2.375% 20-Year Treasury Inflation Protected Security (TIPS) due January 15, 2027

Interest and OID per $1,000 Face Value for 2019

CUSIP Number	912810PS1	Interest 01/15/19 (184 days)	$14.8686
Dated Date	January 15, 2007	Interest 07/15/19 (181 days)	$15.0624
Ref CPI on Dated Date	201.66452	Interest Total	$29.9310
Original Issue Date	January 31, 2007	Interest 01/15/20 (184 days)

						Purchased on Settelment Date & held to 01/01/20				Held on 01/01/19 & 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
Tue	01/01/19	252.88500	1.25399	170	13.7581	x	x	16.1729	22.12			13.7581	0.00
Wed	01/02/19	252.85768	1.25385	171	13.8375	x	x	16.0935	22.26			13.8375	-0.14
Thu	01/03/19	252.83035	1.25372	172	13.9170	x	x	16.0140	22.39			13.9170	-0.27
Fri	01/04/19	252.80303	1.25358	173	13.9963	x	x	15.9347	22.53			13.9963	-0.41
Mon	01/07/19	252.72106	1.25318	176	14.2345	x	x	15.6965	22.93			14.2345	-0.81
Tue	01/08/19	252.69374	1.25304	177	14.3138	x	x	15.6172	23.07			14.3138	-0.95
Wed	01/09/19	252.66642	1.25290	178	14.3930	x	x	15.5380	23.21			14.3930	-1.09
Thu	01/10/19	252.63910	1.25277	179	14.4724	x	x	15.4586	23.34			14.4724	-1.22
Fri	01/11/19	252.61177	1.25263	180	14.5516	x	x	15.3794	23.48			14.5516	-1.36
Mon	01/14/19	252.52981	1.25223	183	14.7894	x	x	15.1416	23.88			14.7894	-1.76
Tue	01/15/19	252.50248	1.25209	0	0.0000		x	15.0624	24.02	x		14.8686	-1.90
Wed	01/16/19	252.47516	1.25196	1	0.0821		x	14.9803	24.15	x		14.9507	-2.03
Thu	01/17/19	252.44784	1.25182	2	0.1643		x	14.8981	24.29	x		15.0329	-2.17
Fri	01/18/19	252.42052	1.25169	3	0.2464		x	14.8160	24.42	x		15.1150	-2.30
Mon	01/21/19	252.33855	1.25128	6	0.4926		x	14.5698	24.83	x		15.3612	-2.71
Tue	01/22/19	252.31123	1.25114	7	0.5746		x	14.4878	24.97	x		15.4432	-2.85
Wed	01/23/19	252.28390	1.25101	8	0.6566		x	14.4058	25.10	x		15.5252	-2.98
Thu	01/24/19	252.25658	1.25087	9	0.7386		x	14.3238	25.24	x		15.6072	-3.12
Fri	01/25/19	252.22926	1.25074	10	0.8206		x	14.2418	25.37	x		15.6892	-3.25
Mon	01/28/19	252.14729	1.25033	13	1.0664		x	13.9960	25.78	x		15.9350	-3.66
Tue	01/29/19	252.11997	1.25019	14	1.1483		x	13.9141	25.92	x		16.0169	-3.80
Wed	01/30/19	252.09265	1.25006	15	1.2302		x	13.8322	26.05	x		16.0988	-3.93
Thu	01/31/19	252.06532	1.24992	16	1.3121		x	13.7503	26.19	x		16.1807	-4.07
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	02/01/19	252.03800	1.24979	17	1.3939		x	13.6685	26.32	x		16.2625	-4.20
Mon	02/04/19	251.95175	1.24936	20	1.6394		x	13.4230	26.75	x		16.5080	-4.63
Tue	02/05/19	251.92300	1.24922	21	1.7211		x	13.3413	26.89	x		16.5897	-4.77
Wed	02/06/19	251.89425	1.24908	22	1.8029		x	13.2595	27.03	x		16.6715	-4.91
