0.125% 5-Year Treasury Inflation Protected Security (TIPS) due April 15, 2022

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

CUSIP Number	912828X39	Interest 04/15/20 (183 days)	$0.6638
Dated Date	April 15, 2017	Interest 10/15/20 (183 days)	$0.6668
Ref CPI on Dated Date	243.19553	Interest Total	$1.3306
Original Issue Date	April 28, 2017	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	1.05819	78	0.2819	x	x	1.0487	12.50			0.2819	0.00
Thu	01/02/20	257.34155	1.05817	79	0.2855	x	x	1.0451	12.52			0.2855	-0.02
Fri	01/03/20	257.33710	1.05815	80	0.2891	x	x	1.0415	12.54			0.2891	-0.04
Mon	01/06/20	257.32374	1.05809	83	0.2999	x	x	1.0307	12.60			0.2999	-0.10
Tue	01/07/20	257.31929	1.05808	84	0.3035	x	x	1.0271	12.61			0.3035	-0.11
Wed	01/08/20	257.31484	1.05806	85	0.3072	x	x	1.0234	12.63			0.3072	-0.13
Thu	01/09/20	257.31039	1.05804	86	0.3108	x	x	1.0198	12.65			0.3108	-0.15
Fri	01/10/20	257.30594	1.05802	87	0.3144	x	x	1.0162	12.67			0.3144	-0.17
Mon	01/13/20	257.29258	1.05797	90	0.3252	x	x	1.0054	12.72			0.3252	-0.22
Tue	01/14/20	257.28813	1.05795	91	0.3288	x	x	1.0018	12.74			0.3288	-0.24
Wed	01/15/20	257.28368	1.05793	92	0.3324	x	x	0.9982	12.76			0.3324	-0.26
Thu	01/16/20	257.27923	1.05791	93	0.3360	x	x	0.9946	12.78			0.3360	-0.28
Fri	01/17/20	257.27477	1.05789	94	0.3396	x	x	0.9910	12.80			0.3396	-0.30
Mon	01/20/20	257.26142	1.05784	97	0.3504	x	x	0.9802	12.85			0.3504	-0.35
Tue	01/21/20	257.25697	1.05782	98	0.3541	x	x	0.9765	12.87			0.3541	-0.37
Wed	01/22/20	257.25252	1.05780	99	0.3577	x	x	0.9729	12.89			0.3577	-0.39
Thu	01/23/20	257.24806	1.05778	100	0.3613	x	x	0.9693	12.91			0.3613	-0.41
Fri	01/24/20	257.24361	1.05776	101	0.3649	x	x	0.9657	12.93			0.3649	-0.43
Mon	01/27/20	257.23026	1.05771	104	0.3757	x	x	0.9549	12.98			0.3757	-0.48
Tue	01/28/20	257.22581	1.05769	105	0.3793	x	x	0.9513	13.00			0.3793	-0.50
Wed	01/29/20	257.22135	1.05767	106	0.3829	x	x	0.9477	13.02			0.3829	-0.52
Thu	01/30/20	257.21690	1.05765	107	0.3865	x	x	0.9441	13.04			0.3865	-0.54
Fri	01/31/20	257.21245	1.05764	108	0.3901	x	x	0.9405	13.05			0.3901	-0.55
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	1.05755	111	0.4009	x	x	0.9297	13.14			0.4009	-0.64
Tue	02/04/20	257.18379	1.05752	112	0.4045	x	x	0.9261	13.17			0.4045	-0.67
Wed	02/05/20	257.17572	1.05749	113	0.4081	x	x	0.9225	13.20			0.4081	-0.70
Thu	02/06/20	257.16766	1.05745	114	0.4117	x	x	0.9189	13.24			0.4117	-0.74
Fri	02/07/20	257.15959	1.05742	115	0.4153	x	x	0.9153	13.27			0.4153	-0.77
