0.375% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2027

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

CUSIP Number	9128282L3	Interest 01/15/26 (184 days)	$2.4906
Dated Date	July 15, 2017	Interest 07/15/26 (181 days)
Ref CPI on Dated Date	244.61839
Original Issue Date	July 31, 2017

						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	1.33107	170	2.3059	x		0.1847	30.32			2.3059	0.00
Fri	01/02/26	325.55619	1.33087	171	2.3191	x		0.1715	30.52			2.3191	-0.20
Mon	01/05/26	325.41277	1.33029	174	2.3587	x		0.1319	31.10			2.3587	-0.78
Tue	01/06/26	325.36497	1.33009	175	2.3719	x		0.1187	31.30			2.3719	-0.98
Wed	01/07/26	325.31716	1.32990	176	2.3851	x		0.1055	31.49			2.3851	-1.17
Thu	01/08/26	325.26935	1.32970	177	2.3983	x		0.0923	31.69			2.3983	-1.37
Fri	01/09/26	325.22155	1.32951	178	2.4115	x		0.0791	31.88			2.4115	-1.56
Mon	01/12/26	325.07813	1.32892	181	2.4511	x		0.0395	32.47			2.4511	-2.15
Tue	01/13/26	325.03032	1.32872	182	2.4643	x		0.0263	32.67			2.4643	-2.35
Wed	01/14/26	324.98252	1.32853	183	2.4775	x		0.0131	32.86			2.4775	-2.54
Thu	01/15/26	324.93471	1.32833	0	0.0000			0.0000	33.06	x		2.4906	-2.74
Fri	01/16/26	324.88690	1.32814	1	0.0138			-0.0138	33.25	x		2.5044	-2.93
Mon	01/19/26	324.74348	1.32755	4	0.0550			-0.0550	33.84	x		2.5456	-3.52
Tue	01/20/26	324.69568	1.32736	5	0.0688			-0.0688	34.03	x		2.5594	-3.71
Wed	01/21/26	324.64787	1.32716	6	0.0825			-0.0825	34.23	x		2.5731	-3.91
Thu	01/22/26	324.60006	1.32697	7	0.0962			-0.0962	34.42	x		2.5868	-4.10
Fri	01/23/26	324.55226	1.32677	8	0.1100			-0.1100	34.62	x		2.6006	-4.30
Mon	01/26/26	324.40884	1.32618	11	0.1511			-0.1511	35.21	x		2.6417	-4.89
Tue	01/27/26	324.36103	1.32599	12	0.1648			-0.1648	35.40	x		2.6554	-5.08
Wed	01/28/26	324.31323	1.32579	13	0.1785			-0.1785	35.60	x		2.6691	-5.28
Thu	01/29/26	324.26542	1.32560	14	0.1922			-0.1922	35.79	x		2.6828	-5.47
Fri	01/30/26	324.21761	1.32540	15	0.2059			-0.2059	35.99	x		2.6965	-5.67
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	1.32500	18	0.2471			-0.2471	36.39	x		2.7377	-6.07
Tue	02/03/26	324.11714	1.32499	19	0.2608			-0.2608	36.40	x		2.7514	-6.08
Wed	02/04/26	324.11471	1.32498	20	0.2745			-0.2745	36.41	x		2.7651	-6.09
Thu	02/05/26	324.11229	1.32497	21	0.2882			-0.2882	36.42	x		2.7788	-6.10
Fri	02/06/26	324.10986	1.32496	22	0.3020			-0.3020	36.43	x		2.7926	-6.11
Mon	02/09/26	324.10257	1.32493	25	0.3431			-0.3431	36.46	x		2.8337	-6.14
Tue	02/10/26	324.10014	1.32492	26	0.3569			-0.3569	36.47	x		2.8475	-6.15
