0.125% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2026

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

CUSIP Number	912828S50	Interest 01/15/23 (184 days)	$0.7767
Dated Date	July 15, 2016	Interest 07/15/23 (181 days)
Ref CPI on Dated Date	239.70132
Original Issue Date	July 29, 2016

						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	1.24326	170	0.7179	x		0.0588	11.80			0.7179	0.00
Mon	01/02/23	298.00229	1.24322	171	0.7221	x		0.0546	11.84			0.7221	-0.04
Tue	01/03/23	297.99258	1.24318	172	0.7263	x		0.0504	11.88			0.7263	-0.08
Wed	01/04/23	297.98287	1.24314	173	0.7305	x		0.0462	11.92			0.7305	-0.12
Thu	01/05/23	297.97316	1.24310	174	0.7347	x		0.0420	11.96			0.7347	-0.16
Fri	01/06/23	297.96345	1.24306	175	0.7389	x		0.0378	12.00			0.7389	-0.20
Mon	01/09/23	297.93432	1.24294	178	0.7515	x		0.0252	12.12			0.7515	-0.32
Tue	01/10/23	297.92461	1.24290	179	0.7557	x		0.0210	12.16			0.7557	-0.36
Wed	01/11/23	297.91490	1.24286	180	0.7599	x		0.0168	12.20			0.7599	-0.40
Thu	01/12/23	297.90519	1.24282	181	0.7641	x		0.0126	12.24			0.7641	-0.44
Fri	01/13/23	297.89548	1.24278	182	0.7683	x		0.0084	12.28			0.7683	-0.48
Sun	01/15/23	297.87606	1.24270	0	0.0000			0.0000	12.36	x		0.7767	-0.56
Mon	01/16/23	297.86635	1.24266	1	0.0043			-0.0043	12.40	x		0.7810	-0.60
Tue	01/17/23	297.85665	1.24262	2	0.0086			-0.0086	12.44	x		0.7853	-0.64
Wed	01/18/23	297.84694	1.24258	3	0.0129			-0.0129	12.48	x		0.7896	-0.68
Thu	01/19/23	297.83723	1.24253	4	0.0172			-0.0172	12.53	x		0.7939	-0.73
Fri	01/20/23	297.82752	1.24249	5	0.0215			-0.0215	12.57	x		0.7982	-0.77
Mon	01/23/23	297.79839	1.24237	8	0.0343			-0.0343	12.69	x		0.8110	-0.89
Tue	01/24/23	297.78868	1.24233	9	0.0386			-0.0386	12.73	x		0.8153	-0.93
Wed	01/25/23	297.77897	1.24229	10	0.0429			-0.0429	12.77	x		0.8196	-0.97
Thu	01/26/23	297.76926	1.24225	11	0.0472			-0.0472	12.81	x		0.8239	-1.01
Fri	01/27/23	297.75955	1.24221	12	0.0515			-0.0515	12.85	x		0.8282	-1.05
Mon	01/30/23	297.73042	1.24209	15	0.0643			-0.0643	12.97	x		0.8410	-1.17
Tue	01/31/23	297.72071	1.24205	16	0.0686			-0.0686	13.01	x		0.8453	-1.21
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	1.24201	17	0.0729			-0.0729	13.05	x		0.8496	-1.25
Thu	02/02/23	297.67836	1.24187	18	0.0772			-0.0772	13.19	x		0.8539	-1.39
Fri	02/03/23	297.64571	1.24174	19	0.0815			-0.0815	13.32	x		0.8582	-1.52
Mon	02/06/23	297.54779	1.24133	22	0.0943			-0.0943	13.73	x		0.8710	-1.93
Tue	02/07/23	297.51514	1.24119	23	0.0986			-0.0986	13.87	x		0.8753	-2.07
Wed	02/08/23	297.48250	1.24105	24	0.1028			-0.1028	14.01	x		0.8795	-2.21
Thu	02/09/23	297.44986	1.24092	25	0.1071			-0.1071	14.14	x		0.8838	-2.34
Fri	02/10/23	297.41721	1.24078	26	0.1114			-0.1114	14.28	x		0.8881	-2.48
Mon	02/13/23	297.31929	1.24037	29	0.1242			-0.1242	14.69	x		0.9009	-2.89
Tue	02/14/23	297.28664	1.24024	30	0.1285			-0.1285	14.82	x		0.9052	-3.02
Wed	02/15/23	297.25400	1.24010	31	0.1327			-0.1327	14.96	x		0.9094	-3.16
Thu	02/16/23	297.22136	1.23997	32	0.1370			-0.1370	15.09	x		0.9137	-3.29
Fri	02/17/23	297.18871	1.23983	33	0.1413			-0.1413	15.23	x		0.9180	-3.43
Mon	02/20/23	297.09079	1.23942	36	0.1541			-0.1541	15.64	x		0.9308	-3.84
Tue	02/21/23	297.05814	1.23928	37	0.1583			-0.1583	15.78	x		0.9350	-3.98
Wed	02/22/23	297.02550	1.23915	38	0.1626			-0.1626	15.91	x		0.9393	-4.11
Thu	02/23/23	296.99286	1.23901	39	0.1669			-0.1669	16.05	x		0.9436	-4.25
Fri	02/24/23	296.96021	1.23888	40	0.1711			-0.1711	16.18	x		0.9478	-4.38
