<?xml version='1.0' encoding='UTF-8'?>
<Portfolio>
    <Trade id="TRS_Portfolio_deriv">
        <TradeType>TotalReturnSwap</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <valuation_date>2025-02-10</valuation_date>
                <im_model>SIMM</im_model>
                <post_regulations>UK</post_regulations>
                <collect_regulations>UK</collect_regulations>
                <index_decomposition>false</index_decomposition>
                <party_id>party</party_id>
            </AdditionalFields>
        </Envelope>
        <TotalReturnSwapData>
            <UnderlyingData>
                <Derivative>
                    <Id>DERIV:TEST1</Id>
                    <SubTrade>
                        <SubTradeType>EquityPosition</SubTradeType>
                        <EquityPositionData>
                            <Quantity>7006.0</Quantity>
                            <Underlying>
                                <Type>Equity</Type>
                                <Name>CR.N</Name>
                                <IdentifierType>RIC</IdentifierType>
                            </Underlying>
                        </EquityPositionData>
                    </SubTrade>
                </Derivative>
                <Derivative>
                    <Id>DERIV:TEST2</Id>
                    <SubTrade>
                        <SubTradeType>EquityPosition</SubTradeType>
                        <EquityPositionData>
                            <Quantity>25904.0</Quantity>
                            <Underlying>
                                <Type>Equity</Type>
                                <Name>AMZN.O</Name>
                                <IdentifierType>RIC</IdentifierType>
                            </Underlying>
                        </EquityPositionData>
                    </SubTrade>
                </Derivative>
                <Derivative>
                    <Id>DERIV:TEST3</Id>
                    <SubTrade>
                        <SubTradeType>EquityPosition</SubTradeType>
                        <EquityPositionData>
                            <Quantity>-89658.0</Quantity>
                            <Underlying>
                                <Type>Equity</Type>
                                <Name>MSFT.O</Name>
                                <IdentifierType>RIC</IdentifierType>
                            </Underlying>
                        </EquityPositionData>
                    </SubTrade>
                </Derivative>
                <Derivative>
                    <Id>DERIV:TEST4</Id>
                    <SubTrade id="CashSWAP_USD.CASH">
                        <SubTradeType>Swap</SubTradeType>
                        <SwapData>
                            <LegData>
                                <Payer>true</Payer>
                                <LegType>Cashflow</LegType>
                                <Currency>USD</Currency>
                                <CashflowData>
                                    <Cashflow>
                                        <Amount date="2034-11-17">28641475.824680243</Amount>
                                    </Cashflow>
                                </CashflowData>
                            </LegData>
                        </SwapData>
                    </SubTrade>
                </Derivative>
            </UnderlyingData>
            <ReturnData>
                <Payer>false</Payer>
                <Currency>USD</Currency>
                <ScheduleData>
                    <Dates>
                        <Dates>
                            <Date>2025-02-10</Date>
                            <Date>2035-02-12</Date>
                        </Dates>
                    </Dates>
                </ScheduleData>
                <InitialPrice>252388517.3</InitialPrice>
            </ReturnData>
        </TotalReturnSwapData>
    </Trade>
</Portfolio>
