1% 30-Year Treasury Inflation Protected Security (TIPS) due February 15, 2046

Interest and OID per $1,000 Face Value for 2026 (until 08/01/26)

CUSIP Number	912810RR1	Interest 02/15/26 (184 days)	$6.8389
Dated Date	February 15, 2016	Interest 08/15/26 (181 days)
Ref CPI on Dated Date	236.94448
Original Issue Date	February 29, 2016

						Purchased on Settlement Date & held to 08/01/26				Held on 01/01/26 & Sold on Settlement Date
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Thu	01/01/26	325.60400	1.37418	139	5.1905	x		1.6484	40.17			5.1905	0.00
Fri	01/02/26	325.55619	1.37398	140	5.2271	x		1.6118	40.37			5.2271	-0.20
Mon	01/05/26	325.41277	1.37337	143	5.3367	x		1.5022	40.98			5.3367	-0.81
Tue	01/06/26	325.36497	1.37317	144	5.3733	x		1.4656	41.18			5.3733	-1.01
Wed	01/07/26	325.31716	1.37297	145	5.4098	x		1.4291	41.38			5.4098	-1.21
Thu	01/08/26	325.26935	1.37277	146	5.4463	x		1.3926	41.58			5.4463	-1.41
Fri	01/09/26	325.22155	1.37256	147	5.4828	x		1.3561	41.79			5.4828	-1.62
Mon	01/12/26	325.07813	1.37196	150	5.5922	x		1.2467	42.39			5.5922	-2.22
Tue	01/13/26	325.03032	1.37176	151	5.6287	x		1.2102	42.59			5.6287	-2.42
Wed	01/14/26	324.98252	1.37156	152	5.6651	x		1.1738	42.79			5.6651	-2.62
Thu	01/15/26	324.93471	1.37135	153	5.7015	x		1.1374	43.00			5.7015	-2.83
Fri	01/16/26	324.88690	1.37115	154	5.7380	x		1.1009	43.20			5.7380	-3.03
Mon	01/19/26	324.74348	1.37055	157	5.8472	x		0.9917	43.80			5.8472	-3.63
Tue	01/20/26	324.69568	1.37034	158	5.8835	x		0.9554	44.01			5.8835	-3.84
Wed	01/21/26	324.64787	1.37014	159	5.9199	x		0.9190	44.21			5.9199	-4.04
Thu	01/22/26	324.60006	1.36994	160	5.9563	x		0.8826	44.41			5.9563	-4.24
Fri	01/23/26	324.55226	1.36974	161	5.9926	x		0.8463	44.61			5.9926	-4.44
Mon	01/26/26	324.40884	1.36913	164	6.1016	x		0.7373	45.22			6.1016	-5.05
Tue	01/27/26	324.36103	1.36893	165	6.1379	x		0.7010	45.42			6.1379	-5.25
Wed	01/28/26	324.31323	1.36873	166	6.1742	x		0.6647	45.62			6.1742	-5.45
Thu	01/29/26	324.26542	1.36853	167	6.2104	x		0.6285	45.82			6.2104	-5.65
Fri	01/30/26	324.21761	1.36833	168	6.2467	x		0.5922	46.02			6.2467	-5.85
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Mon	02/02/26	324.11957	1.36791	171	6.3563	x		0.4826	46.44			6.3563	-6.27
Tue	02/03/26	324.11714	1.36790	172	6.3934	x		0.4455	46.45			6.3934	-6.28
Wed	02/04/26	324.11471	1.36789	173	6.4306	x		0.4083	46.46			6.4306	-6.29
Thu	02/05/26	324.11229	1.36788	174	6.4677	x		0.3712	46.47			6.4677	-6.30
Fri	02/06/26	324.10986	1.36787	175	6.5048	x		0.3341	46.48			6.5048	-6.31
Mon	02/09/26	324.10257	1.36784	178	6.6162	x		0.2227	46.51			6.6162	-6.34
Tue	02/10/26	324.10014	1.36783	179	6.6533	x		0.1856	46.52			6.6533	-6.35
Wed	02/11/26	324.09771	1.36782	180	6.6904	x		0.1485	46.53			6.6904	-6.36
Thu	02/12/26	324.09529	1.36781	181	6.7275	x		0.1114	46.54			6.7275	-6.37
Fri	02/13/26	324.09286	1.36780	182	6.7647	x		0.0742	46.55			6.7647	-6.38
Sun	02/15/26	324.08800	1.36778	0	0.0000			0.0000	46.57	x		6.8389	-6.40
Mon	02/16/26	324.08557	1.36777	1	0.0378			-0.0378	46.58	x		6.8767	-6.41
