0.25% 30-Year Treasury Inflation Protected Security (TIPS) due February 15, 2050

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

CUSIP Number	912810SM1	Interest 02/15/20 (184 days)	$1.2500
Dated Date	February 15, 2020	Interest 08/15/20 (182 days)	$1.2497
Ref CPI on Dated Date	257.09503	Interest Total	$2.4997
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	1.00098	139	0.9452	x	x	1.5545	11.83			0.9452	0.00
Thu	01/02/20	257.34155	1.00096	140	0.9520	x	x	1.5477	11.85			0.9520	-0.02
Fri	01/03/20	257.33710	1.00094	141	0.9588	x	x	1.5409	11.87			0.9588	-0.04
Mon	01/06/20	257.32374	1.00089	144	0.9791	x	x	1.5206	11.92			0.9791	-0.09
Tue	01/07/20	257.31929	1.00087	145	0.9859	x	x	1.5138	11.94			0.9859	-0.11
Wed	01/08/20	257.31484	1.00085	146	0.9927	x	x	1.5070	11.96			0.9927	-0.13
Thu	01/09/20	257.31039	1.00084	147	0.9995	x	x	1.5002	11.97			0.9995	-0.14
Fri	01/10/20	257.30594	1.00082	148	1.0063	x	x	1.4934	11.99			1.0063	-0.16
Mon	01/13/20	257.29258	1.00077	151	1.0266	x	x	1.4731	12.04			1.0266	-0.21
Tue	01/14/20	257.28813	1.00075	152	1.0334	x	x	1.4663	12.06			1.0334	-0.23
Wed	01/15/20	257.28368	1.00073	153	1.0402	x	x	1.4595	12.08			1.0402	-0.25
Thu	01/16/20	257.27923	1.00072	154	1.0469	x	x	1.4528	12.09			1.0469	-0.26
Fri	01/17/20	257.27477	1.00070	155	1.0537	x	x	1.4460	12.11			1.0537	-0.28
Mon	01/20/20	257.26142	1.00065	158	1.0741	x	x	1.4256	12.16			1.0741	-0.33
Tue	01/21/20	257.25697	1.00063	159	1.0808	x	x	1.4189	12.18			1.0808	-0.35
Wed	01/22/20	257.25252	1.00061	160	1.0876	x	x	1.4121	12.20			1.0876	-0.37
Thu	01/23/20	257.24806	1.00060	161	1.0944	x	x	1.4053	12.21			1.0944	-0.38
Fri	01/24/20	257.24361	1.00058	162	1.1012	x	x	1.3985	12.23			1.1012	-0.40
Mon	01/27/20	257.23026	1.00053	165	1.1215	x	x	1.3782	12.28			1.1215	-0.45
Tue	01/28/20	257.22581	1.00051	166	1.1283	x	x	1.3714	12.30			1.1283	-0.47
Wed	01/29/20	257.22135	1.00049	167	1.1351	x	x	1.3646	12.32			1.1351	-0.49
Thu	01/30/20	257.21690	1.00047	168	1.1418	x	x	1.3579	12.34			1.1418	-0.51
Fri	01/31/20	257.21245	1.00046	169	1.1486	x	x	1.3511	12.35			1.1486	-0.52
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	1.00038	172	1.1689	x	x	1.3308	12.43			1.1689	-0.60
Tue	02/04/20	257.18379	1.00035	173	1.1757	x	x	1.3240	12.46			1.1757	-0.63
Wed	02/05/20	257.17572	1.00031	174	1.1824	x	x	1.3173	12.50			1.1824	-0.67
Thu	02/06/20	257.16766	1.00028	175	1.1892	x	x	1.3105	12.53			1.1892	-0.70
Fri	02/07/20	257.15959	1.00025	176	1.1960	x	x	1.3037	12.56			1.1960	-0.73
Mon	02/10/20	257.13538	1.00016	179	1.2162	x	x	1.2835	12.65			1.2162	-0.82
