1% 30-Year Treasury Inflation Protected Security (TIPS) due February 15, 2046

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

CUSIP Number	912810RR1	Interest 02/15/20 (184 days)	$5.4252
Dated Date	February 15, 2016	Interest 08/15/20 (182 days)	$5.4238
Ref CPI on Dated Date	236.94448	Interest Total	$10.8490
Original Issue Date	February 29, 2016	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	1.08610	139	4.1024	x	x	6.7466	12.84			4.1024	0.00
Thu	01/02/20	257.34155	1.08608	140	4.1318	x	x	6.7172	12.86			4.1318	-0.02
Fri	01/03/20	257.33710	1.08606	141	4.1613	x	x	6.6877	12.88			4.1613	-0.04
Mon	01/06/20	257.32374	1.08601	144	4.2496	x	x	6.5994	12.93			4.2496	-0.09
Tue	01/07/20	257.31929	1.08599	145	4.2790	x	x	6.5700	12.95			4.2790	-0.11
Wed	01/08/20	257.31484	1.08597	146	4.3085	x	x	6.5405	12.97			4.3085	-0.13
Thu	01/09/20	257.31039	1.08595	147	4.3379	x	x	6.5111	12.99			4.3379	-0.15
Fri	01/10/20	257.30594	1.08593	148	4.3673	x	x	6.4817	13.01			4.3673	-0.17
Mon	01/13/20	257.29258	1.08588	151	4.4556	x	x	6.3934	13.06			4.4556	-0.22
Tue	01/14/20	257.28813	1.08586	152	4.4851	x	x	6.3639	13.08			4.4851	-0.24
Wed	01/15/20	257.28368	1.08584	153	4.5145	x	x	6.3345	13.10			4.5145	-0.26
Thu	01/16/20	257.27923	1.08582	154	4.5439	x	x	6.3051	13.12			4.5439	-0.28
Fri	01/17/20	257.27477	1.08580	155	4.5733	x	x	6.2757	13.14			4.5733	-0.30
Mon	01/20/20	257.26142	1.08575	158	4.6616	x	x	6.1874	13.19			4.6616	-0.35
Tue	01/21/20	257.25697	1.08573	159	4.6911	x	x	6.1579	13.21			4.6911	-0.37
Wed	01/22/20	257.25252	1.08571	160	4.7205	x	x	6.1285	13.23			4.7205	-0.39
Thu	01/23/20	257.24806	1.08569	161	4.7499	x	x	6.0991	13.25			4.7499	-0.41
Fri	01/24/20	257.24361	1.08567	162	4.7793	x	x	6.0697	13.27			4.7793	-0.43
Mon	01/27/20	257.23026	1.08561	165	4.8675	x	x	5.9815	13.33			4.8675	-0.49
Tue	01/28/20	257.22581	1.08560	166	4.8970	x	x	5.9520	13.34			4.8970	-0.50
Wed	01/29/20	257.22135	1.08558	167	4.9264	x	x	5.9226	13.36			4.9264	-0.52
Thu	01/30/20	257.21690	1.08556	168	4.9558	x	x	5.8932	13.38			4.9558	-0.54
Fri	01/31/20	257.21245	1.08554	169	4.9852	x	x	5.8638	13.40			4.9852	-0.56
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	1.08545	172	5.0733	x	x	5.7757	13.49			5.0733	-0.65
Tue	02/04/20	257.18379	1.08542	173	5.1027	x	x	5.7463	13.52			5.1027	-0.68
Wed	02/05/20	257.17572	1.08538	174	5.1320	x	x	5.7170	13.56			5.1320	-0.72
Thu	02/06/20	257.16766	1.08535	175	5.1613	x	x	5.6877	13.59			5.1613	-0.75
Fri	02/07/20	257.15959	1.08532	176	5.1907	x	x	5.6583	13.62			5.1907	-0.78
