0.5% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2028

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

CUSIP Number	9128283R9	Interest 01/15/19 (184 days)	$2.5591
Dated Date	January 15, 2018	Interest 07/15/19 (181 days)	$2.5925
Ref CPI on Dated Date	246.66571	Interest Total	$5.1516
Original Issue Date	January 31, 2018	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	1.02521	170	2.3680	x	x	2.7836	18.09			2.3680	0.00
Wed	01/02/19	252.85768	1.02510	171	2.3817	x	x	2.7699	18.20			2.3817	-0.11
Thu	01/03/19	252.83035	1.02499	172	2.3954	x	x	2.7562	18.31			2.3954	-0.22
Fri	01/04/19	252.80303	1.02488	173	2.4090	x	x	2.7426	18.42			2.4090	-0.33
Mon	01/07/19	252.72106	1.02455	176	2.4500	x	x	2.7016	18.75			2.4500	-0.66
Tue	01/08/19	252.69374	1.02444	177	2.4637	x	x	2.6879	18.86			2.4637	-0.77
Wed	01/09/19	252.66642	1.02433	178	2.4773	x	x	2.6743	18.97			2.4773	-0.88
Thu	01/10/19	252.63910	1.02422	179	2.4910	x	x	2.6606	19.08			2.4910	-0.99
Fri	01/11/19	252.61177	1.02411	180	2.5046	x	x	2.6470	19.19			2.5046	-1.10
Mon	01/14/19	252.52981	1.02377	183	2.5455	x	x	2.6061	19.53			2.5455	-1.44
Tue	01/15/19	252.50248	1.02366	0	0.0000		x	2.5925	19.64	x		2.5591	-1.55
Wed	01/16/19	252.47516	1.02355	1	0.0141		x	2.5784	19.75	x		2.5732	-1.66
Thu	01/17/19	252.44784	1.02344	2	0.0283		x	2.5642	19.86	x		2.5874	-1.77
Fri	01/18/19	252.42052	1.02333	3	0.0424		x	2.5501	19.97	x		2.6015	-1.88
Mon	01/21/19	252.33855	1.02300	6	0.0848		x	2.5077	20.30	x		2.6439	-2.21
Tue	01/22/19	252.31123	1.02289	7	0.0989		x	2.4936	20.41	x		2.6580	-2.32
Wed	01/23/19	252.28390	1.02278	8	0.1130		x	2.4795	20.52	x		2.6721	-2.43
Thu	01/24/19	252.25658	1.02267	9	0.1271		x	2.4654	20.63	x		2.6862	-2.54
Fri	01/25/19	252.22926	1.02256	10	0.1412		x	2.4513	20.74	x		2.7003	-2.65
Mon	01/28/19	252.14729	1.02222	13	0.1835		x	2.4090	21.08	x		2.7426	-2.99
Tue	01/29/19	252.11997	1.02211	14	0.1976		x	2.3949	21.19	x		2.7567	-3.10
Wed	01/30/19	252.09265	1.02200	15	0.2117		x	2.3808	21.30	x		2.7708	-3.21
Thu	01/31/19	252.06532	1.02189	16	0.2258		x	2.3667	21.41	x		2.7849	-3.32
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	1.02178	17	0.2399		x	2.3526	21.52	x		2.7990	-3.43
Mon	02/04/19	251.95175	1.02143	20	0.2822		x	2.3103	21.87	x		2.8413	-3.78
Tue	02/05/19	251.92300	1.02131	21	0.2962		x	2.2963	21.99	x		2.8553	-3.90
Wed	02/06/19	251.89425	1.02120	22	0.3103		x	2.2822	22.10	x		2.8694	-4.01
Thu	02/07/19	251.86550	1.02108	23	0.3244		x	2.2681	22.22	x		2.8835	-4.13
Fri	02/08/19	251.83675	1.02096	24	0.3384		x	2.2541	22.34	x		2.8975	-4.25
