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:
NAIC Help Center (login with your VISION or AVS+ ID to create a help request)
Statutory accounting and/or RBC treatment: 816-783-8400, select RMBS option.
Billing or AVS+ questions: 816-783-8300, select option #5 or email@example.com
Questions pertaining to modeling process, analytics & results: 212-398-9000 or SSGinquirydesk@naic.org
Page last updated: 11/1/2023
These To be Modeled securities are based on 2022 year end annual statement filings, adjusted for changes reported in the first quarter and second quarter of 2023 filings.
*Please note that the YE2023 Not-Modeled securities are not listed but the full results are encompassed in AVS+.
RMBS/CMBS Securities Not Modeled Reason:
- 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 or position in the capital stack is not: e.g. IO, first loss Tranche)
- 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)
- Does not meet Initial and/or Ongoing Information Requirements
- Paid off / Zero Balance
- 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.
(also including a "C" in front of the CUSIP solves this issue, additional column provided)
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: