0.125% 5-Year Treasury Inflation Protected Security (TIPS) due April 15, 2021

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

CUSIP Number	912828Q60	Interest 04/15/20 (183 days)	$0.6812
Dated Date	April 15, 2016	Interest 10/15/20 (183 days)	$0.6842
Ref CPI on Dated Date	237.00700	Interest Total	$1.3654
Original Issue Date	April 29, 2016	Interest 04/15/21 (182 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	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Wed	01/01/20	257.34600	1.08582	78	0.2893	x	x	1.0761	12.83			0.2893	0.00
Thu	01/02/20	257.34155	1.08580	79	0.2930	x	x	1.0724	12.85			0.2930	-0.02
Fri	01/03/20	257.33710	1.08578	80	0.2967	x	x	1.0687	12.87			0.2967	-0.04
Mon	01/06/20	257.32374	1.08572	83	0.3078	x	x	1.0576	12.93			0.3078	-0.10
Tue	01/07/20	257.31929	1.08570	84	0.3115	x	x	1.0539	12.95			0.3115	-0.12
Wed	01/08/20	257.31484	1.08568	85	0.3152	x	x	1.0502	12.97			0.3152	-0.14
Thu	01/09/20	257.31039	1.08567	86	0.3189	x	x	1.0465	12.98			0.3189	-0.15
Fri	01/10/20	257.30594	1.08565	87	0.3226	x	x	1.0428	13.00			0.3226	-0.17
Mon	01/13/20	257.29258	1.08559	90	0.3337	x	x	1.0317	13.06			0.3337	-0.23
Tue	01/14/20	257.28813	1.08557	91	0.3374	x	x	1.0280	13.08			0.3374	-0.25
Wed	01/15/20	257.28368	1.08555	92	0.3411	x	x	1.0243	13.10			0.3411	-0.27
Thu	01/16/20	257.27923	1.08553	93	0.3448	x	x	1.0206	13.12			0.3448	-0.29
Fri	01/17/20	257.27477	1.08552	94	0.3485	x	x	1.0169	13.13			0.3485	-0.30
Mon	01/20/20	257.26142	1.08546	97	0.3596	x	x	1.0058	13.19			0.3596	-0.36
Tue	01/21/20	257.25697	1.08544	98	0.3633	x	x	1.0021	13.21			0.3633	-0.38
Wed	01/22/20	257.25252	1.08542	99	0.3670	x	x	0.9984	13.23			0.3670	-0.40
Thu	01/23/20	257.24806	1.08540	100	0.3707	x	x	0.9947	13.25			0.3707	-0.42
Fri	01/24/20	257.24361	1.08538	101	0.3744	x	x	0.9910	13.27			0.3744	-0.44
Mon	01/27/20	257.23026	1.08533	104	0.3855	x	x	0.9799	13.32			0.3855	-0.49
Tue	01/28/20	257.22581	1.08531	105	0.3892	x	x	0.9762	13.34			0.3892	-0.51
Wed	01/29/20	257.22135	1.08529	106	0.3929	x	x	0.9725	13.36			0.3929	-0.53
Thu	01/30/20	257.21690	1.08527	107	0.3966	x	x	0.9688	13.38			0.3966	-0.55
Fri	01/31/20	257.21245	1.08525	108	0.4003	x	x	0.9651	13.40			0.4003	-0.57
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Mon	02/03/20	257.19186	1.08517	111	0.4114	x	x	0.9540	13.48			0.4114	-0.65
Tue	02/04/20	257.18379	1.08513	112	0.4151	x	x	0.9503	13.52			0.4151	-0.69
Wed	02/05/20	257.17572	1.08510	113	0.4188	x	x	0.9466	13.55			0.4188	-0.72
Thu	02/06/20	257.16766	1.08506	114	0.4225	x	x	0.9429	13.59			0.4225	-0.76
