<?xml version='1.0' encoding='UTF-8'?>
<Portfolio>
    <Trade id="CreditLinkedSwap">
        <TradeType>CreditLinkedSwap</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <party_id>party</party_id>
                <valuation_date>2025-02-10</valuation_date>
            </AdditionalFields>
        </Envelope>
        <CreditLinkedSwapData>
            <CreditCurveId>RED:46A844|SNRFOR|USD|XR14</CreditCurveId>
            <SettlesAccrual>false</SettlesAccrual>
            <!-- <FixedRecoveryRate>0.4</FixedRecoveryRate> -->
            <DefaultPaymentTime>atDefault</DefaultPaymentTime>
            <!-- amounts that are paid independent of any credit events -->
            <IndependentPayments>
                <LegData>
                    <LegType>Cashflow</LegType>
                    <Payer>false</Payer>
                    <Currency>USD</Currency>
                    <CashflowData>
                        <Cashflow>
                            <Amount date="2022-06-17">1000.0</Amount>
                        </Cashflow>
                    </CashflowData>
                </LegData>
            </IndependentPayments>
            <!-- amounts that are paid conditional on survival until payment date -->
            <ContingentPayments>
                <LegData>
                    <LegType>Fixed</LegType>
                    <Payer>false</Payer>
                    <Currency>USD</Currency>
                    <Notionals>
                        <Notional>152350000</Notional>
                    </Notionals>
                    <DayCounter>30/360</DayCounter>
                    <PaymentConvention>F</PaymentConvention>
                    <FixedLegData>
                        <Rates>
                            <Rate>0.066</Rate>
                        </Rates>
                    </FixedLegData>
                    <ScheduleData>
                        <Rules>
                            <StartDate>2021-07-17</StartDate>
                            <EndDate>2034-06-17</EndDate>
                            <Tenor>6M</Tenor>
                            <Calendar>US</Calendar>
                            <Convention>F</Convention>
                            <Rule>Forward</Rule>
                        </Rules>
                    </ScheduleData>
                </LegData>
                <LegData>
                    <LegType>Cashflow</LegType>
                    <Payer>false</Payer>
                    <Currency>USD</Currency>
                    <CashflowData>
                        <Cashflow>
                            <Amount date="2034-06-17">14900000</Amount>
                        </Cashflow>
                    </CashflowData>
                </LegData>
            </ContingentPayments>
            <!-- amounts that are paid in case of default, weighted with (1-RR) -->
            <DefaultPayments/>
            <!-- amounts that are paid in case of default, weighted with RR -->
            <RecoveryPayments>
                <LegData>
                    <LegType>Cashflow</LegType>
                    <Payer>true</Payer>
                    <Currency>USD</Currency>
                    <CashflowData>
                        <Cashflow>
                            <Amount date="2022-12-16">0.0</Amount>
                            <Amount date="2023-06-17">502755</Amount>
                            <Amount date="2023-12-16">1005510</Amount>
                            <Amount date="2024-06-16">1508265</Amount>
                            <Amount date="2024-12-15">2011020</Amount>
                            <Amount date="2025-06-16">2513775</Amount>
                            <Amount date="2025-12-16">3016530</Amount>
                            <Amount date="2026-06-17">3519285</Amount>
                            <Amount date="2026-12-16">4022040</Amount>
                            <Amount date="2027-06-17">4524795</Amount>
                            <Amount date="2027-12-16">5027550</Amount>
                            <Amount date="2028-06-16">5530305</Amount>
                            <Amount date="2028-12-15">6033060</Amount>
                            <Amount date="2029-06-16">6535815</Amount>
                            <Amount date="2029-12-16">7038570</Amount>
                            <Amount date="2030-06-17">7541325</Amount>
                            <Amount date="2030-12-16">8044080</Amount>
                            <Amount date="2031-06-17">8546835</Amount>
                            <Amount date="2031-12-16">9049590</Amount>
                            <Amount date="2032-06-16">9552345</Amount>
                            <Amount date="2032-12-15">10055100</Amount>
                            <Amount date="2033-06-16">10557855</Amount>
                            <Amount date="2033-12-16">11060610</Amount>
                            <Amount date="2034-06-17">11563365</Amount>
                        </Cashflow>
                    </CashflowData>
                </LegData>
            </RecoveryPayments>
        </CreditLinkedSwapData>
    </Trade>
</Portfolio>
