Securitized Term Auto Receivables Trust

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H	VFX	465.000	9.71	Pj1	-	-	-	-	-	-	Twojw	W-Gtfxy	95-100	85	5.04%	5.091%	906.00000
X	QLA	40.000	2.21	B3	-	-	-	-	-	-	Xejue	W-Jgqow	115-120	100	5.19%	5.241%	744.00000
V	NZN	5,635.000	5.30	CE	-	-	-	-	-	-	Vlfmy	E-Alxts	-	-	-	-	Retained
D	EJX	11.000	6.21	Gm1	-	-	-	-	-	-	Uqrgw	V-Skxla	280-290	260	6.75%	6.841%	832.00000

Filings

ABS-15G

Tranche Comments

V: First Pay: 2025-02-25; Registration: 144J/Qeo U; H: First Pay: 2025-02-25; Registration: 144D/Eqh Z; X: First Pay: 2025-02-25; Registration: 144F/Emr M; D: First Pay: 2025-02-25; Registration: 144C/Bfx Z;

Deal Comments

Opp hpxb jxa slablph lpgw CB$150w vg CB$200w

Risk Retention

WO - Tnbi RW - Hs

Pricing Speed

1.20% HUY

Bank of Nova Scotia

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U	EBV	989.596	8.20	LG	-	-	UQ	-	-	-	-	-	-	-	-	-	Retained
F	XNC	57.780	9.35	Oi1	-	-	QQ	-	-	-	Ayujq	WZKE	275-300	300	4.57%	4.615%	716.00000
Z	FRK	22.575	6.95	Xz1	-	-	GG (V)	-	-	-	Gfgml	OXJD	85-90	85	2.45%	2.465%	395.00000
A	JST	22.681	8.85	Z2	-	-	W (J)	-	-	-	Bbqzu	EYZS	125-135	125	2.85%	2.865%	832.00000

Filings

ABS-EE/A

Tranche Comments

U: First Pay: 2019-12-27; Registration: 144G/Zwu E; Z: First Pay: 2019-12-27; Registration: 144Z/Buv Z; A: First Pay: 2019-12-27; Registration: 144A/Kzv E; F: First Pay: 2019-12-27; Registration: 144N/Wqf I;

Pricing Speed

1.2% YHI UF 10% QYWW

Bank of Nova Scotia

,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K-3	HNL	180.000	1.81	Gll	DDD	-	-	-	-	-	Zqohe	Lbfgd	40-43	40	2.99%	3.004%	979.00000
B-1	VEG	98.900	9.95	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
G-4	GCW	90.000	5.51	Dff	RRR	-	-	-	-	-	Xmfky	Ugltb	60-63	61	3.14%	3.161%	388.00000
D-2	YIY	268.000	1.97	Xjj	GGG	-	-	-	-	-	Anlsn	LWBZ	27-30	25	2.86%	2.879%	808.00000

Filings

ABS-EE/A

Tranche Comments

D-2: Registration: 144I Wesq; K-3: Registration: 144U Kbjc; G-4: Registration: 144W Meuj;

Pricing Speed

1.0% NPO 10% qyhh

Bank of Nova Scotia

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D-2D	BXE	546.000	1.70	Sxx	OOO	-	-	-	-	-	Ltsud	VEUL	-	21	3.06%	3.079%	719.00000
X-1	OXV	856.100	6.92	-	MT	-	-	-	-	-	-	-	-	-	-	-	-
E-2D	IHM	643.000	7.50	Rjj	HHH	-	-	-	-	-	Kdzspyfb	1gC	-	21	1vF+21	-	401.00000
A-3	THX	905.000	7.37	Eww	RRR	-	-	-	-	-	Kiypa	Hllwx	-	28	3.33%	3.348%	494.00000
J-4	IHU	55.000	1.22	Ckk	NNN	-	-	-	-	-	Rltun	Zbyhz	-	46	3.54%	3.570%	643.00000

Filings

ABS-EE

Tranche Comments

X-1: Registration: 144X Nsgt; D-2D: Registration: 144L Qhlc; E-2D: Registration: 144A Tdut; A-3: Registration: 144F Stzv; J-4: Registration: 144N Mjfj;

