<?xml version='1.0' encoding='UTF-8'?>
<Portfolio>
    <Trade id="EqSwap">
        <TradeType>EquitySwap</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <party_id>party</party_id>
                <valuation_date>2025-02-10</valuation_date>
            </AdditionalFields>
        </Envelope>
        <EquitySwapData>
            <LegData>
                <Payer>false</Payer>
                <LegType>Floating</LegType>
                <Currency>USD</Currency>
                <PaymentConvention>ModifiedFollowing</PaymentConvention>
                <DayCounter>A360</DayCounter>
                <Notionals>
                    <Notional>2000000</Notional>
                    <Exchanges>
                        <NotionalInitialExchange>false</NotionalInitialExchange>
                        <NotionalFinalExchange>false</NotionalFinalExchange>
                    </Exchanges>
                </Notionals>
                <FloatingLegData>
                    <Index>USD-LIBOR-1M</Index>
                    <Spreads>
                        <Spread>0</Spread>
                    </Spreads>
                    <FixingDays>2</FixingDays>
                    <IsInArrears>false</IsInArrears>
                </FloatingLegData>
                <ScheduleData>
                    <Rules>
                        <StartDate>2025-10-16</StartDate>
                        <EndDate>2025-12-31</EndDate>
                        <Tenor>1M</Tenor>
                        <Calendar>USD,UK</Calendar>
                        <Convention>ModifiedFollowing</Convention>
                        <Rule>Forward</Rule>
                    </Rules>
                </ScheduleData>
            </LegData>
            <LegData>
                <Payer>true</Payer>
                <LegType>Equity</LegType>
                <Currency>USD</Currency>
                <PaymentConvention>ModifiedFollowing</PaymentConvention>
                <DayCounter>A360</DayCounter>
                <EquityLegData>
                    <Quantity>1000</Quantity>
                    <ReturnType>Total</ReturnType>
                    <Underlying>
                        <Type>Equity</Type>
                        <Name>.SPX</Name>
                        <IdentifierType>RIC</IdentifierType>
                    </Underlying>
                    <NotionalReset>true</NotionalReset>
                    <DividendFactor>0.75</DividendFactor>
                </EquityLegData>
                <ScheduleData>
                    <Rules>
                        <StartDate>2025-10-16</StartDate>
                        <EndDate>2025-12-31</EndDate>
                        <Tenor>1M</Tenor>
                        <Calendar>USD</Calendar>
                        <Convention>ModifiedFollowing</Convention>
                        <Rule>Forward</Rule>
                    </Rules>
                </ScheduleData>
            </LegData>
        </EquitySwapData>
    </Trade>
</Portfolio>
