<Portfolio>
  <Trade id="Bond_Fixed">
    <TradeType>Bond</TradeType>
    <Envelope>
      <CounterParty>CPTY_C</CounterParty>
      <NettingSetId/>
      <AdditionalFields/>
    </Envelope>
    <BondData>
      <IssuerId>CPTY_C</IssuerId>
      <CreditCurveId>CPTY_C</CreditCurveId>
      <SecurityId>SECURITY_1</SecurityId>
      <ReferenceCurveId>EUR-EURIBOR-6M</ReferenceCurveId>
      <SettlementDays>2</SettlementDays>
      <Calendar>TARGET</Calendar>
      <IssueDate>2025-02-03</IssueDate>
      <LegData>
        <LegType>Fixed</LegType>
        <Payer>false</Payer>
        <Currency>EUR</Currency>
        <Notionals>
          <Notional>10000000.000000</Notional>
        </Notionals>
        <DayCounter>ACT/ACT</DayCounter>
        <PaymentConvention>F</PaymentConvention>
        <FixedLegData>
          <Rates>
            <Rate>0.05</Rate>
          </Rates>
        </FixedLegData>
        <ScheduleData>
          <Rules>
            <StartDate>2025-02-03</StartDate>
            <EndDate>2035-02-03</EndDate>
            <Tenor>1Y</Tenor>
            <Calendar>TARGET</Calendar>
            <Convention>F</Convention>
            <TermConvention>F</TermConvention>
            <Rule>Forward</Rule>
            <EndOfMonth/>
            <FirstDate/>
            <LastDate/>
          </Rules>
        </ScheduleData>
      </LegData>
    </BondData>
  </Trade>
  <Trade id="FwdBond_Fixed">
    <TradeType>ForwardBond</TradeType>
    <Envelope>
      <CounterParty>CPTY_C</CounterParty>
      <NettingSetId/>
      <AdditionalFields/>
    </Envelope>
    <ForwardBondData>
      <BondData>
        <IssuerId>CPTY_C</IssuerId>
        <CreditCurveId>CPTY_C</CreditCurveId>
        <SecurityId>SECURITY_1</SecurityId>
        <ReferenceCurveId>EUR-EURIBOR-6M</ReferenceCurveId>
        <IncomeCurveId>EUR-EURIBOR-6M</IncomeCurveId>
        <SettlementDays>2</SettlementDays>
        <Calendar>TARGET</Calendar>
        <IssueDate>2025-02-01</IssueDate>
        <LegData>
          <LegType>Fixed</LegType>
          <Payer>false</Payer>
          <Currency>EUR</Currency>
          <Notionals>
            <Notional>10000000.000000</Notional>
          </Notionals>
          <DayCounter>ACT/ACT</DayCounter>
          <PaymentConvention>F</PaymentConvention>
          <FixedLegData>
            <Rates>
              <Rate>0.05</Rate>
            </Rates>
          </FixedLegData>
          <ScheduleData>
            <Rules>
              <StartDate>2025-02-03</StartDate>
              <EndDate>2035-02-03</EndDate>
              <Tenor>1Y</Tenor>
              <Calendar>TARGET</Calendar>
              <Convention>F</Convention>
              <TermConvention>F</TermConvention>
              <Rule>Forward</Rule>
              <EndOfMonth/>
              <FirstDate/>
              <LastDate/>
            </Rules>
          </ScheduleData>
        </LegData>
      </BondData>
      <SettlementData>
        <ForwardMaturityDate>20160808</ForwardMaturityDate>
        <Amount>6300000.00</Amount>
        <SettlementDirty>true</SettlementDirty>
      </SettlementData>
      <PremiumData>
        <Amount>0.0</Amount>
        <Date>20160720</Date>
      </PremiumData>
      <LongInForward>true</LongInForward>
    </ForwardBondData>
  </Trade>
  <Trade id="Bond_Floating">
    <TradeType>Bond</TradeType>
    <Envelope>
      <CounterParty>CPTY_C</CounterParty>
      <NettingSetId/>
      <AdditionalFields/>
    </Envelope>
    <BondData>
      <IssuerId>CPTY_C</IssuerId>
      <CreditCurveId>CPTY_C</CreditCurveId>
      <SecurityId>SECURITY_1</SecurityId>
      <ReferenceCurveId>EUR-EURIBOR-6M</ReferenceCurveId>
      <SettlementDays>2</SettlementDays>
      <Calendar>TARGET</Calendar>
      <IssueDate>2025-02-03</IssueDate>
      <LegData>
        <LegType>Floating</LegType>
        <Payer>false</Payer>
        <Currency>EUR</Currency>
        <Notionals>
          <Notional>10000000.000000</Notional>
        </Notionals>
        <DayCounter>ACT/ACT</DayCounter>
        <PaymentConvention>F</PaymentConvention>
        <FloatingLegData>
          <Spreads>
            <Spread>0.01</Spread>
            <!-- 100bps -->
          </Spreads>
          <Index>EUR-EURIBOR-6M</Index>
          <IsInArrears>false</IsInArrears>
          <FixingDays>2</FixingDays>
        </FloatingLegData>
        <ScheduleData>
          <Rules>
            <StartDate>2025-02-03</StartDate>
            <EndDate>2035-02-03</EndDate>
            <Tenor>6M</Tenor>
            <Calendar>TARGET</Calendar>
            <Convention>F</Convention>
            <TermConvention>F</TermConvention>
            <Rule>Forward</Rule>
            <EndOfMonth/>
            <FirstDate/>
