Portfolio

<xs:element xmlns:altova="http://www.altova.com/xml-schema-extensions"
            xmlns:ds="http://www.w3.org/2000/09/xmldsig#"
            xmlns:xs="http://www.w3.org/2001/XMLSchema"
            maxOccurs="unbounded"
            name="Portfolio"
            type="SolvencyIIPortfolioType">
   <xs:annotation>
      <xs:documentation>The Portfolio is analysed from investor's point of view. If Portfolio is a Fund with share classes, there is one Portfoliofor each share class. For hedged shares, hedging instruments are included in the prortfolio.
References to Club AMPERE Excel "Template for Solvency 2 reporting": Ann in Annotations refers to row #nn in column A (or "NUM") of he Spreadsheet</xs:documentation>
   </xs:annotation>
</xs:element>

<xs:complexType xmlns:altova="http://www.altova.com/xml-schema-extensions"
                xmlns:ds="http://www.w3.org/2000/09/xmldsig#"
                xmlns:xs="http://www.w3.org/2001/XMLSchema"
                name="SolvencyIIPortfolioType">
   <xs:annotation>
      <xs:documentation>XML adaptation of "Tripartite Template"</xs:documentation>
   </xs:annotation>
   <xs:sequence>
      <xs:element minOccurs="0"
                  name="FundOrShareClassIdentifiers"
                  type="FundOrShareClassIdentifiersType">
         <xs:annotation>
            <xs:documentation>Fund or share class identifiers for easy connection to other fund or share class data</xs:documentation>
         </xs:annotation>
      </xs:element>
      <xs:element minOccurs="0" name="DataSupplier" type="DataSupplierType">
         <xs:annotation>
            <xs:documentation>Definition of data source (investment company, vendor, ...)</xs:documentation>
         </xs:annotation>
      </xs:element>
      <xs:element default="V4.0" name="TPTVersion">
         <xs:annotation>
            <xs:documentation>A1000 - Version number of the TPT.
The version corresponding to the current XML schema is "V4.0"</xs:documentation>
         </xs:annotation>
         <xs:simpleType>
            <xs:restriction base="xs:string">
               <xs:enumeration value="V4.0"/>
            </xs:restriction>
         </xs:simpleType>
      </xs:element>
      <xs:element name="PortfolioID" type="SIISecurityCodificationType">
         <xs:annotation>
            <xs:documentation xml:lang="en">A02 01 - Use ISIN, CUSIP, BLOOMBERG etc.  or internal code. See CodificationSystem.
ISIN Preferred when available.</xs:documentation>
         </xs:annotation>
      </xs:element>
      <xs:element name="PortfolioName" type="xs:string">
         <xs:annotation>
            <xs:documentation xml:lang="en">A03 - Portfolio or Fund or Share class name</xs:documentation>
         </xs:annotation>
      </xs:element>
      <xs:element name="PortfolioCurrency" type="ISOCurrencyCodeType">
         <xs:annotation>
            <xs:documentation xml:lang="en">A04 - Portfolio currency used for valuation of assets.
If Portfolio is reported at ShareClass level, PortfolioCurrency is the ShareClass currency.</xs:documentation>
         </xs:annotation>
      </xs:element>
      <xs:element name="TotalNetAssets" type="xs:decimal">
         <xs:annotation>
            <xs:documentation xml:lang="en">A05 - Total net assets of the Portfolio or the Share class in PortfolioCurrency</xs:documentation>
         </xs:annotation>
      </xs:element>
      <xs:element name="ValuationDate" type="xs:date">
         <xs:annotation>
            <xs:documentation xml:lang="en">A06 - Date at which the portfolio inventory is valid.
Used for NAV date.</xs:documentation>
         </xs:annotation>
      </xs:element>
      <xs:element name="ReportingDate" type="xs:date">
         <xs:annotation>
            <xs:documentation>A07 - Used for month end date.</xs:documentation>
         </xs:annotation>
      </xs:element>
      <xs:element minOccurs="0" name="ShareClass">
         <xs:annotation>
            <xs:documentation>If Portfolio is a Fund or a Fund Share class</xs:documentation>
         </xs:annotation>
         <xs:complexType>
            <xs:sequence>
               <xs:element name="SharePrice" type="xs:decimal">
                  <xs:annotation>
                     <xs:documentation>A08 - In Portfolio currency </xs:documentation>
                  </xs:annotation>
               </xs:element>
               <xs:element minOccurs="0" name="TotalNumberOfShares" type="xs:decimal">
                  <xs:annotation>
                     <xs:documentation>A08b - Total number of shares of the Share Class. 
