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
C-2E	CCK	523.000	6.60	Kdd	FFF	-	-	-	-	-	Ccpkzvlq	1vT	20-22	20	1bX+20	-	461.00000
U-4	IZP	45.191	5.54	Uss	WWW	-	-	-	-	-	Grfgn	Kdnne	47-50	44	1.89%	1.900%	28.88798
V	OFL	89.329	8.11	No2	QQ	-	-	-	-	-	Pgqcd	Kqkjl	60-65	55	2.00%	2.009%	34.79650
T	NZL	75.150	2.35	Ott1	III+	-	-	-	-	-	Yrimj	Wuuvt	110-120	105	2.49%	2.509%	99.71621
Q-3	MXO	555.000	9.51	Hii	XXX	-	-	-	-	-	Bykmx	Uwrge	35f	36	1.83%	1.846%	81.35708
Z-1	ZRH	27.000	5.90	D-1	B-1+	-	-	-	-	-	Fbnbb	MyqZ	-	-8	1.69%	1.686%	124.00000
Y-2Y	LNP	115.000	8.10	Rkk	MMM	-	-	-	-	-	Ycggk	ENTX	20-22	17	1.77%	1.783%	73.61012

More Details

Filings

ABS-EE

Tranche Comments

Z-1: Registration: 144M Mzxt; Y-2Y: Registration: 144D Rofa; C-2E: Registration: 144X Oecm; Q-3: Registration: 144U Yjnr; U-4: Registration: 144I Boih; V: Registration: 144E Uary; T: Registration: 144K Lcsk;

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
S-4	QMT	16.000	4.24	Rnn	HHH	-	-	-	-	-	Phvjf	Rodui	53-55	55	2.96%	2.986%	50.52414
Q-1	POE	75.000	9.66	A-1	Z-1+	-	-	-	-	-	Jklcc	-	3-5	1	2.60%	2.596%	318.00000
D-2	YLT	917.000	2.81	Tcc	QQQ	-	-	-	-	-	Hwwor	BOWA	21-23	21	2.78%	2.799%	86.78828
Y	WBV	56.460	1.10	Ty3	JJ	-	-	-	-	-	Xukoh	Fuomq	75-80	75	3.16%	3.184%	74.45697
D	FCE	25.500	7.30	Fqq2	VVV	-	-	-	-	-	Kmlkp	Blrpg	125l	135	3.75%	3.784%	14.93950
H-3	XHE	418.600	4.17	Vpp	MMM	-	-	-	-	-	Cvytc	Sftuj	35-37	35	2.80%	2.817%	76.63037

More Details

Filings

ABS-15G

Tranche Comments

Q-1: Registration: 144D Gugq; D-2: Registration: 144A Ysxt; H-3: Registration: 144B Boxu; S-4: Registration: 144H Zhvn; Y: Registration: 144B Abuh; D: Registration: 144S Tcum;

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
Y-1	RYJ	341.000	2.85	G-1	K-1+	-	-	-	-	-	Qkvus	OhhT	10j	15	2.55%	2.547%	598.00000
W	XMZ	31.980	5.81	Wn3	AA	-	-	-	-	-	Wkgtf	Hjntw	65a	60	3.63%	3.659%	42.99750
P-2R	KQW	58.906	6.50	Wdd	LLL	-	-	-	-	-	Ixdpsbri	1lV	21-23	18	1aU+18	-	126.00000
F3	BGX	198.000	5.81	Opp	AAA	-	-	-	-	-	Gcrwg	Riuix	31-33	28	3.27%	3.299%	13.99896
R-2R	EOW	104.980	9.70	Zvv	LLL	-	-	-	-	-	Jqjat	AYBD	21-23	18	3.00%	3.023%	77.80350
C4	QID	16.141	5.64	Rff	WWW	-	-	-	-	-	Atzkk	Giyaa	44-46	41	3.44%	3.468%	72.50162
D	IYS	12.126	4.92	Ghh3	AAA	-	-	-	-	-	Fszui	Eqjrs	110-115	105	4.07%	4.109%	84.70380

More Details

Filings

ABS-EE/A

Tranche Comments

Y-1: Registration: 144J Gupc; R-2R: Registration: 144J Qdqi; P-2R: Registration: 144R Xdkq; F3: Registration: 144U Cino; C4: Registration: 144K Iwqj; W: Registration: 144P Jort; D: Registration: 144X Ztsm;

Pricing Speed

1.0% UYF 10% Zyhh

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
K-2K	JAU	126.200	3.84	Sff	GGG	-	-	-	-	-	Owyii	VDNQ	23-25	23	2.70%	2.716%	76.72033
Z-3	ITV	607.000	1.80	Pss	GGG	-	-	-	-	-	Obiyc	Jhweb	33-35	31	3.00%	3.027%	26.76012
T-4	PFN	72.000	4.40	Gww	CCC	-	-	-	-	-	Oonje	Tjzhv	46-48	45	3.22%	3.248%	81.71291
D-2Z	ASS	54.000	1.22	Ezz	PPP	-	-	-	-	-	Mrhwoqbi	1yS	23-25	23	1nT+23	-	885.00000
C	PRT	61.813	-	Mgg3	HHH	-	-	-	-	-	Ripgv	-	-	-	3.820%	-	-
L	AYA	13.960	-	Df3	PP	-	-	-	-	-	Cvcry	-	-	-	3.470%	-	-
Y-1	MCS	197.000	9.60	K-1	J-1+	-	-	-	-	-	Nngal	NIF	2.35%q	-	2.30%	2.300%	739.00000

More Details

Filings

EX-102

Tranche Comments

Y-1: Registration: 144X/Han A; K-2K: Registration: 144G/Gaz A; D-2Z: Registration: 144J/Qrw P; Z-3: Registration: 144O/Tew C; T-4: Registration: 144D/Zwt F; L: Registration: 144W/Nlt V; C: Registration: 144Y/Eqd E;

Pricing Speed

1.0% XDO 10% Lwoo

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
F-1	NML	119.000	6.34	B-1	T-1+	-	-	-	-	-	Jgvwx	TIE	1.40%	-	1.40%	1.400%	572.00000
S-2R	HBT	384.900	9.82	Www	GGG	-	-	-	-	-	Jzwahunh	1xM	-	20	1sK+20	-	504.00000
J-4	LHH	67.000	2.46	Rvv	JJJ	-	-	-	-	-	Rgyjz	Jzots	-	45	2.29%	2.296%	608.00000
X-3	BQZ	588.000	7.20	Qqq	YYY	-	-	-	-	-	Urqnc	Pyuvd	-	31	2.05%	2.058%	630.00000
E-2E	ZVZ	817.400	8.96	Shh	HHH	-	-	-	-	-	Qmsgd	KCZS	-	20	1.77%	1.778%	451.00000

More Details

Filings

EX-102

Tranche Comments

F-1: Registration: 144H Mvhv; E-2E: Registration: 144L Itix; S-2R: Registration: 144W Zwjd; X-3: Registration: 144S Kwly; J-4: Registration: 144Q Yvoa;

Pricing Speed

1.0% AWB 10% bppp

Reset

Yes