1% 30-Year Treasury Inflation Protected Security (TIPS) due February 15, 2046

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

CUSIP Number	912810RR1	Interest 02/15/19 (184 days)	$5.3100
Dated Date	February 15, 2016	Interest 08/15/19 (181 days)	$5.4046
Ref CPI on Dated Date	236.94448	Interest Total	$10.7146
Original Issue Date	February 29, 2016	Interest 02/15/20 (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	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Tue	01/01/19	252.88500	1.06728	139	4.0313	x	x	6.6833	18.82			4.0313	0.00
Wed	01/02/19	252.85768	1.06716	140	4.0598	x	x	6.6548	18.94			4.0598	-0.12
Thu	01/03/19	252.83035	1.06704	141	4.0884	x	x	6.6262	19.06			4.0884	-0.24
Fri	01/04/19	252.80303	1.06693	142	4.1170	x	x	6.5976	19.17			4.1170	-0.35
Mon	01/07/19	252.72106	1.06658	145	4.2026	x	x	6.5120	19.52			4.2026	-0.70
Tue	01/08/19	252.69374	1.06647	146	4.2311	x	x	6.4835	19.63			4.2311	-0.81
Wed	01/09/19	252.66642	1.06635	147	4.2596	x	x	6.4550	19.75			4.2596	-0.93
Thu	01/10/19	252.63910	1.06624	148	4.2881	x	x	6.4265	19.86			4.2881	-1.04
Fri	01/11/19	252.61177	1.06612	149	4.3166	x	x	6.3980	19.98			4.3166	-1.16
Mon	01/14/19	252.52981	1.06578	152	4.4021	x	x	6.3125	20.32			4.4021	-1.50
Tue	01/15/19	252.50248	1.06566	153	4.4306	x	x	6.2840	20.44			4.4306	-1.62
Wed	01/16/19	252.47516	1.06555	154	4.4591	x	x	6.2555	20.55			4.4591	-1.73
Thu	01/17/19	252.44784	1.06543	155	4.4875	x	x	6.2271	20.67			4.4875	-1.85
Fri	01/18/19	252.42052	1.06532	156	4.5160	x	x	6.1986	20.78			4.5160	-1.96
Mon	01/21/19	252.33855	1.06497	159	4.6014	x	x	6.1132	21.13			4.6014	-2.31
Tue	01/22/19	252.31123	1.06485	160	4.6298	x	x	6.0848	21.25			4.6298	-2.43
Wed	01/23/19	252.28390	1.06474	161	4.6582	x	x	6.0564	21.36			4.6582	-2.54
Thu	01/24/19	252.25658	1.06462	162	4.6866	x	x	6.0280	21.48			4.6866	-2.66
Fri	01/25/19	252.22926	1.06451	163	4.7151	x	x	5.9995	21.59			4.7151	-2.77
Mon	01/28/19	252.14729	1.06416	166	4.8003	x	x	5.9143	21.94			4.8003	-3.12
Tue	01/29/19	252.11997	1.06405	167	4.8287	x	x	5.8859	22.05			4.8287	-3.23
Wed	01/30/19	252.09265	1.06393	168	4.8571	x	x	5.8575	22.17			4.8571	-3.35
Thu	01/31/19	252.06532	1.06382	169	4.8855	x	x	5.8291	22.28			4.8855	-3.46
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	02/01/19	252.03800	1.06370	170	4.9138	x	x	5.8008	22.40			4.9138	-3.58
Mon	02/04/19	251.95175	1.06334	173	4.9989	x	x	5.7157	22.76			4.9989	-3.94
Tue	02/05/19	251.92300	1.06322	174	5.0272	x	x	5.6874	22.88			5.0272	-4.06
Wed	02/06/19	251.89425	1.06309	175	5.0555	x	x	5.6591	23.01			5.0555	-4.19
