The Form N-CR Files Dataset collects every Form N-CR and Form N-CR/A current report filed on EDGAR by registered money market funds under Section 30(b) of the Investment Company Act of 1940 and Rule 30b1-8 thereunder. Each record is one EDGAR accession describing a single triggering event — receipt of financial support from a sponsor, adviser, or affiliate; a default or insolvency affecting a portfolio security; a deviation between a stable-NAV fund's current per-share NAV and its $1.0000 intended stable price; or a Rule 2a-7 liquidity event — and packages the canonical structured XML submission, an EDGAR-rendered XHTML view, and a normalized JSON metadata sidecar. The legal filer in every record is the money market fund registrant itself, even where Part C events involve an affiliated supporter as the disclosed counterparty. EDGAR began accepting Form N-CR submissions in 2015 following adoption of the form in Release IC-31166 (July 2014); the dataset's earliest sample is dated October 2015 and coverage runs continuously through the present, spanning the 2014 reform regime and the post-Release-IC-34441 (July 2023) mandatory liquidity fee framework. The dataset is distributed as monthly ZIP containers organized by year and month, and each accession directory holds a metadata.json sidecar plus all original EDGAR submission documents excluding image assets.
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The dataset is a complete archive of money market fund current reports filed under the SEC's event-driven Rule 30b1-8 reporting regime. Form N-CR is filed by registered open-end management investment companies (or series thereof) that hold themselves out as money market funds and comply with Rule 2a-7 under the Investment Company Act of 1940. The form is event-driven rather than periodic: a fund that experiences no triggering event files nothing, so the dataset captures rare stress episodes rather than routine reporting. Each accession in the dataset corresponds to one current report, identified by its EDGAR accession number, and includes both the structured machine-readable submission and a normalized metadata layer suitable for direct analytical use.
The dataset is distributed as monthly ZIP archives organized in a <year>/<year>-<month>.zip hierarchy. Each ZIP unpacks to a top-level folder named for the month (for example, 2025-08/), under which every accepted submission appears as its own subdirectory. The subdirectory name is the EDGAR accession number with dashes stripped and zero-padded to 18 digits (for example, 000095012325008485 for accession 0000950123-25-008485). Because N-CR is event-driven, monthly containers vary widely in size: most months hold a small number of accessions, but containers expand sharply during periods of money-market stress when multiple sponsors report support events in close succession. Coverage extends from October 2015 through the present and includes both Form N-CR and Form N-CR/A (amendment) submissions.
One record in the Form N-CR Files Dataset corresponds to a single Form N-CR or Form N-CR/A submission accepted by EDGAR from a money market fund under Section 30(b) of the Investment Company Act of 1940 and Rule 30b1-8 thereunder. Each record is keyed by EDGAR accession number and packages the canonical structured XML submission, an EDGAR-rendered XHTML view of that submission, and a normalized JSON metadata sidecar. Functionally, a record captures one event-driven current report by one money market fund describing a triggering condition such as the receipt of financial support from the sponsor, adviser, or an affiliate; a default or insolvency event affecting a portfolio security; a deviation between the fund's current per-share net asset value and its intended stable share price (canonically $1.0000 for stable-NAV funds); or a Rule 2a-7 liquidity event. Form N-CR/A records represent post-filing amendments to a previously filed N-CR and are full replacements rather than diffs over the original disclosure.
Every accession directory holds three artefacts that together represent the structured form, a human-readable rendering, and a normalized metadata layer:
metadata.json — a flat JSON sidecar describing the filing's identity, filer entities, affected fund series and share classes, and links back to the canonical EDGAR copies.primary_doc.xml — the structured Form N-CR submission in the EDGAR ncrfiler namespace. This is the authoritative machine-readable form data and the source of every disclosed item value.xslN-CR_X01/primary_doc.xml — an XHTML rendering produced by EDGAR applying its N-CR_X01 XSL stylesheet to the XML. Despite the .xml extension and the xsl… folder name, this file is XHTML 1.0 Strict and references /css/N-CR_print.css plus EDGAR's radio/checkbox image assets to reproduce the printed form layout.The XSL folder name encodes both the form type and the schema version: xslN-CR_X01 corresponds to the X0101 schema version declared inside the XML and has been invariant across the historical archive. The dataset ships only the rendered output, not the source .xsl stylesheet. Image assets that appeared in the original EDGAR submission package are excluded by design; the textual artefacts above constitute the complete record for analytical purposes.
