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

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

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 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	1.06093	139	8.5155	x		2.7044	15.02			8.5155	0.00
Fri	01/02/26	325.55619	1.06078	140	8.5756	x		2.6443	15.17			8.5756	-0.15
Mon	01/05/26	325.41277	1.06031	143	8.7555	x		2.4644	15.64			8.7555	-0.62
Tue	01/06/26	325.36497	1.06015	144	8.8154	x		2.4045	15.80			8.8154	-0.78
Wed	01/07/26	325.31716	1.06000	145	8.8753	x		2.3446	15.95			8.8753	-0.93
Thu	01/08/26	325.26935	1.05984	146	8.9352	x		2.2847	16.11			8.9352	-1.09
Fri	01/09/26	325.22155	1.05969	147	8.9951	x		2.2248	16.26			8.9951	-1.24
Mon	01/12/26	325.07813	1.05922	150	9.1746	x		2.0453	16.73			9.1746	-1.71
Tue	01/13/26	325.03032	1.05906	151	9.2344	x		1.9855	16.89			9.2344	-1.87
Wed	01/14/26	324.98252	1.05891	152	9.2942	x		1.9257	17.04			9.2942	-2.02
Thu	01/15/26	324.93471	1.05875	153	9.3540	x		1.8659	17.20			9.3540	-2.18
Fri	01/16/26	324.88690	1.05860	154	9.4138	x		1.8061	17.35			9.4138	-2.33
Mon	01/19/26	324.74348	1.05813	157	9.5929	x		1.6270	17.82			9.5929	-2.80
Tue	01/20/26	324.69568	1.05797	158	9.6525	x		1.5674	17.98			9.6525	-2.96
Wed	01/21/26	324.64787	1.05782	159	9.7123	x		1.5076	18.13			9.7123	-3.11
Thu	01/22/26	324.60006	1.05766	160	9.7719	x		1.4480	18.29			9.7719	-3.27
Fri	01/23/26	324.55226	1.05750	161	9.8314	x		1.3885	18.45			9.8314	-3.43
Mon	01/26/26	324.40884	1.05704	164	10.0103	x		1.2096	18.91			10.0103	-3.89
Tue	01/27/26	324.36103	1.05688	165	10.0698	x		1.1501	19.07			10.0698	-4.05
Wed	01/28/26	324.31323	1.05673	166	10.1294	x		1.0905	19.22			10.1294	-4.20
Thu	01/29/26	324.26542	1.05657	167	10.1889	x		1.0310	19.38			10.1889	-4.36
Fri	01/30/26	324.21761	1.05641	168	10.2483	x		0.9716	19.54			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	19.85			10.4283	-4.83
Tue	02/03/26	324.11714	1.05609	172	10.4892	x		0.7307	19.86			10.4892	-4.84
Wed	02/04/26	324.11471	1.05608	173	10.5500	x		0.6699	19.87			10.5500	-4.85
Thu	02/05/26	324.11229	1.05607	174	10.6109	x		0.6090	19.88			10.6109	-4.86
Fri	02/06/26	324.10986	1.05606	175	10.6718	x		0.5481	19.89			10.6718	-4.87
Mon	02/09/26	324.10257	1.05604	178	10.8545	x		0.3654	19.91			10.8545	-4.89
Tue	02/10/26	324.10014	1.05603	179	10.9154	x		0.3045	19.92			10.9154	-4.90
Wed	02/11/26	324.09771	1.05602	180	10.9763	x		0.2436	19.93			10.9763	-4.91
Thu	02/12/26	324.09529	1.05602	181	11.0373	x		0.1826	19.93			11.0373	-4.91
Fri	02/13/26	324.09286	1.05601	182	11.0981	x		0.1218	19.94			11.0981	-4.92
Sun	02/15/26	324.08800	1.05599	0	0.0000			0.0000	19.96	x		11.2199	-4.94
Mon	02/16/26	324.08557	1.05598	1	0.0620			-0.0620	19.97	x		11.2819	-4.95
