0.875% 30-Year Treasury Inflation Protected Security (TIPS) due February 15, 2047

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

CUSIP Number	912810RW0	Interest 02/15/19 (184 days)	$4.5606
Dated Date	February 15, 2017	Interest 08/15/19 (181 days)	$4.6418
Ref CPI on Dated Date	241.39250	Interest Total	$9.2024
Original Issue Date	February 28, 2017	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	1.04761	139	3.4624	x	x	5.7400	18.48			3.4624	0.00
Wed	01/02/19	252.85768	1.04750	140	3.4869	x	x	5.7155	18.59			3.4869	-0.11
Thu	01/03/19	252.83035	1.04738	141	3.5114	x	x	5.6910	18.71			3.5114	-0.23
Fri	01/04/19	252.80303	1.04727	142	3.5360	x	x	5.6664	18.82			3.5360	-0.34
Mon	01/07/19	252.72106	1.04693	145	3.6095	x	x	5.5929	19.16			3.6095	-0.68
Tue	01/08/19	252.69374	1.04682	146	3.6340	x	x	5.5684	19.27			3.6340	-0.79
Wed	01/09/19	252.66642	1.04670	147	3.6585	x	x	5.5439	19.39			3.6585	-0.91
Thu	01/10/19	252.63910	1.04659	148	3.6830	x	x	5.5194	19.50			3.6830	-1.02
Fri	01/11/19	252.61177	1.04648	149	3.7075	x	x	5.4949	19.61			3.7075	-1.13
Mon	01/14/19	252.52981	1.04614	152	3.7809	x	x	5.4215	19.95			3.7809	-1.47
Tue	01/15/19	252.50248	1.04602	153	3.8053	x	x	5.3971	20.07			3.8053	-1.59
Wed	01/16/19	252.47516	1.04591	154	3.8298	x	x	5.3726	20.18			3.8298	-1.70
Thu	01/17/19	252.44784	1.04580	155	3.8543	x	x	5.3481	20.29			3.8543	-1.81
Fri	01/18/19	252.42052	1.04569	156	3.8787	x	x	5.3237	20.40			3.8787	-1.92
Mon	01/21/19	252.33855	1.04535	159	3.9520	x	x	5.2504	20.74			3.9520	-2.26
Tue	01/22/19	252.31123	1.04523	160	3.9764	x	x	5.2260	20.86			3.9764	-2.38
Wed	01/23/19	252.28390	1.04512	161	4.0009	x	x	5.2015	20.97			4.0009	-2.49
Thu	01/24/19	252.25658	1.04501	162	4.0253	x	x	5.1771	21.08			4.0253	-2.60
Fri	01/25/19	252.22926	1.04489	163	4.0497	x	x	5.1527	21.20			4.0497	-2.72
Mon	01/28/19	252.14729	1.04455	166	4.1229	x	x	5.0795	21.54			4.1229	-3.06
Tue	01/29/19	252.11997	1.04444	167	4.1472	x	x	5.0552	21.65			4.1472	-3.17
Wed	01/30/19	252.09265	1.04433	168	4.1716	x	x	5.0308	21.76			4.1716	-3.28
Thu	01/31/19	252.06532	1.04421	169	4.1960	x	x	5.0064	21.88			4.1960	-3.40
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	1.04410	170	4.2204	x	x	4.9820	21.99			4.2204	-3.51
Mon	02/04/19	251.95175	1.04374	173	4.2934	x	x	4.9090	22.35			4.2934	-3.87
Tue	02/05/19	251.92300	1.04362	174	4.3177	x	x	4.8847	22.47			4.3177	-3.99
Wed	02/06/19	251.89425	1.04350	175	4.3420	x	x	4.8604	22.59			4.3420	-4.11
Thu	02/07/19	251.86550	1.04339	176	4.3664	x	x	4.8360	22.70			4.3664	-4.22
