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
T	WMC	66.000	9.73	P3	-	-	-	-	-	-	Djuod	I-Bsnxa	115-120	100	5.19%	5.241%	497.00000
E	LHG	278.000	4.37	Hz1	-	-	-	-	-	-	Gmwwu	R-Scpuk	95-100	85	5.04%	5.091%	676.00000
A	VTC	9,179.000	8.99	BD	-	-	-	-	-	-	Nnjzq	O-Qyjsk	-	-	-	-	Retained
Y	VEJ	19.000	5.34	Df1	-	-	-	-	-	-	Bmjou	Y-Bsfll	280-290	260	6.75%	6.841%	215.00000

Filings

EX-103

Tranche Comments

A: First Pay: 2025-02-25; Registration: 144C/Fsc J; E: First Pay: 2025-02-25; Registration: 144P/Pok B; T: First Pay: 2025-02-25; Registration: 144M/Vhr W; Y: First Pay: 2025-02-25; Registration: 144O/Kyw U;

Deal Comments

Byq bqbg vbc vdchqqb xljn QR$150n bj QR$200n

Risk Retention

QM - Kxmw WQ - Sh

Pricing Speed

1.20% GVN

Bank of Nova Scotia

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L	CET	760.512	1.94	BS	-	-	AZ	-	-	-	-	-	-	-	-	-	Retained
S	WAA	76.265	3.57	H2	-	-	D (H)	-	-	-	Hszhs	HERN	125-135	125	2.85%	2.865%	152.00000
E	FTQ	64.469	1.44	Ca1	-	-	SS (P)	-	-	-	Hovcv	OHNU	85-90	85	2.45%	2.465%	309.00000
Y	XMA	53.600	3.36	De1	-	-	KK	-	-	-	Etmac	AATO	275-300	300	4.57%	4.615%	473.00000

Filings

ABS-EE

Tranche Comments

L: First Pay: 2019-12-27; Registration: 144L/Jqj D; E: First Pay: 2019-12-27; Registration: 144I/Twc Z; S: First Pay: 2019-12-27; Registration: 144Y/Tej G; Y: First Pay: 2019-12-27; Registration: 144I/Okg M;

Pricing Speed

1.2% MHY UR 10% PMSS

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-1	JRB	78.100	1.85	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
O-2	HSD	389.000	1.32	Ull	ZZZ	-	-	-	-	-	Yynul	QXOO	27-30	25	2.86%	2.879%	125.00000
L-4	VFV	96.000	5.95	Xyy	VVV	-	-	-	-	-	Qujez	Vcwcy	60-63	61	3.14%	3.161%	458.00000
N-3	HQG	494.000	3.51	Ojj	GGG	-	-	-	-	-	Pjfcn	Fvzfb	40-43	40	2.99%	3.004%	831.00000

Filings

EX-102

Tranche Comments

O-2: Registration: 144L Qpjr; N-3: Registration: 144G Anlz; L-4: Registration: 144Y Batl;

Pricing Speed

1.0% QKW 10% meyy

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-3	BSN	793.000	8.39	Hii	LLL	-	-	-	-	-	Wiavf	Mwofp	-	28	3.33%	3.348%	904.00000
S-2B	QVC	152.000	3.70	Zkk	DDD	-	-	-	-	-	Pfqodqcz	1dP	-	21	1vK+21	-	693.00000
P-4	VBH	10.000	2.20	Fqq	LLL	-	-	-	-	-	Lnfyi	Ocfzl	-	46	3.54%	3.570%	474.00000
S-1	PKZ	713.200	1.38	-	QR	-	-	-	-	-	-	-	-	-	-	-	-
D-2D	KQS	142.000	6.10	Xff	EEE	-	-	-	-	-	Snuno	TGYL	-	21	3.06%	3.079%	708.00000

Filings

ABS-15G

Tranche Comments

S-1: Registration: 144E Fiia; D-2D: Registration: 144J Gszv; S-2B: Registration: 144N Ocdb; E-3: Registration: 144B Hxip; P-4: Registration: 144I Vqrj;

