﻿<?xml version="1.0" encoding="UTF-8"?>
<Portfolio>
  <Name>@RPM - MBS DTCC GCF REPO INDEX FUTURE</Name>
  <Categories>
    <PortfolioCategory>
      <Name>Year 20X0</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>@RPMF0</Name>
          <Description>MBS DTCC GCF REPO INDEX FUTURE JAN 20X0</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>@RPMG0</Name>
          <Description>MBS DTCC GCF REPO INDEX FUTURE FEB 20X0</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>@RPMH0</Name>
          <Description>MBS DTCC GCF REPO INDEX FUTURE MAR 20X0</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>@RPMJ0</Name>
          <Description>MBS DTCC GCF REPO INDEX FUTURE APR 20X0</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>@RPMK0</Name>
          <Description>MBS DTCC GCF REPO INDEX FUTURE MAY 20X0</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>@RPMM0</Name>
          <Description>MBS DTCC GCF REPO INDEX FUTURE JUN 20X0</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>@RPMN0</Name>
          <Description>MBS DTCC GCF REPO INDEX FUTURE JUL 20X0</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>@RPMQ0</Name>
          <Description>MBS DTCC GCF REPO INDEX FUTURE AUG 20X0</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>@RPMU0</Name>
          <Description>MBS DTCC GCF REPO INDEX FUTURE SEP 20X0</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>@RPMV0</Name>
          <Description>MBS DTCC GCF REPO INDEX FUTURE OCT 20X0</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>@RPMX0</Name>
          <Description>MBS DTCC GCF REPO INDEX FUTURE NOV 20X0</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>@RPMZ0</Name>
          <Description>MBS DTCC GCF REPO INDEX FUTURE DEC 20X0</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 20X1</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>@RPMF1</Name>
          <Description>MBS DTCC GCF REPO INDEX FUTURE JAN 20X1</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>@RPMG1</Name>
          <Description>MBS DTCC GCF REPO INDEX FUTURE FEB 20X1</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>@RPMH1</Name>
          <Description>MBS DTCC GCF REPO INDEX FUTURE MAR 20X1</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>@RPMJ1</Name>
          <Description>MBS DTCC GCF REPO INDEX FUTURE APR 20X1</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>@RPMK1</Name>
          <Description>MBS DTCC GCF REPO INDEX FUTURE MAY 20X1</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>@RPMM1</Name>
          <Description>MBS DTCC GCF REPO INDEX FUTURE JUN 20X1</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>@RPMN1</Name>
          <Description>MBS DTCC GCF REPO INDEX FUTURE JUL 20X1</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>@RPMQ1</Name>
          <Description>MBS DTCC GCF REPO INDEX FUTURE AUG 20X1</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>@RPMU1</Name>
          <Description>MBS DTCC GCF REPO INDEX FUTURE SEP 20X1</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>@RPMV1</Name>
          <Description>MBS DTCC GCF REPO INDEX FUTURE OCT 20X1</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>@RPMX1</Name>
          <Description>MBS DTCC GCF REPO INDEX FUTURE NOV 20X1</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>@RPMZ1</Name>
          <Description>MBS DTCC GCF REPO INDEX FUTURE DEC 20X1</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 20X2</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>@RPMF2</Name>
          <Description>MBS DTCC GCF REPO INDEX FUTURE JAN 20X2</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>@RPMG2</Name>
          <Description>MBS DTCC GCF REPO INDEX FUTURE FEB 20X2</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>@RPMH2</Name>
          <Description>MBS DTCC GCF REPO INDEX FUTURE MAR 20X2</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>@RPMJ2</Name>
          <Description>MBS DTCC GCF REPO INDEX FUTURE APR 20X2</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>@RPMK2</Name>
          <Description>MBS DTCC GCF REPO INDEX FUTURE MAY 20X2</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>@RPMM2</Name>
          <Description>MBS DTCC GCF REPO INDEX FUTURE JUN 20X2</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>@RPMN2</Name>
          <Description>MBS DTCC GCF REPO INDEX FUTURE JUL 20X2</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>@RPMQ2</Name>
          <Description>MBS DTCC GCF REPO INDEX FUTURE AUG 20X2</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>@RPMU2</Name>
          <Description>MBS DTCC GCF REPO INDEX FUTURE SEP 20X2</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>@RPMV2</Name>
          <Description>MBS DTCC GCF REPO INDEX FUTURE OCT 20X2</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>@RPMX2</Name>
          <Description>MBS DTCC GCF REPO INDEX FUTURE NOV 20X2</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>@RPMZ2</Name>
          <Description>MBS DTCC GCF REPO INDEX FUTURE DEC 20X2</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 20X3</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>@RPMF3</Name>
          <Description>MBS DTCC GCF REPO INDEX FUTURE JAN 20X3</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>@RPMG3</Name>
          <Description>MBS DTCC GCF REPO INDEX FUTURE FEB 20X3</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>@RPMH3</Name>
          <Description>MBS DTCC GCF REPO INDEX FUTURE MAR 20X3</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>@RPMJ3</Name>
          <Description>MBS DTCC GCF REPO INDEX FUTURE APR 20X3</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>@RPMK3</Name>
          <Description>MBS DTCC GCF REPO INDEX FUTURE MAY 20X3</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>@RPMM3</Name>
          <Description>MBS DTCC GCF REPO INDEX FUTURE JUN 20X3</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>@RPMN3</Name>
          <Description>MBS DTCC GCF REPO INDEX FUTURE JUL 20X3</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>@RPMQ3</Name>
          <Description>MBS DTCC GCF REPO INDEX FUTURE AUG 20X3</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>@RPMU3</Name>
          <Description>MBS DTCC GCF REPO INDEX FUTURE SEP 20X3</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>@RPMV3</Name>
          <Description>MBS DTCC GCF REPO INDEX FUTURE OCT 20X3</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>@RPMX3</Name>
          <Description>MBS DTCC GCF REPO INDEX FUTURE NOV 20X3</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>@RPMZ3</Name>
