Core Insights - The PIMCO Broad U.S. TIPS Index ETF (TIPZ) is designed to provide market value exposure to U.S. Treasury Inflation-Protected Securities (TIPS) with specific eligibility criteria [1] Group 1: Index Methodology - The underlying index is the ICE BofA U.S. Inflation-Linked Treasury Index, which includes TIPS with remaining maturity greater than one year and at least USD 300 million of original, uninflated par outstanding after deducting Federal Reserve SOMA holdings [1] - Eligible bonds are limited to fixed-rate USD issues of the U.S. Treasury, excluding STRIPS, FRNs, state and local government series, and agency debt [1] - Constituents are weighted by inflation-adjusted amount outstanding, which allows for accrued indexation to principal to directly influence weights between rebalances [1] - The index is rebalanced at each month-end, incorporating new auctions and reopenings that meet size and maturity tests while removing bonds falling below one year to maturity [1] - The index represents the full on-the-run and seasoned TIPS curve without issuer or maturity caps, enabling duration and real-yield exposure to adjust with the Treasury issuance profile [1]