0.625% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2032

Interest and OID per $1,000 Face Value for 2024 (until 05/01/24)

CUSIP Number	91282CEZ0	Interest 01/15/24 (184 days)	$3.3062
Dated Date	July 15, 2022	Interest 07/15/24 (182 days)
Ref CPI on Dated Date	290.54829
Original Issue Date	July 29, 2022

						Purchased on Settelment Date & held to 05/01/24				Held on 01/01/24 & 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
Mon	01/01/24	307.67100	1.05893	170	3.0574	x		0.2488	9.14			3.0574	0.00
Tue	01/02/24	307.65100	1.05886	171	3.0752	x		0.2310	9.21			3.0752	-0.07
Wed	01/03/24	307.63100	1.05879	172	3.0929	x		0.2133	9.28			3.0929	-0.14
Thu	01/04/24	307.61100	1.05873	173	3.1107	x		0.1955	9.34			3.1107	-0.20
Fri	01/05/24	307.59100	1.05866	174	3.1285	x		0.1777	9.41			3.1285	-0.27
Mon	01/08/24	307.53100	1.05845	177	3.1818	x		0.1244	9.62			3.1818	-0.48
Tue	01/09/24	307.51100	1.05838	178	3.1996	x		0.1066	9.69			3.1996	-0.55
Wed	01/10/24	307.49100	1.05831	179	3.2173	x		0.0889	9.76			3.2173	-0.62
Thu	01/11/24	307.47100	1.05824	180	3.2351	x		0.0711	9.83			3.2351	-0.69
Fri	01/12/24	307.45100	1.05818	181	3.2529	x		0.0533	9.89			3.2529	-0.75
Mon	01/15/24	307.39100	1.05797	0	0.0000			0.0000	10.10	x		3.3062	-0.96
Tue	01/16/24	307.37100	1.05790	1	0.0182			-0.0182	10.17	x		3.3244	-1.03
Wed	01/17/24	307.35100	1.05783	2	0.0363			-0.0363	10.24	x		3.3425	-1.10
Thu	01/18/24	307.33100	1.05776	3	0.0545			-0.0545	10.31	x		3.3607	-1.17
Fri	01/19/24	307.31100	1.05769	4	0.0726			-0.0726	10.38	x		3.3788	-1.24
Mon	01/22/24	307.25100	1.05749	7	0.1271			-0.1271	10.58	x		3.4333	-1.44
Tue	01/23/24	307.23100	1.05742	8	0.1453			-0.1453	10.65	x		3.4515	-1.51
Wed	01/24/24	307.21100	1.05735	9	0.1634			-0.1634	10.72	x		3.4696	-1.58
Thu	01/25/24	307.19100	1.05728	10	0.1815			-0.1815	10.79	x		3.4877	-1.65
Fri	01/26/24	307.17100	1.05721	11	0.1997			-0.1997	10.86	x		3.5059	-1.72
Mon	01/29/24	307.11100	1.05701	14	0.2541			-0.2541	11.06	x		3.5603	-1.92
Tue	01/30/24	307.09100	1.05694	15	0.2722			-0.2722	11.13	x		3.5784	-1.99
Wed	01/31/24	307.07100	1.05687	16	0.2903			-0.2903	11.20	x		3.5965	-2.06
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	02/01/24	307.05100	1.05680	17	0.3085			-0.3085	11.27	x		3.6147	-2.13
Fri	02/02/24	307.04048	1.05676	18	0.3266			-0.3266	11.31	x		3.6328	-2.17
Mon	02/05/24	307.00893	1.05665	21	0.3810			-0.3810	11.42	x		3.6872	-2.28
Tue	02/06/24	306.99841	1.05662	22	0.3991			-0.3991	11.45	x		3.7053	-2.31
Wed	02/07/24	306.98790	1.05658	23	0.4173			-0.4173	11.49	x		3.7235	-2.35
Thu	02/08/24	306.97738	1.05655	24	0.4354			-0.4354	11.52	x		3.7416	-2.38
Fri	02/09/24	306.96686	1.05651	25	0.4535			-0.4535	11.56	x		3.7597	-2.42
Mon	02/12/24	306.93531	1.05640	28	0.5079			-0.5079	11.67	x		3.8141	-2.53
Tue	02/13/24	306.92479	1.05636	29	0.5260			-0.5260	11.71	x		3.8322	-2.57
Wed	02/14/24	306.91428	1.05633	30	0.5441			-0.5441	11.74	x		3.8503	-2.60
Thu	02/15/24	306.90376	1.05629	31	0.5622			-0.5622	11.78	x		3.8684	-2.64
Fri	02/16/24	306.89324	1.05626	32	0.5804			-0.5804	11.81	x		3.8866	-2.67
Mon	02/19/24	306.86169	1.05615	35	0.6347			-0.6347	11.92	x		3.9409	-2.78
Tue	02/20/24	306.85117	1.05611	36	0.6528			-0.6528	11.96	x		3.9590	-2.82
Wed	02/21/24	306.84066	1.05607	37	0.6709			-0.6709	12.00	x		3.9771	-2.86
Thu	02/22/24	306.83014	1.05604	38	0.6890			-0.6890	12.03	x		3.9952	-2.89
Fri	02/23/24	306.81962	1.05600	39	0.7071			-0.7071	12.07	x		4.0133	-2.93
Mon	02/26/24	306.78807	1.05589	42	0.7615			-0.7615	12.18	x		4.0677	-3.04