          <Description>MBS DTCC GCF REPO INDEX FUTURE DEC 20X3</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 20X4</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>@RPMF4</Name>
          <Description>MBS DTCC GCF REPO INDEX FUTURE JAN 20X4</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>@RPMG4</Name>
          <Description>MBS DTCC GCF REPO INDEX FUTURE FEB 20X4</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>@RPMH4</Name>
          <Description>MBS DTCC GCF REPO INDEX FUTURE MAR 20X4</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>@RPMJ4</Name>
          <Description>MBS DTCC GCF REPO INDEX FUTURE APR 20X4</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>@RPMK4</Name>
          <Description>MBS DTCC GCF REPO INDEX FUTURE MAY 20X4</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>@RPMM4</Name>
          <Description>MBS DTCC GCF REPO INDEX FUTURE JUN 20X4</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>@RPMN4</Name>
          <Description>MBS DTCC GCF REPO INDEX FUTURE JUL 20X4</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>@RPMQ4</Name>
          <Description>MBS DTCC GCF REPO INDEX FUTURE AUG 20X4</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>@RPMU4</Name>
          <Description>MBS DTCC GCF REPO INDEX FUTURE SEP 20X4</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>@RPMV4</Name>
          <Description>MBS DTCC GCF REPO INDEX FUTURE OCT 20X4</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>@RPMX4</Name>
          <Description>MBS DTCC GCF REPO INDEX FUTURE NOV 20X4</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>@RPMZ4</Name>
          <Description>MBS DTCC GCF REPO INDEX FUTURE DEC 20X4</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 20X5</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>@RPMF5</Name>
          <Description>MBS DTCC GCF REPO INDEX FUTURE JAN 20X5</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>@RPMG5</Name>
          <Description>MBS DTCC GCF REPO INDEX FUTURE FEB 20X5</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>@RPMH5</Name>
          <Description>MBS DTCC GCF REPO INDEX FUTURE MAR 20X5</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>@RPMJ5</Name>
          <Description>MBS DTCC GCF REPO INDEX FUTURE APR 20X5</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>@RPMK5</Name>
          <Description>MBS DTCC GCF REPO INDEX FUTURE MAY 20X5</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>@RPMM5</Name>
          <Description>MBS DTCC GCF REPO INDEX FUTURE JUN 20X5</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>@RPMN5</Name>
          <Description>MBS DTCC GCF REPO INDEX FUTURE JUL 20X5</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>@RPMQ5</Name>
          <Description>MBS DTCC GCF REPO INDEX FUTURE AUG 20X5</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>@RPMU5</Name>
          <Description>MBS DTCC GCF REPO INDEX FUTURE SEP 20X5</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>@RPMV5</Name>
          <Description>MBS DTCC GCF REPO INDEX FUTURE OCT 20X5</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>@RPMX5</Name>
          <Description>MBS DTCC GCF REPO INDEX FUTURE NOV 20X5</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
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        <PortfolioSymbol>
          <Name>@RPMZ5</Name>
          <Description>MBS DTCC GCF REPO INDEX FUTURE DEC 20X5</Description>
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          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
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      <Name>Year 20X6</Name>
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        <PortfolioSymbol>
          <Name>@RPMF6</Name>
          <Description>MBS DTCC GCF REPO INDEX FUTURE JAN 20X6</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
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        <PortfolioSymbol>
          <Name>@RPMG6</Name>
          <Description>MBS DTCC GCF REPO INDEX FUTURE FEB 20X6</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
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        <PortfolioSymbol>
          <Name>@RPMH6</Name>
          <Description>MBS DTCC GCF REPO INDEX FUTURE MAR 20X6</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
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        <PortfolioSymbol>
          <Name>@RPMJ6</Name>
          <Description>MBS DTCC GCF REPO INDEX FUTURE APR 20X6</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
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        <PortfolioSymbol>
          <Name>@RPMK6</Name>
          <Description>MBS DTCC GCF REPO INDEX FUTURE MAY 20X6</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
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        <PortfolioSymbol>
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          <Description>MBS DTCC GCF REPO INDEX FUTURE JUN 20X6</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
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          <TickSize>0.005</TickSize>
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        <PortfolioSymbol>
          <Name>@RPMN6</Name>
          <Description>MBS DTCC GCF REPO INDEX FUTURE JUL 20X6</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
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        <PortfolioSymbol>
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          <Description>MBS DTCC GCF REPO INDEX FUTURE AUG 20X6</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
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        <PortfolioSymbol>
          <Name>@RPMU6</Name>
          <Description>MBS DTCC GCF REPO INDEX FUTURE SEP 20X6</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
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        <PortfolioSymbol>
          <Name>@RPMV6</Name>
          <Description>MBS DTCC GCF REPO INDEX FUTURE OCT 20X6</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
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        <PortfolioSymbol>
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          <Description>MBS DTCC GCF REPO INDEX FUTURE NOV 20X6</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
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        <PortfolioSymbol>
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          <Description>MBS DTCC GCF REPO INDEX FUTURE DEC 20X6</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
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    <PortfolioCategory>
