Complex Type: SolvencyIIPortfolioType

Fund or share class identifiers for easy connection to other fund or share class data

Definition of data source (investment company, vendor, ...)

A1000 - Version number of the TPT.
The version corresponding to the current XML schema is "V4.0"

A02 01 - Use ISIN, CUSIP, BLOOMBERG etc. or internal code. See CodificationSystem.
ISIN Preferred when available.

CodificationSystem (restricted list for Securities) and Code expressed in CodificationSystem

A03 - Portfolio or Fund or Share class name

A04 - Portfolio currency used for valuation of assets.
If Portfolio is reported at ShareClass level, PortfolioCurrency is the ShareClass currency.

Three-letter ISO-CurrencyCode (ISO 4217)

Dreistelliger ISO-Waehrungscode (ISO 4217)

A05 - Total net assets of the Portfolio or the Share class in PortfolioCurrency

A06 - Date at which the portfolio inventory is valid.
Used for NAV date.

A07 - Used for month end date.

If Portfolio is a Fund or a Fund Share class

A09 - Liquidities of the Portfolio converted into Portfolio currency.
In percentage of TotalNetAssets.

A10 - Weighted average modified duration of portfolio. Only required for relevant asset types (including derivatives).

A11 - "Y" if all SCR contributions are given for each Portfolio line.
"N" otherwise.

Flag Y or N

Additional Portfolio information for QRTs

Inventory of the Portfolio