0.875% 30-Year Treasury Inflation Protected Security (TIPS) due February 15, 2047

Interest and OID per $1,000 Face Value for 2026 (until 06/01/26)

CUSIP Number	912810RW0	Interest 02/15/26 (184 days)	$5.8738
Dated Date	February 15, 2017	Interest 08/15/26 (181 days)
Ref CPI on Dated Date	241.39250
Original Issue Date	February 28, 2017

						Purchased on Settlement Date & held to 06/01/26				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	1.34886	139	4.4580	x		1.4158	19.09			4.4580	0.00
Fri	01/02/26	325.55619	1.34866	140	4.4894	x		1.3844	19.29			4.4894	-0.20
Mon	01/05/26	325.41277	1.34806	143	4.5836	x		1.2902	19.89			4.5836	-0.80
Tue	01/06/26	325.36497	1.34787	144	4.6150	x		1.2588	20.08			4.6150	-0.99
Wed	01/07/26	325.31716	1.34767	145	4.6463	x		1.2275	20.28			4.6463	-1.19
Thu	01/08/26	325.26935	1.34747	146	4.6777	x		1.1961	20.48			4.6777	-1.39
Fri	01/09/26	325.22155	1.34727	147	4.7090	x		1.1648	20.68			4.7090	-1.59
Mon	01/12/26	325.07813	1.34668	150	4.8030	x		1.0708	21.27			4.8030	-2.18
Tue	01/13/26	325.03032	1.34648	151	4.8343	x		1.0395	21.47			4.8343	-2.38
Wed	01/14/26	324.98252	1.34628	152	4.8656	x		1.0082	21.67			4.8656	-2.58
Thu	01/15/26	324.93471	1.34608	153	4.8969	x		0.9769	21.87			4.8969	-2.78
Fri	01/16/26	324.88690	1.34589	154	4.9282	x		0.9456	22.06			4.9282	-2.97
Mon	01/19/26	324.74348	1.34529	157	5.0220	x		0.8518	22.66			5.0220	-3.57
Tue	01/20/26	324.69568	1.34509	158	5.0532	x		0.8206	22.86			5.0532	-3.77
Wed	01/21/26	324.64787	1.34490	159	5.0845	x		0.7893	23.05			5.0845	-3.96
Thu	01/22/26	324.60006	1.34470	160	5.1157	x		0.7581	23.25			5.1157	-4.16
Fri	01/23/26	324.55226	1.34450	161	5.1469	x		0.7269	23.45			5.1469	-4.36
Mon	01/26/26	324.40884	1.34391	164	5.2405	x		0.6333	24.04			5.2405	-4.95
Tue	01/27/26	324.36103	1.34371	165	5.2717	x		0.6021	24.24			5.2717	-5.15
Wed	01/28/26	324.31323	1.34351	166	5.3028	x		0.5710	24.44			5.3028	-5.35
Thu	01/29/26	324.26542	1.34331	167	5.3340	x		0.5398	24.64			5.3340	-5.55
Fri	01/30/26	324.21761	1.34311	168	5.3651	x		0.5087	24.84			5.3651	-5.75
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	1.34271	171	5.4593	x		0.4145	25.24			5.4593	-6.15
Tue	02/03/26	324.11714	1.34270	172	5.4912	x		0.3826	25.25			5.4912	-6.16
Wed	02/04/26	324.11471	1.34269	173	5.5231	x		0.3507	25.26			5.5231	-6.17
Thu	02/05/26	324.11229	1.34268	174	5.5550	x		0.3188	25.27			5.5550	-6.18
Fri	02/06/26	324.10986	1.34267	175	5.5869	x		0.2869	25.28			5.5869	-6.19
Mon	02/09/26	324.10257	1.34264	178	5.6825	x		0.1913	25.31			5.6825	-6.22
Tue	02/10/26	324.10014	1.34263	179	5.7144	x		0.1594	25.32			5.7144	-6.23
Wed	02/11/26	324.09771	1.34262	180	5.7463	x		0.1275	25.33			5.7463	-6.24
Thu	02/12/26	324.09529	1.34261	181	5.7781	x		0.0957	25.34			5.7781	-6.25
Fri	02/13/26	324.09286	1.34260	182	5.8100	x		0.0638	25.35			5.8100	-6.26
Sun	02/15/26	324.08800	1.34258	0	0.0000			0.0000	25.37	x		5.8738	-6.28
