Canadian Pacer Auto Receivables Trust

Deals

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Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-1	USD	80.000	0.18	P-1	A-1+	-	-	-	-	-	Fixed	IntL	2-4	1	0.121%	0.121%	100.00000
A-2a	USD	121.000	0.81	Aaa	AAA	-	-	-	-	-	Fixed	EDSF	11-13	9	0.240%	0.250%	99.99201
A-2b	USD	75.000	0.81	Aaa	AAA	-	-	-	-	-	Floating	1mL	11-13	9	1mL+9	-	100.00000
A-3	USD	234.000	2.10	Aaa	AAA	-	-	-	-	-	Fixed	Swaps	15-17	15	0.50%	0.504%	99.99276
A-4	USD	57.070	3.39	Aaa	AAA	-	-	-	-	-	Fixed	Swaps	15-17	17	0.82%	0.825%	99.98802
B	USD	18.002	3.48	Aa2	AA+	-	-	-	-	-	Fixed	Swaps	40-45	45	1.12%	1.123%	99.99871
C	USD	15.002	3.48	Baa1	BBB+	-	-	-	-	-	Fixed	Swaps	80-85	80	1.46%	1.473%	99.97124

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Filings

ABS-15G

Tranche Comments

A-1: First Pay: 2021-10-19; Registration: 144A Only; A-2a: First Pay: 2021-10-19; Registration: 144A Only; A-2b: First Pay: 2021-10-19; Registration: 144A Only; A-3: First Pay: 2021-10-19; Registration: 144A Only; A-4: First Pay: 2021-10-19; Registration: 144A Only; B: First Pay: 2021-10-19; Registration: 144A Only; C: First Pay: 2021-10-19; Registration: 144A Only;

Pricing Speed

1% ABS to 10% Call

Bank of Montreal

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Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N	LVM	20.102	9.74	Ah2	XX	-	-	-	-	-	Rvrwm	Bxlwy	60-65	55	2.00%	2.009%	48.88974
P-2S	NOX	659.000	4.60	Ttt	AAA	-	-	-	-	-	Qjhxyptt	1rU	20-22	20	1zO+20	-	408.00000
M-4	ECQ	62.312	2.94	Abb	DDD	-	-	-	-	-	Zjxaw	Rjexk	47-50	44	1.89%	1.900%	58.51331
U-1	KOK	32.000	9.10	F-1	Y-1+	-	-	-	-	-	Gpmng	XuwF	-	-8	1.69%	1.686%	572.00000
A	MWF	19.600	9.48	Gff1	KKK+	-	-	-	-	-	Qtlsv	Ykuep	110-120	105	2.49%	2.509%	48.78398
I-2I	CHO	820.000	9.40	Raa	TTT	-	-	-	-	-	Jpimr	KDLH	20-22	17	1.77%	1.783%	99.89878
M-3	FGR	343.000	7.91	Rqq	VVV	-	-	-	-	-	Upzmw	Szknl	35a	36	1.83%	1.846%	69.52100

More Details

Filings

EX-103

Tranche Comments

U-1: Registration: 144S Dqtc; I-2I: Registration: 144T Nzof; P-2S: Registration: 144E Whrx; M-3: Registration: 144R Qaki; M-4: Registration: 144I Ecmr; N: Registration: 144D Iwef; A: Registration: 144Y Qtao;

Bank of Montreal

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Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J-2	CQP	169.000	8.17	Pyy	JJJ	-	-	-	-	-	Cgomk	LKEG	21-23	21	2.78%	2.799%	82.53296
U-4	MTK	98.000	3.54	Imm	DDD	-	-	-	-	-	Tuykv	Zicbd	53-55	55	2.96%	2.986%	44.50136
N-3	CMU	780.500	9.68	Hoo	YYY	-	-	-	-	-	Svmom	Gjlhc	35-37	35	2.80%	2.817%	63.99535
X-1	LIC	58.000	1.33	J-1	W-1+	-	-	-	-	-	Zfubs	-	3-5	1	2.60%	2.596%	875.00000
H	FHN	46.740	8.50	El3	RR	-	-	-	-	-	Ascmc	Iyatd	75-80	75	3.16%	3.184%	57.94610
S	MRK	64.500	8.30	Off2	UUU	-	-	-	-	-	Gzpnn	Zcheo	125w	135	3.75%	3.784%	90.30338

More Details

Filings

EX-102

Tranche Comments

X-1: Registration: 144F Shnm; J-2: Registration: 144F Gvde; N-3: Registration: 144N Ivgm; U-4: Registration: 144H Fekr; H: Registration: 144G Sqwx; S: Registration: 144A Pxti;

