Please click here for general information about file formats and delivery.

The objective of this document is to set a baseline for the data files that we request from clients.

It is common that data files will not meet all of the requirements below. We will review the files and propose solutions to deal with any issue that present themselves. These problems will often include: missing identifiers, missing counterparties, missing data on derivatives (e.g. underlying, multiplier, counterparty).

Note, for Disclosures monitoring only, a simplified version of the Data File Specifications is available. However, this should be used only where the client requires a Disclosures service only and not where they require any additional service such as investment compliance, risk monitoring, AIFMD Annex IV, 13F, Form PF etc.

Files should ideally be delivered daily as soon as possible after the NAV calculation (e.g. by 5pm)

The Data requirements outlined in the “Investment Compliance Monitoring” section is also required for Disclosures Monitoring, click here for Investment Compliance Monitoring Requirements.

Additionally, please note the following:

1. Holdings Files will need to be extended to include all Discretionary Managed Portfolios.
   (a) This can be within the same Holding Files as provided for in Part B, or can be in an identical file, differently named, containing the Discretionary Portfolios.
   (b) There is no need to identify the individual Discretionary mandates, e.g. with account name or codes, but there is a need for an account name to at least distinguish(i) Discretionary from Advisory / Execution Only
   (ii) Those where there is / is not control of voting Rights
2. A NAV file is not required for these discretionary Portfolios for the purposes of the Disclosure rules, but should be provided if possible in order to support the data oversight and governance processes (e.g. NAV Tolerance Report review to validate that all holdings have uploaded correctly
3. Index File We are able to arrange data feeds for you for many indices, subject to licensing. Alternatively, if you wish to provide your own data, a data file should be provided, ideally with the worksheet and workbook named as Indicesddmmyy. It should be in .csv or Excel 2003-2007 format. It needs to contain at least the following detail:

• A code for the Index ETF
• Sedol / Isin of the constituent instrument
• Weighting of the stock in the Index as a number (e.g. 3.03 for 3.03%).