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

Interest and OID per $1,000 Face Value for 2026 (until 07/01/26)

CUSIP Number	912828ZZ6	Interest 01/15/26 (184 days)	$0.7921
Dated Date	July 15, 2020	Interest 07/15/26 (181 days)
Ref CPI on Dated Date	256.39126
Original Issue Date	July 31, 2020

						Purchased on Settlement Date & held to 07/01/26				Held on 01/01/26 & 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
Thu	01/01/26	325.60400	1.26995	170	0.7333	x		0.0588	28.92			0.7333	0.00
Fri	01/02/26	325.55619	1.26976	171	0.7375	x		0.0546	29.11			0.7375	-0.19
Mon	01/05/26	325.41277	1.26920	174	0.7501	x		0.0420	29.67			0.7501	-0.75
Tue	01/06/26	325.36497	1.26902	175	0.7543	x		0.0378	29.85			0.7543	-0.93
Wed	01/07/26	325.31716	1.26883	176	0.7585	x		0.0336	30.04			0.7585	-1.12
Thu	01/08/26	325.26935	1.26864	177	0.7627	x		0.0294	30.23			0.7627	-1.31
Fri	01/09/26	325.22155	1.26846	178	0.7669	x		0.0252	30.41			0.7669	-1.49
Mon	01/12/26	325.07813	1.26790	181	0.7795	x		0.0126	30.97			0.7795	-2.05
Tue	01/13/26	325.03032	1.26771	182	0.7837	x		0.0084	31.16			0.7837	-2.24
Wed	01/14/26	324.98252	1.26753	183	0.7879	x		0.0042	31.34			0.7879	-2.42
Thu	01/15/26	324.93471	1.26734	0	0.0000			0.0000	31.53	x		0.7921	-2.61
Fri	01/16/26	324.88690	1.26715	1	0.0044			-0.0044	31.72	x		0.7965	-2.80
Mon	01/19/26	324.74348	1.26659	4	0.0175			-0.0175	32.28	x		0.8096	-3.36
Tue	01/20/26	324.69568	1.26641	5	0.0219			-0.0219	32.46	x		0.8140	-3.54
Wed	01/21/26	324.64787	1.26622	6	0.0262			-0.0262	32.65	x		0.8183	-3.73
Thu	01/22/26	324.60006	1.26603	7	0.0306			-0.0306	32.84	x		0.8227	-3.92
Fri	01/23/26	324.55226	1.26585	8	0.0350			-0.0350	33.02	x		0.8271	-4.10
Mon	01/26/26	324.40884	1.26529	11	0.0481			-0.0481	33.58	x		0.8402	-4.66
Tue	01/27/26	324.36103	1.26510	12	0.0524			-0.0524	33.77	x		0.8445	-4.85
Wed	01/28/26	324.31323	1.26492	13	0.0568			-0.0568	33.95	x		0.8489	-5.03
Thu	01/29/26	324.26542	1.26473	14	0.0611			-0.0611	34.14	x		0.8532	-5.22
Fri	01/30/26	324.21761	1.26454	15	0.0655			-0.0655	34.33	x		0.8576	-5.41
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	02/02/26	324.11957	1.26416	18	0.0786			-0.0786	34.71	x		0.8707	-5.79
Tue	02/03/26	324.11714	1.26415	19	0.0829			-0.0829	34.72	x		0.8750	-5.80
Wed	02/04/26	324.11471	1.26414	20	0.0873			-0.0873	34.73	x		0.8794	-5.81
Thu	02/05/26	324.11229	1.26413	21	0.0917			-0.0917	34.74	x		0.8838	-5.82
Fri	02/06/26	324.10986	1.26412	22	0.0960			-0.0960	34.75	x		0.8881	-5.83
Mon	02/09/26	324.10257	1.26409	25	0.1091			-0.1091	34.78	x		0.9012	-5.86
Tue	02/10/26	324.10014	1.26408	26	0.1135			-0.1135	34.79	x		0.9056	-5.87
Wed	02/11/26	324.09771	1.26407	27	0.1179			-0.1179	34.80	x		0.9100	-5.88
Thu	02/12/26	324.09529	1.26407	28	0.1222			-0.1222	34.80	x		0.9143	-5.88
Fri	02/13/26	324.09286	1.26406	29	0.1266			-0.1266	34.81	x		0.9187	-5.89
Mon	02/16/26	324.08557	1.26403	32	0.1397			-0.1397	34.84	x		0.9318	-5.92
Tue	02/17/26	324.08314	1.26402	33	0.1440			-0.1440	34.85	x		0.9361	-5.93
Wed	02/18/26	324.08071	1.26401	34	0.1484			-0.1484	34.86	x		0.9405	-5.94
Thu	02/19/26	324.07829	1.26400	35	0.1528			-0.1528	34.87	x		0.9449	-5.95
Fri	02/20/26	324.07586	1.26399	36	0.1571			-0.1571	34.88	x		0.9492	-5.96
Mon	02/23/26	324.06857	1.26396	39	0.1702			-0.1702	34.91	x		0.9623	-5.99
Tue	02/24/26	324.06614	1.26395	40	0.1746			-0.1746	34.92	x		0.9667	-6.00
Wed	02/25/26	324.06371	1.26394	41	0.1789			-0.1789	34.93	x		0.9710	-6.01
Thu	02/26/26	324.06129	1.26393	42	0.1833			-0.1833	34.94	x		0.9754	-6.02
Fri	02/27/26	324.05886	1.26392	43	0.1877			-0.1877	34.95	x		0.9798	-6.03
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	03/02/26	324.09265	1.26405	46	0.2008			-0.2008	34.82	x		0.9929	-5.90
Tue	03/03/26	324.13129	1.26421	47	0.2052			-0.2052	34.66	x		0.9973	-5.74
Wed	03/04/26	324.16994	1.26436	48	0.2096			-0.2096	34.51	x		1.0017	-5.59
Thu	03/05/26	324.20858	1.26451	49	0.2140			-0.2140	34.36	x		1.0061	-5.44
Fri	03/06/26	324.24723	1.26466	50	0.2183			-0.2183	34.21	x		1.0104	-5.29
Mon	03/09/26	324.36316	1.26511	53	0.2315			-0.2315	33.76	x		1.0236	-4.84
Tue	03/10/26	324.40181	1.26526	54	0.2359			-0.2359	33.61	x		1.0280	-4.69
Wed	03/11/26	324.44045	1.26541	55	0.2403			-0.2403	33.46	x		1.0324	-4.54
Thu	03/12/26	324.47910	1.26556	56	0.2447			-0.2447	33.31	x		1.0368	-4.39
Fri	03/13/26	324.51774	1.26571	57	0.2491			-0.2491	33.16	x		1.0412	-4.24
Mon	03/16/26	324.63368	1.26617	60	0.2623			-0.2623	32.70	x		1.0544	-3.78
Tue	03/17/26	324.67232	1.26632	61	0.2667			-0.2667	32.55	x		1.0588	-3.63
Wed	03/18/26	324.71097	1.26647	62	0.2711			-0.2711	32.40	x		1.0632	-3.48
Thu	03/19/26	324.74961	1.26662	63	0.2755			-0.2755	32.25	x		1.0676	-3.33
Fri	03/20/26	324.78826	1.26677	64	0.2799			-0.2799	32.10	x		1.0720	-3.18
Mon	03/23/26	324.90419	1.26722	67	0.2932			-0.2932	31.65	x		1.0853	-2.73
Tue	03/24/26	324.94284	1.26737	68	0.2976			-0.2976	31.50	x		1.0897	-2.58
Wed	03/25/26	324.98148	1.26752	69	0.3020			-0.3020	31.35	x		1.0941	-2.43
Thu	03/26/26	325.02013	1.26767	70	0.3064			-0.3064	31.20	x		1.0985	-2.28
Fri	03/27/26	325.05877	1.26782	71	0.3108			-0.3108	31.05	x		1.1029	-2.13
Mon	03/30/26	325.17471	1.26828	74	0.3241			-0.3241	30.59	x		1.1162	-1.67
