0.5% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2028

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

CUSIP Number	9128283R9	Interest 01/15/20 (184 days)	$2.6076
Dated Date	January 15, 2018	Interest 07/15/20 (182 days)	$2.5986
Ref CPI on Dated Date	246.66571	Interest Total	$5.2062
Original Issue Date	January 31, 2018	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	1.04330	170	2.4098	x	x	2.7964	12.33			2.4098	0.00
Thu	01/02/20	257.34155	1.04328	171	2.4239	x	x	2.7823	12.35			2.4239	-0.02
Fri	01/03/20	257.33710	1.04326	172	2.4381	x	x	2.7681	12.37			2.4381	-0.04
Mon	01/06/20	257.32374	1.04321	175	2.4805	x	x	2.7257	12.42			2.4805	-0.09
Tue	01/07/20	257.31929	1.04319	176	2.4946	x	x	2.7116	12.44			2.4946	-0.11
Wed	01/08/20	257.31484	1.04317	177	2.5087	x	x	2.6975	12.46			2.5087	-0.13
Thu	01/09/20	257.31039	1.04315	178	2.5228	x	x	2.6834	12.48			2.5228	-0.15
Fri	01/10/20	257.30594	1.04314	179	2.5370	x	x	2.6692	12.49			2.5370	-0.16
Mon	01/13/20	257.29258	1.04308	182	2.5794	x	x	2.6268	12.55			2.5794	-0.22
Tue	01/14/20	257.28813	1.04306	183	2.5935	x	x	2.6127	12.57			2.5935	-0.24
Wed	01/15/20	257.28368	1.04305	0	0.0000		x	2.5986	12.58	x		2.6076	-0.25
Thu	01/16/20	257.27923	1.04303	1	0.0143		x	2.5843	12.60	x		2.6219	-0.27
Fri	01/17/20	257.27477	1.04301	2	0.0287		x	2.5699	12.62	x		2.6363	-0.29
Mon	01/20/20	257.26142	1.04296	5	0.0716		x	2.5270	12.67	x		2.6792	-0.34
Tue	01/21/20	257.25697	1.04294	6	0.0860		x	2.5126	12.69	x		2.6936	-0.36
Wed	01/22/20	257.25252	1.04292	7	0.1003		x	2.4983	12.71	x		2.7079	-0.38
Thu	01/23/20	257.24806	1.04290	8	0.1146		x	2.4840	12.73	x		2.7222	-0.40
Fri	01/24/20	257.24361	1.04288	9	0.1289		x	2.4697	12.75	x		2.7365	-0.42
Mon	01/27/20	257.23026	1.04283	12	0.1719		x	2.4267	12.80	x		2.7795	-0.47
Tue	01/28/20	257.22581	1.04281	13	0.1862		x	2.4124	12.82	x		2.7938	-0.49
Wed	01/29/20	257.22135	1.04279	14	0.2005		x	2.3981	12.84	x		2.8081	-0.51
Thu	01/30/20	257.21690	1.04278	15	0.2149		x	2.3837	12.85	x		2.8225	-0.52
Fri	01/31/20	257.21245	1.04276	16	0.2292		x	2.3694	12.87	x		2.8368	-0.54
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	1.04267	19	0.2721		x	2.3265	12.96	x		2.8797	-0.63
Tue	02/04/20	257.18379	1.04264	20	0.2864		x	2.3122	12.99	x		2.8940	-0.66
Wed	02/05/20	257.17572	1.04261	21	0.3008		x	2.2978	13.02	x		2.9084	-0.69
Thu	02/06/20	257.16766	1.04258	22	0.3151		x	2.2835	13.05	x		2.9227	-0.72
Fri	02/07/20	257.15959	1.04254	23	0.3294		x	2.2692	13.09	x		2.9370	-0.76
Mon	02/10/20	257.13538	1.04244	26	0.3723		x	2.2263	13.19	x		2.9799	-0.86
