0.25% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2029

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

CUSIP Number	9128287D6	Interest 01/15/20 (184 days)	$1.2573
Dated Date	July 15, 2019	Interest 07/15/20 (182 days)	$1.2529
Ref CPI on Dated Date	255.79368	Interest Total	$2.5102
Original Issue Date	July 31, 2019	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	1.00607	170	1.1619	x	x	1.3483	11.89			1.1619	0.00
Thu	01/02/20	257.34155	1.00605	171	1.1687	x	x	1.3415	11.91			1.1687	-0.02
Fri	01/03/20	257.33710	1.00603	172	1.1755	x	x	1.3347	11.93			1.1755	-0.04
Mon	01/06/20	257.32374	1.00598	175	1.1960	x	x	1.3142	11.98			1.1960	-0.09
Tue	01/07/20	257.31929	1.00596	176	1.2028	x	x	1.3074	12.00			1.2028	-0.11
Wed	01/08/20	257.31484	1.00595	177	1.2096	x	x	1.3006	12.01			1.2096	-0.12
Thu	01/09/20	257.31039	1.00593	178	1.2164	x	x	1.2938	12.03			1.2164	-0.14
Fri	01/10/20	257.30594	1.00591	179	1.2232	x	x	1.2870	12.05			1.2232	-0.16
Mon	01/13/20	257.29258	1.00586	182	1.2437	x	x	1.2665	12.10			1.2437	-0.21
Tue	01/14/20	257.28813	1.00584	183	1.2505	x	x	1.2597	12.12			1.2505	-0.23
Wed	01/15/20	257.28368	1.00583	0	0.0000		x	1.2529	12.13	x		1.2573	-0.24
Thu	01/16/20	257.27923	1.00581	1	0.0069		x	1.2460	12.15	x		1.2642	-0.26
Fri	01/17/20	257.27477	1.00579	2	0.0138		x	1.2391	12.17	x		1.2711	-0.28
Mon	01/20/20	257.26142	1.00574	5	0.0345		x	1.2184	12.22	x		1.2918	-0.33
Tue	01/21/20	257.25697	1.00572	6	0.0414		x	1.2115	12.24	x		1.2987	-0.35
Wed	01/22/20	257.25252	1.00570	7	0.0484		x	1.2045	12.26	x		1.3057	-0.37
Thu	01/23/20	257.24806	1.00569	8	0.0553		x	1.1976	12.27	x		1.3126	-0.38
Fri	01/24/20	257.24361	1.00567	9	0.0622		x	1.1907	12.29	x		1.3195	-0.40
Mon	01/27/20	257.23026	1.00562	12	0.0829		x	1.1700	12.34	x		1.3402	-0.45
Tue	01/28/20	257.22581	1.00560	13	0.0898		x	1.1631	12.36	x		1.3471	-0.47
Wed	01/29/20	257.22135	1.00558	14	0.0967		x	1.1562	12.38	x		1.3540	-0.49
Thu	01/30/20	257.21690	1.00556	15	0.1036		x	1.1493	12.40	x		1.3609	-0.51
Fri	01/31/20	257.21245	1.00555	16	0.1105		x	1.1424	12.41	x		1.3678	-0.52
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	1.00547	19	0.1312		x	1.1217	12.49	x		1.3885	-0.60
Tue	02/04/20	257.18379	1.00543	20	0.1381		x	1.1148	12.53	x		1.3954	-0.64
Wed	02/05/20	257.17572	1.00540	21	0.1450		x	1.1079	12.56	x		1.4023	-0.67
Thu	02/06/20	257.16766	1.00537	22	0.1519		x	1.1010	12.59	x		1.4092	-0.70
Fri	02/07/20	257.15959	1.00534	23	0.1588		x	1.0941	12.62	x		1.4161	-0.73
Mon	02/10/20	257.13538	1.00525	26	0.1795		x	1.0734	12.71	x		1.4368	-0.82
