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

Interest and OID per $1,000 Face Value for 2023 (until 07/01/23)

CUSIP Number	912810RW0	Interest 02/15/23 (184 days)	$5.3874
Dated Date	February 15, 2017	Interest 08/15/23 (181 days)
Ref CPI on Dated Date	241.39250
Original Issue Date	February 28, 2017

						Purchased on Settelment Date & held to 07/01/23				Held on 01/01/23 & 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
Sun	01/01/23	298.01200	1.23455	139	4.0802	x		1.3072	22.17			4.0802	0.00
Mon	01/02/23	298.00229	1.23451	140	4.1094	x		1.2780	22.21			4.1094	-0.04
Tue	01/03/23	297.99258	1.23447	141	4.1387	x		1.2487	22.25			4.1387	-0.08
Wed	01/04/23	297.98287	1.23443	142	4.1679	x		1.2195	22.29			4.1679	-0.12
Thu	01/05/23	297.97316	1.23439	143	4.1971	x		1.1903	22.33			4.1971	-0.16
Fri	01/06/23	297.96345	1.23435	144	4.2263	x		1.1611	22.37			4.2263	-0.20
Mon	01/09/23	297.93432	1.23423	147	4.3139	x		1.0735	22.49			4.3139	-0.32
Tue	01/10/23	297.92461	1.23419	148	4.3431	x		1.0443	22.53			4.3431	-0.36
Wed	01/11/23	297.91490	1.23415	149	4.3723	x		1.0151	22.57			4.3723	-0.40
Thu	01/12/23	297.90519	1.23411	150	4.4015	x		0.9859	22.61			4.4015	-0.44
Fri	01/13/23	297.89548	1.23407	151	4.4307	x		0.9567	22.65			4.4307	-0.48
Mon	01/16/23	297.86635	1.23395	154	4.5183	x		0.8691	22.77			4.5183	-0.60
Tue	01/17/23	297.85665	1.23391	155	4.5475	x		0.8399	22.81			4.5475	-0.64
Wed	01/18/23	297.84694	1.23387	156	4.5767	x		0.8107	22.85			4.5767	-0.68
Thu	01/19/23	297.83723	1.23383	157	4.6059	x		0.7815	22.89			4.6059	-0.72
Fri	01/20/23	297.82752	1.23379	158	4.6351	x		0.7523	22.93			4.6351	-0.76
Mon	01/23/23	297.79839	1.23367	161	4.7226	x		0.6648	23.05			4.7226	-0.88
Tue	01/24/23	297.78868	1.23363	162	4.7518	x		0.6356	23.09			4.7518	-0.92
Wed	01/25/23	297.77897	1.23359	163	4.7810	x		0.6064	23.13			4.7810	-0.96
Thu	01/26/23	297.76926	1.23355	164	4.8102	x		0.5772	23.17			4.8102	-1.00
Fri	01/27/23	297.75955	1.23351	165	4.8393	x		0.5481	23.21			4.8393	-1.04
Mon	01/30/23	297.73042	1.23339	168	4.9269	x		0.4605	23.33			4.9269	-1.16
Tue	01/31/23	297.72071	1.23335	169	4.9560	x		0.4314	23.37			4.9560	-1.20
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	02/01/23	297.71100	1.23331	170	4.9852	x		0.4022	23.41			4.9852	-1.24
Thu	02/02/23	297.67836	1.23317	171	5.0139	x		0.3735	23.55			5.0139	-1.38
Fri	02/03/23	297.64571	1.23304	172	5.0427	x		0.3447	23.68			5.0427	-1.51
Mon	02/06/23	297.54779	1.23263	175	5.1290	x		0.2584	24.09			5.1290	-1.92
Tue	02/07/23	297.51514	1.23250	176	5.1577	x		0.2297	24.22			5.1577	-2.05
Wed	02/08/23	297.48250	1.23236	177	5.1865	x		0.2009	24.36			5.1865	-2.19