Mon	02/16/26	324.08557	1.34257	1	0.0325			-0.0325	25.38	x		5.9063	-6.29
Tue	02/17/26	324.08314	1.34256	2	0.0649			-0.0649	25.39	x		5.9387	-6.30
Wed	02/18/26	324.08071	1.34255	3	0.0974			-0.0974	25.40	x		5.9712	-6.31
Thu	02/19/26	324.07829	1.34254	4	0.1298			-0.1298	25.41	x		6.0036	-6.32
Fri	02/20/26	324.07586	1.34253	5	0.1623			-0.1623	25.42	x		6.0361	-6.33
Mon	02/23/26	324.06857	1.34250	8	0.2596			-0.2596	25.45	x		6.1334	-6.36
Tue	02/24/26	324.06614	1.34249	9	0.2920			-0.2920	25.46	x		6.1658	-6.37
Wed	02/25/26	324.06371	1.34248	10	0.3245			-0.3245	25.47	x		6.1983	-6.38
Thu	02/26/26	324.06129	1.34247	11	0.3569			-0.3569	25.48	x		6.2307	-6.39
Fri	02/27/26	324.05886	1.34246	12	0.3894			-0.3894	25.49	x		6.2632	-6.40
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	1.34260	15	0.4868			-0.4868	25.35	x		6.3606	-6.26
Tue	03/03/26	324.13129	1.34276	16	0.5193			-0.5193	25.19	x		6.3931	-6.10
Wed	03/04/26	324.16994	1.34292	17	0.5518			-0.5518	25.03	x		6.4256	-5.94
Thu	03/05/26	324.20858	1.34308	18	0.5844			-0.5844	24.87	x		6.4582	-5.78
Fri	03/06/26	324.24723	1.34324	19	0.6169			-0.6169	24.71	x		6.4907	-5.62
Mon	03/09/26	324.36316	1.34372	22	0.7145			-0.7145	24.23	x		6.5883	-5.14
Tue	03/10/26	324.40181	1.34388	23	0.7471			-0.7471	24.07	x		6.6209	-4.98
Wed	03/11/26	324.44045	1.34404	24	0.7797			-0.7797	23.91	x		6.6535	-4.82
Thu	03/12/26	324.47910	1.34420	25	0.8123			-0.8123	23.75	x		6.6861	-4.66
Fri	03/13/26	324.51774	1.34436	26	0.8449			-0.8449	23.59	x		6.7187	-4.50
Mon	03/16/26	324.63368	1.34484	29	0.9427			-0.9427	23.11	x		6.8165	-4.02
Tue	03/17/26	324.67232	1.34500	30	0.9753			-0.9753	22.95	x		6.8491	-3.86
Wed	03/18/26	324.71097	1.34516	31	1.0079			-1.0079	22.79	x		6.8817	-3.70
Thu	03/19/26	324.74961	1.34532	32	1.0406			-1.0406	22.63	x		6.9144	-3.54
Fri	03/20/26	324.78826	1.34548	33	1.0732			-1.0732	22.47	x		6.9470	-3.38
Mon	03/23/26	324.90419	1.34596	36	1.1712			-1.1712	21.99	x		7.0450	-2.90
Tue	03/24/26	324.94284	1.34612	37	1.2039			-1.2039	21.83	x		7.0777	-2.74
Wed	03/25/26	324.98148	1.34628	38	1.2366			-1.2366	21.67	x		7.1104	-2.58
Thu	03/26/26	325.02013	1.34644	39	1.2693			-1.2693	21.51	x		7.1431	-2.42
Fri	03/27/26	325.05877	1.34660	40	1.3020			-1.3020	21.35	x		7.1758	-2.26
Mon	03/30/26	325.17471	1.34708	43	1.4001			-1.4001	20.87	x		7.2739	-1.78
Tue	03/31/26	325.21335	1.34724	44	1.4328			-1.4328	20.71	x		7.3066	-1.62
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	1.34740	45	1.4656			-1.4656	20.55	x		7.3394	-1.46
Thu	04/02/26	325.30310	1.34761	46	1.4984			-1.4984	20.34	x		7.3722	-1.25
Fri	04/03/26	325.35420	1.34782	47	1.5312			-1.5312	20.13	x		7.4050	-1.04
Mon	04/06/26	325.50750	1.34846	50	1.6297			-1.6297	19.49	x		7.5035	-0.40
Tue	04/07/26	325.55860	1.34867	51	1.6626			-1.6626	19.28	x		7.5364	-0.19
Wed	04/08/26	325.60970	1.34888	52	1.6954			-1.6954	19.07	x		7.5692	0.02