Mon	02/10/20	257.13538	1.05732	118	0.4261	x	x	0.9045	13.37			0.4261	-0.87
Tue	02/11/20	257.12731	1.05729	119	0.4297	x	x	0.9009	13.40			0.4297	-0.90
Wed	02/12/20	257.11924	1.05725	120	0.4333	x	x	0.8973	13.44			0.4333	-0.94
Thu	02/13/20	257.11117	1.05722	121	0.4369	x	x	0.8937	13.47			0.4369	-0.97
Fri	02/14/20	257.10310	1.05719	122	0.4405	x	x	0.8901	13.50			0.4405	-1.00
Mon	02/17/20	257.07890	1.05709	125	0.4513	x	x	0.8793	13.60			0.4513	-1.10
Tue	02/18/20	257.07083	1.05705	126	0.4549	x	x	0.8757	13.64			0.4549	-1.14
Wed	02/19/20	257.06276	1.05702	127	0.4585	x	x	0.8721	13.67			0.4585	-1.17
Thu	02/20/20	257.05469	1.05699	128	0.4621	x	x	0.8685	13.70			0.4621	-1.20
Fri	02/21/20	257.04662	1.05695	129	0.4657	x	x	0.8649	13.74			0.4657	-1.24
Mon	02/24/20	257.02241	1.05685	132	0.4764	x	x	0.8542	13.84			0.4764	-1.34
Tue	02/25/20	257.01434	1.05682	133	0.4800	x	x	0.8506	13.87			0.4800	-1.37
Wed	02/26/20	257.00628	1.05679	134	0.4836	x	x	0.8470	13.90			0.4836	-1.40
Thu	02/27/20	256.99821	1.05676	135	0.4872	x	x	0.8434	13.93			0.4872	-1.43
Fri	02/28/20	256.99014	1.05672	136	0.4908	x	x	0.8398	13.97			0.4908	-1.47
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	03/02/20	257.00616	1.05679	139	0.5017	x	x	0.8289	13.90			0.5017	-1.40
Tue	03/03/20	257.03832	1.05692	140	0.5054	x	x	0.8252	13.77			0.5054	-1.27
Wed	03/04/20	257.07048	1.05705	141	0.5090	x	x	0.8216	13.64			0.5090	-1.14
Thu	03/05/20	257.10265	1.05718	142	0.5127	x	x	0.8179	13.51			0.5127	-1.01
Fri	03/06/20	257.13481	1.05732	143	0.5164	x	x	0.8142	13.37			0.5164	-0.87
Mon	03/09/20	257.23129	1.05771	146	0.5274	x	x	0.8032	12.98			0.5274	-0.48
Tue	03/10/20	257.26345	1.05785	147	0.5311	x	x	0.7995	12.84			0.5311	-0.34
Wed	03/11/20	257.29561	1.05798	148	0.5348	x	x	0.7958	12.71			0.5348	-0.21
Thu	03/12/20	257.32777	1.05811	149	0.5385	x	x	0.7921	12.58			0.5385	-0.08
Fri	03/13/20	257.35994	1.05824	150	0.5421	x	x	0.7885	12.45			0.5421	0.05
Mon	03/16/20	257.45642	1.05864	153	0.5532	x	x	0.7774	12.05			0.5532	0.45
Tue	03/17/20	257.48858	1.05877	154	0.5569	x	x	0.7737	11.92			0.5569	0.58
Wed	03/18/20	257.52074	1.05890	155	0.5606	x	x	0.7700	11.79			0.5606	0.71
Thu	03/19/20	257.55290	1.05904	156	0.5642	x	x	0.7664	11.65			0.5642	0.85
Fri	03/20/20	257.58506	1.05917	157	0.5679	x	x	0.7627	11.52			0.5679	0.98
Mon	03/23/20	257.68155	1.05957	160	0.5790	x	x	0.7516	11.12			0.5790	1.38
Tue	03/24/20	257.71371	1.05970	161	0.5827	x	x	0.7479	10.99			0.5827	1.51
Wed	03/25/20	257.74587	1.05983	162	0.5864	x	x	0.7442	10.86			0.5864	1.64