Mon	02/10/20	257.13538	1.08521	179	5.2786	x	x	5.5704	13.73			5.2786	-0.89
Tue	02/11/20	257.12731	1.08518	180	5.3079	x	x	5.5411	13.76			5.3079	-0.92
Wed	02/12/20	257.11924	1.08515	181	5.3373	x	x	5.5117	13.79			5.3373	-0.95
Thu	02/13/20	257.11117	1.08511	182	5.3666	x	x	5.4824	13.83			5.3666	-0.99
Fri	02/14/20	257.10310	1.08508	183	5.3959	x	x	5.4531	13.86			5.3959	-1.02
Sat	02/15/20	257.09503	1.08504	0	0.0000		x	5.4238	13.90	x		5.4252	-1.06
Mon	02/17/20	257.07890	1.08498	2	0.0596		x	5.3642	13.96	x		5.4848	-1.12
Tue	02/18/20	257.07083	1.08494	3	0.0894		x	5.3344	14.00	x		5.5146	-1.16
Wed	02/19/20	257.06276	1.08491	4	0.1192		x	5.3046	14.03	x		5.5444	-1.19
Thu	02/20/20	257.05469	1.08487	5	0.1490		x	5.2748	14.07	x		5.5742	-1.23
Fri	02/21/20	257.04662	1.08484	6	0.1788		x	5.2450	14.10	x		5.6040	-1.26
Mon	02/24/20	257.02241	1.08474	9	0.2682		x	5.1556	14.20	x		5.6934	-1.36
Tue	02/25/20	257.01434	1.08470	10	0.2980		x	5.1258	14.24	x		5.7232	-1.40
Wed	02/26/20	257.00628	1.08467	11	0.3278		x	5.0960	14.27	x		5.7530	-1.43
Thu	02/27/20	256.99821	1.08463	12	0.3576		x	5.0662	14.31	x		5.7828	-1.47
Fri	02/28/20	256.99014	1.08460	13	0.3874		x	5.0364	14.34	x		5.8126	-1.50
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	1.08467	16	0.4768		x	4.9470	14.27	x		5.9020	-1.43
Tue	03/03/20	257.03832	1.08480	17	0.5066		x	4.9172	14.14	x		5.9318	-1.30
Wed	03/04/20	257.07048	1.08494	18	0.5365		x	4.8873	14.00	x		5.9617	-1.16
Thu	03/05/20	257.10265	1.08508	19	0.5664		x	4.8574	13.86	x		5.9916	-1.02
Fri	03/06/20	257.13481	1.08521	20	0.5963		x	4.8275	13.73	x		6.0215	-0.89
Mon	03/09/20	257.23129	1.08562	23	0.6860		x	4.7378	13.32	x		6.1112	-0.48
Tue	03/10/20	257.26345	1.08575	24	0.7159		x	4.7079	13.19	x		6.1411	-0.35
Wed	03/11/20	257.29561	1.08589	25	0.7458		x	4.6780	13.05	x		6.1710	-0.21
Thu	03/12/20	257.32777	1.08603	26	0.7757		x	4.6481	12.91	x		6.2009	-0.07
Fri	03/13/20	257.35994	1.08616	27	0.8057		x	4.6181	12.78	x		6.2309	0.06
Mon	03/16/20	257.45642	1.08657	30	0.8955		x	4.5283	12.37	x		6.3207	0.47
Tue	03/17/20	257.48858	1.08670	31	0.9255		x	4.4983	12.24	x		6.3507	0.60
Wed	03/18/20	257.52074	1.08684	32	0.9555		x	4.4683	12.10	x		6.3807	0.74
Thu	03/19/20	257.55290	1.08698	33	0.9854		x	4.4384	11.96	x		6.4106	0.88
Fri	03/20/20	257.58506	1.08711	34	1.0154		x	4.4084	11.83	x		6.4406	1.01
Mon	03/23/20	257.68155	1.08752	37	1.1054		x	4.3184	11.42	x		6.5306	1.42
Tue	03/24/20	257.71371	1.08765	38	1.1355		x	4.2883	11.29	x		6.5607	1.55
Wed	03/25/20	257.74587	1.08779	39	1.1655		x	4.2583	11.15	x		6.5907	1.69
Thu	03/26/20	257.77803	1.08793	40	1.1955		x	4.2283	11.01	x		6.6207	1.83
