While refactoring is extensively performed by practitioners, many Mining Software Repositories (MSR) approaches do not detect nor keep track of refactorings when performing source code evolution analysis. In the best case, keeping track of refactorings could be unnecessary work; in the worst case, these untracked changes could significantly affect the performance of MSR approaches. Since the extent of the threat is unknown, the goal of this paper is to assess whether it is significant. Based on an extensive empirical study, we answer positively: we found that between 10 and 21% of changes at the method level in 15 large Java systems are untracked. This results in a large proportion (25%) of entities that may have their histories split by these changes, and a measurable effect on at least two MSR approaches. We conclude that handling untracked changes should be systematically considered by MSR studies.