1.5% 30-Year Treasury Inflation Protected Security (TIPS) due February 15, 2053

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

CUSIP Number	912810TP3	Interest 02/15/26 (184 days)	$8.1770
Dated Date	February 15, 2023	Interest 08/15/26 (181 days)
Ref CPI on Dated Date	297.25400
Original Issue Date	February 28, 2023

						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	1.09537	139	6.2061	x		1.9709	15.51			6.2061	0.00
Fri	01/02/26	325.55619	1.09521	140	6.2498	x		1.9272	15.67			6.2498	-0.16
Mon	01/05/26	325.41277	1.09473	143	6.3810	x		1.7960	16.15			6.3810	-0.64
Tue	01/06/26	325.36497	1.09457	144	6.4247	x		1.7523	16.31			6.4247	-0.80
Wed	01/07/26	325.31716	1.09441	145	6.4683	x		1.7087	16.47			6.4683	-0.96
Thu	01/08/26	325.26935	1.09425	146	6.5120	x		1.6650	16.63			6.5120	-1.12
Fri	01/09/26	325.22155	1.09409	147	6.5556	x		1.6214	16.79			6.5556	-1.28
Mon	01/12/26	325.07813	1.09360	150	6.6864	x		1.4906	17.28			6.6864	-1.77
Tue	01/13/26	325.03032	1.09344	151	6.7300	x		1.4470	17.44			6.7300	-1.93
Wed	01/14/26	324.98252	1.09328	152	6.7736	x		1.4034	17.60			6.7736	-2.09
Thu	01/15/26	324.93471	1.09312	153	6.8171	x		1.3599	17.76			6.8171	-2.25
Fri	01/16/26	324.88690	1.09296	154	6.8607	x		1.3163	17.92			6.8607	-2.41
Mon	01/19/26	324.74348	1.09248	157	6.9913	x		1.1857	18.40			6.9913	-2.89
Tue	01/20/26	324.69568	1.09232	158	7.0348	x		1.1422	18.56			7.0348	-3.05
Wed	01/21/26	324.64787	1.09216	159	7.0783	x		1.0987	18.72			7.0783	-3.21
Thu	01/22/26	324.60006	1.09200	160	7.1217	x		1.0553	18.88			7.1217	-3.37
Fri	01/23/26	324.55226	1.09183	161	7.1651	x		1.0119	19.05			7.1651	-3.54
Mon	01/26/26	324.40884	1.09135	164	7.2954	x		0.8816	19.53			7.2954	-4.02
Tue	01/27/26	324.36103	1.09119	165	7.3388	x		0.8382	19.69			7.3388	-4.18
Wed	01/28/26	324.31323	1.09103	166	7.3822	x		0.7948	19.85			7.3822	-4.34
Thu	01/29/26	324.26542	1.09087	167	7.4256	x		0.7514	20.01			7.4256	-4.50
Fri	01/30/26	324.21761	1.09071	168	7.4690	x		0.7080	20.17			7.4690	-4.66
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	1.09038	171	7.6001	x		0.5769	20.50			7.6001	-4.99
Tue	02/03/26	324.11714	1.09037	172	7.6444	x		0.5326	20.51			7.6444	-5.00
Wed	02/04/26	324.11471	1.09036	173	7.6888	x		0.4882	20.52			7.6888	-5.01
Thu	02/05/26	324.11229	1.09035	174	7.7332	x		0.4438	20.53			7.7332	-5.02
Fri	02/06/26	324.10986	1.09035	175	7.7776	x		0.3994	20.53			7.7776	-5.02
Mon	02/09/26	324.10257	1.09032	178	7.9107	x		0.2663	20.56			7.9107	-5.05
Tue	02/10/26	324.10014	1.09031	179	7.9551	x		0.2219	20.57			7.9551	-5.06
Wed	02/11/26	324.09771	1.09031	180	7.9996	x		0.1774	20.57			7.9996	-5.06
Thu	02/12/26	324.09529	1.09030	181	8.0439	x		0.1331	20.58			8.0439	-5.07
Fri	02/13/26	324.09286	1.09029	182	8.0883	x		0.0887	20.59			8.0883	-5.08
Sun	02/15/26	324.08800	1.09027	0	0.0000			0.0000	20.61	x		8.1770	-5.10
