The Form N-MFP3 Files Dataset is the post-reform monthly portfolio-holdings corpus for U.S. registered money market funds, packaging every Form N-MFP3 and N-MFP3/A submission filed on EDGAR under Rule 30b1-7 of the Investment Company Act of 1940. One record represents a single EDGAR accession — one money market fund series reporting at one calendar month-end — bundled as the structured XML payload that constitutes the legal filing, an EDGAR-rendered XHTML view, and a JSON metadata envelope. The reporting population is narrowly defined: registered open-end management investment companies that hold themselves out as money market funds under Rule 2a-7, including government money market funds, Treasury money market funds, retail prime money market funds, institutional prime money market funds, and tax-exempt money market funds. The dataset begins with the July 2024 reporting cycle (covering June 2024 month-end), aligning with the effective date of the SEC's 2023 money market fund reforms that introduced the N-MFP3 schema and superseded the prior Form N-MFP / Form N-MFP1 / Form N-MFP2 lineage. Containers are distributed as ZIP archives organized by calendar month of submission, with structured XML and JSON files inside.
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The Form N-MFP3 Files Dataset captures the structured monthly portfolio-holdings report adopted by the SEC as part of the 2023 money market fund reform package. Form N-MFP3 became effective for reports covering the period ending June 2024 (first filings landing in July 2024) and replaced the earlier Form N-MFP / N-MFP1 / N-MFP2 lineage. Compared with its predecessors, N-MFP3 expanded the disclosure set materially: daily time-series data for liquid-asset percentages, shadow NAVs, seven-day yields, and shareholder flows; new beneficial-record-ownership categorization; reporting of sponsor expense support; expanded repo-collateral detail; and systematic capture of LEI identifiers at the registrant, series, and issuer levels.
The form is filed exclusively as structured XML against the SEC's eis_NMFP3_Filer.xsd schema in the namespace http://www.sec.gov/edgar/nmfp3. There is no free-form narrative body, no PDF attachment, and no inline XBRL; the entire substantive disclosure is the XML itself, and the EDGAR XHTML rendering is purely a presentation surface over that XML. The dataset covers the entire N-MFP3 filer population from July 2024 forward and is distributed as ZIP containers (one per calendar month of submission) under a year-keyed prefix, with each ZIP containing per-accession folders of XML and JSON files.
A Form N-MFP3/A is an amendment to a previously filed monthly report. Originals and amendments share the identical XSD; the only on-the-wire signal that a record is an amendment is the submissionType element in the XML header and the formType field in the JSON metadata. Amendments appear as additional accession folders alongside the original filing rather than overwriting it, so the dataset preserves the full revision history.
One record in the Form N-MFP3 Files Dataset corresponds to a single EDGAR accession — that is, one Form N-MFP3 (or N-MFP3/A amendment) submission filed by a money market fund for a single fund series for a single month-end reporting period. Each record materializes as an accession-level folder whose name is the 18-digit zero-padded accession number (no dashes), bundling together the structured XML payload that constitutes the legal filing, an EDGAR-rendered XHTML view of the same payload, and a JSON metadata envelope that captures the EDGAR submission header. Because money-market disclosures are made at the series level, a registrant operating multiple money-market series files one accession per series; each record is therefore series-scoped, not registrant-scoped.
ZIP containers in the dataset are organized by calendar month of submission (one ZIP per month under a year-keyed prefix). N-MFP3 is required to be filed no later than the fifth business day of each month under Rule 30b1-7 of the Investment Company Act of 1940, so a given monthly container is dominated by reports whose periodOfReport is the prior month-end.
Every accession folder holds three artifacts in a uniform layout:
metadata.json — the EDGAR submission envelope (filer identity, accession number, filed-at timestamp, period-of-report, document inventory, and the EDGAR series/class registry mapping).primary_doc.xml — the structured N-MFP3 XML payload. This is the authoritative data record.xslN-MFP3_X01/primary_doc.xml — an XHTML rendering of the same payload produced by EDGAR's XSL stylesheet for human display. It carries a DOCTYPE declaration but no SGML <DOCUMENT> wrapper, and contains no fields beyond what is present in the structured XML; it is presentation markup only.Image files referenced from the EDGAR submission are excluded by design, as is the consolidated SGML .txt submission file: although the URL of the .txt is listed in metadata.json.documentFormatFiles, the file itself is not packaged in the ZIP. No other file types appear in the folder.