Mon	02/11/19	251.75050	1.02061	27	0.3806		x	2.2119	22.69	x		2.9397	-4.60
Tue	02/12/19	251.72175	1.02050	28	0.3947		x	2.1978	22.80	x		2.9538	-4.71
Wed	02/13/19	251.69300	1.02038	29	0.4087		x	2.1838	22.92	x		2.9678	-4.83
Thu	02/14/19	251.66425	1.02026	30	0.4228		x	2.1697	23.04	x		2.9819	-4.95
Fri	02/15/19	251.63550	1.02015	31	0.4368		x	2.1557	23.15	x		2.9959	-5.06
Mon	02/18/19	251.54925	1.01980	34	0.4789		x	2.1136	23.50	x		3.0380	-5.41
Tue	02/19/19	251.52050	1.01968	35	0.4929		x	2.0996	23.62	x		3.0520	-5.53
Wed	02/20/19	251.49175	1.01957	36	0.5070		x	2.0855	23.73	x		3.0661	-5.64
Thu	02/21/19	251.46300	1.01945	37	0.5210		x	2.0715	23.85	x		3.0801	-5.76
Fri	02/22/19	251.43425	1.01933	38	0.5350		x	2.0575	23.97	x		3.0941	-5.88
Mon	02/25/19	251.34800	1.01898	41	0.5770		x	2.0155	24.32	x		3.1361	-6.23
Tue	02/26/19	251.31925	1.01887	42	0.5911		x	2.0014	24.43	x		3.1502	-6.34
Wed	02/27/19	251.29050	1.01875	43	0.6051		x	1.9874	24.55	x		3.1642	-6.46
Thu	02/28/19	251.26175	1.01863	44	0.6191		x	1.9734	24.67	x		3.1782	-6.58
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	1.01852	45	0.6331		x	1.9594	24.78	x		3.1922	-6.69
Mon	03/04/19	251.27935	1.01870	48	0.6754		x	1.9171	24.60	x		3.2345	-6.51
Tue	03/05/19	251.29481	1.01877	49	0.6895		x	1.9030	24.53	x		3.2486	-6.44
Wed	03/06/19	251.31026	1.01883	50	0.7036		x	1.8889	24.47	x		3.2627	-6.38
Thu	03/07/19	251.32571	1.01889	51	0.7177		x	1.8748	24.41	x		3.2768	-6.32
Fri	03/08/19	251.34116	1.01895	52	0.7318		x	1.8607	24.35	x		3.2909	-6.26
Mon	03/11/19	251.38752	1.01914	55	0.7742		x	1.8183	24.16	x		3.3333	-6.07
Tue	03/12/19	251.40297	1.01921	56	0.7883		x	1.8042	24.09	x		3.3474	-6.00
Wed	03/13/19	251.41842	1.01927	57	0.8025		x	1.7900	24.03	x		3.3616	-5.94
Thu	03/14/19	251.43387	1.01933	58	0.8166		x	1.7759	23.97	x		3.3757	-5.88
Fri	03/15/19	251.44932	1.01939	59	0.8307		x	1.7618	23.91	x		3.3898	-5.82
Mon	03/18/19	251.49568	1.01958	62	0.8731		x	1.7194	23.72	x		3.4322	-5.63
Tue	03/19/19	251.51113	1.01964	63	0.8873		x	1.7052	23.66	x		3.4464	-5.57
Wed	03/20/19	251.52658	1.01971	64	0.9014		x	1.6911	23.59	x		3.4605	-5.50
Thu	03/21/19	251.54203	1.01977	65	0.9155		x	1.6770	23.53	x		3.4746	-5.44
Fri	03/22/19	251.55748	1.01983	66	0.9297		x	1.6628	23.47	x		3.4888	-5.38
Mon	03/25/19	251.60384	1.02002	69	0.9721		x	1.6204	23.28	x		3.5312	-5.19
Tue	03/26/19	251.61929	1.02008	70	0.9863		x	1.6062	23.22	x		3.5454	-5.13
Wed	03/27/19	251.63474	1.02014	71	1.0004		x	1.5921	23.16	x		3.5595	-5.07
