Portfolio

/FundsXML4/RegulatoryReportings/IndirectReporting/TripartiteTemplateSolvencyII_V6/Portfolio

Diagram

Portfolio The Portfolio is analysed from investor's point of view. If Portfolio is a Fund with share classes, there is one Portfolio for each share class. For hedged shares, hedging instruments are included in the prortfolio. XML adaptation of "Tripartite Template" FundOrShareClassIdentifiers FundOrShareClassIdentifiersType 0..1 DataSupplier DataSupplierType 0..1 TPTVersion (anonymous) PortfolioID SIISecurityCodificationType_V6 PortfolioName xs:string PortfolioCurrency ISOCurrencyCodeType TotalNetAssets xs:decimal ValuationDate xs:date ReportingDate xs:date ShareClass (anonymous) 0..1 CashPercentage xs:decimal 0..1 PortfolioModifiedDuration xs:decimal 0..1 CompleteSCRDelivery YesNoL1Type QRTPortfolioInformation (anonymous) 0..1 Positions (anonymous)

Documentation

The Portfolio is analysed from investor's point of view. If Portfolio is a Fund with share classes, there is one Portfolio for each share class. For hedged shares, hedging instruments are included in the prortfolio.

Properties

Type
SolvencyIIPortfolioType_V7
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)

A 1000

 V7.0
/RegulatoryReportings/.../PortfolioID SIISecurityCodificationType_V6

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. 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)

 EDS
/RegulatoryReportings/.../TotalNetAssets xs:decimal

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

 756.63
/RegulatoryReportings/.../ValuationDate xs:date

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

 2023-10-13
/RegulatoryReportings/.../ReportingDate xs:date

A07 - Date to which data refers ( end of month for example)

 2020-05-26
/RegulatoryReportings/.../ShareClass (anonymous)

A 08, A 08b
/RegulatoryReportings/.../CashPercentage xs:decimal

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

 958.79
/RegulatoryReportings/.../PortfolioModifiedDuration xs:decimal

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.

 291.98
/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_V7">
   <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 Portfolio for each share class. For hedged shares, hedging instruments are included in the prortfolio.
</xs:documentation>
   </xs:annotation>
</xs:element>