Are fund allocations current or as intended by fund manager

maximilian.syndikus

Is the "Allocation Percentage" of holdings in a fund from the FundAllocationExtractionRequest endpoint in DSS reflecting the current (actual) allocation (based on current prices of the holdings) or the intended / as advertised by the fund manager?

This is the request I send for a multi asset fund

DE0008471921

to get the Allocation Percentage of each asset type in the multi asset fund

{
    "ExtractionRequest": {
        "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.FundAllocationExtractionRequest",
        "ContentFieldNames": [
            "Allocation ISIN", "Allocation Percentage", "Allocation Item"
        ],
        "IdentifierList": {
            "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
            "InstrumentIdentifiers": [
                {
                    "Identifier": "DE0008471921",
                    "IdentifierType": "Isin"
                }
            ],
            "ValidationOptions": null,
            "UseUserPreferencesForValidationOptions": false
        },
        "Condition": {
            "FundAllocationTypes": [
                "Asset"
            ]
        }
    }
}

As a response I get

...
        {
            "IdentifierType": "Isin",
            "Identifier": "DE0008471921",
            "Allocation ISIN": null,
            "Allocation Percentage": 76.85,
            "Allocation Item": "FIXED INCOME"
        },
...

I would be interested whether 76.85% is the intended / strategic allocation by the manager or whether it is the allocation according to current prices

raksina.samasiri

Hi @maximilian.syndikus ,

The moderators
on this forum are expertise on Refinitiv APIs usage. However, they do not have
deep expertise in every type of content available through Refinitiv products.
Such expertise is available through Refinitiv Helpdesk, which can be reached
via MyRefinitiv. To be of help, ticket number 11985982 was raised on your
behalf and the support team is going to contact you soon to assist with this.

Hope this helps
and please let me know in case you have any further questions

maximilian.syndikus

It seems, the fund allocation is the actual - subject to current market prices - because the DSS allocation response matches the RDP Funds API which gives the entire time series of allocations. The one returned by DSS is as of 30.9.2022