Tue	02/11/20	257.12731	1.00013	180	1.2230	x	x	1.2767	12.68			1.2230	-0.85
Wed	02/12/20	257.11924	1.00009	181	1.2297	x	x	1.2700	12.72			1.2297	-0.89
Thu	02/13/20	257.11117	1.00006	182	1.2365	x	x	1.2632	12.75			1.2365	-0.92
Fri	02/14/20	257.10310	1.00003	183	1.2432	x	x	1.2565	12.78			1.2432	-0.95
Sat	02/15/20	257.09503	1.00000	0	0.0000		x	1.2497	12.81	x		1.2500	-0.98
Mon	02/17/20	257.07890	0.99994	2	0.0137		x	1.2360	12.87	x		1.2637	-1.04
Tue	02/18/20	257.07083	0.99991	3	0.0206		x	1.2291	12.90	x		1.2706	-1.07
Wed	02/19/20	257.06276	0.99987	4	0.0275		x	1.2222	12.94	x		1.2775	-1.11
Thu	02/20/20	257.05469	0.99984	5	0.0343		x	1.2154	12.97	x		1.2843	-1.14
Fri	02/21/20	257.04662	0.99981	6	0.0412		x	1.2085	13.00	x		1.2912	-1.17
Mon	02/24/20	257.02241	0.99972	9	0.0618		x	1.1879	13.09	x		1.3118	-1.26
Tue	02/25/20	257.01434	0.99969	10	0.0687		x	1.1810	13.12	x		1.3187	-1.29
Wed	02/26/20	257.00628	0.99965	11	0.0755		x	1.1742	13.16	x		1.3255	-1.33
Thu	02/27/20	256.99821	0.99962	12	0.0824		x	1.1673	13.19	x		1.3324	-1.36
Fri	02/28/20	256.99014	0.99959	13	0.0892		x	1.1605	13.22	x		1.3392	-1.39
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	0.99965	16	0.1099		x	1.1398	13.16	x		1.3599	-1.33
Tue	03/03/20	257.03832	0.99978	17	0.1167		x	1.1330	13.03	x		1.3667	-1.20
Wed	03/04/20	257.07048	0.99990	18	0.1236		x	1.1261	12.91	x		1.3736	-1.08
Thu	03/05/20	257.10265	1.00003	19	0.1305		x	1.1192	12.78	x		1.3805	-0.95
Fri	03/06/20	257.13481	1.00015	20	0.1374		x	1.1123	12.66	x		1.3874	-0.83
Mon	03/09/20	257.23129	1.00053	23	0.1581		x	1.0916	12.28	x		1.4081	-0.45
Tue	03/10/20	257.26345	1.00066	24	0.1649		x	1.0848	12.15	x		1.4149	-0.32
Wed	03/11/20	257.29561	1.00078	25	0.1718		x	1.0779	12.03	x		1.4218	-0.20
Thu	03/12/20	257.32777	1.00091	26	0.1787		x	1.0710	11.90	x		1.4287	-0.07
Fri	03/13/20	257.35994	1.00103	27	0.1856		x	1.0641	11.78	x		1.4356	0.05
Mon	03/16/20	257.45642	1.00141	30	0.2063		x	1.0434	11.40	x		1.4563	0.43
Tue	03/17/20	257.48858	1.00153	31	0.2132		x	1.0365	11.28	x		1.4632	0.55
Wed	03/18/20	257.52074	1.00166	32	0.2201		x	1.0296	11.15	x		1.4701	0.68
Thu	03/19/20	257.55290	1.00178	33	0.2271		x	1.0226	11.03	x		1.4771	0.80
Fri	03/20/20	257.58506	1.00191	34	0.2340		x	1.0157	10.90	x		1.4840	0.93
Mon	03/23/20	257.68155	1.00228	37	0.2547		x	0.9950	10.53	x		1.5047	1.30
Tue	03/24/20	257.71371	1.00241	38	0.2616		x	0.9881	10.40	x		1.5116	1.43
Wed	03/25/20	257.74587	1.00253	39	0.2685		x	0.9812	10.28	x		1.5185	1.55
Thu	03/26/20	257.77803	1.00266	40	0.2755		x	0.9742	10.15	x		1.5255	1.68
