0.125% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2030

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

CUSIP Number	912828ZZ6
Dated Date	July 15, 2020
Ref CPI on Dated Date	256.39126
Original Issue Date	July 31, 2020	Interest 01/15/21 (184 days)

						Purchased on Settelment Date & held to 01/01/21				Held on 07/31/20 & 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
Fri	07/31/20	256.39384	1.00001	16	0.0543			-0.0543	15.58			0.0543	0.00
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	1.00036	19	0.0646			-0.0646	15.23			0.0646	0.35
Tue	08/04/20	256.52977	1.00054	20	0.0680			-0.0680	15.05			0.0680	0.53
Wed	08/05/20	256.57503	1.00072	21	0.0714			-0.0714	14.87			0.0714	0.71
Thu	08/06/20	256.62029	1.00089	22	0.0748			-0.0748	14.70			0.0748	0.88
Fri	08/07/20	256.66555	1.00107	23	0.0782			-0.0782	14.52			0.0782	1.06
Mon	08/10/20	256.80132	1.00160	26	0.0885			-0.0885	13.99			0.0885	1.59
Tue	08/11/20	256.84658	1.00178	27	0.0919			-0.0919	13.81			0.0919	1.77
Wed	08/12/20	256.89184	1.00195	28	0.0953			-0.0953	13.64			0.0953	1.94
Thu	08/13/20	256.93710	1.00213	29	0.0987			-0.0987	13.46			0.0987	2.12
Fri	08/14/20	256.98235	1.00231	30	0.1021			-0.1021	13.28			0.1021	2.30
Mon	08/17/20	257.11813	1.00284	33	0.1124			-0.1124	12.75			0.1124	2.83
Tue	08/18/20	257.16339	1.00301	34	0.1158			-0.1158	12.58			0.1158	3.00
Wed	08/19/20	257.20865	1.00319	35	0.1193			-0.1193	12.40			0.1193	3.18
Thu	08/20/20	257.25390	1.00336	36	0.1227			-0.1227	12.23			0.1227	3.35
Fri	08/21/20	257.29916	1.00354	37	0.1261			-0.1261	12.05			0.1261	3.53
Mon	08/24/20	257.43494	1.00407	40	0.1364			-0.1364	11.52			0.1364	4.06
Tue	08/25/20	257.48019	1.00425	41	0.1399			-0.1399	11.34			0.1399	4.24
Wed	08/26/20	257.52545	1.00442	42	0.1433			-0.1433	11.17			0.1433	4.41
Thu	08/27/20	257.57071	1.00460	43	0.1467			-0.1467	10.99			0.1467	4.59
Fri	08/28/20	257.61597	1.00478	44	0.1502			-0.1502	10.81			0.1502	4.77
Mon	08/31/20	257.75174	1.00531	47	0.1605			-0.1605	10.28			0.1605	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
Tue	09/01/20	257.79700	1.00548	48	0.1639			-0.1639	10.11			0.1639	5.47
Wed	09/02/20	257.84047	1.00565	49	0.1674			-0.1674	9.94			0.1674	5.64
Thu	09/03/20	257.88393	1.00582	50	0.1708			-0.1708	9.77			0.1708	5.81
Fri	09/04/20	257.92740	1.00599	51	0.1743			-0.1743	9.60			0.1743	5.98
Mon	09/07/20	258.05780	1.00650	54	0.1846			-0.1846	9.09			0.1846	6.49
Tue	09/08/20	258.10127	1.00667	55	0.1881			-0.1881	8.92			0.1881	6.66
Wed	09/09/20	258.14473	1.00684	56	0.1915			-0.1915	8.75			0.1915	6.83
Thu	09/10/20	258.18820	1.00701	57	0.1950			-0.1950	8.58			0.1950	7.00
Fri	09/11/20	258.23167	1.00718	58	0.1984			-0.1984	8.41			0.1984	7.17
Mon	09/14/20	258.36207	1.00769	61	0.2088			-0.2088	7.90			0.2088	7.68
Tue	09/15/20	258.40553	1.00786	62	0.2123			-0.2123	7.73			0.2123	7.85
Wed	09/16/20	258.44900	1.00803	63	0.2157			-0.2157	7.56			0.2157	8.02
