0.125% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2030

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

CUSIP Number	912828ZZ6	Interest 01/15/26 (184 days)	$0.7921
Dated Date	July 15, 2020	Interest 07/15/26 (181 days)	$0.8141
Ref CPI on Dated Date	256.39126	Interest Total	$1.6062
Original Issue Date	July 31, 2020	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	1.26995	170	0.7333	x	x	0.8729	37.13			0.7333	0.00
Fri	01/02/26	325.55619	1.26976	171	0.7375	x	x	0.8687	37.32			0.7375	-0.19
Mon	01/05/26	325.41277	1.26920	174	0.7501	x	x	0.8561	37.88			0.7501	-0.75
Tue	01/06/26	325.36497	1.26902	175	0.7543	x	x	0.8519	38.06			0.7543	-0.93
Wed	01/07/26	325.31716	1.26883	176	0.7585	x	x	0.8477	38.25			0.7585	-1.12
Thu	01/08/26	325.26935	1.26864	177	0.7627	x	x	0.8435	38.44			0.7627	-1.31
Fri	01/09/26	325.22155	1.26846	178	0.7669	x	x	0.8393	38.62			0.7669	-1.49
Mon	01/12/26	325.07813	1.26790	181	0.7795	x	x	0.8267	39.18			0.7795	-2.05
Tue	01/13/26	325.03032	1.26771	182	0.7837	x	x	0.8225	39.37			0.7837	-2.24
Wed	01/14/26	324.98252	1.26753	183	0.7879	x	x	0.8183	39.55			0.7879	-2.42
Thu	01/15/26	324.93471	1.26734	0	0.0000		x	0.8141	39.74	x		0.7921	-2.61
Fri	01/16/26	324.88690	1.26715	1	0.0044		x	0.8097	39.93	x		0.7965	-2.80
Mon	01/19/26	324.74348	1.26659	4	0.0175		x	0.7966	40.49	x		0.8096	-3.36
Tue	01/20/26	324.69568	1.26641	5	0.0219		x	0.7922	40.67	x		0.8140	-3.54
Wed	01/21/26	324.64787	1.26622	6	0.0262		x	0.7879	40.86	x		0.8183	-3.73
Thu	01/22/26	324.60006	1.26603	7	0.0306		x	0.7835	41.05	x		0.8227	-3.92
Fri	01/23/26	324.55226	1.26585	8	0.0350		x	0.7791	41.23	x		0.8271	-4.10
Mon	01/26/26	324.40884	1.26529	11	0.0481		x	0.7660	41.79	x		0.8402	-4.66
Tue	01/27/26	324.36103	1.26510	12	0.0524		x	0.7617	41.98	x		0.8445	-4.85
Wed	01/28/26	324.31323	1.26492	13	0.0568		x	0.7573	42.16	x		0.8489	-5.03
Thu	01/29/26	324.26542	1.26473	14	0.0611		x	0.7530	42.35	x		0.8532	-5.22
Fri	01/30/26	324.21761	1.26454	15	0.0655		x	0.7486	42.54	x		0.8576	-5.41
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	1.26416	18	0.0786		x	0.7355	42.92	x		0.8707	-5.79
Tue	02/03/26	324.11714	1.26415	19	0.0829		x	0.7312	42.93	x		0.8750	-5.80
Wed	02/04/26	324.11471	1.26414	20	0.0873		x	0.7268	42.94	x		0.8794	-5.81
Thu	02/05/26	324.11229	1.26413	21	0.0917		x	0.7224	42.95	x		0.8838	-5.82
Fri	02/06/26	324.10986	1.26412	22	0.0960		x	0.7181	42.96	x		0.8881	-5.83
Mon	02/09/26	324.10257	1.26409	25	0.1091		x	0.7050	42.99	x		0.9012	-5.86
Tue	02/10/26	324.10014	1.26408	26	0.1135		x	0.7006	43.00	x		0.9056	-5.87
Wed	02/11/26	324.09771	1.26407	27	0.1179		x	0.6962	43.01	x		0.9100	-5.88
Thu	02/12/26	324.09529	1.26407	28	0.1222		x	0.6919	43.01	x		0.9143	-5.88
Fri	02/13/26	324.09286	1.26406	29	0.1266		x	0.6875	43.02	x		0.9187	-5.89
Mon	02/16/26	324.08557	1.26403	32	0.1397		x	0.6744	43.05	x		0.9318	-5.92
Tue	02/17/26	324.08314	1.26402	33	0.1440		x	0.6701	43.06	x		0.9361	-5.93
Wed	02/18/26	324.08071	1.26401	34	0.1484		x	0.6657	43.07	x		0.9405	-5.94