metadata.json shapeThe metadata sidecar carries the following intentional fields:
formType — "N-CR" or "N-CR/A".accessionNo — the canonical dashed EDGAR accession number (e.g. "0000950123-25-008485").effectivenessDate — ISO date on which the filing became effective.filedAt — ISO 8601 timestamp with timezone offset capturing the moment EDGAR accepted the submission.periodOfReport — ISO date for the period the report covers, normally the date of the triggering event.description — free-text description supplied by EDGAR (often the literal "Form N-CR -").linkToFilingDetails, linkToTxt, linkToHtml, linkToXbrl — URLs back to the EDGAR filing-details page, the SGML-wrapped complete-submission text file, the filing-index HTML page, and an XBRL instance respectively. The XBRL link is empty because N-CR does not carry XBRL data.documentFormatFiles — array of submission documents, each with sequence, size, type, documentUrl, and (for the txt artefact) description. For N-CR this typically lists the rendered primary doc, the raw primary_doc.xml, and the complete-submission .txt.dataFiles — array of supplementary data files; empty for N-CR.entities — array of filer/issuer entities. Each entry carries cik, companyName with a parenthetical role suffix such as "(Filer)", fileNo, irsNo, stateOfIncorporation, fiscalYearEnd (MMDD), act ("40" for the Investment Company Act of 1940), type (form type), and filmNo.seriesAndClassesContractsInformation — array describing the affected fund series. Each entry carries a series ID of the form Sxxxxxxxxx, a series name, and a classesContracts array whose objects identify each affected share class by classContract ID (Cxxxxxxxxx), name (e.g. "Class R5"), and ticker. This is the primary key for joining N-CR events to fund-series-level reference data.id — opaque dataset record hash.primary_doc.xml structureThe structured submission is rooted at <edgarSubmission> in the namespace http://www.sec.gov/edgar/ncrfiler and declares <schemaVersion>X0101</schemaVersion>. The document is divided into a header followed by the form body:
<headerData> — submission-level routing data.
<submissionType> — "N-CR" or "N-CR/A".<filerInfo> — wraps <liveTestFlag> (LIVE for production filings, TEST for filer test submissions) and one or more <filer> blocks. Each <filer> carries <issuerCredentials> containing <cik> and <ccc> (the CCC password is masked as XXXXXXXX in the public copy), and <periodOfReport> rendered in MM/DD/YYYY form. The placeholder 00/00/0000 appears when a filer leaves the period blank.<formData> — the body of the form, decomposed into three subtrees that map directly onto the lettered Parts of Form N-CR:
<generalInfo> — Part A "General Information". Carries identification fields for the report and the affected fund: <reportDate> (MM/DD/YYYY), <registrantName>, <registrantCik>, <registrantLei> (the registrant's Legal Entity Identifier), <seriesName>, <seriesId>, <seriesLei>, and <fileNumber> (the Investment Company Act file number). The rendered XHTML view labels these as Items A.1 through A.9, including the authorized contact name, email, and phone where supplied.
<disclosure> — Parts B through F, each populated only when the corresponding event occurred:
<supportDescription> records the nature of support (capital contribution, security purchase at amortized cost, capital support agreement, letter of credit, or similar), C.2 <supportPersonName> names the supporting person, C.3 <relationshipDescription> identifies the relationship to the fund (adviser, sponsor, affiliated person), C.4 <supportDate> records the date of the support, and C.5 <supportAmtDescription> carries the dollar amount as a free-form string. Items C.6 and C.7 cover security identification and purchase price where the support takes the form of a security purchase. C.8 <reasonDescription> explains the reason for providing support, C.9 <termOfSupport> records the term, and C.10 <contractRestrictionsDesc> describes any contractual restrictions placed on the support.<signatureBlock> — closing signature data: <name> (the registrant), <title> of the signer, <signature> (the signer's typed name), and <signatureDate>. The signature attests the report under the Investment Company Act of 1940.