Thu	02/07/19	251.86550	1.06297	176	5.0838	x	x	5.6308	23.13			5.0838	-4.31
Fri	02/08/19	251.83675	1.06285	177	5.1121	x	x	5.6025	23.25			5.1121	-4.43
Mon	02/11/19	251.75050	1.06249	180	5.1970	x	x	5.5176	23.61			5.1970	-4.79
Tue	02/12/19	251.72175	1.06237	181	5.2252	x	x	5.4894	23.73			5.2252	-4.91
Wed	02/13/19	251.69300	1.06224	182	5.2535	x	x	5.4611	23.86			5.2535	-5.04
Thu	02/14/19	251.66425	1.06212	183	5.2817	x	x	5.4329	23.98			5.2817	-5.16
Fri	02/15/19	251.63550	1.06200	0	0.0000		x	5.4046	24.10	x		5.3100	-5.28
Mon	02/18/19	251.54925	1.06164	3	0.0880		x	5.3166	24.46	x		5.3980	-5.64
Tue	02/19/19	251.52050	1.06152	4	0.1173		x	5.2873	24.58	x		5.4273	-5.76
Wed	02/20/19	251.49175	1.06140	5	0.1466		x	5.2580	24.70	x		5.4566	-5.88
Thu	02/21/19	251.46300	1.06127	6	0.1759		x	5.2287	24.83	x		5.4859	-6.01
Fri	02/22/19	251.43425	1.06115	7	0.2052		x	5.1994	24.95	x		5.5152	-6.13
Mon	02/25/19	251.34800	1.06079	10	0.2930		x	5.1116	25.31	x		5.6030	-6.49
Tue	02/26/19	251.31925	1.06067	11	0.3223		x	5.0823	25.43	x		5.6323	-6.61
Wed	02/27/19	251.29050	1.06055	12	0.3516		x	5.0530	25.55	x		5.6616	-6.73
Thu	02/28/19	251.26175	1.06042	13	0.3808		x	5.0238	25.68	x		5.6908	-6.86
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	03/01/19	251.23300	1.06030	14	0.4101		x	4.9945	25.80	x		5.7201	-6.98
Mon	03/04/19	251.27935	1.06050	17	0.4980		x	4.9066	25.60	x		5.8080	-6.78
Tue	03/05/19	251.29481	1.06056	18	0.5274		x	4.8772	25.54	x		5.8374	-6.72
Wed	03/06/19	251.31026	1.06063	19	0.5567		x	4.8479	25.47	x		5.8667	-6.65
Thu	03/07/19	251.32571	1.06069	20	0.5860		x	4.8186	25.41	x		5.8960	-6.59
Fri	03/08/19	251.34116	1.06076	21	0.6154		x	4.7892	25.34	x		5.9254	-6.52
Mon	03/11/19	251.38752	1.06096	24	0.7034		x	4.7012	25.14	x		6.0134	-6.32
Tue	03/12/19	251.40297	1.06102	25	0.7327		x	4.6719	25.08	x		6.0427	-6.26
Wed	03/13/19	251.41842	1.06109	26	0.7621		x	4.6425	25.01	x		6.0721	-6.19
Thu	03/14/19	251.43387	1.06115	27	0.7915		x	4.6131	24.95	x		6.1015	-6.13
Fri	03/15/19	251.44932	1.06122	28	0.8208		x	4.5838	24.88	x		6.1308	-6.06
Mon	03/18/19	251.49568	1.06141	31	0.9089		x	4.4957	24.69	x		6.2189	-5.87
Tue	03/19/19	251.51113	1.06148	32	0.9383		x	4.4663	24.62	x		6.2483	-5.80
Wed	03/20/19	251.52658	1.06154	33	0.9677		x	4.4369	24.56	x		6.2777	-5.74
Thu	03/21/19	251.54203	1.06161	34	0.9971		x	4.4075	24.49	x		6.3071	-5.67
Fri	03/22/19	251.55748	1.06167	35	1.0265		x	4.3781	24.43	x		6.3365	-5.61
Mon	03/25/19	251.60384	1.06187	38	1.1147		x	4.2899	24.23	x		6.4247	-5.41
Tue	03/26/19	251.61929	1.06193	39	1.1441		x	4.2605	24.17	x		6.4541	-5.35
