0.125% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2026

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

CUSIP Number	912828S50	Interest 01/15/20 (184 days)	$0.6708
Dated Date	July 15, 2016	Interest 07/15/20 (182 days)	$0.6685
Ref CPI on Dated Date	239.70132	Interest Total	$1.3393
Original Issue Date	July 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	1.07361	170	0.6200	x	x	0.7193	12.69			0.6200	0.00
Thu	01/02/20	257.34155	1.07359	171	0.6236	x	x	0.7157	12.71			0.6236	-0.02
Fri	01/03/20	257.33710	1.07357	172	0.6272	x	x	0.7121	12.73			0.6272	-0.04
Mon	01/06/20	257.32374	1.07352	175	0.6381	x	x	0.7012	12.78			0.6381	-0.09
Tue	01/07/20	257.31929	1.07350	176	0.6418	x	x	0.6975	12.80			0.6418	-0.11
Wed	01/08/20	257.31484	1.07348	177	0.6454	x	x	0.6939	12.82			0.6454	-0.13
Thu	01/09/20	257.31039	1.07346	178	0.6490	x	x	0.6903	12.84			0.6490	-0.15
Fri	01/10/20	257.30594	1.07344	179	0.6527	x	x	0.6866	12.86			0.6527	-0.17
Mon	01/13/20	257.29258	1.07339	182	0.6636	x	x	0.6757	12.91			0.6636	-0.22
Tue	01/14/20	257.28813	1.07337	183	0.6672	x	x	0.6721	12.93			0.6672	-0.24
Wed	01/15/20	257.28368	1.07335	0	0.0000		x	0.6685	12.95	x		0.6708	-0.26
Thu	01/16/20	257.27923	1.07333	1	0.0037		x	0.6648	12.97	x		0.6745	-0.28
Fri	01/17/20	257.27477	1.07331	2	0.0074		x	0.6611	12.99	x		0.6782	-0.30
Mon	01/20/20	257.26142	1.07326	5	0.0184		x	0.6501	13.04	x		0.6892	-0.35
Tue	01/21/20	257.25697	1.07324	6	0.0221		x	0.6464	13.06	x		0.6929	-0.37
Wed	01/22/20	257.25252	1.07322	7	0.0258		x	0.6427	13.08	x		0.6966	-0.39
Thu	01/23/20	257.24806	1.07320	8	0.0295		x	0.6390	13.10	x		0.7003	-0.41
Fri	01/24/20	257.24361	1.07318	9	0.0332		x	0.6353	13.12	x		0.7040	-0.43
Mon	01/27/20	257.23026	1.07313	12	0.0442		x	0.6243	13.17	x		0.7150	-0.48
Tue	01/28/20	257.22581	1.07311	13	0.0479		x	0.6206	13.19	x		0.7187	-0.50
Wed	01/29/20	257.22135	1.07309	14	0.0516		x	0.6169	13.21	x		0.7224	-0.52
Thu	01/30/20	257.21690	1.07307	15	0.0553		x	0.6132	13.23	x		0.7261	-0.54
Fri	01/31/20	257.21245	1.07305	16	0.0590		x	0.6095	13.25	x		0.7298	-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	1.07297	19	0.0700		x	0.5985	13.33	x		0.7408	-0.64
Tue	02/04/20	257.18379	1.07293	20	0.0737		x	0.5948	13.37	x		0.7445	-0.68
Wed	02/05/20	257.17572	1.07290	21	0.0774		x	0.5911	13.40	x		0.7482	-0.71
Thu	02/06/20	257.16766	1.07287	22	0.0811		x	0.5874	13.43	x		0.7519	-0.74
Fri	02/07/20	257.15959	1.07283	23	0.0847		x	0.5838	13.47	x		0.7555	-0.78
Mon	02/10/20	257.13538	1.07273	26	0.0958		x	0.5727	13.57	x		0.7666	-0.88