The JSON sidecar restates the EDGAR header in the dataset's standardized shape. The fields that carry intentional, documented meaning are:
formType — N-MFP3 for original filings, N-MFP3/A for amendments. This is the discriminator between original and amended monthly reports.accessionNo — the dashed accession number (e.g. 0000353560-25-000013).filedAt — the SEC submission timestamp, ISO-formatted with a -04:00 / -05:00 UTC offset.periodOfReport — the as-of date of the holdings, always a month-end date.description — the short EDGAR description string (typically Form N-MFP3 -).linkToFilingDetails, linkToTxt, linkToHtml, linkToXbrl — canonical SEC URLs back to EDGAR. The linkToXbrl field and the dataFiles collection are empty for N-MFP3 because the structured payload is filed against a custom XSD, not as XBRL.documentFormatFiles[] — the EDGAR document inventory. For N-MFP3 this is exactly three entries: the XSL-rendered HTML, the structured primary_doc.xml, and the consolidated SGML .txt. Each entry carries sequence, size, documentUrl, type, and (for the .txt) a description.entities[] — the filer entity record, with cik, companyName, type, filmNo, fileNo, and act set to 40 (Investment Company Act of 1940). Optional fiscalYearEnd (MMDD), stateOfIncorporation, and irsNo appear when EDGAR has them on file.seriesAndClassesContractsInformation[] — the EDGAR series/class registry view. Each element corresponds to a fund series and contains series (the S000… identifier), name, and a classesContracts[] array whose entries carry ticker, name, and classContract (the C000… identifier). This array is the authoritative mapping from the XML's series identifier to the public class tickers and class IDs.id — the dataset-internal record identifier.The XML is rooted at <edgarSubmission> and divides into two top-level branches: headerData and formData.
A short envelope carrying the submission type and filer credentials. submissionType is N-MFP3 or N-MFP3/A. filerInfo/filer/filerCredentials carries the filer cik (zero-padded to ten digits) and a redacted ccc value (XXXXXXXX).
Series identification: reportDate (the as-of date), registrantFullName, cik, registrantLEIId, nameOfSeries, leiOfSeries, seriesId (the S000… identifier), totalShareClassesInSeries, finalFilingFlag (Y/N indicating the last filing for a liquidating or merging series), and fundAcqrdOrMrgdWthAnthrFlag (Y/N indicating fund acquisition or merger). This block establishes the fund-series identity to which all downstream data applies.
A dense series-wide pricing, liquidity, and balance-sheet profile, organized as follows:
adviser and one or more subAdviser blocks (each with a name and SEC file number); indpPubAccountant (name, city, state/country); administrator; transferAgent (name, CIK, file number).feederFundFlag, masterFundFlag, seriesFundInsuCmpnySepAccntFlag, moneyMarketFundCategory (Prime, Government, Tax Exempt, etc.), fundRetailMoneyMarketFlag, govMoneyMrktFundFlag. These drive the regulatory classification used to determine 2a-7 obligations.averagePortfolioMaturity (weighted-average maturity / WAM, in days) and averageLifeMaturity (weighted-average life / WAL, in days).liquidAssetsDetails blocks, one per business day in the reporting month, each containing totalValueDailyLiquidAssets, totalValueWeeklyLiquidAssets, percentageDailyLiquidAssets, percentageWeeklyLiquidAssets, and totalLiquidAssetsNearPercentDate (the as-of date for that day).cash, totalValuePortfolioSecurities, amortizedCostPortfolioSecurities, totalValueOtherAssets, totalValueLiabilities, netAssetOfSeries, numberOfSharesOutstanding.seekStablePricePerShare (Y/N) and, when applicable, stablePricePerShare (typically 1.0000).sevenDayGrossYield and dailyNetAssetValuePerShareSeries blocks — the per-business-day shadow price and yield at the series level, each carrying its own value and date sub-element.cashMgmtVehicleAffliatedFundFlag and liquidityFeeFundApplyFlag, capturing cash-management-vehicle status and whether a liquidity-fee regime applies.Per share class within the series:
classFullName, classesId (C000…), minInitialInvestment, netAssetsOfClass, numberOfSharesOutstanding.dailyNetAssetValuePerShareClass blocks for the per-class shadow NAV time series.dialyShareholderFlowReported blocks (dailyGrossSubscriptions, dailyGrossRedemptions, dailyShareHolderFlowDate). The element name is misspelled (dialy rather than daily) in the official SEC XSD; consumers must match the typo verbatim to extract these fields.monthlyShareholderFlowReported (totalGrossSubscriptions, totalGrossRedemptions).sevenDayNetYield series.personPayForFundFlag and, when Y, nameOfPersonDescExpensePay.beneficialRecordOwnerCategory blocks. Each block carries beneficialRecordOwnerCategoryType from a controlled vocabulary (Broker-dealer; Pension plan; Retail investor; Non-financial corporation; Depository institution or other banking institution; State or municipal government entity; Other), an optional free-text otherInvestorCategory, and the two ownership-percentage fields percentOutstandingSharesRecord and percentOutstandingSharesBeneficial.shareCancellationReportingPeriod (Y/N) indicating any share-cancellation activity during the reporting period.The portfolio-holdings ledger — the core data of the filing. Each holding element contains:
nameOfIssuer, titleOfIssuer, coupon (annual rate; absent on zero-coupon Treasuries), CUSIPMember (the CUSIP), LEIID (the issuer LEI, sometimes empty), and optional ISINId.investmentCategory — the N-MFP3 classification taxonomy. Common values include U.S. Treasury Debt, Treasury Repurchase Agreement, Government Agency Debt, Government Agency Repurchase Agreement, Financial Company Commercial Paper, Asset Backed Commercial Paper, Certificate of Deposit, Non-Negotiable Time Deposit, Variable Rate Demand Note, Investment Company, and Other Note.securityEligibilityFlag (Y/N) — Rule 2a-7 eligibility.assigningNRSRORating blocks with nameOfNRSRO (e.g. MOODY'S RATING, S&P RATING, FITCH'S RATING, or N/A) and a rating value (e.g. P-1, A-1+, F1+, or N/A).investmentMaturityDateWAM (the date used for WAM computation), investmentMaturityDateWAL (the date used for WAL computation), and finalLegalInvestmentMaturityDate.securityDemandFeatureFlag, securityGuaranteeFlag, and securityEnhancementsFlag. Each, when set to Y, expands into demandFeature, guarantor, or enhancementProvider sub-blocks identifying the third party providing the credit support.yieldOfTheSecurityAsOfReportingDate, includingValueOfAnySponsorSupport, excludingValueOfAnySponsorSupport, and percentageOfMoneyMarketFundNetAssets.securityCategorizedAtLevel3Flag (fair-value Level 3 indicator), dailyLiquidAssetSecurityFlag, weeklyLiquidAssetSecurityFlag, and illiquidSecurityFlag.explanatoryNotes free-text commentary.collateralIssuers sub-blocks identifying the collateral securities by CUSIP, principal amount, value, maturity, coupon, and category. These appear extensively in government and Treasury-repo-heavy funds and are absent from non-repo holdings.A container element listing securities sold or otherwise removed from the portfolio during the reporting month. It is frequently empty for funds with stable holdings, in which case it appears as <dispositionOfPortfolioSecurities></dispositionOfPortfolioSecurities>. When populated, each disposition entry mirrors a subset of the holding fields and adds disposition-specific price and date data.
The filing certification block: registrant, signatureDate, signature (the signed name in /s/ form), nameOfSigningOfficer, and titleOfSigningOfficer. This stands in for the wet signature on the certifying officer's filing certification.
Each record includes the structured XML payload (the legal filing), the EDGAR XHTML rendering of that same payload, and the JSON metadata envelope. Together they cover: filer and series identity (CIKs, LEIs, S/C identifiers, tickers); service-provider identity; the month-end aggregate balance sheet; daily liquidity, NAV, and yield time series at series and class level; per-class shareholder-flow data (daily and monthly aggregate); beneficial-ownership categorization with controlled vocabulary; the full portfolio-holdings ledger (issuer identity, CUSIP/ISIN/LEI, NRSRO ratings, maturities, fair-value tier, liquidity bucket, credit enhancements, pricing); repo-collateral detail; portfolio dispositions during the reporting month; and the signing officer's certification.
.txt submission file is not included; only its URL appears in the metadata document inventory.ccc filer credential is masked (XXXXXXXX) in the XML, as it is at the source.<DOCUMENT> wrapper.Form N-MFP3 is itself the result of structural change. The 2023 money market fund reforms (effective for reports beginning June 2024) replaced the prior Form N-MFP version with a new XSD that introduced or expanded several disclosure dimensions absent or thinner in earlier N-MFP/N-MFP1/N-MFP2 vintages: daily granularity for liquid-asset percentages, shadow NAVs, seven-day yields, and shareholder flows (where the prior schema had largely month-end snapshots); systematic LEI capture at registrant, series, and issuer levels; expanded beneficial-record-ownership categorization with the controlled vocabulary above; explicit sponsor-expense-support disclosure (personPayForFundFlag and nameOfPersonDescExpensePay); and richer repo-collateral reporting at the issuer level. Because the dataset begins with the July 2024 monthly cycle, every record is on the N-MFP3 schema; there is no schema-transition heterogeneity to reconcile within the dataset itself.
