		x	2.6105	14.20	x		4.1452	-1.39
Wed	02/26/20	257.00628	1.08162	42	0.7800		x	2.5920	14.24	x		4.1637	-1.43
Thu	02/27/20	256.99821	1.08159	43	0.7986		x	2.5734	14.27	x		4.1823	-1.46
Fri	02/28/20	256.99014	1.08156	44	0.8171		x	2.5549	14.30	x		4.2008	-1.49
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	1.08162	47	0.8729		x	2.4991	14.24	x		4.2566	-1.43
Tue	03/03/20	257.03832	1.08176	48	0.8916		x	2.4804	14.10	x		4.2753	-1.29
Wed	03/04/20	257.07048	1.08190	49	0.9103		x	2.4617	13.96	x		4.2940	-1.15
Thu	03/05/20	257.10265	1.08203	50	0.9289		x	2.4431	13.83	x		4.3126	-1.02
Fri	03/06/20	257.13481	1.08217	51	0.9476		x	2.4244	13.69	x		4.3313	-0.88
Mon	03/09/20	257.23129	1.08257	54	1.0038		x	2.3682	13.29	x		4.3875	-0.48
Tue	03/10/20	257.26345	1.08271	55	1.0225		x	2.3495	13.15	x		4.4062	-0.34
Wed	03/11/20	257.29561	1.08284	56	1.0412		x	2.3308	13.02	x		4.4249	-0.21
Thu	03/12/20	257.32777	1.08298	57	1.0599		x	2.3121	12.88	x		4.4436	-0.07
Fri	03/13/20	257.35994	1.08311	58	1.0786		x	2.2934	12.75	x		4.4623	0.06
Mon	03/16/20	257.45642	1.08352	61	1.1349		x	2.2371	12.34	x		4.5186	0.47
Tue	03/17/20	257.48858	1.08365	62	1.1536		x	2.2184	12.21	x		4.5373	0.60
Wed	03/18/20	257.52074	1.08379	63	1.1724		x	2.1996	12.07	x		4.5561	0.74
Thu	03/19/20	257.55290	1.08393	64	1.1911		x	2.1809	11.93	x		4.5748	0.88
Fri	03/20/20	257.58506	1.08406	65	1.2099		x	2.1621	11.80	x		4.5936	1.01
Mon	03/23/20	257.68155	1.08447	68	1.2662		x	2.1058	11.39	x		4.6499	1.42
Tue	03/24/20	257.71371	1.08460	69	1.2850		x	2.0870	11.26	x		4.6687	1.55
Wed	03/25/20	257.74587	1.08474	70	1.3038		x	2.0682	11.12	x		4.6875	1.69
Thu	03/26/20	257.77803	1.08487	71	1.3226		x	2.0494	10.99	x		4.7063	1.82
Fri	03/27/20	257.81019	1.08501	72	1.3414		x	2.0306	10.85	x		4.7251	1.96
Mon	03/30/20	257.90668	1.08541	75	1.3978		x	1.9742	10.45	x		4.7815	2.36
Tue	03/31/20	257.93884	1.08555	76	1.4166		x	1.9554	10.31	x		4.8003	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	1.08568	77	1.4354		x	1.9366	10.18	x		4.8191	2.63
Thu	04/02/20	257.99457	1.08578	78	1.4542		x	1.9178	10.08	x		4.8379	2.73
Fri	04/03/20	258.01813	1.08588	79	1.4729		x	1.8991	9.98	x		4.8566	2.83
Mon	04/06/20	258.08883	1.08618	82	1.5293		x	1.8427	9.68	x		4.9130	3.13
Tue	04/07/20	258.11240	1.08628	83	1.5481		x	1.8239	9.58	x		4.9318	3.23
Wed	04/08/20	258.13597	1.08638	84	1.5669		x	1.8051	9.48	x		4.9506	3.33
Thu	04/09/20	258.15953	1.08648	85	1.5857		x	1.7863	9.38	x		4.9694	3.43
