0.375% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2027

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

CUSIP Number	9128282L3	Interest 01/15/19 (184 days)	$1.9354
Dated Date	July 15, 2017	Interest 07/15/19 (181 days)	$1.9606
Ref CPI on Dated Date	244.61839	Interest Total	$3.8960
Original Issue Date	July 31, 2017	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	1.03379	170	1.7909	x	x	2.1051	18.24			1.7909	0.00
Wed	01/02/19	252.85768	1.03368	171	1.8012	x	x	2.0948	18.35			1.8012	-0.11
Thu	01/03/19	252.83035	1.03357	172	1.8116	x	x	2.0844	18.46			1.8116	-0.22
Fri	01/04/19	252.80303	1.03346	173	1.8219	x	x	2.0741	18.57			1.8219	-0.33
Mon	01/07/19	252.72106	1.03312	176	1.8529	x	x	2.0431	18.91			1.8529	-0.67
Tue	01/08/19	252.69374	1.03301	177	1.8632	x	x	2.0328	19.02			1.8632	-0.78
Wed	01/09/19	252.66642	1.03290	178	1.8735	x	x	2.0225	19.13			1.8735	-0.89
Thu	01/10/19	252.63910	1.03279	179	1.8839	x	x	2.0121	19.24			1.8839	-1.00
Fri	01/11/19	252.61177	1.03268	180	1.8942	x	x	2.0018	19.35			1.8942	-1.11
Mon	01/14/19	252.52981	1.03234	183	1.9251	x	x	1.9709	19.69			1.9251	-1.45
Tue	01/15/19	252.50248	1.03223	0	0.0000		x	1.9606	19.80	x		1.9354	-1.56
Wed	01/16/19	252.47516	1.03212	1	0.0107		x	1.9499	19.91	x		1.9461	-1.67
Thu	01/17/19	252.44784	1.03201	2	0.0214		x	1.9392	20.02	x		1.9568	-1.78
Fri	01/18/19	252.42052	1.03190	3	0.0321		x	1.9285	20.13	x		1.9675	-1.89
Mon	01/21/19	252.33855	1.03156	6	0.0641		x	1.8965	20.47	x		1.9995	-2.23
Tue	01/22/19	252.31123	1.03145	7	0.0748		x	1.8858	20.58	x		2.0102	-2.34
Wed	01/23/19	252.28390	1.03134	8	0.0855		x	1.8751	20.69	x		2.0209	-2.45
Thu	01/24/19	252.25658	1.03122	9	0.0961		x	1.8645	20.81	x		2.0315	-2.57
Fri	01/25/19	252.22926	1.03111	10	0.1068		x	1.8538	20.92	x		2.0422	-2.68
Mon	01/28/19	252.14729	1.03078	13	0.1388		x	1.8218	21.25	x		2.0742	-3.01
Tue	01/29/19	252.11997	1.03067	14	0.1495		x	1.8111	21.36	x		2.0849	-3.12
Wed	01/30/19	252.09265	1.03055	15	0.1601		x	1.8005	21.48	x		2.0955	-3.24
Thu	01/31/19	252.06532	1.03044	16	0.1708		x	1.7898	21.59	x		2.1062	-3.35
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	1.03033	17	0.1814		x	1.7792	21.70	x		2.1168	-3.46
Mon	02/04/19	251.95175	1.02998	20	0.2134		x	1.7472	22.05	x		2.1488	-3.81
Tue	02/05/19	251.92300	1.02986	21	0.2240		x	1.7366	22.17	x		2.1594	-3.93
Wed	02/06/19	251.89425	1.02974	22	0.2347		x	1.7259	22.29	x		2.1701	-4.05
Thu	02/07/19	251.86550	1.02963	23	0.2453		x	1.7153	22.40	x		2.1807	-4.16
Fri	02/08/19	251.83675	1.02951	24	0.2560		x	1.7046	22.52	x		2.1914	-4.28
