VBA write output from immediate window to text file

I need to find the first 20,000 random numbers generated by RND -1. I have written the following code, which allows me to see those numbers in the Immediate Window:

Sub xx()
Dim i As Long
Rnd -1
For i = 1 To 20000
Debug.Print Rnd
Next i
End Sub

However, only the last 199 lines are stored there for me to copy and paste. How can I write the output to a text file instead?

Many thanks