2% 20-Year Treasury Inflation Protected Security (TIPS) due January 15, 2026

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

CUSIP Number	912810FS2	Interest 01/15/23 (184 days)	$15.0081
Dated Date	January 15, 2006	Interest 07/15/23 (181 days)
Ref CPI on Dated Date	198.47742
Original Issue Date	January 31, 2006

						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	1.50149	170	13.8725	x		1.1356	14.25			13.8725	0.00
Mon	01/02/23	298.00229	1.50144	171	13.9536	x		1.0545	14.30			13.9536	-0.05
Tue	01/03/23	297.99258	1.50139	172	14.0347	x		0.9734	14.35			14.0347	-0.10
Wed	01/04/23	297.98287	1.50134	173	14.1159	x		0.8922	14.40			14.1159	-0.15
Thu	01/05/23	297.97316	1.50130	174	14.1971	x		0.8110	14.44			14.1971	-0.19
Fri	01/06/23	297.96345	1.50125	175	14.2782	x		0.7299	14.49			14.2782	-0.24
Mon	01/09/23	297.93432	1.50110	178	14.5215	x		0.4866	14.64			14.5215	-0.39
Tue	01/10/23	297.92461	1.50105	179	14.6026	x		0.4055	14.69			14.6026	-0.44
Wed	01/11/23	297.91490	1.50100	180	14.6837	x		0.3244	14.74			14.6837	-0.49
Thu	01/12/23	297.90519	1.50095	181	14.7648	x		0.2433	14.79			14.7648	-0.54
Fri	01/13/23	297.89548	1.50090	182	14.8459	x		0.1622	14.84			14.8459	-0.59
Sun	01/15/23	297.87606	1.50081	0	0.0000			0.0000	14.93	x		15.0081	-0.68
Mon	01/16/23	297.86635	1.50076	1	0.0829			-0.0829	14.98	x		15.0910	-0.73
Tue	01/17/23	297.85665	1.50071	2	0.1658			-0.1658	15.03	x		15.1739	-0.78
Wed	01/18/23	297.84694	1.50066	3	0.2487			-0.2487	15.08	x		15.2568	-0.83
Thu	01/19/23	297.83723	1.50061	4	0.3316			-0.3316	15.13	x		15.3397	-0.88
Fri	01/20/23	297.82752	1.50056	5	0.4145			-0.4145	15.18	x		15.4226	-0.93
Mon	01/23/23	297.79839	1.50041	8	0.6632			-0.6632	15.33	x		15.6713	-1.08
Tue	01/24/23	297.78868	1.50037	9	0.7460			-0.7460	15.37	x		15.7541	-1.12
Wed	01/25/23	297.77897	1.50032	10	0.8289			-0.8289	15.42	x		15.8370	-1.17
Thu	01/26/23	297.76926	1.50027	11	0.9118			-0.9118	15.47	x		15.9199	-1.22
Fri	01/27/23	297.75955	1.50022	12	0.9946			-0.9946	15.52	x		16.0027	-1.27
Mon	01/30/23	297.73042	1.50007	15	1.2432			-1.2432	15.67	x		16.2513	-1.42
Tue	01/31/23	297.72071	1.50002	16	1.3260			-1.3260	15.72	x		16.3341	-1.47
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	1.49997	17	1.4088			-1.4088	15.77	x		16.4169	-1.52
Thu	02/02/23	297.67836	1.49981	18	1.4915			-1.4915	15.93	x		16.4996	-1.68
Fri	02/03/23	297.64571	1.49965	19	1.5742			-1.5742	16.09	x		16.5823	-1.84
Mon	02/06/23	297.54779	1.49915	22	1.8222			-1.8222	16.59	x		16.8303	-2.34
Tue	02/07/23	297.51514	1.49899	23	1.9048			-1.9048	16.75	x		16.9129	-2.50
Wed	02/08/23	297.48250	1.49882	24	1.9874			-1.9874	16.92	x		16.9955	-2.67
Thu	02/09/23	297.44986	1.49866	25	2.0700			-2.0700	17.08	x		17.0781	-2.83
Fri	02/10/23	297.41721	1.49849	26	2.1525			-2.1525	17.25	x		17.1606	-3.00
Mon	02/13/23	297.31929	1.49800	29	2.4001			-2.4001	17.74	x		17.4082	-3.49
Tue	02/14/23	297.28664	1.49784	30	2.4826			-2.4826	17.90	x		17.4907	-3.65
Wed	02/15/23	297.25400	1.49767	31	2.5651			-2.5651	18.07	x		17.5732	-3.82
Thu	02/16/23	297.22136	1.49751	32	2.6475			-2.6475	18.23	x		17.6556	-3.98
Fri	02/17/23	297.18871	1.49734	33	2.7300			-2.7300	18.40	x		17.7381	-4.15
Mon	02/20/23	297.09079	1.49685	36	2.9772			-2.9772	18.89	x		17.9853	-4.64
Tue	02/21/23	297.05814	1.49668	37	3.0595			-3.0595	19.06	x		18.0676	-4.81
Wed	02/22/23	297.02550	1.49652	38	3.1419			-3.1419	19.22	x		18.1500	-4.97
Thu	02/23/23	296.99286	1.49636	39	3.2242			-3.2242	19.38	x		18.2323	-5.13
Fri	02/24/23	296.96021	1.49619	40	3.3065			-3.3065	19.55	x		18.3146	-5.30