Mon	02/11/19	251.75050	1.02916	27	0.2879		x	1.6727	22.87	x		2.2233	-4.63
Tue	02/12/19	251.72175	1.02904	28	0.2985		x	1.6621	22.99	x		2.2339	-4.75
Wed	02/13/19	251.69300	1.02892	29	0.3091		x	1.6515	23.11	x		2.2445	-4.87
Thu	02/14/19	251.66425	1.02880	30	0.3197		x	1.6409	23.23	x		2.2551	-4.99
Fri	02/15/19	251.63550	1.02869	31	0.3303		x	1.6303	23.34	x		2.2657	-5.10
Mon	02/18/19	251.54925	1.02833	34	0.3622		x	1.5984	23.70	x		2.2976	-5.46
Tue	02/19/19	251.52050	1.02822	35	0.3728		x	1.5878	23.81	x		2.3082	-5.57
Wed	02/20/19	251.49175	1.02810	36	0.3834		x	1.5772	23.93	x		2.3188	-5.69
Thu	02/21/19	251.46300	1.02798	37	0.3940		x	1.5666	24.05	x		2.3294	-5.81
Fri	02/22/19	251.43425	1.02786	38	0.4046		x	1.5560	24.17	x		2.3400	-5.93
Mon	02/25/19	251.34800	1.02751	41	0.4364		x	1.5242	24.52	x		2.3718	-6.28
Tue	02/26/19	251.31925	1.02739	42	0.4470		x	1.5136	24.64	x		2.3824	-6.40
Wed	02/27/19	251.29050	1.02728	43	0.4576		x	1.5030	24.75	x		2.3930	-6.51
Thu	02/28/19	251.26175	1.02716	44	0.4682		x	1.4924	24.87	x		2.4036	-6.63
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	1.02704	45	0.4788		x	1.4818	24.99	x		2.4142	-6.75
Mon	03/04/19	251.27935	1.02723	48	0.5108		x	1.4498	24.80	x		2.4462	-6.56
Tue	03/05/19	251.29481	1.02729	49	0.5214		x	1.4392	24.74	x		2.4568	-6.50
Wed	03/06/19	251.31026	1.02736	50	0.5321		x	1.4285	24.67	x		2.4675	-6.43
Thu	03/07/19	251.32571	1.02742	51	0.5428		x	1.4178	24.61	x		2.4782	-6.37
Fri	03/08/19	251.34116	1.02748	52	0.5535		x	1.4071	24.55	x		2.4889	-6.31
Mon	03/11/19	251.38752	1.02767	55	0.5855		x	1.3751	24.36	x		2.5209	-6.12
Tue	03/12/19	251.40297	1.02774	56	0.5962		x	1.3644	24.29	x		2.5316	-6.05
Wed	03/13/19	251.41842	1.02780	57	0.6069		x	1.3537	24.23	x		2.5423	-5.99
Thu	03/14/19	251.43387	1.02786	58	0.6176		x	1.3430	24.17	x		2.5530	-5.93
Fri	03/15/19	251.44932	1.02792	59	0.6283		x	1.3323	24.11	x		2.5637	-5.87
Mon	03/18/19	251.49568	1.02811	62	0.6603		x	1.3003	23.92	x		2.5957	-5.68
Tue	03/19/19	251.51113	1.02818	63	0.6710		x	1.2896	23.85	x		2.6064	-5.61
Wed	03/20/19	251.52658	1.02824	64	0.6817		x	1.2789	23.79	x		2.6171	-5.55
Thu	03/21/19	251.54203	1.02830	65	0.6924		x	1.2682	23.73	x		2.6278	-5.49
Fri	03/22/19	251.55748	1.02837	66	0.7031		x	1.2575	23.66	x		2.6385	-5.42
Mon	03/25/19	251.60384	1.02856	69	0.7352		x	1.2254	23.47	x		2.6706	-5.23
Tue	03/26/19	251.61929	1.02862	70	0.7459		x	1.2147	23.41	x		2.6813	-5.17
Wed	03/27/19	251.63474	1.02868	71	0.7566		x	1.2040	23.35	x		2.6920	-5.11
