1.375% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2033

Interest and OID per $1,000 Face Value for 2023

CUSIP Number	91282CHP9
Dated Date	July 15, 2023
Ref CPI on Dated Date	303.70803
Original Issue Date	July 31, 2023	Interest 01/15/24 (184 days)

						Purchased on Settelment Date & held to 01/01/24				Held on 07/31/23 & 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
Mon	07/31/23	304.10235	1.00130	16	0.5986			-0.5986	11.75			0.5986	0.00
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Tue	08/01/23	304.12700	1.00138	17	0.6361			-0.6361	11.67			0.6361	0.08
Wed	08/02/23	304.15868	1.00148	18	0.6735			-0.6735	11.57			0.6735	0.18
Thu	08/03/23	304.19035	1.00159	19	0.7110			-0.7110	11.46			0.7110	0.29
Fri	08/04/23	304.22203	1.00169	20	0.7485			-0.7485	11.36			0.7485	0.39
Mon	08/07/23	304.31706	1.00201	23	0.8611			-0.8611	11.04			0.8611	0.71
Tue	08/08/23	304.34874	1.00211	24	0.8986			-0.8986	10.94			0.8986	0.81
Wed	08/09/23	304.38042	1.00221	25	0.9362			-0.9362	10.84			0.9362	0.91
Thu	08/10/23	304.41210	1.00232	26	0.9737			-0.9737	10.73			0.9737	1.02
Fri	08/11/23	304.44377	1.00242	27	1.0113			-1.0113	10.63			1.0113	1.12
Mon	08/14/23	304.53881	1.00274	30	1.1240			-1.1240	10.31			1.1240	1.44
Tue	08/15/23	304.57048	1.00284	31	1.1616			-1.1616	10.21			1.1616	1.54
Wed	08/16/23	304.60216	1.00294	32	1.1992			-1.1992	10.11			1.1992	1.64
Thu	08/17/23	304.63384	1.00305	33	1.2368			-1.2368	10.00			1.2368	1.75
Fri	08/18/23	304.66552	1.00315	34	1.2744			-1.2744	9.90			1.2744	1.85
Mon	08/21/23	304.76055	1.00347	37	1.3873			-1.3873	9.58			1.3873	2.17
Tue	08/22/23	304.79223	1.00357	38	1.4249			-1.4249	9.48			1.4249	2.27
Wed	08/23/23	304.82390	1.00367	39	1.4625			-1.4625	9.38			1.4625	2.37
Thu	08/24/23	304.85558	1.00378	40	1.5002			-1.5002	9.27			1.5002	2.48
Fri	08/25/23	304.88726	1.00388	41	1.5379			-1.5379	9.17			1.5379	2.58
Mon	08/28/23	304.98229	1.00420	44	1.6509			-1.6509	8.85			1.6509	2.90
Tue	08/29/23	305.01397	1.00430	45	1.6886			-1.6886	8.75			1.6886	3.00
Wed	08/30/23	305.04565	1.00440	46	1.7263			-1.7263	8.65			1.7263	3.10
Thu	08/31/23	305.07732	1.00451	47	1.7640			-1.7640	8.54			1.7640	3.21
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Fri	09/01/23	305.10900	1.00461	48	1.8017			-1.8017	8.44			1.8017	3.31
Mon	09/04/23	305.16720	1.00480	51	1.9147			-1.9147	8.25			1.9147	3.50
Tue	09/05/23	305.18660	1.00487	52	1.9524			-1.9524	8.18			1.9524	3.57
Wed	09/06/23	305.20600	1.00493	53	1.9901			-1.9901	8.12			1.9901	3.63
Thu	09/07/23	305.22540	1.00500	54	2.0278			-2.0278	8.05			2.0278	3.70
Fri	09/08/23	305.24480	1.00506	55	2.0654			-2.0654	7.99			2.0654	3.76
Mon	09/11/23	305.30300	1.00525	58	2.1785			-2.1785	7.80			2.1785	3.95
Tue	09/12/23	305.32240	1.00532	59	2.2162			-2.2162	7.73			2.2162	4.02
Wed	09/13/23	305.34180	1.00538	60	2.2539			-2.2539	7.67			2.2539	4.08