To enable apportionment of the investment holding by the insurance entity in their proportion ownership.</xs:documentation>
                  </xs:annotation>
               </xs:element>
            </xs:sequence>
         </xs:complexType>
      </xs:element>
      <xs:element minOccurs="0" name="CashPercentage" type="xs:decimal">
         <xs:annotation>
            <xs:documentation xml:lang="en">A09 - Liquidities of the Portfolio converted into Portfolio currency.
In percentage of TotalNetAssets.</xs:documentation>
         </xs:annotation>
      </xs:element>
      <xs:element minOccurs="0" name="PortfolioModifiedDuration" type="xs:decimal">
         <xs:annotation>
            <xs:documentation xml:lang="en">A10 - Weighted average modified duration of portfolio. Only required for relevant asset types (including derivatives).</xs:documentation>
         </xs:annotation>
      </xs:element>
      <xs:element name="CompleteSCRDelivery" type="YesNoL1Type">
         <xs:annotation>
            <xs:documentation>A11 - "Y" if all SCR contributions are given for each Portfolio line.
 "N" otherwise.</xs:documentation>
         </xs:annotation>
      </xs:element>
      <xs:element minOccurs="0" name="QRTPortfolioInformation">
         <xs:annotation>
            <xs:documentation>Additional Portfolio information for QRTs</xs:documentation>
         </xs:annotation>
         <xs:complexType>
            <xs:sequence>
               <xs:element name="FundIssuer">
                  <xs:annotation>
                     <xs:documentation>A117-116-115 - Name and Code of Fund Issuer</xs:documentation>
                  </xs:annotation>
                  <xs:complexType>
                     <xs:complexContent>
                        <xs:extension base="SIIIssuerType">
                           <xs:sequence>
                              <xs:element name="EconomicSector" type="NACECodeType">
                                 <xs:annotation>
                                    <xs:documentation>A118 - NACE code of Issuer of Fund  or Share Class</xs:documentation>
                                 </xs:annotation>
                              </xs:element>
                              <xs:element name="Country" type="ISOCountryCodeType">
                                 <xs:annotation>
                                    <xs:documentation>A122</xs:documentation>
                                 </xs:annotation>
                              </xs:element>
                           </xs:sequence>
                        </xs:extension>
                     </xs:complexContent>
                  </xs:complexType>
               </xs:element>
               <xs:element name="FundIssuerGroup" type="SIIIssuerType">
                  <xs:annotation>
                     <xs:documentation>A121-120-119 - Name, LEI or Pre LEI of the Group the Fund issuer belongs to.</xs:documentation>
                  </xs:annotation>
               </xs:element>
               <xs:element name="FundCIC" type="CICCodeType">
                  <xs:annotation>
                     <xs:documentation>A123</xs:documentation>
                  </xs:annotation>
               </xs:element>
               <xs:element name="FundCustodianCountry" type="ISOCountryCodeType">
                  <xs:annotation>
                     <xs:documentation>A123a</xs:documentation>
                  </xs:annotation>
               </xs:element>
               <xs:element minOccurs="0" name="PortfolioModifiedDuration" type="xs:decimal">
                  <xs:annotation>
                     <xs:documentation>A124 - Difference with A10?</xs:documentation>
                  </xs:annotation>
               </xs:element>
               <xs:element minOccurs="0" name="IssuerEconomicArea" type="EconomicArea2Type">
                  <xs:annotation>
                     <xs:documentation>A114
1=EEA
2=OECD non EEA
3=RoW</xs:documentation>
                  </xs:annotation>
               </xs:element>
            </xs:sequence>
         </xs:complexType>
      </xs:element>
      <xs:element name="Positions">
         <xs:annotation>
            <xs:documentation xml:lang="en">Inventory of the Portfolio</xs:documentation>
         </xs:annotation>
         <xs:complexType>
            <xs:sequence>
               <xs:element maxOccurs="unbounded" name="Position" type="SIIPositionType">
                  <xs:annotation>
                     <xs:documentation xml:lang="en">Detail of each Position.</xs:documentation>
                  </xs:annotation>
               </xs:element>
            </xs:sequence>
         </xs:complexType>
      </xs:element>
   </xs:sequence>
</xs:complexType>