            <LastDate/>
          </Rules>
        </ScheduleData>
      </LegData>
    </BondData>
  </Trade>
  <Trade id="FwdBond_Floating">
    <TradeType>ForwardBond</TradeType>
    <Envelope>
      <CounterParty>CPTY_C</CounterParty>
      <NettingSetId/>
      <AdditionalFields/>
    </Envelope>
    <ForwardBondData>
      <BondData>
        <IssuerId>CPTY_C</IssuerId>
        <CreditCurveId>CPTY_C</CreditCurveId>
        <SecurityId>SECURITY_1</SecurityId>
        <ReferenceCurveId>EUR-EURIBOR-6M</ReferenceCurveId>
        <IncomeCurveId>EUR-EURIBOR-6M</IncomeCurveId>
        <SettlementDays>2</SettlementDays>
        <Calendar>TARGET</Calendar>
        <IssueDate>2025-02-01</IssueDate>
        <LegData>
          <LegType>Floating</LegType>
          <Payer>false</Payer>
          <Currency>EUR</Currency>
          <Notionals>
            <Notional>10000000.000000</Notional>
          </Notionals>
          <DayCounter>ACT/ACT</DayCounter>
          <PaymentConvention>F</PaymentConvention>
          <FloatingLegData>
            <Spreads>
              <Spread>0.01</Spread>
              <!-- 100bps -->
            </Spreads>
            <Index>USD-LIBOR-6M</Index>
            <IsInArrears>false</IsInArrears>
            <FixingDays>2</FixingDays>
          </FloatingLegData>
          <ScheduleData>
            <Rules>
              <StartDate>2025-02-03</StartDate>
              <EndDate>2035-02-03</EndDate>
              <Tenor>6M</Tenor>
              <Calendar>TARGET</Calendar>
              <Convention>F</Convention>
              <TermConvention>F</TermConvention>
              <Rule>Forward</Rule>
              <EndOfMonth/>
              <FirstDate/>
              <LastDate/>
            </Rules>
          </ScheduleData>
        </LegData>
      </BondData>
      <SettlementData>
        <ForwardMaturityDate>20160909</ForwardMaturityDate>
        <Amount>0000000.00</Amount>
        <SettlementDirty>true</SettlementDirty>
      </SettlementData>
      <PremiumData>
        <Amount>0.0</Amount>
        <Date>20160722</Date>
      </PremiumData>
      <LongInForward>true</LongInForward>
    </ForwardBondData>
  </Trade>
  <Trade id="Bond_Fixed_Then_Floating">
    <TradeType>Bond</TradeType>
    <Envelope>
      <CounterParty>CPTY_C</CounterParty>
      <NettingSetId/>
      <AdditionalFields/>
    </Envelope>
    <BondData>
      <IssuerId>CPTY_C</IssuerId>
      <CreditCurveId>CPTY_C</CreditCurveId>
      <SecurityId>SECURITY_1</SecurityId>
      <ReferenceCurveId>EUR-EURIBOR-6M</ReferenceCurveId>
      <SettlementDays>2</SettlementDays>
      <Calendar>TARGET</Calendar>
      <IssueDate>2025-02-03</IssueDate>
      <LegData>
        <LegType>Fixed</LegType>
        <Payer>false</Payer>
        <Currency>EUR</Currency>
        <Notionals>
          <Notional>10000000.000000</Notional>
        </Notionals>
        <DayCounter>ACT/ACT</DayCounter>
        <PaymentConvention>F</PaymentConvention>
        <FixedLegData>
          <Rates>
            <Rate>0.05</Rate>
          </Rates>
        </FixedLegData>
        <ScheduleData>
          <Rules>
            <StartDate>2025-02-03</StartDate>
            <EndDate>2035-02-03</EndDate>
            <Tenor>1Y</Tenor>
            <Calendar>TARGET</Calendar>
            <Convention>F</Convention>
            <TermConvention>F</TermConvention>
            <Rule>Forward</Rule>
            <EndOfMonth/>
            <FirstDate/>
            <LastDate/>
          </Rules>
        </ScheduleData>
      </LegData>
      <LegData>
        <LegType>Floating</LegType>
        <Payer>false</Payer>
        <Currency>EUR</Currency>
        <Notionals>
          <Notional>10000000.000000</Notional>
        </Notionals>
        <DayCounter>ACT/ACT</DayCounter>
        <PaymentConvention>F</PaymentConvention>
        <FloatingLegData>
          <Spreads>
            <Spread>0.01</Spread>
            <!-- 100bps -->
          </Spreads>
          <Index>EUR-EURIBOR-6M</Index>
          <IsInArrears>false</IsInArrears>
          <FixingDays>2</FixingDays>
        </FloatingLegData>
        <ScheduleData>
          <Rules>
            <StartDate>2035-02-03</StartDate>
            <EndDate>2040-02-03</EndDate>
            <Tenor>6M</Tenor>
            <Calendar>TARGET</Calendar>
            <Convention>F</Convention>
            <TermConvention>F</TermConvention>
            <Rule>Forward</Rule>
            <EndOfMonth/>
            <FirstDate/>
            <LastDate/>
          </Rules>
        </ScheduleData>
      </LegData>
    </BondData>
  </Trade>
  <Trade id="FwdBond_Fixed_Then_Floating">
    <TradeType>ForwardBond</TradeType>
    <Envelope>
