﻿<?xml version="1.0" encoding="UTF-8"?>
<Portfolio>
  <Name>VS - 5 YR INTEREST RATE SWAP FUTURE</Name>
  <Categories>
    <PortfolioCategory>
      <Name>Year 2016</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>VSH16</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE MAR 2016</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>VSM16</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE JUN 2016</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>VSU16</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE SEP 2016</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>VSZ16</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE 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>VSH17</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE MAR 2017</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>VSM17</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE JUN 2017</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>VSU17</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE SEP 2017</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>VSZ17</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE 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>VSH18</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE MAR 2018</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>VSM18</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE JUN 2018</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>VSU18</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE SEP 2018</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>VSZ18</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE 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>VSH19</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE MAR 2019</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>VSM19</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE JUN 2019</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>VSU19</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE SEP 2019</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>VSZ19</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE 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>VSH20</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE MAR 2020</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>VSM20</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE JUN 2020</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>VSU20</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE SEP 2020</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>VSZ20</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE 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>VSH21</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE MAR 2021</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>VSM21</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE JUN 2021</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>VSU21</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE SEP 2021</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>VSZ21</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE 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>VSH22</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE MAR 2022</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>VSM22</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE JUN 2022</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>VSU22</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE SEP 2022</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>VSZ22</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE 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>VSH23</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE MAR 2023</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>VSM23</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE JUN 2023</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>VSU23</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE SEP 2023</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>VSZ23</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE 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>VSH24</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE MAR 2024</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>VSM24</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE JUN 2024</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>VSU24</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE SEP 2024</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>VSZ24</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE 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>VSH25</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE MAR 2025</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>VSM25</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE JUN 2025</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>VSU25</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE SEP 2025</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>VSZ25</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE 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>VSH26</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE MAR 2026</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>VSM26</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE JUN 2026</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>VSU26</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE SEP 2026</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>VSZ26</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE 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>VSH27</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE MAR 2027</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>VSM27</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE JUN 2027</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>VSU27</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE SEP 2027</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>VSZ27</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE 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>VSH28</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE MAR 2028</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>VSM28</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE JUN 2028</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>VSU28</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE SEP 2028</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>VSZ28</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE 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>VSH29</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE MAR 2029</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>VSM29</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE JUN 2029</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>VSU29</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE SEP 2029</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>VSZ29</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE 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>VSH30</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE MAR 2030</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>VSM30</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE JUN 2030</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>VSU30</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE SEP 2030</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>VSZ30</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE 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>VSH31</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE MAR 2031</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>VSM31</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE JUN 2031</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>VSU31</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE SEP 2031</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>VSZ31</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE 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>VSH32</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE MAR 2032</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>VSM32</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE JUN 2032</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>VSU32</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE SEP 2032</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>VSZ32</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE 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>VSH33</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE MAR 2033</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
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        <PortfolioSymbol>
          <Name>VSM33</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE JUN 2033</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
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        <PortfolioSymbol>
          <Name>VSU33</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE SEP 2033</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
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        <PortfolioSymbol>
          <Name>VSZ33</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE DEC 2033</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
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    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2034</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>VSH34</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE MAR 2034</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
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        <PortfolioSymbol>
          <Name>VSM34</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE JUN 2034</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
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        <PortfolioSymbol>
          <Name>VSU34</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE SEP 2034</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
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        <PortfolioSymbol>
          <Name>VSZ34</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE DEC 2034</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
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    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2035</Name>
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        <PortfolioSymbol>
          <Name>VSH35</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE MAR 2035</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
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        <PortfolioSymbol>
          <Name>VSM35</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE JUN 2035</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
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        <PortfolioSymbol>
          <Name>VSU35</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE SEP 2035</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
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        <PortfolioSymbol>
          <Name>VSZ35</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE DEC 2035</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
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    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2036</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>VSH36</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE MAR 2036</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
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        <PortfolioSymbol>
          <Name>VSM36</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE JUN 2036</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
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        <PortfolioSymbol>
          <Name>VSU36</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE SEP 2036</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
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        <PortfolioSymbol>
          <Name>VSZ36</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE DEC 2036</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
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    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2037</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>VSH37</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE MAR 2037</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>VSM37</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE JUN 2037</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
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        <PortfolioSymbol>
          <Name>VSU37</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE SEP 2037</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
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        <PortfolioSymbol>
          <Name>VSZ37</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE DEC 2037</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
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    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2038</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>VSH38</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE MAR 2038</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>VSM38</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE JUN 2038</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