Tue	02/11/20	257.12731	1.00521	27	0.1864		x	1.0665	12.75	x		1.4437	-0.86
Wed	02/12/20	257.11924	1.00518	28	0.1933		x	1.0596	12.78	x		1.4506	-0.89
Thu	02/13/20	257.11117	1.00515	29	0.2002		x	1.0527	12.81	x		1.4575	-0.92
Fri	02/14/20	257.10310	1.00512	30	0.2071		x	1.0458	12.84	x		1.4644	-0.95
Mon	02/17/20	257.07890	1.00502	33	0.2278		x	1.0251	12.94	x		1.4851	-1.05
Tue	02/18/20	257.07083	1.00499	34	0.2347		x	1.0182	12.97	x		1.4920	-1.08
Wed	02/19/20	257.06276	1.00496	35	0.2416		x	1.0113	13.00	x		1.4989	-1.11
Thu	02/20/20	257.05469	1.00493	36	0.2485		x	1.0044	13.03	x		1.5058	-1.14
Fri	02/21/20	257.04662	1.00490	37	0.2554		x	0.9975	13.06	x		1.5127	-1.17
Mon	02/24/20	257.02241	1.00480	40	0.2760		x	0.9769	13.16	x		1.5333	-1.27
Tue	02/25/20	257.01434	1.00477	41	0.2829		x	0.9700	13.19	x		1.5402	-1.30
Wed	02/26/20	257.00628	1.00474	42	0.2898		x	0.9631	13.22	x		1.5471	-1.33
Thu	02/27/20	256.99821	1.00471	43	0.2967		x	0.9562	13.25	x		1.5540	-1.36
Fri	02/28/20	256.99014	1.00468	44	0.3036		x	0.9493	13.28	x		1.5609	-1.39
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	1.00474	47	0.3243		x	0.9286	13.22	x		1.5816	-1.33
Tue	03/03/20	257.03832	1.00487	48	0.3313		x	0.9216	13.09	x		1.5886	-1.20
Wed	03/04/20	257.07048	1.00499	49	0.3382		x	0.9147	12.97	x		1.5955	-1.08
Thu	03/05/20	257.10265	1.00512	50	0.3452		x	0.9077	12.84	x		1.6025	-0.95
Fri	03/06/20	257.13481	1.00524	51	0.3521		x	0.9008	12.72	x		1.6094	-0.83
Mon	03/09/20	257.23129	1.00562	54	0.3730		x	0.8799	12.34	x		1.6303	-0.45
Tue	03/10/20	257.26345	1.00575	55	0.3799		x	0.8730	12.21	x		1.6372	-0.32
Wed	03/11/20	257.29561	1.00587	56	0.3869		x	0.8660	12.09	x		1.6442	-0.20
Thu	03/12/20	257.32777	1.00600	57	0.3938		x	0.8591	11.96	x		1.6511	-0.07
Fri	03/13/20	257.35994	1.00612	58	0.4008		x	0.8521	11.84	x		1.6581	0.05
Mon	03/16/20	257.45642	1.00650	61	0.4217		x	0.8312	11.46	x		1.6790	0.43
Tue	03/17/20	257.48858	1.00663	62	0.4286		x	0.8243	11.33	x		1.6859	0.56
Wed	03/18/20	257.52074	1.00675	63	0.4356		x	0.8173	11.21	x		1.6929	0.68
Thu	03/19/20	257.55290	1.00688	64	0.4426		x	0.8103	11.08	x		1.6999	0.81
Fri	03/20/20	257.58506	1.00700	65	0.4496		x	0.8033	10.96	x		1.7069	0.93
Mon	03/23/20	257.68155	1.00738	68	0.4705		x	0.7824	10.58	x		1.7278	1.31
Tue	03/24/20	257.71371	1.00751	69	0.4775		x	0.7754	10.45	x		1.7348	1.44
Wed	03/25/20	257.74587	1.00763	70	0.4844		x	0.7685	10.33	x		1.7417	1.56
Thu	03/26/20	257.77803	1.00776	71	0.4914		x	0.7615	10.20	x		1.7487	1.69
Fri	03/27/20	257.81019	1.00788	72	0.4984		x	0.7545	10.08	x		1.7557	1.81
Mon	03/30/20	257.90668	1.00826	75	0.5194		x	0.7335	9.70	x		1.7767	2.19
Tue	03/31/20	257.93884	1.00839	76	0.5264		x	0.7265	9.57	x		1.7837	2.32
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	1.00851	77	0.5333		x	0.7196	9.45	x		1.7906	2.44
Thu	04/02/20	257.99457	1.00860	78	0.5403		x	0.7126	9.36	x		1.7976	2.53
Fri	04/03/20	258.01813	1.00870	79	0.5473		x	0.7056	9.26	x		1.8046	2.63
Mon	04/06/20	258.08883	1.00897	82	0.5682		x	0.6847	8.99	x		1.8255	2.90
Tue	04/07/20	258.11240	1.00906	83	0.5752		x	0.6777	8.90	x		1.8325	2.99
Wed	04/08/20	258.13597	1.00916	84	0.5822		x	0.6707	8.80	x		1.8395	3.09
Thu	04/09/20	258.15953	1.00925	85	0.5892		x	0.6637	8.71	x		1.8465	3.18
Fri	04/10/20	258.18310	1.00934	86	0.5962		x	0.6567	8.62	x		1.8535	3.27
Mon	04/13/20	258.25380	1.00962	89	0.6171		x	0.6358	8.34	x		1.8744	3.55
Tue	04/14/20	258.27737	1.00971	90	0.6241		x	0.6288	8.25	x		1.8814	3.64
Wed	04/15/20	258.30093	1.00980	91	0.6311		x	0.6218	8.16	x		1.8884	3.73
Thu	04/16/20	258.32450	1.00989	92	0.6381		x	0.6148	8.07	x		1.8954	3.82
Fri	04/17/20	258.34807	1.00999	93	0.6451		x	0.6078	7.97	x		1.9024	3.92
Mon	04/20/20	258.41877	1.01026	96	0.6661		x	0.5868	7.70	x		1.9234	4.19
Tue	04/21/20	258.44233	1.01035	97	0.6731		x	0.5798	7.61	x		1.9304	4.28
Wed	04/22/20	258.46590	1.01045	98	0.6801		x	0.5728	7.51	x		1.9374	4.38
Thu	04/23/20	258.48947	1.01054	99	0.6871		x	0.5658	7.42	x		1.9444	4.47
Fri	04/24/20	258.51303	1.01063	100	0.6941		x	0.5588	7.33	x		1.9514	4.56
Mon	04/27/20	258.58373	1.01091	103	0.7151		x	0.5378	7.05	x		1.9724	4.84
Tue	04/28/20	258.60730	1.01100	104	0.7221		x	0.5308	6.96	x		1.9794	4.93
Wed	04/29/20	258.63087	1.01109	105	0.7292		x	0.5237	6.87	x		1.9865	5.02
Thu	04/30/20	258.65443	1.01118	106	0.7362		x	0.5167	6.78	x		1.9935	5.11
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	1.01128	107	0.7432		x	0.5097	6.68	x		2.0005	5.21
Mon	05/04/20	258.62352	1.01106	110	0.7639		x	0.4890	6.90	x		2.0212	4.99
Tue	05/05/20	258.60535	1.01099	111	0.7707		x	0.4822	6.97	x		2.0280	4.92
Wed	05/06/20	258.58719	1.01092	112	0.7776		x	0.4753	7.04	x		2.0349	4.85
Thu	05/07/20	258.56903	1.01085	113	0.7845		x	0.4684	7.11	x		2.0418	4.78
Fri	05/08/20	258.55087	1.01078	114	0.7914		x	0.4615	7.18	x		2.0487	4.71
Mon	05/11/20	258.49639	1.01057	117	0.8121		x	0.4408	7.39	x		2.0694	4.50
Tue	05/12/20	258.47823	1.01049	118	0.8189		x	0.4340	7.47	x		2.0762	4.42
Wed	05/13/20	258.46006	1.01042	119	0.8258		x	0.4271	7.54	x		2.0831	4.35