Fri	04/10/20	258.18310	1.08658	86	1.6045		x	1.7675	9.28	x		4.9882	3.53
Mon	04/13/20	258.25380	1.08688	89	1.6609		x	1.7111	8.98	x		5.0446	3.83
Tue	04/14/20	258.27737	1.08697	90	1.6797		x	1.6923	8.89	x		5.0634	3.92
Wed	04/15/20	258.30093	1.08707	91	1.6985		x	1.6735	8.79	x		5.0822	4.02
Thu	04/16/20	258.32450	1.08717	92	1.7174		x	1.6546	8.69	x		5.1011	4.12
Fri	04/17/20	258.34807	1.08727	93	1.7362		x	1.6358	8.59	x		5.1199	4.22
Mon	04/20/20	258.41877	1.08757	96	1.7927		x	1.5793	8.29	x		5.1764	4.52
Tue	04/21/20	258.44233	1.08767	97	1.8115		x	1.5605	8.19	x		5.1952	4.62
Wed	04/22/20	258.46590	1.08777	98	1.8304		x	1.5416	8.09	x		5.2141	4.72
Thu	04/23/20	258.48947	1.08787	99	1.8492		x	1.5228	7.99	x		5.2329	4.82
Fri	04/24/20	258.51303	1.08797	100	1.8681		x	1.5039	7.89	x		5.2518	4.92
Mon	04/27/20	258.58373	1.08826	103	1.9246		x	1.4474	7.60	x		5.3083	5.21
Tue	04/28/20	258.60730	1.08836	104	1.9435		x	1.4285	7.50	x		5.3272	5.31
Wed	04/29/20	258.63087	1.08846	105	1.9624		x	1.4096	7.40	x		5.3461	5.41
Thu	04/30/20	258.65443	1.08856	106	1.9812		x	1.3908	7.30	x		5.3649	5.51
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	1.08866	107	2.0001		x	1.3719	7.20	x		5.3838	5.61
Mon	05/04/20	258.62352	1.08843	110	2.0558		x	1.3162	7.43	x		5.4395	5.38
Tue	05/05/20	258.60535	1.08835	111	2.0743		x	1.2977	7.51	x		5.4580	5.30
Wed	05/06/20	258.58719	1.08828	112	2.0928		x	1.2792	7.58	x		5.4765	5.23
Thu	05/07/20	258.56903	1.08820	113	2.1114		x	1.2606	7.66	x		5.4951	5.15
Fri	05/08/20	258.55087	1.08813	114	2.1299		x	1.2421	7.73	x		5.5136	5.08
Mon	05/11/20	258.49639	1.08790	117	2.1855		x	1.1865	7.96	x		5.5692	4.85
Tue	05/12/20	258.47823	1.08782	118	2.2040		x	1.1680	8.04	x		5.5877	4.77
Wed	05/13/20	258.46006	1.08774	119	2.2225		x	1.1495	8.12	x		5.6062	4.69
Thu	05/14/20	258.44190	1.08767	120	2.2411		x	1.1309	8.19	x		5.6248	4.62
Fri	05/15/20	258.42374	1.08759	121	2.2596		x	1.1124	8.27	x		5.6433	4.54
Mon	05/18/20	258.36926	1.08736	124	2.3151		x	1.0569	8.50	x		5.6988	4.31
Tue	05/19/20	258.35110	1.08728	125	2.3336		x	1.0384	8.58	x		5.7173	4.23
Wed	05/20/20	258.33294	1.08721	126	2.3521		x	1.0199	8.65	x		5.7358	4.16
Thu	05/21/20	258.31477	1.08713	127	2.3706		x	1.0014	8.73	x		5.7543	4.08
Fri	05/22/20	258.29661	1.08706	128	2.3891		x	0.9829	8.80	x		5.7728	4.01
Mon	05/25/20	258.24213	1.08683	131	2.4446		x	0.9274	9.03	x		5.8283	3.78