Tue	02/17/26	324.08314	1.36776	2	0.0756			-0.0756	46.59	x		6.9145	-6.42
Wed	02/18/26	324.08071	1.36775	3	0.1133			-0.1133	46.60	x		6.9522	-6.43
Thu	02/19/26	324.07829	1.36774	4	0.1511			-0.1511	46.61	x		6.9900	-6.44
Fri	02/20/26	324.07586	1.36773	5	0.1889			-0.1889	46.62	x		7.0278	-6.45
Mon	02/23/26	324.06857	1.36770	8	0.3023			-0.3023	46.65	x		7.1412	-6.48
Tue	02/24/26	324.06614	1.36769	9	0.3400			-0.3400	46.66	x		7.1789	-6.49
Wed	02/25/26	324.06371	1.36768	10	0.3778			-0.3778	46.67	x		7.2167	-6.50
Thu	02/26/26	324.06129	1.36767	11	0.4156			-0.4156	46.68	x		7.2545	-6.51
Fri	02/27/26	324.05886	1.36766	12	0.4534			-0.4534	46.69	x		7.2923	-6.52
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Mon	03/02/26	324.09265	1.36780	15	0.5668			-0.5668	46.55	x		7.4057	-6.38
Tue	03/03/26	324.13129	1.36796	16	0.6046			-0.6046	46.39	x		7.4435	-6.22
Wed	03/04/26	324.16994	1.36813	17	0.6425			-0.6425	46.22	x		7.4814	-6.05
Thu	03/05/26	324.20858	1.36829	18	0.6804			-0.6804	46.06	x		7.5193	-5.89
Fri	03/06/26	324.24723	1.36845	19	0.7182			-0.7182	45.90	x		7.5571	-5.73
Mon	03/09/26	324.36316	1.36894	22	0.8320			-0.8320	45.41	x		7.6709	-5.24
Tue	03/10/26	324.40181	1.36910	23	0.8699			-0.8699	45.25	x		7.7088	-5.08
Wed	03/11/26	324.44045	1.36927	24	0.9078			-0.9078	45.08	x		7.7467	-4.91
Thu	03/12/26	324.47910	1.36943	25	0.9457			-0.9457	44.92	x		7.7846	-4.75
Fri	03/13/26	324.51774	1.36959	26	0.9837			-0.9837	44.76	x		7.8226	-4.59
Mon	03/16/26	324.63368	1.37008	29	1.0976			-1.0976	44.27	x		7.9365	-4.10
Tue	03/17/26	324.67232	1.37025	30	1.1356			-1.1356	44.10	x		7.9745	-3.93
Wed	03/18/26	324.71097	1.37041	31	1.1736			-1.1736	43.94	x		8.0125	-3.77
Thu	03/19/26	324.74961	1.37057	32	1.2116			-1.2116	43.78	x		8.0505	-3.61
Fri	03/20/26	324.78826	1.37074	33	1.2496			-1.2496	43.61	x		8.0885	-3.44
Mon	03/23/26	324.90419	1.37122	36	1.3636			-1.3636	43.13	x		8.2025	-2.96
Tue	03/24/26	324.94284	1.37139	37	1.4017			-1.4017	42.96	x		8.2406	-2.79
Wed	03/25/26	324.98148	1.37155	38	1.4397			-1.4397	42.80	x		8.2786	-2.63
Thu	03/26/26	325.02013	1.37171	39	1.4778			-1.4778	42.64	x		8.3167	-2.47
Fri	03/27/26	325.05877	1.37188	40	1.5159			-1.5159	42.47	x		8.3548	-2.30
Mon	03/30/26	325.17471	1.37237	43	1.6302			-1.6302	41.98	x		8.4691	-1.81
Tue	03/31/26	325.21335	1.37253	44	1.6683			-1.6683	41.82	x		8.5072	-1.65
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Wed	04/01/26	325.25200	1.37269	45	1.7064			-1.7064	41.66	x		8.5453	-1.49
Thu	04/02/26	325.30310	1.37291	46	1.7446			-1.7446	41.44	x		8.5835	-1.27
Fri	04/03/26	325.35420	1.37312	47	1.7828			-1.7828	41.23	x		8.6217	-1.06
Mon	04/06/26	325.50750	1.37377	50	1.8975			-1.8975	40.58	x		8.7364	-0.41
Tue	04/07/26	325.55860	1.37399	51	1.9357			-1.9357	40.36	x		8.7746	-0.19
Wed	04/08/26	325.60970	1.37420	52	1.9740			-1.9740	40.15	x		8.8129	0.02
Thu	04/09/26	325.66080	1.37442	53	2.0123			-2.0123	39.93	x		8.8512	0.24
Fri	04/10/26	325.71190	1.37463	54	2.0506			-2.0506	39.72	x		8.8895	0.45
Mon	04/13/26	325.86520	1.37528	57	2.1655			-2.1655	39.07	x		9.0044	1.10
