4 Comments
 

If it's a US insurer, you can definitely get this info. The statutory filings (I believe it's the schedule DB on the annual) will have a listing of all investments by CUSIP. The quarterly stat statement will show you any changes in these holdings since the last annual statement. Do you have SNL at your bank? If so, the easiest way would be to download it from there to excel, or to use the SNL xl plug-in.

 
Best Response
WorkingGirl

If it's a US insurer, you can definitely get this info. The statutory filings (I believe it's the schedule DB on the annual) will have a listing of all investments by CUSIP. The quarterly stat statement will show you any changes in these holdings since the last annual statement. Do you have SNL at your bank? If so, the easiest way would be to download it from there to excel, or to use the SNL xl plug-in.

Thanks! Yes I do have SNL and I believe schedule D discloses the entire investment portfolio. However I need every security for which the insurer has provided credit enhancement on. I know I can get it on bloomberg (one at a time) in the description page of a "wrapped" security however I haven't had any luck obtaining every insured security...and I'm not sure its possible unless I get a data dump from bloomberg
 

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