That sucks big time! Been there and done that, and weird coincidence it was my tb's baker blanket That had been stolen as well. Sorry for your loss, check local ads and mark your other items in an inconspicuous place.
I'm an insurance agent, and that sort of stuff should fall under your homeowner's policy. There are some limitations like on jewelry/watches/furs, silverware, guns, cash money, and a couple of other things but otherwise it's all in the personal property.
However, my company at this time cannot write a homeowner's policy with a lower than $1000 deductible. Some people took their policies out years ago and have awesomely low deductibles (like 100 - 250) and have been grandfathered in.
"A horse gallops with his lungs, perseveres with his heart, and wins with his character." - Tesio
OP, I grew up in Middletown (attended Village, Thompson and Mater Dei, rode at Tricorne Farm) and I am so sorry this happened to you. Especially on top of your Sandy flood! I hope the kind folks on COTH come through with a new blanket for your TB and you are able to fully recover from your other losses.