thomson reuters equity ownership data feed specification

Thomson Reuters Equity Ownership Data feed Specification

Americas Region

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Notice

This TR Americas Equity Ownership Data Feed Specification document contains confidential and proprietary information of Thomson Reuters and may be used only by a recipient designated by and for purposes specified by Thomson Reuters. Reproduction of, dissemination of, modifications to, or creation of derivative works from this TR Americas Equity Ownership Data Feed Specification document, by any means and in any form or manner, is expressly prohibited, except with the prior written permission of Thomson Reuters . Permitted copies of this document must retain all proprietary notices contained in the original. The information in this document is subject to change without prior notice. Always confirm with Thomson Reuters that you are using the most current version of this document. Thomson Reuters is free to modify any of its products and services, in any manner and at any time, notwithstanding the information contained in this document. Certain information, including images, graphics, numerical or textual data pertaining to assets or securities may be included in this document to illustrate different types of products and services of Thomson Reuters. Such information may be fictitious or incomplete and should not be relied upon or considered investment advice. THE CONTENTS OF THIS DOCUMENT SHALL NOT CONSTITUTE ANY WARRANTY OF ANY KIND, EITHER EXPRESSED OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE IMPLIED WARRANTIES OF MERCHANTABILITY AND/OR FITNESS FOR A PARTICULAR PURPOSE OR GIVE RISE TO ANY LIABILITY OF THOMSON REUTERS , ITS AFFILIATES OR ITS SUPPLIERS. The terms and conditions governing the use of this TR Americas Equity Ownership Data Feed Specification document shall consist of those set forth in written agreements with Thomson Reuters. Nothing herein shall be interpreted to allow access to or use of products or services not covered by written agreements with Thomson Reuters. If you wish to obtain access to and use such products and services, please contact your Thomson Reuters Account Team.

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Overview This specification document describes the files used to deliver Thomson Reuters’s (TR) Americas equity ownership data, which includes institution and mutual fund portfolios, as well as declared holdings of non-financial companies and individuals. The feed is generated from TR’s Ownership Product database, and as such is occasionally referred to as the “OP” feed. This document describes the full range of data files that can be included in this data set, including eight quarters of historical ownership data. The historical data is of two types – (a) Weekly quarter wise Historical data feeds (b) One-time Historical feeds from March 1997 to the latest completed quarter. TR reserves the right to enhance the data feed specification, as necessary. All modifications to the specification will be communicated to each client. NOTE: Clients should develop their processes to load these files in such a manner that when new fields are added at the end of a record, it does not cause the client load process to fail. Data Treatment This feed provides global owners of securities trading in the Americas. The holdings file included in this feed provides all holders of Americas securities. The securities file and the owner file, however, include the entire set of securities and owners available in TR’s global ownership database. The data with in this data feed is based on the country of a security. All owners/holders of that particular security are given in the feed. As such, there will be owners and securities in these tables that do not appear in the holdings file. These owners and securities can be disregarded. The data in this feed contains overlapping relationships among owners and holdings. For example, the feed contains holdings for both Fidelity Management & Research (FMR) at the institution level and the Fidelity Magellan Fund (as well as other Fidelity funds) at the mutual fund level. The parent owner ID field in the Owner file (tfo.owner.out) identifies the parent-child relationship between these two owners. In this case, the parent owner ID for Magellan is equal to the owner ID of FMR. There is no need for clients to derive institutional level holdings based on the holdings of its child portfolios. This is already handled in the data as delivered. Attempting to derive institution level holdings runs the risk of double-counting holdings data. Rather, the child or sub-account level holdings are intended to provide greater detail for the holdings already associated at the institution level. TR often receives holdings identified at the institution level such as 13F filings or 13D/G filings among others. In other cases, where explicit institutional level holdings are not available, TF will compute fund holdings up to the institution level. This is most often the case for non-US holdings. Clients that wish to subscribe to Institutional and Professional Profiles data (aka “contacts” data) need to take the separate Profiles feed that is easily linked to this feed via owner id.

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Thomson Reuters Support

Thomson Reuter’s web portal Phone:

https://customers.reuters.com/sc/ContactUs/Simple/trDefault.aspx 1-888-989-8373 (Select Product not found….search more option under product and type Thomson Reuters Ownership Data feeds) Please note: When submitting a query to client services, please note that you are referring to the “Americas OP” feed and please provide below details while raising any questions to support team:

- FTP Link - Login name - File name & File date - Brief description of the issue

Delivery Details FTP site: ftp.disclosure.com

Directory: Provided at setup

Filename: Provided at setup

Delivery: FTP weekly or daily (5day/week) (full refresh of data)

Delivered Wednesday through Sunday by 8 am EST

Format: FTP –Quarterly (Full historical data 1997-Present)

|(pipe delimited), zipped or compressed tar

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Summary of Files Thomson Reuters delivers three versions of this ownership feed: Current Ownership: Daily feed - Full refresh of latest ownership data 8 Quarter Rolling History: Weekly feed - Full refresh of previous 8 quarters ownership data with carry forward logic* applied to the data. Full History to 1997: Delivered once per quarter - Full historical ownership data from Q1.1997 to recent quarter end. The following list of files summarizes all files that may be included as part of the feed. The ‘Current Feed Only’ column indicates what files are included in the current feed; similarly, the ‘8 Qtr History Only’ and ‘Full History Only’ columns indicate what files will be delivered to clients subscribing to historical data. Note that if you receive both the current feed and the historical feed, some files will overlap. For example, you would only receive one copy of the Country file (tfo.country.out) and it would be delivered with your current feed. *please refer to FAQ at the end of this document for further details

File Filename Current 8 Qtr Feed Full history

Feed Feed

CORE FILES

Holdings File tfo.holdings.out Yes No No

Institutional Holdings File (8 quarters) inst_holdings_qtr1.out to No Yes No

inst_holdings_qtr8.out

Mutual Fund Holdings File (8 Quarters) mf_holdings_qtr1.out to No Yes No

mf_holdings_qtr8.out

Consolidated Fund Holdings File (8 all_holdings_qtr1.out to No Yes No

Quarters) all_holdings_qtr8.out

Institutional Holdings File (Quarterly inst_hist_holdings_Mar- No No Yes

feed: Full history) 1997.out to

inst_hist_holdings_Mon-

YYYY.out

Mutual Fund Holdings File (Quarterly mf_hist_holdings_Mar- No No Yes

feed: Full history) 1997.out to

mf_histholdings_Mon-

YYYY.out

Consolidated Fund Holdings File all_hist_holdings_Mar- No No Yes

(Quarterly feed: Full history ) 1997.out to

all_hist_holdings_Mon-

YYYY.out

Owner File tfo.owner.out Yes No No

Owner File (History) tfo.owner_history.out No Yes Yes

Security File tfo.security.out Yes No No

Security File (History) tfo.security_history.out No Yes Yes

(continued on next page)