Wed	03/27/19	251.63474	1.06200	40	1.1735		x	4.2311	24.10	x		6.4835	-5.28
Thu	03/28/19	251.65019	1.06206	41	1.2029		x	4.2017	24.04	x		6.5129	-5.22
Fri	03/29/19	251.66565	1.06213	42	1.2323		x	4.1723	23.97	x		6.5423	-5.15
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	04/01/19	251.71200	1.06232	45	1.3206		x	4.0840	23.78	x		6.6306	-4.96
Tue	04/02/19	251.74747	1.06247	46	1.3501		x	4.0545	23.63	x		6.6601	-4.81
Wed	04/03/19	251.78293	1.06262	47	1.3796		x	4.0250	23.48	x		6.6896	-4.66
Thu	04/04/19	251.81840	1.06277	48	1.4092		x	3.9954	23.33	x		6.7192	-4.51
Fri	04/05/19	251.85387	1.06292	49	1.4388		x	3.9658	23.18	x		6.7488	-4.36
Mon	04/08/19	251.96027	1.06337	52	1.5275		x	3.8771	22.73	x		6.8375	-3.91
Tue	04/09/19	251.99573	1.06352	53	1.5571		x	3.8475	22.58	x		6.8671	-3.76
Wed	04/10/19	252.03120	1.06367	54	1.5867		x	3.8179	22.43	x		6.8967	-3.61
Thu	04/11/19	252.06667	1.06382	55	1.6163		x	3.7883	22.28	x		6.9263	-3.46
Fri	04/12/19	252.10213	1.06397	56	1.6459		x	3.7587	22.13	x		6.9559	-3.31
Mon	04/15/19	252.20853	1.06442	59	1.7348		x	3.6698	21.68	x		7.0448	-2.86
Tue	04/16/19	252.24400	1.06457	60	1.7645		x	3.6401	21.53	x		7.0745	-2.71
Wed	04/17/19	252.27947	1.06472	61	1.7941		x	3.6105	21.38	x		7.1041	-2.56
Thu	04/18/19	252.31493	1.06487	62	1.8238		x	3.5808	21.23	x		7.1338	-2.41
Fri	04/19/19	252.35040	1.06502	63	1.8535		x	3.5511	21.08	x		7.1635	-2.26
Mon	04/22/19	252.45680	1.06547	66	1.9426		x	3.4620	20.63	x		7.2526	-1.81
Tue	04/23/19	252.49227	1.06562	67	1.9723		x	3.4323	20.48	x		7.2823	-1.66
Wed	04/24/19	252.52773	1.06577	68	2.0020		x	3.4026	20.33	x		7.3120	-1.51
Thu	04/25/19	252.56320	1.06592	69	2.0317		x	3.3729	20.18	x		7.3417	-1.36
Fri	04/26/19	252.59867	1.06607	70	2.0615		x	3.3431	20.03	x		7.3715	-1.21
Mon	04/29/19	252.70507	1.06652	73	2.1507		x	3.2539	19.58	x		7.4607	-0.76
Tue	04/30/19	252.74053	1.06667	74	2.1805		x	3.2241	19.43	x		7.4905	-0.61
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	05/01/19	252.77600	1.06682	75	2.2103		x	3.1943	19.28	x		7.5203	-0.46
Thu	05/02/19	252.82200	1.06701	76	2.2401		x	3.1645	19.09	x		7.5501	-0.27
Fri	05/03/19	252.86800	1.06720	77	2.2700		x	3.1346	18.90	x		7.5800	-0.08
Mon	05/06/19	253.00600	1.06779	80	2.3598		x	3.0448	18.31	x		7.6698	0.51
Tue	05/07/19	253.05200	1.06798	81	2.3897		x	3.0149	18.12	x		7.6997	0.70
Wed	05/08/19	253.09800	1.06817	82	2.4196		x	2.9850	17.93	x		7.7296	0.89
Thu	05/09/19	253.14400	1.06837	83	2.4496		x	2.9550	17.73	x		7.7596	1.09
Fri	05/10/19	253.19000	1.06856	84	2.4795		x	2.9251	17.54	x		7.7895	1.28
Mon	05/13/19	253.32800	1.06914	87	2.5695		x	2.8351	16.96	x		7.8795	1.86