Tue	04/14/26	325.91630	1.37550	58	2.2038			-2.2038	38.85	x		9.0427	1.32
Wed	04/15/26	325.96740	1.37571	59	2.2422			-2.2422	38.64	x		9.0811	1.53
Thu	04/16/26	326.01850	1.37593	60	2.2805			-2.2805	38.42	x		9.1194	1.75
Fri	04/17/26	326.06960	1.37614	61	2.3189			-2.3189	38.21	x		9.1578	1.96
Mon	04/20/26	326.22290	1.37679	64	2.4341			-2.4341	37.56	x		9.2730	2.61
Tue	04/21/26	326.27400	1.37701	65	2.4725			-2.4725	37.34	x		9.3114	2.83
Wed	04/22/26	326.32510	1.37722	66	2.5110			-2.5110	37.13	x		9.3499	3.04
Thu	04/23/26	326.37620	1.37744	67	2.5494			-2.5494	36.91	x		9.3883	3.26
Fri	04/24/26	326.42730	1.37765	68	2.5879			-2.5879	36.70	x		9.4268	3.47
Mon	04/27/26	326.58060	1.37830	71	2.7033			-2.7033	36.05	x		9.5422	4.12
Tue	04/28/26	326.63170	1.37852	72	2.7418			-2.7418	35.83	x		9.5807	4.34
Wed	04/29/26	326.68280	1.37873	73	2.7803			-2.7803	35.62	x		9.6192	4.55
Thu	04/30/26	326.73390	1.37895	74	2.8188			-2.8188	35.40	x		9.6577	4.77
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Fri	05/01/26	326.78500	1.37916	75	2.8574			-2.8574	35.19	x		9.6963	4.98
Mon	05/04/26	327.11674	1.38056	78	2.9747			-2.9747	33.79	x		9.8136	6.38
Tue	05/05/26	327.22732	1.38103	79	3.0139			-3.0139	33.32	x		9.8528	6.85
Wed	05/06/26	327.33790	1.38150	80	3.0530			-3.0530	32.85	x		9.8919	7.32
Thu	05/07/26	327.44848	1.38196	81	3.0922			-3.0922	32.39	x		9.9311	7.78
Fri	05/08/26	327.55906	1.38243	82	3.1315			-3.1315	31.92	x		9.9704	8.25
Mon	05/11/26	327.89081	1.38383	85	3.2493			-3.2493	30.52	x		10.0882	9.65
Tue	05/12/26	328.00139	1.38430	86	3.2887			-3.2887	30.05	x		10.1276	10.12
Wed	05/13/26	328.11197	1.38476	87	3.3280			-3.3280	29.59	x		10.1669	10.58
Thu	05/14/26	328.22255	1.38523	88	3.3674			-3.3674	29.12	x		10.2063	11.05
Fri	05/15/26	328.33313	1.38570	89	3.4068			-3.4068	28.65	x		10.2457	11.52
Mon	05/18/26	328.66487	1.38710	92	3.5252			-3.5252	27.25	x		10.3641	12.92
Tue	05/19/26	328.77545	1.38756	93	3.5647			-3.5647	26.79	x		10.4036	13.38
Wed	05/20/26	328.88603	1.38803	94	3.6043			-3.6043	26.32	x		10.4432	13.85
Thu	05/21/26	328.99661	1.38850	95	3.6439			-3.6439	25.85	x		10.4828	14.32
Fri	05/22/26	329.10719	1.38896	96	3.6834			-3.6834	25.39	x		10.5223	14.78
Mon	05/25/26	329.43894	1.39036	99	3.8024			-3.8024	23.99	x		10.6413	16.18
Tue	05/26/26	329.54952	1.39083	100	3.8421			-3.8421	23.52	x		10.6810	16.65
Wed	05/27/26	329.66010	1.39130	101	3.8818			-3.8818	23.05	x		10.7207	17.12
Thu	05/28/26	329.77068	1.39176	102	3.9215			-3.9215	22.59	x		10.7604	17.58
Fri	05/29/26	329.88126	1.39223	103	3.9613			-3.9613	22.12	x		10.8002	18.05
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Mon	06/01/26	330.21300	1.39363	106	4.0808			-4.0808	20.72	x		10.9197	19.45
Tue	06/02/26	330.30657	1.39403	107	4.1205			-4.1205	20.32	x		10.9594	19.85
Wed	06/03/26	330.40013	1.39442	108	4.1601			-4.1601	19.93	x		10.9990	20.24
Thu	06/04/26	330.49370	1.39481	109	4.1998			-4.1998	19.54	x		11.0387	20.63
Fri	06/05/26	330.58727	1.39521	110	4.2396			-4.2396	19.14	x		11.0785	21.03
Mon	06/08/26	330.86797	1.39639	113	4.3589			-4.3589	17.96	x		11.1978	22.21
