<?xml version='1.0' encoding='UTF-8'?>
<Portfolio>
  <Trade id="XccySwap">
    <TradeType>Swap</TradeType>
    <Envelope>
      <CounterParty>A</CounterParty>
      <NettingSetId/>
      <AdditionalFields/>
    </Envelope>
    <SwapData>
      <LegData>
        <LegType>Floating</LegType>
        <Payer>true</Payer>
        <Currency>USD</Currency>
        <Notionals>
          <Notional>102120250.0</Notional>
          <FXReset>
            <ForeignCurrency>EUR</ForeignCurrency>
            <ForeignAmount>95000000.0</ForeignAmount>
            <FXIndex>FX-ECB-EUR-USD</FXIndex>
            <FixingDays>2</FixingDays>
          </FXReset>
          <Exchanges>
            <NotionalInitialExchange>true</NotionalInitialExchange>
            <NotionalFinalExchange>true</NotionalFinalExchange>
          </Exchanges>
        </Notionals>
        <DayCounter>ACT/360</DayCounter>
        <PaymentConvention>ModifiedFollowing</PaymentConvention>
        <PaymentLag>2</PaymentLag>
        <FloatingLegData>
          <Index>USD-SOFR</Index>
          <Spreads>
            <Spread>0.0</Spread>
          </Spreads>
          <IsInArrears>false</IsInArrears>
          <FixingDays>2</FixingDays>
        </FloatingLegData>
        <ScheduleData>
          <Rules>
            <StartDate>2024-01-02</StartDate>
            <EndDate>2026-01-02</EndDate>
            <Tenor>3M</Tenor>
            <Calendar>US,TARGET</Calendar>
            <Convention>ModifiedFollowing</Convention>
            <TermConvention>ModifiedFollowing</TermConvention>
            <Rule>Forward</Rule>
            <EndOfMonth/>
            <FirstDate/>
            <LastDate/>
          </Rules>
        </ScheduleData>
      </LegData>
      <LegData>
        <LegType>Floating</LegType>
        <Payer>false</Payer>
        <Currency>EUR</Currency>
        <Notionals>
          <Notional>95000000.0</Notional>
          <Exchanges>
            <NotionalInitialExchange>true</NotionalInitialExchange>
            <NotionalFinalExchange>true</NotionalFinalExchange>
          </Exchanges>
        </Notionals>
        <DayCounter>ACT/360</DayCounter>
        <PaymentConvention>ModifiedFollowing</PaymentConvention>
        <PaymentLag>2</PaymentLag>
        <FloatingLegData>
          <Index>EUR-ESTER</Index>
          <Spreads>
            <Spread>-0.00255</Spread>
          </Spreads>
          <IsInArrears>false</IsInArrears>
          <FixingDays>2</FixingDays>
        </FloatingLegData>
        <ScheduleData>
          <Rules>
            <StartDate>2024-01-02</StartDate>
            <EndDate>2026-01-02</EndDate>
            <Tenor>3M</Tenor>
            <Calendar>US,TARGET</Calendar>
            <Convention>ModifiedFollowing</Convention>
            <TermConvention>ModifiedFollowing</TermConvention>
            <Rule>Forward</Rule>
            <EndOfMonth/>
            <FirstDate/>
            <LastDate/>
          </Rules>
        </ScheduleData>
      </LegData>
    </SwapData>
  </Trade>
  <Trade id="Cap">
    <TradeType>Swap</TradeType>
    <Envelope>
      <CounterParty>CPTY_A</CounterParty>
      <NettingSetId>CPTY_A</NettingSetId>
      <AdditionalFields/>
    </Envelope>
    <SwapData>
      <LegData>
        <LegType>Floating</LegType>
        <Payer>false</Payer>
        <Currency>EUR</Currency>
        <Notionals>
          <Notional>100000000</Notional>
        </Notionals>
        <DayCounter>A360</DayCounter>
        <PaymentConvention>MF</PaymentConvention>
        <FloatingLegData>
          <Index>EUR-EURIBOR-6M</Index>
          <FixingDays>2</FixingDays>
          <Spreads>
            <Spread>0.0</Spread>
          </Spreads>
          <Caps>
            <Cap>0.03</Cap>
          </Caps>
          <NakedOption>false</NakedOption>
        </FloatingLegData>
        <ScheduleData>
          <Rules>
            <StartDate>20240301</StartDate>
            <EndDate>20260301</EndDate>
            <Tenor>3M</Tenor>
            <Calendar>TARGET</Calendar>
            <Convention>MF</Convention>
            <TermConvention>MF</TermConvention>
            <Rule>Backward</Rule>
            <EndOfMonth>false</EndOfMonth>
            <FirstDate/>
            <LastDate/>
          </Rules>
        </ScheduleData>
      </LegData>
    </SwapData>
  </Trade>
  <Trade id="EUR6MSwap">
    <TradeType>Swap</TradeType>
    <Envelope>
      <CounterParty>CPTY_A</CounterParty>
      <NettingSetId>CPTY_A</NettingSetId>
      <AdditionalFields/>
    </Envelope>
    <SwapData>
      <LegData>
        <LegType>Floating</LegType>
        <Payer>false</Payer>
        <Currency>EUR</Currency>
        <Notionals>
          <Notional>100000000</Notional>
        </Notionals>
        <DayCounter>A360</DayCounter>
        <PaymentConvention>MF</PaymentConvention>
        <FloatingLegData>
          <Index>EUR-EURIBOR-6M</Index>
          <FixingDays>2</FixingDays>
          <Spreads>
            <Spread>0.0</Spread>
          </Spreads>
          <NakedOption>false</NakedOption>
        </FloatingLegData>
        <ScheduleData>
          <Rules>
            <StartDate>20240301</StartDate>
            <EndDate>20260301</EndDate>
            <Tenor>3M</Tenor>
            <Calendar>TARGET</Calendar>
            <Convention>MF</Convention>
            <TermConvention>MF</TermConvention>
            <Rule>Backward</Rule>
            <EndOfMonth>false</EndOfMonth>
            <FirstDate/>
            <LastDate/>
          </Rules>
        </ScheduleData>
      </LegData>
    </SwapData>
  </Trade>
  <Trade id="CDS">
    <TradeType>CreditDefaultSwap</TradeType>
    <Envelope>
      <CounterParty>CP</CounterParty>
      <NettingSetId>NS</NettingSetId>
      <AdditionalFields/>
    </Envelope>
    <CreditDefaultSwapData>
      <CreditCurveId>Underlying1</CreditCurveId>
      <SettlesAccrual>Y</SettlesAccrual>
      <PaysAtDefaultTime>Y</PaysAtDefaultTime>
      <LegData>
        <LegType>Fixed</LegType>
        <Payer>true</Payer>
        <Currency>USD</Currency>
        <Notionals>
          <Notional>1000000</Notional>
        </Notionals>
        <DayCounter>A360</DayCounter>
        <PaymentConvention>F</PaymentConvention>
        <FixedLegData>
          <Rates>
            <Rate>0.05</Rate>
          </Rates>
        </FixedLegData>
        <ScheduleData>
          <Rules>
            <StartDate>2021-09-21</StartDate>
            <EndDate>2026-12-20</EndDate>
            <Tenor>3M</Tenor>
            <Calendar>WeekendsOnly</Calendar>
            <Convention>F</Convention>
            <TermConvention>U</TermConvention>
            <Rule>CDS2015</Rule>
            <EndOfMonth/>
            <FirstDate/>
            <LastDate/>
          </Rules>
        </ScheduleData>
      </LegData>
    </CreditDefaultSwapData>
  </Trade>
</Portfolio>
