THOMSON FINANCIAL
Institutional 13(f) Common Stock Holdings & Transactions
Data Feed Specification
Data Specifications for all files dated:
2004 to the Present
THOMSON FINANCIAL
Institutional 13(f) Common Stock Holdings & Transactions
Data Specifications for all files 2004 to Present
Content: Common stock holdings and transactions of institutional money managers where holdings of the managing company/filer’s level are as per the
13F filing itself. (Holding positions appear here exactly “as filed.” )
History:Data is available historically from 1978 to the present quarter-end date
plus one month. (e.g. Q2-2003 files are available in July 2003)
Security Coverage:All NYSE, ASE, NASDAQ, Toronto and Montreal common stocks.
Owner/Portfolio Coverage:All managers filing 13(f) reports with the SEC.
Update Frequency:Quarterly, monthly, or weekly
Delivery Method:4 files are posted on FTP site for download. Instructions are provided.
File Type:Fixed-Width ASCII
Number of FilesThere are 6 files per record with 34 (total) data items (non-unique).
& Data Items :
Thomson FinancialBanking & Brokerage Group January 1, 2003
Thomson FinancialBanking & Brokerage Group January 1, 2003
File No. 1 Manager Identification Key File [s.341.out]
Thomson FinancialBanking & Brokerage Group January 1, 2003
1-5 Manager NumberAn internal identifier of the (money) managing company.
6-35 Manager NameThe corresponding name to the manager number above.
36 Type Code*The type of 13F institution
37-42 Report DateThe date of source filing in mmddyy format
43-47 Permanent KeyA legacy identifier (Right-Justified Numeric)
48-50BlankBlank for possible future use.
51-56Prior Report DateThe source filing date for the previous 13F filing in mmddyy format.
57-86CountryThe owner/manager’s country of origin.
Note: Records are blocked 20 logicals per physical. Logical records are in ascending sequence of manager number (which results in alphabetical sequence by name).
File No. 2 Stock Identification Key File [s.342.out]
1-8CusipThe 8 digit CUSIP of the issue/security/stock owned.
9-36 Stock NameThe name of the issue/security/stock owned.
37-40 Ticker SymbolThe ticker symbol of the issue/security/stock from the exchange where stock is listed.
41-46 End Of Quarter
Shares OutstandingThe number non-diluted shares outstanding at quarter-end in millions.
47-52 End Of Quarter PriceThe quarter-end closing stock price of the stock in $$$$.¢¢ format.
53-58Extended Ticker SymbolA longer ticker symbol used to further identify a stock (e.g. an ADR issue of a stock).
Note: This data item does not always exist.
59 Exchange Code(a)A single-letter code representing the stock exchange an the issue/security/stock
is publicly traded. A TABLE OF CODES IS PROVIDED IN THIS SPEC.
60 Stock Class Code(b)A single-letter identifier representing the class of the stock owned.
61-63Stock Class DescriptionA short description of the stock class code such as COM, CMA, AR, etc.
A TABLE OF CODES IS PROVIDED IN THIS SPEC.
64-72Shares outstandingThe number of shares outstanding at the time of filing represented in thousands.
73-77Industry code(c)A 3-digit code identifying the industry sector of a stock. A TABLE OF CODES IS PROVIDED
IN THIS SPEC.
Records are blocked 20 logicals per physical. Logical records are in ascending sequence of CUSIP (which results in alphabetic sequence by stock name.)
File No.3 Portfolio Holdings File [s.343.out]
1-8 CusipThe 8 digit CUSIP of the issue/security/stock owned.
9-13 Manager NumberAn internal identifier of the managing company
14 Type Code*The type of 13F institution
15-25 Shares Held At Quarter EndThe number of outstanding shares held by the owner/filer at the end of the quarter.
26-36Sole Voting Authority Shares HeldThe number of shares held for which the filer exercises sole voting authority.
37-47Shared Voting Authority Shares HeldThe number of shares held for which the filer shares voting authority.
48-58No Voting Authority Shares HeldThe number of shares held for which the filer has no voting authority.
Records are blocked 40 logicals per physical. Logical records are in ascending sequence of characters 1 through 13.
File No. 4 Transactions File [s344.out]
1-8 CusipThe 8 digit CUSIP of the issue/security/stock owned.
9-13 Manager NumberAn internal identifier of the managing company
14 Type Code*The type of 13F institution.
15-25Net Change In
Shares Since Prior ReportThe net of increase and/or decrease in the number of shares held since prior report
(See prior report date for reference date).
Records are blocked 40 logicals per physical. Logical records are in ascending sequence of characters 1 through 13.
