6 unchanged sentences
MARKET RISK RELATED TO INTEREST RATES
−Removed: Our exposure to interest rate changes results from our significant holdings of fixed maturity investments, which comprised 90.1% of our investment portfolio based on carrying value as of June 30, 2021.
+Added: Our exposure to interest rate changes results from our significant holdings of fixed maturity investments, which comprised 89.7% of our investment portfolio based on carrying value as of September 30, 2021.
These investments are mainly exposed to changes in U.S.
2 unchanged sentences
The interest rate of the ten-year U.S.
−Removed: Treasury bond increased to 1.45% at June 30, 2021 from 0.93% at December 31, 2020.
−Removed: Net unrealized gains on fixed maturity securities totaled $142.1 million at June 30, 2021, compared to $167.9 million at December 31, 2020, based upon bond interest rates in relation to the U.S.
+Added: Treasury bond increased to 1.52% at September 30, 2021 from 0.93% at December 31, 2020.
+Added: Net unrealized gains on fixed maturity securities totaled $132.4 million at September 30, 2021, compared to $167.9 million at December 31, 2020, based upon bond interest rates in relation to the U.S.
ten-year Treasury yield.
1 unchanged sentence
We assess interest rate sensitivity annually with respect to our AFS fixed maturity securities investments using hypothetical test scenarios that assume either upward or downward shifts in the prevailing interest rates.
−Removed: The changes in fair values of our fixed maturity securities as of June 30, 2021 were within the expected range of this analysis.
+Added: The changes in fair values of our fixed maturity securities as of September 30, 2021 were within the expected range of this analysis.
There are no fixed maturity securities or other investments classified as trading instruments.
−Removed: All of the Company's fixed maturity securities were classified as AFS at June 30, 2021.
−Removed: At June 30, 2021 and December 31, 2020, we had no investments in derivative instruments or subprime loans.
+Added: All of the Company's fixed maturity securities were classified as AFS at September 30, 2021.
+Added: At September 30, 2021 and December 31, 2020, we had no investments in derivative instruments or subprime loans.
Compared sentence by sentence after normalising whitespace, quotation marks, case and digits, so re-formatting and restated figures do not read as changed language. Wording changes appear as one removal and one addition. The current filing and the prior one are authoritative.