Thu	05/14/20	258.44190	1.01035	120	0.8327		x	0.4202	7.61	x		2.0900	4.28
Fri	05/15/20	258.42374	1.01028	121	0.8396		x	0.4133	7.68	x		2.0969	4.21
Mon	05/18/20	258.36926	1.01007	124	0.8602		x	0.3927	7.89	x		2.1175	4.00
Tue	05/19/20	258.35110	1.01000	125	0.8671		x	0.3858	7.96	x		2.1244	3.93
Wed	05/20/20	258.33294	1.00993	126	0.8740		x	0.3789	8.03	x		2.1313	3.86
Thu	05/21/20	258.31477	1.00986	127	0.8809		x	0.3720	8.10	x		2.1382	3.79
Fri	05/22/20	258.29661	1.00978	128	0.8877		x	0.3652	8.18	x		2.1450	3.71
Mon	05/25/20	258.24213	1.00957	131	0.9083		x	0.3446	8.39	x		2.1656	3.50
Tue	05/26/20	258.22397	1.00950	132	0.9152		x	0.3377	8.46	x		2.1725	3.43
Wed	05/27/20	258.20581	1.00943	133	0.9221		x	0.3308	8.53	x		2.1794	3.36
Thu	05/28/20	258.18765	1.00936	134	0.9289		x	0.3240	8.60	x		2.1862	3.29
Fri	05/29/20	258.16948	1.00929	135	0.9358		x	0.3171	8.67	x		2.1931	3.22
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	1.00907	138	0.9564		x	0.2965	8.89	x		2.2137	3.00
Tue	06/02/20	258.05747	1.00885	139	0.9631		x	0.2898	9.11	x		2.2204	2.78
Wed	06/03/20	257.99993	1.00863	140	0.9698		x	0.2831	9.33	x		2.2271	2.56
Thu	06/04/20	257.94240	1.00840	141	0.9765		x	0.2764	9.56	x		2.2338	2.33
Fri	06/05/20	257.88487	1.00818	142	0.9833		x	0.2696	9.78	x		2.2406	2.11
Mon	06/08/20	257.71227	1.00750	145	1.0033		x	0.2496	10.46	x		2.2606	1.43
Tue	06/09/20	257.65473	1.00728	146	1.0100		x	0.2429	10.68	x		2.2673	1.21
Wed	06/10/20	257.59720	1.00705	147	1.0167		x	0.2362	10.91	x		2.2740	0.98
Thu	06/11/20	257.53967	1.00683	148	1.0234		x	0.2295	11.13	x		2.2807	0.76
Fri	06/12/20	257.48213	1.00660	149	1.0301		x	0.2228	11.36	x		2.2874	0.53
Mon	06/15/20	257.30953	1.00593	152	1.0501		x	0.2028	12.03	x		2.3074	-0.14
Tue	06/16/20	257.25200	1.00570	153	1.0568		x	0.1961	12.26	x		2.3141	-0.37
Wed	06/17/20	257.19447	1.00548	154	1.0635		x	0.1894	12.48	x		2.3208	-0.59
Thu	06/18/20	257.13693	1.00525	155	1.0701		x	0.1828	12.71	x		2.3274	-0.82
Fri	06/19/20	257.07940	1.00503	156	1.0768		x	0.1761	12.93	x		2.3341	-1.04
Mon	06/22/20	256.90680	1.00435	159	1.0968		x	0.1561	13.61	x		2.3541	-1.72
Tue	06/23/20	256.84927	1.00413	160	1.1034		x	0.1495	13.83	x		2.3607	-1.94
Wed	06/24/20	256.79173	1.00390	161	1.1101		x	0.1428	14.06	x		2.3674	-2.17
Thu	06/25/20	256.73420	1.00368	162	1.1167		x	0.1362	14.28	x		2.3740	-2.39
Fri	06/26/20	256.67667	1.00345	163	1.1234		x	0.1295	14.51	x		2.3807	-2.62
Mon	06/29/20	256.50407	1.00278	166	1.1433		x	0.1096	15.18	x		2.4006	-3.29
Tue	06/30/20	256.44653	1.00255	167	1.1499		x	0.1030	15.41	x		2.4072	-3.52