Thu	02/07/19	251.86550	1.24893	23	1.8846		x	13.1778	27.18	x		16.7532	-5.06
Fri	02/08/19	251.83675	1.24879	24	1.9663		x	13.0961	27.32	x		16.8349	-5.20
Mon	02/11/19	251.75050	1.24836	27	2.2114		x	12.8510	27.75	x		17.0800	-5.63
Tue	02/12/19	251.72175	1.24822	28	2.2930		x	12.7694	27.89	x		17.1616	-5.77
Wed	02/13/19	251.69300	1.24808	29	2.3746		x	12.6878	28.03	x		17.2432	-5.91
Thu	02/14/19	251.66425	1.24794	30	2.4562		x	12.6062	28.17	x		17.3248	-6.05
Fri	02/15/19	251.63550	1.24779	31	2.5378		x	12.5246	28.32	x		17.4064	-6.20
Mon	02/18/19	251.54925	1.24736	34	2.7824		x	12.2800	28.75	x		17.6510	-6.63
Tue	02/19/19	251.52050	1.24722	35	2.8640		x	12.1984	28.89	x		17.7326	-6.77
Wed	02/20/19	251.49175	1.24708	36	2.9455		x	12.1169	29.03	x		17.8141	-6.91
Thu	02/21/19	251.46300	1.24694	37	3.0269		x	12.0355	29.17	x		17.8955	-7.05
Fri	02/22/19	251.43425	1.24679	38	3.1084		x	11.9540	29.32	x		17.9770	-7.20
Mon	02/25/19	251.34800	1.24637	41	3.3526		x	11.7098	29.74	x		18.2212	-7.62
Tue	02/26/19	251.31925	1.24622	42	3.4340		x	11.6284	29.89	x		18.3026	-7.77
Wed	02/27/19	251.29050	1.24608	43	3.5154		x	11.5470	30.03	x		18.3840	-7.91
Thu	02/28/19	251.26175	1.24594	44	3.5967		x	11.4657	30.17	x		18.4653	-8.05
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	03/01/19	251.23300	1.24580	45	3.6780		x	11.3844	30.31	x		18.5466	-8.19
Mon	03/04/19	251.27935	1.24603	48	3.9240		x	11.1384	30.08	x		18.7926	-7.96
Tue	03/05/19	251.29481	1.24610	49	4.0059		x	11.0565	30.01	x		18.8745	-7.89
Wed	03/06/19	251.31026	1.24618	50	4.0880		x	10.9744	29.93	x		18.9566	-7.81
Thu	03/07/19	251.32571	1.24626	51	4.1700		x	10.8924	29.85	x		19.0386	-7.73
Fri	03/08/19	251.34116	1.24633	52	4.2520		x	10.8104	29.78	x		19.1206	-7.66
Mon	03/11/19	251.38752	1.24656	55	4.4981		x	10.5643	29.55	x		19.3667	-7.43
Tue	03/12/19	251.40297	1.24664	56	4.5802		x	10.4822	29.47	x		19.4488	-7.35
Wed	03/13/19	251.41842	1.24672	57	4.6623		x	10.4001	29.39	x		19.5309	-7.27
Thu	03/14/19	251.43387	1.24679	58	4.7443		x	10.3181	29.32	x		19.6129	-7.20
Fri	03/15/19	251.44932	1.24687	59	4.8265		x	10.2359	29.24	x		19.6951	-7.12
Mon	03/18/19	251.49568	1.24710	62	5.0728		x	9.9896	29.01	x		19.9414	-6.89
Tue	03/19/19	251.51113	1.24718	63	5.1550		x	9.9074	28.93	x		20.0236	-6.81
Wed	03/20/19	251.52658	1.24725	64	5.2371		x	9.8253	28.86	x		20.1057	-6.74
Thu	03/21/19	251.54203	1.24733	65	5.3192		x	9.7432	28.78	x		20.1878	-6.66
Fri	03/22/19	251.55748	1.24741	66	5.4014		x	9.6610	28.70	x		20.2700	-6.58
Mon	03/25/19	251.60384	1.24764	69	5.6480		x	9.4144	28.47	x		20.5166	-6.35
Tue	03/26/19	251.61929	1.24771	70	5.7302		x	9.3322	28.40	x		20.5988	-6.28