Tue	02/11/20	257.12731	1.07270	27	0.0995		x	0.5690	13.60	x		0.7703	-0.91
Wed	02/12/20	257.11924	1.07267	28	0.1031		x	0.5654	13.63	x		0.7739	-0.94
Thu	02/13/20	257.11117	1.07263	29	0.1068		x	0.5617	13.67	x		0.7776	-0.98
Fri	02/14/20	257.10310	1.07260	30	0.1105		x	0.5580	13.70	x		0.7813	-1.01
Mon	02/17/20	257.07890	1.07250	33	0.1215		x	0.5470	13.80	x		0.7923	-1.11
Tue	02/18/20	257.07083	1.07246	34	0.1252		x	0.5433	13.84	x		0.7960	-1.15
Wed	02/19/20	257.06276	1.07243	35	0.1289		x	0.5396	13.87	x		0.7997	-1.18
Thu	02/20/20	257.05469	1.07240	36	0.1326		x	0.5359	13.90	x		0.8034	-1.21
Fri	02/21/20	257.04662	1.07236	37	0.1363		x	0.5322	13.94	x		0.8071	-1.25
Mon	02/24/20	257.02241	1.07226	40	0.1473		x	0.5212	14.04	x		0.8181	-1.35
Tue	02/25/20	257.01434	1.07223	41	0.1510		x	0.5175	14.07	x		0.8218	-1.38
Wed	02/26/20	257.00628	1.07219	42	0.1546		x	0.5139	14.11	x		0.8254	-1.42
Thu	02/27/20	256.99821	1.07216	43	0.1583		x	0.5102	14.14	x		0.8291	-1.45
Fri	02/28/20	256.99014	1.07213	44	0.1620		x	0.5065	14.17	x		0.8328	-1.48
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	1.07219	47	0.1731		x	0.4954	14.11	x		0.8439	-1.42
Tue	03/03/20	257.03832	1.07233	48	0.1768		x	0.4917	13.97	x		0.8476	-1.28
Wed	03/04/20	257.07048	1.07246	49	0.1805		x	0.4880	13.84	x		0.8513	-1.15
Thu	03/05/20	257.10265	1.07260	50	0.1842		x	0.4843	13.70	x		0.8550	-1.01
Fri	03/06/20	257.13481	1.07273	51	0.1879		x	0.4806	13.57	x		0.8587	-0.88
Mon	03/09/20	257.23129	1.07313	54	0.1990		x	0.4695	13.17	x		0.8698	-0.48
Tue	03/10/20	257.26345	1.07327	55	0.2027		x	0.4658	13.03	x		0.8735	-0.34
Wed	03/11/20	257.29561	1.07340	56	0.2064		x	0.4621	12.90	x		0.8772	-0.21
Thu	03/12/20	257.32777	1.07354	57	0.2101		x	0.4584	12.76	x		0.8809	-0.07
Fri	03/13/20	257.35994	1.07367	58	0.2138		x	0.4547	12.63	x		0.8846	0.06
Mon	03/16/20	257.45642	1.07407	61	0.2250		x	0.4435	12.23	x		0.8958	0.46
Tue	03/17/20	257.48858	1.07421	62	0.2287		x	0.4398	12.09	x		0.8995	0.60
Wed	03/18/20	257.52074	1.07434	63	0.2324		x	0.4361	11.96	x		0.9032	0.73
Thu	03/19/20	257.55290	1.07447	64	0.2361		x	0.4324	11.83	x		0.9069	0.86
Fri	03/20/20	257.58506	1.07461	65	0.2399		x	0.4286	11.69	x		0.9107	1.00
Mon	03/23/20	257.68155	1.07501	68	0.2510		x	0.4175	11.29	x		0.9218	1.40
Tue	03/24/20	257.71371	1.07515	69	0.2548		x	0.4137	11.15	x		0.9256	1.54
Wed	03/25/20	257.74587	1.07528	70	0.2585		x	0.4100	11.02	x		0.9293	1.67
Thu	03/26/20	257.77803	1.07541	71	0.2622		x	0.4063	10.89	x		0.9330	1.80
Fri	03/27/20	257.81019	1.07555	72	0.2659		x	0.4026	10.75	x		0.9367	1.94