      <Name>Year 20X7</Name>
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        <PortfolioSymbol>
          <Name>@RPMF7</Name>
          <Description>MBS DTCC GCF REPO INDEX FUTURE JAN 20X7</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
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        <PortfolioSymbol>
          <Name>@RPMG7</Name>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
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        <PortfolioSymbol>
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          <Description>MBS DTCC GCF REPO INDEX FUTURE MAR 20X7</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
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        <PortfolioSymbol>
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          <Description>MBS DTCC GCF REPO INDEX FUTURE APR 20X7</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
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        <PortfolioSymbol>
          <Name>@RPMK7</Name>
          <Description>MBS DTCC GCF REPO INDEX FUTURE MAY 20X7</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
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        <PortfolioSymbol>
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          <Description>MBS DTCC GCF REPO INDEX FUTURE JUN 20X7</Description>
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          <TickSize>0.005</TickSize>
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        <PortfolioSymbol>
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          <TickSize>0.005</TickSize>
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          <TickSize>0.005</TickSize>
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          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
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          <TickSize>0.005</TickSize>
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          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
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    <PortfolioCategory>
      <Name>Year 20X8</Name>
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        <PortfolioSymbol>
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          <Description>MBS DTCC GCF REPO INDEX FUTURE JAN 20X8</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
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        <PortfolioSymbol>
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          <PipSize>2</PipSize>
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          <TickSize>0.005</TickSize>
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        <PortfolioSymbol>
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          <PipSize>2</PipSize>
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          <TickSize>0.005</TickSize>
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        <PortfolioSymbol>
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          <Description>MBS DTCC GCF REPO INDEX FUTURE APR 20X8</Description>
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          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
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        <PortfolioSymbol>
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          <TickSize>0.005</TickSize>
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        <PortfolioSymbol>
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          <TickSize>0.005</TickSize>
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        <PortfolioSymbol>
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          <Description>MBS DTCC GCF REPO INDEX FUTURE JUL 20X8</Description>
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          <TickSize>0.005</TickSize>
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          <Description>MBS DTCC GCF REPO INDEX FUTURE AUG 20X8</Description>
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          <TickSize>0.005</TickSize>
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          <TickSize>0.005</TickSize>
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          <Description>MBS DTCC GCF REPO INDEX FUTURE OCT 20X8</Description>
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          <TickSize>0.005</TickSize>
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          <TickSize>0.005</TickSize>
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          <Description>MBS DTCC GCF REPO INDEX FUTURE DEC 20X8</Description>
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          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
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    <PortfolioCategory>
      <Name>Year 20X9</Name>
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        <PortfolioSymbol>
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          <Description>MBS DTCC GCF REPO INDEX FUTURE JAN 20X9</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
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        <PortfolioSymbol>
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          <PipSize>2</PipSize>
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          <TickSize>0.005</TickSize>
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        <PortfolioSymbol>
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          <TickSize>0.005</TickSize>
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          <TickSize>0.005</TickSize>
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          <TickSize>0.005</TickSize>
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          <TickSize>0.005</TickSize>
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          <Description>MBS DTCC GCF REPO INDEX FUTURE JUL 20X9</Description>
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          <TickSize>0.005</TickSize>
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          <TickSize>0.005</TickSize>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
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          <Name>@RPMV9</Name>
          <Description>MBS DTCC GCF REPO INDEX FUTURE OCT 20X9</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
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          <Description>MBS DTCC GCF REPO INDEX FUTURE DEC 20X9</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
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    </PortfolioCategory>
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</Portfolio>