Wed	03/27/19	251.63474	1.24779	71	5.8124		x	9.2500	28.32	x		20.6810	-6.20
Thu	03/28/19	251.65019	1.24787	72	5.8946		x	9.1678	28.24	x		20.7632	-6.12
Fri	03/29/19	251.66565	1.24794	73	5.9768		x	9.0856	28.17	x		20.8454	-6.05
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	04/01/19	251.71200	1.24817	76	6.2236		x	8.8388	27.94	x		21.0922	-5.82
Tue	04/02/19	251.74747	1.24835	77	6.3064		x	8.7560	27.76	x		21.1750	-5.64
Wed	04/03/19	251.78293	1.24852	78	6.3892		x	8.6732	27.59	x		21.2578	-5.47
Thu	04/04/19	251.81840	1.24870	79	6.4720		x	8.5904	27.41	x		21.3406	-5.29
Fri	04/05/19	251.85387	1.24888	80	6.5549		x	8.5075	27.23	x		21.4235	-5.11
Mon	04/08/19	251.96027	1.24940	83	6.8035		x	8.2589	26.71	x		21.6721	-4.59
Tue	04/09/19	251.99573	1.24958	84	6.8865		x	8.1759	26.53	x		21.7551	-4.41
Wed	04/10/19	252.03120	1.24975	85	6.9694		x	8.0930	26.36	x		21.8380	-4.24
Thu	04/11/19	252.06667	1.24993	86	7.0524		x	8.0100	26.18	x		21.9210	-4.06
Fri	04/12/19	252.10213	1.25011	87	7.1355		x	7.9269	26.00	x		22.0041	-3.88
Mon	04/15/19	252.20853	1.25063	90	7.3846		x	7.6778	25.48	x		22.2532	-3.36
Tue	04/16/19	252.24400	1.25081	91	7.4677		x	7.5947	25.30	x		22.3363	-3.18
Wed	04/17/19	252.27947	1.25099	92	7.5509		x	7.5115	25.12	x		22.4195	-3.00
Thu	04/18/19	252.31493	1.25116	93	7.6340		x	7.4284	24.95	x		22.5026	-2.83
Fri	04/19/19	252.35040	1.25134	94	7.7172		x	7.3452	24.77	x		22.5858	-2.65
Mon	04/22/19	252.45680	1.25187	97	7.9668		x	7.0956	24.24	x		22.8354	-2.12
Tue	04/23/19	252.49227	1.25204	98	8.0501		x	7.0123	24.07	x		22.9187	-1.95
Wed	04/24/19	252.52773	1.25222	99	8.1334		x	6.9290	23.89	x		23.0020	-1.77
Thu	04/25/19	252.56320	1.25239	100	8.2166		x	6.8458	23.72	x		23.0852	-1.60
Fri	04/26/19	252.59867	1.25257	101	8.3000		x	6.7624	23.54	x		23.1686	-1.42
Mon	04/29/19	252.70507	1.25310	104	8.5502		x	6.5122	23.01	x		23.4188	-0.89
Tue	04/30/19	252.74053	1.25327	105	8.6335		x	6.4289	22.84	x		23.5021	-0.72
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Wed	05/01/19	252.77600	1.25345	106	8.7170		x	6.3454	22.66	x		23.5856	-0.54
Thu	05/02/19	252.82200	1.25368	107	8.8009		x	6.2615	22.43	x		23.6695	-0.31
Fri	05/03/19	252.86800	1.25390	108	8.8847		x	6.1777	22.21	x		23.7533	-0.09
Mon	05/06/19	253.00600	1.25459	111	9.1365		x	5.9259	21.52	x		24.0051	0.60
Tue	05/07/19	253.05200	1.25482	112	9.2205		x	5.8419	21.29	x		24.0891	0.83
Wed	05/08/19	253.09800	1.25504	113	9.3045		x	5.7579	21.07	x		24.1731	1.05
Thu	05/09/19	253.14400	1.25527	114	9.3885		x	5.6739	20.84	x		24.2571	1.28
Fri	05/10/19	253.19000	1.25550	115	9.4726		x	5.5898	20.61	x		24.3412	1.51