* Denotes the type of institution: 1=bank, 2=insurance company, 3=investment companies and their managers, 4=independent investment advisor, 5=all others.
File No. 5 Transactions File [s345.out]
Lists the number of lines contained within files 1 – 5.
File No. 6 Transactions File [s346.out]
1-8 CusipThe 8 digit CUSIP of the issue/security/stock owned.
9-13 Manager NumberAn internal identifier of the managing company
14-24Shares heldShares held as of quarter end
25-35Net Change In
Shares Since Prior ReportThe net of increase and/or decrease in the number of shares held since prior report
(See prior report date for reference date).
Thomson FinancialBanking & Brokerage Group January 1, 2003
(a)
Exchange Codes:
(b)Stock Class Codes:
(c)Industry Type Codes:
0 / Unknown101 / Aerospace
102 / Agriculture
103 / Airlines
104 / Automobile
105 / Banks & Savings Institutions
106 / Beverages
107 / Chemicals
108 / Computer Hw Sw & Svcs
109 / Construction & Engineering
110 / Consumer Services
111 / Electrical & Electronics
100 / Miscellaneous
112 / Energy and Fuels
113 / Entertainment
114 / Financial Services
115 / Food & Restaurants
116 / Healthcare
117 / House wares & Household Items
118 / Industrial Manufacturing
119 / Insurance
120 / Investment Services
121 / Leisure Travel & Lodging
122 / Machinery & Equipment
123 / Media
124 / Metals & Mining
125 / Packaging
126 / Paper & Forest Products
127 / Publishing & Printing
128 / Real Estate
129 / Retail & Consumer Goods
130 / Semiconductors
131 / Telecommunications
132 / Textiles & Apparel
133 / Tobacco
134 / Transportation
135 / Utilities: Water-Electric-Gas
136 / Waste & Environmental Mgmt
Thomson FinancialBanking & Brokerage Group January 1, 2003
Thomson FinancialBanking & Brokerage Group January 1, 2003
Sample of Data Feed Contents
Thomson FinancialBanking & Brokerage Group January 1, 2003
Below is an excerpt of several rows from the first (s341.out) of the four 13F files taken from the typical feed file:
110A R ASSET MANAGEMENT, INC. 5123101 093001UNITED STATES
115033 ASSET MANAGEMENT, LLC 5123101 093001UNITED STATES
120AAL CAPITAL MANAGEMENT CORP. 5123101 2042 093001UNITED STATES
125ACF INDUSTRIES 5123101 2100 093001UNITED STATES
127AEW CAPITAL MANAGEMENT, L.P. 5123101 2386 093001UNITED STATES
128AEW/LP 5123101 093001UNITED STATES
135DKR CAPITAL 5123101 2189 093001UNITED STATES
140AIM MANAGEMENT GROUP,INC. 5123101 965 093001UNITED STATES
145ABANCO INVESTMENT LIMITED 4063001 033101UNITED STATES
155SEB ASSET MGMT AMERICA INC. 5123101 2239 093001UNITED STATES
160LEND LEASE ROSEN REAL ESTATE S5123101 2008 093001UNITED STATES
165HENDERSON FUND MANAGEMENT PLC 3093001 063001UNITED KINGDOM
This space here is purposefuland they represent locations 1 and 2 (of 5).