Thu	03/26/20	257.77803	1.05996	163	0.5901	x	x	0.7405	10.73			0.5901	1.77
Fri	03/27/20	257.81019	1.06009	164	0.5938	x	x	0.7368	10.60			0.5938	1.90
Mon	03/30/20	257.90668	1.06049	167	0.6049	x	x	0.7257	10.20			0.6049	2.30
Tue	03/31/20	257.93884	1.06062	168	0.6086	x	x	0.7220	10.07			0.6086	2.43
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	1.06076	169	0.6123	x	x	0.7183	9.93			0.6123	2.57
Thu	04/02/20	257.99457	1.06085	170	0.6159	x	x	0.7147	9.84			0.6159	2.66
Fri	04/03/20	258.01813	1.06095	171	0.6196	x	x	0.7110	9.74			0.6196	2.76
Mon	04/06/20	258.08883	1.06124	174	0.6307	x	x	0.6999	9.45			0.6307	3.05
Tue	04/07/20	258.11240	1.06134	175	0.6343	x	x	0.6963	9.35			0.6343	3.15
Wed	04/08/20	258.13597	1.06143	176	0.6380	x	x	0.6926	9.26			0.6380	3.24
Thu	04/09/20	258.15953	1.06153	177	0.6417	x	x	0.6889	9.16			0.6417	3.34
Fri	04/10/20	258.18310	1.06163	178	0.6454	x	x	0.6852	9.06			0.6454	3.44
Mon	04/13/20	258.25380	1.06192	181	0.6564	x	x	0.6742	8.77			0.6564	3.73
Tue	04/14/20	258.27737	1.06202	182	0.6601	x	x	0.6705	8.67			0.6601	3.83
Wed	04/15/20	258.30093	1.06211	0	0.0000		x	0.6668	8.58	x		0.6638	3.92
Thu	04/16/20	258.32450	1.06221	1	0.0036		x	0.6632	8.48	x		0.6674	4.02
Fri	04/17/20	258.34807	1.06231	2	0.0073		x	0.6595	8.38	x		0.6711	4.12
Mon	04/20/20	258.41877	1.06260	5	0.0181		x	0.6487	8.09	x		0.6819	4.41
Tue	04/21/20	258.44233	1.06269	6	0.0218		x	0.6450	8.00	x		0.6856	4.50
Wed	04/22/20	258.46590	1.06279	7	0.0254		x	0.6414	7.90	x		0.6892	4.60
Thu	04/23/20	258.48947	1.06289	8	0.0290		x	0.6378	7.80	x		0.6928	4.70
Fri	04/24/20	258.51303	1.06298	9	0.0327		x	0.6341	7.71	x		0.6965	4.79
Mon	04/27/20	258.58373	1.06328	12	0.0436		x	0.6232	7.41	x		0.7074	5.09
Tue	04/28/20	258.60730	1.06337	13	0.0472		x	0.6196	7.32	x		0.7110	5.18
Wed	04/29/20	258.63087	1.06347	14	0.0508		x	0.6160	7.22	x		0.7146	5.28
Thu	04/30/20	258.65443	1.06357	15	0.0545		x	0.6123	7.12	x		0.7183	5.38
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	1.06366	16	0.0581		x	0.6087	7.03	x		0.7219	5.47
Mon	05/04/20	258.62352	1.06344	19	0.0690		x	0.5978	7.25	x		0.7328	5.25
Tue	05/05/20	258.60535	1.06336	20	0.0726		x	0.5942	7.33	x		0.7364	5.17
Wed	05/06/20	258.58719	1.06329	21	0.0763		x	0.5905	7.40	x		0.7401	5.10
Thu	05/07/20	258.56903	1.06321	22	0.0799		x	0.5869	7.48	x		0.7437	5.02
Fri	05/08/20	258.55087	1.06314	23	0.0835		x	0.5833	7.55	x		0.7473	4.95
Mon	05/11/20	258.49639	1.06292	26	0.0944		x	0.5724	7.77	x		0.7582	4.73
Tue	05/12/20	258.47823	1.06284	27	0.0980		x	0.5688	7.85	x		0.7618	4.65