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File SECONDARY FILES Filename Current 8 Qtr Feed Full history

Feed Feed

Issuer File tfo.issuer.out Yes Yes Yes

Mutual Fund Ticker File tfo.fund_tickers.out Yes Yes Yes

Owner Asset Allocation File tfo.owner_asset.out Yes No Yes

Owner Metro Area File tfo.owner_metro_area.out Yes No Yes

Security Identifiers File tfo.security_ids.out Yes Yes Yes

Security Statistics File tfo.security_stats.out Yes No No

Historical 8 qtr Security Statistics hist_security_stats_qtr1.out No Yes No

to

hist_security_stats_qtr8.out

Historical 8 qtr Ownership Statistics hist_owner_stats_qtr1.out to No Yes No

hist_owner_stats_qtr8.out

REFERENCE AND LOOKUP FILES

Asset Allocation Regions File tfo.asset_regions.out Yes No No

Country File tfo.country.out Yes Yes Yes

Exchange File tfo.exchange.out Yes Yes Yes

Global Region File tfo.global_region.out Yes Yes Yes

Global Region Country File tfo.region_country.out Yes Yes Yes

Holding Source File tfo.holding_source.out Yes Yes Yes

Industry File tfo.industry.out Yes Yes Yes

Investment Style File tfo.inv_style.out Yes No Yes

Macro Sector File tfo.macro_sector.out Yes No Yes

Metropolitan Area File tfo.metro_area.out Yes Yes Yes

Owner Type File tfo.owner_type.out Yes Yes Yes

Province File tfo.province.out Yes Yes Yes

Sector File tfo.sector.out Yes No Yes

Security Class File tfo.security_class.out Yes Yes Yes

States File tfo.states.out Yes Yes Yes

US Region File tfo.us_region.out Yes Yes Yes

Dead Issue File tfo.dead_issue.out Yes Yes Yes

Meta Data File tfo.meta.out Yes Yes Yes

Asset Allocation Code File tfo.asset_codes.out Yes No Yes

DATA MANAGEMENT FILES

Owner Id Change File tfo.owner_id_change.out Yes No No

Split History tfo.split_history.out Yes Yes Yes

28 Month Price File tfo.price.out No Yes No

Historical Price File(quarterly: full price_hist_Mar-1997.out to No No Yes

history)

price_hist_Mon_2005.out

Historical Shout File(quarterly: full shout_hist_Mar-1997.out to No No Yes

history)

shout_hist_Mon-2005.out

Quarter Indicator File tfo_date_position_map.out No Yes No

CIK – Owner ID Mapping File tfo.cik.out Yes Yes Yes

Core Files Holdings File tfo.holdings.out The Holdings File matches Security IDs with Owner

IDs in order to construct an owner's portfolio or owners of a given security. This file does not contain historical holdings. Includes data from institutions, declarable stakes, Mutual funds and insiders filings. Holdings are split adjusted daily.

Field Name Width Description Datatype NULL? Owner ID 9 Unique identifier for a given owner. Number N

References the Owner file (tfo.owner.out). (long)

Security ID 9 Unique identifier for a given security. Number N References the Security file (tfo.security.out). (long) Shares Held 15 Number of shares held as of the report date Number Y

(split adjusted as of feed date) (long) Value Held 15 Dollar value of shares held Number Y

(decimal)

Report Date 8 Date of shares reported (YYYYMMDD) Date Y Source 3 Reporting source of shares held. References Char Y

Holding Source file (tfo.holding_source.out).

Shares Changed 15 Number of shares changed between report Number Y date and prior report date (long)

Value of shares Changed 15 Dollar value of shares changed Number Y

(decimal) Prior Report Date 8 Date of prior shares reported (YYYYMMDD) Date Y Prior Source 3 Reporting source of prior shares held position Char Y

from which shares/value changed have been calculated. References Holding Source file (tfo.holding_source.out).

Change Sign 2 P-Purchase, S-Sale, NC-No Change. Char N New Position 1 Indicates whether position is new to the Char Y

owner's portfolio since the prior report date. New positions are indicated by the value 'Y', while null or blank values indicate the position is not new. Percent of Shares 6 The shares held represented as a percentage Number Y Outstanding of the issue's total shares outstanding. 999.99 (decimal)

format. The value of this column CAN be blank due to several factors even when the Shares Held in the record is non-zero.

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8 Qtr Holdings Type_holdings_qtrn.out 8 Qtr holdings will be organized by quarter, with each

Files Examples:

quarter having three files: one for institutional

holdings(inst_holdings) , one for mutual fund

inst_holdings_qtr1.out holdings(mf_holdings) and one for consolidated all

mf_holdings_qtr1.out holdings(all_holdings). Old holdings are carried

all_holdings_qtr1.out forward for 21 months.

-inst_holdings shows institutional fund positions

collected from 13F filings and mutual fund

aggregates.

-mf_holdings shows mutual fund positions only

-all_holdings shows consolidated all holdings (except

mutual funds) collected from institutional filings (13F,

MF Aggr) and declarable stakes (13D/G,proxy,insiders

filings.. etc)

Field Name Width Description Datatype NULL?

