Structured Securities
reporting interface

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RMBS/CMBS Securities Listing Page last updated 1/19/2017

* Please note that the 2016 not-modeled securities represent a subset of the not-modeled universe based on securities that were directly submitted by the industry. The full results are encompassed in AVS+.

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

If you feel that a security was not appropriately evaluated, you may challenge its status. The form can be found in AVS+ .

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.

  • Mark the CUSIP column as a “Text” column.
  • Complete all steps in the wizard,  and click “Finish” to complete the import operation to display your CUSIPs correctly.

Refer to the following links for more specific importing instructions:

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

Questions pertaining to modeling process, analytics & results: 212.398.9000 or