2.125% 30-Year Treasury Inflation Protected Security (TIPS) due February 15, 2054

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

CUSIP Number	912810TY4	Interest 02/15/26 (184 days)	$11.2199
Dated Date	February 15, 2024	Interest 08/15/26 (181 days)
Ref CPI on Dated Date	306.90376
Original Issue Date	February 29, 2024

						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	1.06093	139	8.5155	x		2.7044	31.02			8.5155	0.00
Fri	01/02/26	325.55619	1.06078	140	8.5756	x		2.6443	31.17			8.5756	-0.15
Mon	01/05/26	325.41277	1.06031	143	8.7555	x		2.4644	31.64			8.7555	-0.62
Tue	01/06/26	325.36497	1.06015	144	8.8154	x		2.4045	31.80			8.8154	-0.78
Wed	01/07/26	325.31716	1.06000	145	8.8753	x		2.3446	31.95			8.8753	-0.93
Thu	01/08/26	325.26935	1.05984	146	8.9352	x		2.2847	32.11			8.9352	-1.09
Fri	01/09/26	325.22155	1.05969	147	8.9951	x		2.2248	32.26			8.9951	-1.24
Mon	01/12/26	325.07813	1.05922	150	9.1746	x		2.0453	32.73			9.1746	-1.71
Tue	01/13/26	325.03032	1.05906	151	9.2344	x		1.9855	32.89			9.2344	-1.87
Wed	01/14/26	324.98252	1.05891	152	9.2942	x		1.9257	33.04			9.2942	-2.02
Thu	01/15/26	324.93471	1.05875	153	9.3540	x		1.8659	33.20			9.3540	-2.18
Fri	01/16/26	324.88690	1.05860	154	9.4138	x		1.8061	33.35			9.4138	-2.33
Mon	01/19/26	324.74348	1.05813	157	9.5929	x		1.6270	33.82			9.5929	-2.80
Tue	01/20/26	324.69568	1.05797	158	9.6525	x		1.5674	33.98			9.6525	-2.96
Wed	01/21/26	324.64787	1.05782	159	9.7123	x		1.5076	34.13			9.7123	-3.11
Thu	01/22/26	324.60006	1.05766	160	9.7719	x		1.4480	34.29			9.7719	-3.27
Fri	01/23/26	324.55226	1.05750	161	9.8314	x		1.3885	34.45			9.8314	-3.43
Mon	01/26/26	324.40884	1.05704	164	10.0103	x		1.2096	34.91			10.0103	-3.89
Tue	01/27/26	324.36103	1.05688	165	10.0698	x		1.1501	35.07			10.0698	-4.05
Wed	01/28/26	324.31323	1.05673	166	10.1294	x		1.0905	35.22			10.1294	-4.20
Thu	01/29/26	324.26542	1.05657	167	10.1889	x		1.0310	35.38			10.1889	-4.36
Fri	01/30/26	324.21761	1.05641	168	10.2483	x		0.9716	35.54			10.2483	-4.52
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	02/02/26	324.11957	1.05610	171	10.4283	x		0.7916	35.85			10.4283	-4.83
Tue	02/03/26	324.11714	1.05609	172	10.4892	x		0.7307	35.86			10.4892	-4.84
Wed	02/04/26	324.11471	1.05608	173	10.5500	x		0.6699	35.87			10.5500	-4.85
Thu	02/05/26	324.11229	1.05607	174	10.6109	x		0.6090	35.88			10.6109	-4.86
Fri	02/06/26	324.10986	1.05606	175	10.6718	x		0.5481	35.89			10.6718	-4.87
Mon	02/09/26	324.10257	1.05604	178	10.8545	x		0.3654	35.91			10.8545	-4.89
Tue	02/10/26	324.10014	1.05603	179	10.9154	x		0.3045	35.92			10.9154	-4.90
Wed	02/11/26	324.09771	1.05602	180	10.9763	x		0.2436	35.93			10.9763	-4.91
Thu	02/12/26	324.09529	1.05602	181	11.0373	x		0.1826	35.93			11.0373	-4.91
Fri	02/13/26	324.09286	1.05601	182	11.0981	x		0.1218	35.94			11.0981	-4.92
Sun	02/15/26	324.08800	1.05599	0	0.0000			0.0000	35.96	x		11.2199	-4.94
Mon	02/16/26	324.08557	1.05598	1	0.0620			-0.0620	35.97	x		11.2819	-4.95
Tue	02/17/26	324.08314	1.05598	2	0.1240			-0.1240	35.97	x		11.3439	-4.95