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	1.00233	168	1.1565		x	0.0964	15.63	x		2.4138	-3.74
Thu	07/02/20	256.38916	1.00233	169	1.1634		x	0.0895	15.63	x		2.4207	-3.74
Fri	07/03/20	256.38932	1.00233	170	1.1703		x	0.0826	15.63	x		2.4276	-3.74
Mon	07/06/20	256.38981	1.00233	173	1.1910		x	0.0619	15.63	x		2.4483	-3.74
Tue	07/07/20	256.38997	1.00233	174	1.1978		x	0.0551	15.63	x		2.4551	-3.74
Wed	07/08/20	256.39013	1.00233	175	1.2047		x	0.0482	15.63	x		2.4620	-3.74
Thu	07/09/20	256.39029	1.00233	176	1.2116		x	0.0413	15.63	x		2.4689	-3.74
Fri	07/10/20	256.39045	1.00233	177	1.2185		x	0.0344	15.63	x		2.4758	-3.74
Mon	07/13/20	256.39094	1.00233	180	1.2391		x	0.0138	15.63	x		2.4964	-3.74
Tue	07/14/20	256.39110	1.00234	181	1.2460		x	0.0069	15.62	x		2.5033	-3.73
Wed	07/15/20	256.39126	1.00234	0	0.0000			0.0000	15.62	x	x	2.5102	-3.73
Thu	07/16/20	256.39142	1.00234	1	0.0068			-0.0068	15.62	x	x	2.5170	-3.73
Fri	07/17/20	256.39158	1.00234	2	0.0136			-0.0136	15.62	x	x	2.5238	-3.73
Mon	07/20/20	256.39206	1.00234	5	0.0340			-0.0340	15.62	x	x	2.5442	-3.73
Tue	07/21/20	256.39223	1.00234	6	0.0409			-0.0409	15.62	x	x	2.5511	-3.73
Wed	07/22/20	256.39239	1.00234	7	0.0477			-0.0477	15.62	x	x	2.5579	-3.73
Thu	07/23/20	256.39255	1.00234	8	0.0545			-0.0545	15.62	x	x	2.5647	-3.73
Fri	07/24/20	256.39271	1.00234	9	0.0613			-0.0613	15.62	x	x	2.5715	-3.73
Mon	07/27/20	256.39319	1.00234	12	0.0817			-0.0817	15.62	x	x	2.5919	-3.73
Tue	07/28/20	256.39335	1.00234	13	0.0885			-0.0885	15.62	x	x	2.5987	-3.73
Wed	07/29/20	256.39352	1.00235	14	0.0953			-0.0953	15.61	x	x	2.6055	-3.72
Thu	07/30/20	256.39368	1.00235	15	0.1021			-0.1021	15.61	x	x	2.6123	-3.72
Fri	07/31/20	256.39384	1.00235	16	0.1090			-0.1090	15.61	x	x	2.6192	-3.72
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	1.00270	19	0.1294			-0.1294	15.26	x	x	2.6396	-3.37
Tue	08/04/20	256.52977	1.00288	20	0.1363			-0.1363	15.08	x	x	2.6465	-3.19
Wed	08/05/20	256.57503	1.00305	21	0.1431			-0.1431	14.91	x	x	2.6533	-3.02
Thu	08/06/20	256.62029	1.00323	22	0.1499			-0.1499	14.73	x	x	2.6601	-2.84
Fri	08/07/20	256.66555	1.00341	23	0.1568			-0.1568	14.55	x	x	2.6670	-2.66
Mon	08/10/20	256.80132	1.00394	26	0.1773			-0.1773	14.02	x	x	2.6875	-2.13
Tue	08/11/20	256.84658	1.00412	27	0.1842			-0.1842	13.84	x	x	2.6944	-1.95
Wed	08/12/20	256.89184	1.00429	28	0.1910			-0.1910	13.67	x	x	2.7012	-1.78
Thu	08/13/20	256.93710	1.00447	29	0.1979			-0.1979	13.49	x	x	2.7081	-1.60
Fri	08/14/20	256.98235	1.00465	30	0.2048			-0.2048	13.31	x	x	2.7150	-1.42
Mon	08/17/20	257.11813	1.00518	33	0.2253			-0.2253	12.78	x	x	2.7355	-0.89
Tue	08/18/20	257.16339	1.00535	34	0.2322			-0.2322	12.61	x	x	2.7424	-0.72
Wed	08/19/20	257.20865	1.00553	35	0.2391			-0.2391	12.43	x	x	2.7493	-0.54
Thu	08/20/20	257.25390	1.00571	36	0.2460			-0.2460	12.25	x	x	2.7562	-0.36
Fri	08/21/20	257.29916	1.00589	37	0.2528			-0.2528	12.07	x	x	2.7630	-0.18
Mon	08/24/20	257.43494	1.00642	40	0.2735			-0.2735	11.54	x	x	2.7837	0.35
Tue	08/25/20	257.48019	1.00659	41	0.2804			-0.2804	11.37	x	x	2.7906	0.52
Wed	08/26/20	257.52545	1.00677	42	0.2873			-0.2873	11.19	x	x	2.7975	0.70
Thu	08/27/20	257.57071	1.00695	43	0.2941			-0.2941	11.01	x	x	2.8043	0.88
Fri	08/28/20	257.61597	1.00712	44	0.3010			-0.3010	10.84	x	x	2.8112	1.05
Mon	08/31/20	257.75174	1.00765	47	0.3217			-0.3217	10.31	x	x	2.8319	1.58
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	1.00783	48	0.3286			-0.3286	10.13	x	x	2.8388	1.76
Wed	09/02/20	257.84047	1.00800	49	0.3355			-0.3355	9.96	x	x	2.8457	1.93
Thu	09/03/20	257.88393	1.00817	50	0.3424			-0.3424	9.79	x	x	2.8526	2.10
Fri	09/04/20	257.92740	1.00834	51	0.3494			-0.3494	9.62	x	x	2.8596	2.27
Mon	09/07/20	258.05780	1.00885	54	0.3701			-0.3701	9.11	x	x	2.8803	2.78
Tue	09/08/20	258.10127	1.00902	55	0.3770			-0.3770	8.94	x	x	2.8872	2.95
Wed	09/09/20	258.14473	1.00919	56	0.3839			-0.3839	8.77	x	x	2.8941	3.12
Thu	09/10/20	258.18820	1.00936	57	0.3909			-0.3909	8.60	x	x	2.9011	3.29
Fri	09/11/20	258.23167	1.00953	58	0.3978			-0.3978	8.43	x	x	2.9080	3.46
Mon	09/14/20	258.36207	1.01004	61	0.4186			-0.4186	7.92	x	x	2.9288	3.97
Tue	09/15/20	258.40553	1.01021	62	0.4255			-0.4255	7.75	x	x	2.9357	4.14
Wed	09/16/20	258.44900	1.01038	63	0.4324			-0.4324	7.58	x	x	2.9426	4.31
Thu	09/17/20	258.49247	1.01055	64	0.4394			-0.4394	7.41	x	x	2.9496	4.48
Fri	09/18/20	258.53593	1.01072	65	0.4463			-0.4463	7.24	x	x	2.9565	4.65
Mon	09/21/20	258.66633	1.01123	68	0.4671			-0.4671	6.73	x	x	2.9773	5.16
Tue	09/22/20	258.70980	1.01140	69	0.4741			-0.4741	6.56	x	x	2.9843	5.33
Wed	09/23/20	258.75327	1.01157	70	0.4810			-0.4810	6.39	x	x	2.9912	5.50
Thu	09/24/20	258.79673	1.01174	71	0.4880			-0.4880	6.22	x	x	2.9982	5.67
Fri	09/25/20	258.84020	1.01191	72	0.4950			-0.4950	6.05	x	x	3.0052	5.84
Mon	09/28/20	258.97060	1.01242	75	0.5158			-0.5158	5.54	x	x	3.0260	6.35
Tue	09/29/20	259.01407	1.01259	76	0.5228			-0.5228	5.37	x	x	3.0330	6.52
Wed	09/30/20	259.05753	1.01276	77	0.5298			-0.5298	5.20	x	x	3.0400	6.69