Tue	05/14/19	253.37400	1.06934	88	2.5995		x	2.8051	16.76	x		7.9095	2.06
Wed	05/15/19	253.42000	1.06953	89	2.6295		x	2.7751	16.57	x		7.9395	2.25
Thu	05/16/19	253.46600	1.06973	90	2.6595		x	2.7451	16.37	x		7.9695	2.45
Fri	05/17/19	253.51200	1.06992	91	2.6896		x	2.7150	16.18	x		7.9996	2.64
Mon	05/20/19	253.65000	1.07050	94	2.7798		x	2.6248	15.60	x		8.0898	3.22
Tue	05/21/19	253.69600	1.07070	95	2.8098		x	2.5948	15.40	x		8.1198	3.42
Wed	05/22/19	253.74200	1.07089	96	2.8399		x	2.5647	15.21	x		8.1499	3.61
Thu	05/23/19	253.78800	1.07109	97	2.8700		x	2.5346	15.01	x		8.1800	3.81
Fri	05/24/19	253.83400	1.07128	98	2.9002		x	2.5044	14.82	x		8.2102	4.00
Mon	05/27/19	253.97200	1.07186	101	2.9905		x	2.4141	14.24	x		8.3005	4.58
Tue	05/28/19	254.01800	1.07206	102	3.0207		x	2.3839	14.04	x		8.3307	4.78
Wed	05/29/19	254.06400	1.07225	103	3.0509		x	2.3537	13.85	x		8.3609	4.97
Thu	05/30/19	254.11000	1.07245	104	3.0811		x	2.3235	13.65	x		8.3911	5.17
Fri	05/31/19	254.15600	1.07264	105	3.1112		x	2.2934	13.46	x		8.4212	5.36
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Mon	06/03/19	254.29173	1.07321	108	3.2018		x	2.2028	12.89	x		8.5118	5.93
Tue	06/04/19	254.33660	1.07340	109	3.2321		x	2.1725	12.70	x		8.5421	6.12
Wed	06/05/19	254.38147	1.07359	110	3.2623		x	2.1423	12.51	x		8.5723	6.31
Thu	06/06/19	254.42633	1.07378	111	3.2925		x	2.1121	12.32	x		8.6025	6.50
Fri	06/07/19	254.47120	1.07397	112	3.3228		x	2.0818	12.13	x		8.6328	6.69
Mon	06/10/19	254.60580	1.07454	115	3.4136		x	1.9910	11.56	x		8.7236	7.26
Tue	06/11/19	254.65067	1.07473	116	3.4439		x	1.9607	11.37	x		8.7539	7.45
Wed	06/12/19	254.69553	1.07492	117	3.4742		x	1.9304	11.18	x		8.7842	7.64
Thu	06/13/19	254.74040	1.07511	118	3.5045		x	1.9001	10.99	x		8.8145	7.83
Fri	06/14/19	254.78527	1.07530	119	3.5348		x	1.8698	10.80	x		8.8448	8.02
Mon	06/17/19	254.91987	1.07586	122	3.6258		x	1.7788	10.24	x		8.9358	8.58
Tue	06/18/19	254.96473	1.07605	123	3.6562		x	1.7484	10.05	x		8.9662	8.77
Wed	06/19/19	255.00960	1.07624	124	3.6866		x	1.7180	9.86	x		8.9966	8.96
Thu	06/20/19	255.05447	1.07643	125	3.7170		x	1.6876	9.67	x		9.0270	9.15
Fri	06/21/19	255.09933	1.07662	126	3.7474		x	1.6572	9.48	x		9.0574	9.34
Mon	06/24/19	255.23393	1.07719	129	3.8386		x	1.5660	8.91	x		9.1486	9.91
Tue	06/25/19	255.27880	1.07738	130	3.8690		x	1.5356	8.72	x		9.1790	10.10
Wed	06/26/19	255.32367	1.07757	131	3.8995		x	1.5051	8.53	x		9.2095	10.29
Thu	06/27/19	255.36853	1.07776	132	3.9300		x	1.4746	8.34	x		9.2400	10.48
Fri	06/28/19	255.41340	1.07795	133	3.9604		x	1.4442	8.15	x		9.2704	10.67
