In microsoft.public.money, <anonymous[at]discussions.microsoft.comwrote:

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I doubt that.

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Perhaps the date entered for your splits is in error.
Go to the investment details. UpdatePrices-> UpdatePricesManually
Look through the table and find the entries in the Source column
that say "Stock Split". See if the date corresponds to the
ex-dividend date for the split. The "record date" is not normally
the correct date to use. The ex- date is normally closer to the
distribution date.

Even when brokers download the split data, they don't always get it
right. Name a stock, and we can discuss the date that should apply.

http://invest-faq.com/articles/stock-split.html has some info, tho
it is not as clear on the point as it could be.

I have MS Money 2002 and have noticed that stock splits
are completely sporked. Am wondering if they ever fixed
this in Money 2004. Certainly I never noticed this bug
being noted in the Money 2002 support database.

In particular if you own a stock and then buy additional
shares of that stock and the stock then splits after the
second purchase, you're screwed. Any attempt to transfer
or sell the entire position after that split causes Money
to believe that you are selling/transfering more shares
than you own because Money is too dumb to notice that the
second batch of shares you had purchased has split. Sure
Money will show the correct number of shares in the
portfolio displays and other parts of the program, but
the FIFO or specific allocation sell screen doesn't split
the second batch of shares.