Fri	03/27/20	257.81019	1.08806	41	1.2256		x	4.1982	10.88	x		6.6508	1.96
Mon	03/30/20	257.90668	1.08847	44	1.3157		x	4.1081	10.47	x		6.7409	2.37
Tue	03/31/20	257.93884	1.08860	45	1.3458		x	4.0780	10.34	x		6.7710	2.50
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	1.08874	46	1.3759		x	4.0479	10.20	x		6.8011	2.64
Thu	04/02/20	257.99457	1.08884	47	1.4059		x	4.0179	10.10	x		6.8311	2.74
Fri	04/03/20	258.01813	1.08894	48	1.4360		x	3.9878	10.00	x		6.8612	2.84
Mon	04/06/20	258.08883	1.08924	51	1.5261		x	3.8977	9.70	x		6.9513	3.14
Tue	04/07/20	258.11240	1.08934	52	1.5562		x	3.8676	9.60	x		6.9814	3.24
Wed	04/08/20	258.13597	1.08944	53	1.5863		x	3.8375	9.50	x		7.0115	3.34
Thu	04/09/20	258.15953	1.08954	54	1.6164		x	3.8074	9.40	x		7.0416	3.44
Fri	04/10/20	258.18310	1.08964	55	1.6464		x	3.7774	9.30	x		7.0716	3.54
Mon	04/13/20	258.25380	1.08993	58	1.7367		x	3.6871	9.01	x		7.1619	3.83
Tue	04/14/20	258.27737	1.09003	59	1.7668		x	3.6570	8.91	x		7.1920	3.93
Wed	04/15/20	258.30093	1.09013	60	1.7969		x	3.6269	8.81	x		7.2221	4.03
Thu	04/16/20	258.32450	1.09023	61	1.8270		x	3.5968	8.71	x		7.2522	4.13
Fri	04/17/20	258.34807	1.09033	62	1.8572		x	3.5666	8.61	x		7.2824	4.23
Mon	04/20/20	258.41877	1.09063	65	1.9476		x	3.4762	8.31	x		7.3728	4.53
Tue	04/21/20	258.44233	1.09073	66	1.9777		x	3.4461	8.21	x		7.4029	4.63
Wed	04/22/20	258.46590	1.09083	67	2.0078		x	3.4160	8.11	x		7.4330	4.73
Thu	04/23/20	258.48947	1.09093	68	2.0380		x	3.3858	8.01	x		7.4632	4.83
Fri	04/24/20	258.51303	1.09103	69	2.0682		x	3.3556	7.91	x		7.4934	4.93
Mon	04/27/20	258.58373	1.09133	72	2.1587		x	3.2651	7.61	x		7.5839	5.23
Tue	04/28/20	258.60730	1.09143	73	2.1889		x	3.2349	7.51	x		7.6141	5.33
Wed	04/29/20	258.63087	1.09153	74	2.2190		x	3.2048	7.41	x		7.6442	5.43
Thu	04/30/20	258.65443	1.09162	75	2.2492		x	3.1746	7.32	x		7.6744	5.52
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	1.09172	76	2.2794		x	3.1444	7.22	x		7.7046	5.62
Mon	05/04/20	258.62352	1.09149	79	2.3689		x	3.0549	7.45	x		7.7941	5.39
Tue	05/05/20	258.60535	1.09142	80	2.3987		x	3.0251	7.52	x		7.8239	5.32
Wed	05/06/20	258.58719	1.09134	81	2.4285		x	2.9953	7.60	x		7.8537	5.24
Thu	05/07/20	258.56903	1.09126	82	2.4583		x	2.9655	7.68	x		7.8835	5.16
Fri	05/08/20	258.55087	1.09119	83	2.4882		x	2.9356	7.75	x		7.9134	5.09
Mon	05/11/20	258.49639	1.09096	86	2.5775		x	2.8463	7.98	x		8.0027	4.86
Tue	05/12/20	258.47823	1.09088	87	2.6073		x	2.8165	8.06	x		8.0325	4.78
Wed	05/13/20	258.46006	1.09080	88	2.6371		x	2.7867	8.14	x		8.0623	4.70
