2.375% 20-Year Treasury Inflation Protected Security (TIPS) due January 15, 2027

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

CUSIP Number	912810PS1	Interest 01/15/26 (184 days)	$19.1337
Dated Date	January 15, 2007	Interest 07/15/26 (181 days)
Ref CPI on Dated Date	201.66452
Original Issue Date	January 31, 2007

						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	1.61458	170	17.7143	x		1.4194	36.78			17.7143	0.00
Fri	01/02/26	325.55619	1.61435	171	17.8160	x		1.3177	37.01			17.8160	-0.23
Mon	01/05/26	325.41277	1.61363	174	18.1205	x		1.0132	37.73			18.1205	-0.95
Tue	01/06/26	325.36497	1.61340	175	18.2220	x		0.9117	37.96			18.2220	-1.18
Wed	01/07/26	325.31716	1.61316	176	18.3234	x		0.8103	38.20			18.3234	-1.42
Thu	01/08/26	325.26935	1.61292	177	18.4248	x		0.7089	38.44			18.4248	-1.66
Fri	01/09/26	325.22155	1.61269	178	18.5262	x		0.6075	38.67			18.5262	-1.89
Mon	01/12/26	325.07813	1.61197	181	18.8300	x		0.3037	39.39			18.8300	-2.61
Tue	01/13/26	325.03032	1.61174	182	18.9314	x		0.2023	39.62			18.9314	-2.84
Wed	01/14/26	324.98252	1.61150	183	19.0326	x		0.1011	39.86			19.0326	-3.08
Thu	01/15/26	324.93471	1.61126	0	0.0000			0.0000	40.10	x		19.1337	-3.32
Fri	01/16/26	324.88690	1.61103	1	0.1057			-0.1057	40.33	x		19.2394	-3.55
Mon	01/19/26	324.74348	1.61032	4	0.4226			-0.4226	41.04	x		19.5563	-4.26
Tue	01/20/26	324.69568	1.61008	5	0.5282			-0.5282	41.28	x		19.6619	-4.50
Wed	01/21/26	324.64787	1.60984	6	0.6337			-0.6337	41.52	x		19.7674	-4.74
Thu	01/22/26	324.60006	1.60960	7	0.7392			-0.7392	41.76	x		19.8729	-4.98
Fri	01/23/26	324.55226	1.60937	8	0.8447			-0.8447	41.99	x		19.9784	-5.21
Mon	01/26/26	324.40884	1.60866	11	1.1609			-1.1609	42.70	x		20.2946	-5.92
Tue	01/27/26	324.36103	1.60842	12	1.2663			-1.2663	42.94	x		20.4000	-6.16
Wed	01/28/26	324.31323	1.60818	13	1.3716			-1.3716	43.18	x		20.5053	-6.40
Thu	01/29/26	324.26542	1.60794	14	1.4769			-1.4769	43.42	x		20.6106	-6.64
Fri	01/30/26	324.21761	1.60771	15	1.5822			-1.5822	43.65	x		20.7159	-6.87
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	1.60722	18	1.8980			-1.8980	44.14	x		21.0317	-7.36
Tue	02/03/26	324.11714	1.60721	19	2.0035			-2.0035	44.15	x		21.1372	-7.37
Wed	02/04/26	324.11471	1.60720	20	2.1089			-2.1089	44.16	x		21.2426	-7.38
Thu	02/05/26	324.11229	1.60719	21	2.2143			-2.2143	44.17	x		21.3480	-7.39
Fri	02/06/26	324.10986	1.60717	22	2.3197			-2.3197	44.19	x		21.4534	-7.41
Mon	02/09/26	324.10257	1.60714	25	2.6360			-2.6360	44.22	x		21.7697	-7.44
Tue	02/10/26	324.10014	1.60713	26	2.7414			-2.7414	44.23	x		21.8751	-7.45