Tue	03/31/26	325.21335	1.26843	75	0.3285			-0.3285	30.44	x		1.1206	-1.52
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	04/01/26	325.25200	1.26858	76	0.3329			-0.3329	30.29	x		1.1250	-1.37
Thu	04/02/26	325.30310	1.26878	77	0.3373			-0.3373	30.09	x		1.1294	-1.17
Fri	04/03/26	325.35420	1.26898	78	0.3418			-0.3418	29.89	x		1.1339	-0.97
Mon	04/06/26	325.50750	1.26957	81	0.3551			-0.3551	29.30	x		1.1472	-0.38
Tue	04/07/26	325.55860	1.26977	82	0.3595			-0.3595	29.10	x		1.1516	-0.18
Wed	04/08/26	325.60970	1.26997	83	0.3640			-0.3640	28.90	x		1.1561	0.02
Thu	04/09/26	325.66080	1.27017	84	0.3684			-0.3684	28.70	x		1.1605	0.22
Fri	04/10/26	325.71190	1.27037	85	0.3729			-0.3729	28.50	x		1.1650	0.42
Mon	04/13/26	325.86520	1.27097	88	0.3862			-0.3862	27.90	x		1.1783	1.02
Tue	04/14/26	325.91630	1.27117	89	0.3907			-0.3907	27.70	x		1.1828	1.22
Wed	04/15/26	325.96740	1.27137	90	0.3951			-0.3951	27.50	x		1.1872	1.42
Thu	04/16/26	326.01850	1.27157	91	0.3996			-0.3996	27.30	x		1.1917	1.62
Fri	04/17/26	326.06960	1.27177	92	0.4040			-0.4040	27.10	x		1.1961	1.82
Mon	04/20/26	326.22290	1.27236	95	0.4174			-0.4174	26.51	x		1.2095	2.41
Tue	04/21/26	326.27400	1.27256	96	0.4218			-0.4218	26.31	x		1.2139	2.61
Wed	04/22/26	326.32510	1.27276	97	0.4263			-0.4263	26.11	x		1.2184	2.81
Thu	04/23/26	326.37620	1.27296	98	0.4308			-0.4308	25.91	x		1.2229	3.01
Fri	04/24/26	326.42730	1.27316	99	0.4352			-0.4352	25.71	x		1.2273	3.21
Mon	04/27/26	326.58060	1.27376	102	0.4486			-0.4486	25.11	x		1.2407	3.81
Tue	04/28/26	326.63170	1.27396	103	0.4531			-0.4531	24.91	x		1.2452	4.01
Wed	04/29/26	326.68280	1.27416	104	0.4576			-0.4576	24.71	x		1.2497	4.21
Thu	04/30/26	326.73390	1.27436	105	0.4620			-0.4620	24.51	x		1.2541	4.41
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	05/01/26	326.78500	1.27456	106	0.4665			-0.4665	24.31	x		1.2586	4.61
Mon	05/04/26	327.11674	1.27585	109	0.4802			-0.4802	23.02	x		1.2723	5.90
Tue	05/05/26	327.22732	1.27628	110	0.4848			-0.4848	22.59	x		1.2769	6.33
Wed	05/06/26	327.33790	1.27671	111	0.4893			-0.4893	22.16	x		1.2814	6.76
Thu	05/07/26	327.44848	1.27714	112	0.4939			-0.4939	21.73	x		1.2860	7.19
Fri	05/08/26	327.55906	1.27757	113	0.4985			-0.4985	21.30	x		1.2906	7.62
Mon	05/11/26	327.89081	1.27887	116	0.5123			-0.5123	20.00	x		1.3044	8.92
Tue	05/12/26	328.00139	1.27930	117	0.5168			-0.5168	19.57	x		1.3089	9.35
Wed	05/13/26	328.11197	1.27973	118	0.5214			-0.5214	19.14	x		1.3135	9.78
Thu	05/14/26	328.22255	1.28016	119	0.5260			-0.5260	18.71	x		1.3181	10.21