Tue	02/11/20	257.12731	1.04241	27	0.3866		x	2.2120	13.22	x		2.9942	-0.89
Wed	02/12/20	257.11924	1.04238	28	0.4009		x	2.1977	13.25	x		3.0085	-0.92
Thu	02/13/20	257.11117	1.04235	29	0.4152		x	2.1834	13.28	x		3.0228	-0.95
Fri	02/14/20	257.10310	1.04231	30	0.4295		x	2.1691	13.32	x		3.0371	-0.99
Mon	02/17/20	257.07890	1.04222	33	0.4724		x	2.1262	13.41	x		3.0800	-1.08
Tue	02/18/20	257.07083	1.04218	34	0.4867		x	2.1119	13.45	x		3.0943	-1.12
Wed	02/19/20	257.06276	1.04215	35	0.5010		x	2.0976	13.48	x		3.1086	-1.15
Thu	02/20/20	257.05469	1.04212	36	0.5153		x	2.0833	13.51	x		3.1229	-1.18
Fri	02/21/20	257.04662	1.04208	37	0.5296		x	2.0690	13.55	x		3.1372	-1.22
Mon	02/24/20	257.02241	1.04199	40	0.5725		x	2.0261	13.64	x		3.1801	-1.31
Tue	02/25/20	257.01434	1.04195	41	0.5868		x	2.0118	13.68	x		3.1944	-1.35
Wed	02/26/20	257.00628	1.04192	42	0.6011		x	1.9975	13.71	x		3.2087	-1.38
Thu	02/27/20	256.99821	1.04189	43	0.6154		x	1.9832	13.74	x		3.2230	-1.41
Fri	02/28/20	256.99014	1.04186	44	0.6297		x	1.9689	13.77	x		3.2373	-1.44
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	03/02/20	257.00616	1.04192	47	0.6727		x	1.9259	13.71	x		3.2803	-1.38
Tue	03/03/20	257.03832	1.04205	48	0.6871		x	1.9115	13.58	x		3.2947	-1.25
Wed	03/04/20	257.07048	1.04218	49	0.7015		x	1.8971	13.45	x		3.3091	-1.12
Thu	03/05/20	257.10265	1.04231	50	0.7159		x	1.8827	13.32	x		3.3235	-0.99
Fri	03/06/20	257.13481	1.04244	51	0.7303		x	1.8683	13.19	x		3.3379	-0.86
Mon	03/09/20	257.23129	1.04283	54	0.7735		x	1.8251	12.80	x		3.3811	-0.47
Tue	03/10/20	257.26345	1.04296	55	0.7880		x	1.8106	12.67	x		3.3956	-0.34
Wed	03/11/20	257.29561	1.04309	56	0.8024		x	1.7962	12.54	x		3.4100	-0.21
Thu	03/12/20	257.32777	1.04322	57	0.8168		x	1.7818	12.41	x		3.4244	-0.08
Fri	03/13/20	257.35994	1.04336	58	0.8312		x	1.7674	12.27	x		3.4388	0.06
Mon	03/16/20	257.45642	1.04375	61	0.8746		x	1.7240	11.88	x		3.4822	0.45
Tue	03/17/20	257.48858	1.04388	62	0.8890		x	1.7096	11.75	x		3.4966	0.58
Wed	03/18/20	257.52074	1.04401	63	0.9035		x	1.6951	11.62	x		3.5111	0.71
Thu	03/19/20	257.55290	1.04414	64	0.9179		x	1.6807	11.49	x		3.5255	0.84
Fri	03/20/20	257.58506	1.04427	65	0.9324		x	1.6662	11.36	x		3.5400	0.97
Mon	03/23/20	257.68155	1.04466	68	0.9758		x	1.6228	10.97	x		3.5834	1.36
Tue	03/24/20	257.71371	1.04479	69	0.9903		x	1.6083	10.84	x		3.5979	1.49
Wed	03/25/20	257.74587	1.04492	70	1.0047		x	1.5939	10.71	x		3.6123	1.62
Thu	03/26/20	257.77803	1.04505	71	1.0192		x	1.5794	10.58	x		3.6268	1.75
Fri	03/27/20	257.81019	1.04518	72	1.0337		x	1.5649	10.45	x		3.6413	1.88
Mon	03/30/20	257.90668	1.04557	75	1.0772		x	1.5214	10.06	x		3.6848	2.27
Tue	03/31/20	257.93884	1.04570	76	1.0917		x	1.5069	9.93	x		3.6993	2.40
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	1.04583	77	1.1062		x	1.4924	9.80	x		3.7138	2.53
Thu	04/02/20	257.99457	1.04593	78	1.1206		x	1.4780	9.70	x		3.7282	2.63
Fri	04/03/20	258.01813	1.04602	79	1.1351		x	1.4635	9.61	x		3.7427	2.72
Mon	04/06/20	258.08883	1.04631	82	1.1785		x	1.4201	9.32	x		3.7861	3.01
Tue	04/07/20	258.11240	1.04641	83	1.1930		x	1.4056	9.22	x		3.8006	3.11
Wed	04/08/20	258.13597	1.04650	84	1.2075		x	1.3911	9.13	x		3.8151	3.20
Thu	04/09/20	258.15953	1.04660	85	1.2220		x	1.3766	9.03	x		3.8296	3.30
Fri	04/10/20	258.18310	1.04669	86	1.2365		x	1.3621	8.94	x		3.8441	3.39
Mon	04/13/20	258.25380	1.04698	89	1.2800		x	1.3186	8.65	x		3.8876	3.68
Tue	04/14/20	258.27737	1.04707	90	1.2945		x	1.3041	8.56	x		3.9021	3.77
Wed	04/15/20	258.30093	1.04717	91	1.3090		x	1.2896	8.46	x		3.9166	3.87
Thu	04/16/20	258.32450	1.04727	92	1.3235		x	1.2751	8.36	x		3.9311	3.97
Fri	04/17/20	258.34807	1.04736	93	1.3380		x	1.2606	8.27	x		3.9456	4.06
Mon	04/20/20	258.41877	1.04765	96	1.3815		x	1.2171	7.98	x		3.9891	4.35
Tue	04/21/20	258.44233	1.04774	97	1.3960		x	1.2026	7.89	x		4.0036	4.44
Wed	04/22/20	258.46590	1.04784	98	1.4106		x	1.1880	7.79	x		4.0182	4.54
Thu	04/23/20	258.48947	1.04793	99	1.4251		x	1.1735	7.70	x		4.0327	4.63
Fri	04/24/20	258.51303	1.04803	100	1.4396		x	1.1590	7.60	x		4.0472	4.73
Mon	04/27/20	258.58373	1.04832	103	1.4832		x	1.1154	7.31	x		4.0908	5.02
Tue	04/28/20	258.60730	1.04841	104	1.4977		x	1.1009	7.22	x		4.1053	5.11
Wed	04/29/20	258.63087	1.04851	105	1.5123		x	1.0863	7.12	x		4.1199	5.21
Thu	04/30/20	258.65443	1.04860	106	1.5268		x	1.0718	7.03	x		4.1344	5.30
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Fri	05/01/20	258.67800	1.04870	107	1.5414		x	1.0572	6.93	x		4.1490	5.40
Mon	05/04/20	258.62352	1.04848	110	1.5842		x	1.0144	7.15	x		4.1918	5.18
Tue	05/05/20	258.60535	1.04840	111	1.5985		x	1.0001	7.23	x		4.2061	5.10
Wed	05/06/20	258.58719	1.04833	112	1.6128		x	0.9858	7.30	x		4.2204	5.03
Thu	05/07/20	258.56903	1.04826	113	1.6271		x	0.9715	7.37	x		4.2347	4.96
Fri	05/08/20	258.55087	1.04818	114	1.6414		x	0.9572	7.45	x		4.2490	4.88
Mon	05/11/20	258.49639	1.04796	117	1.6842		x	0.9144	7.67	x		4.2918	4.66
Tue	05/12/20	258.47823	1.04789	118	1.6985		x	0.9001	7.74	x		4.3061	4.59
Wed	05/13/20	258.46006	1.04782	119	1.7128		x	0.8858	7.81	x		4.3204	4.52
