Try something like this:
m = 4; % Whatever you want.
r = 5; % Whatever you want.
% Preallocate the 3-D array
% to hold all the 2-D m-by-3 matrices.
matrix3d = zeros(m, 3, r);
for k = 1 : r
thisMatrix = rand(m, 3); % Whatever you want.
matrix3d(:, :, k) = thisMatrix;
end