Thu	05/14/20	258.44190	1.09073	89	2.6669		x	2.7569	8.21	x		8.0921	4.63
Fri	05/15/20	258.42374	1.09065	90	2.6967		x	2.7271	8.29	x		8.1219	4.55
Mon	05/18/20	258.36926	1.09042	93	2.7860		x	2.6378	8.52	x		8.2112	4.32
Tue	05/19/20	258.35110	1.09034	94	2.8157		x	2.6081	8.60	x		8.2409	4.24
Wed	05/20/20	258.33294	1.09027	95	2.8455		x	2.5783	8.67	x		8.2707	4.17
Thu	05/21/20	258.31477	1.09019	96	2.8752		x	2.5486	8.75	x		8.3004	4.09
Fri	05/22/20	258.29661	1.09011	97	2.9050		x	2.5188	8.83	x		8.3302	4.01
Mon	05/25/20	258.24213	1.08988	100	2.9942		x	2.4296	9.06	x		8.4194	3.78
Tue	05/26/20	258.22397	1.08981	101	3.0239		x	2.3999	9.13	x		8.4491	3.71
Wed	05/27/20	258.20581	1.08973	102	3.0536		x	2.3702	9.21	x		8.4788	3.63
Thu	05/28/20	258.18765	1.08965	103	3.0834		x	2.3404	9.29	x		8.5086	3.55
Fri	05/29/20	258.16948	1.08958	104	3.1131		x	2.3107	9.36	x		8.5383	3.48
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	1.08935	107	3.2022		x	2.2216	9.59	x		8.6274	3.25
Tue	06/02/20	258.05747	1.08911	108	3.2314		x	2.1924	9.83	x		8.6566	3.01
Wed	06/03/20	257.99993	1.08886	109	3.2606		x	2.1632	10.08	x		8.6858	2.76
Thu	06/04/20	257.94240	1.08862	110	3.2898		x	2.1340	10.32	x		8.7150	2.52
Fri	06/05/20	257.88487	1.08838	111	3.3190		x	2.1048	10.56	x		8.7442	2.28
Mon	06/08/20	257.71227	1.08765	114	3.4064		x	2.0174	11.29	x		8.8316	1.55
Tue	06/09/20	257.65473	1.08741	115	3.4355		x	1.9883	11.53	x		8.8607	1.31
Wed	06/10/20	257.59720	1.08716	116	3.4646		x	1.9592	11.78	x		8.8898	1.06
Thu	06/11/20	257.53967	1.08692	117	3.4937		x	1.9301	12.02	x		8.9189	0.82
Fri	06/12/20	257.48213	1.08668	118	3.5228		x	1.9010	12.26	x		8.9480	0.58
Mon	06/15/20	257.30953	1.08595	121	3.6099		x	1.8139	12.99	x		9.0351	-0.15
Tue	06/16/20	257.25200	1.08571	122	3.6389		x	1.7849	13.23	x		9.0641	-0.39
Wed	06/17/20	257.19447	1.08546	123	3.6679		x	1.7559	13.48	x		9.0931	-0.64
Thu	06/18/20	257.13693	1.08522	124	3.6969		x	1.7269	13.72	x		9.1221	-0.88
Fri	06/19/20	257.07940	1.08498	125	3.7259		x	1.6979	13.96	x		9.1511	-1.12
Mon	06/22/20	256.90680	1.08425	128	3.8127		x	1.6111	14.69	x		9.2379	-1.85
Tue	06/23/20	256.84927	1.08401	129	3.8417		x	1.5821	14.93	x		9.2669	-2.09
Wed	06/24/20	256.79173	1.08376	130	3.8706		x	1.5532	15.18	x		9.2958	-2.34
Thu	06/25/20	256.73420	1.08352	131	3.8995		x	1.5243	15.42	x		9.3247	-2.58
Fri	06/26/20	256.67667	1.08328	132	3.9284		x	1.4954	15.66	x		9.3536	-2.82
Mon	06/29/20	256.50407	1.08255	135	4.0150		x	1.4088	16.39	x		9.4402	-3.55
Tue	06/30/20	256.44653	1.08231	136	4.0438		x	1.3800	16.63	x		9.4690	-3.79
