<?xml version="1.0"?>
<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>