Thu	03/28/19	251.65019	1.02021	72	1.0146		x	1.5779	23.09	x		3.5737	-5.00
Fri	03/29/19	251.66565	1.02027	73	1.0287		x	1.5638	23.03	x		3.5878	-4.94
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	1.02046	76	1.0712		x	1.5213	22.84	x		3.6303	-4.75
Tue	04/02/19	251.74747	1.02060	77	1.0854		x	1.5071	22.70	x		3.6445	-4.61
Wed	04/03/19	251.78293	1.02075	78	1.0997		x	1.4928	22.55	x		3.6588	-4.46
Thu	04/04/19	251.81840	1.02089	79	1.1140		x	1.4785	22.41	x		3.6731	-4.32
Fri	04/05/19	251.85387	1.02103	80	1.1282		x	1.4643	22.27	x		3.6873	-4.18
Mon	04/08/19	251.96027	1.02146	83	1.1710		x	1.4215	21.84	x		3.7301	-3.75
Tue	04/09/19	251.99573	1.02161	84	1.1853		x	1.4072	21.69	x		3.7444	-3.60
Wed	04/10/19	252.03120	1.02175	85	1.1996		x	1.3929	21.55	x		3.7587	-3.46
Thu	04/11/19	252.06667	1.02190	86	1.2139		x	1.3786	21.40	x		3.7730	-3.31
Fri	04/12/19	252.10213	1.02204	87	1.2281		x	1.3644	21.26	x		3.7872	-3.17
Mon	04/15/19	252.20853	1.02247	90	1.2710		x	1.3215	20.83	x		3.8301	-2.74
Tue	04/16/19	252.24400	1.02261	91	1.2853		x	1.3072	20.69	x		3.8444	-2.60
Wed	04/17/19	252.27947	1.02276	92	1.2996		x	1.2929	20.54	x		3.8587	-2.45
Thu	04/18/19	252.31493	1.02290	93	1.3139		x	1.2786	20.40	x		3.8730	-2.31
Fri	04/19/19	252.35040	1.02305	94	1.3283		x	1.2642	20.25	x		3.8874	-2.16
Mon	04/22/19	252.45680	1.02348	97	1.3712		x	1.2213	19.82	x		3.9303	-1.73
Tue	04/23/19	252.49227	1.02362	98	1.3856		x	1.2069	19.68	x		3.9447	-1.59
Wed	04/24/19	252.52773	1.02377	99	1.3999		x	1.1926	19.53	x		3.9590	-1.44
Thu	04/25/19	252.56320	1.02391	100	1.4142		x	1.1783	19.39	x		3.9733	-1.30
Fri	04/26/19	252.59867	1.02405	101	1.4286		x	1.1639	19.25	x		3.9877	-1.16
Mon	04/29/19	252.70507	1.02448	104	1.4716		x	1.1209	18.82	x		4.0307	-0.73
Tue	04/30/19	252.74053	1.02463	105	1.4860		x	1.1065	18.67	x		4.0451	-0.58
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	1.02477	106	1.5004		x	1.0921	18.53	x		4.0595	-0.44
Thu	05/02/19	252.82200	1.02496	107	1.5148		x	1.0777	18.34	x		4.0739	-0.25
Fri	05/03/19	252.86800	1.02514	108	1.5292		x	1.0633	18.16	x		4.0883	-0.07
Mon	05/06/19	253.00600	1.02570	111	1.5726		x	1.0199	17.60	x		4.1317	0.49
Tue	05/07/19	253.05200	1.02589	112	1.5870		x	1.0055	17.41	x		4.1461	0.68
Wed	05/08/19	253.09800	1.02608	113	1.6015		x	0.9910	17.22	x		4.1606	0.87
Thu	05/09/19	253.14400	1.02626	114	1.6159		x	0.9766	17.04	x		4.1750	1.05
Fri	05/10/19	253.19000	1.02645	115	1.6304		x	0.9621	16.85	x		4.1895	1.24
Mon	05/13/19	253.32800	1.02701	118	1.6739		x	0.9186	16.29	x		4.2330	1.80