      <CounterParty>CPTY_C</CounterParty>
      <NettingSetId/>
      <AdditionalFields/>
    </Envelope>
    <ForwardBondData>
      <BondData>
        <IssuerId>CPTY_C</IssuerId>
        <CreditCurveId>CPTY_C</CreditCurveId>
        <SecurityId>SECURITY_1</SecurityId>
        <ReferenceCurveId>EUR-EURIBOR-6M</ReferenceCurveId>
        <IncomeCurveId>EUR-EURIBOR-6M</IncomeCurveId>
        <SettlementDays>2</SettlementDays>
        <Calendar>TARGET</Calendar>
        <IssueDate>2025-02-01</IssueDate>
        <LegData>
          <LegType>Fixed</LegType>
          <Payer>false</Payer>
          <Currency>EUR</Currency>
          <Notionals>
            <Notional>10000000.000000</Notional>
          </Notionals>
          <DayCounter>ACT/ACT</DayCounter>
          <PaymentConvention>F</PaymentConvention>
          <FixedLegData>
            <Rates>
              <Rate>0.05</Rate>
            </Rates>
          </FixedLegData>
          <ScheduleData>
            <Rules>
              <StartDate>2025-02-03</StartDate>
              <EndDate>2035-02-03</EndDate>
              <Tenor>1Y</Tenor>
              <Calendar>TARGET</Calendar>
              <Convention>F</Convention>
              <TermConvention>F</TermConvention>
              <Rule>Forward</Rule>
              <EndOfMonth/>
              <FirstDate/>
              <LastDate/>
            </Rules>
          </ScheduleData>
        </LegData>
        <LegData>
          <LegType>Floating</LegType>
          <Payer>false</Payer>
          <Currency>EUR</Currency>
          <Notionals>
            <Notional>10000000.000000</Notional>
          </Notionals>
          <DayCounter>ACT/ACT</DayCounter>
          <PaymentConvention>F</PaymentConvention>
          <FloatingLegData>
            <Spreads>
              <Spread>0.01</Spread>
              <!-- 100bps -->
            </Spreads>
            <Index>USD-LIBOR-6M</Index>
            <IsInArrears>false</IsInArrears>
            <FixingDays>2</FixingDays>
          </FloatingLegData>
          <ScheduleData>
            <Rules>
              <StartDate>2035-02-03</StartDate>
              <EndDate>2040-02-03</EndDate>
              <Tenor>6M</Tenor>
              <Calendar>TARGET</Calendar>
              <Convention>F</Convention>
              <TermConvention>F</TermConvention>
              <Rule>Forward</Rule>
              <EndOfMonth/>
              <FirstDate/>
              <LastDate/>
            </Rules>
          </ScheduleData>
        </LegData>
      </BondData>
      <SettlementData>
        <ForwardMaturityDate>20160808</ForwardMaturityDate>
        <Amount>10000000.00</Amount>
        <SettlementDirty>true</SettlementDirty>
      </SettlementData>
      <PremiumData>
        <Amount>0.0</Amount>
        <Date>20160720</Date>
      </PremiumData>
      <LongInForward>true</LongInForward>
    </ForwardBondData>
  </Trade>
  <Trade id="Bond_Amortizing_FixedAmount">
    <TradeType>Bond</TradeType>
    <Envelope>
      <CounterParty>CPTY_C</CounterParty>
      <NettingSetId/>
      <AdditionalFields/>
    </Envelope>
    <BondData>
      <IssuerId>CPTY_C</IssuerId>
      <CreditCurveId>CPTY_C</CreditCurveId>
      <SecurityId>SECURITY_1</SecurityId>
      <ReferenceCurveId>EUR-EURIBOR-6M</ReferenceCurveId>
      <SettlementDays>2</SettlementDays>
      <Calendar>TARGET</Calendar>
      <IssueDate>2025-02-03</IssueDate>
      <LegData>
        <LegType>Fixed</LegType>
        <Payer>false</Payer>
        <Currency>EUR</Currency>
        <Notionals>
          <Notional>10000000.000000</Notional>
        </Notionals>
        <Amortizations>
          <AmortizationData>
            <Type>FixedAmount</Type>
            <Value>1000000</Value>
            <StartDate>20170203</StartDate>
            <Frequency>1Y</Frequency>
            <Underflow>false</Underflow>
          </AmortizationData>
        </Amortizations>
        <DayCounter>ACT/ACT</DayCounter>
        <PaymentConvention>F</PaymentConvention>
        <FixedLegData>
          <Rates>
            <Rate>0.05</Rate>
          </Rates>
        </FixedLegData>
        <ScheduleData>
          <Rules>
            <StartDate>2025-02-03</StartDate>
            <EndDate>2035-02-03</EndDate>
            <Tenor>1Y</Tenor>
            <Calendar>TARGET</Calendar>
            <Convention>F</Convention>
            <TermConvention>F</TermConvention>
            <Rule>Forward</Rule>
            <EndOfMonth/>
            <FirstDate/>
            <LastDate/>
          </Rules>
        </ScheduleData>
      </LegData>
    </BondData>
  </Trade>
  <Trade id="FwdBond_Amortizing_FixedAmount">
    <TradeType>ForwardBond</TradeType>
    <Envelope>
