US3132D6AM21 · Mtge · USD

Fhlmc 15yr Umbs Super 2.50% 2036/07

Fhlmc 15yr Umbs SuperUnited StatesMBS 15yrSenior Unsecured
MID PRICE
94.28
par = 100
YIELD TO MAT.
4.04%
semi-annual
COUPON
2.500%
semi-annual · fixed
MATURITY
2036-07-01
bullet · 10.16y
OUTSTANDING
not disclosed
AS OF
2026-05-01
Fund disclosure

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About this bond

AI BRIEF · GROUNDED IN STRUCTURED DATA

The Fhlmc 15yr Umbs Super is a United States dollar-denominated senior unsecured mortgage pass-through security with a 2.500% coupon, maturing on July 1, 2036. This security, issued on June 1, 2021, is a 15-year MBS, indicating a shorter duration profile compared to longer-dated mortgage-backed securities. As a mortgage pass-through security, the bond's cash flows are derived from an underlying pool of mortgages. The issuer, Fhlmc, operates within the mortgage sector, a key component of the broader financial market.

Risk analytics

SEMI-ANNUAL · BULLET · PAR 100
Modified duration
8.68 y
1bp ↑ ≈ -0.087% P&L
Convexity
86.74
higher = more curvature
Years to maturity
10.16 y
YTM source
Ingested
Fund disclosure
Market signals · funds disclosing this bond
SignalCategoryExposureLast moveWeightAs of
iShares Core U.S. Aggregate Bond
iShares
US Aggregate$13.9M▼ $16K0.01%2026-05-01
SPDR Portfolio Mortgage Backed Bond
SPDR
US MBS$1.3M▲ $2K0.02%2026-04-30
iShares ESG Aware U.S. Aggregate Bond
iShares
US ESG Aggregate$748K▲ $9940.02%2026-04-30
iShares Core 1-5 Year USD Bond
iShares
US Short-Term Core$244K▼ $2840.01%2026-05-01
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Price history

Sherpa Signal

AS OF 2026-05-01

Institutional footprint · signal-level holdings

19/ 100Minimal footprint
Interpretation. Minimal institutional footprint, with net distribution
HOLDERS
4
▼ 2 signals in 7d
AGGREGATE EXPOSURE
$16.2M
USD across all
TOP CONCENTRATION
85.8%
largest holder
FLOW
▼ $2.1M
▼ 2 signals in 7d

Sherpa Signal is derived from a panel of tracked institutional portfolios. Names of individual holders are not disclosed.

100K PAR NOTIONAL · MARKET VALUE
94,280 USD
PRICE
94.28

RFQ routing · coming soon

Security details

VIA OPENFIGI
Canonical
FR SB8112
FIGI
BBG00ZX8F136
CUSIP
3132D6AM2
ISIN
US3132D6AM21
Type
Mtge
Issued
2021-06-01
Face value
100 USD
Ticker
FR SB8112
Sec. type
MBS 15yr
Seniority
Senior Unsecured

Issuer curve

FR · 10 PTS

Yield (%) plotted against years-to-maturity. This bond highlighted in amber.