Tue	05/14/19	253.37400	1.02720	119	1.6884		x	0.9041	16.10	x		4.2475	1.99
Wed	05/15/19	253.42000	1.02738	120	1.7028		x	0.8897	15.92	x		4.2619	2.17
Thu	05/16/19	253.46600	1.02757	121	1.7173		x	0.8752	15.73	x		4.2764	2.36
Fri	05/17/19	253.51200	1.02776	122	1.7319		x	0.8606	15.54	x		4.2910	2.55
Mon	05/20/19	253.65000	1.02831	125	1.7754		x	0.8171	14.99	x		4.3345	3.10
Tue	05/21/19	253.69600	1.02850	126	1.7899		x	0.8026	14.80	x		4.3490	3.29
Wed	05/22/19	253.74200	1.02869	127	1.8045		x	0.7880	14.61	x		4.3636	3.48
Thu	05/23/19	253.78800	1.02887	128	1.8190		x	0.7735	14.43	x		4.3781	3.66
Fri	05/24/19	253.83400	1.02906	129	1.8335		x	0.7590	14.24	x		4.3926	3.85
Mon	05/27/19	253.97200	1.02962	132	1.8772		x	0.7153	13.68	x		4.4363	4.41
Tue	05/28/19	254.01800	1.02981	133	1.8918		x	0.7007	13.49	x		4.4509	4.60
Wed	05/29/19	254.06400	1.02999	134	1.9063		x	0.6862	13.31	x		4.4654	4.78
Thu	05/30/19	254.11000	1.03018	135	1.9209		x	0.6716	13.12	x		4.4800	4.97
Fri	05/31/19	254.15600	1.03037	136	1.9355		x	0.6570	12.93	x		4.4946	5.16
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	1.03092	139	1.9793		x	0.6132	12.38	x		4.5384	5.71
Tue	06/04/19	254.33660	1.03110	140	1.9938		x	0.5987	12.20	x		4.5529	5.89
Wed	06/05/19	254.38147	1.03128	141	2.0084		x	0.5841	12.02	x		4.5675	6.07
Thu	06/06/19	254.42633	1.03146	142	2.0230		x	0.5695	11.84	x		4.5821	6.25
Fri	06/07/19	254.47120	1.03164	143	2.0376		x	0.5549	11.66	x		4.5967	6.43
Mon	06/10/19	254.60580	1.03219	146	2.0815		x	0.5110	11.11	x		4.6406	6.98
Tue	06/11/19	254.65067	1.03237	147	2.0961		x	0.4964	10.93	x		4.6552	7.16
Wed	06/12/19	254.69553	1.03255	148	2.1107		x	0.4818	10.75	x		4.6698	7.34
Thu	06/13/19	254.74040	1.03274	149	2.1254		x	0.4671	10.56	x		4.6845	7.53
Fri	06/14/19	254.78527	1.03292	150	2.1400		x	0.4525	10.38	x		4.6991	7.71
Mon	06/17/19	254.91987	1.03346	153	2.1840		x	0.4085	9.84	x		4.7431	8.25
Tue	06/18/19	254.96473	1.03364	154	2.1986		x	0.3939	9.66	x		4.7577	8.43
Wed	06/19/19	255.00960	1.03383	155	2.2133		x	0.3792	9.47	x		4.7724	8.62
Thu	06/20/19	255.05447	1.03401	156	2.2280		x	0.3645	9.29	x		4.7871	8.80
Fri	06/21/19	255.09933	1.03419	157	2.2426		x	0.3499	9.11	x		4.8017	8.98
Mon	06/24/19	255.23393	1.03474	160	2.2867		x	0.3058	8.56	x		4.8458	9.53
Tue	06/25/19	255.27880	1.03492	161	2.3014		x	0.2911	8.38	x		4.8605	9.71
Wed	06/26/19	255.32367	1.03510	162	2.3161		x	0.2764	8.20	x		4.8752	9.89
Thu	06/27/19	255.36853	1.03528	163	2.3308		x	0.2617	8.02	x		4.8899	10.07
Fri	06/28/19	255.41340	1.03546	164	2.3455		x	0.2470	7.84	x		4.9046	10.25