Thu	04/09/26	325.66080	1.34909	53	1.7283			-1.7283	18.86	x		7.6021	0.23
Fri	04/10/26	325.71190	1.34930	54	1.7612			-1.7612	18.65	x		7.6350	0.44
Mon	04/13/26	325.86520	1.34994	57	1.8599			-1.8599	18.01	x		7.7337	1.08
Tue	04/14/26	325.91630	1.35015	58	1.8928			-1.8928	17.80	x		7.7666	1.29
Wed	04/15/26	325.96740	1.35036	59	1.9258			-1.9258	17.59	x		7.7996	1.50
Thu	04/16/26	326.01850	1.35057	60	1.9587			-1.9587	17.38	x		7.8325	1.71
Fri	04/17/26	326.06960	1.35079	61	1.9917			-1.9917	17.16	x		7.8655	1.93
Mon	04/20/26	326.22290	1.35142	64	2.0906			-2.0906	16.53	x		7.9644	2.56
Tue	04/21/26	326.27400	1.35163	65	2.1236			-2.1236	16.32	x		7.9974	2.77
Wed	04/22/26	326.32510	1.35184	66	2.1566			-2.1566	16.11	x		8.0304	2.98
Thu	04/23/26	326.37620	1.35206	67	2.1896			-2.1896	15.89	x		8.0634	3.20
Fri	04/24/26	326.42730	1.35227	68	2.2227			-2.2227	15.68	x		8.0965	3.41
Mon	04/27/26	326.58060	1.35290	71	2.3218			-2.3218	15.05	x		8.1956	4.04
Tue	04/28/26	326.63170	1.35311	72	2.3549			-2.3549	14.84	x		8.2287	4.25
Wed	04/29/26	326.68280	1.35333	73	2.3880			-2.3880	14.62	x		8.2618	4.47
Thu	04/30/26	326.73390	1.35354	74	2.4210			-2.4210	14.41	x		8.2948	4.68
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	1.35375	75	2.4541			-2.4541	14.20	x		8.3279	4.89
Mon	05/04/26	327.11674	1.35512	78	2.5549			-2.5549	12.83	x		8.4287	6.26
Tue	05/05/26	327.22732	1.35558	79	2.5885			-2.5885	12.37	x		8.4623	6.72
Wed	05/06/26	327.33790	1.35604	80	2.6222			-2.6222	11.91	x		8.4960	7.18
Thu	05/07/26	327.44848	1.35650	81	2.6559			-2.6559	11.45	x		8.5297	7.64
Fri	05/08/26	327.55906	1.35696	82	2.6896			-2.6896	10.99	x		8.5634	8.10
Mon	05/11/26	327.89081	1.35833	85	2.7908			-2.7908	9.62	x		8.6646	9.47
Tue	05/12/26	328.00139	1.35879	86	2.8246			-2.8246	9.16	x		8.6984	9.93
Wed	05/13/26	328.11197	1.35925	87	2.8584			-2.8584	8.70	x		8.7322	10.39
Thu	05/14/26	328.22255	1.35970	88	2.8922			-2.8922	8.25	x		8.7660	10.84
Fri	05/15/26	328.33313	1.36016	89	2.9260			-2.9260	7.79	x		8.7998	11.30
Mon	05/18/26	328.66487	1.36154	92	3.0277			-3.0277	6.41	x		8.9015	12.68
Tue	05/19/26	328.77545	1.36200	93	3.0617			-3.0617	5.95	x		8.9355	13.14
Wed	05/20/26	328.88603	1.36245	94	3.0956			-3.0956	5.50	x		8.9694	13.59
Thu	05/21/26	328.99661	1.36291	95	3.1296			-3.1296	5.04	x		9.0034	14.05
Fri	05/22/26	329.10719	1.36337	96	3.1636			-3.1636	4.58	x		9.0374	14.51
Mon	05/25/26	329.43894	1.36474	99	3.2658			-3.2658	3.21	x		9.1396	15.88
Tue	05/26/26	329.54952	1.36520	100	3.2999			-3.2999	2.75	x		9.1737	16.34
Wed	05/27/26	329.66010	1.36566	101	3.3340			-3.3340	2.29	x		9.2078	16.80
Thu	05/28/26	329.77068	1.36612	102	3.3681			-3.3681	1.83	x		9.2419	17.26
Fri	05/29/26	329.88126	1.36658	103	3.4023			-3.4023	1.37	x		9.2761	17.72
Mon	06/01/26	330.21300	1.36795	106	3.5049			-3.5049	0.00	x		9.3787	19.09

Generated 04/10/26 23:43