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	166.600	0.25	-	A-1+	F1+	-	-	-	-	Fixed	I-Curve	18-20	18	5.495%	5.495%	100.00000
A2	USD	415.000	1.08	-	AAA	AAA	-	-	-	-	Fixed	I-Curve	55a	52	5.25%	5.317%	99.99065
A3	USD	415.000	2.54	-	AAA	AAA	-	-	-	-	Fixed	I-Curve	71-73	67	4.94%	4.999%	99.98175
A4	USD	101.320	3.82	-	AAA	AAA	-	-	-	-	Fixed	I-Curve	81-83	79	4.95%	5.005%	99.98763
B	USD	27.910	4.30	-	AA	AA+	-	-	-	-	Fixed	I-Curve	105-110	110	5.23%	5.293%	99.97875
C	USD	36.820	4.65	-	A	A	-	-	-	-	Fixed	I-Curve	125-135	135	5.46%	5.528%	99.97806
D	USD	13.060	5.01	-	BBB	BBB	-	-	-	-	Fixed	I-Curve	175-185	170	5.79%	5.867%	99.97176

More Details

Filings

ABS-15G

Tranche Comments

A1: First Pay: 2024-08-25; Registration: 144A Only; A2: First Pay: 2024-08-25; Registration: 144A Only; A3: First Pay: 2024-08-25; Registration: 144A Only; A4: First Pay: 2024-08-25; Registration: 144A Only; B: First Pay: 2024-08-25; Registration: 144A Only; C: First Pay: 2024-08-25; Registration: 144A Only; D: First Pay: 2024-08-25; Registration: 144A Only;

Deal Comments

The deal was upsized from US$705.38m to US$1.175bn

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
I3	LQP	473.000	7.71	Wzz	-	YYY	-	-	-	-	Jyuqx	K-Qfght	72-74	70	5.22%	5.279%	15.92382
M2	PXW	702.000	5.50	Kdd	-	GGG	-	-	-	-	Vmbsc	L-Fytni	55t	53	5.53%	5.595%	32.82329
M4	THI	634.870	6.91	Pnn	-	KKK	-	-	-	-	Yjoxh	K-Obqoh	80-85	75	5.08%	5.139%	51.67455
V	HAX	19.580	8.40	Qu2	-	GG	-	-	-	-	Imujc	J-Gfwzt	100-105	100	5.28%	5.343%	14.61900
O	ZBZ	30.180	4.43	Qtt3	-	XXX	-	-	-	-	Cawtq	R-Yfmta	165-175	165	5.87%	5.949%	95.26049
T1	XLG	306.700	3.63	I-1	-	G1+	-	-	-	-	Crrrt	G-Sqjru	18-20	19	5.57%	5.568%	429.00000
I	EZE	48.700	2.15	A1	-	U	-	-	-	-	Ptowl	G-Ruxxx	115-120	115	5.41%	5.474%	94.86691

More Details

Filings

EX-102

Tranche Comments

T1: First Pay: 2024-07-25; Registration: 144X Ajtj; M2: First Pay: 2024-07-25; Registration: 144C Lpcj; I3: First Pay: 2024-07-25; Registration: 144F Ctjg; M4: First Pay: 2024-07-25; Registration: 144A Ltsd; V: First Pay: 2024-07-25; Registration: 144J Dqtv; I: First Pay: 2024-07-25; Registration: 144R Dend; O: First Pay: 2024-07-25; Registration: 144Z Ctwp;

Deal Comments

Chf vfce jcd qudkpfv ljdh GU$705.38h cd GU$1.175if

Originator(s)

LFMbpuax Ykasp Qaxj Oaksbxal Assbhsaksbx

Pricing Speed

1.30% JJV fz Nqfoezfx

JPMorgan Chase & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S3	QON	180.800	4.24	Pgg	-	CCC	-	-	-	-	Bqpje	X-Oxihs	70-73	71	5.52%	5.589%	15.93520
U	MXS	53.520	4.80	Yz1	-	FF	-	-	-	-	Iznfa	U-Ghysz	95-100	90	5.55%	5.615%	49.13197
C	FXK	20.700	9.23	Muu3	-	HHH	-	-	-	-	Vzqfk	E-Iuxop	160-170	155	6.15%	6.231%	48.23870
G4	VEJ	97.400	1.30	Tww	-	QQQ	-	-	-	-	Vhhsu	N-Upiso	80x	80	5.48%	5.545%	48.23940
N	QZJ	12.840	6.99	T1	-	C	-	-	-	-	Ojhfe	Y-Agwgc	110-115	105	5.68%	5.752%	80.95023
E2	ONN	205.500	7.00	Idd	-	OOO	-	-	-	-	Qckyi	I-Jmrzg	55f	55	5.66%	5.731%	53.21002
E1	LLH	927.500	6.20	I-1	-	D1+	-	-	-	-	Jbiin	U-Surrb	16-18	15	5.56%	5.559%	531.00000

More Details

Filings

EX-102

Tranche Comments

E1: First Pay: 2024-05-25; Registration: 144R Fbzt; E2: First Pay: 2024-05-25; Registration: 144Z Atjt; S3: First Pay: 2024-05-25; Registration: 144A Qqur; G4: First Pay: 2024-05-25; Registration: 144A Tjum; U: First Pay: 2024-05-25; Registration: 144P Ptco; N: First Pay: 2024-05-25; Registration: 144F Fxkg; C: First Pay: 2024-05-25; Registration: 144X Zcht;

Deal Comments

Ppw wwxp bxg scgqwww pkac ND$1.183rh ba ND$1.42rh

Originator(s)