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	07/01/19	255.54800	1.07851	136	4.0519		x	1.3527	7.59	x		9.3619	11.23
Tue	07/02/19	255.56555	1.07859	137	4.0820		x	1.3226	7.51	x		9.3920	11.31
Wed	07/03/19	255.58310	1.07866	138	4.1120		x	1.2926	7.44	x		9.4220	11.38
Thu	07/04/19	255.60065	1.07874	139	4.1421		x	1.2625	7.36	x		9.4521	11.46
Fri	07/05/19	255.61819	1.07881	140	4.1722		x	1.2324	7.29	x		9.4822	11.53
Mon	07/08/19	255.67084	1.07903	143	4.2625		x	1.1421	7.07	x		9.5725	11.75
Tue	07/09/19	255.68839	1.07911	144	4.2926		x	1.1120	6.99	x		9.6026	11.83
Wed	07/10/19	255.70594	1.07918	145	4.3227		x	1.0819	6.92	x		9.6327	11.90
Thu	07/11/19	255.72348	1.07925	146	4.3528		x	1.0518	6.85	x		9.6628	11.97
Fri	07/12/19	255.74103	1.07933	147	4.3829		x	1.0217	6.77	x		9.6929	12.05
Mon	07/15/19	255.79368	1.07955	150	4.4733		x	0.9313	6.55	x		9.7833	12.27
Tue	07/16/19	255.81123	1.07963	151	4.5034		x	0.9012	6.47	x		9.8134	12.35
Wed	07/17/19	255.82877	1.07970	152	4.5335		x	0.8711	6.40	x		9.8435	12.42
Thu	07/18/19	255.84632	1.07977	153	4.5637		x	0.8409	6.33	x		9.8737	12.49
Fri	07/19/19	255.86387	1.07985	154	4.5938		x	0.8108	6.25	x		9.9038	12.57
Mon	07/22/19	255.91652	1.08007	157	4.6843		x	0.7203	6.03	x		9.9943	12.79
Tue	07/23/19	255.93406	1.08014	158	4.7144		x	0.6902	5.96	x		10.0244	12.86
Wed	07/24/19	255.95161	1.08022	159	4.7446		x	0.6600	5.88	x		10.0546	12.94
Thu	07/25/19	255.96916	1.08029	160	4.7748		x	0.6298	5.81	x		10.0848	13.01
Fri	07/26/19	255.98671	1.08037	161	4.8050		x	0.5996	5.73	x		10.1150	13.09
Mon	07/29/19	256.03935	1.08059	164	4.8955		x	0.5091	5.51	x		10.2055	13.31
Tue	07/30/19	256.05690	1.08066	165	4.9257		x	0.4789	5.44	x		10.2357	13.38
Wed	07/31/19	256.07445	1.08074	166	4.9559		x	0.4487	5.36	x		10.2659	13.46
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	08/01/19	256.09200	1.08081	167	4.9861		x	0.4185	5.29	x		10.2961	13.53
Fri	08/02/19	256.09365	1.08082	168	5.0160		x	0.3886	5.28	x		10.3260	13.54
Mon	08/05/19	256.09858	1.08084	171	5.1056		x	0.2990	5.26	x		10.4156	13.56
Tue	08/06/19	256.10023	1.08084	172	5.1355		x	0.2691	5.26	x		10.4455	13.56
Wed	08/07/19	256.10187	1.08085	173	5.1654		x	0.2392	5.25	x		10.4754	13.57
Thu	08/08/19	256.10352	1.08086	174	5.1953		x	0.2093	5.24	x		10.5053	13.58
Fri	08/09/19	256.10516	1.08087	175	5.2252		x	0.1794	5.23	x		10.5352	13.59
Mon	08/12/19	256.11010	1.08089	178	5.3149		x	0.0897	5.21	x		10.6249	13.61
Tue	08/13/19	256.11174	1.08089	179	5.3447		x	0.0599	5.21	x		10.6547	13.61
Wed	08/14/19	256.11339	1.08090	180	5.3746		x	0.0300	5.20	x		10.6846	13.62