Thu	02/09/23	297.44986	1.23222	178	5.2152	x		0.1722	24.50			5.2152	-2.33
Fri	02/10/23	297.41721	1.23209	179	5.2439	x		0.1435	24.63			5.2439	-2.46
Mon	02/13/23	297.31929	1.23168	182	5.3300	x		0.0574	25.04			5.3300	-2.87
Tue	02/14/23	297.28664	1.23155	183	5.3587	x		0.0287	25.17			5.3587	-3.00
Wed	02/15/23	297.25400	1.23141	0	0.0000			0.0000	25.31	x		5.3874	-3.14
Thu	02/16/23	297.22136	1.23128	1	0.0298			-0.0298	25.44	x		5.4172	-3.27
Fri	02/17/23	297.18871	1.23114	2	0.0595			-0.0595	25.58	x		5.4469	-3.41
Mon	02/20/23	297.09079	1.23074	5	0.1487			-0.1487	25.98	x		5.5361	-3.81
Tue	02/21/23	297.05814	1.23060	6	0.1785			-0.1785	26.12	x		5.5659	-3.95
Wed	02/22/23	297.02550	1.23047	7	0.2082			-0.2082	26.25	x		5.5956	-4.08
Thu	02/23/23	296.99286	1.23033	8	0.2379			-0.2379	26.39	x		5.6253	-4.22
Fri	02/24/23	296.96021	1.23020	9	0.2676			-0.2676	26.52	x		5.6550	-4.35
Mon	02/27/23	296.86229	1.22979	12	0.3567			-0.3567	26.93	x		5.7441	-4.76
Tue	02/28/23	296.82964	1.22966	13	0.3864			-0.3864	27.06	x		5.7738	-4.89
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	03/01/23	296.79700	1.22952	14	0.4161			-0.4161	27.20	x		5.8035	-5.03
Thu	03/02/23	296.87355	1.22984	15	0.4459			-0.4459	26.88	x		5.8333	-4.71
Fri	03/03/23	296.95010	1.23015	16	0.4757			-0.4757	26.57	x		5.8631	-4.40
Mon	03/06/23	297.17974	1.23111	19	0.5654			-0.5654	25.61	x		5.9528	-3.44
Tue	03/07/23	297.25629	1.23142	20	0.5953			-0.5953	25.30	x		5.9827	-3.13
Wed	03/08/23	297.33284	1.23174	21	0.6252			-0.6252	24.98	x		6.0126	-2.81
Thu	03/09/23	297.40939	1.23206	22	0.6552			-0.6552	24.66	x		6.0426	-2.49
Fri	03/10/23	297.48594	1.23237	23	0.6851			-0.6851	24.35	x		6.0725	-2.18
Mon	03/13/23	297.71558	1.23333	26	0.7751			-0.7751	23.39	x		6.1625	-1.22
Tue	03/14/23	297.79213	1.23364	27	0.8051			-0.8051	23.08	x		6.1925	-0.91
Wed	03/15/23	297.86868	1.23396	28	0.8351			-0.8351	22.76	x		6.2225	-0.59
Thu	03/16/23	297.94523	1.23428	29	0.8652			-0.8652	22.44	x		6.2526	-0.27
Fri	03/17/23	298.02177	1.23459	30	0.8952			-0.8952	22.13	x		6.2826	0.04
Mon	03/20/23	298.25142	1.23555	33	0.9855			-0.9855	21.17	x		6.3729	1.00
Tue	03/21/23	298.32797	1.23586	34	1.0157			-1.0157	20.86	x		6.4031	1.31
Wed	03/22/23	298.40452	1.23618	35	1.0458			-1.0458	20.54	x		6.4332	1.63
Thu	03/23/23	298.48106	1.23650	36	1.0760			-1.0760	20.22	x		6.4634	1.95
Fri	03/24/23	298.55761	1.23681	37	1.1061			-1.1061	19.91	x		6.4935	2.26
Mon	03/27/23	298.78726	1.23777	40	1.1967			-1.1967	18.95	x		6.5841	3.22
Tue	03/28/23	298.86381	1.23808	41	1.2270			-1.2270	18.64	x		6.6144	3.53
