Complex Type: SolvencyIIPortfolioType_V7

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

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

A 1000

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. Code ISO 4217 CNH : 2 Chinese yuan (when traded offshore) - Hong Kong
CNT: Chinese yuan (when traded offshore) -Taiwan
GGP – Guernsey pound - Guernsey
IMP: Isle of Man pound also Manx pound -Isle of Man
JEP: Jersey pound - Jersey
KID: Kiribati dollar -Kiribati
NIS – New Israeli Shekel - Israel
PRB – Transnistrian ruble - Transnistria (The code conflicts with ISO-4217 because PR stands for Puerto Rico. X should have been used for the first letter.)
TVD – Tuvalu dollar- Tuvalu

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 - Date to which data refers ( end of month for example)

A 08, A 08b

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

A10 -Weighted average modified duration of the Marked to Market instruments in portfolio. This datapoint has the same value for all instruments in the portfolio of the funds. Ideally it should be based on expected modified duration for relevant instruments.

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