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	1.03601	167	2.3897		x	0.2028	7.29	x		4.9488	10.80
Tue	07/02/19	255.56555	1.03608	168	2.4042		x	0.1883	7.22	x		4.9633	10.87
Wed	07/03/19	255.58310	1.03615	169	2.4186		x	0.1739	7.15	x		4.9777	10.94
Thu	07/04/19	255.60065	1.03622	170	2.4331		x	0.1594	7.08	x		4.9922	11.01
Fri	07/05/19	255.61819	1.03629	171	2.4476		x	0.1449	7.01	x		5.0067	11.08
Mon	07/08/19	255.67084	1.03651	174	2.4911		x	0.1014	6.79	x		5.0502	11.30
Tue	07/09/19	255.68839	1.03658	175	2.5055		x	0.0870	6.72	x		5.0646	11.37
Wed	07/10/19	255.70594	1.03665	176	2.5200		x	0.0725	6.65	x		5.0791	11.44
Thu	07/11/19	255.72348	1.03672	177	2.5345		x	0.0580	6.58	x		5.0936	11.51
Fri	07/12/19	255.74103	1.03679	178	2.5490		x	0.0435	6.51	x		5.1081	11.58
Mon	07/15/19	255.79368	1.03701	0	0.0000			0.0000	6.29	x	x	5.1516	11.80
Tue	07/16/19	255.81123	1.03708	1	0.0141			-0.0141	6.22	x	x	5.1657	11.87
Wed	07/17/19	255.82877	1.03715	2	0.0282			-0.0282	6.15	x	x	5.1798	11.94
Thu	07/18/19	255.84632	1.03722	3	0.0423			-0.0423	6.08	x	x	5.1939	12.01
Fri	07/19/19	255.86387	1.03729	4	0.0564			-0.0564	6.01	x	x	5.2080	12.08
Mon	07/22/19	255.91652	1.03750	7	0.0987			-0.0987	5.80	x	x	5.2503	12.29
Tue	07/23/19	255.93406	1.03757	8	0.1128			-0.1128	5.73	x	x	5.2644	12.36
Wed	07/24/19	255.95161	1.03765	9	0.1269			-0.1269	5.65	x	x	5.2785	12.44
Thu	07/25/19	255.96916	1.03772	10	0.1410			-0.1410	5.58	x	x	5.2926	12.51
Fri	07/26/19	255.98671	1.03779	11	0.1551			-0.1551	5.51	x	x	5.3067	12.58
Mon	07/29/19	256.03935	1.03800	14	0.1974			-0.1974	5.30	x	x	5.3490	12.79
Tue	07/30/19	256.05690	1.03807	15	0.2116			-0.2116	5.23	x	x	5.3632	12.86
Wed	07/31/19	256.07445	1.03814	16	0.2257			-0.2257	5.16	x	x	5.3773	12.93
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	1.03821	17	0.2398			-0.2398	5.09	x	x	5.3914	13.00
Fri	08/02/19	256.09365	1.03822	18	0.2539			-0.2539	5.08	x	x	5.4055	13.01
Mon	08/05/19	256.09858	1.03824	21	0.2962			-0.2962	5.06	x	x	5.4478	13.03
Tue	08/06/19	256.10023	1.03825	22	0.3103			-0.3103	5.05	x	x	5.4619	13.04
Wed	08/07/19	256.10187	1.03825	23	0.3245			-0.3245	5.05	x	x	5.4761	13.04
Thu	08/08/19	256.10352	1.03826	24	0.3386			-0.3386	5.04	x	x	5.4902	13.05
Fri	08/09/19	256.10516	1.03827	25	0.3527			-0.3527	5.03	x	x	5.5043	13.06
Mon	08/12/19	256.11010	1.03829	28	0.3950			-0.3950	5.01	x	x	5.5466	13.08
Tue	08/13/19	256.11174	1.03829	29	0.4091			-0.4091	5.01	x	x	5.5607	13.08
Wed	08/14/19	256.11339	1.03830	30	0.4232			-0.4232	5.00	x	x	5.5748	13.09