And the second file (s342.out)…
00036020AAON INC AAON 9 2710AAON V0COM 8780 122
00036110AAR CORP AIR 27 1077AIR A0COM 26860 134
00037520ABB LTD ABB 1200 780ABB A+AR 1200009 100
00040010ABC BANCORP ABCB 10 1460ABCB V0COM 9999 105
00057310ABC DISPENSING TECHOLOGIES IABCC 23 0ABCC F0COM 23270 122
00075210ABC-NACO INC ABCQ 20 0ABCQ F0COM 19872 122
00078810A B WATLEY GROUP INC ABWG 13 110ABWG V0COM 12887 120
00078H55ABN AMRO FDS IPMX IPMXX I7COM 120
00078H77ABN AMRO FDS RIEQ 1202RIEQX I7COM 120
00078H84ABN AMRO FDS RVAL 1033RVALX I7 120
00086810ACNB CORP ACNB 5 1825ACNB F0COM 5436 105
00086T10A C MOORE ARTS & CRAFTS INC ACMR 9 3815ACMR V0COM 9304 116
00087B10ACR GROUP INC ACRG 11 46ACRG F0COM 10681 122
00088110A CONSULTING TEAM INC TACX 7 60TACX V0COM 7117 108
00088610A D C TELECOMMUNICATIONS ADCT 794 407ADCT V0COM 794212 131
00088E10ACTV INC IATV 56 151IATV V0COM 55880 131
00088N10ADB SYS INTL INC ADBI 39 28ADBI V0COM 38598 108
00088U10A D A M INC ADAM 7 364ADAM V0COM 6588 108
00089C10ADE CORP MASS ADEX 14 1527ADEX V0COM 13652 122
00091210ACM INCOME FUND INC ACG 224 771ACG A7COM 224217 120
00091810ACM GOVT OPPORTUNITY FD INC AOF 13 859AOF A7COM 12555 120
00091910ACM MANAGED INCOME FD INC AMF 24 465AMF A7COM 24197 120
And the third (s343.out)…
00036020 4854 10575 0 0 0
00036020 58505 248500 248500 0 0
00036020 78001 26 26 0 0
00036020 79004 53118 53118 0 0
00036020100425 108450 108450 0 0
00036020122805 143275 143275 0 0
00036020124055 508068 508068 0 0
00036020129505 80100 0 0 0
00036020230005 299295 299295 0 0
00036020278005 574500 4600 0 569900
00036020377001 164919 164919 0 0
00036020490355 129850 124250 0 5600
00036020490905 330750 330750 0 0
00036020501004 169220 169220 0 0
00036020501605 450 450 0 0
00036020567805 3148 0 0 0
00036020589504 75901 75901 0 0
00036020628901 85875 85875 0 0
00036020642405 14200 14200 0 0
00036020704703 14200 14200 0 0
00036020767605 1050 1050 0 0
00036020790505 2300 0 2300 0
00036020893101 33350 0 13600 19750
And the fourth (s344.out)…
00036020 4854 -1725
00036020 58505 56200
00036020 78001 26
00036020 79004 -28476
00036020 93605 -65475
00036020122805 -19550
00036020124055 -77
00036020129505 80100
00036020163305 -150
00036020278005 27000
00036020377001 13032
00036020490355 25000
00036020490905 -17400
00036020501004 169220
00036020501605 -57000
00036020567805 -18197
00036020589504 1
00036020628901 -43751
00036020642405 100
00036020704703 14200
00036020790505 2300
00036020855605 -900
00036020893101 19625
And the fifth (s345.out)…
File 1 contains 2064 lines
File 2 contains 12283 lines
File 3 contains 542497 lines
File 4 contains 507597 lines
File 5 contains 5 lines
And the sixth (s346.out)…
00036020 485 8200 0
00036020 5850 128200 128200
00036020 7900 54396 1000
00036020 9360 43650 43650
0003602010042 72300 6700
0003602012280 108550 -70900
0003602012405 338763 338763
0003602016330 100 -460
0003602023000 199530 -4000
0003602027800 365000 105000
0003602037700 101258 101258
0003602049035 69900 69900
0003602049090 232100 -287500
0003602050160 28600 18600
0003602056780 14230 8946
0003602058950 50600 38300
0003602062890 86417 86417
0003602063830 0 -10100
0003602064240 9400 9400
0003602072480 0 -30000
0003602076760 700 700
0003602085560 600 0
0003602089310 9150 9150
Missing Files
There are no full historical files missing from the 13F historical data set.
There are, however, data anomalies with the data set covered in the next “Frequently Asked Questions (FAQ’s)” section.
FAQ’s
Many, if not all, of the data anamolies and issues involving the 13F data set are covered in these FAQ’s.
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Q. What is the source of the 13F feed data and when is the data from the/these sources updated?
The source is the actual 13F form filed with the SEC on a quarterly basis by money mangagers/management companies.
Q. Why don’t file contents conform to the layout in the docs? In particular, a) The change in the number of data items found and the record layout on all s341-s344 files between 9103 (q3 1991) and 0009 (q3 2000); and, b) Unique (and seemingly undocumented) files such as, s345.0009 and s346.0009 were found.
The historical archive files have been produced over a long time frame and have been modified over the years. Several data items have been added as they became available, such that the historical files differ since the more recent files have additional data included. These data items are all documented in the specs and should match the contents of these files.
Files s345. and s346. are not necessary files but have been included. File s345. is simply there to validate the record counts in the other files, file s346. is a combination of file s343. and S344., showing the Cusip (chars 1-8), Manager Number (9-13), Shares Held at quarter end (14-24) and Net Change in shares since prior report (25-35). You can disregard this file, as the data is in the s343 and s344 files.
Also, due to certain issues encountered in the production of the March, 2000 files, the sp33 and sp34 files fall into a slightly different format that is described in a second Specifications Document.