Fri	02/08/19	251.83675	1.04327	177	4.3907	x	x	4.8117	22.82			4.3907	-4.34
Mon	02/11/19	251.75050	1.04291	180	4.4635	x	x	4.7389	23.18			4.4635	-4.70
Tue	02/12/19	251.72175	1.04279	181	4.4878	x	x	4.7146	23.30			4.4878	-4.82
Wed	02/13/19	251.69300	1.04267	182	4.5121	x	x	4.6903	23.42			4.5121	-4.94
Thu	02/14/19	251.66425	1.04255	183	4.5364	x	x	4.6660	23.54			4.5364	-5.06
Fri	02/15/19	251.63550	1.04243	0	0.0000		x	4.6418	23.66	x		4.5606	-5.18
Mon	02/18/19	251.54925	1.04208	3	0.0756		x	4.5662	24.01	x		4.6362	-5.53
Tue	02/19/19	251.52050	1.04196	4	0.1007		x	4.5411	24.13	x		4.6613	-5.65
Wed	02/20/19	251.49175	1.04184	5	0.1259		x	4.5159	24.25	x		4.6865	-5.77
Thu	02/21/19	251.46300	1.04172	6	0.1511		x	4.4907	24.37	x		4.7117	-5.89
Fri	02/22/19	251.43425	1.04160	7	0.1762		x	4.4656	24.49	x		4.7368	-6.01
Mon	02/25/19	251.34800	1.04124	10	0.2517		x	4.3901	24.85	x		4.8123	-6.37
Tue	02/26/19	251.31925	1.04112	11	0.2768		x	4.3650	24.97	x		4.8374	-6.49
Wed	02/27/19	251.29050	1.04100	12	0.3019		x	4.3399	25.09	x		4.8625	-6.61
Thu	02/28/19	251.26175	1.04088	13	0.3271		x	4.3147	25.21	x		4.8877	-6.73
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Fri	03/01/19	251.23300	1.04077	14	0.3522		x	4.2896	25.32	x		4.9128	-6.84
Mon	03/04/19	251.27935	1.04096	17	0.4277		x	4.2141	25.13	x		4.9883	-6.65
Tue	03/05/19	251.29481	1.04102	18	0.4529		x	4.1889	25.07	x		5.0135	-6.59
Wed	03/06/19	251.31026	1.04109	19	0.4781		x	4.1637	25.00	x		5.0387	-6.52
Thu	03/07/19	251.32571	1.04115	20	0.5033		x	4.1385	24.94	x		5.0639	-6.46
Fri	03/08/19	251.34116	1.04121	21	0.5285		x	4.1133	24.88	x		5.0891	-6.40
Mon	03/11/19	251.38752	1.04141	24	0.6041		x	4.0377	24.68	x		5.1647	-6.20
Tue	03/12/19	251.40297	1.04147	25	0.6293		x	4.0125	24.62	x		5.1899	-6.14
Wed	03/13/19	251.41842	1.04153	26	0.6546		x	3.9872	24.56	x		5.2152	-6.08
Thu	03/14/19	251.43387	1.04160	27	0.6798		x	3.9620	24.49	x		5.2404	-6.01
Fri	03/15/19	251.44932	1.04166	28	0.7050		x	3.9368	24.43	x		5.2656	-5.95
Mon	03/18/19	251.49568	1.04185	31	0.7807		x	3.8611	24.24	x		5.3413	-5.76
Tue	03/19/19	251.51113	1.04192	32	0.8059		x	3.8359	24.17	x		5.3665	-5.69
Wed	03/20/19	251.52658	1.04198	33	0.8311		x	3.8107	24.11	x		5.3917	-5.63
Thu	03/21/19	251.54203	1.04205	34	0.8564		x	3.7854	24.04	x		5.4170	-5.56
Fri	03/22/19	251.55748	1.04211	35	0.8816		x	3.7602	23.98	x		5.4422	-5.50
Mon	03/25/19	251.60384	1.04230	38	0.9574		x	3.6844	23.79	x		5.5180	-5.31
Tue	03/26/19	251.61929	1.04237	39	0.9826		x	3.6592	23.72	x		5.5432	-5.24
Wed	03/27/19	251.63474	1.04243	40	1.0079		x	3.6339	23.66	x		5.5685	-5.18