Fri	03/27/20	257.81019	1.00278	41	0.2824		x	0.9673	10.03	x		1.5324	1.80
Mon	03/30/20	257.90668	1.00316	44	0.3032		x	0.9465	9.65	x		1.5532	2.18
Tue	03/31/20	257.93884	1.00328	45	0.3101		x	0.9396	9.53	x		1.5601	2.30
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	1.00341	46	0.3170		x	0.9327	9.40	x		1.5670	2.43
Thu	04/02/20	257.99457	1.00350	47	0.3239		x	0.9258	9.31	x		1.5739	2.52
Fri	04/03/20	258.01813	1.00359	48	0.3309		x	0.9188	9.22	x		1.5809	2.61
Mon	04/06/20	258.08883	1.00387	51	0.3516		x	0.8981	8.94	x		1.6016	2.89
Tue	04/07/20	258.11240	1.00396	52	0.3586		x	0.8911	8.85	x		1.6086	2.98
Wed	04/08/20	258.13597	1.00405	53	0.3655		x	0.8842	8.76	x		1.6155	3.07
Thu	04/09/20	258.15953	1.00414	54	0.3724		x	0.8773	8.67	x		1.6224	3.16
Fri	04/10/20	258.18310	1.00423	55	0.3793		x	0.8704	8.58	x		1.6293	3.25
Mon	04/13/20	258.25380	1.00451	58	0.4001		x	0.8496	8.30	x		1.6501	3.53
Tue	04/14/20	258.27737	1.00460	59	0.4071		x	0.8426	8.21	x		1.6571	3.62
Wed	04/15/20	258.30093	1.00469	60	0.4140		x	0.8357	8.12	x		1.6640	3.71
Thu	04/16/20	258.32450	1.00478	61	0.4210		x	0.8287	8.03	x		1.6710	3.80
Fri	04/17/20	258.34807	1.00487	62	0.4279		x	0.8218	7.94	x		1.6779	3.89
Mon	04/20/20	258.41877	1.00515	65	0.4487		x	0.8010	7.66	x		1.6987	4.17
Tue	04/21/20	258.44233	1.00524	66	0.4557		x	0.7940	7.57	x		1.7057	4.26
Wed	04/22/20	258.46590	1.00533	67	0.4626		x	0.7871	7.48	x		1.7126	4.35
Thu	04/23/20	258.48947	1.00542	68	0.4696		x	0.7801	7.39	x		1.7196	4.44
Fri	04/24/20	258.51303	1.00552	69	0.4765		x	0.7732	7.29	x		1.7265	4.54
Mon	04/27/20	258.58373	1.00579	72	0.4974		x	0.7523	7.02	x		1.7474	4.81
Tue	04/28/20	258.60730	1.00588	73	0.5043		x	0.7454	6.93	x		1.7543	4.90
Wed	04/29/20	258.63087	1.00597	74	0.5113		x	0.7384	6.84	x		1.7613	4.99
Thu	04/30/20	258.65443	1.00607	75	0.5182		x	0.7315	6.74	x		1.7682	5.09
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	1.00616	76	0.5252		x	0.7245	6.65	x		1.7752	5.18
Mon	05/04/20	258.62352	1.00595	79	0.5458		x	0.7039	6.86	x		1.7958	4.97
Tue	05/05/20	258.60535	1.00587	80	0.5527		x	0.6970	6.94	x		1.8027	4.89
Wed	05/06/20	258.58719	1.00580	81	0.5595		x	0.6902	7.01	x		1.8095	4.82
Thu	05/07/20	258.56903	1.00573	82	0.5664		x	0.6833	7.08	x		1.8164	4.75
Fri	05/08/20	258.55087	1.00566	83	0.5733		x	0.6764	7.15	x		1.8233	4.68
Mon	05/11/20	258.49639	1.00545	86	0.5939		x	0.6558	7.36	x		1.8439	4.47
Tue	05/12/20	258.47823	1.00538	87	0.6007		x	0.6490	7.43	x		1.8507	4.40
Wed	05/13/20	258.46006	1.00531	88	0.6076		x	0.6421	7.50	x		1.8576	4.33