Mon	03/30/20	257.90668	1.07595	75	0.2771		x	0.3914	10.35	x		0.9479	2.34
Tue	03/31/20	257.93884	1.07608	76	0.2808		x	0.3877	10.22	x		0.9516	2.47
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Wed	04/01/20	257.97100	1.07622	77	0.2846		x	0.3839	10.08	x		0.9554	2.61
Thu	04/02/20	257.99457	1.07632	78	0.2883		x	0.3802	9.98	x		0.9591	2.71
Fri	04/03/20	258.01813	1.07642	79	0.2920		x	0.3765	9.88	x		0.9628	2.81
Mon	04/06/20	258.08883	1.07671	82	0.3032		x	0.3653	9.59	x		0.9740	3.10
Tue	04/07/20	258.11240	1.07681	83	0.3069		x	0.3616	9.49	x		0.9777	3.20
Wed	04/08/20	258.13597	1.07691	84	0.3106		x	0.3579	9.39	x		0.9814	3.30
Thu	04/09/20	258.15953	1.07701	85	0.3144		x	0.3541	9.29	x		0.9852	3.40
Fri	04/10/20	258.18310	1.07710	86	0.3181		x	0.3504	9.20	x		0.9889	3.49
Mon	04/13/20	258.25380	1.07740	89	0.3293		x	0.3392	8.90	x		1.0001	3.79
Tue	04/14/20	258.27737	1.07750	90	0.3330		x	0.3355	8.80	x		1.0038	3.89
Wed	04/15/20	258.30093	1.07759	91	0.3367		x	0.3318	8.71	x		1.0075	3.98
Thu	04/16/20	258.32450	1.07769	92	0.3405		x	0.3280	8.61	x		1.0113	4.08
Fri	04/17/20	258.34807	1.07779	93	0.3442		x	0.3243	8.51	x		1.0150	4.18
Mon	04/20/20	258.41877	1.07809	96	0.3554		x	0.3131	8.21	x		1.0262	4.48
Tue	04/21/20	258.44233	1.07818	97	0.3591		x	0.3094	8.12	x		1.0299	4.57
Wed	04/22/20	258.46590	1.07828	98	0.3629		x	0.3056	8.02	x		1.0337	4.67
Thu	04/23/20	258.48947	1.07838	99	0.3666		x	0.3019	7.92	x		1.0374	4.77
Fri	04/24/20	258.51303	1.07848	100	0.3704		x	0.2981	7.82	x		1.0412	4.87
Mon	04/27/20	258.58373	1.07877	103	0.3816		x	0.2869	7.53	x		1.0524	5.16
Tue	04/28/20	258.60730	1.07887	104	0.3853		x	0.2832	7.43	x		1.0561	5.26
Wed	04/29/20	258.63087	1.07897	105	0.3891		x	0.2794	7.33	x		1.0599	5.36
Thu	04/30/20	258.65443	1.07907	106	0.3928		x	0.2757	7.23	x		1.0636	5.46
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	1.07917	107	0.3965		x	0.2720	7.13	x		1.0673	5.56
Mon	05/04/20	258.62352	1.07894	110	0.4076		x	0.2609	7.36	x		1.0784	5.33
Tue	05/05/20	258.60535	1.07886	111	0.4112		x	0.2573	7.44	x		1.0820	5.25
Wed	05/06/20	258.58719	1.07879	112	0.4149		x	0.2536	7.51	x		1.0857	5.18
Thu	05/07/20	258.56903	1.07871	113	0.4186		x	0.2499	7.59	x		1.0894	5.10
Fri	05/08/20	258.55087	1.07864	114	0.4223		x	0.2462	7.66	x		1.0931	5.03
Mon	05/11/20	258.49639	1.07841	117	0.4333		x	0.2352	7.89	x		1.1041	4.80
Tue	05/12/20	258.47823	1.07833	118	0.4370		x	0.2315	7.97	x		1.1078	4.72
Wed	05/13/20	258.46006	1.07826	119	0.4406		x	0.2279	8.04	x		1.1114	4.65
