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

Interest and OID per $1,000 Face Value for 2026 (until 08/01/26)

CUSIP Number	912810PS1	Interest 01/15/26 (184 days)	$19.1337
Dated Date	January 15, 2007	Interest 07/15/26 (181 days)	$19.6658
Ref CPI on Dated Date	201.66452	Interest Total	$38.7995
Original Issue Date	January 31, 2007	Interest 01/15/27 (184 days)

						Purchased on Settlement Date & held to 08/01/26				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	x	21.0852	47.20			17.7143	0.00
Fri	01/02/26	325.55619	1.61435	171	17.8160	x	x	20.9835	47.43			17.8160	-0.23
Mon	01/05/26	325.41277	1.61363	174	18.1205	x	x	20.6790	48.15			18.1205	-0.95
Tue	01/06/26	325.36497	1.61340	175	18.2220	x	x	20.5775	48.38			18.2220	-1.18
Wed	01/07/26	325.31716	1.61316	176	18.3234	x	x	20.4761	48.62			18.3234	-1.42
Thu	01/08/26	325.26935	1.61292	177	18.4248	x	x	20.3747	48.86			18.4248	-1.66
Fri	01/09/26	325.22155	1.61269	178	18.5262	x	x	20.2733	49.09			18.5262	-1.89
Mon	01/12/26	325.07813	1.61197	181	18.8300	x	x	19.9695	49.81			18.8300	-2.61
Tue	01/13/26	325.03032	1.61174	182	18.9314	x	x	19.8681	50.04			18.9314	-2.84
Wed	01/14/26	324.98252	1.61150	183	19.0326	x	x	19.7669	50.28			19.0326	-3.08
Thu	01/15/26	324.93471	1.61126	0	0.0000		x	19.6658	50.52	x		19.1337	-3.32
Fri	01/16/26	324.88690	1.61103	1	0.1057		x	19.5601	50.75	x		19.2394	-3.55
Mon	01/19/26	324.74348	1.61032	4	0.4226		x	19.2432	51.46	x		19.5563	-4.26
Tue	01/20/26	324.69568	1.61008	5	0.5282		x	19.1376	51.70	x		19.6619	-4.50
Wed	01/21/26	324.64787	1.60984	6	0.6337		x	19.0321	51.94	x		19.7674	-4.74
Thu	01/22/26	324.60006	1.60960	7	0.7392		x	18.9266	52.18	x		19.8729	-4.98
Fri	01/23/26	324.55226	1.60937	8	0.8447		x	18.8211	52.41	x		19.9784	-5.21
Mon	01/26/26	324.40884	1.60866	11	1.1609		x	18.5049	53.12	x		20.2946	-5.92
Tue	01/27/26	324.36103	1.60842	12	1.2663		x	18.3995	53.36	x		20.4000	-6.16
Wed	01/28/26	324.31323	1.60818	13	1.3716		x	18.2942	53.60	x		20.5053	-6.40
Thu	01/29/26	324.26542	1.60794	14	1.4769		x	18.1889	53.84	x		20.6106	-6.64
Fri	01/30/26	324.21761	1.60771	15	1.5822		x	18.0836	54.07	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		x	17.7678	54.56	x		21.0317	-7.36
Tue	02/03/26	324.11714	1.60721	19	2.0035		x	17.6623	54.57	x		21.1372	-7.37
Wed	02/04/26	324.11471	1.60720	20	2.1089		x	17.5569	54.58	x		21.2426	-7.38
Thu	02/05/26	324.11229	1.60719	21	2.2143		x	17.4515	54.59	x		21.3480	-7.39
Fri	02/06/26	324.10986	1.60717	22	2.3197		x	17.3461	54.61	x		21.4534	-7.41
Mon	02/09/26	324.10257	1.60714	25	2.6360		x	17.0298	54.64	x		21.7697	-7.44
Tue	02/10/26	324.10014	1.60713	26	2.7414		x	16.9244	54.65	x		21.8751	-7.45
Wed	02/11/26	324.09771	1.60711	27	2.8468		x	16.8190	54.67	x		21.9805	-7.47
Thu	02/12/26	324.09529	1.60710	28	2.9523		x	16.7135	54.68	x		22.0860	-7.48
Fri	02/13/26	324.09286	1.60709	29	3.0577		x	16.6081	54.69	x		22.1914	-7.49
Mon	02/16/26	324.08557	1.60705	32	3.3739		x	16.2919	54.73	x		22.5076	-7.53
Tue	02/17/26	324.08314	1.60704	33	3.4793		x	16.1865	54.74	x		22.6130	-7.54
