A2UI · nodus:ir-risk
Interest Rate Risk
Meridian Corp. · Fixed Income Portfolio + IR Swaps · as of 2026-03-17 06:00 UTC
PORTFOLIO VALUE
$420.0M
Fixed income
MODIFIED DURATION
2.8 yrs
Weighted avg
GROSS DV01
$5.1K/bp
Portfolio only
NET DV01
$5.8K/bp
After hedges
DURATION GAP
+0.9yr
Asset-sensitive
Security
Type
Maturity
Coupon
Mkt Value
Mod Dur
DV01
Rating
US Treasury 4.875%
UST-2026-08
Govt
Aug 2026
4.875%
$95.2M
0.42 yr
$400
AAA
US Treasury 4.250%
UST-2028-05
Govt
May 2028
4.250%
$85.0M
2.18 yr
$1,853
AAA
National Commerce Bank 4.625%
CORP-NCB-2027
Corp
Mar 2027
4.625%
$42.3M
1.01 yr
$427
A+
Harbour Trust Bank 5.125%
CORP-HTB-2028
Corp
Jan 2028
5.125%
$38.5M
1.84 yr
$708
A
Sterling Capital Mkts 4.750%
CORP-SCM-2029
Corp
Sep 2029
4.750%
$54.8M
3.12 yr
$1,711
A-
Granite Prime MMF
MMF-GCP-001
MMF
Overnight
5.180%
$104.2M
0.00 yr
$31
AAAm
PORTFOLIO TOTAL
$420.0M
2.80 yr
$5,130
nodus:ir-risknodus:duration-gapnodus:yield-curvenodus:rate-sensitivity