Thu	08/15/19	256.11503	1.08091	0	0.0000			0.0000	5.19	x	x	10.7146	13.63
Fri	08/16/19	256.11668	1.08091	1	0.0294			-0.0294	5.19	x	x	10.7440	13.63
Mon	08/19/19	256.12161	1.08094	4	0.1175			-0.1175	5.16	x	x	10.8321	13.66
Tue	08/20/19	256.12326	1.08094	5	0.1469			-0.1469	5.16	x	x	10.8615	13.66
Wed	08/21/19	256.12490	1.08095	6	0.1762			-0.1762	5.15	x	x	10.8908	13.67
Thu	08/22/19	256.12655	1.08096	7	0.2056			-0.2056	5.14	x	x	10.9202	13.68
Fri	08/23/19	256.12819	1.08096	8	0.2350			-0.2350	5.14	x	x	10.9496	13.68
Mon	08/26/19	256.13313	1.08098	11	0.3231			-0.3231	5.12	x	x	11.0377	13.70
Tue	08/27/19	256.13477	1.08099	12	0.3525			-0.3525	5.11	x	x	11.0671	13.71
Wed	08/28/19	256.13642	1.08100	13	0.3819			-0.3819	5.10	x	x	11.0965	13.72
Thu	08/29/19	256.13806	1.08100	14	0.4113			-0.4113	5.10	x	x	11.1259	13.72
Fri	08/30/19	256.13971	1.08101	15	0.4406			-0.4406	5.09	x	x	11.1552	13.73
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	09/02/19	256.15727	1.08109	18	0.5288			-0.5288	5.01	x	x	11.2434	13.81
Tue	09/03/19	256.17153	1.08115	19	0.5582			-0.5582	4.95	x	x	11.2728	13.87
Wed	09/04/19	256.18580	1.08121	20	0.5876			-0.5876	4.89	x	x	11.3022	13.93
Thu	09/05/19	256.20007	1.08127	21	0.6170			-0.6170	4.83	x	x	11.3316	13.99
Fri	09/06/19	256.21433	1.08133	22	0.6464			-0.6464	4.77	x	x	11.3610	14.05
Mon	09/09/19	256.25713	1.08151	25	0.7347			-0.7347	4.59	x	x	11.4493	14.23
Tue	09/10/19	256.27140	1.08157	26	0.7642			-0.7642	4.53	x	x	11.4788	14.29
Wed	09/11/19	256.28567	1.08163	27	0.7936			-0.7936	4.47	x	x	11.5082	14.35
Thu	09/12/19	256.29993	1.08169	28	0.8230			-0.8230	4.41	x	x	11.5376	14.41
Fri	09/13/19	256.31420	1.08175	29	0.8525			-0.8525	4.35	x	x	11.5671	14.47
Mon	09/16/19	256.35700	1.08193	32	0.9408			-0.9408	4.17	x	x	11.6554	14.65
Tue	09/17/19	256.37127	1.08199	33	0.9703			-0.9703	4.11	x	x	11.6849	14.71
Wed	09/18/19	256.38553	1.08205	34	0.9997			-0.9997	4.05	x	x	11.7143	14.77
Thu	09/19/19	256.39980	1.08211	35	1.0292			-1.0292	3.99	x	x	11.7438	14.83
Fri	09/20/19	256.41407	1.08217	36	1.0586			-1.0586	3.93	x	x	11.7732	14.89
Mon	09/23/19	256.45687	1.08235	39	1.1471			-1.1471	3.75	x	x	11.8617	15.07
Tue	09/24/19	256.47113	1.08241	40	1.1765			-1.1765	3.69	x	x	11.8911	15.13
Wed	09/25/19	256.48540	1.08247	41	1.2060			-1.2060	3.63	x	x	11.9206	15.19
Thu	09/26/19	256.49967	1.08253	42	1.2355			-1.2355	3.57	x	x	11.9501	15.25
Fri	09/27/19	256.51393	1.08259	43	1.2650			-1.2650	3.51	x	x	11.9796	15.31
Mon	09/30/19	256.55673	1.08277	46	1.3535			-1.3535	3.33	x	x	12.0681	15.49