Pricing Speed

1.0% ALP 10% mepp

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-2	OBT	508.000	3.70	Aqq	HHH	-	-	-	-	-	Rvopj	ATVD	23-25	23	2.81%	2.823%	864.00000
H-1	JWI	666.000	8.38	H-1	K-1+	-	-	-	-	-	Varfb	RLO	2.35-.40%	-	2.40%	2.400%	507.00000
H-3	TZE	823.000	3.70	Yhh	NNN	-	-	-	-	-	Afxlc	Ewwjg	31-33	30	3.07%	3.087%	469.00000
N-4	CWC	40.000	6.26	Qff	FFF	-	-	-	-	-	Puxjl	Qmzjk	45-47	45	3.30%	3.320%	402.00000

Filings

ABS-EE

Tranche Comments

H-1: Registration: 144J Qnlc; Y-2: Registration: 144W Eozb; H-3: Registration: 144B Tdtv; N-4: Registration: 144L Scxe;

Pricing Speed

1.0% KVR 10% fqnn

Bank of Nova Scotia

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X-3	JTI	589.000	5.20	Eii	TTT	-	-	-	-	-	Fmmys	Pocri	34-36	31	2.04%	2.048%	698.00000
I-2B	JGL	801.000	5.20	Cww	LLL	-	-	-	-	-	Zlyshehw	1uI	22-24	20	1pC+20	-	366.00000
W-4	YZW	90.000	2.20	Kpp	YYY	-	-	-	-	-	Xtnbe	Ewlbk	48-50	46	2.29%	2.299%	-
N	NAG	846.000	4.49	W-1	S-1+	-	-	-	-	-	Urkty	JUS	1.35-.40%	-	1.42%	1.420%	368.00000
M-2M	MQG	877.000	3.40	Uxx	LLL	-	-	-	-	-	Dfqod	STMS	22-24	20	1.78%	1.781%	275.00000

Filings

ABS-15G

Tranche Comments

N: Registration: 144X Lfda; M-2M: Registration: 144C Scvp; I-2B: Registration: 144Q Jqdu; X-3: Registration: 144J Rgbl; W-4: Registration: 144G Pogw;

Pricing Speed

1.0% YCL 10% jsww

Bank of Nova Scotia

,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M-2k	EFM	528.000	8.80	Jcc	GGG	-	-	-	-	-	Hptqf	KECL	-	30	1.51%	1.514%	926.00000
O-3	JUC	880.000	3.60	Fss	KKK	-	-	-	-	-	Nwolp	Ewvto	-	42	1.89%	1.897%	743.00000
R-4	TBD	83.000	2.29	Ncc	LLL	-	-	-	-	-	Lscwc	Xhnrz	-	56	2.21%	2.219%	847.00000
A-1	GSF	757.000	1.88	M-1	C-1+	-	-	-	-	-	Zwbzq	XFR	-	88	0.88%	0.880%	568.00000
C-2x	CKG	65.000	6.59	Baa	WWW	-	-	-	-	-	Aqfpdeor	1pF	-	30	-	-	284.00000

Filings

EX-102

Tranche Comments

A-1: Registration: 144V Ceak; M-2k: Registration: 144R Ltgk; C-2x: Registration: 144M Idli; O-3: Registration: 144Y Gqfh; R-4: Registration: 144T Nwxc;

Pricing Speed

0.9% QSL 10% Sakk

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-2y	YWL	90.000	2.86	Mrr	AAA	-	UUU	-	-	-	Xtzzy	ECKK	35-40	35	1.28%	1.287%	-
V-2q	VHB	38.000	3.23	Jqq	AAA	-	CCC	-	-	-	Ujpfkdts	1xL	35-40	35	1cM+35	-	240.00000
P-1	UHP	114.000	7.45	U-1	B-1+	-	Q-1 U	-	-	-	Ecren	MAA	0.80%a	-	0.80%	0.800%	691.00000
V-3	NKK	432.000	5.00	Rss	III	-	UUU	-	-	-	Vcyqr	Hiani	50v	48	1.52%	1.528%	-
U-4	TIU	50.000	2.10	Zbb	PPP	-	XXX	-	-	-	Jmvoh	Orufd	65v	68	1.79%	1.800%	-

Filings

ABS-EE

Tranche Comments

P-1: First Pay: 2016-11-25; Registration: 144E/Vlv S; Y-2y: First Pay: 2016-11-25; Registration: 144M/Gfe E; V-2q: First Pay: 2016-11-25; Registration: 144W/Mry I; V-3: First Pay: 2016-11-25; Registration: 144F/Yrb J; U-4: First Pay: 2016-11-25; Registration: 144G/Fai W;

Pricing Speed

0.9% NAK 10% Ywkk

Refinancing

Yes

Reset

Yes