The <disclosure> subtree is sparse by design: a typical record populates only the Part(s) corresponding to the triggering event(s). A single submission can populate multiple parts when one event implicates more than one disclosure category — for example, a portfolio security default (Part B) that prompts sponsor financial support (Part C) and a stable-price NAV deviation (Part D).
The analytical signal of an N-CR record lies in which children of <disclosure> are populated. The four mutually-non-exclusive event categories are:
<supportPersonName> and <relationshipDescription> together identify the supporter and its relationship to the fund.Part F is independent of any trigger and carries optional supplemental disclosure at the filer's discretion. The presence and combination of populated children within <disclosure> therefore serve as the de facto event-classification flags for downstream analysis.
xslN-CR_X01/primary_doc.xml)The rendered file is XHTML 1.0 Strict, declared with xmlns:m1="http://www.sec.gov/edgar/ncrfiler" plus auxiliary EDGAR namespaces (common, common_drp, statecodes, feecommon). It mirrors the official EDGAR-printed Form N-CR layout: a header with the SEC seal text, OMB number 3235-0705, and the standard estimated-burden notice; a "Filer Information" block showing the Filer CIK, the masked CCC, the Date of Report, the LIVE/TEST radio selection, and the paper-filing checkbox; a "Part A: General Information" block listing Items A.1 through A.9; followed by Parts B, C, D, E, and F, each rendered with the complete item layout regardless of whether they were populated; and a closing Signatures block reproducing the Investment Company Act of 1940 attestation paragraph.
The renderer always emits the full Form N-CR template, so un-triggered items appear as empty <div class="fakeBox2"> or fakeBox3 placeholders rather than being suppressed. The XHTML view is therefore a complete, navigable form regardless of which Parts were populated, while the XML is a sparse representation of only the actually-disclosed items. Consumers performing event detection should drive off the XML structure rather than the rendered view, because the empty placeholders in the XHTML do not distinguish "not triggered" from "triggered but blank".
A record includes the canonical structured XML, the XSL-rendered XHTML view of that same XML, and the metadata.json sidecar with full filer-entity, fund-series, and share-class identifiers. The metadata layer also exposes URLs back to the EDGAR-hosted complete-submission text file, the filing-index HTML page, and the rendered filing-details page, allowing a consumer to retrieve the original SGML envelope on demand.
Image assets from the original EDGAR submission are excluded. The source .xsl stylesheet is not included; only the already-applied XHTML output ships with the record. No XBRL instance is present and linkToXbrl is empty for every record, because Form N-CR carries its field-level structure through the form's own XML schema rather than through XBRL tags. The complete-submission SGML .txt file is referenced by URL in documentFormatFiles and linkToTxt but is not materialized inside the per-accession folder. The CCC password in <ccc> is masked as XXXXXXXX in the public copy.
Form N-CR was adopted in connection with the SEC's 2014 money market fund reform package (Release IC-31166, July 2014) and the corresponding amendment of Rule 30b1-8, with EDGAR acceptance of N-CR submissions beginning in 2015. The form has remained on schema version X0101 since adoption and the lettered Parts A through F structure has been stable across the entire dataset history. The 2023 amendments introduced by Release IC-34441 modified the substantive scope of Part E (replacing the optional fee/gate framework with the mandatory liquidity fee regime) but preserved the schema and Part-letter layout, so every record across the archive shares the same <edgarSubmission> skeleton, the same <generalInfo> / <disclosure> / <signatureBlock> decomposition, and the same disclosure vocabulary. The XSL folder name xslN-CR_X01 is correspondingly invariant; any future schema revision would surface as a different folder name alongside a changed <schemaVersion> value.
Several nuances matter for downstream extraction. First, N-CR/A amendments are full replacements rather than diffs against the original N-CR; pairing an amendment with its predecessor must be done via registrant CIK, affected series ID, and the report or triggering-event date in <reportDate> / periodOfReport. Second, monetary fields such as <supportAmtDescription> in Part C are free-form strings rather than numeric amounts — filers commonly write values like "$202,028.47" and parsing requires currency-aware normalization. Third, the same triggering event can populate multiple Parts simultaneously (for example, a Part B portfolio default that prompts Part C sponsor support and a Part D NAV deviation), and event-flag interpretation must respect this multiplicity. Fourth, seriesAndClassesContractsInformation in metadata.json enumerates every affected share class by Cxxxxxxxxx ID and ticker, providing the granular keys needed to attribute a fund-level event to specific share classes for return-series or shareholder-impact analysis. Fifth, Part E's substantive interpretation depends on whether the filing predates or postdates the Release IC-34441 effective dates, since the same Part-E item slots carry meaningfully different regulatory content across that boundary. Finally, <liveTestFlag> should be checked when filtering: production records carry LIVE, and TEST submissions are filer dry-runs that should normally be excluded from analytical universes.
