2.125% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2019

Interest and OID per $1,000 Face Value for 2019 (until 01/15/19)

						Purchased on Settelment Date & held to 01/15/19				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	1.17785	170	11.5625	x		0.9332	-1.78			11.5625	0.00
Wed	01/02/19	252.85768	1.17773	171	11.6293	x		0.8664	-1.66			11.6293	-0.12
Thu	01/03/19	252.83035	1.17760	172	11.6960	x		0.7997	-1.53			11.6960	-0.25
Fri	01/04/19	252.80303	1.17747	173	11.7627	x		0.7330	-1.40			11.7627	-0.38
Mon	01/07/19	252.72106	1.17709	176	11.9628	x		0.5329	-1.02			11.9628	-0.76
Tue	01/08/19	252.69374	1.17696	177	12.0295	x		0.4662	-0.89			12.0295	-0.89
Wed	01/09/19	252.66642	1.17684	178	12.0962	x		0.3995	-0.77			12.0962	-1.01
Thu	01/10/19	252.63910	1.17671	179	12.1628	x		0.3329	-0.64			12.1628	-1.14
Fri	01/11/19	252.61177	1.17658	180	12.2294	x		0.2663	-0.51			12.2294	-1.27
Mon	01/14/19	252.52981	1.17620	183	12.4292	x		0.0665	-0.13			12.4292	-1.65
Tue	01/15/19	252.50248	1.17607	0	0.0000			0.0000	0.00	x		12.4957	-1.78

Generated 12/11/19 09:30