      <CounterParty>CPTY_C</CounterParty>
      <NettingSetId/>
      <AdditionalFields/>
    </Envelope>
    <ForwardBondData>
      <BondData>
        <IssuerId>CPTY_C</IssuerId>
        <CreditCurveId>CPTY_C</CreditCurveId>
        <SecurityId>SECURITY_1</SecurityId>
        <ReferenceCurveId>EUR-EURIBOR-6M</ReferenceCurveId>
        <IncomeCurveId>EUR-EURIBOR-6M</IncomeCurveId>
        <SettlementDays>2</SettlementDays>
        <Calendar>TARGET</Calendar>
        <IssueDate>2025-02-01</IssueDate>
        <LegData>
          <LegType>Fixed</LegType>
          <Payer>false</Payer>
          <Currency>EUR</Currency>
          <Notionals>
            <Notional>10000000.000000</Notional>
          </Notionals>
          <Amortizations>
            <AmortizationData>
              <Type>FixedAmount</Type>
              <Value>1000000</Value>
              <StartDate>2026-02-03</StartDate>
              <Frequency>1Y</Frequency>
              <Underflow>false</Underflow>
            </AmortizationData>
          </Amortizations>
          <DayCounter>ACT/ACT</DayCounter>
          <PaymentConvention>F</PaymentConvention>
          <FixedLegData>
            <Rates>
              <Rate>0.05</Rate>
            </Rates>
          </FixedLegData>
          <ScheduleData>
            <Rules>
              <StartDate>2025-02-03</StartDate>
              <EndDate>2035-02-03</EndDate>
              <Tenor>1Y</Tenor>
              <Calendar>TARGET</Calendar>
              <Convention>F</Convention>
              <TermConvention>F</TermConvention>
              <Rule>Forward</Rule>
              <EndOfMonth/>
              <FirstDate/>
              <LastDate/>
            </Rules>
          </ScheduleData>
        </LegData>
      </BondData>
      <SettlementData>
        <ForwardMaturityDate>20160808</ForwardMaturityDate>
        <Amount>10000000.00</Amount>
        <SettlementDirty>true</SettlementDirty>
      </SettlementData>
      <PremiumData>
        <Amount>0.0</Amount>
        <Date>20160720</Date>
      </PremiumData>
      <LongInForward>true</LongInForward>
    </ForwardBondData>
  </Trade>
  <Trade id="Bond_Amortizing_Percentage_Initial">
    <TradeType>Bond</TradeType>
    <Envelope>
      <CounterParty>CPTY_C</CounterParty>
      <NettingSetId/>
      <AdditionalFields/>
    </Envelope>
    <BondData>
      <IssuerId>CPTY_C</IssuerId>
      <CreditCurveId>CPTY_C</CreditCurveId>
      <SecurityId>SECURITY_1</SecurityId>
      <ReferenceCurveId>EUR-EURIBOR-6M</ReferenceCurveId>
      <SettlementDays>2</SettlementDays>
      <Calendar>TARGET</Calendar>
      <IssueDate>2025-02-03</IssueDate>
      <LegData>
        <LegType>Fixed</LegType>
        <Payer>false</Payer>
        <Currency>EUR</Currency>
        <Notionals>
          <Notional>10000000.000000</Notional>
        </Notionals>
        <Amortizations>
          <AmortizationData>
            <Type>RelativeToInitialNotional</Type>
            <Value>0.05</Value>
            <StartDate>2026-02-03</StartDate>
            <Frequency>1Y</Frequency>
            <Underflow>false</Underflow>
          </AmortizationData>
        </Amortizations>
        <DayCounter>ACT/ACT</DayCounter>
        <PaymentConvention>F</PaymentConvention>
        <FixedLegData>
          <Rates>
            <Rate>0.05</Rate>
          </Rates>
        </FixedLegData>
        <ScheduleData>
          <Rules>
            <StartDate>2025-02-03</StartDate>
            <EndDate>2035-02-03</EndDate>
            <Tenor>1Y</Tenor>
            <Calendar>TARGET</Calendar>
            <Convention>F</Convention>
            <TermConvention>F</TermConvention>
            <Rule>Forward</Rule>
            <EndOfMonth/>
            <FirstDate/>
            <LastDate/>
          </Rules>
        </ScheduleData>
      </LegData>
    </BondData>
  </Trade>
  <Trade id="FwdBond_Amortizing_Percentage_Initial">
    <TradeType>ForwardBond</TradeType>
    <Envelope>
      <CounterParty>CPTY_C</CounterParty>
      <NettingSetId/>
      <AdditionalFields/>
    </Envelope>
    <ForwardBondData>
      <BondData>
        <IssuerId>CPTY_C</IssuerId>
        <CreditCurveId>CPTY_C</CreditCurveId>
        <SecurityId>SECURITY_1</SecurityId>
        <ReferenceCurveId>EUR-EURIBOR-6M</ReferenceCurveId>
        <IncomeCurveId>EUR-EURIBOR-6M</IncomeCurveId>
        <SettlementDays>2</SettlementDays>
        <Calendar>TARGET</Calendar>
        <IssueDate>2025-02-01</IssueDate>
        <LegData>
          <LegType>Fixed</LegType>
          <Payer>false</Payer>
          <Currency>EUR</Currency>
          <Notionals>
            <Notional>10000000.000000</Notional>
          </Notionals>
          <Amortizations>
