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Fixed Income Quarterly—Asset-Backed Securities
Table 8: Summary of Auto ABS Senior Notes Outstanding
Estimated Expected Repayment
Remaining Average Life
Issuer
Series
Tranche
Outstanding
Coupon
FAST
2010-R1 A-3 2010-R3 A-3 2011-R1 A-3 2011-R3 A-2
A-3
2012-R1 A-2 A-3
2013-R1 A-2 A-3
2013-R4 A-1 A-2 A-3
2014-R2 A-1 A-2 A-3
2011-1 A-3 2011-2 A-3 2012-1 A-2
A-3
$9,052,264
$65,660,192
$79,861,449
$23,155,620 $119,930,000
$109,641,869 $101,900,000
$203,069,362 $97,974,000
$133,307,605 $269,528,000 $115,732,000
$223,636,000 $247,175,000 $129,309,000
$124,499,997
$100,108,887
$43,508,341 $115,140,000
3.836%
2.714%
3.020%
1.960% 2.482%
2.017% 2.347%
1.676% 1.999%
1.487% 1.824% 2.275%
1.353% 1.593% 1.972%
3.321% 2.773%
2.025% 2.384%
May 2, 2014 0.08
August 16, 2014 0.37
October 13, 2014 0.53
May 13, 2014 0.11 March 19, 2015 0.96
September 25, 2014 0.48 November 8, 2015 1.60
January 9, 2015 0.77 June 14, 2016 2.20
July 28, 2014 0.32 September 14, 2015 1.45 February 13, 2017 2.87
September 27, 2014 0.49 January 15, 2016 1.79 July 2, 2017 3.25
October 2, 2014 0.50
December 18, 2014 0.71
June 29, 2014 0.24 June 22, 2015 1.22
CCARAT II
2014 Maturities $912,432,225
Source: Servicer Reports, Bloomberg As at March 31, 2014
Table 9: Summary of ABS New Issuance Room
Issuer
Seller
Public ABS
(C$ Equivalent mm)
Pool Balance
Minimum Seller's Interest
New Issuance Room
CAD USD Total 31-Jan-14 (C$ mm)
CARDS II Trust
Golden Credit Card Trust Master Credit Card Trust II Gloucester Credit Card Trust Glacier Credit Card Trust Canadian Credit Card Trust Eagle Credit Card Trust
CIBC
RBC
BMO
TD
Canadian Tire NBF
Loblaw (PC Bank)
3,133 2,002 5,134 2,747 4,413 7,160 4,932 1,330 6,262
300 0 300 1,417 0 1,417 1,365 0 1,365
750 0 750
9,719 7% 3,949 7,996 7% 312 7,083 8% 297 1,726 5% n/a 3,879 7% n/a 1,583 7% 115 1,972 7% n/a
Total 14,644 7,745 22,388 33,958 4,672
Note: n/a - with ABCP and/or private placements Source: BMO Capital Markets, DBRS, Company Reports