Owner ID 9 Unique identifier for a given owner. Number N

References the Owner file (tfo.owner.out). (long)

Security ID 9 Unique identifier for a given security. Number N

References the Security file (tfo.security.out). (long)

Shares Held 15 Number of shares held as of the report date Number Y

(long)

Value Held 15 Dollar value of shares held Number Y

(decimal)

Report Date 8 Date of shares reported (YYYYMMDD) Date Y

Source 3 Reporting source of shares held. References Char Y


Shares Changed 15 Number of shares changed between report Number Y

date and prior report date (long)

Value of shares Changed 15 Dollar value of shares changed Number Y

(decimal)

Prior Report Date 8 Date of prior shares reported (YYYYMMDD) Date Y

Historical Type_holdings_qtrn.out Historical holdings will be organized by quarter, with Holdings Files each quarter having three files: one for institutional (Quarterly) Examples: holdings (inst_holdings*), one for mutual fund

inst_hist_holdings_<Mon>- (mf_holdings*) holdings and one for consolidated <yyyy>.out holdings (all_holdings*). This feed will be generated mf_hist_holdings_<Mon>- quarterly. <yyyy>.out -inst_holdings shows institutional fund positions all_hist_holdings_<Mon>- collected from 13F filings and mutual fund <yyyy>.out aggregates -mf_holdings shows mutual fund positions only -all_holdings shows consolidated all holdings (except mutual funds) collected from institutional filings (13F, MF Aggr) and declarable stakes (13D/G,proxy,insiders filings.. etc) Field Name Width Description Datatype NULL? Owner ID 9 Unique identifier for a given owner. Number N

References the Owner file (long) (tfo.owner_history.out). Security ID 9 Unique identifier for a given security. Number N

References the Security file (long)

(tfo.security_history.out).

Shares Held 15 Number of shares held as of the report date Number Y (long)

Value Held 15 Dollar value of shares held Number Y (decimal) Report Date 8 Date of shares reported (YYYYMMDD) Date Y Source 3 Reporting source of shares held. References Char Y


Shares Changed 15 Number of shares changed between report Number Y date and prior report date (long) Value of shares Changed 15 Dollar value of shares changed Number Y

(decimal)

Owner File tfo.owner.out Contains the complete listing of active owners present in

the feed. Mutual Funds and other sub-accounts are included in this file and are linked to their parent institution by the Parent Owner ID field. This file contains active owners only. The inactive owners are available in the “owner history” file.

Field Name Width Description Datatype NULL? Owner ID 9 Unique identifier for each owner record Number N

(long) Owner Name 60 Name for owner Char N Owner Type ID 3 Identifier for owner type. Links to the Owner Number Y

Type file (tfo.owner_type.out). (long) Address 1 50 Street address line 1 Char Y Address 2 50 Street address line 2 Char Y Address 3 50 Street address line 3 Char Y City 50 City in which owner is located Char Y Country ID 3 Country identifier of owner. Links to the Number Y

Country (tfo.country.out). (long)

State Code 2 State identifier for owner. References States Char Y file (tfo_states.out).

Province ID 3 Province identifier for owner. References Number Y Province file (tfo.province.out). (long) Zip 16 Postal code of owner Char Y Phone 50 Main phone number of owner Char Y Fax 50 Main fax number of owner Char Y Total Equity Assets 15 Total Equity Value of owner, if available. If not, Number Y

then surveyed assets will be used if available (long)

Asset Flag 1 “C” or “S” Indicator for whether Total Equity Char Y Assets is calculated or surveyed value Parent Owner ID 9 Owner ID of Parent Owner / Institution Number Y

(long)

# of Securities Held 15 # of Securities held by an owner Number Y (long)

# of Securities 15 # of Securities purchased when compared to Number Y Bought previous portfolio (long) # of Securities Sold 15 # of Securities sold when compared to Number Y

previous portfolio (long)

Turnover Value 20 Measure of owner's trading activity relative to Number Y its assets. (float)

Turnover Rating 1 Qualitative value for Turnover Value as follows: Number Y

0 = N/A (long) 1 = Low 2 = Medium 3 = High 4 = Very High

US Region ID 4 Identifier of US Geographic Region for owner. Number Y References US Region file (tfo.us_region.out) (long) Style ID 2 Investment Style identifier of owner. Maps to Number Y

Investment Style file (tfo.inv_style.out). (long) Orientation 1 Investment Orientation: Char Y

A = Active P = Passive

URL 100 URL for owner's web site Char Y Report Date 8 Most recent date of all reported holdings Date Y

(YYYYMMDD). Note: report dates at the holdings level can differ from this date due to the collection of holdings data from multiple sources.

Prior Report Date 8 Most recent date of all prior reported holdings Date Y (YYYYMMDD). Note: prior report dates at the holdings can differ from this date due to the collection of holdings data from multiple sources

Owner File tfo.owner_history.out Contains a complete listing of owners present in the (History) feed, both active and inactive. Mutual Funds and

other sub-accounts are linked to their parent institutions by the Parent Owner ID field. The ‘Active status’ field indicates inactive owners as ‘N’ and active owners as ‘Y’.

Field Name Width Description Datatype NULL? Owner ID 9 Unique identifier for each owner record Number N

(long)

Owner Name 60 Name for owner Char N Owner Type ID 3 Identifier for owner type. Links to the Owner Number Y

Type file (tfo.owner_type.out). (long) Address 1 50 Street address line 1 Char Y Address 2 50 Street address line 2 Char Y Address 3 50 Street address line 3 Char Y City 50 City in which owner is located Char Y Country ID 3 Country identifier of owner. Links to the Number Y

Country (tfo.country.out). (long)

State Code 2 State identifier for owner. References States Char Y file (tfo_states.out). Province ID 3 Province identifier for owner. References Number Y

Province file (tfo.province.out). (long) Zip 16 Postal code of owner Char Y Phone 50 Main phone number of owner Char Y Fax 50 Main fax number of owner Char Y Total Equity Assets 15 Total Equity Value of owner, if available. If not, Number Y

then surveyed assets will be used if available (long) Asset Flag 1 “C” or “S” Indicator for whether Total Equity Char Y

Assets is calculated or surveyed value

Parent Owner ID 9 Owner ID of Parent Owner / Institution Number Y of 30

(long)

# of Securities Held 15 # of Securities held by an owner Number Y (long)

# of Securities 15 # of Securities purchased when compared to Number Y Bought previous portfolio (long) # of Securities Sold 15 # of Securities sold when compared to Number Y

previous portfolio (long) Turnover Value 20 Measure of owner's trading activity relative to Number Y

its assets. (float)

Turnover Rating 1 Qualitative value for Turnover Value as follows: Number Y 0 = N/A (long) 1 = Low 2 = Medium 3 = High 4 = Very High US Region ID 4 Identifier of US Geographic Region for owner. Number Y

References US Region file (tfo.us_region.out) (long)

Style ID 2 Investment Style identifier of owner. Maps to Number Y Investment Style file (tfo.inv_style.out). (long) Orientation 1 Investment Orientation: Char Y

A = Active P = Passive URL 100 URL for owner's web site Char Y Report Date 8 Most recent date of all reported holdings Date Y

(YYYYMMDD). Note: report dates at the holdings level can differ from this date due to the collection of holdings data from multiple sources.