            <AmortizationData>
              <Type>RelativeToInitialNotional</Type>
              <Value>0.05</Value>
              <StartDate>2026-02-03</StartDate>
              <Frequency>1Y</Frequency>
              <Underflow>false</Underflow>
            </AmortizationData>
          </Amortizations>
          <DayCounter>ACT/ACT</DayCounter>
          <PaymentConvention>F</PaymentConvention>
          <FixedLegData>
            <Rates>
              <Rate>0.05</Rate>
            </Rates>
          </FixedLegData>
          <ScheduleData>
            <Rules>
              <StartDate>2025-02-03</StartDate>
              <EndDate>2035-02-03</EndDate>
              <Tenor>1Y</Tenor>
              <Calendar>TARGET</Calendar>
              <Convention>F</Convention>
              <TermConvention>F</TermConvention>
              <Rule>Forward</Rule>
              <EndOfMonth/>
              <FirstDate/>
              <LastDate/>
            </Rules>
          </ScheduleData>
        </LegData>
      </BondData>
      <SettlementData>
        <ForwardMaturityDate>20160808</ForwardMaturityDate>
        <Amount>10000000.00</Amount>
        <SettlementDirty>true</SettlementDirty>
      </SettlementData>
      <LongInForward>true</LongInForward>
    </ForwardBondData>
  </Trade>
  <Trade id="Bond_Amortizing_Percentage_Previous">
    <TradeType>Bond</TradeType>
    <Envelope>
      <CounterParty>CPTY_C</CounterParty>
      <NettingSetId/>
      <AdditionalFields/>
    </Envelope>
    <BondData>
      <IssuerId>CPTY_C</IssuerId>
      <CreditCurveId>CPTY_C</CreditCurveId>
      <SecurityId>SECURITY_1</SecurityId>
      <ReferenceCurveId>EUR-EURIBOR-6M</ReferenceCurveId>
      <SettlementDays>2</SettlementDays>
      <Calendar>TARGET</Calendar>
      <IssueDate>2025-02-03</IssueDate>
      <LegData>
        <LegType>Fixed</LegType>
        <Payer>false</Payer>
        <Currency>EUR</Currency>
        <Notionals>
          <Notional>10000000.000000</Notional>
        </Notionals>
        <Amortizations>
          <AmortizationData>
            <Type>RelativeToPreviousNotional</Type>
            <Value>0.05</Value>
            <StartDate>2026-02-03</StartDate>
            <Frequency>1Y</Frequency>
            <Underflow>false</Underflow>
          </AmortizationData>
        </Amortizations>
        <DayCounter>ACT/ACT</DayCounter>
        <PaymentConvention>F</PaymentConvention>
        <FixedLegData>
          <Rates>
            <Rate>0.05</Rate>
          </Rates>
        </FixedLegData>
        <ScheduleData>
          <Rules>
            <StartDate>2025-02-03</StartDate>
            <EndDate>2035-02-03</EndDate>
            <Tenor>1Y</Tenor>
            <Calendar>TARGET</Calendar>
            <Convention>F</Convention>
            <TermConvention>F</TermConvention>
            <Rule>Forward</Rule>
            <EndOfMonth/>
            <FirstDate/>
            <LastDate/>
          </Rules>
        </ScheduleData>
      </LegData>
    </BondData>
  </Trade>
  <Trade id="FwdBond_Amortizing_Percentage_Previous">
    <TradeType>ForwardBond</TradeType>
    <Envelope>
      <CounterParty>CPTY_C</CounterParty>
      <NettingSetId/>
      <AdditionalFields/>
    </Envelope>
    <ForwardBondData>
      <BondData>
        <IssuerId>CPTY_C</IssuerId>
        <CreditCurveId>CPTY_C</CreditCurveId>
        <SecurityId>SECURITY_1</SecurityId>
        <ReferenceCurveId>EUR-EURIBOR-6M</ReferenceCurveId>
        <IncomeCurveId>EUR-EURIBOR-6M</IncomeCurveId>
        <SettlementDays>2</SettlementDays>
        <Calendar>TARGET</Calendar>
        <IssueDate>2025-02-01</IssueDate>
        <LegData>
          <LegType>Fixed</LegType>
          <Payer>false</Payer>
          <Currency>EUR</Currency>
          <Notionals>
            <Notional>10000000.000000</Notional>
          </Notionals>
          <Amortizations>
            <AmortizationData>
              <Type>RelativeToPreviousNotional</Type>
              <Value>0.05</Value>
              <StartDate>2026-02-03</StartDate>
              <Frequency>1Y</Frequency>
              <Underflow>false</Underflow>
            </AmortizationData>
          </Amortizations>
          <DayCounter>ACT/ACT</DayCounter>
          <PaymentConvention>F</PaymentConvention>
          <FixedLegData>
            <Rates>
              <Rate>0.05</Rate>
            </Rates>
          </FixedLegData>
          <ScheduleData>
            <Rules>
              <StartDate>2025-02-03</StartDate>
              <EndDate>2035-02-03</EndDate>
              <Tenor>1Y</Tenor>
              <Calendar>TARGET</Calendar>
              <Convention>F</Convention>
              <TermConvention>F</TermConvention>