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Thu	10/01/20	259.10100	1.01293	78	0.5367			-0.5367	5.03	x	x	3.0469	6.86
Fri	10/02/20	259.12735	1.01303	79	0.5437			-0.5437	4.93	x	x	3.0539	6.96
Mon	10/05/20	259.20642	1.01334	82	0.5645			-0.5645	4.62	x	x	3.0747	7.27
Tue	10/06/20	259.23277	1.01344	83	0.5714			-0.5714	4.52	x	x	3.0816	7.37
Wed	10/07/20	259.25913	1.01355	84	0.5784			-0.5784	4.41	x	x	3.0886	7.48
Thu	10/08/20	259.28548	1.01365	85	0.5853			-0.5853	4.31	x	x	3.0955	7.58
Fri	10/09/20	259.31184	1.01375	86	0.5923			-0.5923	4.21	x	x	3.1025	7.68
Mon	10/12/20	259.39090	1.01406	89	0.6131			-0.6131	3.90	x	x	3.1233	7.99
Tue	10/13/20	259.41726	1.01417	90	0.6201			-0.6201	3.79	x	x	3.1303	8.10
Wed	10/14/20	259.44361	1.01427	91	0.6270			-0.6270	3.69	x	x	3.1372	8.20
Thu	10/15/20	259.46997	1.01437	92	0.6340			-0.6340	3.59	x	x	3.1442	8.30
Fri	10/16/20	259.49632	1.01448	93	0.6409			-0.6409	3.48	x	x	3.1511	8.41
Mon	10/19/20	259.57539	1.01478	96	0.6618			-0.6618	3.18	x	x	3.1720	8.71
Tue	10/20/20	259.60174	1.01489	97	0.6688			-0.6688	3.07	x	x	3.1790	8.82
Wed	10/21/20	259.62810	1.01499	98	0.6757			-0.6757	2.97	x	x	3.1859	8.92
Thu	10/22/20	259.65445	1.01509	99	0.6827			-0.6827	2.87	x	x	3.1929	9.02
Fri	10/23/20	259.68081	1.01520	100	0.6897			-0.6897	2.76	x	x	3.1999	9.13
Mon	10/26/20	259.75987	1.01551	103	0.7106			-0.7106	2.45	x	x	3.2208	9.44
Tue	10/27/20	259.78623	1.01561	104	0.7176			-0.7176	2.35	x	x	3.2278	9.54
Wed	10/28/20	259.81258	1.01571	105	0.7245			-0.7245	2.25	x	x	3.2347	9.64
Thu	10/29/20	259.83894	1.01581	106	0.7315			-0.7315	2.15	x	x	3.2417	9.74
Fri	10/30/20	259.86529	1.01592	107	0.7385			-0.7385	2.04	x	x	3.2487	9.85
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	1.01617	110	0.7594			-0.7594	1.79	x	x	3.2696	10.10
Tue	11/03/20	259.94213	1.01622	111	0.7663			-0.7663	1.74	x	x	3.2765	10.15
Wed	11/04/20	259.95420	1.01627	112	0.7732			-0.7732	1.69	x	x	3.2834	10.20
Thu	11/05/20	259.96627	1.01631	113	0.7802			-0.7802	1.65	x	x	3.2904	10.24
Fri	11/06/20	259.97833	1.01636	114	0.7871			-0.7871	1.60	x	x	3.2973	10.29
Mon	11/09/20	260.01453	1.01650	117	0.8080			-0.8080	1.46	x	x	3.3182	10.43
Tue	11/10/20	260.02660	1.01655	118	0.8149			-0.8149	1.41	x	x	3.3251	10.48
Wed	11/11/20	260.03867	1.01660	119	0.8218			-0.8218	1.36	x	x	3.3320	10.53
Thu	11/12/20	260.05073	1.01664	120	0.8288			-0.8288	1.32	x	x	3.3390	10.57
Fri	11/13/20	260.06280	1.01669	121	0.8357			-0.8357	1.27	x	x	3.3459	10.62
Mon	11/16/20	260.09900	1.01683	124	0.8566			-0.8566	1.13	x	x	3.3668	10.76
Tue	11/17/20	260.11107	1.01688	125	0.8635			-0.8635	1.08	x	x	3.3737	10.81