Thu	05/14/20	258.44190	1.00524	89	0.6145		x	0.6352	7.57	x		1.8645	4.26
Fri	05/15/20	258.42374	1.00517	90	0.6213		x	0.6284	7.64	x		1.8713	4.19
Mon	05/18/20	258.36926	1.00496	93	0.6419		x	0.6078	7.85	x		1.8919	3.98
Tue	05/19/20	258.35110	1.00489	94	0.6488		x	0.6009	7.92	x		1.8988	3.91
Wed	05/20/20	258.33294	1.00481	95	0.6556		x	0.5941	8.00	x		1.9056	3.83
Thu	05/21/20	258.31477	1.00474	96	0.6625		x	0.5872	8.07	x		1.9125	3.76
Fri	05/22/20	258.29661	1.00467	97	0.6693		x	0.5804	8.14	x		1.9193	3.69
Mon	05/25/20	258.24213	1.00446	100	0.6899		x	0.5598	8.35	x		1.9399	3.48
Tue	05/26/20	258.22397	1.00439	101	0.6967		x	0.5530	8.42	x		1.9467	3.41
Wed	05/27/20	258.20581	1.00432	102	0.7036		x	0.5461	8.49	x		1.9536	3.34
Thu	05/28/20	258.18765	1.00425	103	0.7104		x	0.5393	8.56	x		1.9604	3.27
Fri	05/29/20	258.16948	1.00418	104	0.7173		x	0.5324	8.63	x		1.9673	3.20
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Mon	06/01/20	258.11500	1.00397	107	0.7378		x	0.5119	8.84	x		1.9878	2.99
Tue	06/02/20	258.05747	1.00374	108	0.7445		x	0.5052	9.07	x		1.9945	2.76
Wed	06/03/20	257.99993	1.00352	109	0.7513		x	0.4984	9.29	x		2.0013	2.54
Thu	06/04/20	257.94240	1.00330	110	0.7580		x	0.4917	9.51	x		2.0080	2.32
Fri	06/05/20	257.88487	1.00307	111	0.7647		x	0.4850	9.74	x		2.0147	2.09
Mon	06/08/20	257.71227	1.00240	114	0.7848		x	0.4649	10.41	x		2.0348	1.42
Tue	06/09/20	257.65473	1.00218	115	0.7916		x	0.4581	10.63	x		2.0416	1.20
Wed	06/10/20	257.59720	1.00195	116	0.7983		x	0.4514	10.86	x		2.0483	0.97
Thu	06/11/20	257.53967	1.00173	117	0.8050		x	0.4447	11.08	x		2.0550	0.75
Fri	06/12/20	257.48213	1.00151	118	0.8117		x	0.4380	11.30	x		2.0617	0.53
Mon	06/15/20	257.30953	1.00083	121	0.8317		x	0.4180	11.98	x		2.0817	-0.15
Tue	06/16/20	257.25200	1.00061	122	0.8384		x	0.4113	12.20	x		2.0884	-0.37
Wed	06/17/20	257.19447	1.00039	123	0.8451		x	0.4046	12.42	x		2.0951	-0.59
Thu	06/18/20	257.13693	1.00016	124	0.8518		x	0.3979	12.65	x		2.1018	-0.82
Fri	06/19/20	257.07940	0.99994	125	0.8585		x	0.3912	12.87	x		2.1085	-1.04
Mon	06/22/20	256.90680	0.99927	128	0.8785		x	0.3712	13.54	x		2.1285	-1.71
Tue	06/23/20	256.84927	0.99904	129	0.8851		x	0.3646	13.77	x		2.1351	-1.94
Wed	06/24/20	256.79173	0.99882	130	0.8918		x	0.3579	13.99	x		2.1418	-2.16
Thu	06/25/20	256.73420	0.99860	131	0.8985		x	0.3512	14.21	x		2.1485	-2.38
Fri	06/26/20	256.67667	0.99837	132	0.9051		x	0.3446	14.44	x		2.1551	-2.61
Mon	06/29/20	256.50407	0.99770	135	0.9251		x	0.3246	15.11	x		2.1751	-3.28
Tue	06/30/20	256.44653	0.99748	136	0.9317		x	0.3180	15.33	x		2.1817	-3.50