Wed	02/18/26	324.08071	1.60703	34	3.5847		x	16.0811	54.75	x		22.7184	-7.55
Thu	02/19/26	324.07829	1.60702	35	3.6902		x	15.9756	54.76	x		22.8239	-7.56
Fri	02/20/26	324.07586	1.60700	36	3.7955		x	15.8703	54.78	x		22.9292	-7.58
Mon	02/23/26	324.06857	1.60697	39	4.1118		x	15.5540	54.81	x		23.2455	-7.61
Tue	02/24/26	324.06614	1.60696	40	4.2172		x	15.4486	54.82	x		23.3509	-7.62
Wed	02/25/26	324.06371	1.60694	41	4.3225		x	15.3433	54.84	x		23.4562	-7.64
Thu	02/26/26	324.06129	1.60693	42	4.4279		x	15.2379	54.85	x		23.5616	-7.65
Fri	02/27/26	324.05886	1.60692	43	4.5333		x	15.1325	54.86	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		x	14.8157	54.69	x		23.9838	-7.49
Tue	03/03/26	324.13129	1.60728	47	4.9562		x	14.7096	54.50	x		24.0899	-7.30
Wed	03/04/26	324.16994	1.60747	48	5.0622		x	14.6036	54.31	x		24.1959	-7.11
Thu	03/05/26	324.20858	1.60766	49	5.1683		x	14.4975	54.12	x		24.3020	-6.92
Fri	03/06/26	324.24723	1.60785	50	5.2744		x	14.3914	53.93	x		24.4081	-6.73
Mon	03/09/26	324.36316	1.60843	53	5.5928		x	14.0730	53.35	x		24.7265	-6.15
Tue	03/10/26	324.40181	1.60862	54	5.6990		x	13.9668	53.16	x		24.8327	-5.96
Wed	03/11/26	324.44045	1.60881	55	5.8053		x	13.8605	52.97	x		24.9390	-5.77
Thu	03/12/26	324.47910	1.60900	56	5.9115		x	13.7543	52.78	x		25.0452	-5.58
Fri	03/13/26	324.51774	1.60920	57	6.0178		x	13.6480	52.58	x		25.1515	-5.38
Mon	03/16/26	324.63368	1.60977	60	6.3368		x	13.3290	52.01	x		25.4705	-4.81
Tue	03/17/26	324.67232	1.60996	61	6.4432		x	13.2226	51.82	x		25.5769	-4.62
Wed	03/18/26	324.71097	1.61015	62	6.5496		x	13.1162	51.63	x		25.6833	-4.43
Thu	03/19/26	324.74961	1.61035	63	6.6560		x	13.0098	51.43	x		25.7897	-4.23
Fri	03/20/26	324.78826	1.61054	64	6.7625		x	12.9033	51.24	x		25.8962	-4.04
Mon	03/23/26	324.90419	1.61111	67	7.0820		x	12.5838	50.67	x		26.2157	-3.47
Tue	03/24/26	324.94284	1.61130	68	7.1885		x	12.4773	50.48	x		26.3222	-3.28
Wed	03/25/26	324.98148	1.61150	69	7.2952		x	12.3706	50.28	x		26.4289	-3.08
Thu	03/26/26	325.02013	1.61169	70	7.4018		x	12.2640	50.09	x		26.5355	-2.89
Fri	03/27/26	325.05877	1.61188	71	7.5084		x	12.1574	49.90	x		26.6421	-2.70
Mon	03/30/26	325.17471	1.61245	74	7.8284		x	11.8374	49.33	x		26.9621	-2.13
Tue	03/31/26	325.21335	1.61265	75	7.9352		x	11.7306	49.13	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		x	11.6239	48.94	x		27.1756	-1.74
Thu	04/02/26	325.30310	1.61309	77	8.1490		x	11.5168	48.69	x		27.2827	-1.49
Fri	04/03/26	325.35420	1.61334	78	8.2561		x	11.4097	48.44	x		27.3898	-1.24
Mon	04/06/26	325.50750	1.61410	81	8.5777		x	11.0881	47.68	x		27.7114	-0.48
Tue	04/07/26	325.55860	1.61436	82	8.6850		x	10.9808	47.42	x		27.8187	-0.22
Wed	04/08/26	325.60970	1.61461	83	8.7923		x	10.8735	47.17	x		27.9260	0.03
Thu	04/09/26	325.66080	1.61486	84	8.8996		x	10.7662	46.92	x		28.0333	0.28
Fri	04/10/26	325.71190	1.61512	85	9.0070		x	10.6588	46.66	x		28.1407	0.54
Mon	04/13/26	325.86520	1.61588	88	9.3293		x	10.3365	45.90	x		28.4630	1.30
Tue	04/14/26	325.91630	1.61613	89	9.4367		x	10.2291	45.65	x		28.5704	1.55
