RMBS/CMBS Securities ListingPage last updated 11/01/2017

*These are based on 2016 annual statement filings, adjusted for changes reported in the first quarter and second quarter 2017 filings.

November 1 to 10, 2017 — Companies can start submitting additional securities to their portfolios to purchase or to be considered for modeling in the December file.

Available from November to end of December — Companies can challenge a securities modeling eligibility status in AVS+ under the "Searches > Structured Securities > Challenge STS Security".

RMBS/CMBS Securities Not Modeled Reason:

  1. Out of Scope
    • Asset Class (the asset class does not meet the vendor's mandate: e.g. other ABS, non-US, etc.)
    • Obligation Type (the asset class is appropriate, but the form of obligation is not: e.g. IO)

  2. Insufficient Information (the vendor does not have enough information to model the deal)
    • Model (Intex/Trepp do not have a model for the transaction)
    • Data (the vendor does not have enough data about the deal/collateral to run analysis)

  3. Other
    • Paid off
    • Invalid – CUSIP number is not valid
    • Under NAIC Threshold – the value of the security is below the dollar amount that the NAIC will model

To correct a scientific notation or a formula in the CUSIP column of your .csv file

Please follow the instructions below to see the fields correctly in Microsoft Excel 2010.

1. Open a new blank workbook in Excel.

2. On the Data tab, in the Get External Data group, click "From Text."

3. Browse to locate and open the .csv file.

4. Follow the instructions in the Import Wizard.

Refer to the following links for more specific importing instructions:

reporting interface

Access the system in AVS+

View a tutorial
Learn how to use the system

User's guide
Review the system

Account Manager
View the invoice details and
pay online.

 

Contacts for
RMBS / CMBS Initiative

The NAIC looks forward to working with insurers to provide the appropriate structured securities information to facilitate the year-end Annual Statement filing process. Please direct inquiries as follows:

Statutory accounting and/or RBC treatment: 816.783.8400, select RMBS option.

Billing or AVS+ questions:  816.783.8300, select option #5 or securitiessupport@naic.org

Questions pertaining to modeling process, analytics & results: 212.398.9000 or SSGinquirydesk@naic.org