Data sources

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, Aalto Students & Staff
Attention:
External account registration required; data reuse must comply with the WRDS Terms of Use.
Refinitiv in black font followed by a blue logotype of the letter R

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: 

  1. Mutual Fund Holdings (s12) 
    • security holding information for all registered mutual funds that report their holdings with the SEC
  2. 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.

Author

Refinitiv

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]

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Related data sources

CRSP Center for Research in security prices, LLC, written in dark blue font

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.

Financial markets:
  • Stock markets
WRDS subscriptions