Fri	02/07/20	257.15959	1.08503	115	0.4262	x	x	0.9392	13.62			0.4262	-0.79
Mon	02/10/20	257.13538	1.08493	118	0.4372	x	x	0.9282	13.72			0.4372	-0.89
Tue	02/11/20	257.12731	1.08489	119	0.4409	x	x	0.9245	13.76			0.4409	-0.93
Wed	02/12/20	257.11924	1.08486	120	0.4446	x	x	0.9208	13.79			0.4446	-0.96
Thu	02/13/20	257.11117	1.08483	121	0.4483	x	x	0.9171	13.82			0.4483	-0.99
Fri	02/14/20	257.10310	1.08479	122	0.4520	x	x	0.9134	13.86			0.4520	-1.03
Mon	02/17/20	257.07890	1.08469	125	0.4631	x	x	0.9023	13.96			0.4631	-1.13
Tue	02/18/20	257.07083	1.08466	126	0.4668	x	x	0.8986	13.99			0.4668	-1.16
Wed	02/19/20	257.06276	1.08462	127	0.4704	x	x	0.8950	14.03			0.4704	-1.20
Thu	02/20/20	257.05469	1.08459	128	0.4741	x	x	0.8913	14.06			0.4741	-1.23
Fri	02/21/20	257.04662	1.08455	129	0.4778	x	x	0.8876	14.10			0.4778	-1.27
Mon	02/24/20	257.02241	1.08445	132	0.4889	x	x	0.8765	14.20			0.4889	-1.37
Tue	02/25/20	257.01434	1.08442	133	0.4926	x	x	0.8728	14.23			0.4926	-1.40
Wed	02/26/20	257.00628	1.08438	134	0.4963	x	x	0.8691	14.27			0.4963	-1.44
Thu	02/27/20	256.99821	1.08435	135	0.5000	x	x	0.8654	14.30			0.5000	-1.47
Fri	02/28/20	256.99014	1.08431	136	0.5036	x	x	0.8618	14.34			0.5036	-1.51
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Mon	03/02/20	257.00616	1.08438	139	0.5148	x	x	0.8506	14.27			0.5148	-1.44
Tue	03/03/20	257.03832	1.08452	140	0.5186	x	x	0.8468	14.13			0.5186	-1.30
Wed	03/04/20	257.07048	1.08465	141	0.5223	x	x	0.8431	14.00			0.5223	-1.17
Thu	03/05/20	257.10265	1.08479	142	0.5261	x	x	0.8393	13.86			0.5261	-1.03
Fri	03/06/20	257.13481	1.08492	143	0.5299	x	x	0.8355	13.73			0.5299	-0.90
Mon	03/09/20	257.23129	1.08533	146	0.5412	x	x	0.8242	13.32			0.5412	-0.49
Tue	03/10/20	257.26345	1.08547	147	0.5450	x	x	0.8204	13.18			0.5450	-0.35
Wed	03/11/20	257.29561	1.08560	148	0.5487	x	x	0.8167	13.05			0.5487	-0.22
Thu	03/12/20	257.32777	1.08574	149	0.5525	x	x	0.8129	12.91			0.5525	-0.08
Fri	03/13/20	257.35994	1.08587	150	0.5563	x	x	0.8091	12.78			0.5563	0.05
Mon	03/16/20	257.45642	1.08628	153	0.5676	x	x	0.7978	12.37			0.5676	0.46
Tue	03/17/20	257.48858	1.08642	154	0.5714	x	x	0.7940	12.23			0.5714	0.60
Wed	03/18/20	257.52074	1.08655	155	0.5752	x	x	0.7902	12.10			0.5752	0.73
Thu	03/19/20	257.55290	1.08669	156	0.5790	x	x	0.7864	11.96			0.5790	0.87
Fri	03/20/20	257.58506	1.08682	157	0.5828	x	x	0.7826	11.83			0.5828	1.00
Mon	03/23/20	257.68155	1.08723	160	0.5941	x	x	0.7713	11.42			0.5941	1.41
Tue	03/24/20	257.71371	1.08737	161	0.5979	x	x	0.7675	11.28			0.5979	1.55
Wed	03/25/20	257.74587	1.08750	162	0.6017	x	x	0.7637	11.15			0.6017	1.68