Thu	03/28/19	251.65019	1.02875	72	0.7673		x	1.1933	23.28	x		2.7027	-5.04
Fri	03/29/19	251.66565	1.02881	73	0.7780		x	1.1826	23.22	x		2.7134	-4.98
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	1.02900	76	0.8101		x	1.1505	23.03	x		2.7455	-4.79
Tue	04/02/19	251.74747	1.02914	77	0.8209		x	1.1397	22.89	x		2.7563	-4.65
Wed	04/03/19	251.78293	1.02929	78	0.8317		x	1.1289	22.74	x		2.7671	-4.50
Thu	04/04/19	251.81840	1.02943	79	0.8425		x	1.1181	22.60	x		2.7779	-4.36
Fri	04/05/19	251.85387	1.02958	80	0.8532		x	1.1074	22.45	x		2.7886	-4.21
Mon	04/08/19	251.96027	1.03001	83	0.8856		x	1.0750	22.02	x		2.8210	-3.78
Tue	04/09/19	251.99573	1.03016	84	0.8964		x	1.0642	21.87	x		2.8318	-3.63
Wed	04/10/19	252.03120	1.03030	85	0.9072		x	1.0534	21.73	x		2.8426	-3.49
Thu	04/11/19	252.06667	1.03045	86	0.9180		x	1.0426	21.58	x		2.8534	-3.34
Fri	04/12/19	252.10213	1.03059	87	0.9288		x	1.0318	21.44	x		2.8642	-3.20
Mon	04/15/19	252.20853	1.03103	90	0.9613		x	0.9993	21.00	x		2.8967	-2.76
Tue	04/16/19	252.24400	1.03117	91	0.9721		x	0.9885	20.86	x		2.9075	-2.62
Wed	04/17/19	252.27947	1.03132	92	0.9829		x	0.9777	20.71	x		2.9183	-2.47
Thu	04/18/19	252.31493	1.03146	93	0.9937		x	0.9669	20.57	x		2.9291	-2.33
Fri	04/19/19	252.35040	1.03161	94	1.0045		x	0.9561	20.42	x		2.9399	-2.18
Mon	04/22/19	252.45680	1.03204	97	1.0370		x	0.9236	19.99	x		2.9724	-1.75
Tue	04/23/19	252.49227	1.03219	98	1.0479		x	0.9127	19.84	x		2.9833	-1.60
Wed	04/24/19	252.52773	1.03233	99	1.0587		x	0.9019	19.70	x		2.9941	-1.46
Thu	04/25/19	252.56320	1.03248	100	1.0696		x	0.8910	19.55	x		3.0050	-1.31
Fri	04/26/19	252.59867	1.03262	101	1.0804		x	0.8802	19.41	x		3.0158	-1.17
Mon	04/29/19	252.70507	1.03306	104	1.1130		x	0.8476	18.97	x		3.0484	-0.73
Tue	04/30/19	252.74053	1.03320	105	1.1238		x	0.8368	18.83	x		3.0592	-0.59
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	1.03335	106	1.1347		x	0.8259	18.68	x		3.0701	-0.44
Thu	05/02/19	252.82200	1.03354	107	1.1456		x	0.8150	18.49	x		3.0810	-0.25
Fri	05/03/19	252.86800	1.03372	108	1.1565		x	0.8041	18.31	x		3.0919	-0.07
Mon	05/06/19	253.00600	1.03429	111	1.1893		x	0.7713	17.74	x		3.1247	0.50
Tue	05/07/19	253.05200	1.03448	112	1.2002		x	0.7604	17.55	x		3.1356	0.69
Wed	05/08/19	253.09800	1.03466	113	1.2112		x	0.7494	17.37	x		3.1466	0.87
Thu	05/09/19	253.14400	1.03485	114	1.2221		x	0.7385	17.18	x		3.1575	1.06
Fri	05/10/19	253.19000	1.03504	115	1.2330		x	0.7276	16.99	x		3.1684	1.25
Mon	05/13/19	253.32800	1.03560	118	1.2659		x	0.6947	16.43	x		3.2013	1.81