Wed	04/15/26	325.96740	1.61638	90	9.5442		x	10.1216	45.40	x		28.6779	1.80
Thu	04/16/26	326.01850	1.61664	91	9.6518		x	10.0140	45.14	x		28.7855	2.06
Fri	04/17/26	326.06960	1.61689	92	9.7594		x	9.9064	44.89	x		28.8931	2.31
Mon	04/20/26	326.22290	1.61765	95	10.0824		x	9.5834	44.13	x		29.2161	3.07
Tue	04/21/26	326.27400	1.61790	96	10.1901		x	9.4757	43.88	x		29.3238	3.32
Wed	04/22/26	326.32510	1.61816	97	10.2979		x	9.3679	43.62	x		29.4316	3.58
Thu	04/23/26	326.37620	1.61841	98	10.4057		x	9.2601	43.37	x		29.5394	3.83
Fri	04/24/26	326.42730	1.61866	99	10.5135		x	9.1523	43.12	x		29.6472	4.08
Mon	04/27/26	326.58060	1.61943	102	10.8372		x	8.8286	42.35	x		29.9709	4.85
Tue	04/28/26	326.63170	1.61968	103	10.9451		x	8.7207	42.10	x		30.0788	5.10
Wed	04/29/26	326.68280	1.61993	104	11.0531		x	8.6127	41.85	x		30.1868	5.35
Thu	04/30/26	326.73390	1.62019	105	11.1612		x	8.5046	41.59	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		x	8.3966	41.34	x		30.4029	5.86
Mon	05/04/26	327.11674	1.62208	109	11.5999		x	8.0659	39.70	x		30.7336	7.50
Tue	05/05/26	327.22732	1.62263	110	11.7103		x	7.9555	39.15	x		30.8440	8.05
Wed	05/06/26	327.33790	1.62318	111	11.8207		x	7.8451	38.60	x		30.9544	8.60
Thu	05/07/26	327.44848	1.62373	112	11.9313		x	7.7345	38.05	x		31.0650	9.15
Fri	05/08/26	327.55906	1.62428	113	12.0419		x	7.6239	37.50	x		31.1756	9.70
Mon	05/11/26	327.89081	1.62592	116	12.3741		x	7.2917	35.86	x		31.5078	11.34
Tue	05/12/26	328.00139	1.62647	117	12.4850		x	7.1808	35.31	x		31.6187	11.89
Wed	05/13/26	328.11197	1.62702	118	12.5959		x	7.0699	34.76	x		31.7296	12.44
Thu	05/14/26	328.22255	1.62757	119	12.7070		x	6.9588	34.21	x		31.8407	12.99
Fri	05/15/26	328.33313	1.62812	120	12.8181		x	6.8477	33.66	x		31.9518	13.54
Mon	05/18/26	328.66487	1.62976	123	13.1518		x	6.5140	32.02	x		32.2855	15.18
Tue	05/19/26	328.77545	1.63031	124	13.2632		x	6.4026	31.47	x		32.3969	15.73
Wed	05/20/26	328.88603	1.63086	125	13.3746		x	6.2912	30.92	x		32.5083	16.28
Thu	05/21/26	328.99661	1.63141	126	13.4862		x	6.1796	30.37	x		32.6199	16.83
Fri	05/22/26	329.10719	1.63195	127	13.5977		x	6.0681	29.83	x		32.7314	17.37
Mon	05/25/26	329.43894	1.63360	130	13.9330		x	5.7328	28.18	x		33.0667	19.02
Tue	05/26/26	329.54952	1.63415	131	14.0449		x	5.6209	27.63	x		33.1786	19.57
Wed	05/27/26	329.66010	1.63470	132	14.1569		x	5.5089	27.08	x		33.2906	20.12
Thu	05/28/26	329.77068	1.63524	133	14.2688		x	5.3970	26.54	x		33.4025	20.66
Fri	05/29/26	329.88126	1.63579	134	14.3809		x	5.2849	25.99	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		x	4.9481	24.34	x		33.8514	22.86
Tue	06/02/26	330.30657	1.63790	138	14.8293		x	4.8365	23.88	x		33.9630	23.32
Wed	06/03/26	330.40013	1.63837	139	14.9411		x	4.7247	23.41	x		34.0748	23.79
Thu	06/04/26	330.49370	1.63883	140	15.0528		x	4.6130	22.95	x		34.1865	24.25
Fri	06/05/26	330.58727	1.63929	141	15.1646		x	4.5012	22.49	x		34.2983	24.71
Mon	06/08/26	330.86797	1.64069	144	15.5004		x	4.1654	21.09	x		34.6341	26.11
Tue	06/09/26	330.96153	1.64115	145	15.6125		x	4.0533	20.63	x		34.7462	26.57
