Understanding WRDS 13F Holdings Data and Recent Thomson Data Issues

Delve into the realm of 13F holdings data on WRDS, covering historical stock holdings, factset ownership, and SEC requirements. Explore examples, linking to other data, and recent issues with Thomson 13F data. Stay informed about the evolving landscape of institutional investment data.

• WRDS 13F Data
• Thomson Refinitiv
• Institutional Holdings
• SEC Requirements
• Investment Data

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1. Introduction to WRDS 13F Holdings Data

2. 13F Holdings Data on WRDS Thomson/Refinitiv Institutional (13f) Holdings - S34 Stock holdings 1980 - present Factset Ownership v5 - 13F Historical Institutional Holdings Stock holdings 1993 - present WRDS 13F Holdings All holdings, including bonds and options if reported As filed , 2002 - present Complete since 2013 June The SEC began requiring institutional investment managers to file their 13F reports in XML format in 2013. Prior to that, the reports were filed in a text-based format. 2

3. Example: WRDS 13F Holdings WRDS SEC Analytics Suite - 13F Holdings Data 13F holdings itemized holdings Example: GE, CIK=40545 WRDS SEC Analytics Suite - 13F Summary Data 13F holdings summary at holding company level Example: GE, CIK=40545 https://www.sec.gov/edgar/browse/?CIK=40545&owner=exclude https://www.sec.gov/Archives/edgar/data/40545/000004054522000033/xslForm13F_X02/primary_doc.xml 3

4. WRDS 13F Linking to Other 13F Data WRDS 13F CIK-MGRNO Link (wrds_13f_link) /wrds/sec/sasdata/wrds_13f_link https://wrds-www.wharton.upenn.edu/data-dictionary/wrdssec_all/wrds_13f_link/ 4

5. Recent Thomson 13F Data Issues Faculty report missing Thomson/ Refinitiv 13F holdings 60%-70% in 2019Q3Q4 Present Day 2022 March 5

6. Recent Thomson 13F Data Issues Thomson patched S34 Data for 2019Q3Q4 Present Day 2022 March April 6

7. Recent Thomson 13F Data Issues Thomson patched S34 Data for 2019Q3Q4 Present Day 2022 March April 7

8. Thank You!