Thu	05/14/20	258.44190	1.04774	120	1.7270		x	0.8716	7.89	x		4.3346	4.44
Fri	05/15/20	258.42374	1.04767	121	1.7413		x	0.8573	7.96	x		4.3489	4.37
Mon	05/18/20	258.36926	1.04745	124	1.7841		x	0.8145	8.18	x		4.3917	4.15
Tue	05/19/20	258.35110	1.04737	125	1.7984		x	0.8002	8.26	x		4.4060	4.07
Wed	05/20/20	258.33294	1.04730	126	1.8126		x	0.7860	8.33	x		4.4202	4.00
Thu	05/21/20	258.31477	1.04723	127	1.8269		x	0.7717	8.40	x		4.4345	3.93
Fri	05/22/20	258.29661	1.04715	128	1.8411		x	0.7575	8.48	x		4.4487	3.85
Mon	05/25/20	258.24213	1.04693	131	1.8839		x	0.7147	8.70	x		4.4915	3.63
Tue	05/26/20	258.22397	1.04686	132	1.8982		x	0.7004	8.77	x		4.5058	3.56
Wed	05/27/20	258.20581	1.04678	133	1.9124		x	0.6862	8.85	x		4.5200	3.48
Thu	05/28/20	258.18765	1.04671	134	1.9266		x	0.6720	8.92	x		4.5342	3.41
Fri	05/29/20	258.16948	1.04664	135	1.9409		x	0.6577	8.99	x		4.5485	3.34
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	1.04642	138	1.9836		x	0.6150	9.21	x		4.5912	3.12
Tue	06/02/20	258.05747	1.04618	139	1.9975		x	0.6011	9.45	x		4.6051	2.88
Wed	06/03/20	257.99993	1.04595	140	2.0114		x	0.5872	9.68	x		4.6190	2.65
Thu	06/04/20	257.94240	1.04572	141	2.0254		x	0.5732	9.91	x		4.6330	2.42
Fri	06/05/20	257.88487	1.04548	142	2.0393		x	0.5593	10.15	x		4.6469	2.18
Mon	06/08/20	257.71227	1.04478	145	2.0809		x	0.5177	10.85	x		4.6885	1.48
Tue	06/09/20	257.65473	1.04455	146	2.0948		x	0.5038	11.08	x		4.7024	1.25
Wed	06/10/20	257.59720	1.04432	147	2.1087		x	0.4899	11.31	x		4.7163	1.02
Thu	06/11/20	257.53967	1.04408	148	2.1226		x	0.4760	11.55	x		4.7302	0.78
Fri	06/12/20	257.48213	1.04385	149	2.1365		x	0.4621	11.78	x		4.7441	0.55
Mon	06/15/20	257.30953	1.04315	152	2.1780		x	0.4206	12.48	x		4.7856	-0.15
Tue	06/16/20	257.25200	1.04292	153	2.1919		x	0.4067	12.71	x		4.7995	-0.38
Wed	06/17/20	257.19447	1.04268	154	2.2057		x	0.3929	12.95	x		4.8133	-0.62
Thu	06/18/20	257.13693	1.04245	155	2.2195		x	0.3791	13.18	x		4.8271	-0.85
Fri	06/19/20	257.07940	1.04222	156	2.2333		x	0.3653	13.41	x		4.8409	-1.08
Mon	06/22/20	256.90680	1.04152	159	2.2747		x	0.3239	14.11	x		4.8823	-1.78
Tue	06/23/20	256.84927	1.04128	160	2.2885		x	0.3101	14.35	x		4.8961	-2.02
Wed	06/24/20	256.79173	1.04105	161	2.3023		x	0.2963	14.58	x		4.9099	-2.25
Thu	06/25/20	256.73420	1.04082	162	2.3161		x	0.2825	14.81	x		4.9237	-2.48
Fri	06/26/20	256.67667	1.04059	163	2.3299		x	0.2687	15.04	x		4.9375	-2.71
Mon	06/29/20	256.50407	1.03989	166	2.3712		x	0.2274	15.74	x		4.9788	-3.41
Tue	06/30/20	256.44653	1.03965	167	2.3849		x	0.2137	15.98	x		4.9925	-3.65