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Wed	07/01/20	256.38900	1.08206	137	4.0726		x	1.3512	16.88	x		9.4978	-4.04
Thu	07/02/20	256.38916	1.08206	138	4.1023		x	1.3215	16.88	x		9.5275	-4.04
Fri	07/03/20	256.38932	1.08206	139	4.1320		x	1.2918	16.88	x		9.5572	-4.04
Mon	07/06/20	256.38981	1.08207	142	4.2213		x	1.2025	16.87	x		9.6465	-4.03
Tue	07/07/20	256.38997	1.08207	143	4.2510		x	1.1728	16.87	x		9.6762	-4.03
Wed	07/08/20	256.39013	1.08207	144	4.2807		x	1.1431	16.87	x		9.7059	-4.03
Thu	07/09/20	256.39029	1.08207	145	4.3104		x	1.1134	16.87	x		9.7356	-4.03
Fri	07/10/20	256.39045	1.08207	146	4.3402		x	1.0836	16.87	x		9.7654	-4.03
Mon	07/13/20	256.39094	1.08207	149	4.4294		x	0.9944	16.87	x		9.8546	-4.03
Tue	07/14/20	256.39110	1.08207	150	4.4591		x	0.9647	16.87	x		9.8843	-4.03
Wed	07/15/20	256.39126	1.08207	151	4.4888		x	0.9350	16.87	x		9.9140	-4.03
Thu	07/16/20	256.39142	1.08207	152	4.5185		x	0.9053	16.87	x		9.9437	-4.03
Fri	07/17/20	256.39158	1.08207	153	4.5483		x	0.8755	16.87	x		9.9735	-4.03
Mon	07/20/20	256.39206	1.08208	156	4.6375		x	0.7863	16.86	x		10.0627	-4.02
Tue	07/21/20	256.39223	1.08208	157	4.6672		x	0.7566	16.86	x		10.0924	-4.02
Wed	07/22/20	256.39239	1.08208	158	4.6969		x	0.7269	16.86	x		10.1221	-4.02
Thu	07/23/20	256.39255	1.08208	159	4.7267		x	0.6971	16.86	x		10.1519	-4.02
Fri	07/24/20	256.39271	1.08208	160	4.7564		x	0.6674	16.86	x		10.1816	-4.02
Mon	07/27/20	256.39319	1.08208	163	4.8456		x	0.5782	16.86	x		10.2708	-4.02
Tue	07/28/20	256.39335	1.08208	164	4.8753		x	0.5485	16.86	x		10.3005	-4.02
Wed	07/29/20	256.39352	1.08208	165	4.9050		x	0.5188	16.86	x		10.3302	-4.02
Thu	07/30/20	256.39368	1.08208	166	4.9348		x	0.4890	16.86	x		10.3600	-4.02
Fri	07/31/20	256.39384	1.08208	167	4.9645		x	0.4593	16.86	x		10.3897	-4.02
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	1.08247	170	5.0555		x	0.3683	16.47	x		10.4807	-3.63
Tue	08/04/20	256.52977	1.08266	171	5.0861		x	0.3377	16.28	x		10.5113	-3.44
Wed	08/05/20	256.57503	1.08285	172	5.1168		x	0.3070	16.09	x		10.5420	-3.25
Thu	08/06/20	256.62029	1.08304	173	5.1474		x	0.2764	15.90	x		10.5726	-3.06
Fri	08/07/20	256.66555	1.08323	174	5.1781		x	0.2457	15.71	x		10.6033	-2.87
Mon	08/10/20	256.80132	1.08380	177	5.2701		x	0.1537	15.14	x		10.6953	-2.30
Tue	08/11/20	256.84658	1.08399	178	5.3008		x	0.1230	14.95	x		10.7260	-2.11
Wed	08/12/20	256.89184	1.08419	179	5.3316		x	0.0922	14.75	x		10.7568	-1.91
Thu	08/13/20	256.93710	1.08438	180	5.3623		x	0.0615	14.56	x		10.7875	-1.72
Fri	08/14/20	256.98235	1.08457	181	5.3931		x	0.0307	14.37	x		10.8183	-1.53
