diff --git a/docs/source/whatsnew/0.8.4.txt b/docs/source/whatsnew/0.8.4.txt
index 8eaa3522..0689149e 100644
--- a/docs/source/whatsnew/0.8.4.txt
+++ b/docs/source/whatsnew/0.8.4.txt
@@ -85,6 +85,8 @@ Bug Fixes
 * Fixed an issue pickling :func:`~zipline.utils.sentinel.sentinel` objects
   (:issue:`872`).
 
+* Fixed spurious warnings on first download of treasury data (:issue `922`).
+
 Performance
 ~~~~~~~~~~~