I searched high and low for some company to cover me with malpractice insurance for a rotation in the US. Found none. You might find if look hard enough, I know students from my school arranged malpractice on arriving to the US doing a rotation in cleveland clinic. But that approach is too risky for my tastes. I recommend you do your elective at a place that provides malpractice to visiting students. There are many quality med schools that do so, like:
baylor
northwestern
mayo
u conn
yale (you gotta pay 2000 bucks, though)
and others...
Best of luck...