Tue	05/14/19	253.37400	1.03579	119	1.2769		x	0.6837	16.24	x		3.2123	2.00
Wed	05/15/19	253.42000	1.03598	120	1.2878		x	0.6728	16.05	x		3.2232	2.19
Thu	05/16/19	253.46600	1.03617	121	1.2988		x	0.6618	15.86	x		3.2342	2.38
Fri	05/17/19	253.51200	1.03636	122	1.3098		x	0.6508	15.67	x		3.2452	2.57
Mon	05/20/19	253.65000	1.03692	125	1.3427		x	0.6179	15.11	x		3.2781	3.13
Tue	05/21/19	253.69600	1.03711	126	1.3537		x	0.6069	14.92	x		3.2891	3.32
Wed	05/22/19	253.74200	1.03730	127	1.3647		x	0.5959	14.73	x		3.3001	3.51
Thu	05/23/19	253.78800	1.03749	128	1.3757		x	0.5849	14.54	x		3.3111	3.70
Fri	05/24/19	253.83400	1.03767	129	1.3867		x	0.5739	14.36	x		3.3221	3.88
Mon	05/27/19	253.97200	1.03824	132	1.4197		x	0.5409	13.79	x		3.3551	4.45
Tue	05/28/19	254.01800	1.03843	133	1.4307		x	0.5299	13.60	x		3.3661	4.64
Wed	05/29/19	254.06400	1.03861	134	1.4417		x	0.5189	13.42	x		3.3771	4.82
Thu	05/30/19	254.11000	1.03880	135	1.4527		x	0.5079	13.23	x		3.3881	5.01
Fri	05/31/19	254.15600	1.03899	136	1.4638		x	0.4968	13.04	x		3.3992	5.20
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	1.03954	139	1.4969		x	0.4637	12.49	x		3.4323	5.75
Tue	06/04/19	254.33660	1.03973	140	1.5079		x	0.4527	12.30	x		3.4433	5.94
Wed	06/05/19	254.38147	1.03991	141	1.5189		x	0.4417	12.12	x		3.4543	6.12
Thu	06/06/19	254.42633	1.04009	142	1.5300		x	0.4306	11.94	x		3.4654	6.30
Fri	06/07/19	254.47120	1.04028	143	1.5410		x	0.4196	11.75	x		3.4764	6.49
Mon	06/10/19	254.60580	1.04083	146	1.5742		x	0.3864	11.20	x		3.5096	7.04
Tue	06/11/19	254.65067	1.04101	147	1.5852		x	0.3754	11.02	x		3.5206	7.22
Wed	06/12/19	254.69553	1.04120	148	1.5963		x	0.3643	10.83	x		3.5317	7.41
Thu	06/13/19	254.74040	1.04138	149	1.6074		x	0.3532	10.65	x		3.5428	7.59
Fri	06/14/19	254.78527	1.04156	150	1.6184		x	0.3422	10.47	x		3.5538	7.77
Mon	06/17/19	254.91987	1.04211	153	1.6517		x	0.3089	9.92	x		3.5871	8.32
Tue	06/18/19	254.96473	1.04230	154	1.6628		x	0.2978	9.73	x		3.5982	8.51
Wed	06/19/19	255.00960	1.04248	155	1.6739		x	0.2867	9.55	x		3.6093	8.69
Thu	06/20/19	255.05447	1.04266	156	1.6850		x	0.2756	9.37	x		3.6204	8.87
Fri	06/21/19	255.09933	1.04285	157	1.6961		x	0.2645	9.18	x		3.6315	9.06
Mon	06/24/19	255.23393	1.04340	160	1.7294		x	0.2312	8.63	x		3.6648	9.61
Tue	06/25/19	255.27880	1.04358	161	1.7405		x	0.2201	8.45	x		3.6759	9.79
Wed	06/26/19	255.32367	1.04376	162	1.7516		x	0.2090	8.27	x		3.6870	9.97
Thu	06/27/19	255.36853	1.04395	163	1.7627		x	0.1979	8.08	x		3.6981	10.16
Fri	06/28/19	255.41340	1.04413	164	1.7739		x	0.1867	7.90	x		3.7093	10.34