Wed	11/18/20	260.12313	1.01693	126	0.8705			-0.8705	1.03	x	x	3.3807	10.86
Thu	11/19/20	260.13520	1.01697	127	0.8774			-0.8774	0.99	x	x	3.3876	10.90
Fri	11/20/20	260.14727	1.01702	128	0.8844			-0.8844	0.94	x	x	3.3946	10.95
Mon	11/23/20	260.18347	1.01716	131	0.9052			-0.9052	0.80	x	x	3.4154	11.09
Tue	11/24/20	260.19553	1.01721	132	0.9122			-0.9122	0.75	x	x	3.4224	11.14
Wed	11/25/20	260.20760	1.01726	133	0.9191			-0.9191	0.70	x	x	3.4293	11.19
Thu	11/26/20	260.21967	1.01730	134	0.9261			-0.9261	0.66	x	x	3.4363	11.23
Fri	11/27/20	260.23173	1.01735	135	0.9330			-0.9330	0.61	x	x	3.4432	11.28
Mon	11/30/20	260.26793	1.01749	138	0.9539			-0.9539	0.47	x	x	3.4641	11.42
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	1.01754	139	0.9609			-0.9609	0.42	x	x	3.4711	11.47
Wed	12/02/20	260.28348	1.01755	140	0.9678			-0.9678	0.41	x	x	3.4780	11.48
Thu	12/03/20	260.28697	1.01757	141	0.9747			-0.9747	0.39	x	x	3.4849	11.50
Fri	12/04/20	260.29045	1.01758	142	0.9816			-0.9816	0.38	x	x	3.4918	11.51
Mon	12/07/20	260.30090	1.01762	145	1.0024			-1.0024	0.34	x	x	3.5126	11.55
Tue	12/08/20	260.30439	1.01763	146	1.0093			-1.0093	0.33	x	x	3.5195	11.56
Wed	12/09/20	260.30787	1.01765	147	1.0163			-1.0163	0.31	x	x	3.5265	11.58
Thu	12/10/20	260.31135	1.01766	148	1.0232			-1.0232	0.30	x	x	3.5334	11.59
Fri	12/11/20	260.31484	1.01768	149	1.0301			-1.0301	0.28	x	x	3.5403	11.61
Mon	12/14/20	260.32529	1.01772	152	1.0509			-1.0509	0.24	x	x	3.5611	11.65
Tue	12/15/20	260.32877	1.01773	153	1.0578			-1.0578	0.23	x	x	3.5680	11.66
Wed	12/16/20	260.33226	1.01774	154	1.0648			-1.0648	0.22	x	x	3.5750	11.67
Thu	12/17/20	260.33574	1.01776	155	1.0717			-1.0717	0.20	x	x	3.5819	11.69
Fri	12/18/20	260.33923	1.01777	156	1.0786			-1.0786	0.19	x	x	3.5888	11.70
Mon	12/21/20	260.34968	1.01781	159	1.0994			-1.0994	0.15	x	x	3.6096	11.74
Tue	12/22/20	260.35316	1.01782	160	1.1063			-1.1063	0.14	x	x	3.6165	11.75
Wed	12/23/20	260.35665	1.01784	161	1.1133			-1.1133	0.12	x	x	3.6235	11.77
Thu	12/24/20	260.36013	1.01785	162	1.1202			-1.1202	0.11	x	x	3.6304	11.78
Fri	12/25/20	260.36361	1.01787	163	1.1271			-1.1271	0.09	x	x	3.6373	11.80
Mon	12/28/20	260.37406	1.01791	166	1.1479			-1.1479	0.05	x	x	3.6581	11.84
Tue	12/29/20	260.37755	1.01792	167	1.1548			-1.1548	0.04	x	x	3.6650	11.85
Wed	12/30/20	260.38103	1.01793	168	1.1618			-1.1618	0.03	x	x	3.6720	11.86
Thu	12/31/20	260.38452	1.01795	169	1.1687			-1.1687	0.01	x	x	3.6789	11.88
Fri	01/01/21	260.38800	1.01796

Generated 12/10/20 09:32