Wed	03/29/23	298.94035	1.23840	42	1.2572			-1.2572	18.32	x		6.6446	3.85
Thu	03/30/23	299.01690	1.23872	43	1.2875			-1.2875	18.00	x		6.6749	4.17
Fri	03/31/23	299.09345	1.23903	44	1.3178			-1.3178	17.69	x		6.7052	4.48
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	04/03/23	299.28133	1.23981	47	1.4085			-1.4085	16.91	x		6.7959	5.26
Tue	04/04/23	299.33700	1.24004	48	1.4387			-1.4387	16.68	x		6.8261	5.49
Wed	04/05/23	299.39267	1.24027	49	1.4690			-1.4690	16.45	x		6.8564	5.72
Thu	04/06/23	299.44833	1.24050	50	1.4992			-1.4992	16.22	x		6.8866	5.95
Fri	04/07/23	299.50400	1.24073	51	1.5295			-1.5295	15.99	x		6.9169	6.18
Mon	04/10/23	299.67100	1.24143	54	1.6204			-1.6204	15.29	x		7.0078	6.88
Tue	04/11/23	299.72667	1.24166	55	1.6507			-1.6507	15.06	x		7.0381	7.11
Wed	04/12/23	299.78233	1.24189	56	1.6810			-1.6810	14.83	x		7.0684	7.34
Thu	04/13/23	299.83800	1.24212	57	1.7113			-1.7113	14.60	x		7.0987	7.57
Fri	04/14/23	299.89367	1.24235	58	1.7417			-1.7417	14.37	x		7.1291	7.80
Mon	04/17/23	300.06067	1.24304	61	1.8328			-1.8328	13.68	x		7.2202	8.49
Tue	04/18/23	300.11633	1.24327	62	1.8632			-1.8632	13.45	x		7.2506	8.72
Wed	04/19/23	300.17200	1.24350	63	1.8936			-1.8936	13.22	x		7.2810	8.95
Thu	04/20/23	300.22767	1.24373	64	1.9240			-1.9240	12.99	x		7.3114	9.18
Fri	04/21/23	300.28333	1.24396	65	1.9544			-1.9544	12.76	x		7.3418	9.41
Mon	04/24/23	300.45033	1.24465	68	2.0458			-2.0458	12.07	x		7.4332	10.10
Tue	04/25/23	300.50600	1.24489	69	2.0762			-2.0762	11.83	x		7.4636	10.34
Wed	04/26/23	300.56167	1.24512	70	2.1067			-2.1067	11.60	x		7.4941	10.57
Thu	04/27/23	300.61733	1.24535	71	2.1372			-2.1372	11.37	x		7.5246	10.80
Fri	04/28/23	300.67300	1.24558	72	2.1677			-2.1677	11.14	x		7.5551	11.03
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	05/01/23	300.84000	1.24627	75	2.2593			-2.2593	10.45	x		7.6467	11.72
Tue	05/02/23	300.87213	1.24640	76	2.2897			-2.2897	10.32	x		7.6771	11.85
Wed	05/03/23	300.90426	1.24654	77	2.3200			-2.3200	10.18	x		7.7074	11.99
Thu	05/04/23	300.93639	1.24667	78	2.3504			-2.3504	10.05	x		7.7378	12.12
Fri	05/05/23	300.96852	1.24680	79	2.3808			-2.3808	9.92	x		7.7682	12.25
Mon	05/08/23	301.06490	1.24720	82	2.4720			-2.4720	9.52	x		7.8594	12.65
Tue	05/09/23	301.09703	1.24733	83	2.5024			-2.5024	9.39	x		7.8898	12.78
Wed	05/10/23	301.12916	1.24747	84	2.5328			-2.5328	9.25	x		7.9202	12.92
Thu	05/11/23	301.16129	1.24760	85	2.5633			-2.5633	9.12	x		7.9507	13.05
Fri	05/12/23	301.19342	1.24773	86	2.5937			-2.5937	8.99	x		7.9811	13.18
Mon	05/15/23	301.28981	1.24813	89	2.6850			-2.6850	8.59	x		8.0724	13.58
Tue	05/16/23	301.32194	1.24827	90	2.7155			-2.7155	8.45	x		8.1029	13.72