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	1.04468	167	1.8073		x	0.1533	7.35	x		3.7427	10.89
Tue	07/02/19	255.56555	1.04475	168	1.8182		x	0.1424	7.28	x		3.7536	10.96
Wed	07/03/19	255.58310	1.04482	169	1.8292		x	0.1314	7.21	x		3.7646	11.03
Thu	07/04/19	255.60065	1.04490	170	1.8401		x	0.1205	7.13	x		3.7755	11.11
Fri	07/05/19	255.61819	1.04497	171	1.8511		x	0.1095	7.06	x		3.7865	11.18
Mon	07/08/19	255.67084	1.04518	174	1.8839		x	0.0767	6.85	x		3.8193	11.39
Tue	07/09/19	255.68839	1.04525	175	1.8949		x	0.0657	6.78	x		3.8303	11.46
Wed	07/10/19	255.70594	1.04533	176	1.9059		x	0.0547	6.70	x		3.8413	11.54
Thu	07/11/19	255.72348	1.04540	177	1.9168		x	0.0438	6.63	x		3.8522	11.61
Fri	07/12/19	255.74103	1.04547	178	1.9278		x	0.0328	6.56	x		3.8632	11.68
Mon	07/15/19	255.79368	1.04568	0	0.0000			0.0000	6.35	x	x	3.8960	11.89
Tue	07/16/19	255.81123	1.04576	1	0.0107			-0.0107	6.27	x	x	3.9067	11.97
Wed	07/17/19	255.82877	1.04583	2	0.0213			-0.0213	6.20	x	x	3.9173	12.04
Thu	07/18/19	255.84632	1.04590	3	0.0320			-0.0320	6.13	x	x	3.9280	12.11
Fri	07/19/19	255.86387	1.04597	4	0.0426			-0.0426	6.06	x	x	3.9386	12.18
Mon	07/22/19	255.91652	1.04619	7	0.0746			-0.0746	5.84	x	x	3.9706	12.40
Tue	07/23/19	255.93406	1.04626	8	0.0853			-0.0853	5.77	x	x	3.9813	12.47
Wed	07/24/19	255.95161	1.04633	9	0.0960			-0.0960	5.70	x	x	3.9920	12.54
Thu	07/25/19	255.96916	1.04640	10	0.1066			-0.1066	5.63	x	x	4.0026	12.61
Fri	07/26/19	255.98671	1.04647	11	0.1173			-0.1173	5.56	x	x	4.0133	12.68
Mon	07/29/19	256.03935	1.04669	14	0.1493			-0.1493	5.34	x	x	4.0453	12.90
Tue	07/30/19	256.05690	1.04676	15	0.1600			-0.1600	5.27	x	x	4.0560	12.97
Wed	07/31/19	256.07445	1.04683	16	0.1707			-0.1707	5.20	x	x	4.0667	13.04
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	1.04690	17	0.1814			-0.1814	5.13	x	x	4.0774	13.11
Fri	08/02/19	256.09365	1.04691	18	0.1920			-0.1920	5.12	x	x	4.0880	13.12
Mon	08/05/19	256.09858	1.04693	21	0.2240			-0.2240	5.10	x	x	4.1200	13.14
Tue	08/06/19	256.10023	1.04694	22	0.2347			-0.2347	5.09	x	x	4.1307	13.15
Wed	08/07/19	256.10187	1.04694	23	0.2454			-0.2454	5.09	x	x	4.1414	13.15
Thu	08/08/19	256.10352	1.04695	24	0.2560			-0.2560	5.08	x	x	4.1520	13.16
Fri	08/09/19	256.10516	1.04696	25	0.2667			-0.2667	5.07	x	x	4.1627	13.17
Mon	08/12/19	256.11010	1.04698	28	0.2987			-0.2987	5.05	x	x	4.1947	13.19
Tue	08/13/19	256.11174	1.04698	29	0.3094			-0.3094	5.05	x	x	4.2054	13.19
Wed	08/14/19	256.11339	1.04699	30	0.3201			-0.3201	5.04	x	x	4.2161	13.20
