1% 30-Year Treasury Inflation Protected Security (TIPS) due February 15, 2049

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

CUSIP Number	912810SG4	Interest 02/15/20 (184 days)	$5.1085
Dated Date	February 15, 2019	Interest 08/15/20 (182 days)	$5.1072
Ref CPI on Dated Date	251.63550	Interest Total	$10.2157
Original Issue Date	February 28, 2019	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	1.02269	139	3.8629	x	x	6.3528	12.09			3.8629	0.00
Thu	01/02/20	257.34155	1.02268	140	3.8906	x	x	6.3251	12.10			3.8906	-0.01
Fri	01/03/20	257.33710	1.02266	141	3.9183	x	x	6.2974	12.12			3.9183	-0.03
Mon	01/06/20	257.32374	1.02261	144	4.0015	x	x	6.2142	12.17			4.0015	-0.08
Tue	01/07/20	257.31929	1.02259	145	4.0292	x	x	6.1865	12.19			4.0292	-0.10
Wed	01/08/20	257.31484	1.02257	146	4.0569	x	x	6.1588	12.21			4.0569	-0.12
Thu	01/09/20	257.31039	1.02255	147	4.0846	x	x	6.1311	12.23			4.0846	-0.14
Fri	01/10/20	257.30594	1.02253	148	4.1123	x	x	6.1034	12.25			4.1123	-0.16
Mon	01/13/20	257.29258	1.02248	151	4.1955	x	x	6.0202	12.30			4.1955	-0.21
Tue	01/14/20	257.28813	1.02246	152	4.2232	x	x	5.9925	12.32			4.2232	-0.23
Wed	01/15/20	257.28368	1.02245	153	4.2509	x	x	5.9648	12.33			4.2509	-0.24
Thu	01/16/20	257.27923	1.02243	154	4.2786	x	x	5.9371	12.35			4.2786	-0.26
Fri	01/17/20	257.27477	1.02241	155	4.3063	x	x	5.9094	12.37			4.3063	-0.28
Mon	01/20/20	257.26142	1.02236	158	4.3895	x	x	5.8262	12.42			4.3895	-0.33
Tue	01/21/20	257.25697	1.02234	159	4.4172	x	x	5.7985	12.44			4.4172	-0.35
Wed	01/22/20	257.25252	1.02232	160	4.4449	x	x	5.7708	12.46			4.4449	-0.37
Thu	01/23/20	257.24806	1.02230	161	4.4726	x	x	5.7431	12.48			4.4726	-0.39
Fri	01/24/20	257.24361	1.02229	162	4.5003	x	x	5.7154	12.49			4.5003	-0.40
Mon	01/27/20	257.23026	1.02223	165	4.5834	x	x	5.6323	12.55			4.5834	-0.46
Tue	01/28/20	257.22581	1.02222	166	4.6111	x	x	5.6046	12.56			4.6111	-0.47
Wed	01/29/20	257.22135	1.02220	167	4.6388	x	x	5.5769	12.58			4.6388	-0.49
Thu	01/30/20	257.21690	1.02218	168	4.6665	x	x	5.5492	12.60			4.6665	-0.51
Fri	01/31/20	257.21245	1.02216	169	4.6942	x	x	5.5215	12.62			4.6942	-0.53
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	1.02208	172	4.7771	x	x	5.4386	12.70			4.7771	-0.61
Tue	02/04/20	257.18379	1.02205	173	4.8047	x	x	5.4110	12.73			4.8047	-0.64
Wed	02/05/20	257.17572	1.02202	174	4.8324	x	x	5.3833	12.76			4.8324	-0.67
Thu	02/06/20	257.16766	1.02198	175	4.8600	x	x	5.3557	12.80			4.8600	-0.71
Fri	02/07/20	257.15959	1.02195	176	4.8876	x	x	5.3281	12.83			4.8876	-0.74