Thu	09/14/23	305.36120	1.00544	61	2.2916			-2.2916	7.61			2.2916	4.14
Fri	09/15/23	305.38060	1.00551	62	2.3293			-2.3293	7.54			2.3293	4.21
Mon	09/18/23	305.43880	1.00570	65	2.4425			-2.4425	7.35			2.4425	4.40
Tue	09/19/23	305.45820	1.00576	66	2.4802			-2.4802	7.29			2.4802	4.46
Wed	09/20/23	305.47760	1.00583	67	2.5180			-2.5180	7.22			2.5180	4.53
Thu	09/21/23	305.49700	1.00589	68	2.5557			-2.5557	7.16			2.5557	4.59
Fri	09/22/23	305.51640	1.00595	69	2.5935			-2.5935	7.10			2.5935	4.65
Mon	09/25/23	305.57460	1.00615	72	2.7068			-2.7068	6.90			2.7068	4.85
Tue	09/26/23	305.59400	1.00621	73	2.7445			-2.7445	6.84			2.7445	4.91
Wed	09/27/23	305.61340	1.00627	74	2.7823			-2.7823	6.78			2.7823	4.97
Thu	09/28/23	305.63280	1.00634	75	2.8201			-2.8201	6.71			2.8201	5.04
Fri	09/29/23	305.65220	1.00640	76	2.8578			-2.8578	6.65			2.8578	5.10
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	10/02/23	305.73406	1.00667	79	2.9715			-2.9715	6.38			2.9715	5.37
Tue	10/03/23	305.77713	1.00681	80	3.0095			-3.0095	6.24			3.0095	5.51
Wed	10/04/23	305.82019	1.00695	81	3.0475			-3.0475	6.10			3.0475	5.65
Thu	10/05/23	305.86326	1.00710	82	3.0856			-3.0856	5.95			3.0856	5.80
Fri	10/06/23	305.90632	1.00724	83	3.1237			-3.1237	5.81			3.1237	5.94
Mon	10/09/23	306.03552	1.00766	86	3.2379			-3.2379	5.39			3.2379	6.36
Tue	10/10/23	306.07858	1.00781	87	3.2761			-3.2761	5.24			3.2761	6.51
Wed	10/11/23	306.12165	1.00795	88	3.3142			-3.3142	5.10			3.3142	6.65
Thu	10/12/23	306.16471	1.00809	89	3.3523			-3.3523	4.96			3.3523	6.79
Fri	10/13/23	306.20777	1.00823	90	3.3904			-3.3904	4.82			3.3904	6.93
Mon	10/16/23	306.33697	1.00866	93	3.5050			-3.5050	4.39			3.5050	7.36
Tue	10/17/23	306.38003	1.00880	94	3.5431			-3.5431	4.25			3.5431	7.50
Wed	10/18/23	306.42310	1.00894	95	3.5813			-3.5813	4.11			3.5813	7.64
Thu	10/19/23	306.46616	1.00908	96	3.6195			-3.6195	3.97			3.6195	7.78
Fri	10/20/23	306.50923	1.00922	97	3.6577			-3.6577	3.83			3.6577	7.92
Mon	10/23/23	306.63842	1.00965	100	3.7725			-3.7725	3.40			3.7725	8.35
Tue	10/24/23	306.68148	1.00979	101	3.8107			-3.8107	3.26			3.8107	8.49
Wed	10/25/23	306.72455	1.00993	102	3.8490			-3.8490	3.12			3.8490	8.63
Thu	10/26/23	306.76761	1.01007	103	3.8873			-3.8873	2.98			3.8873	8.77
Fri	10/27/23	306.81068	1.01022	104	3.9256			-3.9256	2.83			3.9256	8.92
Mon	10/30/23	306.93987	1.01064	107	4.0405			-4.0405	2.41			4.0405	9.34
Tue	10/31/23	306.98294	1.01078	108	4.0788			-4.0788	2.27			4.0788	9.48
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	11/01/23	307.02600	1.01092	109	4.1172			-4.1172	2.13			4.1172	9.62
Thu	11/02/23	307.05143	1.01101	110	4.1553			-4.1553	2.04			4.1553	9.71
Fri	11/03/23	307.07687	1.01109	111	4.1934			-4.1934	1.96			4.1934	9.79
Mon	11/06/23	307.15317	1.01134	114	4.3078			-4.3078	1.71			4.3078	10.04
Tue	11/07/23	307.17860	1.01143	115	4.3460			-4.3460	1.62			4.3460	10.13