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	0.99725	137	0.9383		x	0.3114	15.56	x		2.1883	-3.73
Thu	07/02/20	256.38916	0.99725	138	0.9452		x	0.3045	15.56	x		2.1952	-3.73
Fri	07/03/20	256.38932	0.99726	139	0.9521		x	0.2976	15.55	x		2.2021	-3.72
Mon	07/06/20	256.38981	0.99726	142	0.9726		x	0.2771	15.55	x		2.2226	-3.72
Tue	07/07/20	256.38997	0.99726	143	0.9795		x	0.2702	15.55	x		2.2295	-3.72
Wed	07/08/20	256.39013	0.99726	144	0.9863		x	0.2634	15.55	x		2.2363	-3.72
Thu	07/09/20	256.39029	0.99726	145	0.9932		x	0.2565	15.55	x		2.2432	-3.72
Fri	07/10/20	256.39045	0.99726	146	1.0000		x	0.2497	15.55	x		2.2500	-3.72
Mon	07/13/20	256.39094	0.99726	149	1.0205		x	0.2292	15.55	x		2.2705	-3.72
Tue	07/14/20	256.39110	0.99726	150	1.0274		x	0.2223	15.55	x		2.2774	-3.72
Wed	07/15/20	256.39126	0.99726	151	1.0342		x	0.2155	15.55	x		2.2842	-3.72
Thu	07/16/20	256.39142	0.99726	152	1.0411		x	0.2086	15.55	x		2.2911	-3.72
Fri	07/17/20	256.39158	0.99726	153	1.0479		x	0.2018	15.55	x		2.2979	-3.72
Mon	07/20/20	256.39206	0.99727	156	1.0685		x	0.1812	15.54	x		2.3185	-3.71
Tue	07/21/20	256.39223	0.99727	157	1.0754		x	0.1743	15.54	x		2.3254	-3.71
Wed	07/22/20	256.39239	0.99727	158	1.0822		x	0.1675	15.54	x		2.3322	-3.71
Thu	07/23/20	256.39255	0.99727	159	1.0891		x	0.1606	15.54	x		2.3391	-3.71
Fri	07/24/20	256.39271	0.99727	160	1.0959		x	0.1538	15.54	x		2.3459	-3.71
Mon	07/27/20	256.39319	0.99727	163	1.1164		x	0.1333	15.54	x		2.3664	-3.71
Tue	07/28/20	256.39335	0.99727	164	1.1233		x	0.1264	15.54	x		2.3733	-3.71
Wed	07/29/20	256.39352	0.99727	165	1.1301		x	0.1196	15.54	x		2.3801	-3.71
Thu	07/30/20	256.39368	0.99727	166	1.1370		x	0.1127	15.54	x		2.3870	-3.71
Fri	07/31/20	256.39384	0.99727	167	1.1438		x	0.1059	15.54	x		2.3938	-3.71
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	0.99763	170	1.1648		x	0.0849	15.18	x		2.4148	-3.35
Tue	08/04/20	256.52977	0.99780	171	1.1719		x	0.0778	15.01	x		2.4219	-3.18
Wed	08/05/20	256.57503	0.99798	172	1.1789		x	0.0708	14.83	x		2.4289	-3.00
Thu	08/06/20	256.62029	0.99815	173	1.1860		x	0.0637	14.66	x		2.4360	-2.83
Fri	08/07/20	256.66555	0.99833	174	1.1931		x	0.0566	14.48	x		2.4431	-2.65
Mon	08/10/20	256.80132	0.99886	177	1.2143		x	0.0354	13.95	x		2.4643	-2.12
Tue	08/11/20	256.84658	0.99903	178	1.2213		x	0.0284	13.78	x		2.4713	-1.95
Wed	08/12/20	256.89184	0.99921	179	1.2284		x	0.0213	13.60	x		2.4784	-1.77
Thu	08/13/20	256.93710	0.99939	180	1.2355		x	0.0142	13.42	x		2.4855	-1.59
Fri	08/14/20	256.98235	0.99956	181	1.2426		x	0.0071	13.25	x		2.4926	-1.42