Thu	08/15/19	256.11503	1.03831	31	0.4373			-0.4373	4.99	x	x	5.5889	13.10
Fri	08/16/19	256.11668	1.03831	32	0.4514			-0.4514	4.99	x	x	5.6030	13.10
Mon	08/19/19	256.12161	1.03833	35	0.4938			-0.4938	4.97	x	x	5.6454	13.12
Tue	08/20/19	256.12326	1.03834	36	0.5079			-0.5079	4.96	x	x	5.6595	13.13
Wed	08/21/19	256.12490	1.03835	37	0.5220			-0.5220	4.95	x	x	5.6736	13.14
Thu	08/22/19	256.12655	1.03835	38	0.5361			-0.5361	4.95	x	x	5.6877	13.14
Fri	08/23/19	256.12819	1.03836	39	0.5502			-0.5502	4.94	x	x	5.7018	13.15
Mon	08/26/19	256.13313	1.03838	42	0.5926			-0.5926	4.92	x	x	5.7442	13.17
Tue	08/27/19	256.13477	1.03839	43	0.6067			-0.6067	4.91	x	x	5.7583	13.18
Wed	08/28/19	256.13642	1.03839	44	0.6208			-0.6208	4.91	x	x	5.7724	13.18
Thu	08/29/19	256.13806	1.03840	45	0.6349			-0.6349	4.90	x	x	5.7865	13.19
Fri	08/30/19	256.13971	1.03841	46	0.6490			-0.6490	4.89	x	x	5.8006	13.20
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	09/02/19	256.15727	1.03848	49	0.6914			-0.6914	4.82	x	x	5.8430	13.27
Tue	09/03/19	256.17153	1.03854	50	0.7055			-0.7055	4.76	x	x	5.8571	13.33
Wed	09/04/19	256.18580	1.03860	51	0.7197			-0.7197	4.70	x	x	5.8713	13.39
Thu	09/05/19	256.20007	1.03865	52	0.7338			-0.7338	4.65	x	x	5.8854	13.44
Fri	09/06/19	256.21433	1.03871	53	0.7480			-0.7480	4.59	x	x	5.8996	13.50
Mon	09/09/19	256.25713	1.03888	56	0.7905			-0.7905	4.42	x	x	5.9421	13.67
Tue	09/10/19	256.27140	1.03894	57	0.8046			-0.8046	4.36	x	x	5.9562	13.73
Wed	09/11/19	256.28567	1.03900	58	0.8188			-0.8188	4.30	x	x	5.9704	13.79
Thu	09/12/19	256.29993	1.03906	59	0.8329			-0.8329	4.24	x	x	5.9845	13.85
Fri	09/13/19	256.31420	1.03912	60	0.8471			-0.8471	4.18	x	x	5.9987	13.91
Mon	09/16/19	256.35700	1.03929	63	0.8896			-0.8896	4.01	x	x	6.0412	14.08
Tue	09/17/19	256.37127	1.03935	64	0.9038			-0.9038	3.95	x	x	6.0554	14.14
Wed	09/18/19	256.38553	1.03940	65	0.9179			-0.9179	3.90	x	x	6.0695	14.19
Thu	09/19/19	256.39980	1.03946	66	0.9321			-0.9321	3.84	x	x	6.0837	14.25
Fri	09/20/19	256.41407	1.03952	67	0.9463			-0.9463	3.78	x	x	6.0979	14.31
Mon	09/23/19	256.45687	1.03969	70	0.9888			-0.9888	3.61	x	x	6.1404	14.48
Tue	09/24/19	256.47113	1.03975	71	1.0030			-1.0030	3.55	x	x	6.1546	14.54
Wed	09/25/19	256.48540	1.03981	72	1.0172			-1.0172	3.49	x	x	6.1688	14.60
Thu	09/26/19	256.49967	1.03987	73	1.0314			-1.0314	3.43	x	x	6.1830	14.66
Fri	09/27/19	256.51393	1.03993	74	1.0456			-1.0456	3.37	x	x	6.1972	14.72
Mon	09/30/19	256.55673	1.04010	77	1.0881			-1.0881	3.20	x	x	6.2397	14.89
