﻿<?xml version="1.0" encoding="UTF-8"?>
<Portfolio>
  <Name>JR - ICE Europe Interest Rates MORTGAGE-BACKED REPO</Name>
  <Categories>
    <PortfolioCategory>
      <Name>Year 2016</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>JRF16</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO JAN 2016</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRG16</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO FEB 2016</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRH16</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO MAR 2016</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRJ16</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO APR 2016</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRK16</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO MAY 2016</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRM16</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO JUN 2016</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRN16</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO JUL 2016</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRQ16</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO AUG 2016</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRU16</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO SEP 2016</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRV16</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO OCT 2016</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRX16</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO NOV 2016</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRZ16</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO DEC 2016</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2017</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>JRF17</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO JAN 2017</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRG17</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO FEB 2017</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRH17</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO MAR 2017</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRJ17</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO APR 2017</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRK17</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO MAY 2017</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRM17</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO JUN 2017</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRN17</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO JUL 2017</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRQ17</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO AUG 2017</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRU17</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO SEP 2017</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRV17</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO OCT 2017</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRX17</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO NOV 2017</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRZ17</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO DEC 2017</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2018</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>JRF18</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO JAN 2018</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRG18</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO FEB 2018</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRH18</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO MAR 2018</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRJ18</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO APR 2018</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRK18</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO MAY 2018</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRM18</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO JUN 2018</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRN18</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO JUL 2018</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRQ18</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO AUG 2018</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRU18</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO SEP 2018</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRV18</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO OCT 2018</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRX18</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO NOV 2018</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRZ18</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO DEC 2018</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2019</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>JRF19</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO JAN 2019</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRG19</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO FEB 2019</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRH19</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO MAR 2019</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRJ19</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO APR 2019</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRK19</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO MAY 2019</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRM19</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO JUN 2019</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRN19</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO JUL 2019</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRQ19</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO AUG 2019</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRU19</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO SEP 2019</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRV19</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO OCT 2019</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRX19</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO NOV 2019</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRZ19</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO DEC 2019</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2020</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>JRF20</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO JAN 2020</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRG20</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO FEB 2020</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRH20</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO MAR 2020</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRJ20</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO APR 2020</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRK20</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO MAY 2020</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRM20</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO JUN 2020</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRN20</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO JUL 2020</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRQ20</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO AUG 2020</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRU20</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO SEP 2020</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRV20</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO OCT 2020</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRX20</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO NOV 2020</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRZ20</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO DEC 2020</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2021</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>JRF21</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO JAN 2021</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRG21</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO FEB 2021</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRH21</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO MAR 2021</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRJ21</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO APR 2021</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRK21</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO MAY 2021</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRM21</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO JUN 2021</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRN21</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO JUL 2021</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRQ21</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO AUG 2021</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRU21</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO SEP 2021</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRV21</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO OCT 2021</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRX21</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO NOV 2021</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRZ21</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO DEC 2021</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2022</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>JRF22</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO JAN 2022</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRG22</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO FEB 2022</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRH22</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO MAR 2022</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRJ22</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO APR 2022</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRK22</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO MAY 2022</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRM22</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO JUN 2022</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRN22</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO JUL 2022</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRQ22</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO AUG 2022</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRU22</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO SEP 2022</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRV22</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO OCT 2022</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRX22</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO NOV 2022</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRZ22</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO DEC 2022</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2023</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>JRF23</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO JAN 2023</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRG23</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO FEB 2023</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRH23</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO MAR 2023</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRJ23</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO APR 2023</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRK23</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO MAY 2023</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRM23</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO JUN 2023</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRN23</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO JUL 2023</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRQ23</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO AUG 2023</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRU23</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO SEP 2023</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRV23</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO OCT 2023</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRX23</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO NOV 2023</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRZ23</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO DEC 2023</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2024</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>JRF24</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO JAN 2024</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRG24</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO FEB 2024</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRH24</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO MAR 2024</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRJ24</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO APR 2024</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRK24</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO MAY 2024</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRM24</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO JUN 2024</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRN24</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO JUL 2024</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRQ24</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO AUG 