Sat	08/15/20	257.02761	0.99974	0	0.0000			0.0000	13.07	x	x	2.4997	-1.24
Mon	08/17/20	257.11813	1.00009	2	0.0136			-0.0136	12.72	x	x	2.5133	-0.89
Tue	08/18/20	257.16339	1.00027	3	0.0204			-0.0204	12.54	x	x	2.5201	-0.71
Wed	08/19/20	257.20865	1.00044	4	0.0272			-0.0272	12.37	x	x	2.5269	-0.54
Thu	08/20/20	257.25390	1.00062	5	0.0340			-0.0340	12.19	x	x	2.5337	-0.36
Fri	08/21/20	257.29916	1.00079	6	0.0408			-0.0408	12.02	x	x	2.5405	-0.19
Mon	08/24/20	257.43494	1.00132	9	0.0612			-0.0612	11.49	x	x	2.5609	0.34
Tue	08/25/20	257.48019	1.00150	10	0.0680			-0.0680	11.31	x	x	2.5677	0.52
Wed	08/26/20	257.52545	1.00167	11	0.0749			-0.0749	11.14	x	x	2.5746	0.69
Thu	08/27/20	257.57071	1.00185	12	0.0817			-0.0817	10.96	x	x	2.5814	0.87
Fri	08/28/20	257.61597	1.00203	13	0.0885			-0.0885	10.78	x	x	2.5882	1.05
Mon	08/31/20	257.75174	1.00255	16	0.1090			-0.1090	10.26	x	x	2.6087	1.57
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Tue	09/01/20	257.79700	1.00273	17	0.1158			-0.1158	10.08	x	x	2.6155	1.75
Wed	09/02/20	257.84047	1.00290	18	0.1226			-0.1226	9.91	x	x	2.6223	1.92
Thu	09/03/20	257.88393	1.00307	19	0.1295			-0.1295	9.74	x	x	2.6292	2.09
Fri	09/04/20	257.92740	1.00324	20	0.1363			-0.1363	9.57	x	x	2.6360	2.26
Mon	09/07/20	258.05780	1.00374	23	0.1568			-0.1568	9.07	x	x	2.6565	2.76
Tue	09/08/20	258.10127	1.00391	24	0.1637			-0.1637	8.90	x	x	2.6634	2.93
Wed	09/09/20	258.14473	1.00408	25	0.1705			-0.1705	8.73	x	x	2.6702	3.10
Thu	09/10/20	258.18820	1.00425	26	0.1774			-0.1774	8.56	x	x	2.6771	3.27
Fri	09/11/20	258.23167	1.00442	27	0.1842			-0.1842	8.39	x	x	2.6839	3.44
Mon	09/14/20	258.36207	1.00493	30	0.2048			-0.2048	7.88	x	x	2.7045	3.95
Tue	09/15/20	258.40553	1.00510	31	0.2117			-0.2117	7.71	x	x	2.7114	4.12
Wed	09/16/20	258.44900	1.00527	32	0.2185			-0.2185	7.54	x	x	2.7182	4.29
Thu	09/17/20	258.49247	1.00544	33	0.2254			-0.2254	7.37	x	x	2.7251	4.46
Fri	09/18/20	258.53593	1.00560	34	0.2323			-0.2323	7.21	x	x	2.7320	4.62
Mon	09/21/20	258.66633	1.00611	37	0.2529			-0.2529	6.70	x	x	2.7526	5.13
Tue	09/22/20	258.70980	1.00628	38	0.2598			-0.2598	6.53	x	x	2.7595	5.30
Wed	09/23/20	258.75327	1.00645	39	0.2667			-0.2667	6.36	x	x	2.7664	5.47
Thu	09/24/20	258.79673	1.00662	40	0.2735			-0.2735	6.19	x	x	2.7732	5.64
Fri	09/25/20	258.84020	1.00679	41	0.2804			-0.2804	6.02	x	x	2.7801	5.81
Mon	09/28/20	258.97060	1.00730	44	0.3011			-0.3011	5.51	x	x	2.8008	6.32
Tue	09/29/20	259.01407	1.00746	45	0.3080			-0.3080	5.35	x	x	2.8077	6.48
Wed	09/30/20	259.05753	1.00763	46	0.3149			-0.3149	5.18	x	x	2.8146	6.65
