This website is your source for information on annual Structured Securities surveillance, including background information, updated project details as they become available, and how to file these securities in your Annual Statement filing.
Please note the information on this website may be updated frequently. Please check back regularly to ensure you have the latest information.
Pricing: The 2014 Structured Securities modeled data prices for CUSIPs held by insurers will remain the same as the past three years with $88 per CMBS CUSIP and $61.60 per RMBS CUSIP.
Note: For Mortgage-Referenced securities filing information please see the SSG section of the Capital Markets & Investment Analysis Office website under Filing Instructions & Forms.
Challenge a Security Status if you feel that a security was not appropriately evaluated. The form can be filled out in AVS+ under ‘Searches > Structured Securities>Challenge STS Security’.
Request Securities for Consideration will now show if it will be included in ‘Phase 1’ processing with the initial modeled data or ‘Phase 2’, which will be included in the addendum file in January.
Timeline for 2014 surveillance:
September 26, 2014 – The last day to submit changes to the contact information for your company’s 2014 initial invoice. Please review the current billing contacts file to determine if the contact information needs to change for 2014. If so, please email the AVS Administrator at firstname.lastname@example.org by Sept. 26 with that person’s name, company, phone number and email address so that we may make the correction. Please Note: If we do not receive any notification from your company prior to this date, the initial invoice will be sent to the current billing contact for that company. If your company is part of a group, the invoice will be sent to the contact for the company in the group that holds the largest assets of RMBS/CMBS securities.
October 17, 2014 – The last day to order and purchase additional modeled results for last year’s 2013 portfolio.
Early November 2014 – Initial invoice notifications will be emailed to the designated contact. The amount of the invoice is based on the reported RMBS/CMBS holdings of the 2013 annual statement filing, adjusted for changes reported in first quarter and second quarter filings.
Early November 2014 – Start submitting additional securities to your portfolio to purchase or to be considered for modeling in the December file (Phase 1).
Late December 2014 – Modeled data will be made available.