Wed	05/13/20	258.46006	1.06277	28	0.1016		x	0.5652	7.92	x		0.7654	4.58
Thu	05/14/20	258.44190	1.06269	29	0.1053		x	0.5615	8.00	x		0.7691	4.50
Fri	05/15/20	258.42374	1.06262	30	0.1089		x	0.5579	8.07	x		0.7727	4.43
Mon	05/18/20	258.36926	1.06239	33	0.1197		x	0.5471	8.30	x		0.7835	4.20
Tue	05/19/20	258.35110	1.06232	34	0.1234		x	0.5434	8.37	x		0.7872	4.13
Wed	05/20/20	258.33294	1.06224	35	0.1270		x	0.5398	8.45	x		0.7908	4.05
Thu	05/21/20	258.31477	1.06217	36	0.1306		x	0.5362	8.52	x		0.7944	3.98
Fri	05/22/20	258.29661	1.06209	37	0.1342		x	0.5326	8.60	x		0.7980	3.90
Mon	05/25/20	258.24213	1.06187	40	0.1451		x	0.5217	8.82	x		0.8089	3.68
Tue	05/26/20	258.22397	1.06180	41	0.1487		x	0.5181	8.89	x		0.8125	3.61
Wed	05/27/20	258.20581	1.06172	42	0.1523		x	0.5145	8.97	x		0.8161	3.53
Thu	05/28/20	258.18765	1.06165	43	0.1559		x	0.5109	9.04	x		0.8197	3.46
Fri	05/29/20	258.16948	1.06157	44	0.1595		x	0.5073	9.12	x		0.8233	3.38
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	1.06135	47	0.1704		x	0.4964	9.34	x		0.8342	3.16
Tue	06/02/20	258.05747	1.06111	48	0.1740		x	0.4928	9.58	x		0.8378	2.92
Wed	06/03/20	257.99993	1.06087	49	0.1775		x	0.4893	9.82	x		0.8413	2.68
Thu	06/04/20	257.94240	1.06064	50	0.1811		x	0.4857	10.05	x		0.8449	2.45
Fri	06/05/20	257.88487	1.06040	51	0.1847		x	0.4821	10.29	x		0.8485	2.21
Mon	06/08/20	257.71227	1.05969	54	0.1954		x	0.4714	11.00	x		0.8592	1.50
Tue	06/09/20	257.65473	1.05946	55	0.1990		x	0.4678	11.23	x		0.8628	1.27
Wed	06/10/20	257.59720	1.05922	56	0.2026		x	0.4642	11.47	x		0.8664	1.03
Thu	06/11/20	257.53967	1.05898	57	0.2062		x	0.4606	11.71	x		0.8700	0.79
Fri	06/12/20	257.48213	1.05875	58	0.2097		x	0.4571	11.94	x		0.8735	0.56
Mon	06/15/20	257.30953	1.05804	61	0.2204		x	0.4464	12.65	x		0.8842	-0.15
Tue	06/16/20	257.25200	1.05780	62	0.2240		x	0.4428	12.89	x		0.8878	-0.39
Wed	06/17/20	257.19447	1.05756	63	0.2275		x	0.4393	13.13	x		0.8913	-0.63
Thu	06/18/20	257.13693	1.05733	64	0.2311		x	0.4357	13.36	x		0.8949	-0.86
Fri	06/19/20	257.07940	1.05709	65	0.2347		x	0.4321	13.60	x		0.8985	-1.10
Mon	06/22/20	256.90680	1.05638	68	0.2453		x	0.4215	14.31	x		0.9091	-1.81
Tue	06/23/20	256.84927	1.05614	69	0.2489		x	0.4179	14.55	x		0.9127	-2.05
Wed	06/24/20	256.79173	1.05591	70	0.2524		x	0.4144	14.78	x		0.9162	-2.28
Thu	06/25/20	256.73420	1.05567	71	0.2560		x	0.4108	15.02	x		0.9198	-2.52
Fri	06/26/20	256.67667	1.05543	72	0.2595		x	0.4073	15.26	x		0.9233	-2.76
Mon	06/29/20	256.50407	1.05472	75	0.2702		x	0.3966	15.97	x		0.9340	-3.47