Tue	05/26/20	258.22397	1.08675	132	2.4631		x	0.9089	9.11	x		5.8468	3.70
Wed	05/27/20	258.20581	1.08667	133	2.4816		x	0.8904	9.19	x		5.8653	3.62
Thu	05/28/20	258.18765	1.08660	134	2.5001		x	0.8719	9.26	x		5.8838	3.55
Fri	05/29/20	258.16948	1.08652	135	2.5185		x	0.8535	9.34	x		5.9022	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	1.08629	138	2.5740		x	0.7980	9.57	x		5.9577	3.24
Tue	06/02/20	258.05747	1.08605	139	2.5920		x	0.7800	9.81	x		5.9757	3.00
Wed	06/03/20	257.99993	1.08581	140	2.6101		x	0.7619	10.05	x		5.9938	2.76
Thu	06/04/20	257.94240	1.08556	141	2.6282		x	0.7438	10.30	x		6.0119	2.51
Fri	06/05/20	257.88487	1.08532	142	2.6462		x	0.7258	10.54	x		6.0299	2.27
Mon	06/08/20	257.71227	1.08460	145	2.7003		x	0.6717	11.26	x		6.0840	1.55
Tue	06/09/20	257.65473	1.08435	146	2.7183		x	0.6537	11.51	x		6.1020	1.30
Wed	06/10/20	257.59720	1.08411	147	2.7363		x	0.6357	11.75	x		6.1200	1.06
Thu	06/11/20	257.53967	1.08387	148	2.7543		x	0.6177	11.99	x		6.1380	0.82
Fri	06/12/20	257.48213	1.08363	149	2.7723		x	0.5997	12.23	x		6.1560	0.58
Mon	06/15/20	257.30953	1.08290	152	2.8263		x	0.5457	12.96	x		6.2100	-0.15
Tue	06/16/20	257.25200	1.08266	153	2.8442		x	0.5278	13.20	x		6.2279	-0.39
Wed	06/17/20	257.19447	1.08242	154	2.8622		x	0.5098	13.44	x		6.2459	-0.63
Thu	06/18/20	257.13693	1.08217	155	2.8801		x	0.4919	13.69	x		6.2638	-0.88
Fri	06/19/20	257.07940	1.08193	156	2.8980		x	0.4740	13.93	x		6.2817	-1.12
Mon	06/22/20	256.90680	1.08121	159	2.9518		x	0.4202	14.65	x		6.3355	-1.84
Tue	06/23/20	256.84927	1.08096	160	2.9697		x	0.4023	14.90	x		6.3534	-2.09
Wed	06/24/20	256.79173	1.08072	161	2.9876		x	0.3844	15.14	x		6.3713	-2.33
Thu	06/25/20	256.73420	1.08048	162	3.0055		x	0.3665	15.38	x		6.3892	-2.57
Fri	06/26/20	256.67667	1.08024	163	3.0233		x	0.3487	15.62	x		6.4070	-2.81
Mon	06/29/20	256.50407	1.07951	166	3.0769		x	0.2951	16.35	x		6.4606	-3.54
Tue	06/30/20	256.44653	1.07927	167	3.0947		x	0.2773	16.59	x		6.4784	-3.78
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Wed	07/01/20	256.38900	1.07903	168	3.1126		x	0.2594	16.83	x		6.4963	-4.02
Thu	07/02/20	256.38916	1.07903	169	3.1311		x	0.2409	16.83	x		6.5148	-4.02
Fri	07/03/20	256.38932	1.07903	170	3.1496		x	0.2224	16.83	x		6.5333	-4.02
Mon	07/06/20	256.38981	1.07903	173	3.2052		x	0.1668	16.83	x		6.5889	-4.02
Tue	07/07/20	256.38997	1.07903	174	3.2238		x	0.1482	16.83	x		6.6075	-4.02
Wed	07/08/20	256.39013	1.07903	175	3.2423		x	0.1297	16.83	x		6.6260	-4.02