Thu	02/19/26	324.07829	1.26400	35	0.1528		x	0.6613	43.08	x		0.9449	-5.95
Fri	02/20/26	324.07586	1.26399	36	0.1571		x	0.6570	43.09	x		0.9492	-5.96
Mon	02/23/26	324.06857	1.26396	39	0.1702		x	0.6439	43.12	x		0.9623	-5.99
Tue	02/24/26	324.06614	1.26395	40	0.1746		x	0.6395	43.13	x		0.9667	-6.00
Wed	02/25/26	324.06371	1.26394	41	0.1789		x	0.6352	43.14	x		0.9710	-6.01
Thu	02/26/26	324.06129	1.26393	42	0.1833		x	0.6308	43.15	x		0.9754	-6.02
Fri	02/27/26	324.05886	1.26392	43	0.1877		x	0.6264	43.16	x		0.9798	-6.03
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	1.26405	46	0.2008		x	0.6133	43.03	x		0.9929	-5.90
Tue	03/03/26	324.13129	1.26421	47	0.2052		x	0.6089	42.87	x		0.9973	-5.74
Wed	03/04/26	324.16994	1.26436	48	0.2096		x	0.6045	42.72	x		1.0017	-5.59
Thu	03/05/26	324.20858	1.26451	49	0.2140		x	0.6001	42.57	x		1.0061	-5.44
Fri	03/06/26	324.24723	1.26466	50	0.2183		x	0.5958	42.42	x		1.0104	-5.29
Mon	03/09/26	324.36316	1.26511	53	0.2315		x	0.5826	41.97	x		1.0236	-4.84
Tue	03/10/26	324.40181	1.26526	54	0.2359		x	0.5782	41.82	x		1.0280	-4.69
Wed	03/11/26	324.44045	1.26541	55	0.2403		x	0.5738	41.67	x		1.0324	-4.54
Thu	03/12/26	324.47910	1.26556	56	0.2447		x	0.5694	41.52	x		1.0368	-4.39
Fri	03/13/26	324.51774	1.26571	57	0.2491		x	0.5650	41.37	x		1.0412	-4.24
Mon	03/16/26	324.63368	1.26617	60	0.2623		x	0.5518	40.91	x		1.0544	-3.78
Tue	03/17/26	324.67232	1.26632	61	0.2667		x	0.5474	40.76	x		1.0588	-3.63
Wed	03/18/26	324.71097	1.26647	62	0.2711		x	0.5430	40.61	x		1.0632	-3.48
Thu	03/19/26	324.74961	1.26662	63	0.2755		x	0.5386	40.46	x		1.0676	-3.33
Fri	03/20/26	324.78826	1.26677	64	0.2799		x	0.5342	40.31	x		1.0720	-3.18
Mon	03/23/26	324.90419	1.26722	67	0.2932		x	0.5209	39.86	x		1.0853	-2.73
Tue	03/24/26	324.94284	1.26737	68	0.2976		x	0.5165	39.71	x		1.0897	-2.58
Wed	03/25/26	324.98148	1.26752	69	0.3020		x	0.5121	39.56	x		1.0941	-2.43
Thu	03/26/26	325.02013	1.26767	70	0.3064		x	0.5077	39.41	x		1.0985	-2.28
Fri	03/27/26	325.05877	1.26782	71	0.3108		x	0.5033	39.26	x		1.1029	-2.13
Mon	03/30/26	325.17471	1.26828	74	0.3241		x	0.4900	38.80	x		1.1162	-1.67
Tue	03/31/26	325.21335	1.26843	75	0.3285		x	0.4856	38.65	x		1.1206	-1.52
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	1.26858	76	0.3329		x	0.4812	38.50	x		1.1250	-1.37
Thu	04/02/26	325.30310	1.26878	77	0.3373		x	0.4768	38.30	x		1.1294	-1.17
Fri	04/03/26	325.35420	1.26898	78	0.3418		x	0.4723	38.10	x		1.1339	-0.97
Mon	04/06/26	325.50750	1.26957	81	0.3551		x	0.4590	37.51	x		1.1472	-0.38
Tue	04/07/26	325.55860	1.26977	82	0.3595		x	0.4546	37.31	x		1.1516	-0.18
Wed	04/08/26	325.60970	1.26997	83	0.3640		x	0.4501	37.11	x		1.1561	0.02
Thu	04/09/26	325.66080	1.27017	84	0.3684		x	0.4457	36.91	x		1.1605	0.22
Fri	04/10/26	325.71190	1.27037	85	0.3729		x	0.4412	36.71	x		1.1650	0.42
Mon	04/13/26	325.86520	1.27097	88	0.3862		x	0.4279	36.11	x		1.1783	1.02
Tue	04/14/26	325.91630	1.27117	89	0.3907		x	0.4234	35.91	x		1.1828	1.22