Wed	02/18/26	324.08071	1.05597	3	0.1860			-0.1860	35.98	x		11.4059	-4.96
Thu	02/19/26	324.07829	1.05596	4	0.2479			-0.2479	35.99	x		11.4678	-4.97
Fri	02/20/26	324.07586	1.05595	5	0.3099			-0.3099	36.00	x		11.5298	-4.98
Mon	02/23/26	324.06857	1.05593	8	0.4959			-0.4959	36.02	x		11.7158	-5.00
Tue	02/24/26	324.06614	1.05592	9	0.5579			-0.5579	36.03	x		11.7778	-5.01
Wed	02/25/26	324.06371	1.05591	10	0.6198			-0.6198	36.04	x		11.8397	-5.02
Thu	02/26/26	324.06129	1.05591	11	0.6818			-0.6818	36.04	x		11.9017	-5.02
Fri	02/27/26	324.05886	1.05590	12	0.7438			-0.7438	36.05	x		11.9637	-5.03
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	1.05601	15	0.9298			-0.9298	35.94	x		12.1497	-4.92
Tue	03/03/26	324.13129	1.05613	16	0.9919			-0.9919	35.82	x		12.2118	-4.80
Wed	03/04/26	324.16994	1.05626	17	1.0541			-1.0541	35.69	x		12.2740	-4.67
Thu	03/05/26	324.20858	1.05639	18	1.1162			-1.1162	35.56	x		12.3361	-4.54
Fri	03/06/26	324.24723	1.05651	19	1.1784			-1.1784	35.44	x		12.3983	-4.42
Mon	03/09/26	324.36316	1.05689	22	1.3649			-1.3649	35.06	x		12.5848	-4.04
Tue	03/10/26	324.40181	1.05701	23	1.4271			-1.4271	34.94	x		12.6470	-3.92
Wed	03/11/26	324.44045	1.05714	24	1.4893			-1.4893	34.81	x		12.7092	-3.79
Thu	03/12/26	324.47910	1.05727	25	1.5516			-1.5516	34.68	x		12.7715	-3.66
Fri	03/13/26	324.51774	1.05739	26	1.6138			-1.6138	34.56	x		12.8337	-3.54
Mon	03/16/26	324.63368	1.05777	29	1.8007			-1.8007	34.18	x		13.0206	-3.16
Tue	03/17/26	324.67232	1.05790	30	1.8630			-1.8630	34.05	x		13.0829	-3.03
Wed	03/18/26	324.71097	1.05802	31	1.9253			-1.9253	33.93	x		13.1452	-2.91
Thu	03/19/26	324.74961	1.05815	32	1.9877			-1.9877	33.80	x		13.2076	-2.78
Fri	03/20/26	324.78826	1.05827	33	2.0500			-2.0500	33.68	x		13.2699	-2.66
Mon	03/23/26	324.90419	1.05865	36	2.2372			-2.2372	33.30	x		13.4571	-2.28
Tue	03/24/26	324.94284	1.05878	37	2.2996			-2.2996	33.17	x		13.5195	-2.15
Wed	03/25/26	324.98148	1.05890	38	2.3620			-2.3620	33.05	x		13.5819	-2.03
Thu	03/26/26	325.02013	1.05903	39	2.4245			-2.4245	32.92	x		13.6444	-1.90
Fri	03/27/26	325.05877	1.05916	40	2.4870			-2.4870	32.79	x		13.7069	-1.77
Mon	03/30/26	325.17471	1.05953	43	2.6744			-2.6744	32.42	x		13.8943	-1.40
Tue	03/31/26	325.21335	1.05966	44	2.7370			-2.7370	32.29	x		13.9569	-1.27
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	1.05978	45	2.7995			-2.7995	32.17	x		14.0194	-1.15
Thu	04/02/26	325.30310	1.05995	46	2.8622			-2.8622	32.00	x		14.0821	-0.98
Fri	04/03/26	325.35420	1.06012	47	2.9248			-2.9248	31.83	x		14.1447	-0.81
Mon	04/06/26	325.50750	1.06062	50	3.1130			-3.1130	31.33	x		14.3329	-0.31
Tue	04/07/26	325.55860	1.06078	51	3.1757			-3.1757	31.17	x		14.3956	-0.15
Wed	04/08/26	325.60970	1.06095	52	3.2385			-3.2385	31.00	x		14.4584	0.02
Thu	04/09/26	325.66080	1.06112	53	3.3013			-3.3013	30.83	x		14.5212	0.19
Fri	04/10/26	325.71190	1.06128	54	3.3641			-3.3641	30.67	x		14.5840	0.35
Mon	04/13/26	325.86520	1.06178	57	3.5527			-3.5527	30.17	x		14.7726	0.85
Tue	04/14/26	325.91630	1.06195	58	3.6156			-3.6156	30.00	x		14.8355	1.02