Mon	05/13/19	253.32800	1.25619	118	9.7251		x	5.3373	19.92	x		24.5937	2.20
Tue	05/14/19	253.37400	1.25641	119	9.8092		x	5.2532	19.70	x		24.6778	2.42
Wed	05/15/19	253.42000	1.25664	120	9.8934		x	5.1690	19.47	x		24.7620	2.65
Thu	05/16/19	253.46600	1.25687	121	9.9777		x	5.0847	19.24	x		24.8463	2.88
Fri	05/17/19	253.51200	1.25710	122	10.0620		x	5.0004	19.01	x		24.9306	3.11
Mon	05/20/19	253.65000	1.25778	125	10.3150		x	4.7474	18.33	x		25.1836	3.79
Tue	05/21/19	253.69600	1.25801	126	10.3994		x	4.6630	18.10	x		25.2680	4.02
Wed	05/22/19	253.74200	1.25824	127	10.4839		x	4.5785	17.87	x		25.3525	4.25
Thu	05/23/19	253.78800	1.25847	128	10.5684		x	4.4940	17.64	x		25.4370	4.48
Fri	05/24/19	253.83400	1.25869	129	10.6528		x	4.4096	17.42	x		25.5214	4.70
Mon	05/27/19	253.97200	1.25938	132	10.9065		x	4.1559	16.73	x		25.7751	5.39
Tue	05/28/19	254.01800	1.25961	133	10.9911		x	4.0713	16.50	x		25.8597	5.62
Wed	05/29/19	254.06400	1.25983	134	11.0757		x	3.9867	16.28	x		25.9443	5.84
Thu	05/30/19	254.11000	1.26006	135	11.1604		x	3.9020	16.05	x		26.0290	6.07
Fri	05/31/19	254.15600	1.26029	136	11.2451		x	3.8173	15.82	x		26.1137	6.30
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	06/03/19	254.29173	1.26096	139	11.4993		x	3.5631	15.15	x		26.3679	6.97
Tue	06/04/19	254.33660	1.26119	140	11.5841		x	3.4783	14.92	x		26.4527	7.20
Wed	06/05/19	254.38147	1.26141	141	11.6689		x	3.3935	14.70	x		26.5375	7.42
Thu	06/06/19	254.42633	1.26163	142	11.7537		x	3.3087	14.48	x		26.6223	7.64
Fri	06/07/19	254.47120	1.26185	143	11.8386		x	3.2238	14.26	x		26.7072	7.86
Mon	06/10/19	254.60580	1.26252	146	12.0933		x	2.9691	13.59	x		26.9619	8.53
Tue	06/11/19	254.65067	1.26274	147	12.1783		x	2.8841	13.37	x		27.0469	8.75
Wed	06/12/19	254.69553	1.26297	148	12.2634		x	2.7990	13.14	x		27.1320	8.98
Thu	06/13/19	254.74040	1.26319	149	12.3484		x	2.7140	12.92	x		27.2170	9.20
Fri	06/14/19	254.78527	1.26341	150	12.4334		x	2.6290	12.70	x		27.3020	9.42
Mon	06/17/19	254.91987	1.26408	153	12.6888		x	2.3736	12.03	x		27.5574	10.09
Tue	06/18/19	254.96473	1.26430	154	12.7740		x	2.2884	11.81	x		27.6426	10.31
Wed	06/19/19	255.00960	1.26452	155	12.8592		x	2.2032	11.59	x		27.7278	10.53
Thu	06/20/19	255.05447	1.26475	156	12.9445		x	2.1179	11.36	x		27.8131	10.76
Fri	06/21/19	255.09933	1.26497	157	13.0297		x	2.0327	11.14	x		27.8983	10.98
Mon	06/24/19	255.23393	1.26564	160	13.2857		x	1.7767	10.47	x		28.1543	11.65
Tue	06/25/19	255.27880	1.26586	161	13.3711		x	1.6913	10.25	x		28.2397	11.87
Wed	06/26/19	255.32367	1.26608	162	13.4565		x	1.6059	10.03	x		28.3251	12.09
Thu	06/27/19	255.36853	1.26630	163	13.5419		x	1.5205	9.81	x		28.4105	12.31