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	1.00780	47	0.3218			-0.3218	5.01	x	x	2.8215	6.82
Fri	10/02/20	259.12735	1.00790	48	0.3287			-0.3287	4.91	x	x	2.8284	6.92
Mon	10/05/20	259.20642	1.00821	51	0.3493			-0.3493	4.60	x	x	2.8490	7.23
Tue	10/06/20	259.23277	1.00831	52	0.3562			-0.3562	4.50	x	x	2.8559	7.33
Wed	10/07/20	259.25913	1.00842	53	0.3631			-0.3631	4.39	x	x	2.8628	7.44
Thu	10/08/20	259.28548	1.00852	54	0.3700			-0.3700	4.29	x	x	2.8697	7.54
Fri	10/09/20	259.31184	1.00862	55	0.3769			-0.3769	4.19	x	x	2.8766	7.64
Mon	10/12/20	259.39090	1.00893	58	0.3975			-0.3975	3.88	x	x	2.8972	7.95
Tue	10/13/20	259.41726	1.00903	59	0.4044			-0.4044	3.78	x	x	2.9041	8.05
Wed	10/14/20	259.44361	1.00914	60	0.4113			-0.4113	3.67	x	x	2.9110	8.16
Thu	10/15/20	259.46997	1.00924	61	0.4182			-0.4182	3.57	x	x	2.9179	8.26
Fri	10/16/20	259.49632	1.00934	62	0.4251			-0.4251	3.47	x	x	2.9248	8.36
Mon	10/19/20	259.57539	1.00965	65	0.4458			-0.4458	3.16	x	x	2.9455	8.67
Tue	10/20/20	259.60174	1.00975	66	0.4527			-0.4527	3.06	x	x	2.9524	8.77
Wed	10/21/20	259.62810	1.00985	67	0.4596			-0.4596	2.96	x	x	2.9593	8.87
Thu	10/22/20	259.65445	1.00996	68	0.4666			-0.4666	2.85	x	x	2.9663	8.98
Fri	10/23/20	259.68081	1.01006	69	0.4735			-0.4735	2.75	x	x	2.9732	9.08
Mon	10/26/20	259.75987	1.01037	72	0.4942			-0.4942	2.44	x	x	2.9939	9.39
Tue	10/27/20	259.78623	1.01047	73	0.5011			-0.5011	2.34	x	x	3.0008	9.49
Wed	10/28/20	259.81258	1.01057	74	0.5080			-0.5080	2.24	x	x	3.0077	9.59
Thu	10/29/20	259.83894	1.01067	75	0.5149			-0.5149	2.14	x	x	3.0146	9.69
Fri	10/30/20	259.86529	1.01078	76	0.5219			-0.5219	2.03	x	x	3.0216	9.80
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	1.01103	79	0.5426			-0.5426	1.78	x	x	3.0423	10.05
Tue	11/03/20	259.94213	1.01107	80	0.5495			-0.5495	1.74	x	x	3.0492	10.09
Wed	11/04/20	259.95420	1.01112	81	0.5564			-0.5564	1.69	x	x	3.0561	10.14
Thu	11/05/20	259.96627	1.01117	82	0.5633			-0.5633	1.64	x	x	3.0630	10.19
Fri	11/06/20	259.97833	1.01121	83	0.5702			-0.5702	1.60	x	x	3.0699	10.23
Mon	11/09/20	260.01453	1.01136	86	0.5909			-0.5909	1.45	x	x	3.0906	10.38
Tue	11/10/20	260.02660	1.01140	87	0.5978			-0.5978	1.41	x	x	3.0975	10.42
Wed	11/11/20	260.03867	1.01145	88	0.6047			-0.6047	1.36	x	x	3.1044	10.47
Thu	11/12/20	260.05073	1.01150	89	0.6116			-0.6116	1.31	x	x	3.1113	10.52
Fri	11/13/20	260.06280	1.01154	90	0.6185			-0.6185	1.27	x	x	3.1182	10.56
Mon	11/16/20	260.09900	1.01168	93	0.6392			-0.6392	1.13	x	x	3.1389	10.70
Tue	11/17/20	260.11107	1.01173	94	0.6461			-0.6461	1.08	x	x	3.1458	10.75
