Portfolio

/FundsXML4/RegulatoryReportings/IndirectReporting/TripartiteTemplateSolvencyII/Portfolio

Diagram

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

Properties

Type: SolvencyIIPortfolioType
Cardinality: 1..*
Namespace: xs = "http://www.w3.org/2001/XMLSchema"
altova = "http://www.altova.com/xml-schema-extensions"
ds = "http://www.w3.org/2000/09/xmldsig#"
Level: 4
Sample Data

Child Elements & Attributes

Name (XPath)	Type	Documentation	Sample Data
/RegulatoryReportings/.../FundOrShareClassIdentifiers	FundOrShareClassIdentifiersType	Fund or share class identifiers for easy connection to other fund or share class data
/RegulatoryReportings/.../DataSupplier	DataSupplierType	Definition of data source (investment company, vendor, ...)
/RegulatoryReportings/.../TPTVersion	(anonymous)	A1000 - Version number of the TPT. The version corresponding to the current XML schema is "V4.0"	V4.0
/RegulatoryReportings/.../PortfolioID	SIISecurityCodificationType	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
/RegulatoryReportings/.../PortfolioName	xs:string	A03 - Portfolio or Fund or Share class name	ExampleText
/RegulatoryReportings/.../PortfolioCurrency	ISOCurrencyCodeType	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)	XCI
/RegulatoryReportings/.../TotalNetAssets	xs:decimal	A05 - Total net assets of the Portfolio or the Share class in PortfolioCurrency	109.72
/RegulatoryReportings/.../ValuationDate	xs:date	A06 - Date at which the portfolio inventory is valid. Used for NAV date.	2020-01-12
/RegulatoryReportings/.../ReportingDate	xs:date	A07 - Used for month end date.	2020-01-21
/RegulatoryReportings/.../ShareClass	(anonymous)	If Portfolio is a Fund or a Fund Share class
/RegulatoryReportings/.../CashPercentage	xs:decimal	A09 - Liquidities of the Portfolio converted into Portfolio currency. In percentage of TotalNetAssets.	513.74
/RegulatoryReportings/.../PortfolioModifiedDuration	xs:decimal	A10 - Weighted average modified duration of portfolio. Only required for relevant asset types (including derivatives).	798.14
/RegulatoryReportings/.../CompleteSCRDelivery	YesNoL1Type	A11 - "Y" if all SCR contributions are given for each Portfolio line. "N" otherwise. Flag Y or N	Y
/RegulatoryReportings/.../QRTPortfolioInformation	(anonymous)	Additional Portfolio information for QRTs
/RegulatoryReportings/.../Positions	(anonymous)	Inventory of the Portfolio

XML Snippet

<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>