Thu	05/14/20	258.44190	1.07818	120	0.4443		x	0.2242	8.12	x		1.1151	4.57
Fri	05/15/20	258.42374	1.07811	121	0.4480		x	0.2205	8.19	x		1.1188	4.50
Mon	05/18/20	258.36926	1.07788	124	0.4590		x	0.2095	8.42	x		1.1298	4.27
Tue	05/19/20	258.35110	1.07780	125	0.4627		x	0.2058	8.50	x		1.1335	4.19
Wed	05/20/20	258.33294	1.07773	126	0.4663		x	0.2022	8.57	x		1.1371	4.12
Thu	05/21/20	258.31477	1.07765	127	0.4700		x	0.1985	8.65	x		1.1408	4.04
Fri	05/22/20	258.29661	1.07758	128	0.4737		x	0.1948	8.72	x		1.1445	3.97
Mon	05/25/20	258.24213	1.07735	131	0.4847		x	0.1838	8.95	x		1.1555	3.74
Tue	05/26/20	258.22397	1.07727	132	0.4883		x	0.1802	9.03	x		1.1591	3.66
Wed	05/27/20	258.20581	1.07720	133	0.4920		x	0.1765	9.10	x		1.1628	3.59
Thu	05/28/20	258.18765	1.07712	134	0.4957		x	0.1728	9.18	x		1.1665	3.51
Fri	05/29/20	258.16948	1.07705	135	0.4993		x	0.1692	9.25	x		1.1701	3.44
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	1.07682	138	0.5103		x	0.1582	9.48	x		1.1811	3.21
Tue	06/02/20	258.05747	1.07658	139	0.5139		x	0.1546	9.72	x		1.1847	2.97
Wed	06/03/20	257.99993	1.07634	140	0.5175		x	0.1510	9.96	x		1.1883	2.73
Thu	06/04/20	257.94240	1.07610	141	0.5211		x	0.1474	10.20	x		1.1919	2.49
Fri	06/05/20	257.88487	1.07586	142	0.5246		x	0.1439	10.44	x		1.1954	2.25
Mon	06/08/20	257.71227	1.07514	145	0.5354		x	0.1331	11.16	x		1.2062	1.53
Tue	06/09/20	257.65473	1.07490	146	0.5389		x	0.1296	11.40	x		1.2097	1.29
Wed	06/10/20	257.59720	1.07466	147	0.5425		x	0.1260	11.64	x		1.2133	1.05
Thu	06/11/20	257.53967	1.07442	148	0.5461		x	0.1224	11.88	x		1.2169	0.81
Fri	06/12/20	257.48213	1.07418	149	0.5496		x	0.1189	12.12	x		1.2204	0.57
Mon	06/15/20	257.30953	1.07346	152	0.5603		x	0.1082	12.84	x		1.2311	-0.15
Tue	06/16/20	257.25200	1.07322	153	0.5639		x	0.1046	13.08	x		1.2347	-0.39
Wed	06/17/20	257.19447	1.07298	154	0.5674		x	0.1011	13.32	x		1.2382	-0.63
Thu	06/18/20	257.13693	1.07274	155	0.5710		x	0.0975	13.56	x		1.2418	-0.87
Fri	06/19/20	257.07940	1.07250	156	0.5746		x	0.0939	13.80	x		1.2454	-1.11
Mon	06/22/20	256.90680	1.07178	159	0.5852		x	0.0833	14.52	x		1.2560	-1.83
Tue	06/23/20	256.84927	1.07154	160	0.5888		x	0.0797	14.76	x		1.2596	-2.07
Wed	06/24/20	256.79173	1.07130	161	0.5923		x	0.0762	15.00	x		1.2631	-2.31
Thu	06/25/20	256.73420	1.07106	162	0.5959		x	0.0726	15.24	x		1.2667	-2.55
Fri	06/26/20	256.67667	1.07082	163	0.5994		x	0.0691	15.48	x		1.2702	-2.79
Mon	06/29/20	256.50407	1.07010	166	0.6100		x	0.0585	16.20	x		1.2808	-3.51
Tue	06/30/20	256.44653	1.06986	167	0.6136		x	0.0549	16.44	x		1.2844	-3.75