Form N-CR is filed exclusively by money market funds: registered open-end management investment companies (or series thereof) that hold themselves out as money market funds and comply with Rule 2a-7 under the Investment Company Act of 1940. The legal filer is always the registrant itself, not its adviser, sponsor, distributor, or board, even though Part C events typically involve those affiliated parties as the source of financial support. The reporting population includes:
Most money market products are structured as series of a Delaware statutory trust or Massachusetts business trust. The form identifies the specific series (and where relevant the share class) tied to the event, so the filer population spans both single-fund registrants and individual series within multi-series trusts.
Form N-CR is the prescribed disclosure vehicle under Section 30(b) of the Investment Company Act of 1940 and Rule 30b1-8 thereunder, which requires money market funds to file a current report on Form N-CR upon the occurrence of any event identified on the form. The form was adopted in Release IC-31166 (July 2014) as part of the Commission's money market fund reform package and was amended by Release IC-34441 (July 2023), which removed the liquidity-fee-and-gate framework, introduced mandatory liquidity fees for institutional prime and institutional municipal funds, raised minimum liquidity thresholds, and conformed the form's event categories.
Form N-CR is event-driven, not periodic. Part A identifies the registrant and series. Parts B through F each correspond to a category of triggering event:
The initial Form N-CR (Part A plus the relevant Part B, C, D, or E) must be filed within one business day after the triggering event. For Part C sponsor-support events, items C.6 through C.10 must be filed within four business days of the initial filing, typically as a Form N-CR/A. There is no quarterly or annual cadence: a fund that experiences no triggering event files nothing.
Amendments are filed on Form N-CR/A under a separate accession number. They are used to correct prior information, supply the four-business-day Part C detail, or update disclosures as facts develop (for example, the final amount of sponsor support, the resolution of a defaulted security, or the lifting of a liquidity fee). Each N-CR/A appears in the dataset alongside the original N-CR.
Form N-CR sits at the intersection of three reporting concepts: event-driven current reports, money market fund (MMF) regulation under the Investment Company Act of 1940, and the post-2014 MMF reform regime. Confusion typically arises with datasets that share one of these dimensions but not all three. The closest comparison targets are the recurring MMF holdings forms (N-MFP / N-MFP3), the consolidated fund current report (N-RN), the legacy open-end liquidity current report (N-LIQUID), the operating-company current report (Form 8-K), and the periodic shareholder and portfolio reports filed by registered funds (N-CSR / N-CSRS, N-PORT).
Filed by money market funds under Rule 30b1-7, N-MFP (and its post-2023-reform successor Form N-MFP3) reports monthly portfolio holdings, weighted average maturity and life, daily and weekly liquid asset percentages, shadow NAV, and security-by-security positions. Filer population is essentially identical to N-CR.
The distinction is cadence and content. N-MFP is a structured monthly snapshot of the entire portfolio on a fixed schedule. N-CR is event-triggered under Rule 30b1-8, due within one business day of a specified MMF stress event (sponsor support, portfolio security default, NAV deviation, weekly liquid asset shortfall, liquidity fee or redemption gate). N-MFP is broad, granular, and periodic; N-CR is narrow, incident-specific, and contemporaneous. The two are complementary: an analyst reconstructs an MMF stress episode by pairing the N-CR event disclosure with the bracketing N-MFP holdings snapshots.
Form N-RN is the SEC's consolidated event-driven current report for registered investment companies, absorbing prior obligations including N-LIQUID. It covers liquidity threshold breaches and analogous conditions for open-end funds and, depending on rule scope, closed-end funds and BDCs.