Thu	03/28/19	251.65019	1.04249	41	1.0331		x	3.6087	23.60	x		5.5937	-5.12
Fri	03/29/19	251.66565	1.04256	42	1.0584		x	3.5834	23.53	x		5.6190	-5.05
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	1.04275	45	1.1342		x	3.5076	23.34	x		5.6948	-4.86
Tue	04/02/19	251.74747	1.04290	46	1.1596		x	3.4822	23.19	x		5.7202	-4.71
Wed	04/03/19	251.78293	1.04304	47	1.1849		x	3.4569	23.05	x		5.7455	-4.57
Thu	04/04/19	251.81840	1.04319	48	1.2103		x	3.4315	22.90	x		5.7709	-4.42
Fri	04/05/19	251.85387	1.04334	49	1.2357		x	3.4061	22.75	x		5.7963	-4.27
Mon	04/08/19	251.96027	1.04378	52	1.3119		x	3.3299	22.31	x		5.8725	-3.83
Tue	04/09/19	251.99573	1.04393	53	1.3374		x	3.3044	22.16	x		5.8980	-3.68
Wed	04/10/19	252.03120	1.04407	54	1.3628		x	3.2790	22.02	x		5.9234	-3.54
Thu	04/11/19	252.06667	1.04422	55	1.3882		x	3.2536	21.87	x		5.9488	-3.39
Fri	04/12/19	252.10213	1.04437	56	1.4137		x	3.2281	21.72	x		5.9743	-3.24
Mon	04/15/19	252.20853	1.04481	59	1.4900		x	3.1518	21.28	x		6.0506	-2.80
Tue	04/16/19	252.24400	1.04495	60	1.5155		x	3.1263	21.14	x		6.0761	-2.66
Wed	04/17/19	252.27947	1.04510	61	1.5409		x	3.1009	20.99	x		6.1015	-2.51
Thu	04/18/19	252.31493	1.04525	62	1.5664		x	3.0754	20.84	x		6.1270	-2.36
Fri	04/19/19	252.35040	1.04539	63	1.5919		x	3.0499	20.70	x		6.1525	-2.22
Mon	04/22/19	252.45680	1.04584	66	1.6684		x	2.9734	20.25	x		6.2290	-1.77
Tue	04/23/19	252.49227	1.04598	67	1.6939		x	2.9479	20.11	x		6.2545	-1.63
Wed	04/24/19	252.52773	1.04613	68	1.7195		x	2.9223	19.96	x		6.2801	-1.48
Thu	04/25/19	252.56320	1.04628	69	1.7450		x	2.8968	19.81	x		6.3056	-1.33
Fri	04/26/19	252.59867	1.04642	70	1.7705		x	2.8713	19.67	x		6.3311	-1.19
Mon	04/29/19	252.70507	1.04686	73	1.8472		x	2.7946	19.23	x		6.4078	-0.75
Tue	04/30/19	252.74053	1.04701	74	1.8728		x	2.7690	19.08	x		6.4334	-0.60
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	1.04716	75	1.8983		x	2.7435	18.93	x		6.4589	-0.45
Thu	05/02/19	252.82200	1.04735	76	1.9240		x	2.7178	18.74	x		6.4846	-0.26
Fri	05/03/19	252.86800	1.04754	77	1.9497		x	2.6921	18.55	x		6.5103	-0.07
Mon	05/06/19	253.00600	1.04811	80	2.0267		x	2.6151	17.98	x		6.5873	0.50
Tue	05/07/19	253.05200	1.04830	81	2.0524		x	2.5894	17.79	x		6.6130	0.69
Wed	05/08/19	253.09800	1.04849	82	2.0782		x	2.5636	17.60	x		6.6388	0.88
Thu	05/09/19	253.14400	1.04868	83	2.1039		x	2.5379	17.41	x		6.6645	1.07
Fri	05/10/19	253.19000	1.04887	84	2.1296		x	2.5122	17.22	x		6.6902	1.26
Mon	05/13/19	253.32800	1.04944	87	2.2069		x	2.4349	16.65	x		6.7675	1.83
