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RMBS / CMBS Securities Listing - Structured Securities
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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

RMBS / CMBS Securities Listing

Page last updated: 11/1/2021



These securities are based on 2020 annual statement filings, adjusted for changes reported in the first quarter and second quarter of 2021 filings.

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 or position in the capital stack is not: e.g. IO, first loss Tranche)
  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)
    • Does not meet Initial and/or Ongoing Information Requirements
  3. Other
    • 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.

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: