Notation $M_{s^-}$ from Karatzas and Shreve

Question

Where $M_s$ is a right-continuous martingale, Karatzas and Shreve's Stochastic calculus text uses the notation $M_{s^-}$, e.g., in definition 4.5. It doesn't seem to be in the list of commonly used notation. Is this the martingale obtained from $M_s$ by replacing the value at every $s$ with the left-hand limit? (They have a theorem showing that right-continuous MGs almost always have left-hand limits.)