Securitization Reports

The following securitization reports will help to provide an overview and background of the NHA MBS activity. Reports are updated as soon as information becomes available. Historical reports are available as multi-worksheet Excel spreadsheets while monthly reports are available as Excel spreadsheets and in PDF format.

• NHA MBS Pooled Loan Report Template (XLSX)

Monthly Reports

As of November 2019 CMHC upgraded their securitization platform and the reports now have a new look, the data contained within is the same.

• R120 Current Principal Balance by Issuer PDF | XLS
• R303A Daily Status: Activity by Year PDF | XLS
• R303B Daily Status: Breakdown for Year PDF | XLS
• R303C Daily Status: Current Month Issued Pools PDF | XLS
• R303D Daily Status: Current Month Issued Affordability-Linked Pools PDF | XLS

Quarterly Reports

As of November 2019, CMHC upgraded their securitization platform and the prepayment reports now have a new look. The graphs have been removed from the prepayment reports, however, the data can be used to re-create the information in any format the user would like.

Prepayment Rates by Accounting Month — All Issuers

• Fixed Rate 867 Pools (XLSX)
• Fixed Rate 975 Pools (XLSX)
• Floating Rate (980, 981, 985 & 986) Pools (XLSX)

Prepayment Rates by Vintage — All Issuers

• Fixed Rate 867 Pools (XLSX)
• Fixed Rate 975 Pools (XLSX)

Syndicated NHA MBS Transactions

• Syndicated NHA MBS Transactions (XLSX)

Historical Reports

• R110 Volumes by Issuer — 2005 to 2019 (XLS)
• R120 Remaining Principal Balance 2005 to 2019 (XLS)

If there is any other information that would be of assistance to you, please email us at securitization@cmhc.ca.