Fri	06/28/19	255.41340	1.26653	164	13.6274		x	1.4350	9.58	x		28.4960	12.54
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	07/01/19	255.54800	1.26719	167	13.8840		x	1.1784	8.92	x		28.7526	13.20
Tue	07/02/19	255.56555	1.26728	168	13.9681		x	1.0943	8.83	x		28.8367	13.29
Wed	07/03/19	255.58310	1.26737	169	14.0522		x	1.0102	8.74	x		28.9208	13.38
Thu	07/04/19	255.60065	1.26745	170	14.1363		x	0.9261	8.66	x		29.0049	13.46
Fri	07/05/19	255.61819	1.26754	171	14.2204		x	0.8420	8.57	x		29.0890	13.55
Mon	07/08/19	255.67084	1.26780	174	14.4729		x	0.5895	8.31	x		29.3415	13.81
Tue	07/09/19	255.68839	1.26789	175	14.5571		x	0.5053	8.22	x		29.4257	13.90
Wed	07/10/19	255.70594	1.26798	176	14.6413		x	0.4211	8.13	x		29.5099	13.99
Thu	07/11/19	255.72348	1.26806	177	14.7254		x	0.3370	8.05	x		29.5940	14.07
Fri	07/12/19	255.74103	1.26815	178	14.8097		x	0.2527	7.96	x		29.6783	14.16
Mon	07/15/19	255.79368	1.26841	0	0.0000			0.0000	7.70	x	x	29.9310	14.42
Tue	07/16/19	255.81123	1.26850	1	0.0819			-0.0819	7.61	x	x	30.0129	14.51
Wed	07/17/19	255.82877	1.26859	2	0.1637			-0.1637	7.52	x	x	30.0947	14.60
Thu	07/18/19	255.84632	1.26867	3	0.2456			-0.2456	7.44	x	x	30.1766	14.68
Fri	07/19/19	255.86387	1.26876	4	0.3275			-0.3275	7.35	x	x	30.2585	14.77
Mon	07/22/19	255.91652	1.26902	7	0.5733			-0.5733	7.09	x	x	30.5043	15.03
Tue	07/23/19	255.93406	1.26911	8	0.6552			-0.6552	7.00	x	x	30.5862	15.12
Wed	07/24/19	255.95161	1.26920	9	0.7372			-0.7372	6.91	x	x	30.6682	15.21
Thu	07/25/19	255.96916	1.26928	10	0.8192			-0.8192	6.83	x	x	30.7502	15.29
Fri	07/26/19	255.98671	1.26937	11	0.9011			-0.9011	6.74	x	x	30.8321	15.38
Mon	07/29/19	256.03935	1.26963	14	1.1472			-1.1472	6.48	x	x	31.0782	15.64
Tue	07/30/19	256.05690	1.26972	15	1.2292			-1.2292	6.39	x	x	31.1602	15.73
Wed	07/31/19	256.07445	1.26980	16	1.3112			-1.3112	6.31	x	x	31.2422	15.81
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	08/01/19	256.09200	1.26989	17	1.3933			-1.3933	6.22	x	x	31.3243	15.90
Fri	08/02/19	256.09365	1.26990	18	1.4752			-1.4752	6.21	x	x	31.4062	15.91
Mon	08/05/19	256.09858	1.26992	21	1.7211			-1.7211	6.19	x	x	31.6521	15.93
Tue	08/06/19	256.10023	1.26993	22	1.8031			-1.8031	6.18	x	x	31.7341	15.94
Wed	08/07/19	256.10187	1.26994	23	1.8851			-1.8851	6.17	x	x	31.8161	15.95
Thu	08/08/19	256.10352	1.26995	24	1.9670			-1.9670	6.16	x	x	31.8980	15.96
Fri	08/09/19	256.10516	1.26996	25	2.0490			-2.0490	6.15	x	x	31.9800	15.97
Mon	08/12/19	256.11010	1.26998	28	2.2949			-2.2949	6.13	x	x	32.2259	15.99
Tue	08/13/19	256.11174	1.26999	29	2.3769			-2.3769	6.12	x	x	32.3079	16.00