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	1.03942	168	2.3987		x	0.1999	16.21	x		5.0063	-3.88
Thu	07/02/20	256.38916	1.03942	169	2.4129		x	0.1857	16.21	x		5.0205	-3.88
Fri	07/03/20	256.38932	1.03942	170	2.4272		x	0.1714	16.21	x		5.0348	-3.88
Mon	07/06/20	256.38981	1.03942	173	2.4701		x	0.1285	16.21	x		5.0777	-3.88
Tue	07/07/20	256.38997	1.03942	174	2.4843		x	0.1143	16.21	x		5.0919	-3.88
Wed	07/08/20	256.39013	1.03942	175	2.4986		x	0.1000	16.21	x		5.1062	-3.88
Thu	07/09/20	256.39029	1.03942	176	2.5129		x	0.0857	16.21	x		5.1205	-3.88
Fri	07/10/20	256.39045	1.03942	177	2.5272		x	0.0714	16.21	x		5.1348	-3.88
Mon	07/13/20	256.39094	1.03943	180	2.5700		x	0.0286	16.20	x		5.1776	-3.87
Tue	07/14/20	256.39110	1.03943	181	2.5843		x	0.0143	16.20	x		5.1919	-3.87
Wed	07/15/20	256.39126	1.03943	0	0.0000			0.0000	16.20	x	x	5.2062	-3.87
Thu	07/16/20	256.39142	1.03943	1	0.0141			-0.0141	16.20	x	x	5.2203	-3.87
Fri	07/17/20	256.39158	1.03943	2	0.0282			-0.0282	16.20	x	x	5.2344	-3.87
Mon	07/20/20	256.39206	1.03943	5	0.0706			-0.0706	16.20	x	x	5.2768	-3.87
Tue	07/21/20	256.39223	1.03943	6	0.0847			-0.0847	16.20	x	x	5.2909	-3.87
Wed	07/22/20	256.39239	1.03943	7	0.0989			-0.0989	16.20	x	x	5.3051	-3.87
Thu	07/23/20	256.39255	1.03943	8	0.1130			-0.1130	16.20	x	x	5.3192	-3.87
Fri	07/24/20	256.39271	1.03943	9	0.1271			-0.1271	16.20	x	x	5.3333	-3.87
Mon	07/27/20	256.39319	1.03944	12	0.1695			-0.1695	16.19	x	x	5.3757	-3.86
Tue	07/28/20	256.39335	1.03944	13	0.1836			-0.1836	16.19	x	x	5.3898	-3.86
Wed	07/29/20	256.39352	1.03944	14	0.1977			-0.1977	16.19	x	x	5.4039	-3.86
Thu	07/30/20	256.39368	1.03944	15	0.2118			-0.2118	16.19	x	x	5.4180	-3.86
Fri	07/31/20	256.39384	1.03944	16	0.2260			-0.2260	16.19	x	x	5.4322	-3.86
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	1.03981	19	0.2684			-0.2684	15.82	x	x	5.4746	-3.49
Tue	08/04/20	256.52977	1.03999	20	0.2826			-0.2826	15.64	x	x	5.4888	-3.31
Wed	08/05/20	256.57503	1.04017	21	0.2968			-0.2968	15.46	x	x	5.5030	-3.13
Thu	08/06/20	256.62029	1.04036	22	0.3110			-0.3110	15.27	x	x	5.5172	-2.94
Fri	08/07/20	256.66555	1.04054	23	0.3252			-0.3252	15.09	x	x	5.5314	-2.76
Mon	08/10/20	256.80132	1.04109	26	0.3678			-0.3678	14.54	x	x	5.5740	-2.21
Tue	08/11/20	256.84658	1.04127	27	0.3820			-0.3820	14.36	x	x	5.5882	-2.03
Wed	08/12/20	256.89184	1.04146	28	0.3962			-0.3962	14.17	x	x	5.6024	-1.84
Thu	08/13/20	256.93710	1.04164	29	0.4104			-0.4104	13.99	x	x	5.6166	-1.66
Fri	08/14/20	256.98235	1.04182	30	0.4247			-0.4247	13.81	x	x	5.6309	-1.48