Mon	02/27/23	296.86229	1.49570	43	3.5533			-3.5533	20.04	x		18.5614	-5.79
Tue	02/28/23	296.82964	1.49553	44	3.6355			-3.6355	20.21	x		18.6436	-5.96
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	1.49537	45	3.7178			-3.7178	20.37	x		18.7259	-6.12
Thu	03/02/23	296.87355	1.49575	46	3.8014			-3.8014	19.99	x		18.8095	-5.74
Fri	03/03/23	296.95010	1.49614	47	3.8850			-3.8850	19.60	x		18.8931	-5.35
Mon	03/06/23	297.17974	1.49730	50	4.1362			-4.1362	18.44	x		19.1443	-4.19
Tue	03/07/23	297.25629	1.49768	51	4.2200			-4.2200	18.06	x		19.2281	-3.81
Wed	03/08/23	297.33284	1.49807	52	4.3038			-4.3038	17.67	x		19.3119	-3.42
Thu	03/09/23	297.40939	1.49845	53	4.3877			-4.3877	17.29	x		19.3958	-3.04
Fri	03/10/23	297.48594	1.49884	54	4.4717			-4.4717	16.90	x		19.4798	-2.65
Mon	03/13/23	297.71558	1.50000	57	4.7238			-4.7238	15.74	x		19.7319	-1.49
Tue	03/14/23	297.79213	1.50038	58	4.8078			-4.8078	15.36	x		19.8159	-1.11
Wed	03/15/23	297.86868	1.50077	59	4.8920			-4.8920	14.97	x		19.9001	-0.72
Thu	03/16/23	297.94523	1.50115	60	4.9762			-4.9762	14.59	x		19.9843	-0.34
Fri	03/17/23	298.02177	1.50154	61	5.0604			-5.0604	14.20	x		20.0685	0.05
Mon	03/20/23	298.25142	1.50270	64	5.3134			-5.3134	13.04	x		20.3215	1.21
Tue	03/21/23	298.32797	1.50308	65	5.3978			-5.3978	12.66	x		20.4059	1.59
Wed	03/22/23	298.40452	1.50347	66	5.4823			-5.4823	12.27	x		20.4904	1.98
Thu	03/23/23	298.48106	1.50385	67	5.5667			-5.5667	11.89	x		20.5748	2.36
Fri	03/24/23	298.55761	1.50424	68	5.6513			-5.6513	11.50	x		20.6594	2.75
Mon	03/27/23	298.78726	1.50540	71	5.9052			-5.9052	10.34	x		20.9133	3.91
Tue	03/28/23	298.86381	1.50578	72	5.9898			-5.9898	9.96	x		20.9979	4.29
Wed	03/29/23	298.94035	1.50617	73	6.0746			-6.0746	9.57	x		21.0827	4.68
Thu	03/30/23	299.01690	1.50655	74	6.1594			-6.1594	9.19	x		21.1675	5.06
Fri	03/31/23	299.09345	1.50694	75	6.2442			-6.2442	8.80	x		21.2523	5.45
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	1.50789	78	6.4981			-6.4981	7.85	x		21.5062	6.40
Tue	04/04/23	299.33700	1.50817	79	6.5826			-6.5826	7.57	x		21.5907	6.68
Wed	04/05/23	299.39267	1.50845	80	6.6672			-6.6672	7.29	x		21.6753	6.96
Thu	04/06/23	299.44833	1.50873	81	6.7518			-6.7518	7.01	x		21.7599	7.24
Fri	04/07/23	299.50400	1.50901	82	6.8364			-6.8364	6.73	x		21.8445	7.52
Mon	04/10/23	299.67100	1.50985	85	7.0905			-7.0905	5.89	x		22.0986	8.36
Tue	04/11/23	299.72667	1.51013	86	7.1752			-7.1752	5.61	x		22.1833	8.64
Wed	04/12/23	299.78233	1.51041	87	7.2600			-7.2600	5.33	x		22.2681	8.92
Thu	04/13/23	299.83800	1.51069	88	7.3448			-7.3448	5.05	x		22.3529	9.20
Fri	04/14/23	299.89367	1.51097	89	7.4296			-7.4296	4.77	x		22.4377	9.48
Mon	04/17/23	300.06067	1.51181	92	7.6843			-7.6843	3.93	x		22.6924	10.32
Tue	04/18/23	300.11633	1.51209	93	7.7693			-7.7693	3.65	x		22.7774	10.60
Wed	04/19/23	300.17200	1.51237	94	7.8543			-7.8543	3.37	x		22.8624	10.88
Thu	04/20/23	300.22767	1.51265	95	7.9393			-7.9393	3.09	x		22.9474	11.16
Fri	04/21/23	300.28333	1.51293	96	8.0244			-8.0244	2.81	x		23.0325	11.44
Mon	04/24/23	300.45033	1.51378	99	8.2798			-8.2798	1.96	x		23.2879	12.29
Tue	04/25/23	300.50600	1.51406	100	8.3650			-8.3650	1.68	x		23.3731	12.57
Wed	04/26/23	300.56167	1.51434	101	8.4502			-8.4502	1.40	x		23.4583	12.85
Thu	04/27/23	300.61733	1.51462	102	8.5354			-8.5354	1.12	x		23.5435	13.13
Fri	04/28/23	300.67300	1.51490	103	8.6207			-8.6207	0.84	x		23.6288	13.41
Mon	05/01/23	300.84000	1.51574	106	8.8767			-8.8767	0.00	x		23.8848	14.25

Generated 03/14/23 08:48