The contrast with N-CR is filer scope and rule basis. N-CR is exclusive to MMFs and anchored to Rule 30b1-8's enumerated MMF events. N-RN consolidates current-report obligations for funds outside the MMF perimeter under different rule citations. The two regimes are deliberately partitioned: MMF-specific events flow to N-CR; non-MMF fund current-report events flow to N-RN.
Form N-LIQUID was the one-business-day current report for non-MMF open-end funds reporting liquidity events under Rule 22e-4 (the open-end fund liquidity risk management rule), triggered by illiquid investment thresholds and highly liquid investment minimum breaches. It is structurally the closest sibling to N-CR: both are fund-only, event-triggered, one-business-day filings.
The differences are rule, trigger, and fund type. N-LIQUID rests on Rule 22e-4 and applies to non-MMF open-end funds; N-CR rests on Rule 30b1-8 and applies only to MMFs. N-LIQUID's role has been folded into the consolidated N-RN regime, but its historical filings remain a separate dataset from N-CR.
Form 8-K is the Exchange Act analogue of N-CR: a current report filed promptly upon specified material events, with item-coded disclosures and short deadlines. The conceptual parallel is strong, but the regimes are disjoint. Form 8-K is filed by operating-company issuers under Sections 13 and 15(d), with items covering material agreements, officer and director departures, results of operations, and Regulation FD disclosures. N-CR is filed by 1940 Act registered MMFs under Section 30(b) and Rule 30b1-8, with an event taxonomy narrowly tailored to MMF risks. There is no filer overlap: MMFs do not file 8-K, and operating companies do not file N-CR.
Form N-CSR and Form N-CSRS are the certified annual and semi-annual shareholder reports filed by registered management investment companies, including MMFs. They contain audited or unaudited financial statements, the schedule of investments, management discussion, and Sarbanes-Oxley certifications.
Filer overlap with N-CR is total on the MMF side, and an event reported on N-CR may later appear as narrative in an N-CSR. The distinctions are decisive: N-CSR/N-CSRS are periodic (semi-annual), comprehensive, financial-statement-driven, and retrospective; N-CR is event-driven, narrow, and contemporaneous. N-CSR cannot be used to time MMF stress events, and N-CR cannot substitute for the audited financial picture.
Form N-PORT is the structured monthly holdings report filed by most registered management investment companies other than MMFs and SBICs. It is the non-MMF analogue of N-MFP. Relative to N-CR, the contrast is twofold: N-PORT is periodic and position-level rather than event-driven, and there is no MMF filer overlap (MMFs file N-MFP, not N-PORT). N-PORT is therefore not a substitute for N-CR or N-MFP when studying money market funds.
What makes the N-CR dataset distinct is the simultaneous presence of three constraints that no other SEC dataset satisfies together: a filer population restricted to registered money market funds; a closed list of MMF-stress triggers under Rule 30b1-8 (sponsor support, defaults, NAV deviations, liquidity thresholds, fees, gates) rather than a periodic schedule or general materiality standard; and a one-business-day deadline that produces contemporaneous timestamps for events that periodic forms reveal only in arrears. Consequently, N-CR is not interchangeable with N-MFP/N-MFP3 (same filers but periodic and portfolio-level), N-LIQUID or N-RN (different fund types and rule basis), Form 8-K (different statute, different filer population), or N-CSR/N-CSRS and N-PORT (periodic, comprehensive, non-event-driven). It is the authoritative real-time record of MMF-specific stress events filed with the SEC, and it complements rather than duplicates every adjacent fund-disclosure dataset.
Form N-CR is low-volume, high-signal: each record marks a material money market fund event — sponsor capital infusion, portfolio default, NAV deviation from the stable share price, or a liquidity-fee or redemption-gate action. The dataset is worked intensely by a narrow set of professional users.
Risk officers, fund treasurers, and compliance staff at fund-complex sponsors track every industry N-CR and N-CR/A to see which competitors infused capital, took a portfolio default, or breached NAV thresholds. Core fields: filer in metadata.entities, periodOfReport, and the Part flag triggered — Part B (portfolio security default or insolvency), Part C (financial support to the fund), Part D (deviation between current NAV per share and the stable share price), Part E (liquidity fees and redemption gates). Support amount, support provider, affected security CUSIP, and NAV per share feed escalation playbooks, board packs, and stress libraries; the cumulative peer record is also consulted as a drafting precedent before filing.