Wed	11/18/20	260.12313	1.01178	95	0.6530			-0.6530	1.03	x	x	3.1527	10.80
Thu	11/19/20	260.13520	1.01183	96	0.6599			-0.6599	0.98	x	x	3.1596	10.85
Fri	11/20/20	260.14727	1.01187	97	0.6668			-0.6668	0.94	x	x	3.1665	10.89
Mon	11/23/20	260.18347	1.01201	100	0.6875			-0.6875	0.80	x	x	3.1872	11.03
Tue	11/24/20	260.19553	1.01206	101	0.6944			-0.6944	0.75	x	x	3.1941	11.08
Wed	11/25/20	260.20760	1.01211	102	0.7013			-0.7013	0.70	x	x	3.2010	11.13
Thu	11/26/20	260.21967	1.01215	103	0.7082			-0.7082	0.66	x	x	3.2079	11.17
Fri	11/27/20	260.23173	1.01220	104	0.7151			-0.7151	0.61	x	x	3.2148	11.22
Mon	11/30/20	260.26793	1.01234	107	0.7359			-0.7359	0.47	x	x	3.2356	11.36
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Tue	12/01/20	260.28000	1.01239	108	0.7428			-0.7428	0.42	x	x	3.2425	11.41
Wed	12/02/20	260.28348	1.01240	109	0.7497			-0.7497	0.41	x	x	3.2494	11.42
Thu	12/03/20	260.28697	1.01242	110	0.7566			-0.7566	0.39	x	x	3.2563	11.44
Fri	12/04/20	260.29045	1.01243	111	0.7634			-0.7634	0.38	x	x	3.2631	11.45
Mon	12/07/20	260.30090	1.01247	114	0.7841			-0.7841	0.34	x	x	3.2838	11.49
Tue	12/08/20	260.30439	1.01248	115	0.7910			-0.7910	0.33	x	x	3.2907	11.50
Wed	12/09/20	260.30787	1.01250	116	0.7979			-0.7979	0.31	x	x	3.2976	11.52
Thu	12/10/20	260.31135	1.01251	117	0.8048			-0.8048	0.30	x	x	3.3045	11.53
Fri	12/11/20	260.31484	1.01252	118	0.8117			-0.8117	0.29	x	x	3.3114	11.54
Mon	12/14/20	260.32529	1.01256	121	0.8323			-0.8323	0.25	x	x	3.3320	11.58
Tue	12/15/20	260.32877	1.01258	122	0.8392			-0.8392	0.23	x	x	3.3389	11.60
Wed	12/16/20	260.33226	1.01259	123	0.8461			-0.8461	0.22	x	x	3.3458	11.61
Thu	12/17/20	260.33574	1.01261	124	0.8530			-0.8530	0.20	x	x	3.3527	11.63
Fri	12/18/20	260.33923	1.01262	125	0.8599			-0.8599	0.19	x	x	3.3596	11.64
Mon	12/21/20	260.34968	1.01266	128	0.8806			-0.8806	0.15	x	x	3.3803	11.68
Tue	12/22/20	260.35316	1.01267	129	0.8875			-0.8875	0.14	x	x	3.3872	11.69
Wed	12/23/20	260.35665	1.01269	130	0.8944			-0.8944	0.12	x	x	3.3941	11.71
Thu	12/24/20	260.36013	1.01270	131	0.9012			-0.9012	0.11	x	x	3.4009	11.72
Fri	12/25/20	260.36361	1.01271	132	0.9081			-0.9081	0.10	x	x	3.4078	11.73
Mon	12/28/20	260.37406	1.01275	135	0.9288			-0.9288	0.06	x	x	3.4285	11.77
Tue	12/29/20	260.37755	1.01277	136	0.9357			-0.9357	0.04	x	x	3.4354	11.79
Wed	12/30/20	260.38103	1.01278	137	0.9426			-0.9426	0.03	x	x	3.4423	11.80
Thu	12/31/20	260.38452	1.01279	138	0.9495			-0.9495	0.02	x	x	3.4492	11.81
Fri	01/01/21	260.38800	1.01281

Generated 12/10/20 09:33