Thu	03/26/20	257.77803	1.08764	163	0.6055	x	x	0.7599	11.01			0.6055	1.82
Fri	03/27/20	257.81019	1.08777	164	0.6093	x	x	0.7561	10.88			0.6093	1.95
Mon	03/30/20	257.90668	1.08818	167	0.6206	x	x	0.7448	10.47			0.6206	2.36
Tue	03/31/20	257.93884	1.08832	168	0.6244	x	x	0.7410	10.33			0.6244	2.50
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Wed	04/01/20	257.97100	1.08845	169	0.6282	x	x	0.7372	10.20			0.6282	2.63
Thu	04/02/20	257.99457	1.08855	170	0.6320	x	x	0.7334	10.10			0.6320	2.73
Fri	04/03/20	258.01813	1.08865	171	0.6358	x	x	0.7296	10.00			0.6358	2.83
Mon	04/06/20	258.08883	1.08895	174	0.6471	x	x	0.7183	9.70			0.6471	3.13
Tue	04/07/20	258.11240	1.08905	175	0.6509	x	x	0.7145	9.60			0.6509	3.23
Wed	04/08/20	258.13597	1.08915	176	0.6547	x	x	0.7107	9.50			0.6547	3.33
Thu	04/09/20	258.15953	1.08925	177	0.6585	x	x	0.7069	9.40			0.6585	3.43
Fri	04/10/20	258.18310	1.08935	178	0.6622	x	x	0.7032	9.30			0.6622	3.53
Mon	04/13/20	258.25380	1.08965	181	0.6736	x	x	0.6918	9.00			0.6736	3.83
Tue	04/14/20	258.27737	1.08975	182	0.6774	x	x	0.6880	8.90			0.6774	3.93
Wed	04/15/20	258.30093	1.08985	0	0.0000		x	0.6842	8.80	x		0.6812	4.03
Thu	04/16/20	258.32450	1.08994	1	0.0037		x	0.6805	8.71	x		0.6849	4.12
Fri	04/17/20	258.34807	1.09004	2	0.0074		x	0.6768	8.61	x		0.6886	4.22
Mon	04/20/20	258.41877	1.09034	5	0.0186		x	0.6656	8.31	x		0.6998	4.52
Tue	04/21/20	258.44233	1.09044	6	0.0223		x	0.6619	8.21	x		0.7035	4.62
Wed	04/22/20	258.46590	1.09054	7	0.0261		x	0.6581	8.11	x		0.7073	4.72
Thu	04/23/20	258.48947	1.09064	8	0.0298		x	0.6544	8.01	x		0.7110	4.82
Fri	04/24/20	258.51303	1.09074	9	0.0335		x	0.6507	7.91	x		0.7147	4.92
Mon	04/27/20	258.58373	1.09104	12	0.0447		x	0.6395	7.61	x		0.7259	5.22
Tue	04/28/20	258.60730	1.09114	13	0.0484		x	0.6358	7.51	x		0.7296	5.32
Wed	04/29/20	258.63087	1.09124	14	0.0522		x	0.6320	7.41	x		0.7334	5.42
Thu	04/30/20	258.65443	1.09134	15	0.0559		x	0.6283	7.31	x		0.7371	5.52
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Fri	05/01/20	258.67800	1.09144	16	0.0596		x	0.6246	7.21	x		0.7408	5.62
Mon	05/04/20	258.62352	1.09121	19	0.0708		x	0.6134	7.44	x		0.7520	5.39
Tue	05/05/20	258.60535	1.09113	20	0.0745		x	0.6097	7.52	x		0.7557	5.31
Wed	05/06/20	258.58719	1.09105	21	0.0783		x	0.6059	7.60	x		0.7595	5.23
Thu	05/07/20	258.56903	1.09098	22	0.0820		x	0.6022	7.67	x		0.7632	5.16
Fri	05/08/20	258.55087	1.09090	23	0.0857		x	0.5985	7.75	x		0.7669	5.08
Mon	05/11/20	258.49639	1.09067	26	0.0968		x	0.5874	7.98	x		0.7780	4.85