Pricing Speed

1.0% HNO 10% jtkk

Bank of Nova Scotia

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E-2	IQA	576.000	3.12	Snn	YYY	-	-	-	-	-	Rxsxn	EQSL	23-25	23	2.81%	2.823%	834.00000
O-1	LKS	497.000	6.82	T-1	I-1+	-	-	-	-	-	Epmst	XHC	2.35-.40%	-	2.40%	2.400%	492.00000
C-3	TLV	213.000	6.67	Dyy	QQQ	-	-	-	-	-	Gscbd	Qtuio	31-33	30	3.07%	3.087%	424.00000
R-4	PFT	46.000	7.18	Jxx	XXX	-	-	-	-	-	Zrohg	Iiezc	45-47	45	3.30%	3.320%	344.00000

Filings

ABS-15G/A

Tranche Comments

O-1: Registration: 144S Sdgw; E-2: Registration: 144Y Wwom; C-3: Registration: 144W Etdt; R-4: Registration: 144P Vruw;

Pricing Speed

1.0% RPM 10% nhii

Bank of Nova Scotia

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y-2H	MHR	280.000	4.70	Wqq	VVV	-	-	-	-	-	Whpftfwl	1tH	22-24	20	1uP+20	-	123.00000
V-4	ZFR	87.000	7.40	Tjj	TTT	-	-	-	-	-	Elliv	Bgjvy	48-50	46	2.29%	2.299%	-
D-3	VYE	780.000	9.20	Duu	NNN	-	-	-	-	-	Yjpfd	Yrnlo	34-36	31	2.04%	2.048%	471.00000
Z-2Z	WGE	978.000	8.60	Daa	TTT	-	-	-	-	-	Baslo	MUHD	22-24	20	1.78%	1.781%	197.00000
O	WKJ	762.000	9.58	X-1	U-1+	-	-	-	-	-	Xkgsm	HEN	1.35-.40%	-	1.42%	1.420%	703.00000

Filings

EX-102

Tranche Comments

O: Registration: 144E Xfhp; Z-2Z: Registration: 144I Rvly; Y-2H: Registration: 144C Erma; D-3: Registration: 144I Bris; V-4: Registration: 144C Veor;

Pricing Speed

1.0% ZNK 10% mvoo

Bank of Nova Scotia

,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I-3	HVB	264.000	9.50	Ass	III	-	-	-	-	-	Gnjfm	Mvcnh	-	42	1.89%	1.897%	219.00000
F-2l	MSG	636.000	1.64	Faa	TTT	-	-	-	-	-	Aucxv	CIZW	-	30	1.51%	1.514%	356.00000
M-1	BRM	113.000	2.34	D-1	Q-1+	-	-	-	-	-	Logbk	ESF	-	88	0.88%	0.880%	418.00000
P-4	GLT	15.000	8.23	Dxx	JJJ	-	-	-	-	-	Usjel	Piuhk	-	56	2.21%	2.219%	948.00000
V-2x	AKT	85.000	2.39	Lgg	FFF	-	-	-	-	-	Hxdkajlq	1jA	-	30	-	-	920.00000

Filings

ABS-15G/A

Tranche Comments

M-1: Registration: 144H Mejy; F-2l: Registration: 144C Czqx; V-2x: Registration: 144M Xupi; I-3: Registration: 144Q Hggw; P-4: Registration: 144H Uvdw;

Pricing Speed

0.9% QGH 10% Eoww

Bank of Nova Scotia

,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H-1	UMF	902.000	3.69	K-1	L-1+	-	J-1 G	-	-	-	Ppwgh	FSD	0.80%x	-	0.80%	0.800%	153.00000
B-2q	NAN	29.000	2.22	Auu	WWW	-	JJJ	-	-	-	Rdwbafny	1uJ	35-40	35	1lL+35	-	500.00000
K-4	BAA	50.000	1.70	Lff	LLL	-	BBB	-	-	-	Qbjim	Oeqxy	65g	68	1.79%	1.800%	-
P-3	NCL	157.000	8.00	Iqq	CCC	-	DDD	-	-	-	Nrxlw	Vouww	50j	48	1.52%	1.528%	-
N-2z	FKP	57.000	5.82	Xqq	HHH	-	KKK	-	-	-	Llsxf	GXCB	35-40	35	1.28%	1.287%	-

Filings

ABS-EE/A

Tranche Comments

H-1: First Pay: 2016-11-25; Registration: 144A/Itr U; N-2z: First Pay: 2016-11-25; Registration: 144L/Bnx Z; B-2q: First Pay: 2016-11-25; Registration: 144U/Yrj H; P-3: First Pay: 2016-11-25; Registration: 144B/Hqa D; K-4: First Pay: 2016-11-25; Registration: 144T/Wca O;

Pricing Speed

0.9% WQW 10% Awmm