Tue	05/14/19	253.37400	1.04963	88	2.2326		x	2.4092	16.46	x		6.7932	2.02
Wed	05/15/19	253.42000	1.04983	89	2.2584		x	2.3834	16.26	x		6.8190	2.22
Thu	05/16/19	253.46600	1.05002	90	2.2842		x	2.3576	16.07	x		6.8448	2.41
Fri	05/17/19	253.51200	1.05021	91	2.3100		x	2.3318	15.88	x		6.8706	2.60
Mon	05/20/19	253.65000	1.05078	94	2.3875		x	2.2543	15.31	x		6.9481	3.17
Tue	05/21/19	253.69600	1.05097	95	2.4133		x	2.2285	15.12	x		6.9739	3.36
Wed	05/22/19	253.74200	1.05116	96	2.4392		x	2.2026	14.93	x		6.9998	3.55
Thu	05/23/19	253.78800	1.05135	97	2.4650		x	2.1768	14.74	x		7.0256	3.74
Fri	05/24/19	253.83400	1.05154	98	2.4909		x	2.1509	14.55	x		7.0515	3.93
Mon	05/27/19	253.97200	1.05211	101	2.5685		x	2.0733	13.98	x		7.1291	4.50
Tue	05/28/19	254.01800	1.05230	102	2.5944		x	2.0474	13.79	x		7.1550	4.69
Wed	05/29/19	254.06400	1.05249	103	2.6203		x	2.0215	13.60	x		7.1809	4.88
Thu	05/30/19	254.11000	1.05268	104	2.6462		x	1.9956	13.41	x		7.2068	5.07
Fri	05/31/19	254.15600	1.05287	105	2.6722		x	1.9696	13.22	x		7.2328	5.26
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	1.05344	108	2.7500		x	1.8918	12.65	x		7.3106	5.83
Tue	06/04/19	254.33660	1.05362	109	2.7759		x	1.8659	12.47	x		7.3365	6.01
Wed	06/05/19	254.38147	1.05381	110	2.8019		x	1.8399	12.28	x		7.3625	6.20
Thu	06/06/19	254.42633	1.05399	111	2.8279		x	1.8139	12.10	x		7.3885	6.38
Fri	06/07/19	254.47120	1.05418	112	2.8539		x	1.7879	11.91	x		7.4145	6.57
Mon	06/10/19	254.60580	1.05474	115	2.9319		x	1.7099	11.35	x		7.4925	7.13
Tue	06/11/19	254.65067	1.05492	116	2.9579		x	1.6839	11.17	x		7.5185	7.31
Wed	06/12/19	254.69553	1.05511	117	2.9839		x	1.6579	10.98	x		7.5445	7.50
Thu	06/13/19	254.74040	1.05530	118	3.0099		x	1.6319	10.79	x		7.5705	7.69
Fri	06/14/19	254.78527	1.05548	119	3.0360		x	1.6058	10.61	x		7.5966	7.87
Mon	06/17/19	254.91987	1.05604	122	3.1142		x	1.5276	10.05	x		7.6748	8.43
Tue	06/18/19	254.96473	1.05622	123	3.1402		x	1.5016	9.87	x		7.7008	8.61
Wed	06/19/19	255.00960	1.05641	124	3.1663		x	1.4755	9.68	x		7.7269	8.80
Thu	06/20/19	255.05447	1.05660	125	3.1924		x	1.4494	9.49	x		7.7530	8.99
Fri	06/21/19	255.09933	1.05678	126	3.2185		x	1.4233	9.31	x		7.7791	9.17
Mon	06/24/19	255.23393	1.05734	129	3.2969		x	1.3449	8.75	x		7.8575	9.73
Tue	06/25/19	255.27880	1.05753	130	3.3230		x	1.3188	8.56	x		7.8836	9.92
Wed	06/26/19	255.32367	1.05771	131	3.3492		x	1.2926	8.38	x		7.9098	10.10
Thu	06/27/19	255.36853	1.05790	132	3.3753		x	1.2665	8.19	x		7.9359	10.29
Fri	06/28/19	255.41340	1.05808	133	3.4015		x	1.2403	8.01	x		7.9621	10.47