Thu	07/09/20	256.39029	1.07903	176	3.2608		x	0.1112	16.83	x		6.6445	-4.02
Fri	07/10/20	256.39045	1.07903	177	3.2793		x	0.0927	16.83	x		6.6630	-4.02
Mon	07/13/20	256.39094	1.07904	180	3.3349		x	0.0371	16.82	x		6.7186	-4.01
Tue	07/14/20	256.39110	1.07904	181	3.3535		x	0.0185	16.82	x		6.7372	-4.01
Wed	07/15/20	256.39126	1.07904	0	0.0000			0.0000	16.82	x	x	6.7557	-4.01
Thu	07/16/20	256.39142	1.07904	1	0.0183			-0.0183	16.82	x	x	6.7740	-4.01
Fri	07/17/20	256.39158	1.07904	2	0.0367			-0.0367	16.82	x	x	6.7924	-4.01
Mon	07/20/20	256.39206	1.07904	5	0.0916			-0.0916	16.82	x	x	6.8473	-4.01
Tue	07/21/20	256.39223	1.07904	6	0.1100			-0.1100	16.82	x	x	6.8657	-4.01
Wed	07/22/20	256.39239	1.07904	7	0.1283			-0.1283	16.82	x	x	6.8840	-4.01
Thu	07/23/20	256.39255	1.07904	8	0.1466			-0.1466	16.82	x	x	6.9023	-4.01
Fri	07/24/20	256.39271	1.07904	9	0.1649			-0.1649	16.82	x	x	6.9206	-4.01
Mon	07/27/20	256.39319	1.07904	12	0.2199			-0.2199	16.82	x	x	6.9756	-4.01
Tue	07/28/20	256.39335	1.07905	13	0.2382			-0.2382	16.81	x	x	6.9939	-4.00
Wed	07/29/20	256.39352	1.07905	14	0.2566			-0.2566	16.81	x	x	7.0123	-4.00
Thu	07/30/20	256.39368	1.07905	15	0.2749			-0.2749	16.81	x	x	7.0306	-4.00
Fri	07/31/20	256.39384	1.07905	16	0.2932			-0.2932	16.81	x	x	7.0489	-4.00
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	1.07943	19	0.3483			-0.3483	16.43	x	x	7.1040	-3.62
Tue	08/04/20	256.52977	1.07962	20	0.3667			-0.3667	16.24	x	x	7.1224	-3.43
Wed	08/05/20	256.57503	1.07981	21	0.3851			-0.3851	16.05	x	x	7.1408	-3.24
Thu	08/06/20	256.62029	1.08000	22	0.4035			-0.4035	15.86	x	x	7.1592	-3.05
Fri	08/07/20	256.66555	1.08019	23	0.4219			-0.4219	15.67	x	x	7.1776	-2.86
Mon	08/10/20	256.80132	1.08076	26	0.4772			-0.4772	15.10	x	x	7.2329	-2.29
Tue	08/11/20	256.84658	1.08095	27	0.4957			-0.4957	14.91	x	x	7.2514	-2.10
Wed	08/12/20	256.89184	1.08114	28	0.5141			-0.5141	14.72	x	x	7.2698	-1.91
Thu	08/13/20	256.93710	1.08133	29	0.5326			-0.5326	14.53	x	x	7.2883	-1.72
Fri	08/14/20	256.98235	1.08152	30	0.5510			-0.5510	14.34	x	x	7.3067	-1.53
Mon	08/17/20	257.11813	1.08210	33	0.6065			-0.6065	13.76	x	x	7.3622	-0.95
Tue	08/18/20	257.16339	1.08229	34	0.6250			-0.6250	13.57	x	x	7.3807	-0.76
Wed	08/19/20	257.20865	1.08248	35	0.6435			-0.6435	13.38	x	x	7.3992	-0.57
Thu	08/20/20	257.25390	1.08267	36	0.6620			-0.6620	13.19	x	x	7.4177	-0.38
Fri	08/21/20	257.29916	1.08286	37	0.6805			-0.6805	13.00	x	x	7.4362	-0.19