Wed	06/10/26	331.05510	1.64161	146	15.7245		x	3.9413	20.17	x		34.8582	27.03
Thu	06/11/26	331.14867	1.64208	147	15.8368		x	3.8290	19.70	x		34.9705	27.50
Fri	06/12/26	331.24223	1.64254	148	15.9490		x	3.7168	19.24	x		35.0827	27.96
Mon	06/15/26	331.52293	1.64393	151	16.2860		x	3.3798	17.85	x		35.4197	29.35
Tue	06/16/26	331.61650	1.64440	152	16.3986		x	3.2672	17.38	x		35.5323	29.82
Wed	06/17/26	331.71007	1.64486	153	16.5111		x	3.1547	16.92	x		35.6448	30.28
Thu	06/18/26	331.80363	1.64532	154	16.6236		x	3.0422	16.46	x		35.7573	30.74
Fri	06/19/26	331.89720	1.64579	155	16.7364		x	2.9294	15.99	x		35.8701	31.21
Mon	06/22/26	332.17790	1.64718	158	17.0747		x	2.5911	14.60	x		36.2084	32.60
Tue	06/23/26	332.27147	1.64764	159	17.1876		x	2.4782	14.14	x		36.3213	33.06
Wed	06/24/26	332.36503	1.64811	160	17.3006		x	2.3652	13.67	x		36.4343	33.53
Thu	06/25/26	332.45860	1.64857	161	17.4136		x	2.2522	13.21	x		36.5473	33.99
Fri	06/26/26	332.55217	1.64904	162	17.5267		x	2.1391	12.74	x		36.6604	34.46
Mon	06/29/26	332.83287	1.65043	165	17.8664		x	1.7994	11.35	x		37.0001	35.85
Tue	06/30/26	332.92643	1.65089	166	17.9797		x	1.6861	10.89	x		37.1134	36.31
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	07/01/26	333.02000	1.65136	167	18.0931		x	1.5727	10.42	x		37.2268	36.78
Thu	07/02/26	333.08784	1.65169	168	18.2051		x	1.4607	10.09	x		37.3388	37.11
Fri	07/03/26	333.15568	1.65203	169	18.3172		x	1.3486	9.75	x		37.4509	37.45
Mon	07/06/26	333.35919	1.65304	172	18.6538		x	1.0120	8.74	x		37.7875	38.46
Tue	07/07/26	333.42703	1.65337	173	18.7660		x	0.8998	8.41	x		37.8997	38.79
Wed	07/08/26	333.49487	1.65371	174	18.8783		x	0.7875	8.07	x		38.0120	39.13
Thu	07/09/26	333.56271	1.65405	175	18.9907		x	0.6751	7.73	x		38.1244	39.47
Fri	07/10/26	333.63055	1.65438	176	19.1031		x	0.5627	7.40	x		38.2368	39.80
Mon	07/13/26	333.83406	1.65539	179	19.4405		x	0.2253	6.39	x		38.5742	40.81
Tue	07/14/26	333.90190	1.65573	180	19.5532		x	0.1126	6.05	x		38.6869	41.15
Wed	07/15/26	333.96974	1.65607	0	0.0000			0.0000	5.71	x	x	38.7995	41.49
Thu	07/16/26	334.03758	1.65640	1	0.1069			-0.1069	5.38	x	x	38.9064	41.82
Fri	07/17/26	334.10542	1.65674	2	0.2138			-0.2138	5.04	x	x	39.0133	42.16
Mon	07/20/26	334.30894	1.65775	5	0.5349			-0.5349	4.03	x	x	39.3344	43.17
Tue	07/21/26	334.37677	1.65808	6	0.6421			-0.6421	3.70	x	x	39.4416	43.50
Wed	07/22/26	334.44461	1.65842	7	0.7492			-0.7492	3.36	x	x	39.5487	43.84
Thu	07/23/26	334.51245	1.65876	8	0.8564			-0.8564	3.02	x	x	39.6559	44.18
Fri	07/24/26	334.58029	1.65909	9	0.9637			-0.9637	2.69	x	x	39.7632	44.51
Mon	07/27/26	334.78381	1.66010	12	1.2857			-1.2857	1.68	x	x	40.0852	45.52
Tue	07/28/26	334.85165	1.66044	13	1.3931			-1.3931	1.34	x	x	40.1926	45.86
Wed	07/29/26	334.91948	1.66078	14	1.5006			-1.5006	1.00	x	x	40.3001	46.20
Thu	07/30/26	334.98732	1.66111	15	1.6081			-1.6081	0.67	x	x	40.4076	46.53
Fri	07/31/26	335.05516	1.66145	16	1.7156			-1.7156	0.33	x	x	40.5151	46.87
Sat	08/01/26	335.12300	1.66178	17	1.8232			-1.8232	0.00	x	x	40.6227	47.20

Generated 06/10/26 08:50