Thomson-Reuters Mutual Fund Holdings: Net Asset Values (NAV) for Closed-end Funds

This is tricky. First of all, there is no flag in Thomson to identify whether the fund is a closed-end fund.

A CRSP share code variable ending in 4 indicates closed-end funds (for instance, ticker 'EOI', EATON VANCE ENHANCED EQUITY INCOME FUND, permno 90376). So CRSP monthly/daily stock tables have closed-end funds, but CRSP does not have NAV data (which can be used to estimate closed-end fund discount, for instance). You can get NAV data from Compustat Monthly Security Pricing file (sec_mthprc table on WRDS server).

Use the CRSP-Compustat Merged product to get a list of gvkeys for all permnos which have share code ending in 4 (shrcd=4) indicating a closed-end fund. Keep in mind that a fraction of those closed-end funds in CRSP are not equity funds, but contains a bunch of debt, commodity funds, etc.