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	10/01/19	256.57100	1.08283	47	1.3830			-1.3830	3.27	x	x	12.0976	15.55
Wed	10/02/19	256.57058	1.08283	48	1.4124			-1.4124	3.27	x	x	12.1270	15.55
Thu	10/03/19	256.57016	1.08283	49	1.4418			-1.4418	3.27	x	x	12.1564	15.55
Fri	10/04/19	256.56974	1.08283	50	1.4712			-1.4712	3.27	x	x	12.1858	15.55
Mon	10/07/19	256.56848	1.08282	53	1.5595			-1.5595	3.28	x	x	12.2741	15.54
Tue	10/08/19	256.56806	1.08282	54	1.5889			-1.5889	3.28	x	x	12.3035	15.54
Wed	10/09/19	256.56765	1.08282	55	1.6183			-1.6183	3.28	x	x	12.3329	15.54
Thu	10/10/19	256.56723	1.08282	56	1.6478			-1.6478	3.28	x	x	12.3624	15.54
Fri	10/11/19	256.56681	1.08281	57	1.6772			-1.6772	3.29	x	x	12.3918	15.53
Mon	10/14/19	256.56555	1.08281	60	1.7655			-1.7655	3.29	x	x	12.4801	15.53
Tue	10/15/19	256.56513	1.08281	61	1.7949			-1.7949	3.29	x	x	12.5095	15.53
Wed	10/16/19	256.56471	1.08281	62	1.8243			-1.8243	3.29	x	x	12.5389	15.53
Thu	10/17/19	256.56429	1.08280	63	1.8537			-1.8537	3.30	x	x	12.5683	15.52
Fri	10/18/19	256.56387	1.08280	64	1.8831			-1.8831	3.30	x	x	12.5977	15.52
Mon	10/21/19	256.56261	1.08280	67	1.9714			-1.9714	3.30	x	x	12.6860	15.52
Tue	10/22/19	256.56219	1.08279	68	2.0008			-2.0008	3.31	x	x	12.7154	15.51
Wed	10/23/19	256.56177	1.08279	69	2.0302			-2.0302	3.31	x	x	12.7448	15.51
Thu	10/24/19	256.56135	1.08279	70	2.0597			-2.0597	3.31	x	x	12.7743	15.51
Fri	10/25/19	256.56094	1.08279	71	2.0891			-2.0891	3.31	x	x	12.8037	15.51
Mon	10/28/19	256.55968	1.08278	74	2.1773			-2.1773	3.32	x	x	12.8919	15.50
Tue	10/29/19	256.55926	1.08278	75	2.2068			-2.2068	3.32	x	x	12.9214	15.50
Wed	10/30/19	256.55884	1.08278	76	2.2362			-2.2362	3.32	x	x	12.9508	15.50
Thu	10/31/19	256.55842	1.08278	77	2.2656			-2.2656	3.32	x	x	12.9802	15.50
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Fri	11/01/19	256.55800	1.08278	78	2.2950			-2.2950	3.32	x	x	13.0096	15.50
Mon	11/04/19	256.57810	1.08286	81	2.3835			-2.3835	3.24	x	x	13.0981	15.58
Tue	11/05/19	256.58480	1.08289	82	2.4130			-2.4130	3.21	x	x	13.1276	15.61
Wed	11/06/19	256.59150	1.08292	83	2.4425			-2.4425	3.18	x	x	13.1571	15.64
Thu	11/07/19	256.59820	1.08295	84	2.4720			-2.4720	3.15	x	x	13.1866	15.67
Fri	11/08/19	256.60490	1.08297	85	2.5014			-2.5014	3.13	x	x	13.2160	15.69
Mon	11/11/19	256.62500	1.08306	88	2.5899			-2.5899	3.04	x	x	13.3045	15.78
Tue	11/12/19	256.63170	1.08309	89	2.6194			-2.6194	3.01	x	x	13.3340	15.81
Wed	11/13/19	256.63840	1.08312	90	2.6489			-2.6489	2.98	x	x	13.3635	15.84
Thu	11/14/19	256.64510	1.08314	91	2.6784			-2.6784	2.96	x	x	13.3930	15.86
Fri	11/15/19	256.65180	1.08317	92	2.7079			-2.7079	2.93	x	x	13.4225	15.89