Wed	02/11/26	324.09771	1.32491	27	0.3706			-0.3706	36.48	x		2.8612	-6.16
Thu	02/12/26	324.09529	1.32490	28	0.3843			-0.3843	36.49	x		2.8749	-6.17
Fri	02/13/26	324.09286	1.32489	29	0.3980			-0.3980	36.50	x		2.8886	-6.18
Mon	02/16/26	324.08557	1.32486	32	0.4392			-0.4392	36.53	x		2.9298	-6.21
Tue	02/17/26	324.08314	1.32485	33	0.4529			-0.4529	36.54	x		2.9435	-6.22
Wed	02/18/26	324.08071	1.32484	34	0.4666			-0.4666	36.55	x		2.9572	-6.23
Thu	02/19/26	324.07829	1.32483	35	0.4803			-0.4803	36.56	x		2.9709	-6.24
Fri	02/20/26	324.07586	1.32482	36	0.4941			-0.4941	36.57	x		2.9847	-6.25
Mon	02/23/26	324.06857	1.32479	39	0.5352			-0.5352	36.60	x		3.0258	-6.28
Tue	02/24/26	324.06614	1.32478	40	0.5489			-0.5489	36.61	x		3.0395	-6.29
Wed	02/25/26	324.06371	1.32477	41	0.5627			-0.5627	36.62	x		3.0533	-6.30
Thu	02/26/26	324.06129	1.32476	42	0.5764			-0.5764	36.63	x		3.0670	-6.31
Fri	02/27/26	324.05886	1.32475	43	0.5901			-0.5901	36.64	x		3.0807	-6.32
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	1.32489	46	0.6313			-0.6313	36.50	x		3.1219	-6.18
Tue	03/03/26	324.13129	1.32505	47	0.6451			-0.6451	36.34	x		3.1357	-6.02
Wed	03/04/26	324.16994	1.32521	48	0.6589			-0.6589	36.18	x		3.1495	-5.86
Thu	03/05/26	324.20858	1.32536	49	0.6727			-0.6727	36.03	x		3.1633	-5.71
Fri	03/06/26	324.24723	1.32552	50	0.6866			-0.6866	35.87	x		3.1772	-5.55
Mon	03/09/26	324.36316	1.32600	53	0.7280			-0.7280	35.39	x		3.2186	-5.07
Tue	03/10/26	324.40181	1.32615	54	0.7418			-0.7418	35.24	x		3.2324	-4.92
Wed	03/11/26	324.44045	1.32631	55	0.7557			-0.7557	35.08	x		3.2463	-4.76
Thu	03/12/26	324.47910	1.32647	56	0.7695			-0.7695	34.92	x		3.2601	-4.60
Fri	03/13/26	324.51774	1.32663	57	0.7833			-0.7833	34.76	x		3.2739	-4.44
Mon	03/16/26	324.63368	1.32710	60	0.8249			-0.8249	34.29	x		3.3155	-3.97
Tue	03/17/26	324.67232	1.32726	61	0.8387			-0.8387	34.13	x		3.3293	-3.81
Wed	03/18/26	324.71097	1.32742	62	0.8526			-0.8526	33.97	x		3.3432	-3.65
Thu	03/19/26	324.74961	1.32758	63	0.8664			-0.8664	33.81	x		3.3570	-3.49
Fri	03/20/26	324.78826	1.32773	64	0.8803			-0.8803	33.66	x		3.3709	-3.34
Mon	03/23/26	324.90419	1.32821	67	0.9219			-0.9219	33.18	x		3.4125	-2.86
Tue	03/24/26	324.94284	1.32837	68	0.9357			-0.9357	33.02	x		3.4263	-2.70
Wed	03/25/26	324.98148	1.32852	69	0.9496			-0.9496	32.87	x		3.4402	-2.55
Thu	03/26/26	325.02013	1.32868	70	0.9635			-0.9635	32.71	x		3.4541	-2.39
Fri	03/27/26	325.05877	1.32884	71	0.9774			-0.9774	32.55	x		3.4680	-2.23
Mon	03/30/26	325.17471	1.32931	74	1.0190			-1.0190	32.08	x		3.5096	-1.76