Mon	02/16/26	324.08557	1.09026	1	0.0452			-0.0452	20.62	x		8.2222	-5.11
Tue	02/17/26	324.08314	1.09026	2	0.0904			-0.0904	20.62	x		8.2674	-5.11
Wed	02/18/26	324.08071	1.09025	3	0.1355			-0.1355	20.63	x		8.3125	-5.12
Thu	02/19/26	324.07829	1.09024	4	0.1807			-0.1807	20.64	x		8.3577	-5.13
Fri	02/20/26	324.07586	1.09023	5	0.2259			-0.2259	20.65	x		8.4029	-5.14
Mon	02/23/26	324.06857	1.09021	8	0.3614			-0.3614	20.67	x		8.5384	-5.16
Tue	02/24/26	324.06614	1.09020	9	0.4066			-0.4066	20.68	x		8.5836	-5.17
Wed	02/25/26	324.06371	1.09019	10	0.4517			-0.4517	20.69	x		8.6287	-5.18
Thu	02/26/26	324.06129	1.09018	11	0.4969			-0.4969	20.70	x		8.6739	-5.19
Fri	02/27/26	324.05886	1.09017	12	0.5421			-0.5421	20.71	x		8.7191	-5.20
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	1.09029	15	0.6777			-0.6777	20.59	x		8.8547	-5.08
Tue	03/03/26	324.13129	1.09042	16	0.7229			-0.7229	20.46	x		8.8999	-4.95
Wed	03/04/26	324.16994	1.09055	17	0.7682			-0.7682	20.33	x		8.9452	-4.82
Thu	03/05/26	324.20858	1.09068	18	0.8135			-0.8135	20.20	x		8.9905	-4.69
Fri	03/06/26	324.24723	1.09081	19	0.8588			-0.8588	20.07	x		9.0358	-4.56
Mon	03/09/26	324.36316	1.09120	22	0.9947			-0.9947	19.68	x		9.1717	-4.17
Tue	03/10/26	324.40181	1.09133	23	1.0401			-1.0401	19.55	x		9.2171	-4.04
Wed	03/11/26	324.44045	1.09146	24	1.0854			-1.0854	19.42	x		9.2624	-3.91
Thu	03/12/26	324.47910	1.09159	25	1.1308			-1.1308	19.29	x		9.3078	-3.78
Fri	03/13/26	324.51774	1.09172	26	1.1762			-1.1762	19.16	x		9.3532	-3.65
Mon	03/16/26	324.63368	1.09211	29	1.3123			-1.3123	18.77	x		9.4893	-3.26
Tue	03/17/26	324.67232	1.09224	30	1.3578			-1.3578	18.64	x		9.5348	-3.13
Wed	03/18/26	324.71097	1.09237	31	1.4032			-1.4032	18.51	x		9.5802	-3.00
Thu	03/19/26	324.74961	1.09250	32	1.4486			-1.4486	18.38	x		9.6256	-2.87
Fri	03/20/26	324.78826	1.09263	33	1.4941			-1.4941	18.25	x		9.6711	-2.74
Mon	03/23/26	324.90419	1.09302	36	1.6305			-1.6305	17.86	x		9.8075	-2.35
Tue	03/24/26	324.94284	1.09315	37	1.6760			-1.6760	17.73	x		9.8530	-2.22
Wed	03/25/26	324.98148	1.09328	38	1.7215			-1.7215	17.60	x		9.8985	-2.09
Thu	03/26/26	325.02013	1.09341	39	1.7670			-1.7670	17.47	x		9.9440	-1.96
Fri	03/27/26	325.05877	1.09354	40	1.8125			-1.8125	17.34	x		9.9895	-1.83
Mon	03/30/26	325.17471	1.09393	43	1.9491			-1.9491	16.95	x		10.1261	-1.44
Tue	03/31/26	325.21335	1.09406	44	1.9947			-1.9947	16.82	x		10.1717	-1.31
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	1.09419	45	2.0403			-2.0403	16.69	x		10.2173	-1.18
Thu	04/02/26	325.30310	1.09436	46	2.0859			-2.0859	16.52	x		10.2629	-1.01
Fri	04/03/26	325.35420	1.09453	47	2.1316			-2.1316	16.35	x		10.3086	-0.84
Mon	04/06/26	325.50750	1.09505	50	2.2688			-2.2688	15.83	x		10.4458	-0.32
Tue	04/07/26	325.55860	1.09522	51	2.3145			-2.3145	15.66	x		10.4915	-0.15
Wed	04/08/26	325.60970	1.09539	52	2.3602			-2.3602	15.49	x		10.5372	0.02