Prior Report Date 8 Most recent date of all prior reported holdings Date Y (YYYYMMDD). Note: prior report dates at the holdings can differ from this date due to the collection of holdings data from multiple sources

Active Status 1 Describes the current status of the owner. Char N

Y = Currently tracked and researched / Unknown N = Not currently tracked

Carson_code 10 Describes the Geo_id Char N (Geo_id)

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Security File tfo.security.out Contains all securities for which there is at least one

owner. It contains only the active securities for active owners and does not contain any dead issues.

Field Name Width Description Datatype NULL? Security ID 9 Unique identifier for each security record. Number N

(long) CUSIP 9 Unique identifier issued by the CUSIP Bureau. Char Y Sedol 7 Unique identifier assigned primarily to non- Char Y

North American issued securities. ISIN 12 International Securities Identification Number. Char Y CINS 12 Unique identifier for Foreign securities Char Y Ticker Symbol 12 Ticker symbol for security Char Y Issue Name 75 Name of issue including the name of the Char N

issuing company, and in some cases other descriptive text to differentiate the issue among others with the same issuing company. For example, 'Microsoft Corp' and 'Microsoft Corp – Pfd' representing Microsoft's common and preferred issues, respectively. Security Description 50 Text description of security Char Y Share Price 14 Price per share as of the share Number Y

pricing/corporate actions date as indicated in (decimal) the Meta Data file (tfo.meta.out). Two digits to right of decimal point.

Shares Outstanding 15 Shares outstanding for the security of the Number Y share pricing/corporate actions date as (long) indicated in the Meta Data file (tfo.meta.out).

Security Class 3 Broad class of security. References the Char Y Security Class file (tfo.security_class.out). Industry ID 5 Primary Industry identifier for security. Number Y

References the Industry File (tfo.industry.out). (long)

Trading Country ID 3 Indicates primary trading country for security. Number Y References the Country file (tfo.country.out). (long)

Issuing Country ID 3 Indicates the country where the security is Number Y issued. References the Country file (long) (tfo.country.out).

Exchange ID 3 Indicates the primary exchange for Security. Char Y References the Exchange file (tfo.exchange.out). Issued Date 8 Date when security was issued (YYYYMMDD). Date Y

Not currently supported. Serves as a placeholder field until data can be provided. Market Cap 15 Market capitalization (price x shares Number Y

outstanding) of security stated in US dollars as (long) of the share pricing/corporate actions date as indicated in the Meta Data File (tfo.meta.out). Primary Security ID 9 Maps to Security ID of primary issue among Number Y

securities with same issuer (e.g. preferred will (long) map to common stock issue, common stock issue will map to itself).

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Not currently supported. Serves as a placeholder field until data can be provided. Issuer ID 9 Identifier for issuing company. Links to Issuer Number Y

file (tfo.issuer.out). (long) Latest Holding Date 8 Latest date for which this security has a Date Y

portfolio holding. (YYYYMMDD)

ADR-Ord ratio 13 Number of shares represented by 1 ADR of its Number Y underlying security. For example, a value of (decimal) 10 means that one ADR share represents 10 shares of the underlying security.

ADR-Ord security ID 9 Security ID of the ADR’s underlying security. Number Y (long) CUSIP Check digit 1 Ninth character of CUSIP field serving as a Char Y

check digit for first eight characters. SEDOL Check digit 1 Seventh character of SEDOL field serving as a Char Y

check digit for first six characters.

Price date 8 Date of reported share price for a given Date Y security (YYYYMMDD)

Security File tfo.security_history.out Contains all securities for which there is at least one (History) owner. The active status column indicates whether

the security is active or inactive.


(long)

CUSIP 9 Unique identifier issued by the CUSIP Bureau. Char Y Sedol 7 Unique identifier assigned primarily to non- Char Y

North American issued securities.

ISIN 12 International Securities Identification Number. Char Y CINS 12 Unique identifier for Foreign securities Char Y Ticker Symbol 12 Ticker symbol for security Char Y Issue Name 75 Name of issue including the name of the Char N

issuing company, and in some cases other descriptive text to differentiate the issue among others with the same issuing company. For example, 'Microsoft Corp' and 'Microsoft Corp – Pfd' representing Microsoft's common and preferred issues, respectively.

Security Description 50 Text description of security Char Y Share Price 14 Price per share as of the share Number Y

pricing/corporate actions date as indicated in (decimal) the Meta Data file (tfo.meta.out). Two digits to right of decimal point. Shares Outstanding 15 Shares outstanding for the security of the Number Y

share pricing/corporate actions date as (long) indicated in the Meta Data file (tfo.meta.out). Security Class 3 Broad class of security. References the Char Y

Security Class file (tfo.security_class.out).

Industry ID 5 Primary Industry identifier for security. Number Y References the Industry File (tfo.industry.out). (long)

Trading Country ID 3 Indicates primary trading country for security. Number Y References the Country file (tfo.country.out). (long)

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Issuing Country ID 3 Indicates the country where the security is Number Y issued. References the Country file (long) (tfo.country.out). Exchange ID 3 Indicates the primary exchange for Security. Char Y

References the Exchange file (tfo.exchange.out).

Issued Date 8 Date when security was issued (YYYYMMDD). Date Y

Not currently supported. Serves as a placeholder field until data can be provided. Market Cap 15 Market capitalization (price x shares Number Y

outstanding) of security stated in US dollars as (long) of the share pricing/corporate actions date as indicated in the Meta Data File (tfo.meta.out). Primary Security ID 9 Maps to Security ID of primary issue among Number Y

securities with same issuer (e.g. preferred will (long) map to common stock issue, common stock issue will map to itself).

Not currently supported. Serves as a placeholder field until data can be provided.

Issuer ID 9 Identifier for issuing company. Links to Issuer Number Y file (tfo.issuer.out). (long) ADR-Ord ratio 13 Number of shares represented by 1 ADR of its Number Y

underlying security. For example, a value of (decimal) 10 means that one ADR share represents 10 shares of the underlying security. ADR-Ord security ID 9 Security ID of the ADR’s underlying security. Number Y

(long) CUSIP Check digit 1 Ninth character of CUSIP field serving as a Char Y

check digit for first eight characters.