Wed	02/11/26	324.09771	1.60711	27	2.8468			-2.8468	44.25	x		21.9805	-7.47
Thu	02/12/26	324.09529	1.60710	28	2.9523			-2.9523	44.26	x		22.0860	-7.48
Fri	02/13/26	324.09286	1.60709	29	3.0577			-3.0577	44.27	x		22.1914	-7.49
Mon	02/16/26	324.08557	1.60705	32	3.3739			-3.3739	44.31	x		22.5076	-7.53
Tue	02/17/26	324.08314	1.60704	33	3.4793			-3.4793	44.32	x		22.6130	-7.54
Wed	02/18/26	324.08071	1.60703	34	3.5847			-3.5847	44.33	x		22.7184	-7.55
Thu	02/19/26	324.07829	1.60702	35	3.6902			-3.6902	44.34	x		22.8239	-7.56
Fri	02/20/26	324.07586	1.60700	36	3.7955			-3.7955	44.36	x		22.9292	-7.58
Mon	02/23/26	324.06857	1.60697	39	4.1118			-4.1118	44.39	x		23.2455	-7.61
Tue	02/24/26	324.06614	1.60696	40	4.2172			-4.2172	44.40	x		23.3509	-7.62
Wed	02/25/26	324.06371	1.60694	41	4.3225			-4.3225	44.42	x		23.4562	-7.64
Thu	02/26/26	324.06129	1.60693	42	4.4279			-4.4279	44.43	x		23.5616	-7.65
Fri	02/27/26	324.05886	1.60692	43	4.5333			-4.5333	44.44	x		23.6670	-7.66
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	1.60709	46	4.8501			-4.8501	44.27	x		23.9838	-7.49
Tue	03/03/26	324.13129	1.60728	47	4.9562			-4.9562	44.08	x		24.0899	-7.30
Wed	03/04/26	324.16994	1.60747	48	5.0622			-5.0622	43.89	x		24.1959	-7.11
Thu	03/05/26	324.20858	1.60766	49	5.1683			-5.1683	43.70	x		24.3020	-6.92
Fri	03/06/26	324.24723	1.60785	50	5.2744			-5.2744	43.51	x		24.4081	-6.73
Mon	03/09/26	324.36316	1.60843	53	5.5928			-5.5928	42.93	x		24.7265	-6.15
Tue	03/10/26	324.40181	1.60862	54	5.6990			-5.6990	42.74	x		24.8327	-5.96
Wed	03/11/26	324.44045	1.60881	55	5.8053			-5.8053	42.55	x		24.9390	-5.77
Thu	03/12/26	324.47910	1.60900	56	5.9115			-5.9115	42.36	x		25.0452	-5.58
Fri	03/13/26	324.51774	1.60920	57	6.0178			-6.0178	42.16	x		25.1515	-5.38
Mon	03/16/26	324.63368	1.60977	60	6.3368			-6.3368	41.59	x		25.4705	-4.81
Tue	03/17/26	324.67232	1.60996	61	6.4432			-6.4432	41.40	x		25.5769	-4.62
Wed	03/18/26	324.71097	1.61015	62	6.5496			-6.5496	41.21	x		25.6833	-4.43
Thu	03/19/26	324.74961	1.61035	63	6.6560			-6.6560	41.01	x		25.7897	-4.23
Fri	03/20/26	324.78826	1.61054	64	6.7625			-6.7625	40.82	x		25.8962	-4.04
Mon	03/23/26	324.90419	1.61111	67	7.0820			-7.0820	40.25	x		26.2157	-3.47
Tue	03/24/26	324.94284	1.61130	68	7.1885			-7.1885	40.06	x		26.3222	-3.28
Wed	03/25/26	324.98148	1.61150	69	7.2952			-7.2952	39.86	x		26.4289	-3.08
Thu	03/26/26	325.02013	1.61169	70	7.4018			-7.4018	39.67	x		26.5355	-2.89
Fri	03/27/26	325.05877	1.61188	71	7.5084			-7.5084	39.48	x		26.6421	-2.70
Mon	03/30/26	325.17471	1.61245	74	7.8284			-7.8284	38.91	x		26.9621	-2.13
Tue	03/31/26	325.21335	1.61265	75	7.9352			-7.9352	38.71	x		27.0689	-1.93
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	1.61284	76	8.0419			-8.0419	38.52	x		27.1756	-1.74
Thu	04/02/26	325.30310	1.61309	77	8.1490			-8.1490	38.27	x		27.2827	-1.49
Fri	04/03/26	325.35420	1.61334	78	8.2561			-8.2561	38.02	x		27.3898	-1.24
Mon	04/06/26	325.50750	1.61410	81	8.5777			-8.5777	37.26	x		27.7114	-0.48
Tue	04/07/26	325.55860	1.61436	82	8.6850			-8.6850	37.00	x		27.8187	-0.22
Wed	04/08/26	325.60970	1.61461	83	8.7923			-8.7923	36.75	x		27.9260	0.03
Thu	04/09/26	325.66080	1.61486	84	8.8996			-8.8996	36.50	x		28.0333	0.28
Fri	04/10/26	325.71190	1.61512	85	9.0070			-9.0070	36.24	x		28.1407	0.54
Mon	04/13/26	325.86520	1.61588	88	9.3293			-9.3293	35.48	x		28.4630	1.30
Tue	04/14/26	325.91630	1.61613	89	9.4367			-9.4367	35.23	x		28.5704	1.55
Wed	04/15/26	325.96740	1.61638	90	9.5442			-9.5442	34.98	x		28.6779	1.80
Thu	04/16/26	326.01850	1.61664	91	9.6518			-9.6518	34.72	x		28.7855	2.06
Fri	04/17/26	326.06960	1.61689	92	9.7594			-9.7594	34.47	x		28.8931	2.31
Mon	04/20/26	326.22290	1.61765	95	10.0824			-10.0824	33.71	x		29.2161	3.07
Tue	04/21/26	326.27400	1.61790	96	10.1901			-10.1901	33.46	x		29.3238	3.32
Wed	04/22/26	326.32510	1.61816	97	10.2979			-10.2979	33.20	x		29.4316	3.58
Thu	04/23/26	326.37620	1.61841	98	10.4057			-10.4057	32.95	x		29.5394	3.83
Fri	04/24/26	326.42730	1.61866	99	10.5135			-10.5135	32.70	x		29.6472	4.08
Mon	04/27/26	326.58060	1.61943	102	10.8372			-10.8372	31.93	x		29.9709	4.85
Tue	04/28/26	326.63170	1.61968	103	10.9451			-10.9451	31.68	x		30.0788	5.10
Wed	04/29/26	326.68280	1.61993	104	11.0531			-11.0531	31.43	x		30.1868	5.35
Thu	04/30/26	326.73390	1.62019	105	11.1612			-11.1612	31.17	x		30.2949	5.61
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	1.62044	106	11.2692			-11.2692	30.92	x		30.4029	5.86
Mon	05/04/26	327.11674	1.62208	109	11.5999			-11.5999	29.28	x		30.7336	7.50
Tue	05/05/26	327.22732	1.62263	110	11.7103			-11.7103	28.73	x		30.8440	8.05
Wed	05/06/26	327.33790	1.62318	111	11.8207			-11.8207	28.18	x		30.9544	8.60
Thu	05/07/26	327.44848	1.62373	112	11.9313			-11.9313	27.63	x		31.0650	9.15
Fri	05/08/26	327.55906	1.62428	113	12.0419			-12.0419	27.08	x		31.1756	9.70
Mon	05/11/26	327.89081	1.62592	116	12.3741			-12.3741	25.44	x		31.5078	11.34
Tue	05/12/26	328.00139	1.62647	117	12.4850			-12.4850	24.89	x		31.6187	11.89
Wed	05/13/26	328.11197	1.62702	118	12.5959			-12.5959	24.34	x		31.7296	12.44
Thu	05/14/26	328.22255	1.62757	119	12.7070			-12.7070	23.79	x		31.8407	12.99
Fri	05/15/26	328.33313	1.62812	120	12.8181			-12.8181	23.24	x		31.9518	13.54