Within the N-MFP3 era, originals and amendments share the identical schema; the only signals are submissionType in the XML and formType in the metadata. Amendments surface as additional accession folders alongside the original month's filing rather than overwriting it.
liquidAssetsDetails, dailyNetAssetValuePerShareSeries, sevenDayGrossYield, dailyNetAssetValuePerShareClass, dialyShareholderFlowReported, sevenDayNetYield) are inline-repeated rather than stored in a single matrix: each business day produces a separate sibling element with its own embedded date. XML payloads therefore scale with the number of share classes and the breadth of the portfolio, and a single record can be very long for large multi-class funds.dialyShareholderFlowReported (and its child dialyShareholderFlowDate) is part of the official SEC XSD and must be matched verbatim by extractors; the correctly spelled daily variant does not exist in the schema.seriesAndClassesContractsInformation and the XML's seriesLevelInfo plus classLevelInfo reference the same S000… and C000… identifiers but represent two different views: the JSON is the EDGAR series/class registry view (authoritative for tickers and public class names), while the XML is the filer-supplied financial view (authoritative for NAVs, flows, and yields). Joining them on the series and class identifiers reconciles regulatory metadata to financial disclosures.demandFeature, guarantor, enhancementProvider, repo collateralIssuers, dispositionOfPortfolioSecurities, otherInvestorCategory, nameOfPersonDescExpensePay) appear conditionally on the corresponding flag. Their absence is semantically meaningful (no demand feature, no guarantor, no dispositions in the period) rather than data missingness.http://www.sec.gov/edgar/nmfp3, eis_NMFP3_Filer.xsd) are constant across the dataset; parsers can rely on the namespace as the form-version discriminator.cik (registrant) and periodOfReport.linkToXbrl and dataFiles in the metadata envelope are correspondingly empty.Each record is a single Form N-MFP3 (or N-MFP3/A amendment) filed on EDGAR by a registered open-end management investment company that holds itself out as a money market fund under Rule 2a-7 of the Investment Company Act of 1940. The legal filer is the registrant; the substantive disclosure is made at the level of each money market fund series, with per-class data attached for multi-class series. A registrant operating multiple money market fund series reports all of them inside a single monthly N-MFP3 submission.
The reporting population is narrow and defined by Rule 2a-7 status. It consists exclusively of registered investment companies (or series thereof) that operate as money market funds within the meaning of Rule 2a-7, including:
Inside each filing, data is structured by SEC-assigned series identifier (prefix "S") and class identifier (prefix "C"), so registrant-level metadata coexists with series- and class-level reporting payloads.
Entities outside the N-MFP3 population include ultra-short and short-term bond funds (which file N-PORT and N-CEN), local government investment pools, private liquidity funds (which may file Form PF), bank-sponsored short-term investment funds, stable value funds, and offshore money market funds not registered under the 1940 Act.
Form N-MFP3 is a periodic, calendar-driven filing required by Rule 30b1-7 under the Investment Company Act of 1940. The trigger is the passage of a calendar month, not any event in the fund's life.
The schedule is fixed:
All substantive data points (portfolio holdings, weighted average maturity, weighted average life, daily and weekly liquid asset percentages, shadow price, market-based NAV per share, daily shareholder flows for the prior month) are reported on this monthly cadence. A fund that has continued in operation through the reporting month must file regardless of whether it experienced material flows, turnover, or stress. Filings are made electronically in structured XML per the EDGAR Filer Manual. Failure to file by the fifth-business-day deadline renders the fund delinquent under Rule 30b1-7.
An N-MFP3/A is filed by the same registrant when a previously filed monthly report needs correction or update, for example to fix security identifiers, maturity classifications, valuation data, NAV figures, weighted-average-maturity calculations, shareholder flow data, or class-level entries. It uses the identical XML structure and references the prior reporting period; it is not a new periodic obligation, only a corrective vehicle.
