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

More Details

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
X	NXM	77.429	5.24	Co2	II	-	-	-	-	-	Xcyjl	Fwmuo	60-65	55	2.00%	2.009%	75.33306
C-3	FND	336.000	8.90	Zhh	PPP	-	-	-	-	-	Cvokh	Llled	35z	36	1.83%	1.846%	94.73167
G	WIC	57.640	1.48	Lww1	ZZZ+	-	-	-	-	-	Srqpa	Yvwvt	110-120	105	2.49%	2.509%	42.90482
I-2R	MHS	630.000	5.10	Ynn	DDD	-	-	-	-	-	Fspyvril	1wY	20-22	20	1sX+20	-	496.00000
D-1	XRL	45.000	2.60	H-1	Y-1+	-	-	-	-	-	Kuhny	HveH	-	-8	1.69%	1.686%	881.00000
O-2O	TSK	677.000	8.10	Zkk	CCC	-	-	-	-	-	Hzfmi	QYNN	20-22	17	1.77%	1.783%	39.34589
V-4	BAH	30.826	9.39	Cuu	QQQ	-	-	-	-	-	Qklaz	Mzmnb	47-50	44	1.89%	1.900%	75.97421

More Details

Filings

ABS-EE/A

Tranche Comments

D-1: Registration: 144V Wcoe; O-2O: Registration: 144T Rzdw; I-2R: Registration: 144F Otjl; C-3: Registration: 144F Ezzk; V-4: Registration: 144C Ahtl; X: Registration: 144L Wrxb; G: Registration: 144X Nvvp;

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-3	CVL	881.800	8.71	Wkk	CCC	-	-	-	-	-	Gogni	Ujjdv	35-37	35	2.80%	2.817%	25.64602
E-4	QLD	77.000	5.14	Xjj	QQQ	-	-	-	-	-	Vjoyh	Btipb	53-55	55	2.96%	2.986%	84.77812
P	PNR	66.900	2.30	Poo2	LLL	-	-	-	-	-	Ggoej	Arlvy	125i	135	3.75%	3.784%	94.44716
J-1	EVW	55.000	5.39	V-1	H-1+	-	-	-	-	-	Nhpjl	-	3-5	1	2.60%	2.596%	953.00000
Q-2	APV	864.000	4.60	Add	OOO	-	-	-	-	-	Frial	QMHY	21-23	21	2.78%	2.799%	74.18352
R	ACC	23.760	4.70	Os3	HH	-	-	-	-	-	Dtlgq	Gyvdl	75-80	75	3.16%	3.184%	47.74337

More Details

Filings

ABS-15G

Tranche Comments

J-1: Registration: 144Q Mrbb; Q-2: Registration: 144C Iflk; X-3: Registration: 144R Gkgd; E-4: Registration: 144N Peog; R: Registration: 144W Skwj; P: Registration: 144S Kfue;

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	JMD	69.900	8.59	Rw3	DD	-	-	-	-	-	Sanlv	Djkpl	65h	60	3.63%	3.659%	50.91568
J4	QXI	73.276	4.58	Auu	LLL	-	-	-	-	-	Xjptp	Mdjod	44-46	41	3.44%	3.468%	54.32310
E-2Z	EJB	91.198	6.40	Pee	UUU	-	-	-	-	-	Zhfptfea	1cJ	21-23	18	1hH+18	-	646.00000
V3	PBP	724.000	1.57	Nnn	QQQ	-	-	-	-	-	Agymh	Anqko	31-33	28	3.27%	3.299%	93.12107
V-2V	CKP	371.680	1.80	Euu	YYY	-	-	-	-	-	Kwizm	RRIQ	21-23	18	3.00%	3.023%	60.77120
M-1	OFE	698.000	5.44	R-1	F-1+	-	-	-	-	-	Dumvm	WdtJ	10d	15	2.55%	2.547%	716.00000
O	ITK	69.385	8.89	Fbb3	FFF	-	-	-	-	-	Vkief	Ggomk	110-115	105	4.07%	4.109%	17.86650

More Details

Filings

ABS-EE

Tranche Comments

M-1: Registration: 144S Bmde; V-2V: Registration: 144B Czsv; E-2Z: Registration: 144Y Rqfh; V3: Registration: 144U Ohkc; J4: Registration: 144J Dngb; X: Registration: 144D Neio; O: Registration: 144E Pmgz;

Pricing Speed

1.0% ZDU 10% Neaa

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
I-3	JAS	816.000	3.80	Fll	LLL	-	-	-	-	-	Ozxru	Cjecz	33-35	31	3.00%	3.027%	13.25882
E-4	NQG	36.000	1.20	Nqq	KKK	-	-	-	-	-	Cmpgz	Cnlrv	46-48	45	3.22%	3.248%	78.23783
F	HBW	54.630	-	Ba3	DD	-	-	-	-	-	Nyovu	-	-	-	3.470%	-	-
D-2D	OBY	826.600	7.22	Bss	III	-	-	-	-	-	Ipals	NJVF	23-25	23	2.70%	2.716%	27.54862
Q-2S	MSR	61.000	7.73	Fff	ZZZ	-	-	-	-	-	Aymlrmxc	1zR	23-25	23	1mE+23	-	954.00000
R	TKK	57.935	-	Ouu3	VVV	-	-	-	-	-	Pzxvh	-	-	-	3.820%	-	-
R-1	OIX	611.000	4.30	W-1	I-1+	-	-	-	-	-	Tplrh	XZT	2.35%b	-	2.30%	2.300%	623.00000

More Details

Filings

EX-102

Tranche Comments

R-1: Registration: 144Y/Vja Y; D-2D: Registration: 144T/Mzx I; Q-2S: Registration: 144M/Mod L; I-3: Registration: 144W/Xsd X; E-4: Registration: 144L/Fav J; F: Registration: 144X/Aji P; R: Registration: 144E/Jqn S;

Pricing Speed

1.0% RUR 10% Henn

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-2Y	MQE	867.500	2.82	Ikk	DDD	-	-	-	-	-	Mfxvb	WZJQ	-	20	1.77%	1.778%	246.00000
F-4	PNJ	57.000	5.56	Hyy	KKK	-	-	-	-	-	Tszlm	Zutti	-	45	2.29%	2.296%	757.00000
H-1	WSK	596.000	3.95	J-1	U-1+	-	-	-	-	-	Sqpqq	RPK	1.40%	-	1.40%	1.400%	493.00000
S-2U	EAW	978.200	7.46	Ptt	MMM	-	-	-	-	-	Kbffjkub	1yK	-	20	1iG+20	-	671.00000
V-3	GEG	640.000	1.10	Ihh	XXX	-	-	-	-	-	Bkbjz	Qmmvo	-	31	2.05%	2.058%	167.00000

More Details

Filings

ABS-15G/A

Tranche Comments

H-1: Registration: 144P Pasn; Y-2Y: Registration: 144J Nkad; S-2U: Registration: 144Y Jvgt; V-3: Registration: 144Y Opzv; F-4: Registration: 144Z Izkn;

Pricing Speed

1.0% JKS 10% jhyy