Report Date | Rebalance Date | Issuer | Coupon in % | Maturity Date | Index Weight in % |
| 31-Mar-24 | United States Treasury Inflation Indexed Bond | | 15-Jul-31 | -4.4680 |
| 31-Mar-24 | United States Treasury Inflation Indexed Bond | | 15-Jan-32 | -7.3673 |
| 31-Mar-24 | United States Treasury Inflation Indexed Bond | | 15-Jul-32 | -12.1120 |
| 31-Mar-24 | United States Treasury Inflation Indexed Bond | | 15-Jan-33 | -20.0331 |
| 31-Mar-24 | United States Treasury Inflation Indexed Bond | | 15-Jul-33 | -28.0074 |
| 31-Mar-24 | United States Treasury Inflation Indexed Bond | | 15-Jan-34 | -28.0122 |
| 31-Mar-24 | United States Treasury Note/Bond | | 15-Feb-32 | 0.4375 |
| 31-Mar-24 | United States Treasury Note/Bond | | 15-Aug-32 | 4.0243 |
| 31-Mar-24 | United States Treasury Note/Bond | | 15-Feb-33 | 23.5318 |
| 31-Mar-24 | United States Treasury Note/Bond | | 15-May-33 | 27.9400 |