Q. The update frequency available on all three files is indicated on the Specification doc as "Quarterly, Monthly or Weekly". What are the update frequency choices available for the data files?
Also, is the data in the datafeed based on an annual update, but still covers quarterly ending information? What is this annual update and how is it different from the quarterly update?
This question is centered on the feed files and their update frequencies. Those are available on weekly, bi-weekly, monthly, quarterly or an annual basis; its up to the client, but this only applies to current feeds (going forward). The historical files are available quarterly for 12 & 34, while 5% is monthly and insider is just a dump of all transactions from the requested period.
Regarding the annual update, this will simply show the snapshot of Thomson’s database annually, and may include other non year-end data due to late filings or no filings. It will simply be showing the most recent positions we have for an owner as of the end of the year for that particular data set. Quarterly would show data at each quarter end as opposed to strictly year-end.
Q. The number of institutions identified as banks, insurance companies, investment companies, and independent investment advisors (types 1, 2, 3, and 4) declined and the respective observations have been added to type 5 (endowments and "others"). The decrease cannot be possibly explained by objective classification. Why is that?
During the integration with the former Technimetrics, the institutional classification mapping was changed and merged with the mappings from Technimetrics. This resulted in a mapping error. Consequently, numerous institutions added to the “Type 5” category that should not have been. This has not been corrected and unfortunately will not be corrected in the feed files.
Q. Between the end of 1998 and the first quarter of 1999, the number of independent investment advisors drops from over 1200 to about 200. Concurrently there was an increase in unclassified investors. Why?
This was due to a problem that occurred during a database integration. There are errors where Type 2 Type Codes were indexed as Type 5 ("All Others"). We regret that the problem occurred.
Q. I noticed that additional columns of data were added to file 3 in 1999, but no explanation or identification of the new data is available.
The additional columns should be identified by the “Institutions Tape” spec (see voting authority breakdown columns)
Q. Format of the data (including additional new columns) of file 3 in March 2000 is different from the rest of the data. There are no distinct columns. Is this correct?
Yes. Due to a lost file, this data was restored from backup from another business unit and is in the format specified by the additional "Institutions Tape 032000” feed spec doc.
Q. I see a problem with sp34 2000 data. The s343.0003 and s344.00043 formats are off. For example, instead of being able to read as the type3 file for 2000-03 as input CUSIP (1-8), Manager Number (9-13), type 14 shares (15-25), sole VA (26-36), shared VA (37-47), no VA (48-58). Why is this? SEE EXAMPLE BELOW. It looks like each line has two records of CUSIP, Manager Number, Type, and shares and the other data columns are missing.
Each line looked like:
00035730542805 1140500036020 4854 10500
----+----1----+----2----+----3----+----4----+----5----+----6----+----7
Please use the spec below (attached in electronic format) for the 3/2000 data. This data was retrieved from a backup tape that was stored in a slightly different format, as you have correctly deduced with 2 records per row instead of 1 and no voting authority breakdown data items.
Q. The size of FILE 3 (portfolio holdings file) is 29,756KB in the last quarter of 1999, then 13,301KB in the first quarter of 2000 and then 29,994KB in the second quarter of 2000. Why?
This was due to file format/content changes to File3 that occurred. Specifically the data fields, SOLE VOTING AUTHORITY SHARES HELD, SHARED VOTING AUTHORITY SHARES HELD, and NO VOTING AUTH SHARES HELD were added.
Q. The number of observations (file contents) in File 3 for the March 2000 quarter is about half of the typical quarter, including quarters that immediately precede and follow March 2000. Why?
As you'll note from the spec above, there are 2 holdings per row; thus the file should have roughly the same number of records as seen in the previous and subsequent quarters.
Q. There appears to be an anomaly with sp34, where the 1994 data came in 6 or sometimes 8 folders, instead of 4 (one for each quarter). Why is this? For example in the sp34 zip folder (s34_1980_1999.zip), 1994 has 6 files:
58572 05-03-94 09:02 s341.9401
59547 06-03-94 14:19 s341.9402
59547 07-01-94 18:00 s341.9403
59562 09-09-96 13:15 s341.9406
58581 07-31-95 09:51 s341.9409
59523 07-31-95 09:47 s341.9412
I could assume that only the 9403,06,09,12 data are the ones to use, but is that a correct assumption to make?
That is a valid assumption (assuming that you should use the files that have the same naming convention as the other years). For example, you should use s341.9403, s341.9406, s341.9409, and s341.9412. The additional files you see are simply extra archived months that have been zipped into the 12 & 34 archives. You can simply disregard these files.
Thomson FinancialBanking & Brokerage Group January 1, 2003