0.375% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2027

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

CUSIP Number	9128282L3	Interest 01/15/23 (184 days)	$2.2832
Dated Date	July 15, 2017	Interest 07/15/23 (181 days)
Ref CPI on Dated Date	244.61839
Original Issue Date	July 31, 2017

						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	1.21827	170	2.1105	x		0.1727	11.56			2.1105	0.00
Mon	01/02/23	298.00229	1.21823	171	2.1228	x		0.1604	11.60			2.1228	-0.04
Tue	01/03/23	297.99258	1.21819	172	2.1351	x		0.1481	11.64			2.1351	-0.08
Wed	01/04/23	297.98287	1.21815	173	2.1475	x		0.1357	11.68			2.1475	-0.12
Thu	01/05/23	297.97316	1.21811	174	2.1598	x		0.1234	11.72			2.1598	-0.16
Fri	01/06/23	297.96345	1.21807	175	2.1722	x		0.1110	11.76			2.1722	-0.20
Mon	01/09/23	297.93432	1.21796	178	2.2092	x		0.0740	11.87			2.2092	-0.31
Tue	01/10/23	297.92461	1.21792	179	2.2215	x		0.0617	11.91			2.2215	-0.35
Wed	01/11/23	297.91490	1.21788	180	2.2339	x		0.0493	11.95			2.2339	-0.39
Thu	01/12/23	297.90519	1.21784	181	2.2462	x		0.0370	11.99			2.2462	-0.43
Fri	01/13/23	297.89548	1.21780	182	2.2586	x		0.0246	12.03			2.2586	-0.47
Sun	01/15/23	297.87606	1.21772	0	0.0000			0.0000	12.11	x		2.2832	-0.55
Mon	01/16/23	297.86635	1.21768	1	0.0126			-0.0126	12.15	x		2.2958	-0.59
Tue	01/17/23	297.85665	1.21764	2	0.0252			-0.0252	12.19	x		2.3084	-0.63
Wed	01/18/23	297.84694	1.21760	3	0.0378			-0.0378	12.23	x		2.3210	-0.67
Thu	01/19/23	297.83723	1.21756	4	0.0505			-0.0505	12.27	x		2.3337	-0.71
Fri	01/20/23	297.82752	1.21752	5	0.0631			-0.0631	12.31	x		2.3463	-0.75
Mon	01/23/23	297.79839	1.21740	8	0.1009			-0.1009	12.43	x		2.3841	-0.87
Tue	01/24/23	297.78868	1.21736	9	0.1135			-0.1135	12.47	x		2.3967	-0.91
Wed	01/25/23	297.77897	1.21732	10	0.1261			-0.1261	12.51	x		2.4093	-0.95
Thu	01/26/23	297.76926	1.21728	11	0.1387			-0.1387	12.55	x		2.4219	-0.99
Fri	01/27/23	297.75955	1.21724	12	0.1513			-0.1513	12.59	x		2.4345	-1.03
Mon	01/30/23	297.73042	1.21712	15	0.1891			-0.1891	12.71	x		2.4723	-1.15
Tue	01/31/23	297.72071	1.21708	16	0.2017			-0.2017	12.75	x		2.4849	-1.19
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	1.21704	17	0.2143			-0.2143	12.79	x		2.4975	-1.23
Thu	02/02/23	297.67836	1.21691	18	0.2269			-0.2269	12.92	x		2.5101	-1.36
Fri	02/03/23	297.64571	1.21678	19	0.2395			-0.2395	13.05	x		2.5227	-1.49
Mon	02/06/23	297.54779	1.21638	22	0.2772			-0.2772	13.45	x		2.5604	-1.89
Tue	02/07/23	297.51514	1.21624	23	0.2898			-0.2898	13.59	x		2.5730	-2.03
Wed	02/08/23	297.48250	1.21611	24	0.3023			-0.3023	13.72	x		2.5855	-2.16
Thu	02/09/23	297.44986	1.21598	25	0.3149			-0.3149	13.85	x		2.5981	-2.29
Fri	02/10/23	297.41721	1.21584	26	0.3275			-0.3275	13.99	x		2.6107	-2.43
Mon	02/13/23	297.31929	1.21544	29	0.3651			-0.3651	14.39	x		2.6483	-2.83
Tue	02/14/23	297.28664	1.21531	30	0.3777			-0.3777	14.52	x		2.6609	-2.96
Wed	02/15/23	297.25400	1.21517	31	0.3902			-0.3902	14.66	x		2.6734	-3.10
Thu	02/16/23	297.22136	1.21504	32	0.4028			-0.4028	14.79	x		2.6860	-3.23
Fri	02/17/23	297.18871	1.21491	33	0.4153			-0.4153	14.92	x		2.6985	-3.36
Mon	02/20/23	297.09079	1.21451	36	0.4529			-0.4529	15.32	x		2.7361	-3.76
Tue	02/21/23	297.05814	1.21437	37	0.4655			-0.4655	15.46	x		2.7487	-3.90
Wed	02/22/23	297.02550	1.21424	38	0.4780			-0.4780	15.59	x		2.7612	-4.03
Thu	02/23/23	296.99286	1.21411	39	0.4905			-0.4905	15.72	x		2.7737	-4.16
Fri	02/24/23	296.96021	1.21397	40	0.5030			-0.5030	15.86	x		2.7862	-4.30
Mon	02/27/23	296.86229	1.21357	43	0.5406			-0.5406	16.26	x		2.8238	-4.70
Tue	02/28/23	296.82964	1.21344	44	0.5531			-0.5531	16.39	x		2.8363	-4.83
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	1.21331	45	0.5656			-0.5656	16.52	x		2.8488	-4.96
Thu	03/02/23	296.87355	1.21362	46	0.5783			-0.5783	16.21	x		2.8615	-4.65
Fri	03/03/23	296.95010	1.21393	47	0.5910			-0.5910	15.90	x		2.8742	-4.34
Mon	03/06/23	297.17974	1.21487	50	0.6292			-0.6292	14.96	x		2.9124	-3.40
Tue	03/07/23	297.25629	1.21518	51	0.6420			-0.6420	14.65	x		2.9252	-3.09
Wed	03/08/23	297.33284	1.21550	52	0.6548			-0.6548	14.33	x		2.9380	-2.77
Thu	03/09/23	297.40939	1.21581	53	0.6675			-0.6675	14.02	x		2.9507	-2.46
Fri	03/10/23	297.48594	1.21612	54	0.6803			-0.6803	13.71	x		2.9635	-2.15
Mon	03/13/23	297.71558	1.21706	57	0.7186			-0.7186	12.77	x		3.0018	-1.21
Tue	03/14/23	297.79213	1.21737	58	0.7314			-0.7314	12.46	x		3.0146	-0.90
Wed	03/15/23	297.86868	1.21769	59	0.7442			-0.7442	12.14	x		3.0274	-0.58
Thu	03/16/23	297.94523	1.21800	60	0.7570			-0.7570	11.83	x		3.0402	-0.27
Fri	03/17/23	298.02177	1.21831	61	0.7699			-0.7699	11.52	x		3.0531	0.04
Mon	03/20/23	298.25142	1.21925	64	0.8083			-0.8083	10.58	x		3.0915	0.98
Tue	03/21/23	298.32797	1.21956	65	0.8212			-0.8212	10.27	x		3.1044	1.29
Wed	03/22/23	298.40452	1.21988	66	0.8340			-0.8340	9.95	x		3.1172	1.61
Thu	03/23/23	298.48106	1.22019	67	0.8469			-0.8469	9.64	x		3.1301	1.92
Fri	03/24/23	298.55761	1.22050	68	0.8597			-0.8597	9.33	x		3.1429	2.23
Mon	03/27/23	298.78726	1.22144	71	0.8984			-0.8984	8.39	x		3.1816	3.17
Tue	03/28/23	298.86381	1.22176	72	0.9113			-0.9113	8.07	x		3.1945	3.49
Wed	03/29/23	298.94035	1.22207	73	0.9241			-0.9241	7.76	x		3.2073	3.80
Thu	03/30/23	299.01690	1.22238	74	0.9370			-0.9370	7.45	x		3.2202	4.11
Fri	03/31/23	299.09345	1.22269	75	0.9499			-0.9499	7.14	x		3.2331	4.42
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	1.22346	78	0.9886			-0.9886	6.37	x		3.2718	5.19
Tue	04/04/23	299.33700	1.22369	79	1.0014			-1.0014	6.14	x		3.2846	5.42
Wed	04/05/23	299.39267	1.22392	80	1.0143			-1.0143	5.91	x		3.2975	5.65
Thu	04/06/23	299.44833	1.22414	81	1.0272			-1.0272	5.69	x		3.3104	5.87
Fri	04/07/23	299.50400	1.22437	82	1.0400			-1.0400	5.46	x		3.3232	6.10
Mon	04/10/23	299.67100	1.22506	85	1.0787			-1.0787	4.77	x		3.3619	6.79
Tue	04/11/23	299.72667	1.22528	86	1.0916			-1.0916	4.55	x		3.3748	7.01
Wed	04/12/23	299.78233	1.22551	87	1.1045			-1.1045	4.32	x		3.3877	7.24
Thu	04/13/23	299.83800	1.22574	88	1.1174			-1.1174	4.09	x		3.4006	7.47
Fri	04/14/23	299.89367	1.22597	89	1.1303			-1.1303	3.86	x		3.4135	7.70
Mon	04/17/23	300.06067	1.22665	92	1.1690			-1.1690	3.18	x		3.4522	8.38
Tue	04/18/23	300.11633	1.22688	93	1.1820			-1.1820	2.95	x		3.4652	8.61
Wed	04/19/23	300.17200	1.22710	94	1.1949			-1.1949	2.73	x		3.4781	8.83
Thu	04/20/23	300.22767	1.22733	95	1.2078			-1.2078	2.50	x		3.4910	9.06
Fri	04/21/23	300.28333	1.22756	96	1.2208			-1.2208	2.27	x		3.5040	9.29
Mon	04/24/23	300.45033	1.22824	99	1.2596			-1.2596	1.59	x		3.5428	9.97
Tue	04/25/23	300.50600	1.22847	100	1.2726			-1.2726	1.36	x		3.5558	10.20
Wed	04/26/23	300.56167	1.22870	101	1.2856			-1.2856	1.13	x		3.5688	10.43
Thu	04/27/23	300.61733	1.22892	102	1.2985			-1.2985	0.91	x		3.5817	10.65
Fri	04/28/23	300.67300	1.22915	103	1.3115			-1.3115	0.68	x		3.5947	10.88
Mon	05/01/23	300.84000	1.22983	106	1.3504			-1.3504	0.00	x		3.6336	11.56

Generated 03/14/23 08:48