2024</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRU24</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO SEP 2024</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRV24</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO OCT 2024</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRX24</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO NOV 2024</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRZ24</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO DEC 2024</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2025</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>JRF25</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO JAN 2025</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRG25</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO FEB 2025</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRH25</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO MAR 2025</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRJ25</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO APR 2025</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRK25</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO MAY 2025</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRM25</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO JUN 2025</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRN25</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO JUL 2025</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRQ25</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO AUG 2025</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRU25</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO SEP 2025</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRV25</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO OCT 2025</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRX25</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO NOV 2025</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRZ25</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO DEC 2025</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2026</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>JRF26</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO JAN 2026</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRG26</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO FEB 2026</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRH26</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO MAR 2026</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRJ26</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO APR 2026</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRK26</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO MAY 2026</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRM26</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO JUN 2026</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRN26</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO JUL 2026</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRQ26</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO AUG 2026</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRU26</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO SEP 2026</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRV26</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO OCT 2026</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRX26</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO NOV 2026</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRZ26</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO DEC 2026</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2027</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>JRF27</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO JAN 2027</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRG27</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO FEB 2027</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRH27</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO MAR 2027</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRJ27</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO APR 2027</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRK27</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO MAY 2027</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRM27</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO JUN 2027</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRN27</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO JUL 2027</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRQ27</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO AUG 2027</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRU27</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO SEP 2027</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRV27</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO OCT 2027</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRX27</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO NOV 2027</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRZ27</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO DEC 2027</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2028</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>JRF28</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO JAN 2028</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRG28</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO FEB 2028</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRH28</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO MAR 2028</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRJ28</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO APR 2028</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRK28</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO MAY 2028</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRM28</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO JUN 2028</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRN28</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO JUL 2028</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRQ28</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO AUG 2028</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRU28</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO SEP 2028</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRV28</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO OCT 2028</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRX28</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO NOV 2028</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRZ28</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO DEC 2028</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2029</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>JRF29</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO JAN 2029</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRG29</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO FEB 2029</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRH29</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO MAR 2029</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRJ29</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO APR 2029</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRK29</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO MAY 2029</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRM29</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO JUN 2029</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRN29</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO JUL 2029</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRQ29</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO AUG 2029</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRU29</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO SEP 2029</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRV29</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO OCT 2029</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRX29</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO NOV 2029</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRZ29</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO DEC 2029</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2030</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>JRF30</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO JAN 2030</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRG30</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO FEB 2030</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRH30</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO MAR 2030</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRJ30</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO APR 2030</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRK30</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO MAY 2030</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRM30</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO JUN 2030</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRN30</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO JUL 2030</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRQ30</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO AUG 2030</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRU30</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO SEP 2030</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRV30</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO OCT 2030</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRX30</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO NOV 2030</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRZ30</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO DEC 2030</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2031</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>JRF31</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO JAN 2031</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRG31</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO FEB 2031</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRH31</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO MAR 2031</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRJ31</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO APR 2031</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRK31</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO MAY 2031</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRM31</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO JUN 2031</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRN31</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO JUL 2031</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRQ31</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO AUG 2031</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRU31</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO SEP 2031</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRV31</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO OCT 2031</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRX31</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO NOV 2031</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRZ31</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO DEC 2031</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2032</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>JRF32</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO JAN 2032</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRG32</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO FEB 2032</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRH32</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO MAR 2032</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRJ32</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO APR 2032</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRK32</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO MAY 2032</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRM32</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO JUN 2032</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRN32</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO JUL 2032</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRQ32</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO AUG 2032</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRU32</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO SEP 2032</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRV32</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO OCT 2032</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRX32</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO NOV 2032</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRZ32</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO DEC 2032</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2033</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>JRF33</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO JAN 2033</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRG33</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO FEB 2033</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRH33</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO MAR 2033</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRJ33</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO APR 2033</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRK33</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO MAY 2033</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRM33</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO JUN 2033</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRN33</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO JUL 2033</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRQ33</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO AUG 2033</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRU33</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO SEP 2033</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRV33</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO OCT 2033</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRX33</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO NOV 2033</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRZ33</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO DEC 2033</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2034</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>JRF34</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO JAN 2034</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRG34</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO FEB 2034</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRH34</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO MAR 2034</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRJ34</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO APR 2034</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRK34</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO MAY 2034</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRM34</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO JUN 2034</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRN34</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO JUL 2034</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRQ34</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO AUG 2034</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRU34</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO SEP 2034</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRV34</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO OCT 2034</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRX34</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO NOV 2034</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRZ34</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO DEC 2034</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2035</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>JRF35</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO JAN 2035</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRG35</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO FEB 2035</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRH35</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO MAR 2035</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRJ35</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO APR 2035</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRK35</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO MAY 2035</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRM35</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO JUN 2035</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRN35</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO JUL 2035</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRQ35</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO AUG 2035</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRU35</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO SEP 2035</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRV35</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO OCT 2035</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRX35</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO NOV 2035</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRZ35</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO DEC 2035</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2036</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>JRF36</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO JAN 2036</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRG36</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO FEB 2036</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRH36</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO MAR 2036</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRJ36</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO APR 2036</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRK36</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO MAY 2036</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRM36</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO JUN 2036</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRN36</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO JUL 2036</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRQ36</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO AUG 2036</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRU36</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO SEP 2036</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRV36</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO OCT 2036</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRX36</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO NOV 2036</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRZ36</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO DEC 2036</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2037</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>JRF37</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO JAN 2037</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRG37</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO FEB 2037</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRH37</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO MAR 2037</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRJ37</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO APR 2037</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRK37</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO MAY 2037</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRM37</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO JUN 2037</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRN37</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO JUL 2037</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRQ37</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO AUG 2037</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRU37</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO SEP 2037</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRV37</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO OCT 2037</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRX37</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO NOV 2037</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRZ37</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO DEC 2037</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2038</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>JRF38</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO JAN 2038</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRG38</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO FEB 2038</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRH38</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO MAR 2038</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRJ38</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO APR 2038</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRK38</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO MAY 2038</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRM38</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO JUN 2038</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRN38</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO JUL 2038</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRQ38</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO AUG 2038</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRU38</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO SEP 2038</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRV38</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO OCT 2038</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRX38</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO NOV 2038</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRZ38</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO DEC 2038</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2039</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>JRF39</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO JAN 2039</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRG39</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO FEB 2039</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRH39</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO MAR 2039</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRJ39</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO APR 2039</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRK39</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO MAY 2039</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRM39</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO JUN 2039</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRN39</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO JUL 2039</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRQ39</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO AUG 2039</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRU39</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO SEP 2039</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRV39</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO OCT 2039</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRX39</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO NOV 2039</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRZ39</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO DEC 2039</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2040</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>JRF40</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO JAN 2040</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRG40</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO FEB 2040</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRH40</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO MAR 2040</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRJ40</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO APR 2040</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRK40</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO MAY 2040</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRM40</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO JUN 2040</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRN40</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO JUL 2040</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRQ40</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO AUG 2040</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRU40</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO SEP 2040</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRV40</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO OCT 2040</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRX40</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO NOV 2040</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRZ40</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO DEC 2040</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2041</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>JRF41</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO JAN 2041</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRG41</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO FEB 2041</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRH41</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO MAR 2041</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRJ41</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO APR 2041</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRK41</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO MAY 2041</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRM41</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO JUN 2041</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRN41</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO JUL 2041</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRQ41</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO AUG 2041</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRU41</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO SEP 2041</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRV41</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO OCT 2041</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRX41</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO NOV 2041</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRZ41</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO DEC 2041</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2042</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>JRF42</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO JAN 2042</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRG42</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO FEB 2042</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRH42</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO MAR 