Tue	03/31/26	325.21335	1.32947	75	1.0329			-1.0329	31.92	x		3.5235	-1.60
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	1.32963	76	1.0468			-1.0468	31.76	x		3.5374	-1.44
Thu	04/02/26	325.30310	1.32984	77	1.0607			-1.0607	31.55	x		3.5513	-1.23
Fri	04/03/26	325.35420	1.33005	78	1.0747			-1.0747	31.34	x		3.5653	-1.02
Mon	04/06/26	325.50750	1.33067	81	1.1165			-1.1165	30.72	x		3.6071	-0.40
Tue	04/07/26	325.55860	1.33088	82	1.1305			-1.1305	30.51	x		3.6211	-0.19
Wed	04/08/26	325.60970	1.33109	83	1.1445			-1.1445	30.30	x		3.6351	0.02
Thu	04/09/26	325.66080	1.33130	84	1.1585			-1.1585	30.09	x		3.6491	0.23
Fri	04/10/26	325.71190	1.33151	85	1.1724			-1.1724	29.88	x		3.6630	0.44
Mon	04/13/26	325.86520	1.33214	88	1.2144			-1.2144	29.25	x		3.7050	1.07
Tue	04/14/26	325.91630	1.33235	89	1.2284			-1.2284	29.04	x		3.7190	1.28
Wed	04/15/26	325.96740	1.33255	90	1.2424			-1.2424	28.84	x		3.7330	1.48
Thu	04/16/26	326.01850	1.33276	91	1.2564			-1.2564	28.63	x		3.7470	1.69
Fri	04/17/26	326.06960	1.33297	92	1.2704			-1.2704	28.42	x		3.7610	1.90
Mon	04/20/26	326.22290	1.33360	95	1.3124			-1.3124	27.79	x		3.8030	2.53
Tue	04/21/26	326.27400	1.33381	96	1.3264			-1.3264	27.58	x		3.8170	2.74
Wed	04/22/26	326.32510	1.33402	97	1.3405			-1.3405	27.37	x		3.8311	2.95
Thu	04/23/26	326.37620	1.33423	98	1.3545			-1.3545	27.16	x		3.8451	3.16
Fri	04/24/26	326.42730	1.33443	99	1.3685			-1.3685	26.96	x		3.8591	3.36
Mon	04/27/26	326.58060	1.33506	102	1.4107			-1.4107	26.33	x		3.9013	3.99
Tue	04/28/26	326.63170	1.33527	103	1.4247			-1.4247	26.12	x		3.9153	4.20
Wed	04/29/26	326.68280	1.33548	104	1.4388			-1.4388	25.91	x		3.9294	4.41
Thu	04/30/26	326.73390	1.33569	105	1.4528			-1.4528	25.70	x		3.9434	4.62
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	1.33590	106	1.4669			-1.4669	25.49	x		3.9575	4.83
Mon	05/04/26	327.11674	1.33725	109	1.5099			-1.5099	24.14	x		4.0005	6.18
Tue	05/05/26	327.22732	1.33771	110	1.5243			-1.5243	23.68	x		4.0149	6.64
Wed	05/06/26	327.33790	1.33816	111	1.5387			-1.5387	23.23	x		4.0293	7.09
Thu	05/07/26	327.44848	1.33861	112	1.5531			-1.5531	22.78	x		4.0437	7.54
Fri	05/08/26	327.55906	1.33906	113	1.5675			-1.5675	22.33	x		4.0581	7.99
Mon	05/11/26	327.89081	1.34042	116	1.6107			-1.6107	20.97	x		4.1013	9.35
Tue	05/12/26	328.00139	1.34087	117	1.6252			-1.6252	20.52	x		4.1158	9.80
Wed	05/13/26	328.11197	1.34132	118	1.6396			-1.6396	20.07	x		4.1302	10.25
Thu	05/14/26	328.22255	1.34177	119	1.6540			-1.6540	19.62	x		4.1446	10.70
Fri	05/15/26	328.33313	1.34223	120	1.6685			-1.6685	19.16	x		4.1591	11.16