Wed	08/14/19	256.11339	1.27000	30	2.4589			-2.4589	6.11	x	x	32.3899	16.01
Thu	08/15/19	256.11503	1.27001	31	2.5409			-2.5409	6.10	x	x	32.4719	16.02
Fri	08/16/19	256.11668	1.27001	32	2.6228			-2.6228	6.10	x	x	32.5538	16.02
Mon	08/19/19	256.12161	1.27004	35	2.8688			-2.8688	6.07	x	x	32.7998	16.05
Tue	08/20/19	256.12326	1.27005	36	2.9508			-2.9508	6.06	x	x	32.8818	16.06
Wed	08/21/19	256.12490	1.27005	37	3.0328			-3.0328	6.06	x	x	32.9638	16.06
Thu	08/22/19	256.12655	1.27006	38	3.1148			-3.1148	6.05	x	x	33.0458	16.07
Fri	08/23/19	256.12819	1.27007	39	3.1967			-3.1967	6.04	x	x	33.1277	16.08
Mon	08/26/19	256.13313	1.27010	42	3.4427			-3.4427	6.01	x	x	33.3737	16.11
Tue	08/27/19	256.13477	1.27010	43	3.5247			-3.5247	6.01	x	x	33.4557	16.11
Wed	08/28/19	256.13642	1.27011	44	3.6067			-3.6067	6.00	x	x	33.5377	16.12
Thu	08/29/19	256.13806	1.27012	45	3.6887			-3.6887	5.99	x	x	33.6197	16.13
Fri	08/30/19	256.13971	1.27013	46	3.7707			-3.7707	5.98	x	x	33.7017	16.14
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	09/02/19	256.15727	1.27021	49	4.0169			-4.0169	5.90	x	x	33.9479	16.22
Tue	09/03/19	256.17153	1.27029	50	4.0991			-4.0991	5.82	x	x	34.0301	16.30
Wed	09/04/19	256.18580	1.27036	51	4.1813			-4.1813	5.75	x	x	34.1123	16.37
Thu	09/05/19	256.20007	1.27043	52	4.2635			-4.2635	5.68	x	x	34.1945	16.44
Fri	09/06/19	256.21433	1.27050	53	4.3458			-4.3458	5.61	x	x	34.2768	16.51
Mon	09/09/19	256.25713	1.27071	56	4.5925			-4.5925	5.40	x	x	34.5235	16.72
Tue	09/10/19	256.27140	1.27078	57	4.6748			-4.6748	5.33	x	x	34.6058	16.79
Wed	09/11/19	256.28567	1.27085	58	4.7571			-4.7571	5.26	x	x	34.6881	16.86
Thu	09/12/19	256.29993	1.27092	59	4.8393			-4.8393	5.19	x	x	34.7703	16.93
Fri	09/13/19	256.31420	1.27099	60	4.9216			-4.9216	5.12	x	x	34.8526	17.00
Mon	09/16/19	256.35700	1.27121	63	5.1686			-5.1686	4.90	x	x	35.0996	17.22
Tue	09/17/19	256.37127	1.27128	64	5.2509			-5.2509	4.83	x	x	35.1819	17.29
Wed	09/18/19	256.38553	1.27135	65	5.3333			-5.3333	4.76	x	x	35.2643	17.36
Thu	09/19/19	256.39980	1.27142	66	5.4156			-5.4156	4.69	x	x	35.3466	17.43
Fri	09/20/19	256.41407	1.27149	67	5.4980			-5.4980	4.62	x	x	35.4290	17.50
Mon	09/23/19	256.45687	1.27170	70	5.7451			-5.7451	4.41	x	x	35.6761	17.71
Tue	09/24/19	256.47113	1.27177	71	5.8275			-5.8275	4.34	x	x	35.7585	17.78
Wed	09/25/19	256.48540	1.27184	72	5.9099			-5.9099	4.27	x	x	35.8409	17.85
Thu	09/26/19	256.49967	1.27191	73	5.9923			-5.9923	4.20	x	x	35.9233	17.92
Fri	09/27/19	256.51393	1.27198	74	6.0747			-6.0747	4.13	x	x	36.0057	17.99
Mon	09/30/19	256.55673	1.27220	77	6.3221			-6.3221	3.91	x	x	36.2531	18.21
