| Report Date | Rebalance Date | Issuer | Coupon in % | Maturity Date | Index Weight in % |
| 24-Apr-24 | 31-Mar-24 | 10 year Ultra US Treasury futures | | | -100.0473 |
| 24-Apr-24 | 31-Mar-24 | United States Treasury Inflation Indexed Bond | 0.1397 | 15-Jan-32 | 13.6191 |
| 24-Apr-24 | 31-Mar-24 | United States Treasury Inflation Indexed Bond | 0.1445 | 15-Jul-31 | 13.0718 |
| 24-Apr-24 | 31-Mar-24 | United States Treasury Inflation Indexed Bond | 0.1488 | 15-Jan-31 | 12.5198 |
| 24-Apr-24 | 31-Mar-24 | United States Treasury Inflation Indexed Bond | 0.1511 | 15-Jul-30 | 12.7410 |
| 24-Apr-24 | 31-Mar-24 | United States Treasury Inflation Indexed Bond | 0.6666 | 15-Jul-32 | 12.8468 |
| 24-Apr-24 | 31-Mar-24 | United States Treasury Inflation Indexed Bond | 1.1703 | 15-Jan-33 | 13.2953 |
| 24-Apr-24 | 31-Mar-24 | United States Treasury Inflation Indexed Bond | 1.4029 | 15-Jul-33 | 12.6388 |
| 24-Apr-24 | 31-Mar-24 | United States Treasury Inflation Indexed Bond | 1.7642 | 15-Jan-34 | 9.2676 |