Prime, government, and tax-exempt MMF PMs and short-duration credit analysts treat Part B as direct credit-event tape. Issuer name, security description, principal amount affected, and default date are primary evidence that an MMF-eligible instrument has failed; they trigger approved-issuer reviews and re-screens for related exposure. Part C support disclosures are used to infer forced-seller pressure on similar paper.
Analysts at agencies that rate MMFs and at sell-side short-funding desks build longitudinal sponsor-support and stress histories from the full series since October 2015. Part C support amount and type, Part D NAV deviation values, sponsor identity from metadata.entities, and periodOfReport (aligned to stress windows such as March 2020) feed principal-stability rating methodologies, sponsor-support assumptions, and stress scenarios distributed to institutional clients.
Finance economists studying run risk, implicit guarantees, and the 2010 / 2014 reform regimes use N-CR as a primary source. They extract Part C support amounts and Part D NAV deviations into panels keyed on filer, periodOfReport, and event type, and merge with N-MFP portfolio data to test fund-flow responses around disclosed events. Coverage from 2015 forward spans both quiet periods and acute episodes, supporting causal designs.
Investment-management and examination staff use N-CR for risk-based exam targeting and rulemaking analysis. The gap between event date and filing date tests Rule 30b1-8 one-business-day timeliness; Part B/C/D narratives are checked for completeness and for consistency with subsequent N-MFP and N-CSR filings. Systemic-risk analysts roll up events across the industry to monitor sponsor-support concentration, NAV-deviation frequency, and stress-period clustering.
Researchers at central banks and financial-stability bodies monitor structural run risk by clustering events on periodOfReport, fund category (institutional prime, retail, government), and sponsor. Aggregated Part C support amounts proxy the implicit subsidy flowing from sponsor balance sheets into the MMF complex during stress, informing emergency-facility design and MMF reform analysis.
Treasury and cash-investment teams use the dataset for counterparty monitoring on MMFs held for operating cash, collateral, and short-term liquidity. Alerts are set on approved-fund filer names with formType of N-CR or N-CR/A; on a hit, Part D NAV per share, Part B default detail, and Part C support amount drive immediate redeem / reduce / escalate decisions under the investment policy.
Multi-manager allocators and plan sponsors running capital-preservation sleeves, stable-value wrappers, and default cash options review each underlying-MMF filing to confirm preservation objectives are intact, sponsor-support events resolved without loss, and Part D NAV deviations stayed within tolerance. Records support investment-committee minutes and the duty-of-care file.
Plaintiff and defense counsel in MMF loss, breaking-the-buck, sponsor-support adequacy, and disclosure-timing disputes use N-CR as evidentiary record. Support-provider identity, support amount, default detail, NAV per share, and the event-to-filing interval establish the contemporaneous record; N-CR/A amendments are tracked separately to show what was corrected and when. Plaintiffs build damage timelines; defense uses the same fields to show Rule 30b1-8 compliance and adequate remediation.
Reporters covering short-term funding and asset management monitor N-CR submissions as breaking-news triggers; filer, event type, support amount, and NAV deviation drive coverage. Data vendors ingest the full series — metadata, body-document narratives, and stable accession numbers — to populate sponsor-support league tables, default histories, and stress chronologies redistributed to institutional subscribers.
The dataset serves a focused, professionally diverse user base unified by interest in rare, materially adverse MMF events. Each group consumes the same records but extracts different Parts and fields: sponsors and competitors compare disclosure conventions, PMs and analysts trade on credit and stress signals, regulators and researchers measure systemic exposure, treasurers and fiduciaries de-risk holdings, and litigators and journalists reconstruct the contemporaneous record.
The following workflows illustrate how Form N-CR records are operationalized. Each is keyed to specific fields in primary_doc.xml and metadata.json.
A rating-agency MMF analyst constructs a multi-year history of capital infusions and security purchases at amortized cost across the industry. Filter records to those with a populated <formData>/<disclosure>/Part C subtree, then extract <supportPersonName> (C.2), <relationshipDescription> (C.3), <supportDate> (C.4), <supportAmtDescription> (C.5, parsed with currency-aware normalization), and <supportDescription> (C.1). Join to the filer entity in metadata.entities and the seriesAndClassesContractsInformation.series ID. Output is a panel ranking sponsors by aggregate dollar support and by event count, feeding principal-stability rating methodologies.