Form N-MFP3 sits within the money market fund disclosure architecture under Rule 2a-7 (the operating rule) and Rule 30b1-7 (the reporting rule), both adopted under the Investment Company Act of 1940. The form was adopted as part of the SEC's 2023 money market fund reforms in Investment Company Act Release No. IC-34959 (July 12, 2023), which amended Rule 2a-7 to raise minimum daily and weekly liquid asset thresholds, remove the linkage between liquidity thresholds and the imposition of liquidity fees and gates, and impose a mandatory liquidity fee on institutional prime and institutional tax-exempt funds. The reform package responded to the March 2020 stress in institutional prime and tax-exempt funds and expanded the granularity of reportable data on shareholder flows, repurchase agreement counterparties and collateral, and liquidity.
Form N-MFP3 became effective on June 11, 2024, with first filings covering June 2024 and due by the fifth business day of July 2024, which aligns with the dataset's earliest sample date. It supersedes Form N-MFP2; prior-version filings (Form N-MFP, then N-MFP2) do not flow into this dataset.
Form N-MFP3 occupies a narrow slot in investment-company reporting: monthly, security-level, structured portfolio data filed by every U.S. registered money market fund (MMF). The closest comparators fall into four buckets — prior N-MFP vintages, holdings reports for non-MMF registered funds, other Investment Company Act filings made by the same MMFs, and aggregate statistics derived from N-MFP. Each overlaps on one dimension (filer set, holdings detail, cadence, or regime) and diverges on the others.
Prior Form N-MFP versions (N-MFP, N-MFP1, N-MFP2). Same filer population, same monthly cadence, same Rule 30b1-7 authority, same XML envelope. N-MFP3 replaced N-MFP2 with the July 2024 reporting cycle under the SEC's 2023 MMF reforms.
Form N-PORT. Monthly structured holdings report for non-MMF registered open-end funds, ETFs, and most closed-end funds. MMFs are explicitly carved out of N-PORT because they file N-MFP instead.
Form N-CSR / Form N-CSRS. Annual and semi-annual certified shareholder reports filed by the same MMF registrants, containing audited financial statements and a period-end schedule of investments.
Form N-CEN. Annual census of registered investment companies, with MMF-specific items such as fund category and operational events.
Form PF, Section 3. Quarterly confidential filing by advisers to private liquidity funds; deliberately mirrors many N-MFP data points so FSOC can compare regulated MMFs to private analogs.
Form N-RN (formerly N-LIQUID). Event-driven current report used by MMFs and certain other funds to flag liquidity threshold breaches and similar incidents.
MMF prospectus filings (485APOS, 485BPOS). Forward-looking offering documents describing investment policy, fees, and share classes.
SEC Money Market Fund Statistics. Monthly aggregate publication produced by the Division of Investment Management from N-MFP submissions.
Versus prior N-MFP versions. N-MFP3 adds fields covering weekly and daily liquid asset levels at higher granularity, daily net shareholder flows over the reporting month, and the mandatory liquidity-fee mechanics for institutional prime and institutional tax-exempt funds. The dataset starts July 2024 and does not include N-MFP, N-MFP1, or N-MFP2 vintages; long-horizon time series require field-level mapping back to those predecessors.
Versus N-PORT. Filer populations are mutually exclusive — MMFs file N-MFP3, everything else files N-PORT. Disclosure timing also differs: N-PORT publishes only the third month of each quarter (first two months stay non-public), whereas N-MFP3 filings become fully public after a 60-day delay, with WAM, WAL, and selected fields released sooner. Field sets diverge: N-PORT emphasizes derivatives, country and currency exposure, and broad-asset attribution; N-MFP3 emphasizes amortized cost, shadow pricing, liquid-asset percentages, and shareholder flows specific to MMF risk.
Versus N-CSR / N-CSRS. Semi-annual or annual rather than monthly; narrative HTML and PDF financial statements rather than ingestion-ready XML; lower per-holding metadata granularity (no yields, demand features, enhancements, or liquidity classifications); investor-facing accounting disclosure under Section 30(b)(2) rather than regulator-facing structured data under Rule 30b1-7.
Versus N-CEN. Annual rather than monthly; fund-level census and service-provider scope rather than security-by-security holdings. N-CEN is a useful join key for fund category and operational classifications but contains essentially no portfolio detail.
Versus Form PF Section 3. Different filer (private-fund adviser, not the registered fund itself); confidential rather than public; quarterly rather than monthly; reaches 3(c)(1) and 3(c)(7) liquidity funds rather than '40 Act MMFs. Field overlap is intentional but the universes do not intersect.