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	1.05864	136	3.4801		x	1.1617	7.45	x		8.0407	11.03
Tue	07/02/19	255.56555	1.05871	137	3.5059		x	1.1359	7.38	x		8.0665	11.10
Wed	07/03/19	255.58310	1.05879	138	3.5317		x	1.1101	7.30	x		8.0923	11.18
Thu	07/04/19	255.60065	1.05886	139	3.5576		x	1.0842	7.23	x		8.1182	11.25
Fri	07/05/19	255.61819	1.05893	140	3.5834		x	1.0584	7.16	x		8.1440	11.32
Mon	07/08/19	255.67084	1.05915	143	3.6609		x	0.9809	6.94	x		8.2215	11.54
Tue	07/09/19	255.68839	1.05922	144	3.6868		x	0.9550	6.87	x		8.2474	11.61
Wed	07/10/19	255.70594	1.05930	145	3.7127		x	0.9291	6.79	x		8.2733	11.69
Thu	07/11/19	255.72348	1.05937	146	3.7385		x	0.9033	6.72	x		8.2991	11.76
Fri	07/12/19	255.74103	1.05944	147	3.7644		x	0.8774	6.65	x		8.3250	11.83
Mon	07/15/19	255.79368	1.05966	150	3.8420		x	0.7998	6.43	x		8.4026	12.05
Tue	07/16/19	255.81123	1.05973	151	3.8679		x	0.7739	6.36	x		8.4285	12.12
Wed	07/17/19	255.82877	1.05980	152	3.8937		x	0.7481	6.29	x		8.4543	12.19
Thu	07/18/19	255.84632	1.05988	153	3.9197		x	0.7221	6.21	x		8.4803	12.27
Fri	07/19/19	255.86387	1.05995	154	3.9455		x	0.6963	6.14	x		8.5061	12.34
Mon	07/22/19	255.91652	1.06017	157	4.0232		x	0.6186	5.92	x		8.5838	12.56
Tue	07/23/19	255.93406	1.06024	158	4.0491		x	0.5927	5.85	x		8.6097	12.63
Wed	07/24/19	255.95161	1.06031	159	4.0750		x	0.5668	5.78	x		8.6356	12.70
Thu	07/25/19	255.96916	1.06039	160	4.1010		x	0.5408	5.70	x		8.6616	12.78
Fri	07/26/19	255.98671	1.06046	161	4.1269		x	0.5149	5.63	x		8.6875	12.85
Mon	07/29/19	256.03935	1.06068	164	4.2046		x	0.4372	5.41	x		8.7652	13.07
Tue	07/30/19	256.05690	1.06075	165	4.2305		x	0.4113	5.34	x		8.7911	13.14
Wed	07/31/19	256.07445	1.06082	166	4.2565		x	0.3853	5.27	x		8.8171	13.21
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	1.06089	167	4.2824		x	0.3594	5.20	x		8.8430	13.28
Fri	08/02/19	256.09365	1.06090	168	4.3081		x	0.3337	5.19	x		8.8687	13.29
Mon	08/05/19	256.09858	1.06092	171	4.3851		x	0.2567	5.17	x		8.9457	13.31
Tue	08/06/19	256.10023	1.06093	172	4.4108		x	0.2310	5.16	x		8.9714	13.32
Wed	08/07/19	256.10187	1.06094	173	4.4365		x	0.2053	5.15	x		8.9971	13.33
Thu	08/08/19	256.10352	1.06094	174	4.4621		x	0.1797	5.15	x		9.0227	13.33
Fri	08/09/19	256.10516	1.06095	175	4.4878		x	0.1540	5.14	x		9.0484	13.34
Mon	08/12/19	256.11010	1.06097	178	4.5648		x	0.0770	5.12	x		9.1254	13.36
Tue	08/13/19	256.11174	1.06098	179	4.5905		x	0.0513	5.11	x		9.1511	13.37
Wed	08/14/19	256.11339	1.06098	180	4.6161		x	0.0257	5.11	x		9.1767	13.37