Wed	11/08/23	307.20403	1.01151	116	4.3841			-4.3841	1.54			4.3841	10.21
Thu	11/09/23	307.22947	1.01159	117	4.4223			-4.4223	1.46			4.4223	10.29
Fri	11/10/23	307.25490	1.01168	118	4.4605			-4.4605	1.37			4.4605	10.38
Mon	11/13/23	307.33120	1.01193	121	4.5750			-4.5750	1.12			4.5750	10.63
Tue	11/14/23	307.35663	1.01201	122	4.6132			-4.6132	1.04			4.6132	10.71
Wed	11/15/23	307.38207	1.01210	123	4.6514			-4.6514	0.95			4.6514	10.80
Thu	11/16/23	307.40750	1.01218	124	4.6896			-4.6896	0.87			4.6896	10.88
Fri	11/17/23	307.43293	1.01226	125	4.7278			-4.7278	0.79			4.7278	10.96
Mon	11/20/23	307.50923	1.01252	128	4.8425			-4.8425	0.53			4.8425	11.22
Tue	11/21/23	307.53467	1.01260	129	4.8807			-4.8807	0.45			4.8807	11.30
Wed	11/22/23	307.56010	1.01268	130	4.9189			-4.9189	0.37			4.9189	11.38
Thu	11/23/23	307.58553	1.01277	131	4.9572			-4.9572	0.28			4.9572	11.47
Fri	11/24/23	307.61097	1.01285	132	4.9954			-4.9954	0.20			4.9954	11.55
Mon	11/27/23	307.68727	1.01310	135	5.1102			-5.1102	-0.05			5.1102	11.80
Tue	11/28/23	307.71270	1.01319	136	5.1485			-5.1485	-0.14			5.1485	11.89
Wed	11/29/23	307.73813	1.01327	137	5.1868			-5.1868	-0.22			5.1868	11.97
Thu	11/30/23	307.76357	1.01335	138	5.2251			-5.2251	-0.30			5.2251	12.05
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Fri	12/01/23	307.78900	1.01344	139	5.2634			-5.2634	-0.39			5.2634	12.14
Mon	12/04/23	307.77758	1.01340	142	5.3768			-5.3768	-0.35			5.3768	12.10
Tue	12/05/23	307.77377	1.01339	143	5.4146			-5.4146	-0.34			5.4146	12.09
Wed	12/06/23	307.76997	1.01337	144	5.4524			-5.4524	-0.32			5.4524	12.07
Thu	12/07/23	307.76616	1.01336	145	5.4902			-5.4902	-0.31			5.4902	12.06
Fri	12/08/23	307.76235	1.01335	146	5.5280			-5.5280	-0.30			5.5280	12.05
Mon	12/11/23	307.75094	1.01331	149	5.6414			-5.6414	-0.26			5.6414	12.01
Tue	12/12/23	307.74713	1.01330	150	5.6792			-5.6792	-0.25			5.6792	12.00
Wed	12/13/23	307.74332	1.01329	151	5.7170			-5.7170	-0.24			5.7170	11.99
Thu	12/14/23	307.73952	1.01327	152	5.7547			-5.7547	-0.22			5.7547	11.97
Fri	12/15/23	307.73571	1.01326	153	5.7925			-5.7925	-0.21			5.7925	11.96
Mon	12/18/23	307.72429	1.01322	156	5.9059			-5.9059	-0.17			5.9059	11.92
Tue	12/19/23	307.72048	1.01321	157	5.9437			-5.9437	-0.16			5.9437	11.91
Wed	12/20/23	307.71668	1.01320	158	5.9815			-5.9815	-0.15			5.9815	11.90
Thu	12/21/23	307.71287	1.01319	159	6.0193			-6.0193	-0.14			6.0193	11.89
Fri	12/22/23	307.70906	1.01317	160	6.0570			-6.0570	-0.12			6.0570	11.87
Mon	12/25/23	307.69765	1.01314	163	6.1704			-6.1704	-0.09			6.1704	11.84
Tue	12/26/23	307.69384	1.01312	164	6.2081			-6.2081	-0.07			6.2081	11.82
Wed	12/27/23	307.69003	1.01311	165	6.2459			-6.2459	-0.06			6.2459	11.81
Thu	12/28/23	307.68623	1.01310	166	6.2837			-6.2837	-0.05			6.2837	11.80
Fri	12/29/23	307.68242	1.01309	167	6.3215			-6.3215	-0.04			6.3215	11.79
Mon	01/01/24	307.67100	1.01305

Generated 12/12/23 08:55