CRSP (Center for Research in Security Prices)
CRSP provides security price, return, and volume data for the US stock markets dating back to 1925. Additionally, the data files include CRSP/Compustat Merged Database and US mutual fund data.
Thomson/Refinitiv Holdings
Subject:
Company data:
- Governance and Ownership
Financial markets:
- Mutual and hedge funds
WRDS subscriptions
Keywords:
ownership, institutional holdings, mutual funds, 13F
Accessible to:
Aalto users
Attention:
External account registration required; data reuse must comply with the WRDS Terms of Use.
Data source type
Third party data through data vendor
License
Academic and non-commercial research purposes only
Analysis unit
Stock (share class)
Geographical coverage
United States
Time period coverage
1979-present, updated quarterly
Frequency
Monthly
Format
CSV, DBF, GZ, HTM, SAV, ZIP, SAS7BDAT, DTA, TXT, XLSX
Encoding
UTF8
Description
The Thomson/Refinitiv Holdings subscription covers two large databases:
Mutual Fund Holdings (s12) - security holding information for all registered mutual funds that report their holdings with the SEC, plus 3,000 global funds. Reported securities include all NYSE/AMEX/NASDAQ, Toronto, and Montreal common stocks. The mutual funds are identified by the identifier FUNDNO (fund portfolio), stock holdings are identified by TICKER or CUSIP. Thomson's FUNDNO can be conveniently linked to the fund identifiers in the MFLINKS database (WFICN) which allows linking the fund return data to CRSP Mutual Fund data - see the related data sources at the bottom of the page.
Institutional (13f) Holdings (s34) - Institutional Common Stock Holdings and Transactions, as reported on Form 13F filed with the SEC by institutional managers with $100 million or more in Assets Under Management. The managing institution is identified by the identifier MGRNO, stock holdings are identified by TICKER or CUSIP.
Refinitiv is an LSEG (London Stock Exchange Group) business.
Mutual Fund Holdings (s12) - security holding information for all registered mutual funds that report their holdings with the SEC, plus 3,000 global funds. Reported securities include all NYSE/AMEX/NASDAQ, Toronto, and Montreal common stocks. The mutual funds are identified by the identifier FUNDNO (fund portfolio), stock holdings are identified by TICKER or CUSIP. Thomson's FUNDNO can be conveniently linked to the fund identifiers in the MFLINKS database (WFICN) which allows linking the fund return data to CRSP Mutual Fund data - see the related data sources at the bottom of the page.
Institutional (13f) Holdings (s34) - Institutional Common Stock Holdings and Transactions, as reported on Form 13F filed with the SEC by institutional managers with $100 million or more in Assets Under Management. The managing institution is identified by the identifier MGRNO, stock holdings are identified by TICKER or CUSIP.
Refinitiv is an LSEG (London Stock Exchange Group) business.
Distributor
Wharton Research Data Services (WRDS)
Acknowledgement
The Thomson/Refinitiv Holdings subscription is financed by the Department of Finance at Aalto University School of Business.
Cite as
Wharton Research Data Services. "WRDS" wrds.wharton.upenn.edu, accessed YYYY-MM-DD.
WRDS Terms of Use requiers users to acknowledge them in publications and communication by stating the following:
'Wharton Research Data Services (WRDS) was used in preparing [identify research piece]. This service and the data available thereon constitute valuable intellectual property and trade secrets of WRDS and/or its third-party suppliers.'
Contact
Access to WRDS is managed by Nikolas Breitkopf, contact via [email protected]
Related data sources