Mon	08/24/20	257.43494	1.08343	40	0.7360			-0.7360	12.43	x	x	7.4917	0.38
Tue	08/25/20	257.48019	1.08362	41	0.7546			-0.7546	12.24	x	x	7.5103	0.57
Wed	08/26/20	257.52545	1.08381	42	0.7731			-0.7731	12.05	x	x	7.5288	0.76
Thu	08/27/20	257.57071	1.08400	43	0.7916			-0.7916	11.86	x	x	7.5473	0.95
Fri	08/28/20	257.61597	1.08419	44	0.8102			-0.8102	11.67	x	x	7.5659	1.14
Mon	08/31/20	257.75174	1.08476	47	0.8659			-0.8659	11.10	x	x	7.6216	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	1.08495	48	0.8845			-0.8845	10.91	x	x	7.6402	1.90
Wed	09/02/20	257.84047	1.08514	49	0.9031			-0.9031	10.72	x	x	7.6588	2.09
Thu	09/03/20	257.88393	1.08532	50	0.9216			-0.9216	10.54	x	x	7.6773	2.27
Fri	09/04/20	257.92740	1.08550	51	0.9402			-0.9402	10.36	x	x	7.6959	2.45
Mon	09/07/20	258.05780	1.08605	54	0.9960			-0.9960	9.81	x	x	7.7517	3.00
Tue	09/08/20	258.10127	1.08623	55	1.0147			-1.0147	9.63	x	x	7.7704	3.18
Wed	09/09/20	258.14473	1.08642	56	1.0333			-1.0333	9.44	x	x	7.7890	3.37
Thu	09/10/20	258.18820	1.08660	57	1.0519			-1.0519	9.26	x	x	7.8076	3.55
Fri	09/11/20	258.23167	1.08678	58	1.0705			-1.0705	9.08	x	x	7.8262	3.73
Mon	09/14/20	258.36207	1.08733	61	1.1265			-1.1265	8.53	x	x	7.8822	4.28
Tue	09/15/20	258.40553	1.08751	62	1.1451			-1.1451	8.35	x	x	7.9008	4.46
Wed	09/16/20	258.44900	1.08770	63	1.1638			-1.1638	8.16	x	x	7.9195	4.65
Thu	09/17/20	258.49247	1.08788	64	1.1825			-1.1825	7.98	x	x	7.9382	4.83
Fri	09/18/20	258.53593	1.08806	65	1.2012			-1.2012	7.80	x	x	7.9569	5.01
Mon	09/21/20	258.66633	1.08861	68	1.2572			-1.2572	7.25	x	x	8.0129	5.56
Tue	09/22/20	258.70980	1.08879	69	1.2759			-1.2759	7.07	x	x	8.0316	5.74
Wed	09/23/20	258.75327	1.08898	70	1.2946			-1.2946	6.88	x	x	8.0503	5.93
Thu	09/24/20	258.79673	1.08916	71	1.3134			-1.3134	6.70	x	x	8.0691	6.11
Fri	09/25/20	258.84020	1.08934	72	1.3321			-1.3321	6.52	x	x	8.0878	6.29
Mon	09/28/20	258.97060	1.08989	75	1.3883			-1.3883	5.97	x	x	8.1440	6.84
Tue	09/29/20	259.01407	1.09007	76	1.4070			-1.4070	5.79	x	x	8.1627	7.02
Wed	09/30/20	259.05753	1.09026	77	1.4258			-1.4258	5.60	x	x	8.1815	7.21
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Thu	10/01/20	259.10100	1.09044	78	1.4445			-1.4445	5.42	x	x	8.2002	7.39
Fri	10/02/20	259.12735	1.09055	79	1.4632			-1.4632	5.31	x	x	8.2189	7.50
Mon	10/05/20	259.20642	1.09088	82	1.5192			-1.5192	4.98	x	x	8.2749	7.83