SEDOL Check digit 1 Seventh character of SEDOL field serving as a Char Y check digit for first six characters. Active Issue 1 Indicates where the security is ‘active’ Char N

(currently trading). Values are Y or N. The value ‘N’ indicates that it is a dead-issue.

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Secondary Files

Issuer File tfo.issuer.out Identifies issuers (or companies) of securities

identified in the Security File.

Field Name Width Description Datatype NULL? Issuer ID 9 Unique Identifier for issuing company. Number N

(long) Issuer Name 75 Name of Security Char N Country ID 3 Country of issuer. References Country File Number Y

(tfo.country.out). (long) Industry ID 5 Primary industry identifier for issuer. Number Y

References Industry file (tfo.industry.out). (long)

Mutual Fund Tfo.fund_tickers.out Identifies ticker symbols used to identify mutual Ticker File funds. A single mutual fund can have multiple fund

tickers representing various share classes.

Field Name Width Description Datatype NULL? Owner ID 9 Identifier for owner. References Owner file Number N

(tfo.owner.out) (long)

Fund Ticker Symbol 10 Ticker symbol of mutual fund. Char N

Owner Asset tfo.owner_asset.out The Owner Asset Allocation file provides data that Allocation File indicates the amount of assets held in various asset

classes in selected regions. Assets are indicated by range, not by a specific value.

Field Name Width Description Datatype NULL? Owner ID 9 Identifier for owner. References Owner file Number N

(tfo.owner.out) (long) Asset Region Code 2 Code indicating the region for which asset Number N

allocation is being reported. References Asset (long) Allocation Region file (tfo.asset_regions.out). Asset Code – Equity 2 Code indicating the range of assets held in Number N

Equity securities for the specified geographic (long) region. References Asset Allocation Region file (tfo.asset_codes.out). Asset Code – Fixed 2 Code indicating the range of assets held in Number N Income Fixed Income securities for the specified (long)

geographic region. References Asset Allocation Region file (tfo.asset_codes.out). Asset Code – Cash 2 Code indicating the range of assets held in Number N

Cash for the specified geographic region. (long) References Asset Allocation Region file (tfo.asset_codes.out). Asset Code – Total 2 Code indicating the range of assets held in all Number N

asset classes for the specified geographic (long) region. References Asset Allocation Region file (tfo.asset_codes.out).

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Owner Metro tfo.owner_metro_area.out The Owner Metro Area file links owners to their Area File metro area location. Field Name Width Description Datatype NULL? Owner ID 9 Identifier of owner. References the Owner Number N

file (tfo.owner.out) (long)

Metro area ID 5 Identifier of metro area. References Metro Number N Area file (tfo.metro_area.out). (long)

Security Identifiers File

tfo.security_ids.out Contains various industry standard security identifiers for all securities in the Securities file. Identifiers included in this file include CUSIP/CINS, SEDOL, ISIN. This file can be used to easily link a client’s securities data to the securities data in this feed using industry standard securities identifiers. Clients must have the appropriate agreements with the vendors that license this information, such as the CUSIP bureau, in order to utilize it. This file will contain identifiers not found in the Securities file due to the linking of issues from multiple exchanges to a “primary” security that is contained in the Securities file. This improves the linking of securities from client systems to the data contained in this feed.

Field Name Width Description Datatype NULL? Security ID 9 OP Security ID. The primary key is Security ID

+SearchID + ID Type for this file. PK Number N

Search ID 12 CUSIP, SEDOL, or ISIN This is the alternative IDs for security search. PK

Char N

ID Type 2 Indicates the type of identifier contained in the “Security ID” Field. PK 1 = CUSIP/CINS 2 = SEDOL 3 = ISIN

Char N

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Security Statistics tfo.security_stats.out Provides calculated values for securities based on File holdings data in the feed.


References Security file (tfo.security.out) (long) # of Institutional 15 Number of institutional buyers for security Number Y Buyers (long)

# of Institutional 15 Number of institutional sellers for security Number Y Sellers (long) # of Institutional 15 Number of institutional owners for security Number Y Holders (shares held > 0) (long) # of Institutional 15 Number of shares purchased by institutions Number Y Shares Bought (long)

Value of Institutional 15 Aggregate dollar value of shares purchased by Number Y Shares Bought institutions (long) # of Institutional 15 Number of shares sold by institutions Number Y Shares Sold (long) Value of Institutional 15 Aggregate dollar value of shares sold by Number Y Shares Sold institutions (long)

Total shares Held by 15 Aggregate shares held by institutions Number Y institutions (long) Value Held by 15 Aggregate dollar value of shares held by Number Y Institutions institutions (long) Total Shares held by 15 Aggregate shares held by all owners, with Number Y all owners duplication between child and parent owners (long)

removed.

Value Held by All 15 Aggregate dollar value of shares held by all Number Y Owners owners with duplication between child and (long)

parent owners removed.

Historical hist_security_stats_qtrn.out Provides calculated values for securities based on Security holdings data in the feed. There will be a Statistics File Example: separate summary file for each quarter. The

hist_security_stats_qtr1.out corresponding quarter end dates can be decoded by referencing the tfo.date_position_map.out file.


References Security file (tfo.security.out) (long) # of Institutional 15 Number of institutional buyers for security Number Y Buyers (long)

# of Institutional 15 Number of institutional sellers for security Number Y Sellers (long)

# of Institutional 15 Number of institutional owners for Number Y Holders security (shares held > 0) (long) # of Institutional 15 Number of shares purchased by Number Y Shares Bought institutions (long)

# of Institutional 15 Number of shares sold by institutions Number Y Shares Sold (long)

Value of 15 Aggregate dollar value of shares Number Y Institutional Shares purchased by institutions (long) Bought

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Value of 15 Aggregate dollar value of shares sold by Number Y

Institutional Shares institutions (long)

Sold

Total shares Held 15 Aggregate shares held by institutions Number Y

by institutions (long)

Value Held by 15 Aggregate dollar value of shares held by Number Y

Institutions institutions (long)

Total Shares held 15 Aggregate shares held by all owners, with Number Y

by all owners duplication between child and parent (long)

(except Funds) owners removed.