Thu	08/15/19	256.11503	1.06099	0	0.0000			0.0000	5.10	x	x	9.2024	13.38
Fri	08/16/19	256.11668	1.06100	1	0.0252			-0.0252	5.09	x	x	9.2276	13.39
Mon	08/19/19	256.12161	1.06102	4	0.1009			-0.1009	5.07	x	x	9.3033	13.41
Tue	08/20/19	256.12326	1.06102	5	0.1261			-0.1261	5.07	x	x	9.3285	13.41
Wed	08/21/19	256.12490	1.06103	6	0.1514			-0.1514	5.06	x	x	9.3538	13.42
Thu	08/22/19	256.12655	1.06104	7	0.1766			-0.1766	5.05	x	x	9.3790	13.43
Fri	08/23/19	256.12819	1.06104	8	0.2018			-0.2018	5.05	x	x	9.4042	13.43
Mon	08/26/19	256.13313	1.06106	11	0.2775			-0.2775	5.03	x	x	9.4799	13.45
Tue	08/27/19	256.13477	1.06107	12	0.3028			-0.3028	5.02	x	x	9.5052	13.46
Wed	08/28/19	256.13642	1.06108	13	0.3280			-0.3280	5.01	x	x	9.5304	13.47
Thu	08/29/19	256.13806	1.06109	14	0.3532			-0.3532	5.00	x	x	9.5556	13.48
Fri	08/30/19	256.13971	1.06109	15	0.3784			-0.3784	5.00	x	x	9.5808	13.48
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	1.06116	18	0.4542			-0.4542	4.93	x	x	9.6566	13.55
Tue	09/03/19	256.17153	1.06122	19	0.4794			-0.4794	4.87	x	x	9.6818	13.61
Wed	09/04/19	256.18580	1.06128	20	0.5047			-0.5047	4.81	x	x	9.7071	13.67
Thu	09/05/19	256.20007	1.06134	21	0.5299			-0.5299	4.75	x	x	9.7323	13.73
Fri	09/06/19	256.21433	1.06140	22	0.5552			-0.5552	4.69	x	x	9.7576	13.79
Mon	09/09/19	256.25713	1.06158	25	0.6310			-0.6310	4.51	x	x	9.8334	13.97
Tue	09/10/19	256.27140	1.06164	26	0.6563			-0.6563	4.45	x	x	9.8587	14.03
Wed	09/11/19	256.28567	1.06170	27	0.6816			-0.6816	4.39	x	x	9.8840	14.09
Thu	09/12/19	256.29993	1.06176	28	0.7069			-0.7069	4.33	x	x	9.9093	14.15
Fri	09/13/19	256.31420	1.06182	29	0.7322			-0.7322	4.27	x	x	9.9346	14.21
Mon	09/16/19	256.35700	1.06199	32	0.8080			-0.8080	4.10	x	x	10.0104	14.38
Tue	09/17/19	256.37127	1.06205	33	0.8333			-0.8333	4.04	x	x	10.0357	14.44
Wed	09/18/19	256.38553	1.06211	34	0.8586			-0.8586	3.98	x	x	10.0610	14.50
Thu	09/19/19	256.39980	1.06217	35	0.8839			-0.8839	3.92	x	x	10.0863	14.56
Fri	09/20/19	256.41407	1.06223	36	0.9092			-0.9092	3.86	x	x	10.1116	14.62
Mon	09/23/19	256.45687	1.06241	39	0.9852			-0.9852	3.68	x	x	10.1876	14.80
Tue	09/24/19	256.47113	1.06247	40	1.0105			-1.0105	3.62	x	x	10.2129	14.86
Wed	09/25/19	256.48540	1.06252	41	1.0358			-1.0358	3.57	x	x	10.2382	14.91
Thu	09/26/19	256.49967	1.06258	42	1.0611			-1.0611	3.51	x	x	10.2635	14.97
Fri	09/27/19	256.51393	1.06264	43	1.0865			-1.0865	3.45	x	x	10.2889	15.03
Mon	09/30/19	256.55673	1.06282	46	1.1625			-1.1625	3.27	x	x	10.3649	15.21
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	1.06288	47	1.1878			-1.1878	3.21	x	x	10.3902	15.27
