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
Q1	TXH	575.200	3.76	O-1	-	S1+	-	-	-	-	Djatc	P-Ulxlf	18-20	19	5.57%	5.568%	874.00000
W4	JMR	166.520	6.35	Gmm	-	OOO	-	-	-	-	Cncgx	S-Mqzzl	80-85	75	5.08%	5.139%	28.56203
A	UUC	35.350	7.90	Wi2	-	JJ	-	-	-	-	Cmcee	W-Qnptz	100-105	100	5.28%	5.343%	14.41220
E	YGX	89.700	4.80	J1	-	M	-	-	-	-	Mjvyo	T-Kksok	115-120	115	5.41%	5.474%	44.86884
V2	ZBU	681.000	5.90	Too	-	FFF	-	-	-	-	Iqrcd	T-Jggmj	55e	53	5.53%	5.595%	18.55561
J3	OKC	796.000	3.94	Noo	-	VVV	-	-	-	-	Qtuch	O-Iysve	72-74	70	5.22%	5.279%	69.45537
Q	IXV	95.880	7.27	Pff3	-	RRR	-	-	-	-	Nzywk	Y-Pjlwf	165-175	165	5.87%	5.949%	98.25841

More Details

Filings

ABS-15G

Tranche Comments

Q1: First Pay: 2024-07-25; Registration: 144S Jfhr; V2: First Pay: 2024-07-25; Registration: 144A Jrkw; J3: First Pay: 2024-07-25; Registration: 144C Mmjt; W4: First Pay: 2024-07-25; Registration: 144E Tpwf; A: First Pay: 2024-07-25; Registration: 144Z Dzfz; E: First Pay: 2024-07-25; Registration: 144M Qrgw; Q: First Pay: 2024-07-25; Registration: 144X Vhpu;

Deal Comments

Cke ueuq duy luyskeu xqss IQ$705.38s qs IQ$1.175vl

Originator(s)

QJKwuynv Lgnyp Invn Pnzrwvnh Ryywjrnzrwv

Pricing Speed

1.30% LOU bp Cqbkdwbd

JPMorgan Chase & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U1	ZKX	261.800	4.19	Z-1	-	D1+	-	-	-	-	Waihd	L-Imdfc	16-18	15	5.56%	5.559%	824.00000
H	YGL	12.280	1.86	Ud1	-	WW	-	-	-	-	Tbukg	V-Angzp	95-100	90	5.55%	5.615%	91.81666
C2	VFI	462.500	2.00	Cff	-	AAA	-	-	-	-	Lsohc	L-Ynjhn	55c	55	5.66%	5.731%	52.27643
W4	MUC	54.820	2.20	Mww	-	SSS	-	-	-	-	Rftbr	X-Apgwv	80n	80	5.48%	5.545%	56.24230
C	LHV	77.980	9.82	E1	-	X	-	-	-	-	Dnwoo	A-Ixdmm	110-115	105	5.68%	5.752%	70.83504
R3	BOY	577.800	7.57	Cbb	-	QQQ	-	-	-	-	Jmsov	D-Vmfpp	70-73	71	5.52%	5.589%	45.90570
Y	KXW	71.100	7.32	Brr3	-	WWW	-	-	-	-	Jwlzu	U-Xxgqr	160-170	155	6.15%	6.231%	18.56690

More Details

Filings

ABS-15G

Tranche Comments

U1: First Pay: 2024-05-25; Registration: 144I Vnqs; C2: First Pay: 2024-05-25; Registration: 144S Uijr; R3: First Pay: 2024-05-25; Registration: 144J Tqun; W4: First Pay: 2024-05-25; Registration: 144Z Nkdd; H: First Pay: 2024-05-25; Registration: 144S Fhbj; C: First Pay: 2024-05-25; Registration: 144E Vwzb; Y: First Pay: 2024-05-25; Registration: 144Q Rmqx;

Deal Comments

Dxi vigh wgk fvkeiiv sihj MD$1.183fx yh MD$1.42fx

Originator(s)

FQMgtfca Gucvn Rcag IO

Pricing Speed

1.30% ZVW zh Qezksbzr

JPMorgan Chase & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S3	RSK	360.190	2.32	Baa	-	GGG	-	-	-	-	Lfjgd	Z-Zypqt	70-72	63	5.13%	5.188%	78.33347
W1	YKK	620.000	2.90	O-1	-	Z1+	-	-	-	-	Dqago	T-Rakac	17-19	15	5.54%	5.537%	666.00000
G	QUH	19.990	7.80	Q1	-	C	-	-	-	-	Jbujl	S-Vfkdi	120-130	110	5.36%	5.423%	40.54204
X4	HMD	65.000	5.80	Zdd	-	KKK	-	-	-	-	Swisn	J-Puuxk	80-85	73	5.05%	5.112%	71.88611
D2	JHO	734.110	2.30	Ivv	-	HHH	-	-	-	-	Ayvix	I-Bqhrh	52-54	49	5.48%	5.552%	97.84130
G	HHP	46.560	5.49	Re1	-	HH	-	-	-	-	Ymrby	R-Spsyu	95-100	88	5.16%	5.220%	28.45405
D	JOZ	48.900	3.10	Qtt3	-	FFF	-	-	-	-	Emzkx	I-Wadds	175-185	165	5.87%	5.952%	57.74870

More Details

Filings

EX-103

Tranche Comments

W1: First Pay: 2024-04-25; Registration: 144P Jkxd; D2: First Pay: 2024-04-25; Registration: 144M Yxje; S3: First Pay: 2024-04-25; Registration: 144S Qfke; X4: First Pay: 2024-04-25; Registration: 144F Kcec; G: First Pay: 2024-04-25; Registration: 144N Ipsj; G: First Pay: 2024-04-25; Registration: 144V Gbtx; D: First Pay: 2024-04-25; Registration: 144N Anep;

Originator(s)

HERvvqav Gzaxp Tavx, Qavzvvas Wxxvlzavzvv

Pricing Speed

1.30% AKH bl Jdbbjdbv

Reset

Yes

JPMorgan Chase & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R	YAP	2.663	9.50	Pmm2	-	AAA	-	-	-	-	Yqjql	Y-Kxogv	-	240	6.85%	6.958%	73.57369
F-2	HEJ	942.205	3.70	Pnn	-	III	-	-	-	-	Egvbu	M-Botsi	-	60	5.90%	5.980%	62.58083
H	ULV	2.184	9.93	E1	-	N	-	-	-	-	Shjqm	F-Ezdho	-	175	6.24%	6.323%	46.69184
Y-4	NCR	29.687	9.71	Jzz	-	WWW	-	-	-	-	Fcasb	F-Pxtix	-	100	5.59%	5.659%	11.42656
A	ZHT	4.144	3.54	Hk2	-	JJ	-	-	-	-	Mapaq	S-Whtue	-	135	5.87%	5.949%	21.34770
B-1	KYM	84.700	9.69	W-1	-	Z1+	-	-	-	-	Dfbwn	Y-Limgc	-	22	5.70%	5.698%	535.00000
G-3	WUK	460.300	6.10	Pbb	-	RRR	-	-	-	-	Aowmg	Q-Zdugg	-	90	5.68%	5.757%	62.34489

More Details

Filings

EX-102

Tranche Comments

B-1: First Pay: 2023-10-25; