US3137FKUP97 · Mtge · USDInvestment Grade · Aaa

Fhlmc Multifamily Structured P Fhms K087 A2 3.77% 2028/12

MID PRICE
98.77
par = 100
YIELD TO MAT.
4.82%
semi-annual
COUPON
3.771%
semi-annual · fixed
MATURITY
2028-12-25
bullet · 2.63y
OUTSTANDING
not disclosed
AS OF
2026-05-05

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Risk analytics

SEMI-ANNUAL · BULLET · PAR 100
Modified duration
2.43 y
1bp ↑ ≈ -0.024% P&L
Convexity
7.31
higher = more curvature
Years to maturity
2.63 y
YTM source
Ingested
Market signals · funds disclosing this bond
SignalCategoryExposureLast moveWeightAs of
Vanguard Total Bond Market
Vanguard
US Aggregate$14.5M0.00%2026-03-31
SPDR Portfolio Aggregate Bond
SPDR
US Aggregate$258K▲ $800.00%2026-05-05
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Price history

Sherpa Signal

AS OF 2026-05-05

Institutional footprint · signal-level holdings

35/ 100Early footprint
Interpretation. Light institutional footprint, holding
HOLDERS
2
unchanged in 7d
AGGREGATE EXPOSURE
$14.7M
USD across all
TOP CONCENTRATION
98.3%
largest holder
FLOW
unchanged 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
98,774 USD
PRICE
98.77

RFQ routing · coming soon

Security details

VIA OPENFIGI
Canonical
FHMS K087 A2
FIGI
BBG00N36BWQ1
ISIN
US3137FKUP97
Type
Mtge
Face value
100 USD
Ticker
FHMS K087 A2
Sec. type
Agncy CMBS
Seniority
Senior Unsecured