Wed	04/15/26	325.96740	1.06212	59	3.6785			-3.6785	29.83	x		14.8984	1.19
Thu	04/16/26	326.01850	1.06228	60	3.7415			-3.7415	29.67	x		14.9614	1.35
Fri	04/17/26	326.06960	1.06245	61	3.8044			-3.8044	29.50	x		15.0243	1.52
Mon	04/20/26	326.22290	1.06295	64	3.9934			-3.9934	29.00	x		15.2133	2.02
Tue	04/21/26	326.27400	1.06312	65	4.0564			-4.0564	28.83	x		15.2763	2.19
Wed	04/22/26	326.32510	1.06328	66	4.1195			-4.1195	28.67	x		15.3394	2.35
Thu	04/23/26	326.37620	1.06345	67	4.1826			-4.1826	28.50	x		15.4025	2.52
Fri	04/24/26	326.42730	1.06361	68	4.2456			-4.2456	28.34	x		15.4655	2.68
Mon	04/27/26	326.58060	1.06411	71	4.4350			-4.4350	27.84	x		15.6549	3.18
Tue	04/28/26	326.63170	1.06428	72	4.4982			-4.4982	27.67	x		15.7181	3.35
Wed	04/29/26	326.68280	1.06445	73	4.5614			-4.5614	27.50	x		15.7813	3.52
Thu	04/30/26	326.73390	1.06461	74	4.6246			-4.6246	27.34	x		15.8445	3.68
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	1.06478	75	4.6878			-4.6878	27.17	x		15.9077	3.85
Mon	05/04/26	327.11674	1.06586	78	4.8803			-4.8803	26.09	x		16.1002	4.93
Tue	05/05/26	327.22732	1.06622	79	4.9445			-4.9445	25.73	x		16.1644	5.29
Wed	05/06/26	327.33790	1.06658	80	5.0088			-5.0088	25.37	x		16.2287	5.65
Thu	05/07/26	327.44848	1.06694	81	5.0731			-5.0731	25.01	x		16.2930	6.01
Fri	05/08/26	327.55906	1.06730	82	5.1375			-5.1375	24.65	x		16.3574	6.37
Mon	05/11/26	327.89081	1.06838	85	5.3308			-5.3308	23.57	x		16.5507	7.45
Tue	05/12/26	328.00139	1.06874	86	5.3954			-5.3954	23.21	x		16.6153	7.81
Wed	05/13/26	328.11197	1.06910	87	5.4599			-5.4599	22.85	x		16.6798	8.17
Thu	05/14/26	328.22255	1.06946	88	5.5246			-5.5246	22.49	x		16.7445	8.53
Fri	05/15/26	328.33313	1.06982	89	5.5892			-5.5892	22.13	x		16.8091	8.89
Mon	05/18/26	328.66487	1.07091	92	5.7835			-5.7835	21.04	x		17.0034	9.98
Tue	05/19/26	328.77545	1.07127	93	5.8483			-5.8483	20.68	x		17.0682	10.34
Wed	05/20/26	328.88603	1.07163	94	5.9132			-5.9132	20.32	x		17.1331	10.70
Thu	05/21/26	328.99661	1.07199	95	5.9781			-5.9781	19.96	x		17.1980	11.06
Fri	05/22/26	329.10719	1.07235	96	6.0431			-6.0431	19.60	x		17.2630	11.42
Mon	05/25/26	329.43894	1.07343	99	6.2382			-6.2382	18.52	x		17.4581	12.50
Tue	05/26/26	329.54952	1.07379	100	6.3033			-6.3033	18.16	x		17.5232	12.86
Wed	05/27/26	329.66010	1.07415	101	6.3685			-6.3685	17.80	x		17.5884	13.22
Thu	05/28/26	329.77068	1.07451	102	6.4337			-6.4337	17.44	x		17.6536	13.58
Fri	05/29/26	329.88126	1.07487	103	6.4990			-6.4990	17.08	x		17.7189	13.94
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	1.07595	106	6.6950			-6.6950	16.00	x		17.9149	15.02
Tue	06/02/26	330.30657	1.07625	107	6.7600			-6.7600	15.70	x		17.9799	15.32
Wed	06/03/26	330.40013	1.07656	108	6.8252			-6.8252	15.39	x		18.0451	15.63
Thu	06/04/26	330.49370	1.07686	109	6.8903			-6.8903	15.09	x		18.1102	15.93
Fri	06/05/26	330.58727	1.07717	110	6.9555			-6.9555	14.78	x		18.1754	16.24
Mon	06/08/26	330.86797	1.07808	113	7.1512			-7.1512	13.87	x		18.3711	17.15
Tue	06/09/26	330.96153	1.07839	114	7.2166			-7.2166	13.56	x		18.4365	17.46