A corporate treasurer running an approved-fund whitelist watches new accessions where formType is N-CR (or N-CR/A) and Part D is populated. The alert payload pulls Part D items D.1 through D.3 (deviation amount, date, explanation), the affected <seriesId> and class ticker from seriesAndClassesContractsInformation, and the gap between periodOfReport and filedAt. Output drives same-day redeem, reduce, or escalate decisions under the investment policy and is logged to the duty-of-care file.
An academic finance researcher studying run risk merges N-CR records with bracketing N-MFP / N-MFP3 snapshots. Records are panelized on entities[].cik, seriesAndClassesContractsInformation.series, periodOfReport, and a Part-flag vector indicating which of Parts B, C, D, E were populated. For each event, the researcher pulls pre- and post-event N-MFP holdings of the same series to test fund-flow and shadow-NAV responses. Output is a regression-ready event-study panel covering 2015 onward, including March 2020 and other acute windows.
A buy-side credit analyst treats Part B as a direct credit-event feed. The job filters records on Part B presence, then extracts issuer name, security title, CUSIP, principal amount, the nature of the default or insolvency event, and Item B.5 actions taken. CUSIPs are joined against the desk's approved-issuer list and against held-paper inventories across separate accounts and prime funds. Output is an issuer re-screen ticket and a related-paper exposure report delivered to PMs within hours of the EDGAR filedAt timestamp.
An SEC examiner tests one-business-day filing compliance across the full N-CR universe. For each LIVE record (filtering out <liveTestFlag> TEST submissions), compute the business-day delta between the triggering event date in <reportDate> / periodOfReport and the EDGAR acceptance timestamp filedAt. Stratify by Part populated, by sponsor in metadata.entities, and by N-CR vs. N-CR/A. Output is an exam-targeting list of registrants with recurring late filings or amendment patterns, plus a rulemaking-evidence dataset on Rule 30b1-8 compliance.
Litigation-support counsel and compliance staff diff each N-CR/A against its predecessor N-CR. Because amendments are full replacements rather than diffs, the pairing is done on entities[].cik, affected seriesId, and <reportDate> / periodOfReport; a field-level diff is then computed across <generalInfo>, Part B security identifiers, Part C support amount and provider, Part D deviation magnitude, and the <signatureBlock>. Output is a per-event change log used to support disclosure-adequacy arguments and to populate a vendor-side "as-amended" record.
A financial-stability researcher monitors the new mandatory liquidity fee regime introduced by Release IC-34441. Records with periodOfReport after the IC-34441 effective dates and a populated Part E are extracted; Items E.1 through E.4 (event date, threshold context, fee or response detail) are tabulated against fund category (institutional prime, retail, government) inferred from the registrant and series identifiers. Output is a frequency and magnitude series of mandatory liquidity-fee events used to evaluate the reform's effect on MMF behavior under stress.
A sell-side short-funding strategist classifies each event by the combination of populated <disclosure> children rather than a single Part. Records are tagged with a Part-flag vector (B, C, D, E) computed from the XML — not from the rendered XHTML, which always emits all Part placeholders. Combinations such as B+C+D (portfolio default that prompted sponsor support and a stable-NAV deviation) are surfaced as the most severe class. Output is a stress-severity scorecard distributed to institutional clients alongside contemporaneous funding-market commentary.
Dataset Index JSON API: https://api.sec-api.io/datasets/form-ncr-files.json
The dataset index endpoint returns metadata describing the Form N-CR Files Dataset, including the dataset name, description, last updated timestamp, earliest sample date, total record count, total size, covered form types (N-CR, N-CR/A), container format (ZIP), and the file types contained in each archive. It also includes the download URL for the full dataset archive and the list of individual container files with their per-container metadata such as size, record count, last updated timestamp, and download URL. This endpoint can be polled to monitor which containers were updated in the most recent refresh run, allowing consumers to download only the changed containers on a day-by-day basis. This endpoint does not require an API key.