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Tue	10/01/19	256.57100	1.27227	78	6.4046			-6.4046	3.84	x	x	36.3356	18.28
Wed	10/02/19	256.57058	1.27226	79	6.4866			-6.4866	3.85	x	x	36.4176	18.27
Thu	10/03/19	256.57016	1.27226	80	6.5687			-6.5687	3.85	x	x	36.4997	18.27
Fri	10/04/19	256.56974	1.27226	81	6.6508			-6.6508	3.85	x	x	36.5818	18.27
Mon	10/07/19	256.56848	1.27225	84	6.8971			-6.8971	3.86	x	x	36.8281	18.26
Tue	10/08/19	256.56806	1.27225	85	6.9792			-6.9792	3.86	x	x	36.9102	18.26
Wed	10/09/19	256.56765	1.27225	86	7.0613			-7.0613	3.86	x	x	36.9923	18.26
Thu	10/10/19	256.56723	1.27225	87	7.1434			-7.1434	3.86	x	x	37.0744	18.26
Fri	10/11/19	256.56681	1.27225	88	7.2256			-7.2256	3.86	x	x	37.1566	18.26
Mon	10/14/19	256.56555	1.27224	91	7.4718			-7.4718	3.87	x	x	37.4028	18.25
Tue	10/15/19	256.56513	1.27224	92	7.5539			-7.5539	3.87	x	x	37.4849	18.25
Wed	10/16/19	256.56471	1.27224	93	7.6360			-7.6360	3.87	x	x	37.5670	18.25
Thu	10/17/19	256.56429	1.27223	94	7.7181			-7.7181	3.88	x	x	37.6491	18.24
Fri	10/18/19	256.56387	1.27223	95	7.8002			-7.8002	3.88	x	x	37.7312	18.24
Mon	10/21/19	256.56261	1.27222	98	8.0464			-8.0464	3.89	x	x	37.9774	18.23
Tue	10/22/19	256.56219	1.27222	99	8.1286			-8.1286	3.89	x	x	38.0596	18.23
Wed	10/23/19	256.56177	1.27222	100	8.2107			-8.2107	3.89	x	x	38.1417	18.23
Thu	10/24/19	256.56135	1.27222	101	8.2928			-8.2928	3.89	x	x	38.2238	18.23
Fri	10/25/19	256.56094	1.27222	102	8.3749			-8.3749	3.89	x	x	38.3059	18.23
Mon	10/28/19	256.55968	1.27221	105	8.6211			-8.6211	3.90	x	x	38.5521	18.22
Tue	10/29/19	256.55926	1.27221	106	8.7032			-8.7032	3.90	x	x	38.6342	18.22
Wed	10/30/19	256.55884	1.27221	107	8.7853			-8.7853	3.90	x	x	38.7163	18.22
Thu	10/31/19	256.55842	1.27220	108	8.8674			-8.8674	3.91	x	x	38.7984	18.21
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Fri	11/01/19	256.55800	1.27220	109	8.9495			-8.9495	3.91	x	x	38.8805	18.21
Mon	11/04/19	256.57810	1.27230	112	9.1965			-9.1965	3.81	x	x	39.1275	18.31
Tue	11/05/19	256.58480	1.27233	113	9.2788			-9.2788	3.78	x	x	39.2098	18.34
Wed	11/06/19	256.59150	1.27237	114	9.3613			-9.3613	3.74	x	x	39.2923	18.38
Thu	11/07/19	256.59820	1.27240	115	9.4436			-9.4436	3.71	x	x	39.3746	18.41
Fri	11/08/19	256.60490	1.27243	116	9.5259			-9.5259	3.68	x	x	39.4569	18.44
Mon	11/11/19	256.62500	1.27253	119	9.7731			-9.7731	3.58	x	x	39.7041	18.54
Tue	11/12/19	256.63170	1.27257	120	9.8555			-9.8555	3.54	x	x	39.7865	18.58
Wed	11/13/19	256.63840	1.27260	121	9.9379			-9.9379	3.51	x	x	39.8689	18.61
Thu	11/14/19	256.64510	1.27263	122	10.0202			-10.0202	3.48	x	x	39.9512	18.64
Fri	11/15/19	256.65180	1.27267	123	10.1027			-10.1027	3.44	x	x	40.0337	18.68
