WRDS

Institutional Holdings Data from Thomson Financial/Spectrum

Please note: Spectrum Institutional data is based on the actions of money managers of institutions holding stock. It does not focus on the companies issuing the stock. CUSIPs for the companies issuing the stocks must be looked up beforehand in the CRSP database on WRDS and then used in the Spectrum Institutional database. The CUSIPS are not available through the Code Look Up feature in the Spectrum Institutional database.

Choose Database

• Select Institutional (s34) under Thomson Reuters Ownership Data.

Step One: Transaction Date Range

• Set Beginning Date to 2000.
• Set Ending date to 2004.

Step Two: Search

• Set "Search By" to CUSIP.
• Select Method #1 "Company or Manager Codes".
• Copy and paste the CUSIPs for General Electric back into the "Company Codes" box on the WRDS page using the right mouse cut and paste commands. You have looked these codes up previously in the CRSP database.
• If you are entering multiple codes leave a single space between them.
• Leave all other boxes as is.

Step Three: Variables

• In "Manager Description Information " section check "Manager Name".
• In "Holdings Information" section check "Company Name" and "Shares Held".
• Leave all other boxes as is.

Step Four: Output

• Choose a "Tab-delimited text (*.txt)" format.
• Leave all other boxes as is.

Click "Submit Request" button

• "Data Request Summary" window will open.
• Right mouse click on the highlighted file name.
• Choose "Save Target As" option.
• Save as a .txt file to your computer.

Open File in Excel

• You should have a spreadsheet with six columns: MGRNO, CUSIP, RDATE, MGRNAME, STKNAME, SHARES.

• For a description of each data item, click on the "Documentation" selection on the right on the original search screen next to "Step Three".