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	1.04016	78	1.1023			-1.1023	3.14	x	x	6.2539	14.95
Wed	10/02/19	256.57058	1.04016	79	1.1165			-1.1165	3.14	x	x	6.2681	14.95
Thu	10/03/19	256.57016	1.04015	80	1.1306			-1.1306	3.15	x	x	6.2822	14.94
Fri	10/04/19	256.56974	1.04015	81	1.1447			-1.1447	3.15	x	x	6.2963	14.94
Mon	10/07/19	256.56848	1.04015	84	1.1871			-1.1871	3.15	x	x	6.3387	14.94
Tue	10/08/19	256.56806	1.04014	85	1.2012			-1.2012	3.16	x	x	6.3528	14.93
Wed	10/09/19	256.56765	1.04014	86	1.2154			-1.2154	3.16	x	x	6.3670	14.93
Thu	10/10/19	256.56723	1.04014	87	1.2295			-1.2295	3.16	x	x	6.3811	14.93
Fri	10/11/19	256.56681	1.04014	88	1.2436			-1.2436	3.16	x	x	6.3952	14.93
Mon	10/14/19	256.56555	1.04013	91	1.2860			-1.2860	3.17	x	x	6.4376	14.92
Tue	10/15/19	256.56513	1.04013	92	1.3002			-1.3002	3.17	x	x	6.4518	14.92
Wed	10/16/19	256.56471	1.04013	93	1.3143			-1.3143	3.17	x	x	6.4659	14.92
Thu	10/17/19	256.56429	1.04013	94	1.3284			-1.3284	3.17	x	x	6.4800	14.92
Fri	10/18/19	256.56387	1.04013	95	1.3426			-1.3426	3.17	x	x	6.4942	14.92
Mon	10/21/19	256.56261	1.04012	98	1.3849			-1.3849	3.18	x	x	6.5365	14.91
Tue	10/22/19	256.56219	1.04012	99	1.3991			-1.3991	3.18	x	x	6.5507	14.91
Wed	10/23/19	256.56177	1.04012	100	1.4132			-1.4132	3.18	x	x	6.5648	14.91
Thu	10/24/19	256.56135	1.04012	101	1.4273			-1.4273	3.18	x	x	6.5789	14.91
Fri	10/25/19	256.56094	1.04012	102	1.4415			-1.4415	3.18	x	x	6.5931	14.91
Mon	10/28/19	256.55968	1.04011	105	1.4839			-1.4839	3.19	x	x	6.6355	14.90
Tue	10/29/19	256.55926	1.04011	106	1.4980			-1.4980	3.19	x	x	6.6496	14.90
Wed	10/30/19	256.55884	1.04011	107	1.5121			-1.5121	3.19	x	x	6.6637	14.90
Thu	10/31/19	256.55842	1.04011	108	1.5262			-1.5262	3.19	x	x	6.6778	14.90
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	1.04010	109	1.5404			-1.5404	3.20	x	x	6.6920	14.89
Mon	11/04/19	256.57810	1.04019	112	1.5829			-1.5829	3.11	x	x	6.7345	14.98
Tue	11/05/19	256.58480	1.04021	113	1.5971			-1.5971	3.09	x	x	6.7487	15.00
Wed	11/06/19	256.59150	1.04024	114	1.6112			-1.6112	3.06	x	x	6.7628	15.03
Thu	11/07/19	256.59820	1.04027	115	1.6254			-1.6254	3.03	x	x	6.7770	15.06
Fri	11/08/19	256.60490	1.04029	116	1.6396			-1.6396	3.01	x	x	6.7912	15.08
Mon	11/11/19	256.62500	1.04038	119	1.6821			-1.6821	2.92	x	x	6.8337	15.17
Tue	11/12/19	256.63170	1.04040	120	1.6963			-1.6963	2.90	x	x	6.8479	15.19
Wed	11/13/19	256.63840	1.04043	121	1.7105			-1.7105	2.87	x	x	6.8621	15.22
Thu	11/14/19	256.64510	1.04046	122	1.7247			-1.7247	2.84	x	x	6.8763	15.25
Fri	11/15/19	256.65180	1.04048	123	1.7388			-1.7388	2.82	x	x	6.8904	15.27
