<?xml version="1.0"?>
<Portfolio>
  <Trade id="Swap_1">
    <TradeType>Swap</TradeType>
    <Envelope>
      <CounterParty>CPTY_A</CounterParty>
      <NettingSetId>CPTY_A</NettingSetId>
      <AdditionalFields/>
    </Envelope>
    <SwapData>
      <LegData>
        <LegType>Fixed</LegType>
        <Payer>true</Payer>
        <Currency>GBP</Currency>
        <Notionals>
          <Notional>40000000</Notional>
        </Notionals>
        <DayCounter>A365</DayCounter>
        <PaymentConvention>ModifiedFollowing</PaymentConvention>
        <FixedLegData>
          <Rates>
            <Rate>0.018</Rate>
          </Rates>
        </FixedLegData>
        <ScheduleData>
          <Rules>
            <StartDate>2005-03-03</StartDate>
            <EndDate>2027-03-03</EndDate>
            <Tenor>6M</Tenor>
            <Calendar>UK</Calendar>
            <Convention>ModifiedFollowing</Convention>
            <TermConvention>ModifiedFollowing</TermConvention>
            <Rule>Forward</Rule>
            <EndOfMonth/>
            <FirstDate>2005-09-05</FirstDate>
            <LastDate/>
          </Rules>
        </ScheduleData>
      </LegData>
      <LegData>
        <LegType>Floating</LegType>
        <Payer>false</Payer>
        <Currency>GBP</Currency>
        <Notionals>
          <Notional>40000000</Notional>
        </Notionals>
        <DayCounter>A365</DayCounter>
        <PaymentConvention>ModifiedFollowing</PaymentConvention>
        <FloatingLegData>
          <Index>GBP-LIBOR-6M</Index>
          <Spreads>
            <Spread>0.0</Spread>
          </Spreads>
        </FloatingLegData>
        <ScheduleData>
          <Rules>
            <StartDate>2005-03-03</StartDate>
            <EndDate>2027-03-03</EndDate>
            <Tenor>6M</Tenor>
            <Calendar>UK</Calendar>
            <Convention>ModifiedFollowing</Convention>
            <TermConvention>ModifiedFollowing</TermConvention>
            <Rule>Forward</Rule>
            <EndOfMonth/>
            <FirstDate>2005-09-05</FirstDate>
            <LastDate/>
          </Rules>
        </ScheduleData>
      </LegData>
    </SwapData>
  </Trade>
  <Trade id="Swap_3">
    <TradeType>Swap</TradeType>
    <Envelope>
      <CounterParty>CPTY_A</CounterParty>
      <NettingSetId>CPTY_A</NettingSetId>
      <AdditionalFields/>
    </Envelope>
    <TradeActions>
      <TradeAction>
        <Type>Break</Type>
        <Owner>Mutual</Owner>
        <Schedule>
          <Rules>
            <StartDate>2015-04-22</StartDate>
            <EndDate>2024-11-01</EndDate>
            <Tenor>5Y</Tenor>
            <Calendar>UK</Calendar>
            <Convention>ModifiedFollowing</Convention>
            <TermConvention>ModifiedFollowing</TermConvention>
            <Rule>Forward</Rule>
            <EndOfMonth/>
            <FirstDate/>
            <LastDate/>
          </Rules>
        </Schedule>
      </TradeAction>
    </TradeActions>
    <SwapData>
      <LegData>
        <LegType>Fixed</LegType>
        <Payer>false</Payer>
        <Currency>USD</Currency>
        <Notionals>
          <Notional>50000000</Notional>
        </Notionals>
        <DayCounter>A360</DayCounter>
        <PaymentConvention>ModifiedFollowing</PaymentConvention>
        <FixedLegData>
          <Rates>
            <Rate>0.02</Rate>
          </Rates>
        </FixedLegData>
        <ScheduleData>
          <Rules>
            <StartDate>2015-04-22</StartDate>
            <EndDate>2024-11-01</EndDate>
            <Tenor>3M</Tenor>
            <Calendar>UK</Calendar>
            <Convention>ModifiedFollowing</Convention>
            <TermConvention>ModifiedFollowing</TermConvention>
            <Rule>Forward</Rule>
            <EndOfMonth/>
            <FirstDate/>
            <LastDate/>
          </Rules>
        </ScheduleData>
      </LegData>
      <LegData>
        <LegType>Floating</LegType>
        <Payer>true</Payer>
        <Currency>USD</Currency>
        <Notionals>
          <Notional>50000000</Notional>
        </Notionals>
        <DayCounter>A360</DayCounter>
        <PaymentConvention>ModifiedFollowing</PaymentConvention>
        <FloatingLegData>
          <Index>USD-LIBOR-3M</Index>
          <Spreads>
            <Spread>0.0</Spread>
          </Spreads>
        </FloatingLegData>
        <ScheduleData>
          <Rules>
            <StartDate>2015-04-22</StartDate>
            <EndDate>2024-11-01</EndDate>
            <Tenor>3M</Tenor>
            <Calendar>UK</Calendar>
            <Convention>ModifiedFollowing</Convention>
            <TermConvention>ModifiedFollowing</TermConvention>
            <Rule>Forward</Rule>
            <EndOfMonth/>
            <FirstDate/>
            <LastDate/>
          </Rules>
        </ScheduleData>
      </LegData>
    </SwapData>
  </Trade>
  <Trade id="Swap_2">
    <TradeType>Swap</TradeType>
    <Envelope>
      <CounterParty>CPTY_A</CounterParty>
      <NettingSetId>CPTY_A</NettingSetId>
      <AdditionalFields/>
    </Envelope>
    <TradeActions>
      <TradeAction>
        <Type>Break</Type>
        <Owner>Mutual</Owner>
        <Schedule>
          <Rules>
            <StartDate>2012-09-05</StartDate>
            <EndDate>2026-09-05</EndDate>
            <Tenor>5Y</Tenor>
            <Calendar>UK</Calendar>
            <Convention>ModifiedFollowing</Convention>
            <TermConvention>ModifiedFollowing</TermConvention>
            <Rule>Forward</Rule>
            <EndOfMonth/>
            <FirstDate/>
            <LastDate/>
          </Rules>
        </Schedule>
      </TradeAction>
    </TradeActions>
    <SwapData>
      <LegData>
        <LegType>Floating</LegType>
        <Payer>true</Payer>
        <Currency>EUR</Currency>
        <Notionals>
          <Notional>30000000</Notional>
        </Notionals>
        <DayCounter>A360</DayCounter>
        <PaymentConvention>ModifiedFollowing</PaymentConvention>
        <FloatingLegData>
          <Index>EUR-EURIBOR-3M</Index>
          <Spreads>
            <Spread>0.0</Spread>
          </Spreads>
        </FloatingLegData>
        <ScheduleData>
          <Rules>
            <StartDate>2012-09-05</StartDate>
            <EndDate>2026-09-05</EndDate>
            <Tenor>3M</Tenor>
            <Calendar>TARGET</Calendar>
            <Convention>ModifiedFollowing</Convention>
            <TermConvention>ModifiedFollowing</TermConvention>
            <Rule>Forward</Rule>
            <EndOfMonth/>
            <FirstDate/>
            <LastDate/>
          </Rules>
        </ScheduleData>
      </LegData>
      <LegData>
        <LegType>Fixed</LegType>
        <Payer>false</Payer>
        <Currency>EUR</Currency>
        <Notionals>
          <Notional>30000000</Notional>
        </Notionals>
        <DayCounter>T360</DayCounter>
        <PaymentConvention>ModifiedFollowing</PaymentConvention>
        <FixedLegData>
          <Rates>
            <Rate>0.01</Rate>
          </Rates>
        </FixedLegData>
        <ScheduleData>
          <Rules>
            <StartDate>2012-09-05</StartDate>
            <EndDate>2026-09-05</EndDate>
            <Tenor>1Y</Tenor>
            <Calendar>TARGET</Calendar>
            <Convention>ModifiedFollowing</Convention>
            <TermConvention>ModifiedFollowing</TermConvention>
            <Rule>Forward</Rule>
            <EndOfMonth/>
            <FirstDate/>
            <LastDate/>
          </Rules>
        </ScheduleData>
      </LegData>
    </SwapData>
  </Trade>
</Portfolio>