Tue	02/17/26	324.08314	1.05598	2	0.1240			-0.1240	19.97	x		11.3439	-4.95
Wed	02/18/26	324.08071	1.05597	3	0.1860			-0.1860	19.98	x		11.4059	-4.96
Thu	02/19/26	324.07829	1.05596	4	0.2479			-0.2479	19.99	x		11.4678	-4.97
Fri	02/20/26	324.07586	1.05595	5	0.3099			-0.3099	20.00	x		11.5298	-4.98
Mon	02/23/26	324.06857	1.05593	8	0.4959			-0.4959	20.02	x		11.7158	-5.00
Tue	02/24/26	324.06614	1.05592	9	0.5579			-0.5579	20.03	x		11.7778	-5.01
Wed	02/25/26	324.06371	1.05591	10	0.6198			-0.6198	20.04	x		11.8397	-5.02
Thu	02/26/26	324.06129	1.05591	11	0.6818			-0.6818	20.04	x		11.9017	-5.02
Fri	02/27/26	324.05886	1.05590	12	0.7438			-0.7438	20.05	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	19.94	x		12.1497	-4.92
Tue	03/03/26	324.13129	1.05613	16	0.9919			-0.9919	19.82	x		12.2118	-4.80
Wed	03/04/26	324.16994	1.05626	17	1.0541			-1.0541	19.69	x		12.2740	-4.67
Thu	03/05/26	324.20858	1.05639	18	1.1162			-1.1162	19.56	x		12.3361	-4.54
Fri	03/06/26	324.24723	1.05651	19	1.1784			-1.1784	19.44	x		12.3983	-4.42
Mon	03/09/26	324.36316	1.05689	22	1.3649			-1.3649	19.06	x		12.5848	-4.04
Tue	03/10/26	324.40181	1.05701	23	1.4271			-1.4271	18.94	x		12.6470	-3.92
Wed	03/11/26	324.44045	1.05714	24	1.4893			-1.4893	18.81	x		12.7092	-3.79
Thu	03/12/26	324.47910	1.05727	25	1.5516			-1.5516	18.68	x		12.7715	-3.66
Fri	03/13/26	324.51774	1.05739	26	1.6138			-1.6138	18.56	x		12.8337	-3.54
Mon	03/16/26	324.63368	1.05777	29	1.8007			-1.8007	18.18	x		13.0206	-3.16
Tue	03/17/26	324.67232	1.05790	30	1.8630			-1.8630	18.05	x		13.0829	-3.03
Wed	03/18/26	324.71097	1.05802	31	1.9253			-1.9253	17.93	x		13.1452	-2.91
Thu	03/19/26	324.74961	1.05815	32	1.9877			-1.9877	17.80	x		13.2076	-2.78
Fri	03/20/26	324.78826	1.05827	33	2.0500			-2.0500	17.68	x		13.2699	-2.66
Mon	03/23/26	324.90419	1.05865	36	2.2372			-2.2372	17.30	x		13.4571	-2.28
Tue	03/24/26	324.94284	1.05878	37	2.2996			-2.2996	17.17	x		13.5195	-2.15
Wed	03/25/26	324.98148	1.05890	38	2.3620			-2.3620	17.05	x		13.5819	-2.03
Thu	03/26/26	325.02013	1.05903	39	2.4245			-2.4245	16.92	x		13.6444	-1.90
Fri	03/27/26	325.05877	1.05916	40	2.4870			-2.4870	16.79	x		13.7069	-1.77
Mon	03/30/26	325.17471	1.05953	43	2.6744			-2.6744	16.42	x		13.8943	-1.40
Tue	03/31/26	325.21335	1.05966	44	2.7370			-2.7370	16.29	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	16.17	x		14.0194	-1.15
Thu	04/02/26	325.30310	1.05995	46	2.8622			-2.8622	16.00	x		14.0821	-0.98
Fri	04/03/26	325.35420	1.06012	47	2.9248			-2.9248	15.83	x		14.1447	-0.81
Mon	04/06/26	325.50750	1.06062	50	3.1130			-3.1130	15.33	x		14.3329	-0.31
Tue	04/07/26	325.55860	1.06078	51	3.1757			-3.1757	15.17	x		14.3956	-0.15
Wed	04/08/26	325.60970	1.06095	52	3.2385			-3.2385	15.00	x		14.4584	0.02
Thu	04/09/26	325.66080	1.06112	53	3.3013			-3.3013	14.83	x		14.5212	0.19