Tue	02/27/24	306.77755	1.05586	43	0.7796			-0.7796	12.21	x		4.0858	-3.07
Wed	02/28/24	306.76703	1.05582	44	0.7977			-0.7977	12.25	x		4.1039	-3.11
Thu	02/29/24	306.75652	1.05578	45	0.8158			-0.8158	12.29	x		4.1220	-3.15
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	03/01/24	306.74600	1.05575	46	0.8339			-0.8339	12.32	x		4.1401	-3.18
Mon	03/04/24	306.90771	1.05631	49	0.8887			-0.8887	11.76	x		4.1949	-2.62
Tue	03/05/24	306.96161	1.05649	50	0.9070			-0.9070	11.58	x		4.2132	-2.44
Wed	03/06/24	307.01552	1.05668	51	0.9253			-0.9253	11.39	x		4.2315	-2.25
Thu	03/07/24	307.06942	1.05686	52	0.9436			-0.9436	11.21	x		4.2498	-2.07
Fri	03/08/24	307.12332	1.05705	53	0.9619			-0.9619	11.02	x		4.2681	-1.88
Mon	03/11/24	307.28503	1.05760	56	1.0169			-1.0169	10.47	x		4.3231	-1.33
Tue	03/12/24	307.33894	1.05779	57	1.0353			-1.0353	10.28	x		4.3415	-1.14
Wed	03/13/24	307.39284	1.05798	58	1.0536			-1.0536	10.09	x		4.3598	-0.95
Thu	03/14/24	307.44674	1.05816	59	1.0720			-1.0720	9.91	x		4.3782	-0.77
Fri	03/15/24	307.50065	1.05835	60	1.0903			-1.0903	9.72	x		4.3965	-0.58
Mon	03/18/24	307.66235	1.05890	63	1.1454			-1.1454	9.17	x		4.4516	-0.03
Tue	03/19/24	307.71626	1.05909	64	1.1638			-1.1638	8.98	x		4.4700	0.16
Wed	03/20/24	307.77016	1.05927	65	1.1822			-1.1822	8.80	x		4.4884	0.34
Thu	03/21/24	307.82406	1.05946	66	1.2006			-1.2006	8.61	x		4.5068	0.53
Fri	03/22/24	307.87797	1.05964	67	1.2190			-1.2190	8.43	x		4.5252	0.71
Mon	03/25/24	308.03968	1.06020	70	1.2743			-1.2743	7.87	x		4.5805	1.27
Tue	03/26/24	308.09358	1.06039	71	1.2927			-1.2927	7.68	x		4.5989	1.46
Wed	03/27/24	308.14748	1.06057	72	1.3111			-1.3111	7.50	x		4.6173	1.64
Thu	03/28/24	308.20139	1.06076	73	1.3296			-1.3296	7.31	x		4.6358	1.83
Fri	03/29/24	308.25529	1.06094	74	1.3480			-1.3480	7.13	x		4.6542	2.01
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	04/01/24	308.41700	1.06150	77	1.4034			-1.4034	6.57	x		4.7096	2.57
Tue	04/02/24	308.48063	1.06172	78	1.4219			-1.4219	6.35	x		4.7281	2.79
Wed	04/03/24	308.54427	1.06194	79	1.4405			-1.4405	6.13	x		4.7467	3.01
Thu	04/04/24	308.60790	1.06216	80	1.4590			-1.4590	5.91	x		4.7652	3.23
Fri	04/05/24	308.67153	1.06238	81	1.4776			-1.4776	5.69	x		4.7838	3.45
Mon	04/08/24	308.86243	1.06303	84	1.5332			-1.5332	5.04	x		4.8394	4.10
Tue	04/09/24	308.92607	1.06325	85	1.5518			-1.5518	4.82	x		4.8580	4.32
Wed	04/10/24	308.98970	1.06347	86	1.5704			-1.5704	4.60	x		4.8766	4.54
Thu	04/11/24	309.05333	1.06369	87	1.5890			-1.5890	4.38	x		4.8952	4.76
Fri	04/12/24	309.11697	1.06391	88	1.6076			-1.6076	4.16	x		4.9138	4.98
Mon	04/15/24	309.30787	1.06457	91	1.6634			-1.6634	3.50	x		4.9696	5.64
Tue	04/16/24	309.37150	1.06479	92	1.6820			-1.6820	3.28	x		4.9882	5.86
Wed	04/17/24	309.43513	1.06500	93	1.7006			-1.7006	3.07	x		5.0068	6.07
Thu	04/18/24	309.49877	1.06522	94	1.7193			-1.7193	2.85	x		5.0255	6.29
Fri	04/19/24	309.56240	1.06544	95	1.7379			-1.7379	2.63	x		5.0441	6.51
Mon	04/22/24	309.75330	1.06610	98	1.7939			-1.7939	1.97	x		5.1001	7.17
Tue	04/23/24	309.81693	1.06632	99	1.8126			-1.8126	1.75	x		5.1188	7.39
Wed	04/24/24	309.88057	1.06654	100	1.8313			-1.8313	1.53	x		5.1375	7.61
Thu	04/25/24	309.94420	1.06676	101	1.8500			-1.8500	1.31	x		5.1562	7.83
Fri	04/26/24	310.00783	1.06698	102	1.8687			-1.8687	1.09	x		5.1749	8.05
Mon	04/29/24	310.19873	1.06763	105	1.9248			-1.9248	0.44	x		5.2310	8.70
Tue	04/30/24	310.26237	1.06785	106	1.9435			-1.9435	0.22	x		5.2497	8.92
Wed	05/01/24	310.32600	1.06807	107	1.9623			-1.9623	0.00	x		5.2685	9.14

Generated 03/12/24 08:49