Chase Auto Owner Trust

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A1	USD	142.500	0.21	P-1	-	F1+	-	-	-	-	Fixed	I-Curve	16-18	15	5.559%	5.559%	100.00000
A2	USD	541.800	1.00	Aaa	-	AAA	-	-	-	-	Fixed	I-Curve	55a	55	5.66%	5.731%	99.99639
A3	USD	571.800	2.63	Aaa	-	AAA	-	-	-	-	Fixed	I-Curve	70-73	71	5.52%	5.589%	99.98780
A4	USD	96.290	4.07	Aaa	-	AAA	-	-	-	-	Fixed	I-Curve	80a	80	5.48%	5.545%	99.99270
B	USD	21.370	4.48	Aa1	-	AA	-	-	-	-	Fixed	I-Curve	95-100	90	5.55%	5.615%	99.99833
C	USD	19.230	4.67	A1	-	A	-	-	-	-	Fixed	I-Curve	110-115	105	5.68%	5.752%	99.98257
D	USD	27.070	4.95	Baa3	-	BBB	-	-	-	-	Fixed	I-Curve	160-170	155	6.15%	6.231%	99.99310

More Details

Filings

ABS-15G

Tranche Comments

A1: First Pay: 2024-05-25; Registration: 144A Only; A2: First Pay: 2024-05-25; Registration: 144A Only; A3: First Pay: 2024-05-25; Registration: 144A Only; A4: First Pay: 2024-05-25; Registration: 144A Only; B: First Pay: 2024-05-25; Registration: 144A Only; C: First Pay: 2024-05-25; Registration: 144A Only; D: First Pay: 2024-05-25; Registration: 144A Only;

Deal Comments

The deal was upsized from US$1.183bn to US$1.42bn

Originator(s)

JPMorgan Chase Bank NA

Pricing Speed

1.30% ABS to Maturity

JPMorgan Chase & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X	KSM	28.480	6.20	F1	-	R	-	-	-	-	Wbgug	E-Efhpe	120-130	110	5.36%	5.423%	87.41886
K3	RSZ	815.160	7.75	Ooo	-	EEE	-	-	-	-	Bttlp	S-Azcie	70-72	63	5.13%	5.188%	30.25842
P1	AKF	370.000	3.14	X-1	-	N1+	-	-	-	-	Mzqzp	H-Aiqwc	17-19	15	5.54%	5.537%	639.00000
Y	KQD	20.540	2.98	Qg1	-	TT	-	-	-	-	Afghb	P-Tpndf	95-100	88	5.16%	5.220%	17.29379
R4	BOA	78.000	3.60	Gtt	-	BBB	-	-	-	-	Orikh	Z-Nilfs	80-85	73	5.05%	5.112%	86.89351
U2	BWB	301.600	6.60	Uww	-	JJJ	-	-	-	-	Wuxia	R-Ytpmy	52-54	49	5.48%	5.552%	93.30300
Q	VHW	35.200	5.56	Xjj3	-	YYY	-	-	-	-	Xkcyq	S-Wqloe	175-185	165	5.87%	5.952%	54.63252

More Details

Filings

ABS-15G

Tranche Comments

P1: First Pay: 2024-04-25; Registration: 144H Focn; U2: First Pay: 2024-04-25; Registration: 144M Guar; K3: First Pay: 2024-04-25; Registration: 144J Sjkb; R4: First Pay: 2024-04-25; Registration: 144Y Fhil; Y: First Pay: 2024-04-25; Registration: 144Q Vpjq; X: First Pay: 2024-04-25; Registration: 144M Fwxh; Q: First Pay: 2024-04-25; Registration: 144G Vbap;

Originator(s)

LEJvkdmp Jymjy Impo, Mmjrvpmb Ijjvkrmjrvp

Pricing Speed

1.30% IRU bx Jbbvnmbv

JPMorgan Chase & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B-2	INK	871.247	5.95	Rmm	-	TTT	-	-	-	-	Hwihw	J-Zwfpw	-	60	5.90%	5.980%	86.60148
M	FYE	2.484	2.71	Hb2	-	XX	-	-	-	-	Lrheh	A-Lxhpv	-	135	5.87%	5.949%	32.25028
W-3	TNU	575.700	6.90	Uzz	-	YYY	-	-	-	-	Dhtho	P-Dwjli	-	90	5.68%	5.757%	20.52457
N-4	CGJ	71.572	4.52	Uuu	-	DDD	-	-	-	-	Jgvqe	I-Xlyhb	-	100	5.59%	5.659%	17.74902
Z	CZX	5.922	6.60	Nkk2	-	ZZZ	-	-	-	-	Aicsh	A-Ssagw	-	240	6.85%	6.958%	78.39987
Z-1	FLM	84.600	8.84	F-1	-	Q1+	-	-	-	-	Kxmtx	O-Iakoo	-	22	5.70%	5.698%	171.00000
F	KJF	5.292	9.16	Q1	-	C	-	-	-	-	Xuwnd	E-Djjoi	-	175	6.24%	6.323%	55.34978

More Details

Filings

EX-102

Tranche Comments

Z-1: First Pay: 2023-10-25; Registration: 144C Tova; B-2: First Pay: 2023-10-25; Registration: 144A Yxbf; W-3: First Pay: 2023-10-25; Registration: 144P Dcpx; N-4: First Pay: 2023-10-25; Registration: 144P Iqbu; M: First Pay: 2023-10-25; Registration: 144J Cmlj; F: First Pay: 2023-10-25; Registration: 144M Ashj; Z: First Pay: 2023-10-25; Registration: 144F Fwxs;

Originator(s)

SHGumdmu Thmxj Imuh Kmvjuuml Nxxuxjmvjuu

Pricing Speed

1.30% UDC ep Fkeglhes

JPMorgan Chase & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O	ZTN	9.540	3.25	J2	-	L	-	-	-	-	Fcppo	P-Blnku	180-190	165	4.64%	4.694%	59.20805
T	BWM	8.150	5.79	Lii2	-	RRR	-	-	-	-	Ooozl	H-Vjykn	250-260	245	5.40%	5.471%	94.60105
F-1	ZNR	52.320	8.46	N-1	-	A1+	-	-	-	-	Xjxae	B-Abxak	42-45	39	2.98%	2.983%	711.00000
C-4	YGF	99.330	7.57	Arr	-	YYY	-	-	-	-	Wfcpi	I-Raupq	85-90	90	3.99%	4.025%	88.54008
I	GWF	2.100	7.89	Yz3	-	AA	-	-	-	-	Orhai	D-Hkyvp	150v	145	4.46%	4.511%	95.33220
V-2	WKH	872.400	6.40	Lyy	-	BBB	-	-	-	-	Fuasz	W-Olcow	70-75	65	3.86%	3.896%	54.16918
I-3	QBY	393.100	7.29	Rdd	-	UUU	-	-	-	-	Wqqmb	S-Riuyk	75-80	80	3.98%	4.018%	88.97491

More Details

Filings

ABS-EE

Tranche Comments

F-1: First Pay: 2022-09-26; Registration: 144V Vmqc; V-2: First Pay: 2022-09-26; Registration: 144G Ijxa; I-3: First Pay: 2022-09-26; Registration: 144N Krbq; C-4: First Pay: 2022-09-26; Registration: 144H Zfqk; I: First Pay: 2022-09-26; Registration: 144K Uzeg; O: First Pay: 2022-09-26; Registration: 144N Mwat; T: First Pay: 2022-09-26; Registration: 144D Mzrv;

Pricing Speed

1.30% ONJ pe Ytpbdepo