Mon	11/18/19	256.67190	1.08326	95	2.7965			-2.7965	2.84	x	x	13.5111	15.98
Tue	11/19/19	256.67860	1.08329	96	2.8260			-2.8260	2.81	x	x	13.5406	16.01
Wed	11/20/19	256.68530	1.08331	97	2.8555			-2.8555	2.79	x	x	13.5701	16.03
Thu	11/21/19	256.69200	1.08334	98	2.8850			-2.8850	2.76	x	x	13.5996	16.06
Fri	11/22/19	256.69870	1.08337	99	2.9145			-2.9145	2.73	x	x	13.6291	16.09
Mon	11/25/19	256.71880	1.08346	102	3.0031			-3.0031	2.64	x	x	13.7177	16.18
Tue	11/26/19	256.72550	1.08348	103	3.0326			-3.0326	2.62	x	x	13.7472	16.20
Wed	11/27/19	256.73220	1.08351	104	3.0621			-3.0621	2.59	x	x	13.7767	16.23
Thu	11/28/19	256.73890	1.08354	105	3.0916			-3.0916	2.56	x	x	13.8062	16.26
Fri	11/29/19	256.74560	1.08357	106	3.1212			-3.1212	2.53	x	x	13.8358	16.29
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	12/02/19	256.77794	1.08371	109	3.2099			-3.2099	2.39	x	x	13.9245	16.43
Tue	12/03/19	256.79687	1.08378	110	3.2396			-3.2396	2.32	x	x	13.9542	16.50
Wed	12/04/19	256.81581	1.08386	111	3.2693			-3.2693	2.24	x	x	13.9839	16.58
Thu	12/05/19	256.83474	1.08394	112	3.2989			-3.2989	2.16	x	x	14.0135	16.66
Fri	12/06/19	256.85368	1.08402	113	3.3286			-3.3286	2.08	x	x	14.0432	16.74
Mon	12/09/19	256.91048	1.08426	116	3.4178			-3.4178	1.84	x	x	14.1324	16.98
Tue	12/10/19	256.92942	1.08434	117	3.4475			-3.4475	1.76	x	x	14.1621	17.06
Wed	12/11/19	256.94835	1.08442	118	3.4772			-3.4772	1.68	x	x	14.1918	17.14
Thu	12/12/19	256.96729	1.08450	119	3.5069			-3.5069	1.60	x	x	14.2215	17.22
Fri	12/13/19	256.98623	1.08458	120	3.5367			-3.5367	1.52	x	x	14.2513	17.30
Mon	12/16/19	257.04303	1.08482	123	3.6259			-3.6259	1.28	x	x	14.3405	17.54
Tue	12/17/19	257.06197	1.08490	124	3.6556			-3.6556	1.20	x	x	14.3702	17.62
Wed	12/18/19	257.08090	1.08498	125	3.6854			-3.6854	1.12	x	x	14.4000	17.70
Thu	12/19/19	257.09984	1.08506	126	3.7152			-3.7152	1.04	x	x	14.4298	17.78
Fri	12/20/19	257.11877	1.08514	127	3.7449			-3.7449	0.96	x	x	14.4595	17.86
Mon	12/23/19	257.17558	1.08538	130	3.8342			-3.8342	0.72	x	x	14.5488	18.10
Tue	12/24/19	257.19452	1.08546	131	3.8640			-3.8640	0.64	x	x	14.5786	18.18
Wed	12/25/19	257.21345	1.08554	132	3.8938			-3.8938	0.56	x	x	14.6084	18.26
Thu	12/26/19	257.23239	1.08562	133	3.9236			-3.9236	0.48	x	x	14.6382	18.34
Fri	12/27/19	257.25132	1.08570	134	3.9534			-3.9534	0.40	x	x	14.6680	18.42
Mon	12/30/19	257.30813	1.08594	137	4.0428			-4.0428	0.16	x	x	14.7574	18.66
Tue	12/31/19	257.32706	1.08602	138	4.0726			-4.0726	0.08	x	x	14.7872	18.74
Wed	01/01/20	257.34600	1.08610

Generated 12/11/19 09:30