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
Z-2I	UBD	428.000	8.10	Vee	KKK	-	-	-	-	-	Tpodrbhk	1nB	20-22	20	1yR+20	-	271.00000
T-1	HVC	25.000	3.70	M-1	Y-1+	-	-	-	-	-	Yyzll	ZsgU	-	-8	1.69%	1.686%	158.00000
B-3	ERK	972.000	7.21	Baa	PPP	-	-	-	-	-	Vmuzy	Briau	35l	36	1.83%	1.846%	19.94647
D-4	UHW	38.664	7.73	Lll	VVV	-	-	-	-	-	Apiee	Jrjlh	47-50	44	1.89%	1.900%	60.32001
Z	UHK	38.100	5.73	Fbb1	RRR+	-	-	-	-	-	Zyvsn	Qgwws	110-120	105	2.49%	2.509%	54.55368
G-2G	XNK	525.000	8.40	Ucc	AAA	-	-	-	-	-	Ftgzy	NTSD	20-22	17	1.77%	1.783%	33.53164
T	YCO	32.543	6.73	Hl2	JJ	-	-	-	-	-	Srteo	Cqzhl	60-65	55	2.00%	2.009%	53.64750

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Filings

ABS-EE/A

Tranche Comments

T-1: Registration: 144J Itmo; G-2G: Registration: 144I Ozzz; Z-2I: Registration: 144R Mwpi; B-3: Registration: 144L Jmmz; D-4: Registration: 144M Sdgg; T: Registration: 144K Tpis; Z: Registration: 144L Gpjd;

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
L-1	ZYJ	37.000	1.69	W-1	J-1+	-	-	-	-	-	Sfxnv	-	3-5	1	2.60%	2.596%	593.00000
I	WTV	60.600	3.80	Sjj2	AAA	-	-	-	-	-	Rpwco	Ruwvu	125p	135	3.75%	3.784%	89.87002
A-4	NEQ	66.000	9.62	Ehh	OOO	-	-	-	-	-	Blina	Htbnb	53-55	55	2.96%	2.986%	79.18594
T-2	ITN	497.000	8.29	Oii	DDD	-	-	-	-	-	Qtncb	BONO	21-23	21	2.78%	2.799%	98.44723
W	ISB	95.500	7.50	Ok3	JJ	-	-	-	-	-	Grcet	Aofng	75-80	75	3.16%	3.184%	76.43957
J-3	JHT	258.600	7.43	Hqq	NNN	-	-	-	-	-	Xorxg	Kqnwl	35-37	35	2.80%	2.817%	26.71021

More Details

Filings

ABS-EE/A

Tranche Comments

L-1: Registration: 144N Tcta; T-2: Registration: 144U Fekg; J-3: Registration: 144P Uupf; A-4: Registration: 144T Yphh; W: Registration: 144Q Vixa; I: Registration: 144H Knks;

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-1	YZB	249.000	7.47	L-1	R-1+	-	-	-	-	-	Ecwyd	ZjaC	10n	15	2.55%	2.547%	144.00000
O3	YKP	697.000	7.51	Qgg	FFF	-	-	-	-	-	Wwrmq	Fuyjz	31-33	28	3.27%	3.299%	64.67861
X-2X	VKN	919.480	1.10	Ouu	WWW	-	-	-	-	-	Wpruv	AVNG	21-23	18	3.00%	3.023%	84.52000
Q-2H	UQZ	45.876	7.40	Xrr	NNN	-	-	-	-	-	Nuwqeioe	1bG	21-23	18	1fJ+18	-	815.00000
Q4	VVB	36.534	3.23	Gjj	VVV	-	-	-	-	-	Tzmgp	Avnfo	44-46	41	3.44%	3.468%	39.47786
U	BVB	64.240	3.93	Zi3	AA	-	-	-	-	-	Zjyhb	Qgndx	65g	60	3.63%	3.659%	44.48953
I	ZHE	75.639	7.73	Cee3	KKK	-	-	-	-	-	Tiwxv	Aufqf	110-115	105	4.07%	4.109%	83.61820

More Details

Filings

EX-103

Tranche Comments

N-1: Registration: 144T Ebum; X-2X: Registration: 144F Mkiy; Q-2H: Registration: 144K Ohfd; O3: Registration: 144H Wuzc; Q4: Registration: 144N Evmj; U: Registration: 144S Ppcg; I: Registration: 144Y Qudw;

Pricing Speed

1.0% HXE 10% Xwyy

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
L-2C	WVC	30.000	5.74	Jzz	GGG	-	-	-	-	-	Zrmdswtd	1fX	23-25	23	1bB+23	-	398.00000
E-2E	NWG	809.400	4.36	Ojj	JJJ	-	-	-	-	-	Glnit	BJKE	23-25	23	2.70%	2.716%	15.79690
H	WPE	19.300	-	Ro3	FF	-	-	-	-	-	Mbnov	-	-	-	3.470%	-	-
S	JMC	94.126	-	Utt3	JJJ	-	-	-	-	-	Ptzeo	-	-	-	3.820%	-	-
J-1	RUL	362.000	7.80	Q-1	E-1+	-	-	-	-	-	Ymxfl	TBN	2.35%f	-	2.30%	2.300%	640.00000
L-4	MUC	30.000	8.70	Bdd	XXX	-	-	-	-	-	Pkrsp	Wjxvd	46-48	45	3.22%	3.248%	69.87662
D-3	ZEJ	149.000	7.10	Kyy	LLL	-	-	-	-	-	Eyuzh	Kuxeo	33-35	31	3.00%	3.027%	51.15233

More Details

Filings

EX-103

Tranche Comments

J-1: Registration: 144D/Khc H; E-2E: Registration: 144R/Tun R; L-2C: Registration: 144H/Dvq U; D-3: Registration: 144K/Bvz J; L-4: Registration: 144K/Rcm H; H: Registration: 144D/Aml V; S: Registration: 144G/Xwv F;

Pricing Speed

1.0% REH 10% Lgdd

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
X-2X	GGB	964.700	1.71	Aoo	RRR	-	-	-	-	-	Zlrgb	XDNI	-	20	1.77%	1.778%	300.00000
P-3	AGZ	282.000	3.30	Dss	MMM	-	-	-	-	-	Xlxoc	Ojbfa	-	31	2.05%	2.058%	100.00000
N-2A	VWR	585.300	1.54	Tgg	III	-	-	-	-	-	Vclklezz	1pQ	-	20	1eD+20	-	984.00000
Y-4	XEB	97.000	2.58	Sdd	NNN	-	-	-	-	-	Uspgg	Dekoz	-	45	2.29%	2.296%	815.00000
L-1	FBQ	584.000	5.12	D-1	S-1+	-	-	-	-	-	Omvrd	RLR	1.40%	-	1.40%	1.400%	106.00000

More Details

Filings

EX-102

Tranche Comments

L-1: Registration: 144L Iiro; X-2X: Registration: 144Z Fhuf; N-2A: Registration: 144J Fbfr; P-3: Registration: 144R Bmuu; Y-4: Registration: 144V Ctzu;

Pricing Speed

1.0% OXB 10% gcqq