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	1.06962	168	0.6171		x	0.0514	16.68	x		1.2879	-3.99
Thu	07/02/20	256.38916	1.06962	169	0.6208		x	0.0477	16.68	x		1.2916	-3.99
Fri	07/03/20	256.38932	1.06962	170	0.6244		x	0.0441	16.68	x		1.2952	-3.99
Mon	07/06/20	256.38981	1.06962	173	0.6355		x	0.0330	16.68	x		1.3063	-3.99
Tue	07/07/20	256.38997	1.06962	174	0.6391		x	0.0294	16.68	x		1.3099	-3.99
Wed	07/08/20	256.39013	1.06962	175	0.6428		x	0.0257	16.68	x		1.3136	-3.99
Thu	07/09/20	256.39029	1.06962	176	0.6465		x	0.0220	16.68	x		1.3173	-3.99
Fri	07/10/20	256.39045	1.06962	177	0.6501		x	0.0184	16.68	x		1.3209	-3.99
Mon	07/13/20	256.39094	1.06963	180	0.6612		x	0.0073	16.67	x		1.3320	-3.98
Tue	07/14/20	256.39110	1.06963	181	0.6648		x	0.0037	16.67	x		1.3356	-3.98
Wed	07/15/20	256.39126	1.06963	0	0.0000			0.0000	16.67	x	x	1.3393	-3.98
Thu	07/16/20	256.39142	1.06963	1	0.0036			-0.0036	16.67	x	x	1.3429	-3.98
Fri	07/17/20	256.39158	1.06963	2	0.0073			-0.0073	16.67	x	x	1.3466	-3.98
Mon	07/20/20	256.39206	1.06963	5	0.0182			-0.0182	16.67	x	x	1.3575	-3.98
Tue	07/21/20	256.39223	1.06963	6	0.0218			-0.0218	16.67	x	x	1.3611	-3.98
Wed	07/22/20	256.39239	1.06963	7	0.0254			-0.0254	16.67	x	x	1.3647	-3.98
Thu	07/23/20	256.39255	1.06963	8	0.0291			-0.0291	16.67	x	x	1.3684	-3.98
Fri	07/24/20	256.39271	1.06963	9	0.0327			-0.0327	16.67	x	x	1.3720	-3.98
Mon	07/27/20	256.39319	1.06964	12	0.0436			-0.0436	16.66	x	x	1.3829	-3.97
Tue	07/28/20	256.39335	1.06964	13	0.0472			-0.0472	16.66	x	x	1.3865	-3.97
Wed	07/29/20	256.39352	1.06964	14	0.0509			-0.0509	16.66	x	x	1.3902	-3.97
Thu	07/30/20	256.39368	1.06964	15	0.0545			-0.0545	16.66	x	x	1.3938	-3.97
Fri	07/31/20	256.39384	1.06964	16	0.0581			-0.0581	16.66	x	x	1.3974	-3.97
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	1.07002	19	0.0691			-0.0691	16.28	x	x	1.4084	-3.59
Tue	08/04/20	256.52977	1.07021	20	0.0727			-0.0727	16.09	x	x	1.4120	-3.40
Wed	08/05/20	256.57503	1.07039	21	0.0764			-0.0764	15.91	x	x	1.4157	-3.22
Thu	08/06/20	256.62029	1.07058	22	0.0800			-0.0800	15.72	x	x	1.4193	-3.03
Fri	08/07/20	256.66555	1.07077	23	0.0837			-0.0837	15.53	x	x	1.4230	-2.84
Mon	08/10/20	256.80132	1.07134	26	0.0946			-0.0946	14.96	x	x	1.4339	-2.27
Tue	08/11/20	256.84658	1.07153	27	0.0983			-0.0983	14.77	x	x	1.4376	-2.08
Wed	08/12/20	256.89184	1.07172	28	0.1019			-0.1019	14.58	x	x	1.4412	-1.89
Thu	08/13/20	256.93710	1.07191	29	0.1056			-0.1056	14.39	x	x	1.4449	-1.70
Fri	08/14/20	256.98235	1.07209	30	0.1092			-0.1092	14.21	x	x	1.4485	-1.52