Mon	02/10/20	257.13538	1.02186	179	4.9705	x	x	5.2452	12.92			4.9705	-0.83
Tue	02/11/20	257.12731	1.02182	180	4.9980	x	x	5.2177	12.96			4.9980	-0.87
Wed	02/12/20	257.11924	1.02179	181	5.0257	x	x	5.1900	12.99			5.0257	-0.90
Thu	02/13/20	257.11117	1.02176	182	5.0533	x	x	5.1624	13.02			5.0533	-0.93
Fri	02/14/20	257.10310	1.02173	183	5.0809	x	x	5.1348	13.05			5.0809	-0.96
Sat	02/15/20	257.09503	1.02170	0	0.0000		x	5.1072	13.08	x		5.1085	-0.99
Mon	02/17/20	257.07890	1.02163	2	0.0561		x	5.0511	13.15	x		5.1646	-1.06
Tue	02/18/20	257.07083	1.02160	3	0.0842		x	5.0230	13.18	x		5.1927	-1.09
Wed	02/19/20	257.06276	1.02157	4	0.1123		x	4.9949	13.21	x		5.2208	-1.12
Thu	02/20/20	257.05469	1.02154	5	0.1403		x	4.9669	13.24	x		5.2488	-1.15
Fri	02/21/20	257.04662	1.02150	6	0.1684		x	4.9388	13.28	x		5.2769	-1.19
Mon	02/24/20	257.02241	1.02141	9	0.2525		x	4.8547	13.37	x		5.3610	-1.28
Tue	02/25/20	257.01434	1.02138	10	0.2806		x	4.8266	13.40	x		5.3891	-1.31
Wed	02/26/20	257.00628	1.02134	11	0.3086		x	4.7986	13.44	x		5.4171	-1.35
Thu	02/27/20	256.99821	1.02131	12	0.3367		x	4.7705	13.47	x		5.4452	-1.38
Fri	02/28/20	256.99014	1.02128	13	0.3647		x	4.7425	13.50	x		5.4732	-1.41
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	1.02134	16	0.4489		x	4.6583	13.44	x		5.5574	-1.35
Tue	03/03/20	257.03832	1.02147	17	0.4771		x	4.6301	13.31	x		5.5856	-1.22
Wed	03/04/20	257.07048	1.02160	18	0.5052		x	4.6020	13.18	x		5.6137	-1.09
Thu	03/05/20	257.10265	1.02173	19	0.5333		x	4.5739	13.05	x		5.6418	-0.96
Fri	03/06/20	257.13481	1.02185	20	0.5615		x	4.5457	12.93	x		5.6700	-0.84
Mon	03/09/20	257.23129	1.02224	23	0.6459		x	4.4613	12.54	x		5.7544	-0.45
Tue	03/10/20	257.26345	1.02237	24	0.6741		x	4.4331	12.41	x		5.7826	-0.32
Wed	03/11/20	257.29561	1.02249	25	0.7023		x	4.4049	12.29	x		5.8108	-0.20
Thu	03/12/20	257.32777	1.02262	26	0.7304		x	4.3768	12.16	x		5.8389	-0.07
Fri	03/13/20	257.35994	1.02275	27	0.7586		x	4.3486	12.03	x		5.8671	0.06
Mon	03/16/20	257.45642	1.02313	30	0.8432		x	4.2640	11.65	x		5.9517	0.44
Tue	03/17/20	257.48858	1.02326	31	0.8715		x	4.2357	11.52	x		5.9800	0.57
Wed	03/18/20	257.52074	1.02339	32	0.8997		x	4.2075	11.39	x		6.0082	0.70
Thu	03/19/20	257.55290	1.02352	33	0.9279		x	4.1793	11.26	x		6.0364	0.83
Fri	03/20/20	257.58506	1.02364	34	0.9561		x	4.1511	11.14	x		6.0646	0.95
Mon	03/23/20	257.68155	1.02403	37	1.0409		x	4.0663	10.75	x		6.1494	1.34
Tue	03/24/20	257.71371	1.02415	38	1.0692		x	4.0380	10.63	x		6.1777	1.46
Wed	03/25/20	257.74587	1.02428	39	1.0974		x	4.0098	10.50	x		6.2059	1.59
Thu	03/26/20	257.77803	1.02441	40	1.1257		x	3.9815	10.37	x		6.2342	1.72
