<?xml version='1.0' encoding='UTF-8'?>
<Portfolio>
    <Trade id="swap_amortising_Notionals2">
        <TradeType>Swap</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <valuation_date>2025-02-10</valuation_date>
                <party_id>party</party_id>
            </AdditionalFields>
        </Envelope>
        <SwapData>
            <LegData>
                <LegType>Fixed</LegType>
                <Payer>false</Payer>
                <Currency>GBP</Currency>
                <Notionals>
                    <Notional>3000000</Notional>
                    <Notional>2800000</Notional>
                    <Notional>2700000</Notional>
                    <Notional>2400000</Notional>
                    <Notional>2250000</Notional>
                    <Notional>2000000</Notional>
                    <Notional>1800000</Notional>
                    <Notional>1700000</Notional>
                    <Notional>1400000</Notional>
                    <Notional>1250000</Notional>
                    <Notional>1000000</Notional>
                    <Notional>800000</Notional>
                    <Notional>700000</Notional>
                    <Notional>400000</Notional>
                    <Notional>250000</Notional>
                </Notionals>
                <DayCounter>ACT/365</DayCounter>
                <PaymentConvention>MF</PaymentConvention>
                <FixedLegData>
                    <Rates>
                        <Rate>0.04</Rate>
                    </Rates>
                </FixedLegData>
                <ScheduleData>
                    <Rules>
                        <StartDate>2023-10-18</StartDate>
                        <EndDate>2038-10-17</EndDate>
                        <Tenor>1Y</Tenor>
                        <Calendar>UK</Calendar>
                        <Convention>MF</Convention>
                        <Rule>Forward</Rule>
                    </Rules>
                </ScheduleData>
            </LegData>
            <LegData>
                <LegType>Floating</LegType>
                <Payer>true</Payer>
                <Currency>GBP</Currency>
                <Notionals>
                    <Notional>3000000</Notional>
                    <Notional>2800000</Notional>
                    <Notional>2700000</Notional>
                    <Notional>2400000</Notional>
                    <Notional>2250000</Notional>
                    <Notional>2000000</Notional>
                    <Notional>1800000</Notional>
                    <Notional>1700000</Notional>
                    <Notional>1400000</Notional>
                    <Notional>1250000</Notional>
                    <Notional>1000000</Notional>
                    <Notional>800000</Notional>
                    <Notional>700000</Notional>
                    <Notional>400000</Notional>
                    <Notional>250000</Notional>
                </Notionals>
                <DayCounter>ACT/365</DayCounter>
                <PaymentConvention>MF</PaymentConvention>
                <ScheduleData>
                    <Rules>
                        <StartDate>2023-10-18</StartDate>
                        <EndDate>2038-10-17</EndDate>
                        <Tenor>1Y</Tenor>
                        <Calendar>UK</Calendar>
                        <Convention>MF</Convention>
                        <Rule>Forward</Rule>
                    </Rules>
                </ScheduleData>
                <FloatingLegData>
                    <Index>GBP-LIBOR-6M</Index>
                    <Spreads>
                        <Spread>0.005</Spread>
                        <Spread>0.005</Spread>
                        <Spread>0.005</Spread>
                        <Spread>0.005</Spread>
                        <Spread>0.005</Spread>
                        <Spread>0.005</Spread>
                        <Spread>0.005</Spread>
                        <Spread>0.005</Spread>
                        <Spread>0.006</Spread>
                        <Spread>0.006</Spread>
                        <Spread>0.006</Spread>
                        <Spread>0.006</Spread>
                        <Spread>0.006</Spread>
                        <Spread>0.006</Spread>
                        <Spread>0.006</Spread>
                    </Spreads>
                    <IsInArrears>false</IsInArrears>
                    <FixingDays>0</FixingDays>
                </FloatingLegData>
            </LegData>
        </SwapData>
    </Trade>
    <Trade id="swap_amortising_Amort2">
        <TradeType>Swap</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <valuation_date>2025-02-10</valuation_date>
                <party_id>party</party_id>
            </AdditionalFields>
        </Envelope>
        <SwapData>
            <LegData>
                <LegType>Fixed</LegType>
                <Payer>false</Payer>
                <Currency>GBP</Currency>
                <Notionals>
                    <Notional>3000000</Notional>
                </Notionals>
                <Amortizations>
                    <AmortizationData>
                        <Type>RelativeToPreviousNotional</Type>
                        <StartDate>2024-10-17</StartDate>
                        <EndDate>2025-10-17</EndDate>
                        <Value>0.0666666666666667</Value>
                    </AmortizationData>
                    <AmortizationData>
                        <Type>RelativeToPreviousNotional</Type>
