You can use Ensembl's BioMart tool.

1. Choose Ensembl Genes
2. Choose Human genes (GRCh38p.12)
3. Click on Filters, expand GENE, scroll down to find biotype and choose all the IG genes. If you're only interested in the primary assembly (excluding haplotypic regions and patches) also expand the REGION section and select all chromosomes, scroll down to find X & Y.
4. Click on Attributes, expand the GENE, choose 'Transcript type', 'Chromosome/scaffold name', 'Gene start(bp)' and 'Gene end (bp)'
5. Click Results button at top of the page, export results to Excel (XLS) and sort results by the Chromosome position to group all together (they are unordered otherwise).

Download the annotation files for hg38 (GFF/GTF), e.g. from GENCODE, and then extract genes annotated as Ig/Immunglobulin, followed by coordinate extraction.

I think there are certain things where you would want to use a specialized reference, rather than the typical genome reference.

For example, I think I good starting point to learn more about antibody bioinformatics analysis is IgBLAST (and the command-line version has a link to the IMGT reference sequences)