Sat	08/15/20	257.02761	1.08476	0	0.0000			0.0000	14.18	x	x	10.8490	-1.34
Mon	08/17/20	257.11813	1.08514	2	0.0590			-0.0590	13.80	x	x	10.9080	-0.96
Tue	08/18/20	257.16339	1.08533	3	0.0885			-0.0885	13.61	x	x	10.9375	-0.77
Wed	08/19/20	257.20865	1.08552	4	0.1180			-0.1180	13.42	x	x	10.9670	-0.58
Thu	08/20/20	257.25390	1.08571	5	0.1475			-0.1475	13.23	x	x	10.9965	-0.39
Fri	08/21/20	257.29916	1.08590	6	0.1770			-0.1770	13.04	x	x	11.0260	-0.20
Mon	08/24/20	257.43494	1.08648	9	0.2657			-0.2657	12.46	x	x	11.1147	0.38
Tue	08/25/20	257.48019	1.08667	10	0.2953			-0.2953	12.27	x	x	11.1443	0.57
Wed	08/26/20	257.52545	1.08686	11	0.3249			-0.3249	12.08	x	x	11.1739	0.76
Thu	08/27/20	257.57071	1.08705	12	0.3545			-0.3545	11.89	x	x	11.2035	0.95
Fri	08/28/20	257.61597	1.08724	13	0.3841			-0.3841	11.70	x	x	11.2331	1.14
Mon	08/31/20	257.75174	1.08781	16	0.4730			-0.4730	11.13	x	x	11.3220	1.71
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	1.08801	17	0.5026			-0.5026	10.93	x	x	11.3516	1.91
Wed	09/02/20	257.84047	1.08819	18	0.5323			-0.5323	10.75	x	x	11.3813	2.09
Thu	09/03/20	257.88393	1.08837	19	0.5619			-0.5619	10.57	x	x	11.4109	2.27
Fri	09/04/20	257.92740	1.08856	20	0.5916			-0.5916	10.38	x	x	11.4406	2.46
Mon	09/07/20	258.05780	1.08911	23	0.6807			-0.6807	9.83	x	x	11.5297	3.01
Tue	09/08/20	258.10127	1.08929	24	0.7104			-0.7104	9.65	x	x	11.5594	3.19
Wed	09/09/20	258.14473	1.08947	25	0.7401			-0.7401	9.47	x	x	11.5891	3.37
Thu	09/10/20	258.18820	1.08966	26	0.7699			-0.7699	9.28	x	x	11.6189	3.56
Fri	09/11/20	258.23167	1.08984	27	0.7996			-0.7996	9.10	x	x	11.6486	3.74
Mon	09/14/20	258.36207	1.09039	30	0.8889			-0.8889	8.55	x	x	11.7379	4.29
Tue	09/15/20	258.40553	1.09057	31	0.9187			-0.9187	8.37	x	x	11.7677	4.47
Wed	09/16/20	258.44900	1.09076	32	0.9485			-0.9485	8.18	x	x	11.7975	4.66
Thu	09/17/20	258.49247	1.09094	33	0.9783			-0.9783	8.00	x	x	11.8273	4.84
Fri	09/18/20	258.53593	1.09112	34	1.0081			-1.0081	7.82	x	x	11.8571	5.02
Mon	09/21/20	258.66633	1.09167	37	1.0976			-1.0976	7.27	x	x	11.9466	5.57
Tue	09/22/20	258.70980	1.09186	38	1.1275			-1.1275	7.08	x	x	11.9765	5.76
Wed	09/23/20	258.75327	1.09204	39	1.1573			-1.1573	6.90	x	x	12.0063	5.94
Thu	09/24/20	258.79673	1.09223	40	1.1872			-1.1872	6.71	x	x	12.0362	6.13
Fri	09/25/20	258.84020	1.09241	41	1.2171			-1.2171	6.53	x	x	12.0661	6.31
Mon	09/28/20	258.97060	1.09296	44	1.3068			-1.3068	5.98	x	x	12.1558	6.86
Tue	09/29/20	259.01407	1.09314	45	1.3367			-1.3367	5.80	x	x	12.1857	7.04
Wed	09/30/20	259.05753	1.09333	46	1.3667			-1.3667	5.61	x	x	12.2157	7.23