Tue	05/12/20	258.47823	1.09059	27	0.1006		x	0.5836	8.06	x		0.7818	4.77
Wed	05/13/20	258.46006	1.09052	28	0.1043		x	0.5799	8.13	x		0.7855	4.70
Thu	05/14/20	258.44190	1.09044	29	0.1080		x	0.5762	8.21	x		0.7892	4.62
Fri	05/15/20	258.42374	1.09036	30	0.1117		x	0.5725	8.29	x		0.7929	4.54
Mon	05/18/20	258.36926	1.09013	33	0.1229		x	0.5613	8.52	x		0.8041	4.31
Tue	05/19/20	258.35110	1.09006	34	0.1266		x	0.5576	8.59	x		0.8078	4.24
Wed	05/20/20	258.33294	1.08998	35	0.1303		x	0.5539	8.67	x		0.8115	4.16
Thu	05/21/20	258.31477	1.08990	36	0.1340		x	0.5502	8.75	x		0.8152	4.08
Fri	05/22/20	258.29661	1.08983	37	0.1377		x	0.5465	8.82	x		0.8189	4.01
Mon	05/25/20	258.24213	1.08960	40	0.1489		x	0.5353	9.05	x		0.8301	3.78
Tue	05/26/20	258.22397	1.08952	41	0.1526		x	0.5316	9.13	x		0.8338	3.70
Wed	05/27/20	258.20581	1.08944	42	0.1563		x	0.5279	9.21	x		0.8375	3.62
Thu	05/28/20	258.18765	1.08937	43	0.1600		x	0.5242	9.28	x		0.8412	3.55
Fri	05/29/20	258.16948	1.08929	44	0.1637		x	0.5205	9.36	x		0.8449	3.47
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Mon	06/01/20	258.11500	1.08906	47	0.1748		x	0.5094	9.59	x		0.8560	3.24
Tue	06/02/20	258.05747	1.08882	48	0.1785		x	0.5057	9.83	x		0.8597	3.00
Wed	06/03/20	257.99993	1.08858	49	0.1822		x	0.5020	10.07	x		0.8634	2.76
Thu	06/04/20	257.94240	1.08833	50	0.1858		x	0.4984	10.32	x		0.8670	2.51
Fri	06/05/20	257.88487	1.08809	51	0.1895		x	0.4947	10.56	x		0.8707	2.27
Mon	06/08/20	257.71227	1.08736	54	0.2005		x	0.4837	11.29	x		0.8817	1.54
Tue	06/09/20	257.65473	1.08712	55	0.2042		x	0.4800	11.53	x		0.8854	1.30
Wed	06/10/20	257.59720	1.08688	56	0.2079		x	0.4763	11.77	x		0.8891	1.06
Thu	06/11/20	257.53967	1.08663	57	0.2115		x	0.4727	12.02	x		0.8927	0.81
Fri	06/12/20	257.48213	1.08639	58	0.2152		x	0.4690	12.26	x		0.8964	0.57
Mon	06/15/20	257.30953	1.08566	61	0.2262		x	0.4580	12.99	x		0.9074	-0.16
Tue	06/16/20	257.25200	1.08542	62	0.2298		x	0.4544	13.23	x		0.9110	-0.40
Wed	06/17/20	257.19447	1.08518	63	0.2335		x	0.4507	13.47	x		0.9147	-0.64
Thu	06/18/20	257.13693	1.08493	64	0.2371		x	0.4471	13.72	x		0.9183	-0.89
Fri	06/19/20	257.07940	1.08469	65	0.2408		x	0.4434	13.96	x		0.9220	-1.13
Mon	06/22/20	256.90680	1.08396	68	0.2517		x	0.4325	14.69	x		0.9329	-1.86
Tue	06/23/20	256.84927	1.08372	69	0.2554		x	0.4288	14.93	x		0.9366	-2.10
Wed	06/24/20	256.79173	1.08348	70	0.2590		x	0.4252	15.17	x		0.9402	-2.34
Thu	06/25/20	256.73420	1.08323	71	0.2627		x	0.4215	15.42	x		0.9439	-2.59
Fri	06/26/20	256.67667	1.08299	72	0.2663		x	0.4179	15.66	x		0.9475	-2.83
Mon	06/29/20	256.50407	1.08226	75	0.2772		x	0.4070	16.39	x		0.9584	-3.56