Mon	08/17/20	257.11813	1.07266	33	0.1202			-0.1202	13.64	x	x	1.4595	-0.95
Tue	08/18/20	257.16339	1.07285	34	0.1239			-0.1239	13.45	x	x	1.4632	-0.76
Wed	08/19/20	257.20865	1.07304	35	0.1276			-0.1276	13.26	x	x	1.4669	-0.57
Thu	08/20/20	257.25390	1.07323	36	0.1312			-0.1312	13.07	x	x	1.4705	-0.38
Fri	08/21/20	257.29916	1.07342	37	0.1349			-0.1349	12.88	x	x	1.4742	-0.19
Mon	08/24/20	257.43494	1.07398	40	0.1459			-0.1459	12.32	x	x	1.4852	0.37
Tue	08/25/20	257.48019	1.07417	41	0.1496			-0.1496	12.13	x	x	1.4889	0.56
Wed	08/26/20	257.52545	1.07436	42	0.1533			-0.1533	11.94	x	x	1.4926	0.75
Thu	08/27/20	257.57071	1.07455	43	0.1569			-0.1569	11.75	x	x	1.4962	0.94
Fri	08/28/20	257.61597	1.07474	44	0.1606			-0.1606	11.56	x	x	1.4999	1.13
Mon	08/31/20	257.75174	1.07530	47	0.1717			-0.1717	11.00	x	x	1.5110	1.69
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	1.07549	48	0.1754			-0.1754	10.81	x	x	1.5147	1.88
Wed	09/02/20	257.84047	1.07567	49	0.1790			-0.1790	10.63	x	x	1.5183	2.06
Thu	09/03/20	257.88393	1.07586	50	0.1827			-0.1827	10.44	x	x	1.5220	2.25
Fri	09/04/20	257.92740	1.07604	51	0.1864			-0.1864	10.26	x	x	1.5257	2.43
Mon	09/07/20	258.05780	1.07658	54	0.1975			-0.1975	9.72	x	x	1.5368	2.97
Tue	09/08/20	258.10127	1.07676	55	0.2012			-0.2012	9.54	x	x	1.5405	3.15
Wed	09/09/20	258.14473	1.07694	56	0.2049			-0.2049	9.36	x	x	1.5442	3.33
Thu	09/10/20	258.18820	1.07712	57	0.2085			-0.2085	9.18	x	x	1.5478	3.51
Fri	09/11/20	258.23167	1.07731	58	0.2122			-0.2122	8.99	x	x	1.5515	3.70
Mon	09/14/20	258.36207	1.07785	61	0.2233			-0.2233	8.45	x	x	1.5626	4.24
Tue	09/15/20	258.40553	1.07803	62	0.2270			-0.2270	8.27	x	x	1.5663	4.42
Wed	09/16/20	258.44900	1.07821	63	0.2307			-0.2307	8.09	x	x	1.5700	4.60
Thu	09/17/20	258.49247	1.07839	64	0.2344			-0.2344	7.91	x	x	1.5737	4.78
Fri	09/18/20	258.53593	1.07858	65	0.2381			-0.2381	7.72	x	x	1.5774	4.97
Mon	09/21/20	258.66633	1.07912	68	0.2493			-0.2493	7.18	x	x	1.5886	5.51
Tue	09/22/20	258.70980	1.07930	69	0.2530			-0.2530	7.00	x	x	1.5923	5.69
Wed	09/23/20	258.75327	1.07948	70	0.2567			-0.2567	6.82	x	x	1.5960	5.87
Thu	09/24/20	258.79673	1.07966	71	0.2604			-0.2604	6.64	x	x	1.5997	6.05
Fri	09/25/20	258.84020	1.07984	72	0.2641			-0.2641	6.46	x	x	1.6034	6.23
Mon	09/28/20	258.97060	1.08039	75	0.2752			-0.2752	5.91	x	x	1.6145	6.78
Tue	09/29/20	259.01407	1.08057	76	0.2790			-0.2790	5.73	x	x	1.6183	6.96
Wed	09/30/20	259.05753	1.08075	77	0.2827			-0.2827	5.55	x	x	1.6220	7.14
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	1.08093	78	0.2864			-0.2864	5.37	x	x	1.6257	7.32
Fri	10/02/20	259.12735	1.08104	79	0.2901			-0.2901	5.26	x	x	1.6294	7.43
Mon	10/05/20	259.20642	1.08137	82	0.3012			-0.3012	4.93	x	x	1.6405	7.76
Tue	10/06/20	259.23277	1.08148	83	0.3049			-0.3049	4.82	x	x	1.6442	7.87
Wed	10/07/20	259.25913	1.08159	84	0.3086			-0.3086	4.71	x	x	1.6479	7.98
Thu	10/08/20	259.28548	1.08170	85	0.3123			-0.3123	4.60	x	x	1.6516	8.09
Fri	10/09/20	259.31184	1.08181	86	0.3160			-0.3160	4.49	x	x	1.6553	8.20
Mon	10/12/20	259.39090	1.08214	89	0.3271			-0.3271	4.16	x	x	1.6664	8.53
Tue	10/13/20	259.41726	1.08225	90	0.3309			-0.3309	4.05	x	x	1.6702	8.64
Wed	10/14/20	259.44361	1.08236	91	0.3346			-0.3346	3.94	x	x	1.6739	8.75
Thu	10/15/20	259.46997	1.08247	92	0.3383			-0.3383	3.83	x	x	1.6776	8.86
Fri	10/16/20	259.49632	1.08258	93	0.3420			-0.3420	3.72	x	x	1.6813	8.97
Mon	10/19/20	259.57539	1.08291	96	0.3531			-0.3531	3.39	x	x	1.6924	9.30
Tue	10/20/20	259.60174	1.08302	97	0.3568			-0.3568	3.28	x	x	1.6961	9.41
Wed	10/21/20	259.62810	1.08313	98	0.3606			-0.3606	3.17	x	x	1.6999	9.52
Thu	10/22/20	259.65445	1.08324	99	0.3643			-0.3643	3.06	x	x	1.7036	9.63
Fri	10/23/20	259.68081	1.08335	100	0.3680			-0.3680	2.95	x	x	1.7073	9.74
Mon	10/26/20	259.75987	1.08368	103	0.3791			-0.3791	2.62	x	x	1.7184	10.07
Tue	10/27/20	259.78623	1.08379	104	0.3829			-0.3829	2.51	x	x	1.7222	10.18
Wed	10/28/20	259.81258	1.08390	105	0.3866			-0.3866	2.40	x	x	1.7259	10.29
Thu	10/29/20	259.83894	1.08401	106	0.3903			-0.3903	2.29	x	x	1.7296	10.40
Fri	10/30/20	259.86529	1.08412	107	0.3940			-0.3940	2.18	x	x	1.7333	10.51
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	11/02/20	259.93007	1.08439	110	0.4052			-0.4052	1.91	x	x	1.7445	10.78
Tue	11/03/20	259.94213	1.08444	111	0.4089			-0.4089	1.86	x	x	1.7482	10.83
Wed	11/04/20	259.95420	1.08449	112	0.4126			-0.4126	1.81	x	x	1.7519	10.88
Thu	11/05/20	259.96627	1.08454	113	0.4163			-0.4163	1.76	x	x	1.7556	10.93
Fri	11/06/20	259.97833	1.08459	114	0.4200			-0.4200	1.71	x	x	1.7593	10.98
Mon	11/09/20	260.01453	1.08474	117	0.4311			-0.4311	1.56	x	x	1.7704	11.13
Tue	11/10/20	260.02660	1.08479	118	0.4348			-0.4348	1.51	x	x	1.7741	11.18
Wed	11/11/20	260.03867	1.08484	119	0.4385			-0.4385	1.46	x	x	1.7778	11.23
Thu	11/12/20	260.05073	1.08489	120	0.4422			-0.4422	1.41	x	x	1.7815	11.28
Fri	11/13/20	260.06280	1.08495	121	0.4459			-0.4459	1.35	x	x	1.7852	11.34
Mon	11/16/20	260.09900	1.08510	124	0.4570			-0.4570	1.20	x	x	1.7963	11.49
Tue	11/17/20	260.11107	1.08515	125	0.4607			-0.4607	1.15	x	x	1.8000	11.54