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        <PortfolioSymbol>
          <Name>VSU38</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE SEP 2038</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
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        <PortfolioSymbol>
          <Name>VSZ38</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE DEC 2038</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
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    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2039</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>VSH39</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE MAR 2039</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
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        <PortfolioSymbol>
          <Name>VSM39</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE JUN 2039</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
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        <PortfolioSymbol>
          <Name>VSU39</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE SEP 2039</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
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        <PortfolioSymbol>
          <Name>VSZ39</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE DEC 2039</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
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    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2040</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>VSH40</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE MAR 2040</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
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        <PortfolioSymbol>
          <Name>VSM40</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE JUN 2040</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
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        <PortfolioSymbol>
          <Name>VSU40</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE SEP 2040</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
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        <PortfolioSymbol>
          <Name>VSZ40</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE DEC 2040</Description>
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          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
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    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2041</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>VSH41</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE MAR 2041</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
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        <PortfolioSymbol>
          <Name>VSM41</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE JUN 2041</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
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        <PortfolioSymbol>
          <Name>VSU41</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE SEP 2041</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
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        <PortfolioSymbol>
          <Name>VSZ41</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE DEC 2041</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
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    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2042</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>VSH42</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE MAR 2042</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
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        <PortfolioSymbol>
          <Name>VSM42</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE JUN 2042</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
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        <PortfolioSymbol>
          <Name>VSU42</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE SEP 2042</Description>
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          <PipSize>2</PipSize>
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        <PortfolioSymbol>
          <Name>VSZ42</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE DEC 2042</Description>
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          <TickSize>0.005</TickSize>
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    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2043</Name>
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        <PortfolioSymbol>
          <Name>VSH43</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE MAR 2043</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
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          <TickSize>0.005</TickSize>
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        <PortfolioSymbol>
          <Name>VSM43</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE JUN 2043</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
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        <PortfolioSymbol>
          <Name>VSU43</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE SEP 2043</Description>
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          <PipSize>2</PipSize>
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        <PortfolioSymbol>
          <Name>VSZ43</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE DEC 2043</Description>
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          <TickSize>0.005</TickSize>
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    <PortfolioCategory>
      <Name>Year 2044</Name>
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        <PortfolioSymbol>
          <Name>VSH44</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE MAR 2044</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
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        <PortfolioSymbol>
          <Name>VSM44</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE JUN 2044</Description>
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          <PipSize>2</PipSize>
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          <TickSize>0.005</TickSize>
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        <PortfolioSymbol>
          <Name>VSU44</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE SEP 2044</Description>
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          <PipSize>2</PipSize>
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        <PortfolioSymbol>
          <Name>VSZ44</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE DEC 2044</Description>
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          <PipFraction>1</PipFraction>
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    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2045</Name>
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        <PortfolioSymbol>
          <Name>VSH45</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE MAR 2045</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
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          <TickSize>0.005</TickSize>
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        <PortfolioSymbol>
          <Name>VSM45</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE JUN 2045</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
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        <PortfolioSymbol>
          <Name>VSU45</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE SEP 2045</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
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        <PortfolioSymbol>
          <Name>VSZ45</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE DEC 2045</Description>
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          <TickSize>0.005</TickSize>
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    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2046</Name>
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          <Name>VSH46</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE MAR 2046</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
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        <PortfolioSymbol>
          <Name>VSM46</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE JUN 2046</Description>
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          <PipSize>2</PipSize>
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        <PortfolioSymbol>
          <Name>VSU46</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE SEP 2046</Description>
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          <PipSize>2</PipSize>
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        <PortfolioSymbol>
          <Name>VSZ46</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE DEC 2046</Description>
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    <PortfolioCategory>
      <Name>Year 2047</Name>
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        <PortfolioSymbol>
          <Name>VSH47</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE MAR 2047</Description>
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          <PipSize>2</PipSize>
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          <TickSize>0.005</TickSize>
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        <PortfolioSymbol>
          <Name>VSM47</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE JUN 2047</Description>
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          <PipSize>2</PipSize>
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          <TickSize>0.005</TickSize>
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        <PortfolioSymbol>
          <Name>VSU47</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE SEP 2047</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
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        <PortfolioSymbol>
          <Name>VSZ47</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE DEC 2047</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
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    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2048</Name>
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        <PortfolioSymbol>
          <Name>VSH48</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE MAR 2048</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
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          <TickSize>0.005</TickSize>
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        <PortfolioSymbol>
          <Name>VSM48</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE JUN 2048</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
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        <PortfolioSymbol>
          <Name>VSU48</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE SEP 2048</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
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        <PortfolioSymbol>
          <Name>VSZ48</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE DEC 2048</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
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    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2049</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>VSH49</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE MAR 2049</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
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        <PortfolioSymbol>
          <Name>VSM49</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE JUN 2049</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
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        <PortfolioSymbol>
          <Name>VSU49</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE SEP 2049</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
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        <PortfolioSymbol>
          <Name>VSZ49</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE DEC 2049</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
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    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2050</Name>
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        <PortfolioSymbol>
          <Name>VSH50</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE MAR 2050</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
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          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
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          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>VSU50</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE SEP 2050</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>VSZ50</Name>
          <Description>5 YR INTEREST RATE SWAP FUTURE DEC 2050</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
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    </PortfolioCategory>
  </Categories>
</Portfolio>