Portfolio Holdings
No Shock Applied
| Security | Par Value | Price | Mkt Value | YTM | Mod Dur | DV01 | Shock P&L | Weight |
|---|
Rate Shock Scenario
+100 bps
Parallel Shift
+200 bps
Stress Shift
2008 Crisis
–180 bps rally
2022 Surge
+425 bps
–50 bps
Fed Cut
Curve Twist
2s10s +80 bps
Custom Parallel Shift
–300 bps
0 bps
+500 bps
Portfolio Impact
P&L Impact
–
% Return
–
New Duration
6.24 yrs
New DV01
$8,014
Key Rate Duration Profile