Mon	05/18/26	328.66487	1.62976	123	13.1518			-13.1518	21.60	x		32.2855	15.18
Tue	05/19/26	328.77545	1.63031	124	13.2632			-13.2632	21.05	x		32.3969	15.73
Wed	05/20/26	328.88603	1.63086	125	13.3746			-13.3746	20.50	x		32.5083	16.28
Thu	05/21/26	328.99661	1.63141	126	13.4862			-13.4862	19.95	x		32.6199	16.83
Fri	05/22/26	329.10719	1.63195	127	13.5977			-13.5977	19.41	x		32.7314	17.37
Mon	05/25/26	329.43894	1.63360	130	13.9330			-13.9330	17.76	x		33.0667	19.02
Tue	05/26/26	329.54952	1.63415	131	14.0449			-14.0449	17.21	x		33.1786	19.57
Wed	05/27/26	329.66010	1.63470	132	14.1569			-14.1569	16.66	x		33.2906	20.12
Thu	05/28/26	329.77068	1.63524	133	14.2688			-14.2688	16.12	x		33.4025	20.66
Fri	05/29/26	329.88126	1.63579	134	14.3809			-14.3809	15.57	x		33.5146	21.21
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	1.63744	137	14.7177			-14.7177	13.92	x		33.8514	22.86
Tue	06/02/26	330.30657	1.63790	138	14.8293			-14.8293	13.46	x		33.9630	23.32
Wed	06/03/26	330.40013	1.63837	139	14.9411			-14.9411	12.99	x		34.0748	23.79
Thu	06/04/26	330.49370	1.63883	140	15.0528			-15.0528	12.53	x		34.1865	24.25
Fri	06/05/26	330.58727	1.63929	141	15.1646			-15.1646	12.07	x		34.2983	24.71
Mon	06/08/26	330.86797	1.64069	144	15.5004			-15.5004	10.67	x		34.6341	26.11
Tue	06/09/26	330.96153	1.64115	145	15.6125			-15.6125	10.21	x		34.7462	26.57
Wed	06/10/26	331.05510	1.64161	146	15.7245			-15.7245	9.75	x		34.8582	27.03
Thu	06/11/26	331.14867	1.64208	147	15.8368			-15.8368	9.28	x		34.9705	27.50
Fri	06/12/26	331.24223	1.64254	148	15.9490			-15.9490	8.82	x		35.0827	27.96
Mon	06/15/26	331.52293	1.64393	151	16.2860			-16.2860	7.43	x		35.4197	29.35
Tue	06/16/26	331.61650	1.64440	152	16.3986			-16.3986	6.96	x		35.5323	29.82
Wed	06/17/26	331.71007	1.64486	153	16.5111			-16.5111	6.50	x		35.6448	30.28
Thu	06/18/26	331.80363	1.64532	154	16.6236			-16.6236	6.04	x		35.7573	30.74
Fri	06/19/26	331.89720	1.64579	155	16.7364			-16.7364	5.57	x		35.8701	31.21
Mon	06/22/26	332.17790	1.64718	158	17.0747			-17.0747	4.18	x		36.2084	32.60
Tue	06/23/26	332.27147	1.64764	159	17.1876			-17.1876	3.72	x		36.3213	33.06
Wed	06/24/26	332.36503	1.64811	160	17.3006			-17.3006	3.25	x		36.4343	33.53
Thu	06/25/26	332.45860	1.64857	161	17.4136			-17.4136	2.79	x		36.5473	33.99
Fri	06/26/26	332.55217	1.64904	162	17.5267			-17.5267	2.32	x		36.6604	34.46
Mon	06/29/26	332.83287	1.65043	165	17.8664			-17.8664	0.93	x		37.0001	35.85
Tue	06/30/26	332.92643	1.65089	166	17.9797			-17.9797	0.47	x		37.1134	36.31
Wed	07/01/26	333.02000	1.65136	167	18.0931			-18.0931	0.00	x		37.2268	36.78

Generated 05/12/26 08:45