Wed	04/15/26	325.96740	1.27137	90	0.3951		x	0.4190	35.71	x		1.1872	1.42
Thu	04/16/26	326.01850	1.27157	91	0.3996		x	0.4145	35.51	x		1.1917	1.62
Fri	04/17/26	326.06960	1.27177	92	0.4040		x	0.4101	35.31	x		1.1961	1.82
Mon	04/20/26	326.22290	1.27236	95	0.4174		x	0.3967	34.72	x		1.2095	2.41
Tue	04/21/26	326.27400	1.27256	96	0.4218		x	0.3923	34.52	x		1.2139	2.61
Wed	04/22/26	326.32510	1.27276	97	0.4263		x	0.3878	34.32	x		1.2184	2.81
Thu	04/23/26	326.37620	1.27296	98	0.4308		x	0.3833	34.12	x		1.2229	3.01
Fri	04/24/26	326.42730	1.27316	99	0.4352		x	0.3789	33.92	x		1.2273	3.21
Mon	04/27/26	326.58060	1.27376	102	0.4486		x	0.3655	33.32	x		1.2407	3.81
Tue	04/28/26	326.63170	1.27396	103	0.4531		x	0.3610	33.12	x		1.2452	4.01
Wed	04/29/26	326.68280	1.27416	104	0.4576		x	0.3565	32.92	x		1.2497	4.21
Thu	04/30/26	326.73390	1.27436	105	0.4620		x	0.3521	32.72	x		1.2541	4.41
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	1.27456	106	0.4665		x	0.3476	32.52	x		1.2586	4.61
Mon	05/04/26	327.11674	1.27585	109	0.4802		x	0.3339	31.23	x		1.2723	5.90
Tue	05/05/26	327.22732	1.27628	110	0.4848		x	0.3293	30.80	x		1.2769	6.33
Wed	05/06/26	327.33790	1.27671	111	0.4893		x	0.3248	30.37	x		1.2814	6.76
Thu	05/07/26	327.44848	1.27714	112	0.4939		x	0.3202	29.94	x		1.2860	7.19
Fri	05/08/26	327.55906	1.27757	113	0.4985		x	0.3156	29.51	x		1.2906	7.62
Mon	05/11/26	327.89081	1.27887	116	0.5123		x	0.3018	28.21	x		1.3044	8.92
Tue	05/12/26	328.00139	1.27930	117	0.5168		x	0.2973	27.78	x		1.3089	9.35
Wed	05/13/26	328.11197	1.27973	118	0.5214		x	0.2927	27.35	x		1.3135	9.78
Thu	05/14/26	328.22255	1.28016	119	0.5260		x	0.2881	26.92	x		1.3181	10.21
Fri	05/15/26	328.33313	1.28059	120	0.5306		x	0.2835	26.49	x		1.3227	10.64
Mon	05/18/26	328.66487	1.28189	123	0.5444		x	0.2697	25.19	x		1.3365	11.94
Tue	05/19/26	328.77545	1.28232	124	0.5491		x	0.2650	24.76	x		1.3412	12.37
Wed	05/20/26	328.88603	1.28275	125	0.5537		x	0.2604	24.33	x		1.3458	12.80
Thu	05/21/26	328.99661	1.28318	126	0.5583		x	0.2558	23.90	x		1.3504	13.23
Fri	05/22/26	329.10719	1.28361	127	0.5629		x	0.2512	23.47	x		1.3550	13.66
Mon	05/25/26	329.43894	1.28491	130	0.5768		x	0.2373	22.17	x		1.3689	14.96
Tue	05/26/26	329.54952	1.28534	131	0.5814		x	0.2327	21.74	x		1.3735	15.39
Wed	05/27/26	329.66010	1.28577	132	0.5861		x	0.2280	21.31	x		1.3782	15.82
Thu	05/28/26	329.77068	1.28620	133	0.5907		x	0.2234	20.88	x		1.3828	16.25
Fri	05/29/26	329.88126	1.28663	134	0.5953		x	0.2188	20.45	x		1.3874	16.68
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	1.28793	137	0.6093		x	0.2048	19.15	x		1.4014	17.98
Tue	06/02/26	330.30657	1.28829	138	0.6139		x	0.2002	18.79	x		1.4060	18.34
Wed	06/03/26	330.40013	1.28866	139	0.6185		x	0.1956	18.42	x		1.4106	18.71
Thu	06/04/26	330.49370	1.28902	140	0.6231		x	0.1910	18.06	x		1.4152	19.07
Fri	06/05/26	330.58727	1.28939	141	0.6278		x	0.1863	17.69	x		1.4199	19.44
Mon	06/08/26	330.86797	1.29048	144	0.6417		x	0.1724	16.60	x		1.4338	20.53
Tue	06/09/26	330.96153	1.29085	145	0.6463		x	0.1678	16.23	x		1.4384	20.90