Tue	06/30/20	256.44653	1.05449	76	0.2737		x	0.3931	16.20	x		0.9375	-3.70
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	1.05425	77	0.2772		x	0.3896	16.44	x		0.9410	-3.94
Thu	07/02/20	256.38916	1.05425	78	0.2808		x	0.3860	16.44	x		0.9446	-3.94
Fri	07/03/20	256.38932	1.05425	79	0.2844		x	0.3824	16.44	x		0.9482	-3.94
Mon	07/06/20	256.38981	1.05425	82	0.2952		x	0.3716	16.44	x		0.9590	-3.94
Tue	07/07/20	256.38997	1.05425	83	0.2988		x	0.3680	16.44	x		0.9626	-3.94
Wed	07/08/20	256.39013	1.05426	84	0.3025		x	0.3643	16.43	x		0.9663	-3.93
Thu	07/09/20	256.39029	1.05426	85	0.3061		x	0.3607	16.43	x		0.9699	-3.93
Fri	07/10/20	256.39045	1.05426	86	0.3097		x	0.3571	16.43	x		0.9735	-3.93
Mon	07/13/20	256.39094	1.05426	89	0.3205		x	0.3463	16.43	x		0.9843	-3.93
Tue	07/14/20	256.39110	1.05426	90	0.3241		x	0.3427	16.43	x		0.9879	-3.93
Wed	07/15/20	256.39126	1.05426	91	0.3277		x	0.3391	16.43	x		0.9915	-3.93
Thu	07/16/20	256.39142	1.05426	92	0.3313		x	0.3355	16.43	x		0.9951	-3.93
Fri	07/17/20	256.39158	1.05426	93	0.3349		x	0.3319	16.43	x		0.9987	-3.93
Mon	07/20/20	256.39206	1.05426	96	0.3457		x	0.3211	16.43	x		1.0095	-3.93
Tue	07/21/20	256.39223	1.05426	97	0.3493		x	0.3175	16.43	x		1.0131	-3.93
Wed	07/22/20	256.39239	1.05426	98	0.3529		x	0.3139	16.43	x		1.0167	-3.93
Thu	07/23/20	256.39255	1.05427	99	0.3565		x	0.3103	16.42	x		1.0203	-3.92
Fri	07/24/20	256.39271	1.05427	100	0.3601		x	0.3067	16.42	x		1.0239	-3.92
Mon	07/27/20	256.39319	1.05427	103	0.3709		x	0.2959	16.42	x		1.0347	-3.92
Tue	07/28/20	256.39335	1.05427	104	0.3745		x	0.2923	16.42	x		1.0383	-3.92
Wed	07/29/20	256.39352	1.05427	105	0.3781		x	0.2887	16.42	x		1.0419	-3.92
Thu	07/30/20	256.39368	1.05427	106	0.3817		x	0.2851	16.42	x		1.0455	-3.92
Fri	07/31/20	256.39384	1.05427	107	0.3853		x	0.2815	16.42	x		1.0491	-3.92
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	1.05464	110	0.3962		x	0.2706	16.05	x		1.0600	-3.55
Tue	08/04/20	256.52977	1.05483	111	0.3999		x	0.2669	15.86	x		1.0637	-3.36
Wed	08/05/20	256.57503	1.05502	112	0.4036		x	0.2632	15.67	x		1.0674	-3.17
Thu	08/06/20	256.62029	1.05520	113	0.4072		x	0.2596	15.49	x		1.0710	-2.99
Fri	08/07/20	256.66555	1.05539	114	0.4109		x	0.2559	15.30	x		1.0747	-2.80
Mon	08/10/20	256.80132	1.05595	117	0.4219		x	0.2449	14.74	x		1.0857	-2.24
Tue	08/11/20	256.84658	1.05613	118	0.4256		x	0.2412	14.56	x		1.0894	-2.06
Wed	08/12/20	256.89184	1.05632	119	0.4293		x	0.2375	14.37	x		1.0931	-1.87
Thu	08/13/20	256.93710	1.05650	120	0.4330		x	0.2338	14.19	x		1.0968	-1.69