Versus Form N-RN. Event-triggered and narrow (a single liquidity incident or threshold breach) rather than periodic and comprehensive. N-RN does not contain portfolio holdings.
Versus prospectus filings. Forward-looking policy and fee disclosure rather than actual point-in-time holdings; no security-level data.
Versus SEC Money Market Fund Statistics. Same source data and cadence, but the SEC publication is aggregated to industry, category, or fund level and distributed as PDF and CSV summary tables. N-MFP3 contains every individual portfolio security for every fund and can be re-aggregated to reproduce the official statistics; the published summaries cannot be decomposed back to issuer or security level.
Form N-MFP3 is the only public, monthly, security-level, structured-XML portfolio report filed by every U.S. registered MMF under a regulator-defined schema. It is narrower than N-PORT (which excludes MMFs), more granular and more frequent than N-CSR/N-CSRS and N-CEN, more public and more frequent than Form PF Section 3, broader per filing than event-driven N-RN, and more decomposable than the SEC's aggregate Money Market Fund Statistics. The form-nmfp3-files dataset is specifically the post-July-2024 reform-era schema; pre-July-2024 history requires the earlier N-MFP, N-MFP1, and N-MFP2 datasets.
Form N-MFP3 is the most granular public source of money market fund portfolio composition. Each monthly filing carries security-level holdings, shadow NAV, daily and weekly liquid asset ratios, seven-day yield, shareholder flows, and beneficial-ownership categories, which draws a specific set of professional users to specific fields.
Cash and short-duration credit analysts at asset managers, dealer banks, and insurance treasuries reconstruct issuer-level exposure from the security schedule: issuer name, CUSIP, security category, repo collateral, final and demand-feature maturity, coupon, principal amount, amortized cost, and fair value. Outputs include issuer concentration reports, ABCP and CD watchlists, and tracking of how quickly funds rotate out of downgraded or headline-risk names.
Managers running cash sleeves, enhanced cash, and ultra-short bond strategies benchmark their books against peers using WAM, WAL, seven-day yield, daily and weekly liquid asset percentages, and the maturity ladder implied by the security schedule. The data drives relative-value decisions on extending into floating-rate notes, repo, or agency discount notes, and supports performance attribution to investment committees.
Treasury teams holding operating cash in MMFs use the dataset for fund-level counterparty due diligence: net assets, daily and weekly liquid assets relative to post-2023-reform thresholds, gross and net shareholder flows, daily NAV deviation between amortized cost and shadow NAV, fee and gate disclosures, and top-ten holdings. The output is an internal approved-fund list with periodic re-underwriting on observed liquidity and flow stability.
Repo, agency, and front-end traders size demand for overnight and term repo, T-bills, agency discount notes, and CP using the aggregate repo book across funds: counterparty names, collateral types, tenors, and repo share of fund assets. The data supports views on month-end and quarter-end repo dislocations and on MMF response to administered rate changes and standing repo facility usage.
Risk teams at large asset managers and multi-manager platforms calibrate flow models and stress tests using time series of subscriptions and redemptions, daily and weekly liquid asset ratios, daily NAV deviation, and the maturity distribution of holdings. Workflows include empirical redemption distributions by fund category and simulating discretionary liquidity fee triggers under reform-era rules.
Staff at financial stability agencies, central banks, and securities regulators monitor cross-fund aggregates: bank and ABCP sponsor exposure, repo counterparty concentration, foreign bank CD and time-deposit funding, prime-to-government migration, and changes in liquid asset buffers. Outputs feed systemic risk monitors and supervisory dialogue, especially during funding stress.
Debt capital markets and short-term funding teams at corporates, banks, and supranational issuers track who is buying their CP, CDs, and repo by filtering issuer-level holdings to their own programs, broken down by fund family, type, tenor, and dollar amount. The output informs issuance calendars, tenor decisions, and whether to open a new CP series or asset-backed commercial paper conduit.
Fund rating analysts surveil rated MMFs against published criteria using holdings credit quality, maturity diversification, single-issuer concentration, repo counterparty exposure, and shadow NAV consistency with rating thresholds. Independent fund analytics shops use the same fields plus seven-day yield and beneficial-ownership categories to publish league tables on yield, asset growth, and investor mix.
Specialist research shops and financial data journalists use the security-level schedule and month-over-month changes to surface MMF exposure to stressed banks, repo concentration with a single counterparty, or unusual holdings of structured paper. Outputs include investigative pieces and data-driven commentary on MMF response to monetary policy or banking events.