Tue	10/06/20	259.23277	1.09100	83	1.5379			-1.5379	4.86	x	x	8.2936	7.95
Wed	10/07/20	259.25913	1.09111	84	1.5566			-1.5566	4.75	x	x	8.3123	8.06
Thu	10/08/20	259.28548	1.09122	85	1.5753			-1.5753	4.64	x	x	8.3310	8.17
Fri	10/09/20	259.31184	1.09133	86	1.5940			-1.5940	4.53	x	x	8.3497	8.28
Mon	10/12/20	259.39090	1.09166	89	1.6501			-1.6501	4.20	x	x	8.4058	8.61
Tue	10/13/20	259.41726	1.09177	90	1.6688			-1.6688	4.09	x	x	8.4245	8.72
Wed	10/14/20	259.44361	1.09188	91	1.6875			-1.6875	3.98	x	x	8.4432	8.83
Thu	10/15/20	259.46997	1.09199	92	1.7062			-1.7062	3.87	x	x	8.4619	8.94
Fri	10/16/20	259.49632	1.09210	93	1.7250			-1.7250	3.76	x	x	8.4807	9.05
Mon	10/19/20	259.57539	1.09244	96	1.7812			-1.7812	3.42	x	x	8.5369	9.39
Tue	10/20/20	259.60174	1.09255	97	1.7999			-1.7999	3.31	x	x	8.5556	9.50
Wed	10/21/20	259.62810	1.09266	98	1.8186			-1.8186	3.20	x	x	8.5743	9.61
Thu	10/22/20	259.65445	1.09277	99	1.8374			-1.8374	3.09	x	x	8.5931	9.72
Fri	10/23/20	259.68081	1.09288	100	1.8561			-1.8561	2.98	x	x	8.6118	9.83
Mon	10/26/20	259.75987	1.09321	103	1.9124			-1.9124	2.65	x	x	8.6681	10.16
Tue	10/27/20	259.78623	1.09332	104	1.9311			-1.9311	2.54	x	x	8.6868	10.27
Wed	10/28/20	259.81258	1.09344	105	1.9499			-1.9499	2.42	x	x	8.7056	10.39
Thu	10/29/20	259.83894	1.09355	106	1.9687			-1.9687	2.31	x	x	8.7244	10.50
Fri	10/30/20	259.86529	1.09366	107	1.9875			-1.9875	2.20	x	x	8.7432	10.61
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	11/02/20	259.93007	1.09393	110	2.0437			-2.0437	1.93	x	x	8.7994	10.88
Tue	11/03/20	259.94213	1.09398	111	2.0624			-2.0624	1.88	x	x	8.8181	10.93
Wed	11/04/20	259.95420	1.09403	112	2.0810			-2.0810	1.83	x	x	8.8367	10.98
Thu	11/05/20	259.96627	1.09408	113	2.0997			-2.0997	1.78	x	x	8.8554	11.03
Fri	11/06/20	259.97833	1.09413	114	2.1184			-2.1184	1.73	x	x	8.8741	11.08
Mon	11/09/20	260.01453	1.09429	117	2.1745			-2.1745	1.57	x	x	8.9302	11.24
Tue	11/10/20	260.02660	1.09434	118	2.1931			-2.1931	1.52	x	x	8.9488	11.29
Wed	11/11/20	260.03867	1.09439	119	2.2118			-2.2118	1.47	x	x	8.9675	11.34
Thu	11/12/20	260.05073	1.09444	120	2.2305			-2.2305	1.42	x	x	8.9862	11.39
Fri	11/13/20	260.06280	1.09449	121	2.2492			-2.2492	1.37	x	x	9.0049	11.44
Mon	11/16/20	260.09900	1.09464	124	2.3053			-2.3053	1.22	x	x	9.0610	11.59
Tue	11/17/20	260.11107	1.09469	125	2.3240			-2.3240	1.17	x	x	9.0797	11.64
Wed	11/18/20	260.12313	1.09474	126	2.3427			-2.3427	1.12	x	x	9.0984	11.69