Fri	03/27/20	257.81019	1.02454	41	1.1540		x	3.9532	10.24	x		6.2625	1.85
Mon	03/30/20	257.90668	1.02492	44	1.2389		x	3.8683	9.86	x		6.3474	2.23
Tue	03/31/20	257.93884	1.02505	45	1.2672		x	3.8400	9.73	x		6.3757	2.36
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	1.02518	46	1.2956		x	3.8116	9.60	x		6.4041	2.49
Thu	04/02/20	257.99457	1.02527	47	1.3238		x	3.7834	9.51	x		6.4323	2.58
Fri	04/03/20	258.01813	1.02536	48	1.3521		x	3.7551	9.42	x		6.4606	2.67
Mon	04/06/20	258.08883	1.02565	51	1.4370		x	3.6702	9.13	x		6.5455	2.96
Tue	04/07/20	258.11240	1.02574	52	1.4653		x	3.6419	9.04	x		6.5738	3.05
Wed	04/08/20	258.13597	1.02583	53	1.4937		x	3.6135	8.95	x		6.6022	3.14
Thu	04/09/20	258.15953	1.02593	54	1.5220		x	3.5852	8.85	x		6.6305	3.24
Fri	04/10/20	258.18310	1.02602	55	1.5503		x	3.5569	8.76	x		6.6588	3.33
Mon	04/13/20	258.25380	1.02630	58	1.6353		x	3.4719	8.48	x		6.7438	3.61
Tue	04/14/20	258.27737	1.02639	59	1.6637		x	3.4435	8.39	x		6.7722	3.70
Wed	04/15/20	258.30093	1.02649	60	1.6920		x	3.4152	8.29	x		6.8005	3.80
Thu	04/16/20	258.32450	1.02658	61	1.7204		x	3.3868	8.20	x		6.8289	3.89
Fri	04/17/20	258.34807	1.02668	62	1.7487		x	3.3585	8.10	x		6.8572	3.99
Mon	04/20/20	258.41877	1.02696	65	1.8339		x	3.2733	7.82	x		6.9424	4.27
Tue	04/21/20	258.44233	1.02705	66	1.8622		x	3.2450	7.73	x		6.9707	4.36
Wed	04/22/20	258.46590	1.02714	67	1.8906		x	3.2166	7.64	x		6.9991	4.45
Thu	04/23/20	258.48947	1.02724	68	1.9190		x	3.1882	7.54	x		7.0275	4.55
Fri	04/24/20	258.51303	1.02733	69	1.9474		x	3.1598	7.45	x		7.0559	4.64
Mon	04/27/20	258.58373	1.02761	72	2.0326		x	3.0746	7.17	x		7.1411	4.92
Tue	04/28/20	258.60730	1.02771	73	2.0611		x	3.0461	7.07	x		7.1696	5.02
Wed	04/29/20	258.63087	1.02780	74	2.0895		x	3.0177	6.98	x		7.1980	5.11
Thu	04/30/20	258.65443	1.02789	75	2.1179		x	2.9893	6.89	x		7.2264	5.20
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	1.02799	76	2.1464		x	2.9608	6.79	x		7.2549	5.30
Mon	05/04/20	258.62352	1.02777	79	2.2306		x	2.8766	7.01	x		7.3391	5.08
Tue	05/05/20	258.60535	1.02770	80	2.2587		x	2.8485	7.08	x		7.3672	5.01
Wed	05/06/20	258.58719	1.02763	81	2.2868		x	2.8204	7.15	x		7.3953	4.94
Thu	05/07/20	258.56903	1.02755	82	2.3148		x	2.7924	7.23	x		7.4233	4.86
Fri	05/08/20	258.55087	1.02748	83	2.3429		x	2.7643	7.30	x		7.4514	4.79
Mon	05/11/20	258.49639	1.02727	86	2.4271		x	2.6801	7.51	x		7.5356	4.58
Tue	05/12/20	258.47823	1.02719	87	2.4551		x	2.6521	7.59	x		7.5636	4.50
Wed	05/13/20	258.46006	1.02712	88	2.4831		x	2.6241	7.66	x		7.5916	4.43