Wed	10/02/19	256.57058	1.06288	48	1.2131			-1.2131	3.21	x	x	10.4155	15.27
Thu	10/03/19	256.57016	1.06288	49	1.2383			-1.2383	3.21	x	x	10.4407	15.27
Fri	10/04/19	256.56974	1.06287	50	1.2636			-1.2636	3.22	x	x	10.4660	15.26
Mon	10/07/19	256.56848	1.06287	53	1.3394			-1.3394	3.22	x	x	10.5418	15.26
Tue	10/08/19	256.56806	1.06287	54	1.3647			-1.3647	3.22	x	x	10.5671	15.26
Wed	10/09/19	256.56765	1.06287	55	1.3900			-1.3900	3.22	x	x	10.5924	15.26
Thu	10/10/19	256.56723	1.06286	56	1.4152			-1.4152	3.23	x	x	10.6176	15.25
Fri	10/11/19	256.56681	1.06286	57	1.4405			-1.4405	3.23	x	x	10.6429	15.25
Mon	10/14/19	256.56555	1.06286	60	1.5163			-1.5163	3.23	x	x	10.7187	15.25
Tue	10/15/19	256.56513	1.06285	61	1.5416			-1.5416	3.24	x	x	10.7440	15.24
Wed	10/16/19	256.56471	1.06285	62	1.5668			-1.5668	3.24	x	x	10.7692	15.24
Thu	10/17/19	256.56429	1.06285	63	1.5921			-1.5921	3.24	x	x	10.7945	15.24
Fri	10/18/19	256.56387	1.06285	64	1.6174			-1.6174	3.24	x	x	10.8198	15.24
Mon	10/21/19	256.56261	1.06284	67	1.6932			-1.6932	3.25	x	x	10.8956	15.23
Tue	10/22/19	256.56219	1.06284	68	1.7185			-1.7185	3.25	x	x	10.9209	15.23
Wed	10/23/19	256.56177	1.06284	69	1.7437			-1.7437	3.25	x	x	10.9461	15.23
Thu	10/24/19	256.56135	1.06284	70	1.7690			-1.7690	3.25	x	x	10.9714	15.23
Fri	10/25/19	256.56094	1.06284	71	1.7943			-1.7943	3.25	x	x	10.9967	15.23
Mon	10/28/19	256.55968	1.06283	74	1.8701			-1.8701	3.26	x	x	11.0725	15.22
Tue	10/29/19	256.55926	1.06283	75	1.8953			-1.8953	3.26	x	x	11.0977	15.22
Wed	10/30/19	256.55884	1.06283	76	1.9206			-1.9206	3.26	x	x	11.1230	15.22
Thu	10/31/19	256.55842	1.06283	77	1.9459			-1.9459	3.26	x	x	11.1483	15.22
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	1.06283	78	1.9711			-1.9711	3.26	x	x	11.1735	15.22
Mon	11/04/19	256.57810	1.06291	81	2.0471			-2.0471	3.18	x	x	11.2495	15.30
Tue	11/05/19	256.58480	1.06294	82	2.0724			-2.0724	3.15	x	x	11.2748	15.33
Wed	11/06/19	256.59150	1.06296	83	2.0978			-2.0978	3.13	x	x	11.3002	15.35
Thu	11/07/19	256.59820	1.06299	84	2.1231			-2.1231	3.10	x	x	11.3255	15.38
Fri	11/08/19	256.60490	1.06302	85	2.1484			-2.1484	3.07	x	x	11.3508	15.41
Mon	11/11/19	256.62500	1.06310	88	2.2244			-2.2244	2.99	x	x	11.4268	15.49
Tue	11/12/19	256.63170	1.06313	89	2.2498			-2.2498	2.96	x	x	11.4522	15.52
Wed	11/13/19	256.63840	1.06316	90	2.2751			-2.2751	2.93	x	x	11.4775	15.55
Thu	11/14/19	256.64510	1.06319	91	2.3004			-2.3004	2.90	x	x	11.5028	15.58
Fri	11/15/19	256.65180	1.06321	92	2.3258			-2.3258	2.88	x	x	11.5282	15.60
