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 firstname.lastname@example.org
Questions pertaining to modeling process, analytics & results: 212.398.9000 or SSGinquirydesk@naic.org
Page last updated: 2/19/2020
Please note that the 2019 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+.These securities are based on 2018 annual statement filings, adjusted for changes reported in the first quarter and second quarter 2019 filings, followed by securities submitted by the industry.
The following securities status was changed and as is now modeled: FREMF 2019-K101 MTG TR 2019, 30298YAE3 and 30298YAG8
Along with recently available MRS Designations for 3137G0QQ5 and 30711XXX7. As of 1-28-2020
The following Fannie CAS REMIC securities have satisfied the Initial Sufficiency Filing (ISF) review and are thus modeled for YE2019, with NAIC Price Grids in AVS (STS).
CAS 2018- R07 and CAS 2019-R01 through CAS 2019-R07. File with CUSIPS as of 2-19-20
*Note CAS 2019-R02 was already modeled at year end.
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 is not: e.g. IO)
- 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)
- 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.
- 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: