0.125% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2030

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

CUSIP Number	912828ZZ6	Interest 01/15/23 (184 days)	$0.7261
Dated Date	July 15, 2020	Interest 07/15/23 (181 days)
Ref CPI on Dated Date	256.39126
Original Issue Date	July 31, 2020

						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	1.16233	170	0.6712	x		0.0549	11.03			0.6712	0.00
Mon	01/02/23	298.00229	1.16230	171	0.6751	x		0.0510	11.06			0.6751	-0.03
Tue	01/03/23	297.99258	1.16226	172	0.6790	x		0.0471	11.10			0.6790	-0.07
Wed	01/04/23	297.98287	1.16222	173	0.6830	x		0.0431	11.14			0.6830	-0.11
Thu	01/05/23	297.97316	1.16218	174	0.6869	x		0.0392	11.18			0.6869	-0.15
Fri	01/06/23	297.96345	1.16214	175	0.6908	x		0.0353	11.22			0.6908	-0.19
Mon	01/09/23	297.93432	1.16203	178	0.7026	x		0.0235	11.33			0.7026	-0.30
Tue	01/10/23	297.92461	1.16199	179	0.7065	x		0.0196	11.37			0.7065	-0.34
Wed	01/11/23	297.91490	1.16195	180	0.7104	x		0.0157	11.41			0.7104	-0.38
Thu	01/12/23	297.90519	1.16192	181	0.7144	x		0.0117	11.44			0.7144	-0.41
Fri	01/13/23	297.89548	1.16188	182	0.7183	x		0.0078	11.48			0.7183	-0.45
Sun	01/15/23	297.87606	1.16180	0	0.0000			0.0000	11.56	x		0.7261	-0.53
Mon	01/16/23	297.86635	1.16176	1	0.0040			-0.0040	11.60	x		0.7301	-0.57
Tue	01/17/23	297.85665	1.16173	2	0.0080			-0.0080	11.63	x		0.7341	-0.60
Wed	01/18/23	297.84694	1.16169	3	0.0120			-0.0120	11.67	x		0.7381	-0.64
Thu	01/19/23	297.83723	1.16165	4	0.0160			-0.0160	11.71	x		0.7421	-0.68
Fri	01/20/23	297.82752	1.16161	5	0.0201			-0.0201	11.75	x		0.7462	-0.72
Mon	01/23/23	297.79839	1.16150	8	0.0321			-0.0321	11.86	x		0.7582	-0.83
Tue	01/24/23	297.78868	1.16146	9	0.0361			-0.0361	11.90	x		0.7622	-0.87
Wed	01/25/23	297.77897	1.16142	10	0.0401			-0.0401	11.94	x		0.7662	-0.91
Thu	01/26/23	297.76926	1.16139	11	0.0441			-0.0441	11.97	x		0.7702	-0.94
Fri	01/27/23	297.75955	1.16135	12	0.0481			-0.0481	12.01	x		0.7742	-0.98
Mon	01/30/23	297.73042	1.16123	15	0.0601			-0.0601	12.13	x		0.7862	-1.10
Tue	01/31/23	297.72071	1.16120	16	0.0642			-0.0642	12.16	x		0.7903	-1.13
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	1.16116	17	0.0682			-0.0682	12.20	x		0.7943	-1.17
Thu	02/02/23	297.67836	1.16103	18	0.0722			-0.0722	12.33	x		0.7983	-1.30
Fri	02/03/23	297.64571	1.16090	19	0.0762			-0.0762	12.46	x		0.8023	-1.43
Mon	02/06/23	297.54779	1.16052	22	0.0882			-0.0882	12.84	x		0.8143	-1.81
Tue	02/07/23	297.51514	1.16040	23	0.0922			-0.0922	12.96	x		0.8183	-1.93
Wed	02/08/23	297.48250	1.16027	24	0.0962			-0.0962	13.09	x		0.8223	-2.06
Thu	02/09/23	297.44986	1.16014	25	0.1002			-0.1002	13.22	x		0.8263	-2.19
Fri	02/10/23	297.41721	1.16001	26	0.1041			-0.1041	13.35	x		0.8302	-2.32
Mon	02/13/23	297.31929	1.15963	29	0.1161			-0.1161	13.73	x		0.8422	-2.70
Tue	02/14/23	297.28664	1.15950	30	0.1201			-0.1201	13.86	x		0.8462	-2.83
Wed	02/15/23	297.25400	1.15938	31	0.1241			-0.1241	13.98	x		0.8502	-2.95
Thu	02/16/23	297.22136	1.15925	32	0.1281			-0.1281	14.11	x		0.8542	-3.08
Fri	02/17/23	297.18871	1.15912	33	0.1321			-0.1321	14.24	x		0.8582	-3.21
Mon	02/20/23	297.09079	1.15874	36	0.1440			-0.1440	14.62	x		0.8701	-3.59
Tue	02/21/23	297.05814	1.15861	37	0.1480			-0.1480	14.75	x		0.8741	-3.72
Wed	02/22/23	297.02550	1.15849	38	0.1520			-0.1520	14.87	x		0.8781	-3.84
Thu	02/23/23	296.99286	1.15836	39	0.1560			-0.1560	15.00	x		0.8821	-3.97
Fri	02/24/23	296.96021	1.15823	40	0.1600			-0.1600	15.13	x		0.8861	-4.10
Mon	02/27/23	296.86229	1.15785	43	0.1719			-0.1719	15.51	x		0.8980	-4.48
Tue	02/28/23	296.82964	1.15772	44	0.1759			-0.1759	15.64	x		0.9020	-4.61
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	1.15759	45	0.1799			-0.1799	15.77	x		0.9060	-4.74
Thu	03/02/23	296.87355	1.15789	46	0.1839			-0.1839	15.47	x		0.9100	-4.44
Fri	03/03/23	296.95010	1.15819	47	0.1880			-0.1880	15.17	x		0.9141	-4.14
Mon	03/06/23	297.17974	1.15909	50	0.2001			-0.2001	14.27	x		0.9262	-3.24
Tue	03/07/23	297.25629	1.15939	51	0.2042			-0.2042	13.97	x		0.9303	-2.94
Wed	03/08/23	297.33284	1.15968	52	0.2082			-0.2082	13.68	x		0.9343	-2.65
Thu	03/09/23	297.40939	1.15998	53	0.2123			-0.2123	13.38	x		0.9384	-2.35
Fri	03/10/23	297.48594	1.16028	54	0.2164			-0.2164	13.08	x		0.9425	-2.05
Mon	03/13/23	297.71558	1.16118	57	0.2285			-0.2285	12.18	x		0.9546	-1.15
Tue	03/14/23	297.79213	1.16148	58	0.2326			-0.2326	11.88	x		0.9587	-0.85
Wed	03/15/23	297.86868	1.16177	59	0.2367			-0.2367	11.59	x		0.9628	-0.56
Thu	03/16/23	297.94523	1.16207	60	0.2408			-0.2408	11.29	x		0.9669	-0.26
Fri	03/17/23	298.02177	1.16237	61	0.2448			-0.2448	10.99	x		0.9709	0.04
Mon	03/20/23	298.25142	1.16327	64	0.2571			-0.2571	10.09	x		0.9832	0.94
Tue	03/21/23	298.32797	1.16357	65	0.2612			-0.2612	9.79	x		0.9873	1.24
Wed	03/22/23	298.40452	1.16386	66	0.2652			-0.2652	9.50	x		0.9913	1.53
Thu	03/23/23	298.48106	1.16416	67	0.2693			-0.2693	9.20	x		0.9954	1.83
Fri	03/24/23	298.55761	1.16446	68	0.2734			-0.2734	8.90	x		0.9995	2.13
Mon	03/27/23	298.78726	1.16536	71	0.2857			-0.2857	8.00	x		1.0118	3.03
Tue	03/28/23	298.86381	1.16566	72	0.2898			-0.2898	7.70	x		1.0159	3.33
Wed	03/29/23	298.94035	1.16595	73	0.2939			-0.2939	7.41	x		1.0200	3.62
Thu	03/30/23	299.01690	1.16625	74	0.2980			-0.2980	7.11	x		1.0241	3.92
Fri	03/31/23	299.09345	1.16655	75	0.3021			-0.3021	6.81	x		1.0282	4.22
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	1.16728	78	0.3144			-0.3144	6.08	x		1.0405	4.95
Tue	04/04/23	299.33700	1.16750	79	0.3185			-0.3185	5.86	x		1.0446	5.17
Wed	04/05/23	299.39267	1.16772	80	0.3226			-0.3226	5.64	x		1.0487	5.39
Thu	04/06/23	299.44833	1.16794	81	0.3267			-0.3267	5.42	x		1.0528	5.61
Fri	04/07/23	299.50400	1.16815	82	0.3308			-0.3308	5.21	x		1.0569	5.82
Mon	04/10/23	299.67100	1.16880	85	0.3431			-0.3431	4.56	x		1.0692	6.47
Tue	04/11/23	299.72667	1.16902	86	0.3472			-0.3472	4.34	x		1.0733	6.69
Wed	04/12/23	299.78233	1.16924	87	0.3513			-0.3513	4.12	x		1.0774	6.91
Thu	04/13/23	299.83800	1.16945	88	0.3554			-0.3554	3.91	x		1.0815	7.12
Fri	04/14/23	299.89367	1.16967	89	0.3595			-0.3595	3.69	x		1.0856	7.34
Mon	04/17/23	300.06067	1.17032	92	0.3718			-0.3718	3.04	x		1.0979	7.99
Tue	04/18/23	300.11633	1.17054	93	0.3759			-0.3759	2.82	x		1.1020	8.21
Wed	04/19/23	300.17200	1.17076	94	0.3800			-0.3800	2.60	x		1.1061	8.43
Thu	04/20/23	300.22767	1.17097	95	0.3841			-0.3841	2.39	x		1.1102	8.64
Fri	04/21/23	300.28333	1.17119	96	0.3882			-0.3882	2.17	x		1.1143	8.86
Mon	04/24/23	300.45033	1.17184	99	0.4006			-0.4006	1.52	x		1.1267	9.51
Tue	04/25/23	300.50600	1.17206	100	0.4047			-0.4047	1.30	x		1.1308	9.73
Wed	04/26/23	300.56167	1.17228	101	0.4088			-0.4088	1.08	x		1.1349	9.95
Thu	04/27/23	300.61733	1.17249	102	0.4130			-0.4130	0.87	x		1.1391	10.16
Fri	04/28/23	300.67300	1.17271	103	0.4171			-0.4171	0.65	x		1.1432	10.38
Mon	05/01/23	300.84000	1.17336	106	0.4295			-0.4295	0.00	x		1.1556	11.03

Generated 03/14/23 08:48