Thu	09/17/20	258.49247	1.00820	64	0.2192			-0.2192	7.39			0.2192	8.19
Fri	09/18/20	258.53593	1.00836	65	0.2226			-0.2226	7.23			0.2226	8.35
Mon	09/21/20	258.66633	1.00887	68	0.2330			-0.2330	6.72			0.2330	8.86
Tue	09/22/20	258.70980	1.00904	69	0.2365			-0.2365	6.55			0.2365	9.03
Wed	09/23/20	258.75327	1.00921	70	0.2400			-0.2400	6.38			0.2400	9.20
Thu	09/24/20	258.79673	1.00938	71	0.2434			-0.2434	6.21			0.2434	9.37
Fri	09/25/20	258.84020	1.00955	72	0.2469			-0.2469	6.04			0.2469	9.54
Mon	09/28/20	258.97060	1.01006	75	0.2573			-0.2573	5.53			0.2573	10.05
Tue	09/29/20	259.01407	1.01023	76	0.2608			-0.2608	5.36			0.2608	10.22
Wed	09/30/20	259.05753	1.01040	77	0.2643			-0.2643	5.19			0.2643	10.39
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Thu	10/01/20	259.10100	1.01057	78	0.2677			-0.2677	5.02			0.2677	10.56
Fri	10/02/20	259.12735	1.01067	79	0.2712			-0.2712	4.92			0.2712	10.66
Mon	10/05/20	259.20642	1.01098	82	0.2816			-0.2816	4.61			0.2816	10.97
Tue	10/06/20	259.23277	1.01108	83	0.2851			-0.2851	4.51			0.2851	11.07
Wed	10/07/20	259.25913	1.01119	84	0.2885			-0.2885	4.40			0.2885	11.18
Thu	10/08/20	259.28548	1.01129	85	0.2920			-0.2920	4.30			0.2920	11.28
Fri	10/09/20	259.31184	1.01139	86	0.2954			-0.2954	4.20			0.2954	11.38
Mon	10/12/20	259.39090	1.01170	89	0.3058			-0.3058	3.89			0.3058	11.69
Tue	10/13/20	259.41726	1.01180	90	0.3093			-0.3093	3.79			0.3093	11.79
Wed	10/14/20	259.44361	1.01191	91	0.3128			-0.3128	3.68			0.3128	11.90
Thu	10/15/20	259.46997	1.01201	92	0.3163			-0.3163	3.58			0.3163	12.00
Fri	10/16/20	259.49632	1.01211	93	0.3197			-0.3197	3.48			0.3197	12.10
Mon	10/19/20	259.57539	1.01242	96	0.3301			-0.3301	3.17			0.3301	12.41
Tue	10/20/20	259.60174	1.01252	97	0.3336			-0.3336	3.07			0.3336	12.51
Wed	10/21/20	259.62810	1.01262	98	0.3371			-0.3371	2.97			0.3371	12.61
Thu	10/22/20	259.65445	1.01273	99	0.3406			-0.3406	2.86			0.3406	12.72
Fri	10/23/20	259.68081	1.01283	100	0.3440			-0.3440	2.76			0.3440	12.82
Mon	10/26/20	259.75987	1.01314	103	0.3545			-0.3545	2.45			0.3545	13.13
Tue	10/27/20	259.78623	1.01324	104	0.3579			-0.3579	2.35			0.3579	13.23
Wed	10/28/20	259.81258	1.01334	105	0.3614			-0.3614	2.25			0.3614	13.33
Thu	10/29/20	259.83894	1.01345	106	0.3649			-0.3649	2.14			0.3649	13.44
Fri	10/30/20	259.86529	1.01355	107	0.3684			-0.3684	2.04			0.3684	13.54
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	11/02/20	259.93007	1.01380	110	0.3788			-0.3788	1.79			0.3788	13.79
Tue	11/03/20	259.94213	1.01385	111	0.3823			-0.3823	1.74			0.3823	13.84
Wed	11/04/20	259.95420	1.01390	112	0.3857			-0.3857	1.69			0.3857	13.89
Thu	11/05/20	259.96627	1.01394	113	0.3892			-0.3892	1.65			0.3892	13.93
Fri	11/06/20	259.97833	1.01399	114	0.3926			-0.3926	1.60			0.3926	13.98
Mon	11/09/20	260.01453	1.01413	117	0.4030			-0.4030	1.46			0.4030	14.12