Fri	04/10/26	325.71190	1.06128	54	3.3641			-3.3641	14.67	x		14.5840	0.35
Mon	04/13/26	325.86520	1.06178	57	3.5527			-3.5527	14.17	x		14.7726	0.85
Tue	04/14/26	325.91630	1.06195	58	3.6156			-3.6156	14.00	x		14.8355	1.02
Wed	04/15/26	325.96740	1.06212	59	3.6785			-3.6785	13.83	x		14.8984	1.19
Thu	04/16/26	326.01850	1.06228	60	3.7415			-3.7415	13.67	x		14.9614	1.35
Fri	04/17/26	326.06960	1.06245	61	3.8044			-3.8044	13.50	x		15.0243	1.52
Mon	04/20/26	326.22290	1.06295	64	3.9934			-3.9934	13.00	x		15.2133	2.02
Tue	04/21/26	326.27400	1.06312	65	4.0564			-4.0564	12.83	x		15.2763	2.19
Wed	04/22/26	326.32510	1.06328	66	4.1195			-4.1195	12.67	x		15.3394	2.35
Thu	04/23/26	326.37620	1.06345	67	4.1826			-4.1826	12.50	x		15.4025	2.52
Fri	04/24/26	326.42730	1.06361	68	4.2456			-4.2456	12.34	x		15.4655	2.68
Mon	04/27/26	326.58060	1.06411	71	4.4350			-4.4350	11.84	x		15.6549	3.18
Tue	04/28/26	326.63170	1.06428	72	4.4982			-4.4982	11.67	x		15.7181	3.35
Wed	04/29/26	326.68280	1.06445	73	4.5614			-4.5614	11.50	x		15.7813	3.52
Thu	04/30/26	326.73390	1.06461	74	4.6246			-4.6246	11.34	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	11.17	x		15.9077	3.85
Mon	05/04/26	327.11674	1.06586	78	4.8803			-4.8803	10.09	x		16.1002	4.93
Tue	05/05/26	327.22732	1.06622	79	4.9445			-4.9445	9.73	x		16.1644	5.29
Wed	05/06/26	327.33790	1.06658	80	5.0088			-5.0088	9.37	x		16.2287	5.65
Thu	05/07/26	327.44848	1.06694	81	5.0731			-5.0731	9.01	x		16.2930	6.01
Fri	05/08/26	327.55906	1.06730	82	5.1375			-5.1375	8.65	x		16.3574	6.37
Mon	05/11/26	327.89081	1.06838	85	5.3308			-5.3308	7.57	x		16.5507	7.45
Tue	05/12/26	328.00139	1.06874	86	5.3954			-5.3954	7.21	x		16.6153	7.81
Wed	05/13/26	328.11197	1.06910	87	5.4599			-5.4599	6.85	x		16.6798	8.17
Thu	05/14/26	328.22255	1.06946	88	5.5246			-5.5246	6.49	x		16.7445	8.53
Fri	05/15/26	328.33313	1.06982	89	5.5892			-5.5892	6.13	x		16.8091	8.89
Mon	05/18/26	328.66487	1.07091	92	5.7835			-5.7835	5.04	x		17.0034	9.98
Tue	05/19/26	328.77545	1.07127	93	5.8483			-5.8483	4.68	x		17.0682	10.34
Wed	05/20/26	328.88603	1.07163	94	5.9132			-5.9132	4.32	x		17.1331	10.70
Thu	05/21/26	328.99661	1.07199	95	5.9781			-5.9781	3.96	x		17.1980	11.06
Fri	05/22/26	329.10719	1.07235	96	6.0431			-6.0431	3.60	x		17.2630	11.42
Mon	05/25/26	329.43894	1.07343	99	6.2382			-6.2382	2.52	x		17.4581	12.50
Tue	05/26/26	329.54952	1.07379	100	6.3033			-6.3033	2.16	x		17.5232	12.86
Wed	05/27/26	329.66010	1.07415	101	6.3685			-6.3685	1.80	x		17.5884	13.22
Thu	05/28/26	329.77068	1.07451	102	6.4337			-6.4337	1.44	x		17.6536	13.58
Fri	05/29/26	329.88126	1.07487	103	6.4990			-6.4990	1.08	x		17.7189	13.94
Mon	06/01/26	330.21300	1.07595	106	6.6950			-6.6950	0.00	x		17.9149	15.02

Generated 04/10/26 23:43