¿Cómo puedo insertar masivamente una lista genérica en c # en SQL Server, en lugar de recorrer la lista e insertar elementos individuales de uno en uno?

Actualmente tengo esto;

private void AddSnapshotData()
{
  var password =       Cryptography.DecryptString("vhx7Hv7hYD2bF9N4XhN5pkQm8MRfxi+kogALYqwqSuo=");
  var figDb = "ZEUS";
  var connString =
    String.Format(
      "Data Source=1xx.x.xx.xxx;Initial Catalog={0};;User ID=appuser;Password={1};MultipleActiveResultSets=True",
      figDb, password);
  var myConnection = new SqlConnection(connString);
  myConnection.Open();

  foreach (var holding in _dHoldList)
  {
    lbStatus.Text = "Adding information to SQL for client: " + holding.ClientNo;
    _reports.AddZeusData("tblAllBrooksHoldingsSnapshot", "CliNo, SEDOL, ISIN, QtyHeld, DateOfSnapshot",
                         "'" + holding.ClientNo + "','" + holding.Sedol + "','" + holding.ISIN + "','" +
                         holding.QuantityHeld + "','" + DateTime.Today.ToString("yyyyMMdd") + "'", false, myConnection);
  }
  myConnection.Close();
  lbStatus.Visible = false;
}

DóndedHoldList es una lista deDHOLDS;

public class DHOLDS : ExcelReport
 {
public String ClientNo { get; set; }
public String Sedol { get; set; }
public Double QuantityHeld { get; set; }
public Double ValueOfStock { get; set; }
public String Depot { get; set; }
public String ValC4 { get; set; }
public String StockR1 { get; set; }
public String StockR2 { get; set; }
public Double BookCost { get; set; }
public String ISIN { get; set; }
}