              <Rule>Forward</Rule>
              <EndOfMonth/>
              <FirstDate/>
              <LastDate/>
            </Rules>
          </ScheduleData>
        </LegData>
      </BondData>
      <SettlementData>
        <ForwardMaturityDate>20160808</ForwardMaturityDate>
        <Amount>10000000.00</Amount>
        <SettlementDirty>true</SettlementDirty>
      </SettlementData>
      <LongInForward>true</LongInForward>
    </ForwardBondData>
  </Trade>
  <Trade id="Bond_Amortizing_Fixed_Annuity">
    <TradeType>Bond</TradeType>
    <Envelope>
      <CounterParty>CPTY_C</CounterParty>
      <NettingSetId/>
      <AdditionalFields/>
    </Envelope>
    <BondData>
      <IssuerId>CPTY_C</IssuerId>
      <CreditCurveId>CPTY_C</CreditCurveId>
      <SecurityId>SECURITY_1</SecurityId>
      <ReferenceCurveId>EUR-EURIBOR-6M</ReferenceCurveId>
      <SettlementDays>2</SettlementDays>
      <Calendar>TARGET</Calendar>
      <IssueDate>2025-02-03</IssueDate>
      <LegData>
        <LegType>Fixed</LegType>
        <Payer>false</Payer>
        <Currency>EUR</Currency>
        <Notionals>
          <Notional>10000000.000000</Notional>
        </Notionals>
        <Amortizations>
          <AmortizationData>
            <Type>Annuity</Type>
            <Value>1000000</Value>
            <StartDate>2026-02-03</StartDate>
            <Underflow>false</Underflow>
          </AmortizationData>
        </Amortizations>
        <DayCounter>ACT/ACT</DayCounter>
        <PaymentConvention>F</PaymentConvention>
        <FixedLegData>
          <Rates>
            <Rate>0.05</Rate>
          </Rates>
        </FixedLegData>
        <ScheduleData>
          <Rules>
            <StartDate>2025-02-03</StartDate>
            <EndDate>2035-02-03</EndDate>
            <Tenor>1Y</Tenor>
            <Calendar>TARGET</Calendar>
            <Convention>F</Convention>
            <TermConvention>F</TermConvention>
            <Rule>Forward</Rule>
            <EndOfMonth/>
            <FirstDate/>
            <LastDate/>
          </Rules>
        </ScheduleData>
      </LegData>
    </BondData>
  </Trade>
  <Trade id="FwdBond_Amortizing_Fixed_Annuity">
    <TradeType>ForwardBond</TradeType>
    <Envelope>
      <CounterParty>CPTY_C</CounterParty>
      <NettingSetId/>
      <AdditionalFields/>
    </Envelope>
    <ForwardBondData>
      <BondData>
        <IssuerId>CPTY_C</IssuerId>
        <CreditCurveId>CPTY_C</CreditCurveId>
        <SecurityId>SECURITY_1</SecurityId>
        <ReferenceCurveId>EUR-EURIBOR-6M</ReferenceCurveId>
        <IncomeCurveId>EUR-EURIBOR-6M</IncomeCurveId>
        <SettlementDays>2</SettlementDays>
        <Calendar>TARGET</Calendar>
        <IssueDate>2025-02-01</IssueDate>
        <LegData>
          <LegType>Fixed</LegType>
          <Payer>false</Payer>
          <Currency>EUR</Currency>
          <Notionals>
            <Notional>10000000.000000</Notional>
          </Notionals>
          <Amortizations>
            <AmortizationData>
              <Type>Annuity</Type>
              <Value>1000000</Value>
              <StartDate>2026-02-03</StartDate>
              <Underflow>false</Underflow>
            </AmortizationData>
          </Amortizations>
          <DayCounter>ACT/ACT</DayCounter>
          <PaymentConvention>F</PaymentConvention>
          <FixedLegData>
            <Rates>
              <Rate>0.05</Rate>
            </Rates>
          </FixedLegData>
          <ScheduleData>
            <Rules>
              <StartDate>2025-02-03</StartDate>
              <EndDate>2035-02-03</EndDate>
              <Tenor>1Y</Tenor>
              <Calendar>TARGET</Calendar>
              <Convention>F</Convention>
              <TermConvention>F</TermConvention>
              <Rule>Forward</Rule>
              <EndOfMonth/>
              <FirstDate/>
              <LastDate/>
            </Rules>
          </ScheduleData>
        </LegData>
      </BondData>
      <SettlementData>
        <ForwardMaturityDate>20160808</ForwardMaturityDate>
        <Amount>10000000.00</Amount>
        <SettlementDirty>true</SettlementDirty>
      </SettlementData>
      <LongInForward>true</LongInForward>
    </ForwardBondData>
  </Trade>
  <Trade id="Bond_Amortizing_Floating_Annuity">
    <TradeType>Bond</TradeType>
    <Envelope>
      <CounterParty>CPTY_C</CounterParty>
      <NettingSetId/>
      <AdditionalFields/>
    </Envelope>
    <BondData>
      <IssuerId>CPTY_C</IssuerId>
      <CreditCurveId>CPTY_C</CreditCurveId>
      <SecurityId>SECURITY_1</SecurityId>
      <ReferenceCurveId>EUR-EURIBOR-6M</ReferenceCurveId>
      <SettlementDays>2</SettlementDays>
      <Calendar>TARGET</Calendar>