Wed	05/17/23	301.35406	1.24840	91	2.7460			-2.7460	8.32	x		8.1334	13.85
Thu	05/18/23	301.38619	1.24853	92	2.7764			-2.7764	8.19	x		8.1638	13.98
Fri	05/19/23	301.41832	1.24866	93	2.8069			-2.8069	8.06	x		8.1943	14.11
Mon	05/22/23	301.51471	1.24906	96	2.8984			-2.8984	7.66	x		8.2858	14.51
Tue	05/23/23	301.54684	1.24920	97	2.9289			-2.9289	7.52	x		8.3163	14.65
Wed	05/24/23	301.57897	1.24933	98	2.9594			-2.9594	7.39	x		8.3468	14.78
Thu	05/25/23	301.61110	1.24946	99	2.9899			-2.9899	7.26	x		8.3773	14.91
Fri	05/26/23	301.64323	1.24960	100	3.0204			-3.0204	7.12	x		8.4078	15.05
Mon	05/29/23	301.73961	1.25000	103	3.1121			-3.1121	6.72	x		8.4995	15.45
Tue	05/30/23	301.77174	1.25013	104	3.1426			-3.1426	6.59	x		8.5300	15.58
Wed	05/31/23	301.80387	1.25026	105	3.1731			-3.1731	6.46	x		8.5605	15.71
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	06/01/23	301.83600	1.25040	106	3.2037			-3.2037	6.32	x		8.5911	15.85
Fri	06/02/23	301.88690	1.25061	107	3.2345			-3.2345	6.11	x		8.6219	16.06
Mon	06/05/23	302.03960	1.25124	110	3.3268			-3.3268	5.48	x		8.7142	16.69
Tue	06/06/23	302.09050	1.25145	111	3.3577			-3.3577	5.27	x		8.7451	16.90
Wed	06/07/23	302.14140	1.25166	112	3.3885			-3.3885	5.06	x		8.7759	17.11
Thu	06/08/23	302.19230	1.25187	113	3.4193			-3.4193	4.85	x		8.8067	17.32
Fri	06/09/23	302.24320	1.25208	114	3.4501			-3.4501	4.64	x		8.8375	17.53
Mon	06/12/23	302.39590	1.25271	117	3.5427			-3.5427	4.01	x		8.9301	18.16
Tue	06/13/23	302.44680	1.25293	118	3.5736			-3.5736	3.79	x		8.9610	18.38
Wed	06/14/23	302.49770	1.25314	119	3.6045			-3.6045	3.58	x		8.9919	18.59
Thu	06/15/23	302.54860	1.25335	120	3.6354			-3.6354	3.37	x		9.0228	18.80
Fri	06/16/23	302.59950	1.25356	121	3.6663			-3.6663	3.16	x		9.0537	19.01
Mon	06/19/23	302.75220	1.25419	124	3.7591			-3.7591	2.53	x		9.1465	19.64
Tue	06/20/23	302.80310	1.25440	125	3.7901			-3.7901	2.32	x		9.1775	19.85
Wed	06/21/23	302.85400	1.25461	126	3.8210			-3.8210	2.11	x		9.2084	20.06
Thu	06/22/23	302.90490	1.25482	127	3.8520			-3.8520	1.90	x		9.2394	20.27
Fri	06/23/23	302.95580	1.25503	128	3.8830			-3.8830	1.69	x		9.2704	20.48
Mon	06/26/23	303.10850	1.25567	131	3.9760			-3.9760	1.05	x		9.3634	21.12
Tue	06/27/23	303.15940	1.25588	132	4.0070			-4.0070	0.84	x		9.3944	21.33
Wed	06/28/23	303.21030	1.25609	133	4.0381			-4.0381	0.63	x		9.4255	21.54
Thu	06/29/23	303.26120	1.25630	134	4.0691			-4.0691	0.42	x		9.4565	21.75
Fri	06/30/23	303.31210	1.25651	135	4.1001			-4.1001	0.21	x		9.4875	21.96
Sat	07/01/23	303.36300	1.25672	136	4.1312			-4.1312	0.00	x		9.5186	22.17

Generated 05/10/23 08:50