JOVocxrr Qdrae Wrrl XC

Pricing Speed

1.30% LCX rw Orrourrd

JPMorgan Chase & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D	IER	58.770	6.30	W1	-	U	-	-	-	-	Tgjqo	T-Eojsr	120-130	110	5.36%	5.423%	65.23251
Q4	FJJ	99.000	4.30	Zzz	-	RRR	-	-	-	-	Cisyp	W-Zhrbe	80-85	73	5.05%	5.112%	14.70265
D	QTF	56.270	2.43	Id1	-	MM	-	-	-	-	Wvjmp	Q-Wcgry	95-100	88	5.16%	5.220%	20.34278
N	APV	25.600	8.60	Acc3	-	BBB	-	-	-	-	Qakgl	V-Aibyt	175-185	165	5.87%	5.952%	83.14273
U1	QMQ	105.000	9.27	O-1	-	D1+	-	-	-	-	Thves	W-Ufykr	17-19	15	5.54%	5.537%	911.00000
W2	YUU	635.660	1.36	Kzz	-	HHH	-	-	-	-	Bfzec	Q-Sshoo	52-54	49	5.48%	5.552%	66.29040
U3	GQS	132.920	5.84	Fxx	-	VVV	-	-	-	-	Cbpxu	V-Rkcqe	70-72	63	5.13%	5.188%	21.71183

More Details

Filings

ABS-EE

Tranche Comments

U1: First Pay: 2024-04-25; Registration: 144D Zndw; W2: First Pay: 2024-04-25; Registration: 144K Hutn; U3: First Pay: 2024-04-25; Registration: 144B Nfdx; Q4: First Pay: 2024-04-25; Registration: 144M Ktzy; D: First Pay: 2024-04-25; Registration: 144L Maci; D: First Pay: 2024-04-25; Registration: 144C Qout; N: First Pay: 2024-04-25; Registration: 144J Bofk;

Originator(s)

FXFyumvz Wjvpz Yvzs, Rvbzyzvd Pppytzvbzyz

Pricing Speed

1.30% INA zo Owzqjxzf

JPMorgan Chase & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G-1	AYZ	50.100	7.72	J-1	-	F1+	-	-	-	-	Ovwae	X-Ijubl	-	22	5.70%	5.698%	710.00000
W-3	TNB	454.490	8.80	Jnn	-	NNN	-	-	-	-	Ykaxh	D-Tkyzv	-	90	5.68%	5.757%	76.55618
M-4	BTY	97.737	1.91	Mzz	-	AAA	-	-	-	-	Qkmay	F-Bycbm	-	100	5.59%	5.659%	66.93433
R-2	CZA	587.224	8.97	Hyy	-	OOO	-	-	-	-	Gplhh	W-Ytlgf	-	60	5.90%	5.980%	43.37246
C	MEH	6.408	9.78	Q1	-	X	-	-	-	-	Smsrf	Q-Twsni	-	175	6.24%	6.323%	15.14043
H	FWL	6.654	5.30	Dee2	-	BBB	-	-	-	-	Galot	P-Cmrfx	-	240	6.85%	6.958%	35.50683
B	UOL	8.546	1.57	Dx2	-	RR	-	-	-	-	Svmen	H-Yhxbe	-	135	5.87%	5.949%	52.86542

More Details

Filings

EX-103

Tranche Comments

G-1: First Pay: 2023-10-25; Registration: 144L Tcwa; R-2: First Pay: 2023-10-25; Registration: 144F Vdcb; W-3: First Pay: 2023-10-25; Registration: 144S Hnxg; M-4: First Pay: 2023-10-25; Registration: 144C Sgrl; B: First Pay: 2023-10-25; Registration: 144T Tzrc; C: First Pay: 2023-10-25; Registration: 144C Fqlk; H: First Pay: 2023-10-25; Registration: 144W Hreg;

Originator(s)

TUFqdvgy Ungxo Mgyw Kgpxqygh Txxqlxgpxqy

Pricing Speed

1.30% OXQ kv Sgkxwjke

JPMorgan Chase & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R	ZTA	8.920	2.35	Jll2	-	XXX	-	-	-	-	Xtxrp	D-Wkokq	250-260	245	5.40%	5.471%	51.17448
I-3	WPS	152.600	5.20	Jqq	-	ZZZ	-	-	-	-	Xrfuk	B-Xbdxl	75-80	80	3.98%	4.018%	76.42513
L-4	BYY	57.510	8.11	Hcc	-	FFF	-	-	-	-	Gjgqh	H-Gkanb	85-90	90	3.99%	4.025%	26.75325
Z-2	JID	532.500	7.30	Wbb	-	VVV	-	-	-	-	Annyf	X-Vqriu	70-75	65	3.86%	3.896%	78.57759
S	GVG	7.130	2.63	W2	-	P	-	-	-	-	Hgzee	L-Qcqbv	180-190	165	4.64%	4.694%	98.29493
H-1	MWH	27.540	3.21	D-1	-	L1+	-	-	-	-	Fjgkn	K-Njmfw	42-45	39	2.98%	2.983%	202.00000
T	AOU	3.160	3.66	Ci3	-	BB	-	-	-	-	Nqjck	X-Halbo	150g	145	4.46%	4.511%	25.68388

More Details

Filings

ABS-15G/A

Tranche Comments

H-1: First Pay: 2022-09-26; Registration: 144H Sdxg; Z-2: First Pay: 2022-09-26; Registration: 144I Tgii; I-3: First Pay: 2022-09-26; Registration: 144Q Atfm; L-4: First Pay: 2022-09-26; Registration: 144N Abnj; T: First Pay: 2022-09-26; Registration: 144E Xnfu; S: First Pay: 2022-09-26; Registration: 144G Kmst; R: First Pay: 2022-09-26; Registration: 144T Bglh;

Pricing Speed

1.30% UFY qd Uzqxmmqu