Mon	11/18/19	256.67190	1.06330	95	2.4018			-2.4018	2.79	x	x	11.6042	15.69
Tue	11/19/19	256.67860	1.06332	96	2.4271			-2.4271	2.77	x	x	11.6295	15.71
Wed	11/20/19	256.68530	1.06335	97	2.4525			-2.4525	2.74	x	x	11.6549	15.74
Thu	11/21/19	256.69200	1.06338	98	2.4778			-2.4778	2.71	x	x	11.6802	15.77
Fri	11/22/19	256.69870	1.06341	99	2.5032			-2.5032	2.68	x	x	11.7056	15.80
Mon	11/25/19	256.71880	1.06349	102	2.5793			-2.5793	2.60	x	x	11.7817	15.88
Tue	11/26/19	256.72550	1.06352	103	2.6046			-2.6046	2.57	x	x	11.8070	15.91
Wed	11/27/19	256.73220	1.06355	104	2.6300			-2.6300	2.54	x	x	11.8324	15.94
Thu	11/28/19	256.73890	1.06357	105	2.6553			-2.6553	2.52	x	x	11.8577	15.96
Fri	11/29/19	256.74560	1.06360	106	2.6807			-2.6807	2.49	x	x	11.8831	15.99
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	1.06374	109	2.7569			-2.7569	2.35	x	x	11.9593	16.13
Tue	12/03/19	256.79687	1.06381	110	2.7824			-2.7824	2.28	x	x	11.9848	16.20
Wed	12/04/19	256.81581	1.06389	111	2.8079			-2.8079	2.20	x	x	12.0103	16.28
Thu	12/05/19	256.83474	1.06397	112	2.8334			-2.8334	2.12	x	x	12.0358	16.36
Fri	12/06/19	256.85368	1.06405	113	2.8589			-2.8589	2.04	x	x	12.0613	16.44
Mon	12/09/19	256.91048	1.06429	116	2.9355			-2.9355	1.80	x	x	12.1379	16.68
Tue	12/10/19	256.92942	1.06436	117	2.9610			-2.9610	1.73	x	x	12.1634	16.75
Wed	12/11/19	256.94835	1.06444	118	2.9865			-2.9865	1.65	x	x	12.1889	16.83
Thu	12/12/19	256.96729	1.06452	119	3.0120			-3.0120	1.57	x	x	12.2144	16.91
Fri	12/13/19	256.98623	1.06460	120	3.0376			-3.0376	1.49	x	x	12.2400	16.99
Mon	12/16/19	257.04303	1.06483	123	3.1142			-3.1142	1.26	x	x	12.3166	17.22
Tue	12/17/19	257.06197	1.06491	124	3.1397			-3.1397	1.18	x	x	12.3421	17.30
Wed	12/18/19	257.08090	1.06499	125	3.1653			-3.1653	1.10	x	x	12.3677	17.38
Thu	12/19/19	257.09984	1.06507	126	3.1909			-3.1909	1.02	x	x	12.3933	17.46
Fri	12/20/19	257.11877	1.06515	127	3.2164			-3.2164	0.94	x	x	12.4188	17.54
Mon	12/23/19	257.17558	1.06538	130	3.2931			-3.2931	0.71	x	x	12.4955	17.77
Tue	12/24/19	257.19452	1.06546	131	3.3187			-3.3187	0.63	x	x	12.5211	17.85
Wed	12/25/19	257.21345	1.06554	132	3.3443			-3.3443	0.55	x	x	12.5467	17.93
Thu	12/26/19	257.23239	1.06562	133	3.3699			-3.3699	0.47	x	x	12.5723	18.01
Fri	12/27/19	257.25132	1.06570	134	3.3955			-3.3955	0.39	x	x	12.5979	18.09
Mon	12/30/19	257.30813	1.06593	137	3.4722			-3.4722	0.16	x	x	12.6746	18.32
Tue	12/31/19	257.32706	1.06601	138	3.4978			-3.4978	0.08	x	x	12.7002	18.40
Wed	01/01/20	257.34600	1.06609

Generated 12/11/19 09:31