Tue	06/09/26	330.96153	1.39679	114	4.3987			-4.3987	17.56	x		11.2376	22.61
Wed	06/10/26	331.05510	1.39718	115	4.4386			-4.4386	17.17	x		11.2775	23.00
Thu	06/11/26	331.14867	1.39758	116	4.4784			-4.4784	16.77	x		11.3173	23.40
Fri	06/12/26	331.24223	1.39797	117	4.5183			-4.5183	16.38	x		11.3572	23.79
Mon	06/15/26	331.52293	1.39916	120	4.6381			-4.6381	15.19	x		11.4770	24.98
Tue	06/16/26	331.61650	1.39955	121	4.6781			-4.6781	14.80	x		11.5170	25.37
Wed	06/17/26	331.71007	1.39995	122	4.7181			-4.7181	14.40	x		11.5570	25.77
Thu	06/18/26	331.80363	1.40034	123	4.7581			-4.7581	14.01	x		11.5970	26.16
Fri	06/19/26	331.89720	1.40074	124	4.7981			-4.7981	13.61	x		11.6370	26.56
Mon	06/22/26	332.17790	1.40192	127	4.9183			-4.9183	12.43	x		11.7572	27.74
Tue	06/23/26	332.27147	1.40232	128	4.9585			-4.9585	12.03	x		11.7974	28.14
Wed	06/24/26	332.36503	1.40271	129	4.9986			-4.9986	11.64	x		11.8375	28.53
Thu	06/25/26	332.45860	1.40311	130	5.0388			-5.0388	11.24	x		11.8777	28.93
Fri	06/26/26	332.55217	1.40350	131	5.0790			-5.0790	10.85	x		11.9179	29.32
Mon	06/29/26	332.83287	1.40469	134	5.1997			-5.1997	9.66	x		12.0386	30.51
Tue	06/30/26	332.92643	1.40508	135	5.2399			-5.2399	9.27	x		12.0788	30.90
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Wed	07/01/26	333.02000	1.40548	136	5.2803			-5.2803	8.87	x		12.1192	31.30
Thu	07/02/26	333.08784	1.40576	137	5.3201			-5.3201	8.59	x		12.1590	31.58
Fri	07/03/26	333.15568	1.40605	138	5.3601			-5.3601	8.30	x		12.1990	31.87
Mon	07/06/26	333.35919	1.40691	141	5.4800			-5.4800	7.44	x		12.3189	32.73
Tue	07/07/26	333.42703	1.40719	142	5.5199			-5.5199	7.16	x		12.3588	33.01
Wed	07/08/26	333.49487	1.40748	143	5.5599			-5.5599	6.87	x		12.3988	33.30
Thu	07/09/26	333.56271	1.40777	144	5.6000			-5.6000	6.58	x		12.4389	33.59
Fri	07/10/26	333.63055	1.40805	145	5.6400			-5.6400	6.30	x		12.4789	33.87
Mon	07/13/26	333.83406	1.40891	148	5.7602			-5.7602	5.44	x		12.5991	34.73
Tue	07/14/26	333.90190	1.40920	149	5.8003			-5.8003	5.15	x		12.6392	35.02
Wed	07/15/26	333.96974	1.40949	150	5.8404			-5.8404	4.86	x		12.6793	35.31
Thu	07/16/26	334.03758	1.40977	151	5.8805			-5.8805	4.58	x		12.7194	35.59
Fri	07/17/26	334.10542	1.41006	152	5.9207			-5.9207	4.29	x		12.7596	35.88
Mon	07/20/26	334.30894	1.41092	155	6.0412			-6.0412	3.43	x		12.8801	36.74
Tue	07/21/26	334.37677	1.41120	156	6.0814			-6.0814	3.15	x		12.9203	37.02
Wed	07/22/26	334.44461	1.41149	157	6.1217			-6.1217	2.86	x		12.9606	37.31
Thu	07/23/26	334.51245	1.41178	158	6.1619			-6.1619	2.57	x		13.0008	37.60
Fri	07/24/26	334.58029	1.41206	159	6.2021			-6.2021	2.29	x		13.0410	37.88
Mon	07/27/26	334.78381	1.41292	162	6.3230			-6.3230	1.43	x		13.1619	38.74
Tue	07/28/26	334.85165	1.41321	163	6.3633			-6.3633	1.14	x		13.2022	39.03
Wed	07/29/26	334.91948	1.41349	164	6.4037			-6.4037	0.86	x		13.2426	39.31
Thu	07/30/26	334.98732	1.41378	165	6.4440			-6.4440	0.57	x		13.2829	39.60
Fri	07/31/26	335.05516	1.41407	166	6.4844			-6.4844	0.28	x		13.3233	39.89
Sat	08/01/26	335.12300	1.41435	167	6.5248			-6.5248	0.00	x		13.3637	40.17

Generated 06/10/26 08:50