      <IssueDate>2025-02-03</IssueDate>
      <LegData>
        <LegType>Floating</LegType>
        <Payer>false</Payer>
        <Currency>EUR</Currency>
        <Notionals>
          <Notional>10000000.000000</Notional>
        </Notionals>
        <Amortizations>
          <AmortizationData>
            <Type>Annuity</Type>
            <Value>1000000</Value>
            <StartDate>2026-02-03</StartDate>
            <Underflow>false</Underflow>
          </AmortizationData>
        </Amortizations>
        <DayCounter>ACT/ACT</DayCounter>
        <PaymentConvention>F</PaymentConvention>
        <FloatingLegData>
          <Spreads>
            <Spread>0.01</Spread>
            <!-- 100bps -->
          </Spreads>
          <Index>EUR-EURIBOR-6M</Index>
          <IsInArrears>false</IsInArrears>
          <FixingDays>2</FixingDays>
        </FloatingLegData>
        <ScheduleData>
          <Rules>
            <StartDate>2025-02-03</StartDate>
            <EndDate>2035-02-03</EndDate>
            <Tenor>6M</Tenor>
            <Calendar>TARGET</Calendar>
            <Convention>F</Convention>
            <TermConvention>F</TermConvention>
            <Rule>Forward</Rule>
            <EndOfMonth/>
            <FirstDate/>
            <LastDate/>
          </Rules>
        </ScheduleData>
      </LegData>
    </BondData>
  </Trade>
  <Trade id="FwdBond_Amortizing_Floating_Annuity">
    <TradeType>ForwardBond</TradeType>
    <Envelope>
      <CounterParty>CPTY_C</CounterParty>
      <NettingSetId/>
      <AdditionalFields/>
    </Envelope>
    <ForwardBondData>
      <BondData>
        <IssuerId>CPTY_C</IssuerId>
        <CreditCurveId>CPTY_C</CreditCurveId>
        <SecurityId>SECURITY_1</SecurityId>
        <ReferenceCurveId>EUR-EURIBOR-6M</ReferenceCurveId>
        <IncomeCurveId>EUR-EURIBOR-6M</IncomeCurveId>
        <SettlementDays>2</SettlementDays>
        <Calendar>TARGET</Calendar>
        <IssueDate>2025-02-01</IssueDate>
        <LegData>
          <LegType>Floating</LegType>
          <Payer>false</Payer>
          <Currency>EUR</Currency>
          <Notionals>
            <Notional>10000000.000000</Notional>
          </Notionals>
          <Amortizations>
            <AmortizationData>
              <Type>Annuity</Type>
              <Value>1000000</Value>
              <StartDate>2026-02-03</StartDate>
              <Underflow>false</Underflow>
            </AmortizationData>
          </Amortizations>
          <DayCounter>ACT/ACT</DayCounter>
          <PaymentConvention>F</PaymentConvention>
          <FloatingLegData>
            <Spreads>
              <Spread>0.01</Spread>
              <!-- 100bps -->
            </Spreads>
            <Index>USD-LIBOR-6M</Index>
            <IsInArrears>false</IsInArrears>
            <FixingDays>2</FixingDays>
          </FloatingLegData>
          <ScheduleData>
            <Rules>
              <StartDate>2025-02-03</StartDate>
              <EndDate>2035-02-03</EndDate>
              <Tenor>6M</Tenor>
              <Calendar>TARGET</Calendar>
              <Convention>F</Convention>
              <TermConvention>F</TermConvention>
              <Rule>Forward</Rule>
              <EndOfMonth/>
              <FirstDate/>
              <LastDate/>
            </Rules>
          </ScheduleData>
        </LegData>
      </BondData>
      <SettlementData>
        <ForwardMaturityDate>20160808</ForwardMaturityDate>
        <Amount>10000000.00</Amount>
        <SettlementDirty>true</SettlementDirty>
      </SettlementData>
      <LongInForward>true</LongInForward>
    </ForwardBondData>
  </Trade>
  <Trade id="Bond_Amortizing_FixedAmount_PercentagePrevious">
    <TradeType>Bond</TradeType>
    <Envelope>
      <CounterParty>CPTY_C</CounterParty>
      <NettingSetId/>
      <AdditionalFields/>
    </Envelope>
    <BondData>
      <IssuerId>CPTY_C</IssuerId>
      <CreditCurveId>CPTY_C</CreditCurveId>
      <SecurityId>SECURITY_1</SecurityId>
      <ReferenceCurveId>EUR-EURIBOR-6M</ReferenceCurveId>
      <SettlementDays>2</SettlementDays>
      <Calendar>TARGET</Calendar>
      <IssueDate>2025-02-03</IssueDate>
      <LegData>
        <LegType>Fixed</LegType>
        <Payer>false</Payer>
        <Currency>EUR</Currency>
        <Notionals>
          <Notional>10000000.000000</Notional>
        </Notionals>
        <Amortizations>
          <AmortizationData>
            <Type>FixedAmount</Type>
            <Value>1000000</Value>
            <StartDate>2026-02-03</StartDate>
            <Frequency>1Y</Frequency>
            <Underflow>false</Underflow>
          </AmortizationData>
          <AmortizationData>
            <Type>RelativeToPreviousNotional</Type>