                        <StartDate>2025-10-17</StartDate>
                        <EndDate>2026-10-17</EndDate>
                        <Value>0.0357142857142857</Value>
                    </AmortizationData>
                    <AmortizationData>
                        <Type>RelativeToPreviousNotional</Type>
                        <StartDate>2026-10-17</StartDate>
                        <EndDate>2027-10-18</EndDate>
                        <Value>0.111111111111111</Value>
                    </AmortizationData>
                    <AmortizationData>
                        <Type>RelativeToPreviousNotional</Type>
                        <StartDate>2027-10-18</StartDate>
                        <EndDate>2028-10-17</EndDate>
                        <Value>0.0625</Value>
                    </AmortizationData>
                    <AmortizationData>
                        <Type>RelativeToPreviousNotional</Type>
                        <StartDate>2028-10-17</StartDate>
                        <EndDate>2029-10-17</EndDate>
                        <Value>0.111111111111111</Value>
                    </AmortizationData>
                    <AmortizationData>
                        <Type>RelativeToPreviousNotional</Type>
                        <StartDate>2029-10-17</StartDate>
                        <EndDate>2030-10-17</EndDate>
                        <Value>0.1</Value>
                    </AmortizationData>
                    <AmortizationData>
                        <Type>RelativeToPreviousNotional</Type>
                        <StartDate>2030-10-17</StartDate>
                        <EndDate>2031-10-20</EndDate>
                        <Value>0.0555555555555556</Value>
                    </AmortizationData>
                    <AmortizationData>
                        <Type>RelativeToPreviousNotional</Type>
                        <StartDate>2031-10-20</StartDate>
                        <EndDate>2032-10-18</EndDate>
                        <Value>0.176470588235294</Value>
                    </AmortizationData>
                    <AmortizationData>
                        <Type>RelativeToPreviousNotional</Type>
                        <StartDate>2032-10-18</StartDate>
                        <EndDate>2033-10-17</EndDate>
                        <Value>0.107142857142857</Value>
                    </AmortizationData>
                    <AmortizationData>
                        <Type>RelativeToPreviousNotional</Type>
                        <StartDate>2033-10-17</StartDate>
                        <EndDate>2034-10-17</EndDate>
                        <Value>0.2</Value>
                    </AmortizationData>
                    <AmortizationData>
                        <Type>RelativeToPreviousNotional</Type>
                        <StartDate>2034-10-17</StartDate>
                        <EndDate>2035-10-18</EndDate>
                        <Value>0.2</Value>
                    </AmortizationData>
                    <AmortizationData>
                        <Type>RelativeToPreviousNotional</Type>
                        <StartDate>2035-10-18</StartDate>
                        <EndDate>2036-10-17</EndDate>
                        <Value>0.125</Value>
                    </AmortizationData>
                    <AmortizationData>
                        <Type>RelativeToPreviousNotional</Type>
                        <StartDate>2036-10-17</StartDate>
                        <EndDate>2037-10-17</EndDate>
                        <Value>0.428571428571429</Value>
                    </AmortizationData>
                    <AmortizationData>
                        <Type>RelativeToPreviousNotional</Type>
                        <StartDate>2037-10-17</StartDate>
                        <EndDate>2038-10-17</EndDate>
                        <Value>0.375</Value>
                    </AmortizationData>
                </Amortizations>
                <DayCounter>ACT/365</DayCounter>
                <PaymentConvention>MF</PaymentConvention>
                <FixedLegData>
                    <Rates>
                        <Rate>0.04</Rate>
                    </Rates>
                </FixedLegData>
                <ScheduleData>
                    <Rules>
                        <StartDate>2023-10-18</StartDate>
                        <EndDate>2038-10-17</EndDate>
                        <Tenor>1Y</Tenor>
                        <Calendar>UK</Calendar>
                        <Convention>MF</Convention>
                        <Rule>Forward</Rule>
                    </Rules>
                </ScheduleData>
            </LegData>
            <LegData>
                <LegType>Floating</LegType>
                <Payer>true</Payer>
                <Currency>GBP</Currency>
                <Notionals>
                    <Notional>3000000</Notional>
                </Notionals>
                <Amortizations>
                    <AmortizationData>
                        <Type>RelativeToPreviousNotional</Type>
                        <StartDate>2024-10-17</StartDate>
                        <EndDate>2025-10-17</EndDate>
                        <Value>0.0666666666666667</Value>
                    </AmortizationData>
                    <AmortizationData>
                        <Type>RelativeToPreviousNotional</Type>
                        <StartDate>2025-10-17</StartDate>