Tue	06/30/20	256.44653	1.08202	76	0.2809		x	0.4033	16.63	x		0.9621	-3.80
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Wed	07/01/20	256.38900	1.08178	77	0.2845		x	0.3997	16.87	x		0.9657	-4.04
Thu	07/02/20	256.38916	1.08178	78	0.2882		x	0.3960	16.87	x		0.9694	-4.04
Fri	07/03/20	256.38932	1.08178	79	0.2919		x	0.3923	16.87	x		0.9731	-4.04
Mon	07/06/20	256.38981	1.08178	82	0.3030		x	0.3812	16.87	x		0.9842	-4.04
Tue	07/07/20	256.38997	1.08178	83	0.3067		x	0.3775	16.87	x		0.9879	-4.04
Wed	07/08/20	256.39013	1.08178	84	0.3103		x	0.3739	16.87	x		0.9915	-4.04
Thu	07/09/20	256.39029	1.08178	85	0.3140		x	0.3702	16.87	x		0.9952	-4.04
Fri	07/10/20	256.39045	1.08178	86	0.3177		x	0.3665	16.87	x		0.9989	-4.04
Mon	07/13/20	256.39094	1.08179	89	0.3288		x	0.3554	16.86	x		1.0100	-4.03
Tue	07/14/20	256.39110	1.08179	90	0.3325		x	0.3517	16.86	x		1.0137	-4.03
Wed	07/15/20	256.39126	1.08179	91	0.3362		x	0.3480	16.86	x		1.0174	-4.03
Thu	07/16/20	256.39142	1.08179	92	0.3399		x	0.3443	16.86	x		1.0211	-4.03
Fri	07/17/20	256.39158	1.08179	93	0.3436		x	0.3406	16.86	x		1.0248	-4.03
Mon	07/20/20	256.39206	1.08179	96	0.3547		x	0.3295	16.86	x		1.0359	-4.03
Tue	07/21/20	256.39223	1.08179	97	0.3584		x	0.3258	16.86	x		1.0396	-4.03
Wed	07/22/20	256.39239	1.08179	98	0.3621		x	0.3221	16.86	x		1.0433	-4.03
Thu	07/23/20	256.39255	1.08179	99	0.3658		x	0.3184	16.86	x		1.0470	-4.03
Fri	07/24/20	256.39271	1.08179	100	0.3695		x	0.3147	16.86	x		1.0507	-4.03
Mon	07/27/20	256.39319	1.08180	103	0.3806		x	0.3036	16.85	x		1.0618	-4.02
Tue	07/28/20	256.39335	1.08180	104	0.3842		x	0.3000	16.85	x		1.0654	-4.02
Wed	07/29/20	256.39352	1.08180	105	0.3879		x	0.2963	16.85	x		1.0691	-4.02
Thu	07/30/20	256.39368	1.08180	106	0.3916		x	0.2926	16.85	x		1.0728	-4.02
Fri	07/31/20	256.39384	1.08180	107	0.3953		x	0.2889	16.85	x		1.0765	-4.02
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Mon	08/03/20	256.48452	1.08218	110	0.4066		x	0.2776	16.47	x		1.0878	-3.64
Tue	08/04/20	256.52977	1.08237	111	0.4103		x	0.2739	16.28	x		1.0915	-3.45
Wed	08/05/20	256.57503	1.08256	112	0.4141		x	0.2701	16.09	x		1.0953	-3.26
Thu	08/06/20	256.62029	1.08275	113	0.4179		x	0.2663	15.90	x		1.0991	-3.07
Fri	08/07/20	256.66555	1.08295	114	0.4216		x	0.2626	15.70	x		1.1028	-2.87
Mon	08/10/20	256.80132	1.08352	117	0.4330		x	0.2512	15.13	x		1.1142	-2.30
Tue	08/11/20	256.84658	1.08371	118	0.4367		x	0.2475	14.94	x		1.1179	-2.11
Wed	08/12/20	256.89184	1.08390	119	0.4405		x	0.2437	14.75	x		1.1217	-1.92
Thu	08/13/20	256.93710	1.08409	120	0.4443		x	0.2399	14.56	x		1.1255	-1.73
Fri	08/14/20	256.98235	1.08428	121	0.4481		x	0.2361	14.37	x		1.1293	-1.54
Mon	08/17/20	257.11813	1.08485	124	0.4594		x	0.2248	13.80	x		1.1406	-0.97
Tue	08/18/20	257.16339	1.08505	125	0.4632		x	0.2210	13.60	x		1.1444	-0.77
Wed	08/19/20	257.20865	1.08524	126	0.4670		x	0.2172	13.41	x		1.1482	-0.58
Thu	08/20/20	257.25390	1.08543	127	0.4708		x	0.2134	13.22	x		1.1520	-0.39
Fri	08/21/20	257.29916	1.08562	128	0.4746		x	0.2096	13.03	x		1.1558	-0.20
Mon	08/24/20	257.43494	1.08619	131	0.4860		x	0.1982	12.46	x		1.1672	0.37
Tue	08/25/20	257.48019	1.08638	132	0.4898		x	0.1944	12.27	x		1.1710	0.56
Wed	08/26/20	257.52545	1.08657	133	0.4936		x	0.1906	12.08	x		1.1748	0.75
Thu	08/27/20	257.57071	1.08676	134	0.4974		x	0.1868	11.89	x		1.1786	0.94
Fri	08/28/20	257.61597	1.08696	135	0.5012		x	0.1830	11.69	x		1.1824	1.14
Mon	08/31/20	257.75174	1.08753	138	0.5126		x	0.1716	11.12	x		1.1938	1.71
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Tue	09/01/20	257.79700	1.08772	139	0.5164		x	0.1678	10.93	x		1.1976	1.90
Wed	09/02/20	257.84047	1.08790	140	0.5202		x	0.1640	10.75	x		1.2014	2.08
Thu	09/03/20	257.88393	1.08809	141	0.5240		x	0.1602	10.56	x		1.2052	2.27
Fri	09/04/20	257.92740	1.08827	142	0.5278		x	0.1564	10.38	x		1.2090	2.45
Mon	09/07/20	258.05780	1.08882	145	0.5392		x	0.1450	9.83	x		1.2204	3.00
Tue	09/08/20	258.10127	1.08900	146	0.5430		x	0.1412	9.65	x		1.2242	3.18
Wed	09/09/20	258.14473	1.08919	147	0.5468		x	0.1374	9.46	x		1.2280	3.37
Thu	09/10/20	258.18820	1.08937	148	0.5506		x	0.1336	9.28	x		1.2318	3.55
Fri	09/11/20	258.23167	1.08955	149	0.5544		x	0.1298	9.10	x		1.2356	3.73
Mon	09/14/20	258.36207	1.09010	152	0.5659		x	0.1183	8.55	x		1.2471	4.28
Tue	09/15/20	258.40553	1.09029	153	0.5697		x	0.1145	8.36	x		1.2509	4.47
Wed	09/16/20	258.44900	1.09047	154	0.5735		x	0.1107	8.18	x		1.2547	4.65
Thu	09/17/20	258.49247	1.09065	155	0.5774		x	0.1068	8.00	x		1.2586	4.83
Fri	09/18/20	258.53593	1.09084	156	0.5812		x	0.1030	7.81	x		1.2624	5.02
Mon	09/21/20	258.66633	1.09139	159	0.5927		x	0.0915	7.26	x		1.2739	5.57
Tue	09/22/20	258.70980	1.09157	160	0.5965		x	0.0877	7.08	x		1.2777	5.75
Wed	09/23/20	258.75327	1.09175	161	0.6003		x	0.0839	6.90	x		1.2815	5.93
Thu	09/24/20	258.79673	1.09194	162	0.6041		x	0.0801	6.71	x		1.2853	6.12
Fri	09/25/20	258.84020	1.09212	163	0.6080		x	0.0762	6.53	x		1.2892	6.30
Mon	09/28/20	258.97060	1.09267	166	0.6195		x	0.0647	5.98	x		1.3007	6.85
Tue	09/29/20	259.01407	1.09285	167	0.6233		x	0.0609	5.80	x		1.3045	7.03
Wed	09/30/20	259.05753	1.09304	168	0.6272		x	0.0570	5.61	x		1.3084	7.22
