A company issued fixed$-$rate notes in the past and now believes that interest rates will decrease. It decides to take advantage of this possibility by entering into an interest rate swap with a dealer. In this swap, the notional principal is $$375$ million and the company will pay a floating rate $+2\%$ and receive a fixed rate of $10\mathrm{.}5\%.$ The current floating rate is $9\%.$ Calculate the first payment and indicate which party $($the company or the dealer$)$ pays which. Assume that payments will be made on the basis of $120/360$ days.