Mon	05/18/26	328.66487	1.34358	123	1.7120			-1.7120	17.81	x		4.2026	12.51
Tue	05/19/26	328.77545	1.34403	124	1.7264			-1.7264	17.36	x		4.2170	12.96
Wed	05/20/26	328.88603	1.34449	125	1.7410			-1.7410	16.90	x		4.2316	13.42
Thu	05/21/26	328.99661	1.34494	126	1.7555			-1.7555	16.45	x		4.2461	13.87
Fri	05/22/26	329.10719	1.34539	127	1.7700			-1.7700	16.00	x		4.2606	14.32
Mon	05/25/26	329.43894	1.34675	130	1.8136			-1.8136	14.64	x		4.3042	15.68
Tue	05/26/26	329.54952	1.34720	131	1.8282			-1.8282	14.19	x		4.3188	16.13
Wed	05/27/26	329.66010	1.34765	132	1.8428			-1.8428	13.74	x		4.3334	16.58
Thu	05/28/26	329.77068	1.34810	133	1.8574			-1.8574	13.29	x		4.3480	17.03
Fri	05/29/26	329.88126	1.34855	134	1.8720			-1.8720	12.84	x		4.3626	17.48
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	1.34991	137	1.9158			-1.9158	11.48	x		4.4064	18.84
Tue	06/02/26	330.30657	1.35029	138	1.9303			-1.9303	11.10	x		4.4209	19.22
Wed	06/03/26	330.40013	1.35068	139	1.9449			-1.9449	10.71	x		4.4355	19.61
Thu	06/04/26	330.49370	1.35106	140	1.9594			-1.9594	10.33	x		4.4500	19.99
Fri	06/05/26	330.58727	1.35144	141	1.9740			-1.9740	9.95	x		4.4646	20.37
Mon	06/08/26	330.86797	1.35259	144	2.0177			-2.0177	8.80	x		4.5083	21.52
Tue	06/09/26	330.96153	1.35297	145	2.0323			-2.0323	8.42	x		4.5229	21.90
Wed	06/10/26	331.05510	1.35335	146	2.0468			-2.0468	8.04	x		4.5374	22.28
Thu	06/11/26	331.14867	1.35374	147	2.0615			-2.0615	7.65	x		4.5521	22.67
Fri	06/12/26	331.24223	1.35412	148	2.0761			-2.0761	7.27	x		4.5667	23.05
Mon	06/15/26	331.52293	1.35527	151	2.1199			-2.1199	6.12	x		4.6105	24.20
Tue	06/16/26	331.61650	1.35565	152	2.1346			-2.1346	5.74	x		4.6252	24.58
Wed	06/17/26	331.71007	1.35603	153	2.1492			-2.1492	5.36	x		4.6398	24.96
Thu	06/18/26	331.80363	1.35641	154	2.1639			-2.1639	4.98	x		4.6545	25.34
Fri	06/19/26	331.89720	1.35680	155	2.1786			-2.1786	4.59	x		4.6692	25.73
Mon	06/22/26	332.17790	1.35794	158	2.2226			-2.2226	3.45	x		4.7132	26.87
Tue	06/23/26	332.27147	1.35833	159	2.2373			-2.2373	3.06	x		4.7279	27.26
Wed	06/24/26	332.36503	1.35871	160	2.2520			-2.2520	2.68	x		4.7426	27.64
Thu	06/25/26	332.45860	1.35909	161	2.2667			-2.2667	2.30	x		4.7573	28.02
Fri	06/26/26	332.55217	1.35947	162	2.2814			-2.2814	1.92	x		4.7720	28.40
Mon	06/29/26	332.83287	1.36062	165	2.3256			-2.3256	0.77	x		4.8162	29.55
Tue	06/30/26	332.92643	1.36100	166	2.3404			-2.3404	0.39	x		4.8310	29.93
Wed	07/01/26	333.02000	1.36139	167	2.3552			-2.3552	0.00	x		4.8458	30.32

Generated 05/12/26 08:45