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Thu	10/01/20	259.10100	1.09322	169	0.6310		x	0.0532	5.43	x		1.3122	7.40
Fri	10/02/20	259.12735	1.09333	170	0.6348		x	0.0494	5.32	x		1.3160	7.51
Mon	10/05/20	259.20642	1.09367	173	0.6462		x	0.0380	4.98	x		1.3274	7.85
Tue	10/06/20	259.23277	1.09378	174	0.6500		x	0.0342	4.87	x		1.3312	7.96
Wed	10/07/20	259.25913	1.09389	175	0.6538		x	0.0304	4.76	x		1.3350	8.07
Thu	10/08/20	259.28548	1.09400	176	0.6576		x	0.0266	4.65	x		1.3388	8.18
Fri	10/09/20	259.31184	1.09411	177	0.6614		x	0.0228	4.54	x		1.3426	8.29
Mon	10/12/20	259.39090	1.09444	180	0.6728		x	0.0114	4.21	x		1.3540	8.62
Tue	10/13/20	259.41726	1.09456	181	0.6766		x	0.0076	4.09	x		1.3578	8.74
Wed	10/14/20	259.44361	1.09467	182	0.6804		x	0.0038	3.98	x		1.3616	8.85
Thu	10/15/20	259.46997	1.09478	0	0.0000			0.0000	3.87	x	x	1.3654	8.96
Fri	10/16/20	259.49632	1.09489	1	0.0038			-0.0038	3.76	x	x	1.3692	9.07
Mon	10/19/20	259.57539	1.09522	4	0.0150			-0.0150	3.43	x	x	1.3804	9.40
Tue	10/20/20	259.60174	1.09533	5	0.0188			-0.0188	3.32	x	x	1.3842	9.51
Wed	10/21/20	259.62810	1.09544	6	0.0226			-0.0226	3.21	x	x	1.3880	9.62
Thu	10/22/20	259.65445	1.09556	7	0.0263			-0.0263	3.09	x	x	1.3917	9.74
Fri	10/23/20	259.68081	1.09567	8	0.0301			-0.0301	2.98	x	x	1.3955	9.85
Mon	10/26/20	259.75987	1.09600	11	0.0414			-0.0414	2.65	x	x	1.4068	10.18
Tue	10/27/20	259.78623	1.09611	12	0.0452			-0.0452	2.54	x	x	1.4106	10.29
Wed	10/28/20	259.81258	1.09622	13	0.0489			-0.0489	2.43	x	x	1.4143	10.40
Thu	10/29/20	259.83894	1.09633	14	0.0527			-0.0527	2.32	x	x	1.4181	10.51
Fri	10/30/20	259.86529	1.09645	15	0.0565			-0.0565	2.20	x	x	1.4219	10.63
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Mon	11/02/20	259.93007	1.09672	18	0.0678			-0.0678	1.93	x	x	1.4332	10.90
Tue	11/03/20	259.94213	1.09677	19	0.0716			-0.0716	1.88	x	x	1.4370	10.95
Wed	11/04/20	259.95420	1.09682	20	0.0753			-0.0753	1.83	x	x	1.4407	11.00
Thu	11/05/20	259.96627	1.09687	21	0.0791			-0.0791	1.78	x	x	1.4445	11.05
Fri	11/06/20	259.97833	1.09692	22	0.0829			-0.0829	1.73	x	x	1.4483	11.10
Mon	11/09/20	260.01453	1.09708	25	0.0942			-0.0942	1.57	x	x	1.4596	11.26
Tue	11/10/20	260.02660	1.09713	26	0.0980			-0.0980	1.52	x	x	1.4634	11.31
Wed	11/11/20	260.03867	1.09718	27	0.1017			-0.1017	1.47	x	x	1.4671	11.36
Thu	11/12/20	260.05073	1.09723	28	0.1055			-0.1055	1.42	x	x	1.4709	11.41
Fri	11/13/20	260.06280	1.09728	29	0.1093			-0.1093	1.37	x	x	1.4747	11.46
Mon	11/16/20	260.09900	1.09743	32	0.1206			-0.1206	1.22	x	x	1.4860	11.61