Fri	08/14/20	256.98235	1.05669	121	0.4367		x	0.2301	14.00	x		1.1005	-1.50
Mon	08/17/20	257.11813	1.05725	124	0.4477		x	0.2191	13.44	x		1.1115	-0.94
Tue	08/18/20	257.16339	1.05743	125	0.4514		x	0.2154	13.26	x		1.1152	-0.76
Wed	08/19/20	257.20865	1.05762	126	0.4551		x	0.2117	13.07	x		1.1189	-0.57
Thu	08/20/20	257.25390	1.05781	127	0.4588		x	0.2080	12.88	x		1.1226	-0.38
Fri	08/21/20	257.29916	1.05799	128	0.4625		x	0.2043	12.70	x		1.1263	-0.20
Mon	08/24/20	257.43494	1.05855	131	0.4736		x	0.1932	12.14	x		1.1374	0.36
Tue	08/25/20	257.48019	1.05874	132	0.4773		x	0.1895	11.95	x		1.1411	0.55
Wed	08/26/20	257.52545	1.05892	133	0.4810		x	0.1858	11.77	x		1.1448	0.73
Thu	08/27/20	257.57071	1.05911	134	0.4847		x	0.1821	11.58	x		1.1485	0.92
Fri	08/28/20	257.61597	1.05930	135	0.4884		x	0.1784	11.39	x		1.1522	1.11
Mon	08/31/20	257.75174	1.05985	138	0.4995		x	0.1673	10.84	x		1.1633	1.66
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	1.06004	139	0.5032		x	0.1636	10.65	x		1.1670	1.85
Wed	09/02/20	257.84047	1.06022	140	0.5069		x	0.1599	10.47	x		1.1707	2.03
Thu	09/03/20	257.88393	1.06040	141	0.5106		x	0.1562	10.29	x		1.1744	2.21
Fri	09/04/20	257.92740	1.06058	142	0.5144		x	0.1524	10.11	x		1.1782	2.39
Mon	09/07/20	258.05780	1.06111	145	0.5255		x	0.1413	9.58	x		1.1893	2.92
Tue	09/08/20	258.10127	1.06129	146	0.5292		x	0.1376	9.40	x		1.1930	3.10
Wed	09/09/20	258.14473	1.06147	147	0.5329		x	0.1339	9.22	x		1.1967	3.28
Thu	09/10/20	258.18820	1.06165	148	0.5366		x	0.1302	9.04	x		1.2004	3.46
Fri	09/11/20	258.23167	1.06183	149	0.5403		x	0.1265	8.86	x		1.2041	3.64
Mon	09/14/20	258.36207	1.06236	152	0.5515		x	0.1153	8.33	x		1.2153	4.17
Tue	09/15/20	258.40553	1.06254	153	0.5552		x	0.1116	8.15	x		1.2190	4.35
Wed	09/16/20	258.44900	1.06272	154	0.5589		x	0.1079	7.97	x		1.2227	4.53
Thu	09/17/20	258.49247	1.06290	155	0.5627		x	0.1041	7.79	x		1.2265	4.71
Fri	09/18/20	258.53593	1.06308	156	0.5664		x	0.1004	7.61	x		1.2302	4.89
Mon	09/21/20	258.66633	1.06361	159	0.5776		x	0.0892	7.08	x		1.2414	5.42
Tue	09/22/20	258.70980	1.06379	160	0.5813		x	0.0855	6.90	x		1.2451	5.60
Wed	09/23/20	258.75327	1.06397	161	0.5850		x	0.0818	6.72	x		1.2488	5.78
Thu	09/24/20	258.79673	1.06415	162	0.5888		x	0.0780	6.54	x		1.2526	5.96
Fri	09/25/20	258.84020	1.06433	163	0.5925		x	0.0743	6.36	x		1.2563	6.14
Mon	09/28/20	258.97060	1.06487	166	0.6037		x	0.0631	5.82	x		1.2675	6.68
Tue	09/29/20	259.01407	1.06504	167	0.6075		x	0.0593	5.65	x		1.2713	6.85
Wed	09/30/20	259.05753	1.06522	168	0.6112		x	0.0556	5.47	x		1.2750	7.03