Mon	11/18/19	256.67190	1.27277	126	10.3499			-10.3499	3.34	x	x	40.2809	18.78
Tue	11/19/19	256.67860	1.27280	127	10.4323			-10.4323	3.31	x	x	40.3633	18.81
Wed	11/20/19	256.68530	1.27283	128	10.5147			-10.5147	3.28	x	x	40.4457	18.84
Thu	11/21/19	256.69200	1.27287	129	10.5972			-10.5972	3.24	x	x	40.5282	18.88
Fri	11/22/19	256.69870	1.27290	130	10.6796			-10.6796	3.21	x	x	40.6106	18.91
Mon	11/25/19	256.71880	1.27300	133	10.9269			-10.9269	3.11	x	x	40.8579	19.01
Tue	11/26/19	256.72550	1.27303	134	11.0093			-11.0093	3.08	x	x	40.9403	19.04
Wed	11/27/19	256.73220	1.27307	135	11.0918			-11.0918	3.04	x	x	41.0228	19.08
Thu	11/28/19	256.73890	1.27310	136	11.1742			-11.1742	3.01	x	x	41.1052	19.11
Fri	11/29/19	256.74560	1.27313	137	11.2566			-11.2566	2.98	x	x	41.1876	19.14
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	12/02/19	256.77794	1.27329	140	11.5046			-11.5046	2.82	x	x	41.4356	19.30
Tue	12/03/19	256.79687	1.27339	141	11.5877			-11.5877	2.72	x	x	41.5187	19.40
Wed	12/04/19	256.81581	1.27348	142	11.6707			-11.6707	2.63	x	x	41.6017	19.49
Thu	12/05/19	256.83474	1.27357	143	11.7537			-11.7537	2.54	x	x	41.6847	19.58
Fri	12/06/19	256.85368	1.27367	144	11.8368			-11.8368	2.44	x	x	41.7678	19.68
Mon	12/09/19	256.91048	1.27395	147	12.0861			-12.0861	2.16	x	x	42.0171	19.96
Tue	12/10/19	256.92942	1.27404	148	12.1692			-12.1692	2.07	x	x	42.1002	20.05
Wed	12/11/19	256.94835	1.27414	149	12.2523			-12.2523	1.97	x	x	42.1833	20.15
Thu	12/12/19	256.96729	1.27423	150	12.3354			-12.3354	1.88	x	x	42.2664	20.24
Fri	12/13/19	256.98623	1.27433	151	12.4187			-12.4187	1.78	x	x	42.3497	20.34
Mon	12/16/19	257.04303	1.27461	154	12.6682			-12.6682	1.50	x	x	42.5992	20.62
Tue	12/17/19	257.06197	1.27470	155	12.7513			-12.7513	1.41	x	x	42.6823	20.71
Wed	12/18/19	257.08090	1.27479	156	12.8345			-12.8345	1.32	x	x	42.7655	20.80
Thu	12/19/19	257.09984	1.27489	157	12.9178			-12.9178	1.22	x	x	42.8488	20.90
Fri	12/20/19	257.11877	1.27498	158	13.0010			-13.0010	1.13	x	x	42.9320	20.99
Mon	12/23/19	257.17558	1.27526	161	13.2507			-13.2507	0.85	x	x	43.1817	21.27
Tue	12/24/19	257.19452	1.27536	162	13.3341			-13.3341	0.75	x	x	43.2651	21.37
Wed	12/25/19	257.21345	1.27545	163	13.4174			-13.4174	0.66	x	x	43.3484	21.46
Thu	12/26/19	257.23239	1.27555	164	13.5007			-13.5007	0.56	x	x	43.4317	21.56
Fri	12/27/19	257.25132	1.27564	165	13.5840			-13.5840	0.47	x	x	43.5150	21.65
Mon	12/30/19	257.30813	1.27592	168	13.8340			-13.8340	0.19	x	x	43.7650	21.93
Tue	12/31/19	257.32706	1.27602	169	13.9175			-13.9175	0.09	x	x	43.8485	22.03
Wed	01/01/20	257.34600	1.27611

Generated 12/11/19 09:30