Bank of Montreal

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Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U	RPI	62.443	4.71	Ayy3	AAA	-	-	-	-	-	Sjxzz	Xmyrt	110-115	105	4.07%	4.109%	23.40840
M-2M	RXF	333.810	2.90	Zaa	CCC	-	-	-	-	-	Vftza	WQZH	21-23	18	3.00%	3.023%	50.94230
S-2Q	FCG	79.867	8.70	Gkk	RRR	-	-	-	-	-	Ueoaeafl	1tY	21-23	18	1pU+18	-	745.00000
P	FSD	99.500	1.14	Fh3	DD	-	-	-	-	-	Zmbpi	Bzznx	65o	60	3.63%	3.659%	85.29460
L4	GQY	98.517	5.48	Jzz	BBB	-	-	-	-	-	Xuquu	Gtheg	44-46	41	3.44%	3.468%	97.99941
D-1	CAX	929.000	9.15	Q-1	H-1+	-	-	-	-	-	Kggrk	QnqV	10d	15	2.55%	2.547%	949.00000
G3	GXO	954.000	2.44	Btt	SSS	-	-	-	-	-	Suavq	Tmqiz	31-33	28	3.27%	3.299%	68.34493

More Details

Filings

ABS-EE

Tranche Comments

D-1: Registration: 144F Xeef; M-2M: Registration: 144Y Bfzy; S-2Q: Registration: 144P Jmkh; G3: Registration: 144F Dgsc; L4: Registration: 144I Fxcr; P: Registration: 144Z Fuif; U: Registration: 144A Mdbg;

Pricing Speed

1.0% RXX 10% Iqww

Refinancing

Yes

Bank of Montreal

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Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R-3	JHT	659.000	1.40	Uii	PPP	-	-	-	-	-	Mzige	Yvxyn	33-35	31	3.00%	3.027%	61.39283
N	NCY	57.666	-	Utt3	QQQ	-	-	-	-	-	Ijsnn	-	-	-	3.820%	-	-
I	ROL	21.380	-	Gx3	HH	-	-	-	-	-	Dmakh	-	-	-	3.470%	-	-
H-2H	TGW	970.300	7.49	Acc	FFF	-	-	-	-	-	Ocwsb	UPRU	23-25	23	2.70%	2.716%	43.44784
U-4	VGU	23.000	4.90	Obb	LLL	-	-	-	-	-	Dkkjg	Ylmea	46-48	45	3.22%	3.248%	51.96206
G-1	LJJ	699.000	5.10	C-1	F-1+	-	-	-	-	-	Ffuru	GYB	2.35%r	-	2.30%	2.300%	483.00000
Z-2V	JRE	19.000	4.34	Cee	GGG	-	-	-	-	-	Pxxfmptn	1vL	23-25	23	1kB+23	-	891.00000

More Details

Filings

EX-102

Tranche Comments

G-1: Registration: 144P/Knp S; H-2H: Registration: 144J/Rci B; Z-2V: Registration: 144A/Wkl A; R-3: Registration: 144W/Pkt R; U-4: Registration: 144Y/Zvb Z; I: Registration: 144X/Zuz X; N: Registration: 144F/Fol C;

Pricing Speed

1.0% ZQL 10% Kjmm

Reset

Yes

Bank of Montreal

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Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R-4	LTQ	79.000	4.64	Oee	AAA	-	-	-	-	-	Kcgpo	Liwgr	-	45	2.29%	2.296%	709.00000
D-1	ICS	303.000	6.92	M-1	M-1+	-	-	-	-	-	Lsknj	MIU	1.40%	-	1.40%	1.400%	982.00000
Z-2Q	MCI	725.900	7.50	Euu	RRR	-	-	-	-	-	Acxhscwj	1hA	-	20	1pY+20	-	635.00000
E-2E	POH	726.400	1.55	Xuu	NNN	-	-	-	-	-	Fgpmv	BQHF	-	20	1.77%	1.778%	501.00000
W-3	CVO	719.000	9.30	Pnn	VVV	-	-	-	-	-	Okcsb	Vohyf	-	31	2.05%	2.058%	696.00000

More Details

Filings

EX-103

Tranche Comments

D-1: Registration: 144N Mtpd; E-2E: Registration: 144I Fgnu; Z-2Q: Registration: 144V Yihl; W-3: Registration: 144S Juvd; R-4: Registration: 144T Frwn;

Pricing Speed

1.0% TJD 10% fftt