Tue	11/10/20	260.02660	1.01418	118	0.4065			-0.4065	1.41			0.4065	14.17
Wed	11/11/20	260.03867	1.01423	119	0.4100			-0.4100	1.36			0.4100	14.22
Thu	11/12/20	260.05073	1.01427	120	0.4134			-0.4134	1.32			0.4134	14.26
Fri	11/13/20	260.06280	1.01432	121	0.4169			-0.4169	1.27			0.4169	14.31
Mon	11/16/20	260.09900	1.01446	124	0.4273			-0.4273	1.13			0.4273	14.45
Tue	11/17/20	260.11107	1.01451	125	0.4308			-0.4308	1.08			0.4308	14.50
Wed	11/18/20	260.12313	1.01456	126	0.4342			-0.4342	1.03			0.4342	14.55
Thu	11/19/20	260.13520	1.01460	127	0.4377			-0.4377	0.99			0.4377	14.59
Fri	11/20/20	260.14727	1.01465	128	0.4412			-0.4412	0.94			0.4412	14.64
Mon	11/23/20	260.18347	1.01479	131	0.4516			-0.4516	0.80			0.4516	14.78
Tue	11/24/20	260.19553	1.01484	132	0.4550			-0.4550	0.75			0.4550	14.83
Wed	11/25/20	260.20760	1.01488	133	0.4585			-0.4585	0.71			0.4585	14.87
Thu	11/26/20	260.21967	1.01493	134	0.4620			-0.4620	0.66			0.4620	14.92
Fri	11/27/20	260.23173	1.01498	135	0.4654			-0.4654	0.61			0.4654	14.97
Mon	11/30/20	260.26793	1.01512	138	0.4758			-0.4758	0.47			0.4758	15.11
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Tue	12/01/20	260.28000	1.01517	139	0.4793			-0.4793	0.42			0.4793	15.16
Wed	12/02/20	260.28348	1.01518	140	0.4828			-0.4828	0.41			0.4828	15.17
Thu	12/03/20	260.28697	1.01519	141	0.4862			-0.4862	0.40			0.4862	15.18
Fri	12/04/20	260.29045	1.01521	142	0.4897			-0.4897	0.38			0.4897	15.20
Mon	12/07/20	260.30090	1.01525	145	0.5000			-0.5000	0.34			0.5000	15.24
Tue	12/08/20	260.30439	1.01526	146	0.5035			-0.5035	0.33			0.5035	15.25
Wed	12/09/20	260.30787	1.01528	147	0.5070			-0.5070	0.31			0.5070	15.27
Thu	12/10/20	260.31135	1.01529	148	0.5104			-0.5104	0.30			0.5104	15.28
Fri	12/11/20	260.31484	1.01530	149	0.5139			-0.5139	0.29			0.5139	15.29
Mon	12/14/20	260.32529	1.01534	152	0.5242			-0.5242	0.25			0.5242	15.33
Tue	12/15/20	260.32877	1.01536	153	0.5277			-0.5277	0.23			0.5277	15.35
Wed	12/16/20	260.33226	1.01537	154	0.5311			-0.5311	0.22			0.5311	15.36
Thu	12/17/20	260.33574	1.01538	155	0.5346			-0.5346	0.21			0.5346	15.37
Fri	12/18/20	260.33923	1.01540	156	0.5381			-0.5381	0.19			0.5381	15.39
Mon	12/21/20	260.34968	1.01544	159	0.5484			-0.5484	0.15			0.5484	15.43
Tue	12/22/20	260.35316	1.01545	160	0.5519			-0.5519	0.14			0.5519	15.44
Wed	12/23/20	260.35665	1.01547	161	0.5553			-0.5553	0.12			0.5553	15.46
Thu	12/24/20	260.36013	1.01548	162	0.5588			-0.5588	0.11			0.5588	15.47
Fri	12/25/20	260.36361	1.01549	163	0.5622			-0.5622	0.10			0.5622	15.48
Mon	12/28/20	260.37406	1.01553	166	0.5726			-0.5726	0.06			0.5726	15.52
Tue	12/29/20	260.37755	1.01555	167	0.5761			-0.5761	0.04			0.5761	15.54
Wed	12/30/20	260.38103	1.01556	168	0.5795			-0.5795	0.03			0.5795	15.55
Thu	12/31/20	260.38452	1.01557	169	0.5830			-0.5830	0.02			0.5830	15.56
Fri	01/01/21	260.38800	1.01559

Generated 12/10/20 09:33