2.375% 20.5-Year Treasury Inflation Protected Security (TIPS) due January 15, 2025

Interest and OID per $1,000 Face Value for 2023 (until 05/01/23)

CUSIP Number	912810FR4	Interest 01/15/23 (184 days)	$18.7657
Dated Date	July 15, 2004	Interest 07/15/23 (181 days)
Ref CPI on Dated Date	188.49677
Original Issue Date	July 30, 2004

						Purchased on Settelment Date & held to 05/01/23				Held on 01/01/23 & 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
Sun	01/01/23	298.01200	1.58099	170	17.3458	x		1.4199	15.01			17.3458	0.00
Mon	01/02/23	298.00229	1.58094	171	17.4473	x		1.3184	15.06			17.4473	-0.05
Tue	01/03/23	297.99258	1.58089	172	17.5487	x		1.2170	15.11			17.5487	-0.10
Wed	01/04/23	297.98287	1.58084	173	17.6502	x		1.1155	15.16			17.6502	-0.15
Thu	01/05/23	297.97316	1.58079	174	17.7517	x		1.0140	15.21			17.7517	-0.20
Fri	01/06/23	297.96345	1.58074	175	17.8531	x		0.9126	15.26			17.8531	-0.25
Mon	01/09/23	297.93432	1.58058	178	18.1573	x		0.6084	15.42			18.1573	-0.41
Tue	01/10/23	297.92461	1.58053	179	18.2588	x		0.5069	15.47			18.2588	-0.46
Wed	01/11/23	297.91490	1.58048	180	18.3602	x		0.4055	15.52			18.3602	-0.51
Thu	01/12/23	297.90519	1.58043	181	18.4616	x		0.3041	15.57			18.4616	-0.56
Fri	01/13/23	297.89548	1.58037	182	18.5629	x		0.2028	15.63			18.5629	-0.62
Sun	01/15/23	297.87606	1.58027	0	0.0000			0.0000	15.73	x		18.7657	-0.72
Mon	01/16/23	297.86635	1.58022	1	0.1037			-0.1037	15.78	x		18.8694	-0.77
Tue	01/17/23	297.85665	1.58017	2	0.2073			-0.2073	15.83	x		18.9730	-0.82
Wed	01/18/23	297.84694	1.58012	3	0.3110			-0.3110	15.88	x		19.0767	-0.87
Thu	01/19/23	297.83723	1.58007	4	0.4147			-0.4147	15.93	x		19.1804	-0.92
Fri	01/20/23	297.82752	1.58001	5	0.5183			-0.5183	15.99	x		19.2840	-0.98
Mon	01/23/23	297.79839	1.57986	8	0.8292			-0.8292	16.14	x		19.5949	-1.13
Tue	01/24/23	297.78868	1.57981	9	0.9328			-0.9328	16.19	x		19.6985	-1.18
Wed	01/25/23	297.77897	1.57976	10	1.0364			-1.0364	16.24	x		19.8021	-1.23
Thu	01/26/23	297.76926	1.57970	11	1.1400			-1.1400	16.30	x		19.9057	-1.29
Fri	01/27/23	297.75955	1.57965	12	1.2436			-1.2436	16.35	x		20.0093	-1.34
Mon	01/30/23	297.73042	1.57950	15	1.5544			-1.5544	16.50	x		20.3201	-1.49
Tue	01/31/23	297.72071	1.57945	16	1.6580			-1.6580	16.55	x		20.4237	-1.54
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	02/01/23	297.71100	1.57940	17	1.7616			-1.7616	16.60	x		20.5273	-1.59
Thu	02/02/23	297.67836	1.57922	18	1.8650			-1.8650	16.78	x		20.6307	-1.77
Fri	02/03/23	297.64571	1.57905	19	1.9684			-1.9684	16.95	x		20.7341	-1.94
Mon	02/06/23	297.54779	1.57853	22	2.2784			-2.2784	17.47	x		21.0441	-2.46
Tue	02/07/23	297.51514	1.57836	23	2.3817			-2.3817	17.64	x		21.1474	-2.63
Wed	02/08/23	297.48250	1.57818	24	2.4850			-2.4850	17.82	x		21.2507	-2.81
Thu	02/09/23	297.44986	1.57801	25	2.5882			-2.5882	17.99	x		21.3539	-2.98
Fri	02/10/23	297.41721	1.57784	26	2.6915			-2.6915	18.16	x		21.4572	-3.15
Mon	02/13/23	297.31929	1.57732	29	3.0010			-3.0010	18.68	x		21.7667	-3.67
Tue	02/14/23	297.28664	1.57714	30	3.1042			-3.1042	18.86	x		21.8699	-3.85
Wed	02/15/23	297.25400	1.57697	31	3.2073			-3.2073	19.03	x		21.9730	-4.02
Thu	02/16/23	297.22136	1.57680	32	3.3104			-3.3104	19.20	x		22.0761	-4.19
Fri	02/17/23	297.18871	1.57662	33	3.4135			-3.4135	19.38	x		22.1792	-4.37
Mon	02/20/23	297.09079	1.57611	36	3.7226			-3.7226	19.89	x		22.4883	-4.88
Tue	02/21/23	297.05814	1.57593	37	3.8255			-3.8255	20.07	x		22.5912	-5.06
Wed	02/22/23	297.02550	1.57576	38	3.9285			-3.9285	20.24	x		22.6942	-5.23
Thu	02/23/23	296.99286	1.57559	39	4.0315			-4.0315	20.41	x		22.7972	-5.40