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	1.09351	47	1.3966			-1.3966	5.43	x	x	12.2456	7.41
Fri	10/02/20	259.12735	1.09362	48	1.4265			-1.4265	5.32	x	x	12.2755	7.52
Mon	10/05/20	259.20642	1.09395	51	1.5161			-1.5161	4.99	x	x	12.3651	7.85
Tue	10/06/20	259.23277	1.09407	52	1.5460			-1.5460	4.87	x	x	12.3950	7.97
Wed	10/07/20	259.25913	1.09418	53	1.5759			-1.5759	4.76	x	x	12.4249	8.08
Thu	10/08/20	259.28548	1.09429	54	1.6058			-1.6058	4.65	x	x	12.4548	8.19
Fri	10/09/20	259.31184	1.09440	55	1.6357			-1.6357	4.54	x	x	12.4847	8.30
Mon	10/12/20	259.39090	1.09473	58	1.7254			-1.7254	4.21	x	x	12.5744	8.63
Tue	10/13/20	259.41726	1.09484	59	1.7553			-1.7553	4.10	x	x	12.6043	8.74
Wed	10/14/20	259.44361	1.09496	60	1.7853			-1.7853	3.98	x	x	12.6343	8.86
Thu	10/15/20	259.46997	1.09507	61	1.8152			-1.8152	3.87	x	x	12.6642	8.97
Fri	10/16/20	259.49632	1.09518	62	1.8451			-1.8451	3.76	x	x	12.6941	9.08
Mon	10/19/20	259.57539	1.09551	65	1.9350			-1.9350	3.43	x	x	12.7840	9.41
Tue	10/20/20	259.60174	1.09562	66	1.9650			-1.9650	3.32	x	x	12.8140	9.52
Wed	10/21/20	259.62810	1.09573	67	1.9949			-1.9949	3.21	x	x	12.8439	9.63
Thu	10/22/20	259.65445	1.09585	68	2.0249			-2.0249	3.09	x	x	12.8739	9.75
Fri	10/23/20	259.68081	1.09596	69	2.0549			-2.0549	2.98	x	x	12.9039	9.86
Mon	10/26/20	259.75987	1.09629	72	2.1449			-2.1449	2.65	x	x	12.9939	10.19
Tue	10/27/20	259.78623	1.09640	73	2.1749			-2.1749	2.54	x	x	13.0239	10.30
Wed	10/28/20	259.81258	1.09651	74	2.2049			-2.2049	2.43	x	x	13.0539	10.41
Thu	10/29/20	259.83894	1.09662	75	2.2350			-2.2350	2.32	x	x	13.0840	10.52
Fri	10/30/20	259.86529	1.09673	76	2.2650			-2.2650	2.21	x	x	13.1140	10.63
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	1.09701	79	2.3550			-2.3550	1.93	x	x	13.2040	10.91
Tue	11/03/20	259.94213	1.09706	80	2.3849			-2.3849	1.88	x	x	13.2339	10.96
Wed	11/04/20	259.95420	1.09711	81	2.4148			-2.4148	1.83	x	x	13.2638	11.01
Thu	11/05/20	259.96627	1.09716	82	2.4448			-2.4448	1.78	x	x	13.2938	11.06
Fri	11/06/20	259.97833	1.09721	83	2.4747			-2.4747	1.73	x	x	13.3237	11.11
Mon	11/09/20	260.01453	1.09736	86	2.5645			-2.5645	1.58	x	x	13.4135	11.26
Tue	11/10/20	260.02660	1.09742	87	2.5944			-2.5944	1.52	x	x	13.4434	11.32
Wed	11/11/20	260.03867	1.09747	88	2.6244			-2.6244	1.47	x	x	13.4734	11.37
Thu	11/12/20	260.05073	1.09752	89	2.6543			-2.6543	1.42	x	x	13.5033	11.42
Fri	11/13/20	260.06280	1.09757	90	2.6843			-2.6843	1.37	x	x	13.5333	11.47
Mon	11/16/20	260.09900	1.09772	93	2.7741			-2.7741	1.22	x	x	13.6231	11.62
Tue	11/17/20	260.11107	1.09777	94	2.8041			-2.8041	1.17	x	x	13.6531	11.67