Thu	08/15/19	256.11503	1.04700	31	0.3307			-0.3307	5.03	x	x	4.2267	13.21
Fri	08/16/19	256.11668	1.04701	32	0.3414			-0.3414	5.02	x	x	4.2374	13.22
Mon	08/19/19	256.12161	1.04703	35	0.3734			-0.3734	5.00	x	x	4.2694	13.24
Tue	08/20/19	256.12326	1.04703	36	0.3841			-0.3841	5.00	x	x	4.2801	13.24
Wed	08/21/19	256.12490	1.04704	37	0.3948			-0.3948	4.99	x	x	4.2908	13.25
Thu	08/22/19	256.12655	1.04705	38	0.4054			-0.4054	4.98	x	x	4.3014	13.26
Fri	08/23/19	256.12819	1.04705	39	0.4161			-0.4161	4.98	x	x	4.3121	13.26
Mon	08/26/19	256.13313	1.04707	42	0.4481			-0.4481	4.96	x	x	4.3441	13.28
Tue	08/27/19	256.13477	1.04708	43	0.4588			-0.4588	4.95	x	x	4.3548	13.29
Wed	08/28/19	256.13642	1.04709	44	0.4695			-0.4695	4.94	x	x	4.3655	13.30
Thu	08/29/19	256.13806	1.04709	45	0.4802			-0.4802	4.94	x	x	4.3762	13.30
Fri	08/30/19	256.13971	1.04710	46	0.4908			-0.4908	4.93	x	x	4.3868	13.31
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	1.04717	49	0.5229			-0.5229	4.86	x	x	4.4189	13.38
Tue	09/03/19	256.17153	1.04723	50	0.5336			-0.5336	4.80	x	x	4.4296	13.44
Wed	09/04/19	256.18580	1.04729	51	0.5443			-0.5443	4.74	x	x	4.4403	13.50
Thu	09/05/19	256.20007	1.04735	52	0.5550			-0.5550	4.68	x	x	4.4510	13.56
Fri	09/06/19	256.21433	1.04740	53	0.5657			-0.5657	4.63	x	x	4.4617	13.61
Mon	09/09/19	256.25713	1.04758	56	0.5978			-0.5978	4.45	x	x	4.4938	13.79
Tue	09/10/19	256.27140	1.04764	57	0.6085			-0.6085	4.39	x	x	4.5045	13.85
Wed	09/11/19	256.28567	1.04770	58	0.6192			-0.6192	4.33	x	x	4.5152	13.91
Thu	09/12/19	256.29993	1.04775	59	0.6299			-0.6299	4.28	x	x	4.5259	13.96
Fri	09/13/19	256.31420	1.04781	60	0.6406			-0.6406	4.22	x	x	4.5366	14.02
Mon	09/16/19	256.35700	1.04799	63	0.6728			-0.6728	4.04	x	x	4.5688	14.20
Tue	09/17/19	256.37127	1.04805	64	0.6835			-0.6835	3.98	x	x	4.5795	14.26
Wed	09/18/19	256.38553	1.04810	65	0.6942			-0.6942	3.93	x	x	4.5902	14.31
Thu	09/19/19	256.39980	1.04816	66	0.7049			-0.7049	3.87	x	x	4.6009	14.37
Fri	09/20/19	256.41407	1.04822	67	0.7157			-0.7157	3.81	x	x	4.6117	14.43
Mon	09/23/19	256.45687	1.04840	70	0.7478			-0.7478	3.63	x	x	4.6438	14.61
Tue	09/24/19	256.47113	1.04845	71	0.7586			-0.7586	3.58	x	x	4.6546	14.66
Wed	09/25/19	256.48540	1.04851	72	0.7693			-0.7693	3.52	x	x	4.6653	14.72
Thu	09/26/19	256.49967	1.04857	73	0.7800			-0.7800	3.46	x	x	4.6760	14.78
Fri	09/27/19	256.51393	1.04863	74	0.7907			-0.7907	3.40	x	x	4.6867	14.84
Mon	09/30/19	256.55673	1.04880	77	0.8229			-0.8229	3.23	x	x	4.7189	15.01
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	1.04886	78	0.8337			-0.8337	3.17	x	x	4.7297	15.07