                        <EndDate>2026-10-17</EndDate>
                        <Value>0.0357142857142857</Value>
                    </AmortizationData>
                    <AmortizationData>
                        <Type>RelativeToPreviousNotional</Type>
                        <StartDate>2026-10-17</StartDate>
                        <EndDate>2027-10-18</EndDate>
                        <Value>0.111111111111111</Value>
                    </AmortizationData>
                    <AmortizationData>
                        <Type>RelativeToPreviousNotional</Type>
                        <StartDate>2027-10-18</StartDate>
                        <EndDate>2028-10-17</EndDate>
                        <Value>0.0625</Value>
                    </AmortizationData>
                    <AmortizationData>
                        <Type>RelativeToPreviousNotional</Type>
                        <StartDate>2028-10-17</StartDate>
                        <EndDate>2029-10-17</EndDate>
                        <Value>0.111111111111111</Value>
                    </AmortizationData>
                    <AmortizationData>
                        <Type>RelativeToPreviousNotional</Type>
                        <StartDate>2029-10-17</StartDate>
                        <EndDate>2030-10-17</EndDate>
                        <Value>0.1</Value>
                    </AmortizationData>
                    <AmortizationData>
                        <Type>RelativeToPreviousNotional</Type>
                        <StartDate>2030-10-17</StartDate>
                        <EndDate>2031-10-20</EndDate>
                        <Value>0.0555555555555556</Value>
                    </AmortizationData>
                    <AmortizationData>
                        <Type>RelativeToPreviousNotional</Type>
                        <StartDate>2031-10-20</StartDate>
                        <EndDate>2032-10-18</EndDate>
                        <Value>0.176470588235294</Value>
                    </AmortizationData>
                    <AmortizationData>
                        <Type>RelativeToPreviousNotional</Type>
                        <StartDate>2032-10-18</StartDate>
                        <EndDate>2033-10-17</EndDate>
                        <Value>0.107142857142857</Value>
                    </AmortizationData>
                    <AmortizationData>
                        <Type>RelativeToPreviousNotional</Type>
                        <StartDate>2033-10-17</StartDate>
                        <EndDate>2034-10-17</EndDate>
                        <Value>0.2</Value>
                    </AmortizationData>
                    <AmortizationData>
                        <Type>RelativeToPreviousNotional</Type>
                        <StartDate>2034-10-17</StartDate>
                        <EndDate>2035-10-18</EndDate>
                        <Value>0.2</Value>
                    </AmortizationData>
                    <AmortizationData>
                        <Type>RelativeToPreviousNotional</Type>
                        <StartDate>2035-10-18</StartDate>
                        <EndDate>2036-10-17</EndDate>
                        <Value>0.125</Value>
                    </AmortizationData>
                    <AmortizationData>
                        <Type>RelativeToPreviousNotional</Type>
                        <StartDate>2036-10-17</StartDate>
                        <EndDate>2037-10-17</EndDate>
                        <Value>0.428571428571429</Value>
                    </AmortizationData>
                    <AmortizationData>
                        <Type>RelativeToPreviousNotional</Type>
                        <StartDate>2037-10-17</StartDate>
                        <EndDate>2038-10-17</EndDate>
                        <Value>0.375</Value>
                    </AmortizationData>
                </Amortizations>
                <DayCounter>ACT/365</DayCounter>
                <PaymentConvention>MF</PaymentConvention>
                <ScheduleData>
                    <Rules>
                        <StartDate>2023-10-18</StartDate>
                        <EndDate>2038-10-17</EndDate>
                        <Tenor>1Y</Tenor>
                        <Calendar>UK</Calendar>
                        <Convention>MF</Convention>
                        <Rule>Forward</Rule>
                    </Rules>
                </ScheduleData>
                <FloatingLegData>
                    <Index>GBP-LIBOR-6M</Index>
                    <Spreads>
                        <Spread>0.005</Spread>
                        <Spread>0.005</Spread>
                        <Spread>0.005</Spread>
                        <Spread>0.005</Spread>
                        <Spread>0.005</Spread>
                        <Spread>0.005</Spread>
                        <Spread>0.005</Spread>
                        <Spread>0.005</Spread>
                        <Spread>0.006</Spread>
                        <Spread>0.006</Spread>
                        <Spread>0.006</Spread>
                        <Spread>0.006</Spread>
                        <Spread>0.006</Spread>
                        <Spread>0.006</Spread>
                        <Spread>0.006</Spread>
                    </Spreads>
                    <IsInArrears>false</IsInArrears>
                    <FixingDays>0</FixingDays>
                </FloatingLegData>
            </LegData>
        </SwapData>
    </Trade>
</Portfolio>