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	1.06540	169	0.6149		x	0.0519	5.29	x		1.2787	7.21
Fri	10/02/20	259.12735	1.06551	170	0.6186		x	0.0482	5.18	x		1.2824	7.32
Mon	10/05/20	259.20642	1.06584	173	0.6297		x	0.0371	4.85	x		1.2935	7.65
Tue	10/06/20	259.23277	1.06594	174	0.6334		x	0.0334	4.75	x		1.2972	7.75
Wed	10/07/20	259.25913	1.06605	175	0.6372		x	0.0296	4.64	x		1.3010	7.86
Thu	10/08/20	259.28548	1.06616	176	0.6409		x	0.0259	4.53	x		1.3047	7.97
Fri	10/09/20	259.31184	1.06627	177	0.6446		x	0.0222	4.42	x		1.3084	8.08
Mon	10/12/20	259.39090	1.06659	180	0.6557		x	0.0111	4.10	x		1.3195	8.40
Tue	10/13/20	259.41726	1.06670	181	0.6594		x	0.0074	3.99	x		1.3232	8.51
Wed	10/14/20	259.44361	1.06681	182	0.6631		x	0.0037	3.88	x		1.3269	8.62
Thu	10/15/20	259.46997	1.06692	0	0.0000			0.0000	3.77	x	x	1.3306	8.73
Fri	10/16/20	259.49632	1.06703	1	0.0037			-0.0037	3.66	x	x	1.3343	8.84
Mon	10/19/20	259.57539	1.06735	4	0.0147			-0.0147	3.34	x	x	1.3453	9.16
Tue	10/20/20	259.60174	1.06746	5	0.0183			-0.0183	3.23	x	x	1.3489	9.27
Wed	10/21/20	259.62810	1.06757	6	0.0220			-0.0220	3.12	x	x	1.3526	9.38
Thu	10/22/20	259.65445	1.06768	7	0.0257			-0.0257	3.01	x	x	1.3563	9.49
Fri	10/23/20	259.68081	1.06779	8	0.0293			-0.0293	2.90	x	x	1.3599	9.60
Mon	10/26/20	259.75987	1.06811	11	0.0403			-0.0403	2.58	x	x	1.3709	9.92
Tue	10/27/20	259.78623	1.06822	12	0.0440			-0.0440	2.47	x	x	1.3746	10.03
Wed	10/28/20	259.81258	1.06833	13	0.0477			-0.0477	2.36	x	x	1.3783	10.14
Thu	10/29/20	259.83894	1.06844	14	0.0514			-0.0514	2.25	x	x	1.3820	10.25
Fri	10/30/20	259.86529	1.06854	15	0.0550			-0.0550	2.15	x	x	1.3856	10.35
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	1.06881	18	0.0661			-0.0661	1.88	x	x	1.3967	10.62
Tue	11/03/20	259.94213	1.06886	19	0.0697			-0.0697	1.83	x	x	1.4003	10.67
Wed	11/04/20	259.95420	1.06891	20	0.0734			-0.0734	1.78	x	x	1.4040	10.72
Thu	11/05/20	259.96627	1.06896	21	0.0771			-0.0771	1.73	x	x	1.4077	10.77
Fri	11/06/20	259.97833	1.06901	22	0.0808			-0.0808	1.68	x	x	1.4114	10.82
Mon	11/09/20	260.01453	1.06916	25	0.0918			-0.0918	1.53	x	x	1.4224	10.97
Tue	11/10/20	260.02660	1.06921	26	0.0955			-0.0955	1.48	x	x	1.4261	11.02
Wed	11/11/20	260.03867	1.06926	27	0.0991			-0.0991	1.43	x	x	1.4297	11.07
Thu	11/12/20	260.05073	1.06931	28	0.1028			-0.1028	1.38	x	x	1.4334	11.12
Fri	11/13/20	260.06280	1.06936	29	0.1065			-0.1065	1.33	x	x	1.4371	11.17
Mon	11/16/20	260.09900	1.06951	32	0.1175			-0.1175	1.18	x	x	1.4481	11.32