Researchers in monetary economics and market microstructure exploit the long panel of shareholder flows, daily NAV deviations, liquid asset buffers, and substitution between repo, T-bills, and CP across rate regimes. The dataset supports empirical work on policy transmission, run risk, deposit-MMF arbitrage, and the structural impact of post-reform liquidity rules.
Data engineering and quant teams ingest the XML schema (series and class identifiers, security rows, repo collateral blocks, flow and NAV series) to build issuer exposure histories, repo counterparty graphs, and machine-readable feeds. The corpus also supports entity-linking systems that connect MMF holdings to issuer fundamentals and rating data.
Form N-MFP3 simultaneously serves portfolio managers, treasurers, traders, regulators, rating analysts, issuers, and academics because security-level holdings sit alongside fund-level liquidity, yield, NAV, and flow fields, letting each audience extract the slice it needs, from a single CUSIP for an issuer relations desk to system-wide repo aggregates for a stability monitor.
The following workflows show how Form N-MFP3 records are typically used in practice. Each ties to specific fields in primary_doc.xml and the metadata.json envelope.
Aggregate scheduleOfPortfolioSecuritiesInfo rows across every accession for a single periodOfReport, filter on investmentCategory values (Financial Company Commercial Paper, Asset Backed Commercial Paper, Certificate of Deposit), and group by nameOfIssuer plus LEIID. Summing includingValueOfAnySponsorSupport and percentageOfMoneyMarketFundNetAssets produces an industry-wide exposure table per issuer, used by short-term credit desks to size headline risk on a sponsor or bank and by DCM teams to track which fund families hold their paper.
Pair each business-day entry in dailyNetAssetValuePerShareSeries (and per-class dailyNetAssetValuePerShareClass) with seekStablePricePerShare and stablePricePerShare to compute the deviation between amortized cost and market-based NAV at the series and share-class level. Treasury teams and risk groups roll this into a multi-fund dashboard for approved-fund monitoring; deviations crossing internal thresholds trigger re-underwriting of the fund on the operating-cash list.
For every holding where investmentCategory is Treasury Repurchase Agreement or Government Agency Repurchase Agreement, traverse the repurchaseAgreement/collateralIssuers sub-blocks to extract counterparty (nameOfIssuer), collateral CUSIP, principal, and maturity. Aggregating across all funds for a given month yields a counterparty-by-fund matrix used by repo desks to gauge MMF demand by tenor and by financial-stability staff to monitor concentration in a single dealer.
Extract per-class daily dialyShareholderFlowReported entries (note the SEC's verbatim misspelling) along with the daily liquidAssetsDetails series carrying percentageDailyLiquidAssets and percentageWeeklyLiquidAssets. Joined to moneyMarketFundCategory and fundRetailMoneyMarketFlag, this produces fund-category panels of redemption pressure against liquidity buffers, used to calibrate redemption stress tests and to flag funds approaching the post-2023-reform liquidity-fee mechanics in liquidityFeeFundApplyFlag.
Read beneficialRecordOwnerCategory blocks per share class to capture the distribution across the controlled vocabulary (Broker-dealer, Pension plan, Retail investor, Non-financial corporation, Depository institution, State or municipal government, Other) using percentOutstandingSharesRecord and percentOutstandingSharesBeneficial. Risk and supervisory users tie investor-mix concentration to observed flow volatility; rating analysts use the same fields to assess investor-base stability against criteria thresholds.
Compare month-over-month moneyMarketFundCategory and series-level netAssetOfSeries across all accessions for the same cik and seriesId, joined to the S000… registry view in metadata.json.seriesAndClassesContractsInformation. The output is a panel of asset migration between Prime, Government, and Tax Exempt categories, used by DCM desks anticipating shifts in CP and T-bill demand and by financial-stability monitors tracking structural reallocation around rate-regime changes.
Filter records on formType equal to N-MFP3/A (or submissionType in the XML header), join to the original by cik, seriesId, and periodOfReport, and diff the scheduleOfPortfolioSecuritiesInfo ledger and seriesLevelInfo aggregates between versions. Compliance and data-quality teams use this to identify systematic restatement patterns at specific registrants and to maintain a corrected point-in-time view for downstream models.
The Form N-MFP3 Files Dataset is distributed as ZIP containers organized by month. Three access methods are available: a metadata index, a full dataset download, and per-container downloads.