Wed	11/18/20	260.12313	1.09782	95	2.8340			-2.8340	1.12	x	x	13.6830	11.72
Thu	11/19/20	260.13520	1.09787	96	2.8640			-2.8640	1.07	x	x	13.7130	11.77
Fri	11/20/20	260.14727	1.09793	97	2.8940			-2.8940	1.01	x	x	13.7430	11.83
Mon	11/23/20	260.18347	1.09808	100	2.9839			-2.9839	0.86	x	x	13.8329	11.98
Tue	11/24/20	260.19553	1.09813	101	3.0139			-3.0139	0.81	x	x	13.8629	12.03
Wed	11/25/20	260.20760	1.09818	102	3.0439			-3.0439	0.76	x	x	13.8929	12.08
Thu	11/26/20	260.21967	1.09823	103	3.0739			-3.0739	0.71	x	x	13.9229	12.13
Fri	11/27/20	260.23173	1.09828	104	3.1038			-3.1038	0.66	x	x	13.9528	12.18
Mon	11/30/20	260.26793	1.09843	107	3.1938			-3.1938	0.51	x	x	14.0428	12.33
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	1.09849	108	3.2238			-3.2238	0.45	x	x	14.0728	12.39
Wed	12/02/20	260.28348	1.09850	109	3.2537			-3.2537	0.44	x	x	14.1027	12.40
Thu	12/03/20	260.28697	1.09851	110	3.2836			-3.2836	0.43	x	x	14.1326	12.41
Fri	12/04/20	260.29045	1.09853	111	3.3135			-3.3135	0.41	x	x	14.1625	12.43
Mon	12/07/20	260.30090	1.09857	114	3.4032			-3.4032	0.37	x	x	14.2522	12.47
Tue	12/08/20	260.30439	1.09859	115	3.4331			-3.4331	0.35	x	x	14.2821	12.49
Wed	12/09/20	260.30787	1.09860	116	3.4630			-3.4630	0.34	x	x	14.3120	12.50
Thu	12/10/20	260.31135	1.09862	117	3.4929			-3.4929	0.32	x	x	14.3419	12.52
Fri	12/11/20	260.31484	1.09863	118	3.5228			-3.5228	0.31	x	x	14.3718	12.53
Mon	12/14/20	260.32529	1.09868	121	3.6125			-3.6125	0.26	x	x	14.4615	12.58
Tue	12/15/20	260.32877	1.09869	122	3.6424			-3.6424	0.25	x	x	14.4914	12.59
Wed	12/16/20	260.33226	1.09871	123	3.6723			-3.6723	0.23	x	x	14.5213	12.61
Thu	12/17/20	260.33574	1.09872	124	3.7022			-3.7022	0.22	x	x	14.5512	12.62
Fri	12/18/20	260.33923	1.09874	125	3.7321			-3.7321	0.20	x	x	14.5811	12.64
Mon	12/21/20	260.34968	1.09878	128	3.8218			-3.8218	0.16	x	x	14.6708	12.68
Tue	12/22/20	260.35316	1.09879	129	3.8517			-3.8517	0.15	x	x	14.7007	12.69
Wed	12/23/20	260.35665	1.09881	130	3.8817			-3.8817	0.13	x	x	14.7307	12.71
Thu	12/24/20	260.36013	1.09882	131	3.9116			-3.9116	0.12	x	x	14.7606	12.72
Fri	12/25/20	260.36361	1.09884	132	3.9415			-3.9415	0.10	x	x	14.7905	12.74
Mon	12/28/20	260.37406	1.09888	135	4.0312			-4.0312	0.06	x	x	14.8802	12.78
Tue	12/29/20	260.37755	1.09890	136	4.0612			-4.0612	0.04	x	x	14.9102	12.80
Wed	12/30/20	260.38103	1.09891	137	4.0911			-4.0911	0.03	x	x	14.9401	12.81
Thu	12/31/20	260.38452	1.09893	138	4.1210			-4.1210	0.01	x	x	14.9700	12.83
Fri	01/01/21	260.38800	1.09894

Generated 12/10/20 09:32