Thu	05/14/20	258.44190	1.02705	89	2.5112		x	2.5960	7.73	x		7.6197	4.36
Fri	05/15/20	258.42374	1.02698	90	2.5392		x	2.5680	7.80	x		7.6477	4.29
Mon	05/18/20	258.36926	1.02676	93	2.6233		x	2.4839	8.02	x		7.7318	4.07
Tue	05/19/20	258.35110	1.02669	94	2.6513		x	2.4559	8.09	x		7.7598	4.00
Wed	05/20/20	258.33294	1.02662	95	2.6794		x	2.4278	8.16	x		7.7879	3.93
Thu	05/21/20	258.31477	1.02654	96	2.7074		x	2.3998	8.24	x		7.8159	3.85
Fri	05/22/20	258.29661	1.02647	97	2.7354		x	2.3718	8.31	x		7.8439	3.78
Mon	05/25/20	258.24213	1.02625	100	2.8194		x	2.2878	8.53	x		7.9279	3.56
Tue	05/26/20	258.22397	1.02618	101	2.8474		x	2.2598	8.60	x		7.9559	3.49
Wed	05/27/20	258.20581	1.02611	102	2.8754		x	2.2318	8.67	x		7.9839	3.42
Thu	05/28/20	258.18765	1.02604	103	2.9034		x	2.2038	8.74	x		8.0119	3.35
Fri	05/29/20	258.16948	1.02597	104	2.9313		x	2.1759	8.81	x		8.0398	3.28
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	1.02575	107	3.0153		x	2.0919	9.03	x		8.1238	3.06
Tue	06/02/20	258.05747	1.02552	108	3.0428		x	2.0644	9.26	x		8.1513	2.83
Wed	06/03/20	257.99993	1.02529	109	3.0702		x	2.0370	9.49	x		8.1787	2.60
Thu	06/04/20	257.94240	1.02506	110	3.0977		x	2.0095	9.72	x		8.2062	2.37
Fri	06/05/20	257.88487	1.02484	111	3.1252		x	1.9820	9.94	x		8.2337	2.15
Mon	06/08/20	257.71227	1.02415	114	3.2075		x	1.8997	10.63	x		8.3160	1.46
Tue	06/09/20	257.65473	1.02392	115	3.2349		x	1.8723	10.86	x		8.3434	1.23
Wed	06/10/20	257.59720	1.02369	116	3.2623		x	1.8449	11.09	x		8.3708	1.00
Thu	06/11/20	257.53967	1.02346	117	3.2897		x	1.8175	11.32	x		8.3982	0.77
Fri	06/12/20	257.48213	1.02323	118	3.3171		x	1.7901	11.55	x		8.4256	0.54
Mon	06/15/20	257.30953	1.02255	121	3.3991		x	1.7081	12.23	x		8.5076	-0.14
Tue	06/16/20	257.25200	1.02232	122	3.4265		x	1.6807	12.46	x		8.5350	-0.37
Wed	06/17/20	257.19447	1.02209	123	3.4538		x	1.6534	12.69	x		8.5623	-0.60
Thu	06/18/20	257.13693	1.02186	124	3.4811		x	1.6261	12.92	x		8.5896	-0.83
Fri	06/19/20	257.07940	1.02163	125	3.5083		x	1.5989	13.15	x		8.6168	-1.06
Mon	06/22/20	256.90680	1.02095	128	3.5902		x	1.5170	13.83	x		8.6987	-1.74
Tue	06/23/20	256.84927	1.02072	129	3.6174		x	1.4898	14.06	x		8.7259	-1.97
Wed	06/24/20	256.79173	1.02049	130	3.6446		x	1.4626	14.29	x		8.7531	-2.20
Thu	06/25/20	256.73420	1.02026	131	3.6718		x	1.4354	14.52	x		8.7803	-2.43
Fri	06/26/20	256.67667	1.02003	132	3.6990		x	1.4082	14.75	x		8.8075	-2.66
Mon	06/29/20	256.50407	1.01935	135	3.7806		x	1.3266	15.43	x		8.8891	-3.34
Tue	06/30/20	256.44653	1.01912	136	3.8077		x	1.2995	15.66	x		8.9162	-3.57
