Update: Data Quality Problems in Thomson Reuters Ownership Data - Mutual Fund (S12) and Institutional (S34) Holdings

Find out about the Data Quality Problems in Thomson Reuters Ownership Data

Thomson Reuters continues to work on addressing issues with the SP Feed (as defined and further described below) as provided within the WRDS platform. These issues are believed to have caused gaps in information within the SP Feed, including a number of stale and omitted institutional 13F reports, certain securities being excluded and instances where shares are being reported inconsistently with splits around split dates. While some of these issues have been resolved a number remain and these continue to be worked on as a matter of urgency. Until WRDS can resume normal updates of the data, WRDS has made the additional data available in a folder which is available for download in the following locations. WRDS Cloud /wrds/samples/sasdata/sec/wrds_13f_/ or as web queries - WRDS SEC Analytics Suite - 13F Holdings Data and 13F Summary Data. Please note that the additional data is not a complete replacement of the Thomson feed.

Since these issues were first brought to Thomson Reuters’ attention, Thomson Reuters has been working collaboratively with WRDS to investigate their nature and cause, and Thomson Reuters is committed to finding a resolution. Development work by Thomson Reuters to address these issues is continues and is scheduled to be completed this month, with the fixes expected to be implemented by WRDS by the end of Q1. Once the fixes are in place, Thomson Reuters will coordinate with WRDS to restore standard delivery and updates of the SP Feed, including all relevant data therein.

Notes:

  • The issues summarized above relate to the SP Feed only, which is an ‘as reported/as filed’ feed of holdings data sourced from US SEC filings. It does not impact the Global Ownership ‘OP’ Feed which is Thomson Reuters’ strategic FTP feed offering, which gives a consolidated view of ownership holdings, complete with additional 13F filers breakouts.

If you have further questions, please contact: WRDS@TR.com.

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