Fri	05/15/26	328.33313	1.28059	120	0.5306			-0.5306	18.28	x		1.3227	10.64
Mon	05/18/26	328.66487	1.28189	123	0.5444			-0.5444	16.98	x		1.3365	11.94
Tue	05/19/26	328.77545	1.28232	124	0.5491			-0.5491	16.55	x		1.3412	12.37
Wed	05/20/26	328.88603	1.28275	125	0.5537			-0.5537	16.12	x		1.3458	12.80
Thu	05/21/26	328.99661	1.28318	126	0.5583			-0.5583	15.69	x		1.3504	13.23
Fri	05/22/26	329.10719	1.28361	127	0.5629			-0.5629	15.26	x		1.3550	13.66
Mon	05/25/26	329.43894	1.28491	130	0.5768			-0.5768	13.96	x		1.3689	14.96
Tue	05/26/26	329.54952	1.28534	131	0.5814			-0.5814	13.53	x		1.3735	15.39
Wed	05/27/26	329.66010	1.28577	132	0.5861			-0.5861	13.10	x		1.3782	15.82
Thu	05/28/26	329.77068	1.28620	133	0.5907			-0.5907	12.67	x		1.3828	16.25
Fri	05/29/26	329.88126	1.28663	134	0.5953			-0.5953	12.24	x		1.3874	16.68
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	06/01/26	330.21300	1.28793	137	0.6093			-0.6093	10.94	x		1.4014	17.98
Tue	06/02/26	330.30657	1.28829	138	0.6139			-0.6139	10.58	x		1.4060	18.34
Wed	06/03/26	330.40013	1.28866	139	0.6185			-0.6185	10.21	x		1.4106	18.71
Thu	06/04/26	330.49370	1.28902	140	0.6231			-0.6231	9.85	x		1.4152	19.07
Fri	06/05/26	330.58727	1.28939	141	0.6278			-0.6278	9.48	x		1.4199	19.44
Mon	06/08/26	330.86797	1.29048	144	0.6417			-0.6417	8.39	x		1.4338	20.53
Tue	06/09/26	330.96153	1.29085	145	0.6463			-0.6463	8.02	x		1.4384	20.90
Wed	06/10/26	331.05510	1.29121	146	0.6510			-0.6510	7.66	x		1.4431	21.26
Thu	06/11/26	331.14867	1.29158	147	0.6556			-0.6556	7.29	x		1.4477	21.63
Fri	06/12/26	331.24223	1.29194	148	0.6602			-0.6602	6.93	x		1.4523	21.99
Mon	06/15/26	331.52293	1.29304	151	0.6742			-0.6742	5.83	x		1.4663	23.09
Tue	06/16/26	331.61650	1.29340	152	0.6789			-0.6789	5.47	x		1.4710	23.45
Wed	06/17/26	331.71007	1.29377	153	0.6835			-0.6835	5.10	x		1.4756	23.82
Thu	06/18/26	331.80363	1.29413	154	0.6882			-0.6882	4.74	x		1.4803	24.18
Fri	06/19/26	331.89720	1.29449	155	0.6928			-0.6928	4.38	x		1.4849	24.54
Mon	06/22/26	332.17790	1.29559	158	0.7068			-0.7068	3.28	x		1.4989	25.64
Tue	06/23/26	332.27147	1.29595	159	0.7115			-0.7115	2.92	x		1.5036	26.00
Wed	06/24/26	332.36503	1.29632	160	0.7162			-0.7162	2.55	x		1.5083	26.37
Thu	06/25/26	332.45860	1.29668	161	0.7209			-0.7209	2.19	x		1.5130	26.73
Fri	06/26/26	332.55217	1.29705	162	0.7256			-0.7256	1.82	x		1.5177	27.10
Mon	06/29/26	332.83287	1.29814	165	0.7396			-0.7396	0.73	x		1.5317	28.19
Tue	06/30/26	332.92643	1.29851	166	0.7443			-0.7443	0.36	x		1.5364	28.56
Wed	07/01/26	333.02000	1.29887	167	0.7490			-0.7490	0.00	x		1.5411	28.92

Generated 05/12/26 08:45