2042</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRJ42</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO APR 2042</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRK42</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO MAY 2042</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRM42</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO JUN 2042</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRN42</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO JUL 2042</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRQ42</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO AUG 2042</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRU42</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO SEP 2042</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRV42</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO OCT 2042</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRX42</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO NOV 2042</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRZ42</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO DEC 2042</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2043</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>JRF43</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO JAN 2043</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRG43</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO FEB 2043</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRH43</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO MAR 2043</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRJ43</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO APR 2043</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRK43</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO MAY 2043</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRM43</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO JUN 2043</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRN43</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO JUL 2043</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRQ43</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO AUG 2043</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRU43</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO SEP 2043</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRV43</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO OCT 2043</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRX43</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO NOV 2043</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRZ43</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO DEC 2043</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2044</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>JRF44</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO JAN 2044</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRG44</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO FEB 2044</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRH44</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO MAR 2044</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRJ44</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO APR 2044</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRK44</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO MAY 2044</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRM44</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO JUN 2044</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRN44</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO JUL 2044</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRQ44</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO AUG 2044</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRU44</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO SEP 2044</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRV44</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO OCT 2044</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRX44</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO NOV 2044</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRZ44</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO DEC 2044</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2045</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>JRF45</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO JAN 2045</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRG45</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO FEB 2045</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRH45</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO MAR 2045</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRJ45</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO APR 2045</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRK45</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO MAY 2045</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRM45</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO JUN 2045</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRN45</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO JUL 2045</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRQ45</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO AUG 2045</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRU45</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO SEP 2045</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRV45</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO OCT 2045</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRX45</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO NOV 2045</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRZ45</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO DEC 2045</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2046</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>JRF46</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO JAN 2046</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRG46</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO FEB 2046</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRH46</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO MAR 2046</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRJ46</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO APR 2046</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRK46</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO MAY 2046</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRM46</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO JUN 2046</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRN46</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO JUL 2046</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRQ46</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO AUG 2046</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRU46</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO SEP 2046</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRV46</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO OCT 2046</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRX46</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO NOV 2046</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRZ46</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO DEC 2046</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2047</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>JRF47</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO JAN 2047</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRG47</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO FEB 2047</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRH47</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO MAR 2047</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRJ47</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO APR 2047</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRK47</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO MAY 2047</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRM47</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO JUN 2047</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRN47</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO JUL 2047</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRQ47</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO AUG 2047</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRU47</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO SEP 2047</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRV47</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO OCT 2047</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRX47</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO NOV 2047</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRZ47</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO DEC 2047</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2048</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>JRF48</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO JAN 2048</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRG48</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO FEB 2048</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRH48</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO MAR 2048</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRJ48</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO APR 2048</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRK48</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO MAY 2048</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRM48</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO JUN 2048</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRN48</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO JUL 2048</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRQ48</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO AUG 2048</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRU48</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO SEP 2048</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRV48</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO OCT 2048</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRX48</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO NOV 2048</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRZ48</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO DEC 2048</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2049</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>JRF49</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO JAN 2049</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRG49</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO FEB 2049</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRH49</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO MAR 2049</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRJ49</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO APR 2049</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRK49</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO MAY 2049</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRM49</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO JUN 2049</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRN49</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO JUL 2049</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRQ49</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO AUG 2049</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRU49</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO SEP 2049</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRV49</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO OCT 2049</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRX49</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO NOV 2049</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRZ49</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO DEC 2049</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2050</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>JRF50</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO JAN 2050</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRG50</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO FEB 2050</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRH50</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO MAR 2050</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRJ50</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO APR 2050</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRK50</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO MAY 2050</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRM50</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO JUN 2050</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRN50</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO JUL 2050</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRQ50</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO AUG 2050</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRU50</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO SEP 2050</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRV50</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO OCT 2050</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRX50</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO NOV 2050</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JRZ50</Name>
          <Description>ICE Europe Interest Rates MORTGAGE-BACKED REPO DEC 2050</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
  </Categories>
</Portfolio>