Fri	02/24/23	296.96021	1.57541	40	4.1344			-4.1344	20.59	x		22.9001	-5.58
Mon	02/27/23	296.86229	1.57489	43	4.4430			-4.4430	21.11	x		23.2087	-6.10
Tue	02/28/23	296.82964	1.57472	44	4.5458			-4.5458	21.28	x		23.3115	-6.27
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	03/01/23	296.79700	1.57455	45	4.6486			-4.6486	21.45	x		23.4143	-6.44
Thu	03/02/23	296.87355	1.57495	46	4.7531			-4.7531	21.05	x		23.5188	-6.04
Fri	03/03/23	296.95010	1.57536	47	4.8577			-4.8577	20.64	x		23.6234	-5.63
Mon	03/06/23	297.17974	1.57658	50	5.1718			-5.1718	19.42	x		23.9375	-4.41
Tue	03/07/23	297.25629	1.57698	51	5.2766			-5.2766	19.02	x		24.0423	-4.01
Wed	03/08/23	297.33284	1.57739	52	5.3814			-5.3814	18.61	x		24.1471	-3.60
Thu	03/09/23	297.40939	1.57780	53	5.4863			-5.4863	18.20	x		24.2520	-3.19
Fri	03/10/23	297.48594	1.57820	54	5.5913			-5.5913	17.80	x		24.3570	-2.79
Mon	03/13/23	297.71558	1.57942	57	5.9065			-5.9065	16.58	x		24.6722	-1.57
Tue	03/14/23	297.79213	1.57983	58	6.0116			-6.0116	16.17	x		24.7773	-1.16
Wed	03/15/23	297.86868	1.58023	59	6.1168			-6.1168	15.77	x		24.8825	-0.76
Thu	03/16/23	297.94523	1.58064	60	6.2221			-6.2221	15.36	x		24.9878	-0.35
Fri	03/17/23	298.02177	1.58104	61	6.3274			-6.3274	14.96	x		25.0931	0.05
Mon	03/20/23	298.25142	1.58226	64	6.6437			-6.6437	13.74	x		25.4094	1.27
Tue	03/21/23	298.32797	1.58267	65	6.7493			-6.7493	13.33	x		25.5150	1.68
Wed	03/22/23	298.40452	1.58307	66	6.8549			-6.8549	12.93	x		25.6206	2.08
Thu	03/23/23	298.48106	1.58348	67	6.9605			-6.9605	12.52	x		25.7262	2.49
Fri	03/24/23	298.55761	1.58389	68	7.0662			-7.0662	12.11	x		25.8319	2.90
Mon	03/27/23	298.78726	1.58511	71	7.3837			-7.3837	10.89	x		26.1494	4.12
Tue	03/28/23	298.86381	1.58551	72	7.4896			-7.4896	10.49	x		26.2553	4.52
Wed	03/29/23	298.94035	1.58592	73	7.5955			-7.5955	10.08	x		26.3612	4.93
Thu	03/30/23	299.01690	1.58632	74	7.7015			-7.7015	9.68	x		26.4672	5.33
Fri	03/31/23	299.09345	1.58673	75	7.8076			-7.8076	9.27	x		26.5733	5.74
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	04/03/23	299.28133	1.58773	78	8.1251			-8.1251	8.27	x		26.8908	6.74
Tue	04/04/23	299.33700	1.58802	79	8.2307			-8.2307	7.98	x		26.9964	7.03
Wed	04/05/23	299.39267	1.58832	80	8.3365			-8.3365	7.68	x		27.1022	7.33
Thu	04/06/23	299.44833	1.58861	81	8.4422			-8.4422	7.39	x		27.2079	7.62
Fri	04/07/23	299.50400	1.58891	82	8.5481			-8.5481	7.09	x		27.3138	7.92
Mon	04/10/23	299.67100	1.58979	85	8.8657			-8.8657	6.21	x		27.6314	8.80
Tue	04/11/23	299.72667	1.59009	86	8.9717			-8.9717	5.91	x		27.7374	9.10
Wed	04/12/23	299.78233	1.59038	87	9.0777			-9.0777	5.62	x		27.8434	9.39
Thu	04/13/23	299.83800	1.59068	88	9.1838			-9.1838	5.32	x		27.9495	9.69
Fri	04/14/23	299.89367	1.59098	89	9.2899			-9.2899	5.02	x		28.0556	9.99
Mon	04/17/23	300.06067	1.59186	92	9.6083			-9.6083	4.14	x		28.3740	10.87
Tue	04/18/23	300.11633	1.59216	93	9.7146			-9.7146	3.84	x		28.4803	11.17
Wed	04/19/23	300.17200	1.59245	94	9.8208			-9.8208	3.55	x		28.5865	11.46
Thu	04/20/23	300.22767	1.59275	95	9.9272			-9.9272	3.25	x		28.6929	11.76
Fri	04/21/23	300.28333	1.59304	96	10.0335			-10.0335	2.96	x		28.7992	12.05
Mon	04/24/23	300.45033	1.59393	99	10.3528			-10.3528	2.07	x		29.1185	12.94
Tue	04/25/23	300.50600	1.59422	100	10.4593			-10.4593	1.78	x		29.2250	13.23
Wed	04/26/23	300.56167	1.59452	101	10.5659			-10.5659	1.48	x		29.3316	13.53
Thu	04/27/23	300.61733	1.59481	102	10.6725			-10.6725	1.19	x		29.4382	13.82
Fri	04/28/23	300.67300	1.59511	103	10.7791			-10.7791	0.89	x		29.5448	14.12
Mon	05/01/23	300.84000	1.59600	106	11.0993			-11.0993	0.00	x		29.8650	15.01

Generated 03/14/23 08:48