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	1.01889	137	3.8348		x	1.2724	15.89	x		8.9433	-3.80
Thu	07/02/20	256.38916	1.01889	138	3.8628		x	1.2444	15.89	x		8.9713	-3.80
Fri	07/03/20	256.38932	1.01889	139	3.8908		x	1.2164	15.89	x		8.9993	-3.80
Mon	07/06/20	256.38981	1.01889	142	3.9748		x	1.1324	15.89	x		9.0833	-3.80
Tue	07/07/20	256.38997	1.01889	143	4.0028		x	1.1044	15.89	x		9.1113	-3.80
Wed	07/08/20	256.39013	1.01889	144	4.0308		x	1.0764	15.89	x		9.1393	-3.80
Thu	07/09/20	256.39029	1.01890	145	4.0588		x	1.0484	15.88	x		9.1673	-3.79
Fri	07/10/20	256.39045	1.01890	146	4.0868		x	1.0204	15.88	x		9.1953	-3.79
Mon	07/13/20	256.39094	1.01890	149	4.1708		x	0.9364	15.88	x		9.2793	-3.79
Tue	07/14/20	256.39110	1.01890	150	4.1988		x	0.9084	15.88	x		9.3073	-3.79
Wed	07/15/20	256.39126	1.01890	151	4.2268		x	0.8804	15.88	x		9.3353	-3.79
Thu	07/16/20	256.39142	1.01890	152	4.2547		x	0.8525	15.88	x		9.3632	-3.79
Fri	07/17/20	256.39158	1.01890	153	4.2827		x	0.8245	15.88	x		9.3912	-3.79
Mon	07/20/20	256.39206	1.01890	156	4.3667		x	0.7405	15.88	x		9.4752	-3.79
Tue	07/21/20	256.39223	1.01890	157	4.3947		x	0.7125	15.88	x		9.5032	-3.79
Wed	07/22/20	256.39239	1.01890	158	4.4227		x	0.6845	15.88	x		9.5312	-3.79
Thu	07/23/20	256.39255	1.01890	159	4.4507		x	0.6565	15.88	x		9.5592	-3.79
Fri	07/24/20	256.39271	1.01891	160	4.4787		x	0.6285	15.87	x		9.5872	-3.78
Mon	07/27/20	256.39319	1.01891	163	4.5627		x	0.5445	15.87	x		9.6712	-3.78
Tue	07/28/20	256.39335	1.01891	164	4.5907		x	0.5165	15.87	x		9.6992	-3.78
Wed	07/29/20	256.39352	1.01891	165	4.6187		x	0.4885	15.87	x		9.7272	-3.78
Thu	07/30/20	256.39368	1.01891	166	4.6467		x	0.4605	15.87	x		9.7552	-3.78
Fri	07/31/20	256.39384	1.01891	167	4.6747		x	0.4325	15.87	x		9.7832	-3.78
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	1.01927	170	4.7603		x	0.3469	15.51	x		9.8688	-3.42
Tue	08/04/20	256.52977	1.01945	171	4.7892		x	0.3180	15.33	x		9.8977	-3.24
Wed	08/05/20	256.57503	1.01963	172	4.8180		x	0.2892	15.15	x		9.9265	-3.06
Thu	08/06/20	256.62029	1.01981	173	4.8469		x	0.2603	14.97	x		9.9554	-2.88
Fri	08/07/20	256.66555	1.01999	174	4.8758		x	0.2314	14.79	x		9.9843	-2.70
Mon	08/10/20	256.80132	1.02053	177	4.9625		x	0.1447	14.25	x		10.0710	-2.16
Tue	08/11/20	256.84658	1.02071	178	4.9914		x	0.1158	14.07	x		10.0999	-1.98
Wed	08/12/20	256.89184	1.02089	179	5.0203		x	0.0869	13.89	x		10.1288	-1.80
Thu	08/13/20	256.93710	1.02107	180	5.0492		x	0.0580	13.71	x		10.1577	-1.62
Fri	08/14/20	256.98235	1.02125	181	5.0782		x	0.0290	13.53	x		10.1867	-1.44
Sat	08/15/20	257.02761	1.02143	0	0.0000			0.0000	13.35	x	x	10.2157	-1.26
Mon	08/17/20	257.11813	1.02179	2	0.0555			-0.0555	12.99	x	x	10.2712	-0.90
Tue	08/18/20	257.16339	1.02197	3	0.0833			-0.0833	12.81	x	x	10.2990	-0.72
Wed	08/19/20	257.20865	1.02215	4	0.1111			-0.1111	12.63	x	x	10.3268	-0.54
Thu	08/20/20	257.25390	1.02233	5	0.1389			-0.1389	12.45	x	x	10.3546	-0.36
Fri	08/21/20	257.29916	1.02251	6	0.1667			-0.1667	12.27	x	x	10.3824	-0.18
Mon	08/24/20	257.43494	1.02305	9	0.2502			-0.2502	11.73	x	x	10.4659	0.36
Tue	08/25/20	257.48019	1.02323	10	0.2781			-0.2781	11.55	x	x	10.4938	0.54
Wed	08/26/20	257.52545	1.02341	11	0.3059			-0.3059	11.37	x	x	10.5216	0.72
Thu	08/27/20	257.57071	1.02359	12	0.3338			-0.3338	11.19	x	x	10.5495	0.90
Fri	08/28/20	257.61597	1.02377	13	0.3617			-0.3617	11.01	x	x	10.5774	1.08
Mon	08/31/20	257.75174	1.02431	16	0.4454			-0.4454	10.47	x	x	10.6611	1.62
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	1.02449	17	0.4733			-0.4733	10.29	x	x	10.6890	1.80
Wed	09/02/20	257.84047	1.02466	18	0.5012			-0.5012	10.12	x	x	10.7169	1.97
Thu	09/03/20	257.88393	1.02483	19	0.5291			-0.5291	9.95	x	x	10.7448	2.14
Fri	09/04/20	257.92740	1.02500	20	0.5571			-0.5571	9.78	x	x	10.7728	2.31
Mon	09/07/20	258.05780	1.02552	23	0.6410			-0.6410	9.26	x	x	10.8567	2.83
Tue	09/08/20	258.10127	1.02569	24	0.6689			-0.6689	9.09	x	x	10.8846	3.00
Wed	09/09/20	258.14473	1.02587	25	0.6969			-0.6969	8.91	x	x	10.9126	3.18
Thu	09/10/20	258.18820	1.02604	26	0.7249			-0.7249	8.74	x	x	10.9406	3.35
Fri	09/11/20	258.23167	1.02621	27	0.7529			-0.7529	8.57	x	x	10.9686	3.52
Mon	09/14/20	258.36207	1.02673	30	0.8370			-0.8370	8.05	x	x	11.0527	4.04
Tue	09/15/20	258.40553	1.02690	31	0.8651			-0.8651	7.88	x	x	11.0808	4.21
Wed	09/16/20	258.44900	1.02708	32	0.8931			-0.8931	7.70	x	x	11.1088	4.39
Thu	09/17/20	258.49247	1.02725	33	0.9212			-0.9212	7.53	x	x	11.1369	4.56
Fri	09/18/20	258.53593	1.02742	34	0.9492			-0.9492	7.36	x	x	11.1649	4.73
Mon	09/21/20	258.66633	1.02794	37	1.0335			-1.0335	6.84	x	x	11.2492	5.25
Tue	09/22/20	258.70980	1.02811	38	1.0616			-1.0616	6.67	x	x	11.2773	5.42
Wed	09/23/20	258.75327	1.02829	39	1.0898			-1.0898	6.49	x	x	11.3055	5.60
Thu	09/24/20	258.79673	1.02846	40	1.1179			-1.1179	6.32	x	x	11.3336	5.77
Fri	09/25/20	258.84020	1.02863	41	1.1460			-1.1460	6.15	x	x	11.3617	5.94
Mon	09/28/20	258.97060	1.02915	44	1.2305			-1.2305	5.63	x	x	11.4462	6.46
Tue	09/29/20	259.01407	1.02932	45	1.2587			-1.2587	5.46	x	x	11.4744	6.63
Wed	09/30/20	259.05753	1.02950	46	1.2869			-1.2869	5.28	x	x	11.5026	6.81