Mon	11/18/19	256.67190	1.04057	126	1.7814			-1.7814	2.73	x	x	6.9330	15.36
Tue	11/19/19	256.67860	1.04059	127	1.7956			-1.7956	2.71	x	x	6.9472	15.38
Wed	11/20/19	256.68530	1.04062	128	1.8098			-1.8098	2.68	x	x	6.9614	15.41
Thu	11/21/19	256.69200	1.04065	129	1.8240			-1.8240	2.65	x	x	6.9756	15.44
Fri	11/22/19	256.69870	1.04067	130	1.8381			-1.8381	2.63	x	x	6.9897	15.46
Mon	11/25/19	256.71880	1.04076	133	1.8807			-1.8807	2.54	x	x	7.0323	15.55
Tue	11/26/19	256.72550	1.04078	134	1.8949			-1.8949	2.52	x	x	7.0465	15.57
Wed	11/27/19	256.73220	1.04081	135	1.9091			-1.9091	2.49	x	x	7.0607	15.60
Thu	11/28/19	256.73890	1.04084	136	1.9233			-1.9233	2.46	x	x	7.0749	15.63
Fri	11/29/19	256.74560	1.04086	137	1.9375			-1.9375	2.44	x	x	7.0891	15.65
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	1.04100	140	1.9802			-1.9802	2.30	x	x	7.1318	15.79
Tue	12/03/19	256.79687	1.04107	141	1.9944			-1.9944	2.23	x	x	7.1460	15.86
Wed	12/04/19	256.81581	1.04115	142	2.0087			-2.0087	2.15	x	x	7.1603	15.94
Thu	12/05/19	256.83474	1.04123	143	2.0230			-2.0230	2.07	x	x	7.1746	16.02
Fri	12/06/19	256.85368	1.04130	144	2.0373			-2.0373	2.00	x	x	7.1889	16.09
Mon	12/09/19	256.91048	1.04153	147	2.0802			-2.0802	1.77	x	x	7.2318	16.32
Tue	12/10/19	256.92942	1.04161	148	2.0945			-2.0945	1.69	x	x	7.2461	16.40
Wed	12/11/19	256.94835	1.04169	149	2.1089			-2.1089	1.61	x	x	7.2605	16.48
Thu	12/12/19	256.96729	1.04176	150	2.1232			-2.1232	1.54	x	x	7.2748	16.55
Fri	12/13/19	256.98623	1.04184	151	2.1375			-2.1375	1.46	x	x	7.2891	16.63
Mon	12/16/19	257.04303	1.04207	154	2.1804			-2.1804	1.23	x	x	7.3320	16.86
Tue	12/17/19	257.06197	1.04215	155	2.1947			-2.1947	1.15	x	x	7.3463	16.94
Wed	12/18/19	257.08090	1.04222	156	2.2091			-2.2091	1.08	x	x	7.3607	17.01
Thu	12/19/19	257.09984	1.04230	157	2.2234			-2.2234	1.00	x	x	7.3750	17.09
Fri	12/20/19	257.11877	1.04238	158	2.2377			-2.2377	0.92	x	x	7.3893	17.17
Mon	12/23/19	257.17558	1.04261	161	2.2807			-2.2807	0.69	x	x	7.4323	17.40
Tue	12/24/19	257.19452	1.04268	162	2.2950			-2.2950	0.62	x	x	7.4466	17.47
Wed	12/25/19	257.21345	1.04276	163	2.3094			-2.3094	0.54	x	x	7.4610	17.55
Thu	12/26/19	257.23239	1.04284	164	2.3237			-2.3237	0.46	x	x	7.4753	17.63
Fri	12/27/19	257.25132	1.04291	165	2.3380			-2.3380	0.39	x	x	7.4896	17.70
Mon	12/30/19	257.30813	1.04315	168	2.3811			-2.3811	0.15	x	x	7.5327	17.94
Tue	12/31/19	257.32706	1.04322	169	2.3954			-2.3954	0.08	x	x	7.5470	18.01
Wed	01/01/20	257.34600	1.04330

Generated 12/11/19 09:31