| Report Date | Rebalance Date | Issuer | Coupon in % | Maturity Date | Index Weight in % |
| | 31-Dec-20 | United States Treasury Inflation Indexed Bond | | 15-Jan-28 | -4.4852 |
| | 31-Dec-20 | United States Treasury Inflation Indexed Bond | | 15-Jul-28 | -7.3821 |
| | 31-Dec-20 | United States Treasury Inflation Indexed Bond | | 15-Jan-29 | -12.1701 |
| | 31-Dec-20 | United States Treasury Inflation Indexed Bond | | 15-Jul-29 | -20.0656 |
| | 31-Dec-20 | United States Treasury Inflation Indexed Bond | | 15-Jan-30 | -27.9797 |
| | 31-Dec-20 | United States Treasury Inflation Indexed Bond | | 15-Jul-30 | -27.9174 |
| | 31-Dec-20 | United States Treasury Note/Bond | | 15-Nov-28 | 3.8998 |
| | 31-Dec-20 | United States Treasury Note/Bond | | 15-Feb-29 | 4.3291 |
| | 31-Dec-20 | United States Treasury Note/Bond | | 15-May-29 | 7.0811 |
| | 31-Dec-20 | United States Treasury Note/Bond | | 15-Aug-29 | 8.0954 |