Mon	08/17/20	257.11813	1.04237	33	0.4674			-0.4674	13.26	x	x	5.6736	-0.93
Tue	08/18/20	257.16339	1.04256	34	0.4816			-0.4816	13.07	x	x	5.6878	-0.74
Wed	08/19/20	257.20865	1.04274	35	0.4959			-0.4959	12.89	x	x	5.7021	-0.56
Thu	08/20/20	257.25390	1.04293	36	0.5101			-0.5101	12.70	x	x	5.7163	-0.37
Fri	08/21/20	257.29916	1.04311	37	0.5244			-0.5244	12.52	x	x	5.7306	-0.19
Mon	08/24/20	257.43494	1.04366	40	0.5672			-0.5672	11.97	x	x	5.7734	0.36
Tue	08/25/20	257.48019	1.04384	41	0.5815			-0.5815	11.79	x	x	5.7877	0.54
Wed	08/26/20	257.52545	1.04403	42	0.5958			-0.5958	11.60	x	x	5.8020	0.73
Thu	08/27/20	257.57071	1.04421	43	0.6101			-0.6101	11.42	x	x	5.8163	0.91
Fri	08/28/20	257.61597	1.04439	44	0.6244			-0.6244	11.24	x	x	5.8306	1.09
Mon	08/31/20	257.75174	1.04494	47	0.6673			-0.6673	10.69	x	x	5.8735	1.64
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	1.04513	48	0.6816			-0.6816	10.50	x	x	5.8878	1.83
Wed	09/02/20	257.84047	1.04530	49	0.6959			-0.6959	10.33	x	x	5.9021	2.00
Thu	09/03/20	257.88393	1.04548	50	0.7102			-0.7102	10.15	x	x	5.9164	2.18
Fri	09/04/20	257.92740	1.04566	51	0.7246			-0.7246	9.97	x	x	5.9308	2.36
Mon	09/07/20	258.05780	1.04618	54	0.7676			-0.7676	9.45	x	x	5.9738	2.88
Tue	09/08/20	258.10127	1.04636	55	0.7819			-0.7819	9.27	x	x	5.9881	3.06
Wed	09/09/20	258.14473	1.04654	56	0.7963			-0.7963	9.09	x	x	6.0025	3.24
Thu	09/10/20	258.18820	1.04671	57	0.8106			-0.8106	8.92	x	x	6.0168	3.41
Fri	09/11/20	258.23167	1.04689	58	0.8250			-0.8250	8.74	x	x	6.0312	3.59
Mon	09/14/20	258.36207	1.04742	61	0.8681			-0.8681	8.21	x	x	6.0743	4.12
Tue	09/15/20	258.40553	1.04759	62	0.8825			-0.8825	8.04	x	x	6.0887	4.29
Wed	09/16/20	258.44900	1.04777	63	0.8969			-0.8969	7.86	x	x	6.1031	4.47
Thu	09/17/20	258.49247	1.04795	64	0.9113			-0.9113	7.68	x	x	6.1175	4.65
Fri	09/18/20	258.53593	1.04812	65	0.9256			-0.9256	7.51	x	x	6.1318	4.82
Mon	09/21/20	258.66633	1.04865	68	0.9689			-0.9689	6.98	x	x	6.1751	5.35
Tue	09/22/20	258.70980	1.04883	69	0.9833			-0.9833	6.80	x	x	6.1895	5.53
Wed	09/23/20	258.75327	1.04900	70	0.9977			-0.9977	6.63	x	x	6.2039	5.70
Thu	09/24/20	258.79673	1.04918	71	1.0121			-1.0121	6.45	x	x	6.2183	5.88
Fri	09/25/20	258.84020	1.04936	72	1.0265			-1.0265	6.27	x	x	6.2327	6.06
Mon	09/28/20	258.97060	1.04988	75	1.0699			-1.0699	5.75	x	x	6.2761	6.58
Tue	09/29/20	259.01407	1.05006	76	1.0843			-1.0843	5.57	x	x	6.2905	6.76
Wed	09/30/20	259.05753	1.05024	77	1.0988			-1.0988	5.39	x	x	6.3050	6.94