Value Held by All 15 Aggregate dollar value of shares held by Number Y

Owners (except all owners with duplication between child (long)

Funds) and parent owners removed.

Historical Owner hist_owner_stats_qtrn.out Provides calculated statistics of the owners based

Statistics File Example:

on holdings data in the feed. There will be a

separate summary file for each quarter. The

hist_owner_stats_qtr1.out corresponding quarter end dates can be decoded

by referencing the tfo.date_position_map.out file.


Owner ID 9 Unique identifier for each owner record. Number N

References owner file (tfo.owner.out) (long)

Total Equity Assets 15 Total number of equity assets for the Number Y

owner (long)

Number of 4 Number of securities bought by the owner Number Y

securities Bought (long)

Number of 4 Number of securities sold by the owner Number Y

securities Sold (long)

Number of 5 Number of securities held by the owner Number Y

securities Held (long)

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Reference/Lookup Files

Asset Allocation tfo.asset_codes.out Provides a description for each asset allocation code. Code File

Field Name Width Description Datatype NULL? Asset Code 2 Identifier of Asset Code Number N

(long) Description 40 Description of Asset Allocation Code Char N Lower Boundary of 14 Numeric value indicating the lower boundary of Number Y Range the range indicated by the asset code and (long)

description. Stated in millions.

Upper Boundary of 14 Numeric value indicating the upper boundary Number Y Range of the range indicated by the asset code and (long)

description. Stated in millions. Range is exclusive of upper boundary.

Asset Allocation tfo.asset_regions.out Provides a description for each asset allocation region Regions File code.

Field Name Width Description Datatype NULL? Asset Region Code 2 Identifier of asset region. Number N

(long)

Description 40 Describes the region indicated by the region Char N code

Country File tfo.country.out Provides a description for each country ID.

Field Name Width Description Datatype NULL? Country ID 3 Identifier for Country. Number N

(long) Country Name 40 Name of country indicated by Country ID. Char N

Exchange File tfo.exchange.out Provides a description for each Exchange ID.

Field Name Width Description Datatype NULL? Exchange ID 3 Identifier for Exchange Char N Description 50 Name of exchange indicated by Exchange ID. Char N Country ID 3 Country of exchange. References the Country Number Y

File (tfo.country.out). (long)

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Global Region File tfo.global_region.out Contains global regions and their names.

Field Name Width Description Datatype NULL? Region ID 8 Unique identifier for region Number N

(long) Name 30 Name of region Char N Short Name 15 Abbreviated version of region name Char Y

Global Region tfo.region_country.out Maps countries to global regions. A given country Country File may map to multiple regions.

Field Name Width Description Datatype NULL? Country ID 3 Identifier for country. References Country file Number N

(tfo.country.out). (long)

Region ID 5 Identifier for region. References Global Region Number N file (tfo.global_region.out). (long)

Holding Source tfo.holding_source.out Provides descriptions of various holdings sources such File as 13F, UK Registers, etc.

Field Name Width Description Datatype NULL? Source ID 3 Identifier for holdings source Char N Source Description 40 Description of holdings source Char N

Industry File tfo.industry.out Provides a description for each industry ID, which is the lowest level within the three-tier industry hierarchy (Macro Sector Sector Industry).

Field Name Width Description Datatype NULL? Industry ID 5 Industry Code Number N

(long)

Industry Description 50 Name of industry Char N Sector ID 4 Sector Code. References Sector File Number N

(tfo.sector.out). (long)

Investment Style tfo.inv_style.out Contains descriptions of each investment style. File

Field Name Width Description Datatype NULL? Style ID 2 Unique Identifier for investment style. Number N

(long) Style Description 20 Name of investment style Char N Parent Style ID 3 Style ID of parent style (e.g. Core Value and Char Y

Deep Value map to Value).

Macro Sector File tfo.macro_sector.out Contains descriptions of each macro sector, which is the highest level within the three-tier industry hierarchy (Macro Sector Sector Industry).

Field Name Width Description Datatype NULL? Macro Sector ID 4 Unique Identifier for Macro Sector. Number N

(long) Macro Sector 30 Name of Macro Sector Char N Description

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Metropolitan Area tfo.metro_area.out Provides a description for each metro area id. File

Field Name Width Description Datatype NULL? Metro area ID 5 Metro area code Number N

(long) Description 40 Name of metro area. Char N Country ID 3 Country identifier of the metro area. Number N

References Country file (tfo.country.out).

Owner Type File tfo.owner_type.out Contains descriptions of each owner type.

Field Name Width Description Datatype NULL? Owner Type ID 3 Identifier of Owner Type. Number N

(long)

Code 8 A short descriptive code Char Y Description 50 Full name of owner type/ Char N Parent Enhanced 3 Provides a hierarchy of enhanced owner type Number Y Owner Type ID codes (long)

Province File tfo.province.out Contains descriptions of each province and along with country association.

Field Name Width Description Datatype NULL? Province ID 3 Unique Identifier of state Number N

(long)

Description 50 Full name of state Char N Country ID 3 Country of province. References the Country Number N

file (tfo.country.out). (long)

Sector File tfo.sector.out Provides a description for each sector ID which is the middle level within the three-tier industry hierarchy (Macro Sector Sector Industry).

Field Name Width Description Datatype NULL? Sector ID 4 Sector Code Number N

(long) Sector Description 25 Name of sector. Char N Macro Sector ID 4 Macro Sector ID of a given sector. References Number N

the Macro Sector file (tfo.macro_sector.out) (long)

Security Class File tfo.security_class.out Describes a security’s class.

Field Name Width Description Datatype NULL? Class ID 3 Identifier of security class Char N Description 30 Description of security class Char N

of 30

States File tfo.states.out Provides translations of state codes to state names for each state in the US.

Field Name Width Description Datatype NULL? State Code 2 Unique Identifier of state Char N Description 30 Full name of state Char N

US Region File tfo.us_region.out Contains descriptions of US Regions.

Field Name Width Description Datatype NULL? US Region ID 4 Unique Identifier for US Region Number N

(long)

Description 30 Region Description Char N Short Name 12 Region Abbreviation Char N

Data/Process Management Files

Dead Issue File tfo.dead_issue.out Documents which securities have been removed from the database because the security no longer trades. Provides a rolling 180-day history based on stop date.