Wed	06/10/26	331.05510	1.07869	115	7.2819			-7.2819	13.26	x		18.5018	17.76
Thu	06/11/26	331.14867	1.07900	116	7.3473			-7.3473	12.95	x		18.5672	18.07
Fri	06/12/26	331.24223	1.07930	117	7.4127			-7.4127	12.65	x		18.6326	18.37
Mon	06/15/26	331.52293	1.08022	120	7.6093			-7.6093	11.73	x		18.8292	19.29
Tue	06/16/26	331.61650	1.08052	121	7.6748			-7.6748	11.43	x		18.8947	19.59
Wed	06/17/26	331.71007	1.08083	122	7.7405			-7.7405	11.12	x		18.9604	19.90
Thu	06/18/26	331.80363	1.08113	123	7.8061			-7.8061	10.82	x		19.0260	20.20
Fri	06/19/26	331.89720	1.08144	124	7.8718			-7.8718	10.51	x		19.0917	20.51
Mon	06/22/26	332.17790	1.08235	127	8.0690			-8.0690	9.60	x		19.2889	21.42
Tue	06/23/26	332.27147	1.08266	128	8.1349			-8.1349	9.29	x		19.3548	21.73
Wed	06/24/26	332.36503	1.08296	129	8.2007			-8.2007	8.99	x		19.4206	22.03
Thu	06/25/26	332.45860	1.08327	130	8.2667			-8.2667	8.68	x		19.4866	22.34
Fri	06/26/26	332.55217	1.08357	131	8.3326			-8.3326	8.38	x		19.5525	22.64
Mon	06/29/26	332.83287	1.08449	134	8.5306			-8.5306	7.46	x		19.7505	23.56
Tue	06/30/26	332.92643	1.08479	135	8.5967			-8.5967	7.16	x		19.8166	23.86
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	1.08510	136	8.6628			-8.6628	6.85	x		19.8827	24.17
Thu	07/02/26	333.08784	1.08532	137	8.7283			-8.7283	6.63	x		19.9482	24.39
Fri	07/03/26	333.15568	1.08554	138	8.7938			-8.7938	6.41	x		20.0137	24.61
Mon	07/06/26	333.35919	1.08620	141	8.9904			-8.9904	5.75	x		20.2103	25.27
Tue	07/07/26	333.42703	1.08642	142	9.0560			-9.0560	5.53	x		20.2759	25.49
Wed	07/08/26	333.49487	1.08664	143	9.1216			-9.1216	5.31	x		20.3415	25.71
Thu	07/09/26	333.56271	1.08686	144	9.1873			-9.1873	5.09	x		20.4072	25.93
Fri	07/10/26	333.63055	1.08709	145	9.2530			-9.2530	4.86	x		20.4729	26.16
Mon	07/13/26	333.83406	1.08775	148	9.4502			-9.4502	4.20	x		20.6701	26.82
Tue	07/14/26	333.90190	1.08797	149	9.5160			-9.5160	3.98	x		20.7359	27.04
Wed	07/15/26	333.96974	1.08819	150	9.5818			-9.5818	3.76	x		20.8017	27.26
Thu	07/16/26	334.03758	1.08841	151	9.6476			-9.6476	3.54	x		20.8675	27.48
Fri	07/17/26	334.10542	1.08863	152	9.7135			-9.7135	3.32	x		20.9334	27.70
Mon	07/20/26	334.30894	1.08930	155	9.9113			-9.9113	2.65	x		21.1312	28.37
Tue	07/21/26	334.37677	1.08952	156	9.9772			-9.9772	2.43	x		21.1971	28.59
Wed	07/22/26	334.44461	1.08974	157	10.0432			-10.0432	2.21	x		21.2631	28.81
Thu	07/23/26	334.51245	1.08996	158	10.1092			-10.1092	1.99	x		21.3291	29.03
Fri	07/24/26	334.58029	1.09018	159	10.1753			-10.1753	1.77	x		21.3952	29.25
Mon	07/27/26	334.78381	1.09084	162	10.3735			-10.3735	1.11	x		21.5934	29.91
Tue	07/28/26	334.85165	1.09106	163	10.4397			-10.4397	0.89	x		21.6596	30.13
Wed	07/29/26	334.91948	1.09129	164	10.5059			-10.5059	0.66	x		21.7258	30.36
Thu	07/30/26	334.98732	1.09151	165	10.5721			-10.5721	0.44	x		21.7920	30.58
Fri	07/31/26	335.05516	1.09173	166	10.6383			-10.6383	0.22	x		21.8582	30.80
Sat	08/01/26	335.12300	1.09195	167	10.7046			-10.7046	0.00	x		21.9245	31.02

Generated 06/10/26 08:50