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	1.02967	47	1.3151			-1.3151	5.11	x	x	11.5308	6.98
Fri	10/02/20	259.12735	1.02977	48	1.3432			-1.3432	5.01	x	x	11.5589	7.08
Mon	10/05/20	259.20642	1.03009	51	1.4276			-1.4276	4.69	x	x	11.6433	7.40
Tue	10/06/20	259.23277	1.03019	52	1.4557			-1.4557	4.59	x	x	11.6714	7.50
Wed	10/07/20	259.25913	1.03030	53	1.4839			-1.4839	4.48	x	x	11.6996	7.61
Thu	10/08/20	259.28548	1.03040	54	1.5120			-1.5120	4.38	x	x	11.7277	7.71
Fri	10/09/20	259.31184	1.03051	55	1.5402			-1.5402	4.27	x	x	11.7559	7.82
Mon	10/12/20	259.39090	1.03082	58	1.6247			-1.6247	3.96	x	x	11.8404	8.13
Tue	10/13/20	259.41726	1.03092	59	1.6528			-1.6528	3.86	x	x	11.8685	8.23
Wed	10/14/20	259.44361	1.03103	60	1.6810			-1.6810	3.75	x	x	11.8967	8.34
Thu	10/15/20	259.46997	1.03113	61	1.7092			-1.7092	3.65	x	x	11.9249	8.44
Fri	10/16/20	259.49632	1.03124	62	1.7374			-1.7374	3.54	x	x	11.9531	8.55
Mon	10/19/20	259.57539	1.03155	65	1.8220			-1.8220	3.23	x	x	12.0377	8.86
Tue	10/20/20	259.60174	1.03166	66	1.8503			-1.8503	3.12	x	x	12.0660	8.97
Wed	10/21/20	259.62810	1.03176	67	1.8785			-1.8785	3.02	x	x	12.0942	9.07
Thu	10/22/20	259.65445	1.03187	68	1.9067			-1.9067	2.91	x	x	12.1224	9.18
Fri	10/23/20	259.68081	1.03197	69	1.9349			-1.9349	2.81	x	x	12.1506	9.28
Mon	10/26/20	259.75987	1.03229	72	2.0197			-2.0197	2.49	x	x	12.2354	9.60
Tue	10/27/20	259.78623	1.03239	73	2.0479			-2.0479	2.39	x	x	12.2636	9.70
Wed	10/28/20	259.81258	1.03250	74	2.0762			-2.0762	2.28	x	x	12.2919	9.81
Thu	10/29/20	259.83894	1.03260	75	2.1045			-2.1045	2.18	x	x	12.3202	9.91
Fri	10/30/20	259.86529	1.03271	76	2.1328			-2.1328	2.07	x	x	12.3485	10.02
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	11/02/20	259.93007	1.03296	79	2.2175			-2.2175	1.82	x	x	12.4332	10.27
Tue	11/03/20	259.94213	1.03301	80	2.2457			-2.2457	1.77	x	x	12.4614	10.32
Wed	11/04/20	259.95420	1.03306	81	2.2739			-2.2739	1.72	x	x	12.4896	10.37
Thu	11/05/20	259.96627	1.03311	82	2.3020			-2.3020	1.67	x	x	12.5177	10.42
Fri	11/06/20	259.97833	1.03315	83	2.3302			-2.3302	1.63	x	x	12.5459	10.46
Mon	11/09/20	260.01453	1.03330	86	2.4148			-2.4148	1.48	x	x	12.6305	10.61
Tue	11/10/20	260.02660	1.03335	87	2.4430			-2.4430	1.43	x	x	12.6587	10.66
Wed	11/11/20	260.03867	1.03339	88	2.4712			-2.4712	1.39	x	x	12.6869	10.70
Thu	11/12/20	260.05073	1.03344	89	2.4994			-2.4994	1.34	x	x	12.7151	10.75
Fri	11/13/20	260.06280	1.03349	90	2.5276			-2.5276	1.29	x	x	12.7433	10.80
Mon	11/16/20	260.09900	1.03363	93	2.6122			-2.6122	1.15	x	x	12.8279	10.94
Tue	11/17/20	260.11107	1.03368	94	2.6404			-2.6404	1.10	x	x	12.8561	10.99