Thu	04/09/26	325.66080	1.09556	53	2.4060			-2.4060	15.32	x		10.5830	0.19
Fri	04/10/26	325.71190	1.09574	54	2.4518			-2.4518	15.14	x		10.6288	0.37
Mon	04/13/26	325.86520	1.09625	57	2.5892			-2.5892	14.63	x		10.7662	0.88
Tue	04/14/26	325.91630	1.09642	58	2.6350			-2.6350	14.46	x		10.8120	1.05
Wed	04/15/26	325.96740	1.09660	59	2.6809			-2.6809	14.28	x		10.8579	1.23
Thu	04/16/26	326.01850	1.09677	60	2.7268			-2.7268	14.11	x		10.9038	1.40
Fri	04/17/26	326.06960	1.09694	61	2.7727			-2.7727	13.94	x		10.9497	1.57
Mon	04/20/26	326.22290	1.09746	64	2.9104			-2.9104	13.42	x		11.0874	2.09
Tue	04/21/26	326.27400	1.09763	65	2.9563			-2.9563	13.25	x		11.1333	2.26
Wed	04/22/26	326.32510	1.09780	66	3.0023			-3.0023	13.08	x		11.1793	2.43
Thu	04/23/26	326.37620	1.09797	67	3.0482			-3.0482	12.91	x		11.2252	2.60
Fri	04/24/26	326.42730	1.09814	68	3.0942			-3.0942	12.74	x		11.2712	2.77
Mon	04/27/26	326.58060	1.09866	71	3.2322			-3.2322	12.22	x		11.4092	3.29
Tue	04/28/26	326.63170	1.09883	72	3.2783			-3.2783	12.05	x		11.4553	3.46
Wed	04/29/26	326.68280	1.09900	73	3.3243			-3.3243	11.88	x		11.5013	3.63
Thu	04/30/26	326.73390	1.09917	74	3.3704			-3.3704	11.71	x		11.5474	3.80
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	1.09935	75	3.4165			-3.4165	11.53	x		11.5935	3.98
Mon	05/04/26	327.11674	1.10046	78	3.5567			-3.5567	10.42	x		11.7337	5.09
Tue	05/05/26	327.22732	1.10083	79	3.6035			-3.6035	10.05	x		11.7805	5.46
Wed	05/06/26	327.33790	1.10121	80	3.6504			-3.6504	9.67	x		11.8274	5.84
Thu	05/07/26	327.44848	1.10158	81	3.6973			-3.6973	9.30	x		11.8743	6.21
Fri	05/08/26	327.55906	1.10195	82	3.7442			-3.7442	8.93	x		11.9212	6.58
Mon	05/11/26	327.89081	1.10307	85	3.8851			-3.8851	7.81	x		12.0621	7.70
Tue	05/12/26	328.00139	1.10344	86	3.9321			-3.9321	7.44	x		12.1091	8.07
Wed	05/13/26	328.11197	1.10381	87	3.9792			-3.9792	7.07	x		12.1562	8.44
Thu	05/14/26	328.22255	1.10418	88	4.0263			-4.0263	6.70	x		12.2033	8.81
Fri	05/15/26	328.33313	1.10455	89	4.0734			-4.0734	6.33	x		12.2504	9.18
Mon	05/18/26	328.66487	1.10567	92	4.2150			-4.2150	5.21	x		12.3920	10.30
Tue	05/19/26	328.77545	1.10604	93	4.2622			-4.2622	4.84	x		12.4392	10.67
Wed	05/20/26	328.88603	1.10641	94	4.3095			-4.3095	4.47	x		12.4865	11.04
Thu	05/21/26	328.99661	1.10679	95	4.3568			-4.3568	4.09	x		12.5338	11.42
Fri	05/22/26	329.10719	1.10716	96	4.4042			-4.4042	3.72	x		12.5812	11.79
Mon	05/25/26	329.43894	1.10827	99	4.5464			-4.5464	2.61	x		12.7234	12.90
Tue	05/26/26	329.54952	1.10865	100	4.5939			-4.5939	2.23	x		12.7709	13.28
Wed	05/27/26	329.66010	1.10902	101	4.6413			-4.6413	1.86	x		12.8183	13.65
Thu	05/28/26	329.77068	1.10939	102	4.6889			-4.6889	1.49	x		12.8659	14.02
Fri	05/29/26	329.88126	1.10976	103	4.7364			-4.7364	1.12	x		12.9134	14.39
Mon	06/01/26	330.21300	1.11088	106	4.8793			-4.8793	0.00	x		13.0563	15.51

Generated 04/10/26 23:43