Tue	11/17/20	260.11107	1.06956	33	0.1212			-0.1212	1.13	x	x	1.4518	11.37
Wed	11/18/20	260.12313	1.06960	34	0.1249			-0.1249	1.09	x	x	1.4555	11.41
Thu	11/19/20	260.13520	1.06965	35	0.1286			-0.1286	1.04	x	x	1.4592	11.46
Fri	11/20/20	260.14727	1.06970	36	0.1322			-0.1322	0.99	x	x	1.4628	11.51
Mon	11/23/20	260.18347	1.06985	39	0.1433			-0.1433	0.84	x	x	1.4739	11.66
Tue	11/24/20	260.19553	1.06990	40	0.1470			-0.1470	0.79	x	x	1.4776	11.71
Wed	11/25/20	260.20760	1.06995	41	0.1506			-0.1506	0.74	x	x	1.4812	11.76
Thu	11/26/20	260.21967	1.07000	42	0.1543			-0.1543	0.69	x	x	1.4849	11.81
Fri	11/27/20	260.23173	1.07005	43	0.1580			-0.1580	0.64	x	x	1.4886	11.86
Mon	11/30/20	260.26793	1.07020	46	0.1691			-0.1691	0.49	x	x	1.4997	12.01
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	1.07025	47	0.1727			-0.1727	0.44	x	x	1.5033	12.06
Wed	12/02/20	260.28348	1.07026	48	0.1764			-0.1764	0.43	x	x	1.5070	12.07
Thu	12/03/20	260.28697	1.07028	49	0.1801			-0.1801	0.41	x	x	1.5107	12.09
Fri	12/04/20	260.29045	1.07029	50	0.1838			-0.1838	0.40	x	x	1.5144	12.10
Mon	12/07/20	260.30090	1.07034	53	0.1948			-0.1948	0.35	x	x	1.5254	12.15
Tue	12/08/20	260.30439	1.07035	54	0.1985			-0.1985	0.34	x	x	1.5291	12.16
Wed	12/09/20	260.30787	1.07036	55	0.2022			-0.2022	0.33	x	x	1.5328	12.17
Thu	12/10/20	260.31135	1.07038	56	0.2058			-0.2058	0.31	x	x	1.5364	12.19
Fri	12/11/20	260.31484	1.07039	57	0.2095			-0.2095	0.30	x	x	1.5401	12.20
Mon	12/14/20	260.32529	1.07044	60	0.2206			-0.2206	0.25	x	x	1.5512	12.25
Tue	12/15/20	260.32877	1.07045	61	0.2242			-0.2242	0.24	x	x	1.5548	12.26
Wed	12/16/20	260.33226	1.07046	62	0.2279			-0.2279	0.23	x	x	1.5585	12.27
Thu	12/17/20	260.33574	1.07048	63	0.2316			-0.2316	0.21	x	x	1.5622	12.29
Fri	12/18/20	260.33923	1.07049	64	0.2353			-0.2353	0.20	x	x	1.5659	12.30
Mon	12/21/20	260.34968	1.07054	67	0.2463			-0.2463	0.15	x	x	1.5769	12.35
Tue	12/22/20	260.35316	1.07055	68	0.2500			-0.2500	0.14	x	x	1.5806	12.36
Wed	12/23/20	260.35665	1.07057	69	0.2537			-0.2537	0.12	x	x	1.5843	12.38
Thu	12/24/20	260.36013	1.07058	70	0.2574			-0.2574	0.11	x	x	1.5880	12.39
Fri	12/25/20	260.36361	1.07059	71	0.2610			-0.2610	0.10	x	x	1.5916	12.40
Mon	12/28/20	260.37406	1.07064	74	0.2721			-0.2721	0.05	x	x	1.6027	12.45
Tue	12/29/20	260.37755	1.07065	75	0.2758			-0.2758	0.04	x	x	1.6064	12.46
Wed	12/30/20	260.38103	1.07067	76	0.2794			-0.2794	0.02	x	x	1.6100	12.48
Thu	12/31/20	260.38452	1.07068	77	0.2831			-0.2831	0.01	x	x	1.6137	12.49
Fri	01/01/21	260.38800	1.07069

Generated 12/10/20 09:32