Tue	11/17/20	260.11107	1.09748	33	0.1244			-0.1244	1.17	x	x	1.4898	11.66
Wed	11/18/20	260.12313	1.09753	34	0.1281			-0.1281	1.12	x	x	1.4935	11.71
Thu	11/19/20	260.13520	1.09758	35	0.1319			-0.1319	1.07	x	x	1.4973	11.76
Fri	11/20/20	260.14727	1.09764	36	0.1357			-0.1357	1.01	x	x	1.5011	11.82
Mon	11/23/20	260.18347	1.09779	39	0.1470			-0.1470	0.86	x	x	1.5124	11.97
Tue	11/24/20	260.19553	1.09784	40	0.1508			-0.1508	0.81	x	x	1.5162	12.02
Wed	11/25/20	260.20760	1.09789	41	0.1546			-0.1546	0.76	x	x	1.5200	12.07
Thu	11/26/20	260.21967	1.09794	42	0.1584			-0.1584	0.71	x	x	1.5238	12.12
Fri	11/27/20	260.23173	1.09799	43	0.1621			-0.1621	0.66	x	x	1.5275	12.17
Mon	11/30/20	260.26793	1.09814	46	0.1735			-0.1735	0.51	x	x	1.5389	12.32
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Tue	12/01/20	260.28000	1.09820	47	0.1773			-0.1773	0.45	x	x	1.5427	12.38
Wed	12/02/20	260.28348	1.09821	48	0.1810			-0.1810	0.44	x	x	1.5464	12.39
Thu	12/03/20	260.28697	1.09822	49	0.1848			-0.1848	0.43	x	x	1.5502	12.40
Fri	12/04/20	260.29045	1.09824	50	0.1886			-0.1886	0.41	x	x	1.5540	12.42
Mon	12/07/20	260.30090	1.09828	53	0.1999			-0.1999	0.37	x	x	1.5653	12.46
Tue	12/08/20	260.30439	1.09830	54	0.2037			-0.2037	0.35	x	x	1.5691	12.48
Wed	12/09/20	260.30787	1.09831	55	0.2074			-0.2074	0.34	x	x	1.5728	12.49
Thu	12/10/20	260.31135	1.09833	56	0.2112			-0.2112	0.32	x	x	1.5766	12.51
Fri	12/11/20	260.31484	1.09834	57	0.2150			-0.2150	0.31	x	x	1.5804	12.52
Mon	12/14/20	260.32529	1.09839	60	0.2263			-0.2263	0.26	x	x	1.5917	12.57
Tue	12/15/20	260.32877	1.09840	61	0.2301			-0.2301	0.25	x	x	1.5955	12.58
Wed	12/16/20	260.33226	1.09842	62	0.2339			-0.2339	0.23	x	x	1.5993	12.60
Thu	12/17/20	260.33574	1.09843	63	0.2376			-0.2376	0.22	x	x	1.6030	12.61
Fri	12/18/20	260.33923	1.09845	64	0.2414			-0.2414	0.20	x	x	1.6068	12.63
Mon	12/21/20	260.34968	1.09849	67	0.2527			-0.2527	0.16	x	x	1.6181	12.67
Tue	12/22/20	260.35316	1.09850	68	0.2565			-0.2565	0.15	x	x	1.6219	12.68
Wed	12/23/20	260.35665	1.09852	69	0.2603			-0.2603	0.13	x	x	1.6257	12.70
Thu	12/24/20	260.36013	1.09853	70	0.2641			-0.2641	0.12	x	x	1.6295	12.71
Fri	12/25/20	260.36361	1.09855	71	0.2678			-0.2678	0.10	x	x	1.6332	12.73
Mon	12/28/20	260.37406	1.09859	74	0.2792			-0.2792	0.06	x	x	1.6446	12.77
Tue	12/29/20	260.37755	1.09861	75	0.2830			-0.2830	0.04	x	x	1.6484	12.79
Wed	12/30/20	260.38103	1.09862	76	0.2867			-0.2867	0.03	x	x	1.6521	12.80
Thu	12/31/20	260.38452	1.09864	77	0.2905			-0.2905	0.01	x	x	1.6559	12.82
Fri	01/01/21	260.38800	1.09865

Generated 12/10/20 09:32