@pipeworx/sec-nmfp

Connect: https://gateway.pipeworx.io/sec-nmfp/mcp · Install: one-click buttons

Tools: 3

US money market fund portfolio holdings, from SEC Form N-MFP. Keyless.

Tools

  • nmfp_security_holders(issuer, period?, limit?) — which money market funds hold a given issuer’s paper. Accepts an issuer name fragment or a CUSIP.
  • nmfp_fund_holdings(fund, period?, limit?) — one fund’s reported portfolio for a month, with a per-category position count.
  • nmfp_periods() — which monthly reporting periods SEC has published (currently 50) and the date range each covers.

The inversion is the point of this pack

SEC publishes N-MFP filing-first: one filing per fund per month, portfolio inside. So “what does this fund hold” is the natural question and “which funds hold this issuer’s paper” is not — that one requires reading every filing in the period. nmfp_security_holders does exactly that on each call, which is the reason to have the pack at all. When a bank or an issuer wobbles, the question people ask is who is exposed, and there is no filing that answers it.

Measured on the 2026-07-09→2026-08-07 period: 341 fund filings, 47,129 holdings. Federal Home Loan Bank alone appears in 129 funds across 6,489 positions.

Reading traps, surfaced in the responses

  • Positions are counts, not dollars. N-MFP position value is not carried here, so positions_by_category says how many holdings sit in each category, not how much money does. A fund running many small repo positions against one large Treasury block reads repo-heavy by count and may not be by value. Both tools say this in reading_note.
  • Only money market funds file N-MFP. A bond or equity fund will never appear, however large. The found: false path says that rather than implying the fund holds nothing.
  • Issuer names are as the fund typed themFEDERAL HOME LOAN BANK SYSTEM, not a normalized entity. Matching is substring, and the miss path tells the caller to shorten the fragment rather than concluding no fund holds it.

Shape

One ZIP per monthly period, ~11.9MB, carrying 23 TSVs. Three are read: NMFP_SUBMISSION (the fund and its filing), NMFP_SERIESLEVELINFO, NMFP_SCHPORTFOLIOSECURITIES (the holdings). The rest are skipped — including NMFP_COLLATERALISSUERS, which is 55MB raw on its own, five times the whole rest of the archive, and answers no question asked here.

Read live per call rather than kept in a mirror: one period is one fetch, and a money-market question is nearly always about the latest month.

Two file-format notes worth keeping, because both have cost time in this codebase:

  • Sizes come from the ZIP central directory, not local headers. SEC sets the data-descriptor flag on some datasets, which zeroes the local-header sizes; a reader that trusts them extracts nothing.
  • The filenames encode a date range (20260709-20260807_nmfp.zip) that is not derivable — the windows do not align to calendar months and shift each cycle. This is the fourth SEC dataset here with its own path convention, so the index page is read and the URL is never constructed.

Cadence

Money market funds file monthly; SEC posts a period a few days after it closes.

Source

SEC Form N-MFP data sets — https://www.sec.gov/data-research/sec-markets-data/dera-form-n-mfp-data-sets

Tools

  • nmfp_security_holders — Which US money market funds hold paper from a given issuer, from SEC Form N-MFP monthly portfolio filings — the reverse of a fund fact sheet, which makes you name the fund first. Give an issuer name (
  • nmfp_fund_holdings — The portfolio a US money market fund reported to the SEC on Form N-MFP for one month: every security it held, with issuer, title, investment category (Treasury debt, government agency debt, repurchase
  • nmfp_periods — Which SEC Form N-MFP monthly reporting periods are published, newest first, with the date range each covers. Money market funds file monthly and SEC posts a period a few days after it closes. Use this

Tools

  • nmfp_fund_holdings — The portfolio a US money market fund reported to the SEC on Form N-MFP for one month: every security it held, with issuer, title, investment category (Treasury debt, government agency debt, repurchase
  • nmfp_periods — Which SEC Form N-MFP monthly reporting periods are published, newest first, with the date range each covers. Money market funds file monthly and SEC posts a period a few days after it closes. Use this
  • nmfp_security_holders — Which US money market funds hold paper from a given issuer, from SEC Form N-MFP monthly portfolio filings — the reverse of a fund fact sheet, which makes you name the fund first. Give an issuer name (

Regenerated from source · build August 25, 2026