19 unchanged sentences
Net Interest Income
−Removed: Changes in Rates
+Added: Changes in Rates Amount % Change
+Added: +2% $ 156,235 0.96 %
+Added: +1% 155,246 0.32
+Added: Base 154,744 —
+Added: -1% 152,641 (1.36)
+Added: -2% 152,225 (1.63)
The above table is a measurement of the Company’s net interest income at risk, assuming a static balance sheet as of December 31, 2020 and instantaneous parallel changes in interest rates.
3 unchanged sentences
Interest Rate Sensitivity as of December 31, 2020 - Net Portfolio Value
−Removed: Net Portfolio Value
−Removed: Net Portfolio Value as a % of Present Value of Assets
−Removed: Changes in Rates
+Added: Net Portfolio Value Net Portfolio Value as a % of Present Value of Assets
+Added: Changes in Rates Amount % Change NPV Ratio Change
+Added: +2% $ 499,313 1.22 % 10.76 % 60 b.p.
+Added: +1% 501,979 1.76 10.57 41 b.p.
+Added: Base 493,299 — 10.16 —
+Added: -1% 408,821 (17.13) 8.34 (182) b.p.
+Added: -2% 410,370 (16.81) 8.30 (186) b.p.
The above discussion, and the portions of MANAGEMENT’S DISCUSSION AND ANALYSIS in Item 7 of this Report that are referenced in the above discussion contain statements relating to future results of the Company that are considered “forward-looking statements” within the meaning of the Private Securities Litigation Reform Act of 1995.
2 unchanged sentences
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.