Wed	06/10/26	331.05510	1.29121	146	0.6510		x	0.1631	15.87	x		1.4431	21.26
Thu	06/11/26	331.14867	1.29158	147	0.6556		x	0.1585	15.50	x		1.4477	21.63
Fri	06/12/26	331.24223	1.29194	148	0.6602		x	0.1539	15.14	x		1.4523	21.99
Mon	06/15/26	331.52293	1.29304	151	0.6742		x	0.1399	14.04	x		1.4663	23.09
Tue	06/16/26	331.61650	1.29340	152	0.6789		x	0.1352	13.68	x		1.4710	23.45
Wed	06/17/26	331.71007	1.29377	153	0.6835		x	0.1306	13.31	x		1.4756	23.82
Thu	06/18/26	331.80363	1.29413	154	0.6882		x	0.1259	12.95	x		1.4803	24.18
Fri	06/19/26	331.89720	1.29449	155	0.6928		x	0.1213	12.59	x		1.4849	24.54
Mon	06/22/26	332.17790	1.29559	158	0.7068		x	0.1073	11.49	x		1.4989	25.64
Tue	06/23/26	332.27147	1.29595	159	0.7115		x	0.1026	11.13	x		1.5036	26.00
Wed	06/24/26	332.36503	1.29632	160	0.7162		x	0.0979	10.76	x		1.5083	26.37
Thu	06/25/26	332.45860	1.29668	161	0.7209		x	0.0932	10.40	x		1.5130	26.73
Fri	06/26/26	332.55217	1.29705	162	0.7256		x	0.0885	10.03	x		1.5177	27.10
Mon	06/29/26	332.83287	1.29814	165	0.7396		x	0.0745	8.94	x		1.5317	28.19
Tue	06/30/26	332.92643	1.29851	166	0.7443		x	0.0698	8.57	x		1.5364	28.56
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	1.29887	167	0.7490		x	0.0651	8.21	x		1.5411	28.92
Thu	07/02/26	333.08784	1.29914	168	0.7536		x	0.0605	7.94	x		1.5457	29.19
Fri	07/03/26	333.15568	1.29940	169	0.7583		x	0.0558	7.68	x		1.5504	29.45
Mon	07/06/26	333.35919	1.30020	172	0.7722		x	0.0419	6.88	x		1.5643	30.25
Tue	07/07/26	333.42703	1.30046	173	0.7769		x	0.0372	6.62	x		1.5690	30.51
Wed	07/08/26	333.49487	1.30073	174	0.7815		x	0.0326	6.35	x		1.5736	30.78
Thu	07/09/26	333.56271	1.30099	175	0.7862		x	0.0279	6.09	x		1.5783	31.04
Fri	07/10/26	333.63055	1.30126	176	0.7908		x	0.0233	5.82	x		1.5829	31.31
Mon	07/13/26	333.83406	1.30205	179	0.8048		x	0.0093	5.03	x		1.5969	32.10
Tue	07/14/26	333.90190	1.30231	180	0.8094		x	0.0047	4.77	x		1.6015	32.36
Wed	07/15/26	333.96974	1.30258	0	0.0000			0.0000	4.50	x	x	1.6062	32.63
Thu	07/16/26	334.03758	1.30284	1	0.0044			-0.0044	4.24	x	x	1.6106	32.89
Fri	07/17/26	334.10542	1.30311	2	0.0089			-0.0089	3.97	x	x	1.6151	33.16
Mon	07/20/26	334.30894	1.30390	5	0.0221			-0.0221	3.18	x	x	1.6283	33.95
Tue	07/21/26	334.37677	1.30417	6	0.0266			-0.0266	2.91	x	x	1.6328	34.22
Wed	07/22/26	334.44461	1.30443	7	0.0310			-0.0310	2.65	x	x	1.6372	34.48
Thu	07/23/26	334.51245	1.30470	8	0.0355			-0.0355	2.38	x	x	1.6417	34.75
Fri	07/24/26	334.58029	1.30496	9	0.0399			-0.0399	2.12	x	x	1.6461	35.01
Mon	07/27/26	334.78381	1.30575	12	0.0532			-0.0532	1.33	x	x	1.6594	35.80
Tue	07/28/26	334.85165	1.30602	13	0.0577			-0.0577	1.06	x	x	1.6639	36.07
Wed	07/29/26	334.91948	1.30628	14	0.0621			-0.0621	0.80	x	x	1.6683	36.33
Thu	07/30/26	334.98732	1.30655	15	0.0666			-0.0666	0.53	x	x	1.6728	36.60
Fri	07/31/26	335.05516	1.30681	16	0.0710			-0.0710	0.27	x	x	1.6772	36.86
Sat	08/01/26	335.12300	1.30708	17	0.0755			-0.0755	0.00	x	x	1.6817	37.13

Generated 06/10/26 08:50