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Finding and using financial data at Princeton University

Mutual Funds - Data

Mutual Funds - Major Sources

CRSP Mutual Fund Database* provides survivor-bias free open-ended data for funds of all investment objectives including stock funds, taxable and municipal bond funds, international funds, and money market funds. Records each mutual fund's name and organizational history for open-ended mutual funds from January 1, 1962. Available through WRDS.

Mutual Fund Links*: provides a reliable means to join CRSP Mutual Fund data that covers mutual fund performance, expenses, and related information to equity holdings data in the Thompson Financial Ownership Data. Allows a researcher to gather detail on holdings for either particular funds or fund families and groups of funds at specific points in time. Available through WRDS.

Thomson Financial Ownership Data ** (formerly CDA Spectrum).
Consists of 3 parts: (1) mutual fund holdings 1980+ for US & Canadian Securities: All registered mutual funds filing with the SEC plus 3,000 global funds. Includes NYSE/AMEX/NASDAQ, Toronto & Montreal common stocks; (2) institutional 13(f) common stock holdings and transactions 1980+; (3) insider filing data 1986+ divided into the following major parts: (a) Table 1 -- transaction and holdings information, (b) Table 2 -- open market derivatives transactions as well as information on the award, exercise, and expiration of stock options (this files starts in 1996), (c) Proposed Sale data derived from Form 144 (this file starts in 1996), (d) Average Returns file contains the information relating to how a stock has historically performed following an insider's transactions. Includes average 3-month and 6-month buy and sell returns as well as the number of historic buy and sell decisions for each individual insider.  Available through WRDS.

Morningstar Direct* includes international open-ended and closed-end mutual funds; hedge funds, exchange traded funds, UK pension funds, variable annuities, variable life, and insurance product funds.  Morningstar Direct and the CDs require passwords and codes which are revealed upon CAS authentication. 1990+.  For downloading help, see the Morningstar Excel Plugin video.  Not all variables are available over time.  Available on the workstations located near Firestone A-13-J.

For financial variables (if available over time) do the following:

  • Obtain list of funds using Search.
  • Click on "Edit Data"
  • Add desired variables.
  • Highlight desired variable (for ones over time, historical categories are at the end).
  • Click on Settings and then calculations and fix dates.

For historical holdings:

  • On left side pick Workspace
  • Then Investment
  • Then MyList – pick New
  • Add ticker/tickers
  • Right click on the ticker – select holdings
  • This will default to the most Current
  • When the current holdings are shown in the top toolbar there is a green button with the current date – click on the green button and the previous dates of data are shown – click date desired
  • The holdings of that selected date are displayed. 

ISS - Voting Analytics - Mutual Fund Vote Records** (2003+)

CSMAR Open-end Funds**. Basic information of funds, net assets value of funds, entitlement data of funds, finance data of funds, trading information of funds and rate of returns of funds for Chinese open-ended mutual funds from 1998 to the present.  Available through WRDS through 2020 (WRDS stopped updating). For the most up to date data, see the native interface.

 

CSMAR Closed-end Funds**. Covers details of Chinese close-end funds 1998+. 

Mutual Funds - Additional Sources

Standard and Poor's Global NetAdvantage. Screening tools and profile of mutual funds and exchange traded funds. Click on Mutual Funds/ETFs once in the database.

Datastream International* treats closed-end mutual funds as regular stocks. Price data (Net Asset Value) for open-end mutual funds data can be found. Available on the workstations located near Firestone A-13-J as part of Refinitiv Workspace.

Bloomberg* contains up to date as well as historical (though generally not before 1989) international data on mutual funds (open-ended and closed-ended). Frequency varies but is typically daily for financial information and in some cases intradaily. Intradaily data is typically kept from 30 to 90 days only. Available on the workstations located near Firestone A-13-J.

Morningstar Principia Mutual Funds: provided quantitative as well as evaluative information on mutual funds. Available on CD in Firestone Library. Each disk must be installed separately. Princeton holdings:  1992 (January, June); 1993 (January, July); 1994 and 1995 (January, April, July, October); 1996 (January, April, October); 1997-1999  (January, April, July, October); 2000 (January, July, September); 2001-2009 (January, April, July, October); 2010 (January, April). Data is included in Morningstar Direct.

Morningstar Principia Closed End Funds: provided quantitative as well as evaluative information on closed-end funds. Available on CD in Firestone Library. Each disk must be installed separately. Princeton holdings:  1997-2006 (January, April, July, October); October 2007; 2008 (January, April, July, October); 2009 (January, April, July). Data is included in Morningstar Direct.

Mutual Funds - Guides

Warfield, Gerald. The Investor's Guide to Stock Quotations and other financial listings.
New York: Perennial Library, 1990.
(DR) HG4636.W28 1990 Detailed descriptions are provided for reading stock, bond, mutual fund, options, & futures quotes.
International Guide to Securities Market Indices.
Chicago: Fitzroy Dearborn, 1996.
(DR) HG4636.S544 1996 Unlike other directories, that focus on stock exchanges, this one concentrates on indices. Provides a country by country listing of key indices. Gives background information, computational methodology, underlying instruments, basic data. Includes indexes for bonds, money market instruments, commodities, convertible securities, mutual funds, closed end funds, & real estate.

 

Exchange Traded Funds

ETF Global**. 2012+. Provides profiles, fund flows, risk factors, and constituents of exchange traded funds. Available through WRDS. 

Morningstar Direct* includes exchange traded funds. Requires passwords and codes. Earliest data is circa 1990 but few ETFs existed until the 2000s.Available on the workstations located near Firestone A-13-J.

Mutual Funds/ETF - Notes

*Must be used for academic purposes only, that is, to support the teaching and research of Princeton University.

** WRDS requires user to validate through password. Must be used for academic purposes only, that is, to support the teaching and research of Princeton University.

Also consult the FAQs.
Bobbi Coffey and  Bobray Bordelon