Wed	11/18/20	260.12313	1.08520	126	0.4645			-0.4645	1.10	x	x	1.8038	11.59
Thu	11/19/20	260.13520	1.08525	127	0.4682			-0.4682	1.05	x	x	1.8075	11.64
Fri	11/20/20	260.14727	1.08530	128	0.4719			-0.4719	1.00	x	x	1.8112	11.69
Mon	11/23/20	260.18347	1.08545	131	0.4830			-0.4830	0.85	x	x	1.8223	11.84
Tue	11/24/20	260.19553	1.08550	132	0.4867			-0.4867	0.80	x	x	1.8260	11.89
Wed	11/25/20	260.20760	1.08555	133	0.4904			-0.4904	0.75	x	x	1.8297	11.94
Thu	11/26/20	260.21967	1.08560	134	0.4941			-0.4941	0.70	x	x	1.8334	11.99
Fri	11/27/20	260.23173	1.08565	135	0.4978			-0.4978	0.65	x	x	1.8371	12.04
Mon	11/30/20	260.26793	1.08580	138	0.5090			-0.5090	0.50	x	x	1.8483	12.19
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	1.08585	139	0.5127			-0.5127	0.45	x	x	1.8520	12.24
Wed	12/02/20	260.28348	1.08587	140	0.5164			-0.5164	0.43	x	x	1.8557	12.26
Thu	12/03/20	260.28697	1.08588	141	0.5201			-0.5201	0.42	x	x	1.8594	12.27
Fri	12/04/20	260.29045	1.08589	142	0.5238			-0.5238	0.41	x	x	1.8631	12.28
Mon	12/07/20	260.30090	1.08594	145	0.5349			-0.5349	0.36	x	x	1.8742	12.33
Tue	12/08/20	260.30439	1.08595	146	0.5385			-0.5385	0.35	x	x	1.8778	12.34
Wed	12/09/20	260.30787	1.08597	147	0.5422			-0.5422	0.33	x	x	1.8815	12.36
Thu	12/10/20	260.31135	1.08598	148	0.5459			-0.5459	0.32	x	x	1.8852	12.37
Fri	12/11/20	260.31484	1.08600	149	0.5496			-0.5496	0.30	x	x	1.8889	12.39
Mon	12/14/20	260.32529	1.08604	152	0.5607			-0.5607	0.26	x	x	1.9000	12.43
Tue	12/15/20	260.32877	1.08605	153	0.5644			-0.5644	0.25	x	x	1.9037	12.44
Wed	12/16/20	260.33226	1.08607	154	0.5681			-0.5681	0.23	x	x	1.9074	12.46
Thu	12/17/20	260.33574	1.08608	155	0.5718			-0.5718	0.22	x	x	1.9111	12.47
Fri	12/18/20	260.33923	1.08610	156	0.5755			-0.5755	0.20	x	x	1.9148	12.49
Mon	12/21/20	260.34968	1.08614	159	0.5866			-0.5866	0.16	x	x	1.9259	12.53
Tue	12/22/20	260.35316	1.08616	160	0.5903			-0.5903	0.14	x	x	1.9296	12.55
Wed	12/23/20	260.35665	1.08617	161	0.5940			-0.5940	0.13	x	x	1.9333	12.56
Thu	12/24/20	260.36013	1.08619	162	0.5977			-0.5977	0.11	x	x	1.9370	12.58
Fri	12/25/20	260.36361	1.08620	163	0.6014			-0.6014	0.10	x	x	1.9407	12.59
Mon	12/28/20	260.37406	1.08624	166	0.6125			-0.6125	0.06	x	x	1.9518	12.63
Tue	12/29/20	260.37755	1.08626	167	0.6162			-0.6162	0.04	x	x	1.9555	12.65
Wed	12/30/20	260.38103	1.08627	168	0.6199			-0.6199	0.03	x	x	1.9592	12.66
Thu	12/31/20	260.38452	1.08629	169	0.6236			-0.6236	0.01	x	x	1.9629	12.68
Fri	01/01/21	260.38800	1.08630

Generated 12/10/20 09:32