References Security file (tfo.security.out) (long) CUSIP 9 Unique identifier issued by the CUSIP Bureau. Char Y Sedol 7 Unique identifier assigned primarily to non- Char Y

North American issued securities. Issue Name 75 Name of issue including the name of the Char Y

issuing company, and in some cases other descriptive text to differentiate the issue among others with the same issuing company. For example, 'Microsoft Corp' and 'Microsoft Corp – Pfd' representing Microsoft's common and preferred issues, respectively.

Stop Date 8 Date on with the security ceased trading Date N (YYYYMMDD).

Meta Data File tfo.meta.out The Meta Data File is provided so that there is no ambiguity with respect to adjustments to holdings data for corporate actions (splits, mergers, etc.) and with respect to the current production quarter for 13F filings. In other words, it cannot necessarily be assumed that files delivered on April 1 have been split adjusted through March 31. Please see FAQ for more information. Field Name Width Description Datatype NULL? 1 8 Latest Month end price date Date N 2 8 13F Quarter End Date. Date N 3 8 Data Update Date. Indicates the date on Date N

which the data provided in the feed was last updated in the TF ownership database. 4 8 Date of latest corporate action. Date N

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Owner ID Change tfo.owner_id_change.out Change file reflects changes in Owner Ids, usually as File a result of a merger or divestiture, which have

occurred since the prior delivery of data. This file may be empty if no changes occurred.

Field Name Width Description Datatype NULL? Old Owner ID 9 Identifier of owner Number Y

(long) Old Name 60 Former name of owner Char Y New Owner ID 9 Identifier of new owner. References Owner Number Y

file (tfo.owner.out) (long) New Name 60 New name of owner Char Y Action 1 Add (A) , Delete (D) or Name Change (N) Char N

Split History File tfo.split_history.out Documents which stock splits have been applied to

holdings data. Provides a rolling 30-day history. The thirty-day period is based on split date and/or update date within TF data collection systems. It is possible to have multiple records for a given security id/split date combination.


Security ID 9 Unique identifier for each security record. Number N References Security file (tfo.security.out) (long)

Split Date 8 Effective date of split (YYYYMMDD). Date N Holdings reported prior to this date have been adjusted by the split ratio. Ratio 20 Number of shares resulting from split. Number N

Holdings with report dates prior to the (decimal) split date have been multiplied by this value. Update_Date 8 Split create/update date Date Y

Historical Price tfo.price.out Provides month-end pricing for the months File encompassed by the 28 months historical holdings

files.


References Security file (tfo.security.out) (long) Price Date 8 Price date in the format YYYYMMDD Date N Price 11 Price value with a maximum of upto 2 digits Number N

(decimal)

Historical Price price_hist_<Mon>- Provides quarter wise month-end prices for each File <yyyy>.out security.


References Security file (tfo.security.out) (long) Price Date 8 Price date in the format YYYYMMDD Date N Price 11 Price value with a maximum of upto 2 digits Number N

(decimal) of 30

Historical SHOUT shout_hist_<Mon>- Provides quarter wise shares outstanding for each File <yyyy>.out security.


References Security file (tfo.security.out) (long)

SHOUT Date 8 Shares outstanding date in the format Date N YYYYMMDD

Shout 14 Shares outstanding value with a maximum of Number N upto 2 digits (decimal)

Quarter tfo.date_position_map.out Translates the values in the filenames for the Indicator File quarterly historical holdings and security statistics

files into quarter-end dates.

Field Name Width Description Datatype NULL? Position Index 1 Values 1 through 8 found in the quarterly Number N

holdings and security statistics filenames.

Report Date 8 Quarter-end date. Date N

Appendix A Frequently Asked Questions What countries are covered in this feed? As of February 2011, this feed is comprised of global holders (worldwide owners) of securities trading in the following countries:

Anguilla Guyana Antigua and Barbuda Haiti

Argentina Honduras Aruba Jamaica

Bahamas Martinique Barbados Mexico

Belize Montserrat Bermuda Nether. Antilles

Bolivia Nicaragua Brazil Panama

Canada Paraguay Cayman Islands Peru

Chile Puerto Rico Colombia St. Kitts and Nevis

Costa Rica St. Lucia Cuba St. Pierre and Miquelon

Dominica St. Vincent and the Grenadines Dominican Republic Suriname

Ecuador Trinidad and Tobago El Salvador Turks and Caicos Islands

Falkland (Malvinas) United States French Guiana Uruguay

Greenland Venezuela Grenada Virgin Islands (UK)

Guadeloupe Virgin Islands (US) Guatemala

(Note: this list is subject to change based upon new content becoming available. There is no guarantee that ownership data is available for all countries on the list.) What owner identifiers are used in this feed? Thomson Reuters applies an internally generated, proprietary unique identifier for each owner. The identifiers are not reused. What security identifiers are offered? Securities are classified with their respective CUSIP, Sedol, ISIN, CINS, and Ticker as available/applicable. Also included is the primary exchange for the security. Customers must have the appropriate licenses with the respective vendors, such as the CUSIP bureau, in order to utilize these identifiers. How are Corporate Actions applied? On a daily basis, all data including the historical data is adjusted for corporate actions such as stock splits. Are contacts included in the feed? Thomson Reuters vast and in-depth repository of buy side and sell side contacts can be made available through a separate Institutional and Professional Profiles datafeed, which can be easily matched up to this feed via ownerid.

Page 26 of 30

What are the sources of ownership data and is there an indication of what the source was available in the feed? Ownership data is gathered through a variety of sources *some may not be applicable to the regional feeds:

Mutual Fund Portfolios Region Primary Sources Secondary Sources Frequency of Updates

North America Fund companies Regulatory agencies US: quarterly, semiannual CAN: semiannual

Latin America Third party vendors, regulatory NA Pension funds: quarterly agencies Mutual funds: quarterly, monthly

Europe, Middle East, Fund companies, third party Regulatory agencies Semiannual Africa vendors Asia Pacific Fund companies, third party Regulatory agencies Semiannual, quarterly

vendors

Declarable Stakes

Region Primary Sources Secondary Sources Frequency of Updates North America Regulatory agencies NA As reported; daily, monthly,

quarterly and annual Latin America Regulatory Agencies NA Some monthly Europe, Middle East, Stock exchanges, company Financial publications, Varies—daily, monthly, Africa reports, third party vendors newspapers semiannual, annual

Asia Pacific Stock exchanges, company Financial publications, Varies—daily, monthly, reports, third party vendors newspapers semiannual, annual

UK Share Registers and Trades (RNS Data) Region Primary Sources Frequency of Updates

United Kingdom Regulatory Agencies, Third Party Vendors Trades: daily UK Share Registers: monthly, quarterly, semiannual

13F Institutions Region Primary Source Frequency of Updates

North America Regulatory Agency Quarterly

What are some of the value-add processes that make your data different from other vendors?