Mon	02/27/23	296.86229	1.23847	43	0.1839			-0.1839	16.59	x		0.9606	-4.79
Tue	02/28/23	296.82964	1.23833	44	0.1881			-0.1881	16.73	x		0.9648	-4.93
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	1.23820	45	0.1924			-0.1924	16.86	x		0.9691	-5.06
Thu	03/02/23	296.87355	1.23851	46	0.1967			-0.1967	16.55	x		0.9734	-4.75
Fri	03/03/23	296.95010	1.23883	47	0.2011			-0.2011	16.23	x		0.9778	-4.43
Mon	03/06/23	297.17974	1.23979	50	0.2141			-0.2141	15.27	x		0.9908	-3.47
Tue	03/07/23	297.25629	1.24011	51	0.2184			-0.2184	14.95	x		0.9951	-3.15
Wed	03/08/23	297.33284	1.24043	52	0.2227			-0.2227	14.63	x		0.9994	-2.83
Thu	03/09/23	297.40939	1.24075	53	0.2271			-0.2271	14.31	x		1.0038	-2.51
Fri	03/10/23	297.48594	1.24107	54	0.2314			-0.2314	13.99	x		1.0081	-2.19
Mon	03/13/23	297.71558	1.24203	57	0.2445			-0.2445	13.03	x		1.0212	-1.23
Tue	03/14/23	297.79213	1.24235	58	0.2488			-0.2488	12.71	x		1.0255	-0.91
Wed	03/15/23	297.86868	1.24267	59	0.2532			-0.2532	12.39	x		1.0299	-0.59
Thu	03/16/23	297.94523	1.24299	60	0.2575			-0.2575	12.07	x		1.0342	-0.27
Fri	03/17/23	298.02177	1.24330	61	0.2619			-0.2619	11.76	x		1.0386	0.04
Mon	03/20/23	298.25142	1.24426	64	0.2750			-0.2750	10.80	x		1.0517	1.00
Tue	03/21/23	298.32797	1.24458	65	0.2793			-0.2793	10.48	x		1.0560	1.32
Wed	03/22/23	298.40452	1.24490	66	0.2837			-0.2837	10.16	x		1.0604	1.64
Thu	03/23/23	298.48106	1.24522	67	0.2881			-0.2881	9.84	x		1.0648	1.96
Fri	03/24/23	298.55761	1.24554	68	0.2925			-0.2925	9.52	x		1.0692	2.28
Mon	03/27/23	298.78726	1.24650	71	0.3056			-0.3056	8.56	x		1.0823	3.24
Tue	03/28/23	298.86381	1.24682	72	0.3100			-0.3100	8.24	x		1.0867	3.56
Wed	03/29/23	298.94035	1.24714	73	0.3144			-0.3144	7.92	x		1.0911	3.88
Thu	03/30/23	299.01690	1.24746	74	0.3188			-0.3188	7.60	x		1.0955	4.20
Fri	03/31/23	299.09345	1.24778	75	0.3231			-0.3231	7.28	x		1.0998	4.52
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	1.24856	78	0.3363			-0.3363	6.50	x		1.1130	5.30
Tue	04/04/23	299.33700	1.24879	79	0.3407			-0.3407	6.27	x		1.1174	5.53
Wed	04/05/23	299.39267	1.24902	80	0.3450			-0.3450	6.04	x		1.1217	5.76
Thu	04/06/23	299.44833	1.24926	81	0.3494			-0.3494	5.80	x		1.1261	6.00
Fri	04/07/23	299.50400	1.24949	82	0.3538			-0.3538	5.57	x		1.1305	6.23
Mon	04/10/23	299.67100	1.25019	85	0.3669			-0.3669	4.87	x		1.1436	6.93
Tue	04/11/23	299.72667	1.25042	86	0.3713			-0.3713	4.64	x		1.1480	7.16
Wed	04/12/23	299.78233	1.25065	87	0.3757			-0.3757	4.41	x		1.1524	7.39
Thu	04/13/23	299.83800	1.25088	88	0.3801			-0.3801	4.18	x		1.1568	7.62
Fri	04/14/23	299.89367	1.25111	89	0.3845			-0.3845	3.95	x		1.1612	7.85
Mon	04/17/23	300.06067	1.25181	92	0.3977			-0.3977	3.25	x		1.1744	8.55
Tue	04/18/23	300.11633	1.25204	93	0.4021			-0.4021	3.02	x		1.1788	8.78
Wed	04/19/23	300.17200	1.25228	94	0.4065			-0.4065	2.78	x		1.1832	9.02
Thu	04/20/23	300.22767	1.25251	95	0.4109			-0.4109	2.55	x		1.1876	9.25
Fri	04/21/23	300.28333	1.25274	96	0.4153			-0.4153	2.32	x		1.1920	9.48
Mon	04/24/23	300.45033	1.25344	99	0.4285			-0.4285	1.62	x		1.2052	10.18
Tue	04/25/23	300.50600	1.25367	100	0.4329			-0.4329	1.39	x		1.2096	10.41
Wed	04/26/23	300.56167	1.25390	101	0.4373			-0.4373	1.16	x		1.2140	10.64
Thu	04/27/23	300.61733	1.25413	102	0.4417			-0.4417	0.93	x		1.2184	10.87
Fri	04/28/23	300.67300	1.25437	103	0.4461			-0.4461	0.69	x		1.2228	11.11
Mon	05/01/23	300.84000	1.25506	106	0.4594			-0.4594	0.00	x		1.2361	11.80

Generated 03/14/23 08:48