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	1.05041	78	1.1132			-1.1132	5.22	x	x	6.3194	7.11
Fri	10/02/20	259.12735	1.05052	79	1.1276			-1.1276	5.11	x	x	6.3338	7.22
Mon	10/05/20	259.20642	1.05084	82	1.1708			-1.1708	4.79	x	x	6.3770	7.54
Tue	10/06/20	259.23277	1.05095	83	1.1852			-1.1852	4.68	x	x	6.3914	7.65
Wed	10/07/20	259.25913	1.05105	84	1.1996			-1.1996	4.58	x	x	6.4058	7.75
Thu	10/08/20	259.28548	1.05116	85	1.2140			-1.2140	4.47	x	x	6.4202	7.86
Fri	10/09/20	259.31184	1.05127	86	1.2284			-1.2284	4.36	x	x	6.4346	7.97
Mon	10/12/20	259.39090	1.05159	89	1.2716			-1.2716	4.04	x	x	6.4778	8.29
Tue	10/13/20	259.41726	1.05170	90	1.2860			-1.2860	3.93	x	x	6.4922	8.40
Wed	10/14/20	259.44361	1.05180	91	1.3005			-1.3005	3.83	x	x	6.5067	8.50
Thu	10/15/20	259.46997	1.05191	92	1.3149			-1.3149	3.72	x	x	6.5211	8.61
Fri	10/16/20	259.49632	1.05202	93	1.3293			-1.3293	3.61	x	x	6.5355	8.72
Mon	10/19/20	259.57539	1.05234	96	1.3726			-1.3726	3.29	x	x	6.5788	9.04
Tue	10/20/20	259.60174	1.05244	97	1.3870			-1.3870	3.19	x	x	6.5932	9.14
Wed	10/21/20	259.62810	1.05255	98	1.4015			-1.4015	3.08	x	x	6.6077	9.25
Thu	10/22/20	259.65445	1.05266	99	1.4159			-1.4159	2.97	x	x	6.6221	9.36
Fri	10/23/20	259.68081	1.05276	100	1.4304			-1.4304	2.87	x	x	6.6366	9.46
Mon	10/26/20	259.75987	1.05308	103	1.4737			-1.4737	2.55	x	x	6.6799	9.78
Tue	10/27/20	259.78623	1.05319	104	1.4882			-1.4882	2.44	x	x	6.6944	9.89
Wed	10/28/20	259.81258	1.05330	105	1.5027			-1.5027	2.33	x	x	6.7089	10.00
Thu	10/29/20	259.83894	1.05341	106	1.5171			-1.5171	2.22	x	x	6.7233	10.11
Fri	10/30/20	259.86529	1.05351	107	1.5316			-1.5316	2.12	x	x	6.7378	10.21
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	11/02/20	259.93007	1.05377	110	1.5749			-1.5749	1.86	x	x	6.7811	10.47
Tue	11/03/20	259.94213	1.05382	111	1.5893			-1.5893	1.81	x	x	6.7955	10.52
Wed	11/04/20	259.95420	1.05387	112	1.6037			-1.6037	1.76	x	x	6.8099	10.57
Thu	11/05/20	259.96627	1.05392	113	1.6181			-1.6181	1.71	x	x	6.8243	10.62
Fri	11/06/20	259.97833	1.05397	114	1.6325			-1.6325	1.66	x	x	6.8387	10.67
Mon	11/09/20	260.01453	1.05412	117	1.6757			-1.6757	1.51	x	x	6.8819	10.82
Tue	11/10/20	260.02660	1.05417	118	1.6901			-1.6901	1.46	x	x	6.8963	10.87
Wed	11/11/20	260.03867	1.05421	119	1.7045			-1.7045	1.42	x	x	6.9107	10.91
Thu	11/12/20	260.05073	1.05426	120	1.7189			-1.7189	1.37	x	x	6.9251	10.96
Fri	11/13/20	260.06280	1.05431	121	1.7333			-1.7333	1.32	x	x	6.9395	11.01
Mon	11/16/20	260.09900	1.05446	124	1.7765			-1.7765	1.17	x	x	6.9827	11.16
Tue	11/17/20	260.11107	1.05451	125	1.7909			-1.7909	1.12	x	x	6.9971	11.21