Holdings and declarable stakes data undergoes all corporate actions adjustments to ensure that the content shown reflects the most timely information available.

For our US 13F collection (major money managers), sub-accounts that are listed on the filings are rolled up to the actual investment managers responsible for the management of the holdings.

Also on 13F filings, holdings positions are “broken out” and attributed to the specific manager who holds the assets. For instance, Bank of America’s 13F is broken out into Banc of America Securities LLC and Columbia Management Advisors.

Declarable stakes filers are rolled up to the main investment manager to assure a clear picture of the ownership of a security without presenting duplication of holdings via different types of filings.

Extensive edit checks are included in our collection process that allow us to research and rectify certain issues before they make their way into the product.

Page 27 of 30

What is the typical lag time between an ownership event (institutional filing, insider transaction, etc.) being made public and Thomson receiving, parsing, and disseminating the data feed to subscribers via the OCP database? Most data from SEC filings is generally available to view in the product 1-2 days after the filing was issued to the SEC. 13F’s have the best timeliness because they are our highest priority. US Declarable Stakes filings (such as 13D & G’s, proxies, etc.) have a slight lag due to the large amount of volume that is given to the SEC at peak filing times. Other filings such as the NSAR’s for mutual fund holdings take a longer time to process (approx. 1-2 weeks) because of the size and large volume of mutual fund filings. On the international side, some countries have more stringent regulations than others which determine the timeliness of the filings we collect. One other major factor that impacts data availability is related to translating international portfolio data, which results to longer processing times. Does the history back to 1997 include all filing types? We have data starting from 1997 on for all filing types that we cover, including institutional portfolios (13F), mutual fund and pension fund portfolios as well as declarable stakes filings (i.e. 13D, 13G) and international equivalents. Non-US data history will vary by country – for instance, some of our Asian coverage goes back to 1999; our Eastern European coverage that was added recently goes back to 2005. How are dates managed? The Report Date (mmddyy) is the only date available. This represents the holding “as of" date. So the date may correspond with a quarter end date, but may also be more current and/or more of a "random" date due to the multiple sources from which we get ownership data. We update our records through data sent directly from mutual fund companies; we receive declarable stakes data from numerous sources in each country that we cover; we receive insider updates as warranted by the SEC. So we will have non-quarter end dates based on what date the holdings record is "as of". Note that this is not the actual filing date. What error-checking process(es) does Thomson have in place to protect against any potential mistakes in parsing or displaying the Ownership data? Extensive edit checks and validations occur at the point of processing and critical edits are reviewed once the content has entered the database. As part of our methodology, we extensively review portfolios before the holdings information is processed and made available in our products to ensure the portfolio is complete and lacking in errors. For instance, edit checks are performed on the holdings data during processing, ranging from security matching processes to validation of the holdings via a security price and market value check. Also, post-processing edits ensure that we are not accounting for more shares held than there are shares outstanding in the market. Questionable 13F holdings are researched, which includes calling filers to correct misfiled holdings. Are amendments to data (for example, via 13F amendment filings for US institutions) flagged in any way? Or are they merely re-sent with the upcoming data feed to presumably overwrite the original erroneous feed? There are no flags for amended filings. Amended filings generally overwrite the previous filing.

When you refer to the “carry forward rule”, what does that mean? Data in the tfo.holdings.out file is a full refresh, not just the latest updates. 21-month carry forward logic is applied on the data. Holdings from latest filing (even if the filing is 21 months old) will show up in the file. There’s a limit that the OP database uses to determine how far back old holdings are carried forward. The limit is configurable and the current setting is 21. So, if the prior holding is over 21 months old compared to the quarter-end date, it will not be carried forward. Holdings for owners that no longer file will not be carried forward beyond the last report date for that owner. Also, holdings will not be carried forward for ‘stopped’ securities beyond the date the security stopped trading. Carry forward logic is also applied to holding value. That means holdings and its value (Holdings * Report date month end price) are carried forward. When you refer to “holdings consolidation”, what does that mean? Apart from Mutual Fund holdings, the OP holdings.out file contains consolidated holdings from different filing sources including 13F, 13D, 13G, proxy, other declarable stakes and insiders. When there are duplicate holdings, that is, the same owner files its holdings for the same issue from different sources, OP checks the report dates, and takes the most recent one. If the duplicate holdings’ report dates are the same, OP takes the one with higher priority (see table below).

SOURCE_ID Source Description PRIORITY3 UK Registers 1

401 Regulatory News Service 21 13F 3

402 UK Registers 4447 JPN 5% 4448 JPN Detailed Shareholdings 4

5 Other Substantial/Declarable 4502 13D 501501 13G 502518 Registration Statement 504503 Proxy 505509 External Research 506512 10K 507507 Proxy-CA 508510 EWR-CA 509511 ALT-CA 510519 Material Change Report 511513 20F 512517 Thomson Deals 513

515 8K 515516 10Q 516

520 US Insider - Form 3 520

499 Shareholder Report 6002 MF 99996 Aggregate MFs 99997 Insider Update 99998 Private Holding 99999 Canadian Insider Data 9999

201 Hedge Fund Portfolio 9999 What owner types are included in the feed? Here is a list of our owner types: OWNER_TYPE_ID TYPE NAME

100 Investment Managers 101 Bank and Trust 102 Endowment Fund 103 Finance Company 104 Foundation 105 Government Agency - Investment Advisor 106 Hedge Fund 107 Investment Advisor 108 Insurance Company 110 Pension Fund 111 Private Equity 112 Venture Capital 113 Investment Advisor/Hedge Fund 200 Brokerage Firms 201 Research Firm 202 Independent Research Firm 300 Strategic Entities 301 Corporation 302 Holding Company 303 Individual Investor 304 Government Agency 400 Institution sub types 401 Mutual Fund 402 Hedge Fund Portfolio

Note: There is a hierarchy where owner types 100, 200, 300 and 400 are top-level.