            <Value>0.01</Value>
            <StartDate>2035-02-03</StartDate>
            <Frequency>1Y</Frequency>
            <Underflow>false</Underflow>
          </AmortizationData>
        </Amortizations>
        <DayCounter>ACT/ACT</DayCounter>
        <PaymentConvention>F</PaymentConvention>
        <FixedLegData>
          <Rates>
            <Rate>0.05</Rate>
          </Rates>
        </FixedLegData>
        <ScheduleData>
          <Rules>
            <StartDate>2025-02-03</StartDate>
            <EndDate>20260203</EndDate>
            <Tenor>1Y</Tenor>
            <Calendar>TARGET</Calendar>
            <Convention>F</Convention>
            <TermConvention>F</TermConvention>
            <Rule>Forward</Rule>
            <EndOfMonth/>
            <FirstDate/>
            <LastDate/>
          </Rules>
        </ScheduleData>
      </LegData>
    </BondData>
  </Trade>
  <Trade id="FwdBond_Amortizing_FixedAmount_PercentagePrevious">
    <TradeType>ForwardBond</TradeType>
    <Envelope>
      <CounterParty>CPTY_C</CounterParty>
      <NettingSetId/>
      <AdditionalFields/>
    </Envelope>
    <ForwardBondData>
      <BondData>
        <IssuerId>CPTY_C</IssuerId>
        <CreditCurveId>CPTY_C</CreditCurveId>
        <SecurityId>SECURITY_1</SecurityId>
        <ReferenceCurveId>EUR-EURIBOR-6M</ReferenceCurveId>
        <IncomeCurveId>EUR-EURIBOR-6M</IncomeCurveId>
        <SettlementDays>2</SettlementDays>
        <Calendar>TARGET</Calendar>
        <IssueDate>2025-02-01</IssueDate>
        <LegData>
          <LegType>Fixed</LegType>
          <Payer>false</Payer>
          <Currency>EUR</Currency>
          <Notionals>
            <Notional>10000000.000000</Notional>
          </Notionals>
          <Amortizations>
            <AmortizationData>
              <Type>FixedAmount</Type>
              <Value>1000000</Value>
              <StartDate>2026-02-03</StartDate>
              <Frequency>1Y</Frequency>
              <Underflow>false</Underflow>
            </AmortizationData>
            <AmortizationData>
              <Type>RelativeToPreviousNotional</Type>
              <Value>0.01</Value>
              <StartDate>2035-02-03</StartDate>
              <Frequency>1Y</Frequency>
              <Underflow>false</Underflow>
            </AmortizationData>
          </Amortizations>
          <DayCounter>ACT/ACT</DayCounter>
          <PaymentConvention>F</PaymentConvention>
          <FixedLegData>
            <Rates>
              <Rate>0.05</Rate>
            </Rates>
          </FixedLegData>
          <ScheduleData>
            <Rules>
              <StartDate>2025-02-03</StartDate>
              <EndDate>2045-02-03</EndDate>
              <Tenor>1Y</Tenor>
              <Calendar>TARGET</Calendar>
              <Convention>F</Convention>
              <TermConvention>F</TermConvention>
              <Rule>Forward</Rule>
              <EndOfMonth/>
              <FirstDate/>
              <LastDate/>
            </Rules>
          </ScheduleData>
        </LegData>
      </BondData>
      <SettlementData>
        <ForwardMaturityDate>20160808</ForwardMaturityDate>
        <Amount>10000000.00</Amount>
        <SettlementDirty>true</SettlementDirty>
      </SettlementData>
      <LongInForward>true</LongInForward>
    </ForwardBondData>
  </Trade>
  <Trade id="Bond_Fixed_using_BMBond_curve_Pricing">
    <TradeType>Bond</TradeType>
    <Envelope>
      <CounterParty>CPTY_C</CounterParty>
      <NettingSetId/>
      <AdditionalFields/>
    </Envelope>
    <BondData>
      <IssuerId>CPTY_C</IssuerId>
      <SecurityId>SECURITY_1</SecurityId>
      <ReferenceCurveId>BENCHMARK-EUR</ReferenceCurveId>
      <SettlementDays>2</SettlementDays>
      <Calendar>TARGET</Calendar>
      <IssueDate>2025-02-03</IssueDate>
      <LegData>
        <LegType>Fixed</LegType>
        <Payer>false</Payer>
        <Currency>EUR</Currency>
        <Notionals>
          <Notional>10000000.000000</Notional>
        </Notionals>
        <DayCounter>ACT/ACT</DayCounter>
        <PaymentConvention>F</PaymentConvention>
        <FixedLegData>
          <Rates>
            <Rate>0.05</Rate>
          </Rates>
        </FixedLegData>
        <ScheduleData>
          <Rules>
            <StartDate>2025-02-03</StartDate>
            <EndDate>2035-02-03</EndDate>
            <Tenor>1Y</Tenor>
            <Calendar>TARGET</Calendar>
            <Convention>F</Convention>
            <TermConvention>F</TermConvention>
            <Rule>Forward</Rule>
            <EndOfMonth/>
            <FirstDate/>
            <LastDate/>
          </Rules>
        </ScheduleData>
      </LegData>
    </BondData>
  </Trade>
</Portfolio>