Thu	11/19/20	260.13520	1.09479	127	2.3614			-2.3614	1.07	x	x	9.1171	11.74
Fri	11/20/20	260.14727	1.09484	128	2.3801			-2.3801	1.02	x	x	9.1358	11.79
Mon	11/23/20	260.18347	1.09500	131	2.4362			-2.4362	0.86	x	x	9.1919	11.95
Tue	11/24/20	260.19553	1.09505	132	2.4549			-2.4549	0.81	x	x	9.2106	12.00
Wed	11/25/20	260.20760	1.09510	133	2.4736			-2.4736	0.76	x	x	9.2293	12.05
Thu	11/26/20	260.21967	1.09515	134	2.4924			-2.4924	0.71	x	x	9.2481	12.10
Fri	11/27/20	260.23173	1.09520	135	2.5111			-2.5111	0.66	x	x	9.2668	12.15
Mon	11/30/20	260.26793	1.09535	138	2.5672			-2.5672	0.51	x	x	9.3229	12.30
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	1.09540	139	2.5859			-2.5859	0.46	x	x	9.3416	12.35
Wed	12/02/20	260.28348	1.09542	140	2.6046			-2.6046	0.44	x	x	9.3603	12.37
Thu	12/03/20	260.28697	1.09543	141	2.6232			-2.6232	0.43	x	x	9.3789	12.38
Fri	12/04/20	260.29045	1.09545	142	2.6419			-2.6419	0.41	x	x	9.3976	12.40
Mon	12/07/20	260.30090	1.09549	145	2.6978			-2.6978	0.37	x	x	9.4535	12.44
Tue	12/08/20	260.30439	1.09551	146	2.7164			-2.7164	0.35	x	x	9.4721	12.46
Wed	12/09/20	260.30787	1.09552	147	2.7351			-2.7351	0.34	x	x	9.4908	12.47
Thu	12/10/20	260.31135	1.09553	148	2.7537			-2.7537	0.33	x	x	9.5094	12.48
Fri	12/11/20	260.31484	1.09555	149	2.7724			-2.7724	0.31	x	x	9.5281	12.50
Mon	12/14/20	260.32529	1.09559	152	2.8283			-2.8283	0.27	x	x	9.5840	12.54
Tue	12/15/20	260.32877	1.09561	153	2.8469			-2.8469	0.25	x	x	9.6026	12.56
Wed	12/16/20	260.33226	1.09562	154	2.8656			-2.8656	0.24	x	x	9.6213	12.57
Thu	12/17/20	260.33574	1.09564	155	2.8842			-2.8842	0.22	x	x	9.6399	12.59
Fri	12/18/20	260.33923	1.09565	156	2.9029			-2.9029	0.21	x	x	9.6586	12.60
Mon	12/21/20	260.34968	1.09570	159	2.9588			-2.9588	0.16	x	x	9.7145	12.65
Tue	12/22/20	260.35316	1.09571	160	2.9775			-2.9775	0.15	x	x	9.7332	12.66
Wed	12/23/20	260.35665	1.09573	161	2.9961			-2.9961	0.13	x	x	9.7518	12.68
Thu	12/24/20	260.36013	1.09574	162	3.0148			-3.0148	0.12	x	x	9.7705	12.69
Fri	12/25/20	260.36361	1.09575	163	3.0334			-3.0334	0.11	x	x	9.7891	12.70
Mon	12/28/20	260.37406	1.09580	166	3.0894			-3.0894	0.06	x	x	9.8451	12.75
Tue	12/29/20	260.37755	1.09581	167	3.1080			-3.1080	0.05	x	x	9.8637	12.76
Wed	12/30/20	260.38103	1.09583	168	3.1267			-3.1267	0.03	x	x	9.8824	12.78
Thu	12/31/20	260.38452	1.09584	169	3.1453			-3.1453	0.02	x	x	9.9010	12.79
Fri	01/01/21	260.38800	1.09586

Generated 12/10/20 09:32