Wed	11/18/20	260.12313	1.05456	126	1.8054			-1.8054	1.07	x	x	7.0116	11.26
Thu	11/19/20	260.13520	1.05461	127	1.8198			-1.8198	1.02	x	x	7.0260	11.31
Fri	11/20/20	260.14727	1.05466	128	1.8342			-1.8342	0.97	x	x	7.0404	11.36
Mon	11/23/20	260.18347	1.05480	131	1.8774			-1.8774	0.83	x	x	7.0836	11.50
Tue	11/24/20	260.19553	1.05485	132	1.8919			-1.8919	0.78	x	x	7.0981	11.55
Wed	11/25/20	260.20760	1.05490	133	1.9063			-1.9063	0.73	x	x	7.1125	11.60
Thu	11/26/20	260.21967	1.05495	134	1.9207			-1.9207	0.68	x	x	7.1269	11.65
Fri	11/27/20	260.23173	1.05500	135	1.9351			-1.9351	0.63	x	x	7.1413	11.70
Mon	11/30/20	260.26793	1.05514	138	1.9784			-1.9784	0.49	x	x	7.1846	11.84
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	1.05519	139	1.9928			-1.9928	0.44	x	x	7.1990	11.89
Wed	12/02/20	260.28348	1.05521	140	2.0072			-2.0072	0.42	x	x	7.2134	11.91
Thu	12/03/20	260.28697	1.05522	141	2.0215			-2.0215	0.41	x	x	7.2277	11.92
Fri	12/04/20	260.29045	1.05524	142	2.0359			-2.0359	0.39	x	x	7.2421	11.94
Mon	12/07/20	260.30090	1.05528	145	2.0790			-2.0790	0.35	x	x	7.2852	11.98
Tue	12/08/20	260.30439	1.05529	146	2.0934			-2.0934	0.34	x	x	7.2996	11.99
Wed	12/09/20	260.30787	1.05531	147	2.1078			-2.1078	0.32	x	x	7.3140	12.01
Thu	12/10/20	260.31135	1.05532	148	2.1221			-2.1221	0.31	x	x	7.3283	12.02
Fri	12/11/20	260.31484	1.05533	149	2.1365			-2.1365	0.30	x	x	7.3427	12.03
Mon	12/14/20	260.32529	1.05538	152	2.1796			-2.1796	0.25	x	x	7.3858	12.08
Tue	12/15/20	260.32877	1.05539	153	2.1939			-2.1939	0.24	x	x	7.4001	12.09
Wed	12/16/20	260.33226	1.05541	154	2.2083			-2.2083	0.22	x	x	7.4145	12.11
Thu	12/17/20	260.33574	1.05542	155	2.2227			-2.2227	0.21	x	x	7.4289	12.12
Fri	12/18/20	260.33923	1.05543	156	2.2371			-2.2371	0.20	x	x	7.4433	12.13
Mon	12/21/20	260.34968	1.05548	159	2.2802			-2.2802	0.15	x	x	7.4864	12.18
Tue	12/22/20	260.35316	1.05549	160	2.2945			-2.2945	0.14	x	x	7.5007	12.19
Wed	12/23/20	260.35665	1.05550	161	2.3089			-2.3089	0.13	x	x	7.5151	12.20
Thu	12/24/20	260.36013	1.05552	162	2.3233			-2.3233	0.11	x	x	7.5295	12.22
Fri	12/25/20	260.36361	1.05553	163	2.3377			-2.3377	0.10	x	x	7.5439	12.23
Mon	12/28/20	260.37406	1.05557	166	2.3808			-2.3808	0.06	x	x	7.5870	12.27
Tue	12/29/20	260.37755	1.05559	167	2.3952			-2.3952	0.04	x	x	7.6014	12.29
Wed	12/30/20	260.38103	1.05560	168	2.4095			-2.4095	0.03	x	x	7.6157	12.30
Thu	12/31/20	260.38452	1.05562	169	2.4239			-2.4239	0.01	x	x	7.6301	12.32
Fri	01/01/21	260.38800	1.05563

Generated 12/10/20 09:32