Wed	10/02/19	256.57058	1.04886	79	0.8444			-0.8444	3.17	x	x	4.7404	15.07
Thu	10/03/19	256.57016	1.04886	80	0.8550			-0.8550	3.17	x	x	4.7510	15.07
Fri	10/04/19	256.56974	1.04886	81	0.8657			-0.8657	3.17	x	x	4.7617	15.07
Mon	10/07/19	256.56848	1.04885	84	0.8978			-0.8978	3.18	x	x	4.7938	15.06
Tue	10/08/19	256.56806	1.04885	85	0.9085			-0.9085	3.18	x	x	4.8045	15.06
Wed	10/09/19	256.56765	1.04885	86	0.9192			-0.9192	3.18	x	x	4.8152	15.06
Thu	10/10/19	256.56723	1.04885	87	0.9299			-0.9299	3.18	x	x	4.8259	15.06
Fri	10/11/19	256.56681	1.04885	88	0.9405			-0.9405	3.18	x	x	4.8365	15.06
Mon	10/14/19	256.56555	1.04884	91	0.9726			-0.9726	3.19	x	x	4.8686	15.05
Tue	10/15/19	256.56513	1.04884	92	0.9833			-0.9833	3.19	x	x	4.8793	15.05
Wed	10/16/19	256.56471	1.04884	93	0.9940			-0.9940	3.19	x	x	4.8900	15.05
Thu	10/17/19	256.56429	1.04883	94	1.0047			-1.0047	3.20	x	x	4.9007	15.04
Fri	10/18/19	256.56387	1.04883	95	1.0153			-1.0153	3.20	x	x	4.9113	15.04
Mon	10/21/19	256.56261	1.04883	98	1.0474			-1.0474	3.20	x	x	4.9434	15.04
Tue	10/22/19	256.56219	1.04883	99	1.0581			-1.0581	3.20	x	x	4.9541	15.04
Wed	10/23/19	256.56177	1.04882	100	1.0688			-1.0688	3.21	x	x	4.9648	15.03
Thu	10/24/19	256.56135	1.04882	101	1.0795			-1.0795	3.21	x	x	4.9755	15.03
Fri	10/25/19	256.56094	1.04882	102	1.0901			-1.0901	3.21	x	x	4.9861	15.03
Mon	10/28/19	256.55968	1.04882	105	1.1222			-1.1222	3.21	x	x	5.0182	15.03
Tue	10/29/19	256.55926	1.04881	106	1.1329			-1.1329	3.22	x	x	5.0289	15.02
Wed	10/30/19	256.55884	1.04881	107	1.1436			-1.1436	3.22	x	x	5.0396	15.02
Thu	10/31/19	256.55842	1.04881	108	1.1543			-1.1543	3.22	x	x	5.0503	15.02
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	1.04881	109	1.1649			-1.1649	3.22	x	x	5.0609	15.02
Mon	11/04/19	256.57810	1.04889	112	1.1971			-1.1971	3.14	x	x	5.0931	15.10
Tue	11/05/19	256.58480	1.04892	113	1.2078			-1.2078	3.11	x	x	5.1038	15.13
Wed	11/06/19	256.59150	1.04895	114	1.2185			-1.2185	3.08	x	x	5.1145	15.16
Thu	11/07/19	256.59820	1.04897	115	1.2293			-1.2293	3.06	x	x	5.1253	15.18
Fri	11/08/19	256.60490	1.04900	116	1.2400			-1.2400	3.03	x	x	5.1360	15.21
Mon	11/11/19	256.62500	1.04908	119	1.2722			-1.2722	2.95	x	x	5.1682	15.29
Tue	11/12/19	256.63170	1.04911	120	1.2829			-1.2829	2.92	x	x	5.1789	15.32
Wed	11/13/19	256.63840	1.04914	121	1.2936			-1.2936	2.89	x	x	5.1896	15.35
Thu	11/14/19	256.64510	1.04917	122	1.3043			-1.3043	2.86	x	x	5.2003	15.38
Fri	11/15/19	256.65180	1.04919	123	1.3151			-1.3151	2.84	x	x	5.2111	15.40
Mon	11/18/19	256.67190	1.04927	126	1.3472			-1.3472	2.76	x	x	5.2432	15.48
Tue	11/19/19	256.67860	1.04930	127	1.3580			-1.3580	2.73	x	x	5.2540	15.51
Wed	11/20/19	256.68530	1.04933	128	1.3687			-1.3687	2.70	x	x	5.2647	15.54
Thu	11/21/19	256.69200	1.04936	129	1.3794			-1.3794	2.67	x	x	5.2754	15.57
Fri	11/22/19	256.69870	1.04938	130	1.3901			-1.3901	2.65	x	x	5.2861	15.59
Mon	11/25/19	256.71880	1.04947	133	1.4223			-1.4223	2.56	x	x	5.3183	15.68
Tue	11/26/19	256.72550	1.04949	134	1.4331			-1.4331	2.54	x	x	5.3291	15.70
Wed	11/27/19	256.73220	1.04952	135	1.4438			-1.4438	2.51	x	x	5.3398	15.73
Thu	11/28/19	256.73890	1.04955	136	1.4545			-1.4545	2.48	x	x	5.3505	15.76
Fri	11/29/19	256.74560	1.04958	137	1.4653			-1.4653	2.45	x	x	5.3613	15.79
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	1.04971	140	1.4975			-1.4975	2.32	x	x	5.3935	15.92
Tue	12/03/19	256.79687	1.04979	141	1.5084			-1.5084	2.24	x	x	5.4044	16.00
Wed	12/04/19	256.81581	1.04986	142	1.5192			-1.5192	2.17	x	x	5.4152	16.07
Thu	12/05/19	256.83474	1.04994	143	1.5300			-1.5300	2.09	x	x	5.4260	16.15
Fri	12/06/19	256.85368	1.05002	144	1.5408			-1.5408	2.01	x	x	5.4368	16.23
Mon	12/09/19	256.91048	1.05025	147	1.5732			-1.5732	1.78	x	x	5.4692	16.46
Tue	12/10/19	256.92942	1.05033	148	1.5841			-1.5841	1.70	x	x	5.4801	16.54
Wed	12/11/19	256.94835	1.05040	149	1.5949			-1.5949	1.63	x	x	5.4909	16.61
Thu	12/12/19	256.96729	1.05048	150	1.6057			-1.6057	1.55	x	x	5.5017	16.69
Fri	12/13/19	256.98623	1.05056	151	1.6165			-1.6165	1.47	x	x	5.5125	16.77
Mon	12/16/19	257.04303	1.05079	154	1.6490			-1.6490	1.24	x	x	5.5450	17.00
Tue	12/17/19	257.06197	1.05087	155	1.6598			-1.6598	1.16	x	x	5.5558	17.08
Wed	12/18/19	257.08090	1.05095	156	1.6707			-1.6707	1.08	x	x	5.5667	17.16
Thu	12/19/19	257.09984	1.05102	157	1.6815			-1.6815	1.01	x	x	5.5775	17.23
Fri	12/20/19	257.11877	1.05110	158	1.6923			-1.6923	0.93	x	x	5.5883	17.31
Mon	12/23/19	257.17558	1.05133	161	1.7248			-1.7248	0.70	x	x	5.6208	17.54
Tue	12/24/19	257.19452	1.05141	162	1.7357			-1.7357	0.62	x	x	5.6317	17.62
Wed	12/25/19	257.21345	1.05149	163	1.7465			-1.7465	0.54	x	x	5.6425	17.70
Thu	12/26/19	257.23239	1.05157	164	1.7574			-1.7574	0.46	x	x	5.6534	17.78
Fri	12/27/19	257.25132	1.05164	165	1.7682			-1.7682	0.39	x	x	5.6642	17.85
Mon	12/30/19	257.30813	1.05188	168	1.8008			-1.8008	0.15	x	x	5.6968	18.09
Tue	12/31/19	257.32706	1.05195	169	1.8116			-1.8116	0.08	x	x	5.7076	18.16
Wed	01/01/20	257.34600	1.05203

Generated 12/11/19 09:31