Wed	11/18/20	260.12313	1.03373	95	2.6686			-2.6686	1.05	x	x	12.8843	11.04
Thu	11/19/20	260.13520	1.03378	96	2.6968			-2.6968	1.00	x	x	12.9125	11.09
Fri	11/20/20	260.14727	1.03383	97	2.7250			-2.7250	0.95	x	x	12.9407	11.14
Mon	11/23/20	260.18347	1.03397	100	2.8097			-2.8097	0.81	x	x	13.0254	11.28
Tue	11/24/20	260.19553	1.03402	101	2.8379			-2.8379	0.76	x	x	13.0536	11.33
Wed	11/25/20	260.20760	1.03407	102	2.8662			-2.8662	0.71	x	x	13.0819	11.38
Thu	11/26/20	260.21967	1.03411	103	2.8944			-2.8944	0.67	x	x	13.1101	11.42
Fri	11/27/20	260.23173	1.03416	104	2.9226			-2.9226	0.62	x	x	13.1383	11.47
Mon	11/30/20	260.26793	1.03431	107	3.0074			-3.0074	0.47	x	x	13.2231	11.62
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	1.03435	108	3.0356			-3.0356	0.43	x	x	13.2513	11.66
Wed	12/02/20	260.28348	1.03437	109	3.0638			-3.0638	0.41	x	x	13.2795	11.68
Thu	12/03/20	260.28697	1.03438	110	3.0919			-3.0919	0.40	x	x	13.3076	11.69
Fri	12/04/20	260.29045	1.03439	111	3.1200			-3.1200	0.39	x	x	13.3357	11.70
Mon	12/07/20	260.30090	1.03444	114	3.2045			-3.2045	0.34	x	x	13.4202	11.75
Tue	12/08/20	260.30439	1.03445	115	3.2327			-3.2327	0.33	x	x	13.4484	11.76
Wed	12/09/20	260.30787	1.03446	116	3.2608			-3.2608	0.32	x	x	13.4765	11.77
Thu	12/10/20	260.31135	1.03448	117	3.2890			-3.2890	0.30	x	x	13.5047	11.79
Fri	12/11/20	260.31484	1.03449	118	3.3171			-3.3171	0.29	x	x	13.5328	11.80
Mon	12/14/20	260.32529	1.03453	121	3.4016			-3.4016	0.25	x	x	13.6173	11.84
Tue	12/15/20	260.32877	1.03455	122	3.4298			-3.4298	0.23	x	x	13.6455	11.86
Wed	12/16/20	260.33226	1.03456	123	3.4579			-3.4579	0.22	x	x	13.6736	11.87
Thu	12/17/20	260.33574	1.03457	124	3.4861			-3.4861	0.21	x	x	13.7018	11.88
Fri	12/18/20	260.33923	1.03459	125	3.5142			-3.5142	0.19	x	x	13.7299	11.90
Mon	12/21/20	260.34968	1.03463	128	3.5987			-3.5987	0.15	x	x	13.8144	11.94
Tue	12/22/20	260.35316	1.03464	129	3.6269			-3.6269	0.14	x	x	13.8426	11.95
Wed	12/23/20	260.35665	1.03466	130	3.6550			-3.6550	0.12	x	x	13.8707	11.97
Thu	12/24/20	260.36013	1.03467	131	3.6832			-3.6832	0.11	x	x	13.8989	11.98
Fri	12/25/20	260.36361	1.03469	132	3.7114			-3.7114	0.09	x	x	13.9271	12.00
Mon	12/28/20	260.37406	1.03473	135	3.7959			-3.7959	0.05	x	x	14.0116	12.04
Tue	12/29/20	260.37755	1.03474	136	3.8240			-3.8240	0.04	x	x	14.0397	12.05
Wed	12/30/20	260.38103	1.03475	137	3.8522			-3.8522	0.03	x	x	14.0679	12.06
Thu	12/31/20	260.38452	1.03477	138	3.8804			-3.8804	0.01	x	x	14.0961	12.08
Fri	01/01/21	260.38800	1.03478

Generated 12/10/20 09:32