Dataset Index JSON API: https://api.sec-api.io/datasets/form-nmfp3-files.json
Returns dataset-level metadata (name, description, last updated timestamp, earliest sample date, total records, total size, covered form types, container format, file types) and the list of all monthly container files with their individual sizes, record counts, updated timestamps, and download URLs. Use this endpoint to monitor which containers have changed in the most recent refresh and decide which ones to re-download. This endpoint does not require an API key.
Example response:
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{
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"datasetId": "1f13365b-9ae0-6940-8d81-6216b9afecb2",
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"datasetDownloadUrl": "https://api.sec-api.io/datasets/form-nmfp3-files.zip",
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"name": "Form N-MFP3 Files Dataset",
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"updatedAt": "2026-04-23T03:01:57.019Z",
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"earliestSampleDate": "2024-07-01",
7
"totalRecords": 15316,
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"totalSize": 1042403920,
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"formTypes": ["N-MFP3", "N-MFP3/A"],
10
"containerFormat": "ZIP",
11
"fileTypes": ["XML", "JSON"],
12
"containers": [
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{
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"downloadUrl": "https://api.sec-api.io/datasets/form-nmfp3-files/2026/2026-04.zip",
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"key": "2026/2026-04.zip",
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"size": 73402113,
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"records": 1084,
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"updatedAt": "2026-04-23T03:01:57.019Z"
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}
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]
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}
Download Entire Dataset: https://api.sec-api.io/datasets/form-nmfp3-files.zip?token=YOUR_API_KEY
Downloads the complete dataset as a single ZIP archive containing all monthly containers from July 2024 to the present. This endpoint requires an API key.
Download Single Container: https://api.sec-api.io/datasets/form-nmfp3-files/2026/2026-03.zip?token=YOUR_API_KEY
Downloads one monthly container ZIP, which is useful for incremental syncs or when only a specific filing month is needed. Replace the year and month segment with any container key listed in the index JSON. This endpoint requires an API key.
The dataset covers Form N-MFP3 and its amendment variant N-MFP3/A, the structured monthly portfolio-holdings report for U.S. registered money market funds adopted by the SEC as part of the 2023 money market fund reforms. It is filed under Rule 30b1-7 of the Investment Company Act of 1940 and superseded the prior Form N-MFP / N-MFP1 / N-MFP2 lineage.
One record corresponds to a single EDGAR accession — one Form N-MFP3 (or N-MFP3/A) submission filed for a single money market fund series at a single month-end reporting period. Each record is series-scoped, so a registrant operating multiple money market fund series produces one accession (and one record) per series per month.
Form N-MFP3 is filed by registered open-end management investment companies (or series thereof) that hold themselves out as money market funds under Rule 2a-7, including government, Treasury, retail prime, institutional prime, and retail and institutional tax-exempt (municipal) funds. Ultra-short bond funds, private liquidity funds, bank-sponsored short-term investment funds, stable value funds, and offshore money market funds not registered under the 1940 Act are outside the population.
The "as-of" date for each filing is the last business day of the prior calendar month, and the filing must be made no later than the fifth business day of the following calendar month. Records are therefore added on a fixed monthly cadence, with each monthly ZIP container in the dataset dominated by reports whose periodOfReport is the prior month-end.
The dataset begins with the July 2024 reporting cycle (covering the June 2024 month-end), aligning with the June 11, 2024 effective date of Form N-MFP3 under the SEC's 2023 money market fund reforms. Earlier monthly money market fund reports filed on Form N-MFP, N-MFP1, or N-MFP2 are not part of this dataset.
The dataset is distributed as ZIP containers organized by calendar month of submission under a year-keyed prefix. Each accession folder inside a container holds a metadata.json envelope, the structured primary_doc.xml payload (filed against the SEC's eis_NMFP3_Filer.xsd schema), and an XSL-rendered XHTML view of the XML at xslN-MFP3_X01/primary_doc.xml. N-MFP3 is plain XML, not XBRL or iXBRL, so consumers should parse it with an XML toolchain.
Form N-PORT is the monthly structured holdings report for non-MMF registered open-end funds, ETFs, and most closed-end funds; money market funds are explicitly carved out of N-PORT because they file N-MFP3 instead. Disclosure timing also differs: N-PORT publishes only the third month of each quarter (the first two months stay non-public), whereas N-MFP3 filings become fully public after a 60-day delay, with WAM, WAL, and selected fields released sooner. The two field sets diverge as well, with N-PORT emphasizing derivatives and broad-asset attribution while N-MFP3 emphasizing amortized cost, shadow pricing, liquid-asset percentages, and shareholder flows.