Example response:
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{
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"datasetId": "1f13365b-9ae0-6a16-b111-f1d328d21214",
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"datasetDownloadUrl": "https://api.sec-api.io/datasets/form-ncr-files.zip",
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"name": "Form N-CR Files Dataset",
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"updatedAt": "2026-04-21T14:32:08.000Z",
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"earliestSampleDate": "2014-07-23",
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"totalRecords": 89,
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"totalSize": 307966,
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"formTypes": ["N-CR", "N-CR/A"],
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"containerFormat": "ZIP",
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"fileTypes": ["TXT", "HTML"],
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"containers": [
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{
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"downloadUrl": "https://api.sec-api.io/datasets/form-ncr-files/2025/2025-08.zip",
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"key": "2025/2025-08.zip",
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"size": 18342,
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"records": 3,
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"updatedAt": "2025-09-02T10:14:51.000Z"
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}
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]
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}
Download Entire Dataset: https://api.sec-api.io/datasets/form-ncr-files.zip?token=YOUR_API_KEY
Downloads the complete Form N-CR Files Dataset as a single ZIP archive containing every monthly container. This endpoint requires a valid sec-api.io API key passed via the token query parameter.
Download Single Container: https://api.sec-api.io/datasets/form-ncr-files/2025/2025-08.zip?token=YOUR_API_KEY
Downloads one individual monthly container ZIP, identified by the key field in the index response (for example 2025/2025-08.zip). Use this endpoint to fetch only specific months instead of the entire dataset. This endpoint requires a valid sec-api.io API key passed via the token query parameter.
The dataset covers Form N-CR and its amendment counterpart Form N-CR/A, the event-driven current reports that money market funds file under Section 30(b) of the Investment Company Act of 1940 and Rule 30b1-8 thereunder. No other form types are included.
One record corresponds to a single Form N-CR or Form N-CR/A submission accepted by EDGAR, keyed by EDGAR accession number. Each record packages the structured primary_doc.xml submission in the ncrfiler namespace, an EDGAR-rendered XHTML view of that submission under xslN-CR_X01/, and a metadata.json sidecar that carries filer-entity, fund-series, and share-class identifiers.
Form N-CR is filed exclusively by registered open-end management investment companies (or series thereof) that hold themselves out as money market funds and comply with Rule 2a-7 — including retail, government, institutional prime, and tax-exempt or municipal money market funds. The legal filer is always the registrant, even when an affiliated sponsor, adviser, or affiliate is the source of Part C financial support.
Parts B through E of the form correspond to the four mutually-non-exclusive triggering categories: a default or insolvency affecting a portfolio security (Part B), provision of financial support to the fund by the sponsor, adviser, or an affiliate (Part C), a deviation between the fund's current per-share NAV and its $1.0000 intended stable price (Part D), and Rule 2a-7 liquidity events including the post-Release-IC-34441 mandatory liquidity fee regime (Part E). Part F carries optional supplemental disclosure and is not itself a standalone trigger.
The dataset covers Form N-CR and N-CR/A submissions on EDGAR from October 2015 — when EDGAR began accepting N-CR filings following the form's adoption in Release IC-31166 (July 2014) — through the present, spanning both the original 2014 reform regime and the post-Release-IC-34441 (July 2023) mandatory liquidity fee framework.
The dataset is distributed as monthly ZIP containers organized in a <year>/<year>-<month>.zip hierarchy. Each accession directory inside a container holds three artefacts: metadata.json (the normalized JSON sidecar), primary_doc.xml (the canonical structured XML submission), and xslN-CR_X01/primary_doc.xml (an XHTML 1.0 Strict rendering of the XML). Image assets and the source .xsl stylesheet are excluded by design, and no XBRL instance is present because Form N-CR carries its field-level structure through its own XML schema.
Both forms are filed by the same money market fund population, but N-MFP (and its post-2023-reform successor N-MFP3) is a structured monthly portfolio holdings snapshot under Rule 30b1-7, while N-CR is event-triggered under Rule 30b1-8 and due within one business day of a specified MMF stress event. N-MFP is broad, granular, and periodic; N-CR is narrow, incident-specific, and contemporaneous, and analysts typically pair the two — using N-CR to time an event and the bracketing N-MFP snapshots to inspect the surrounding portfolio.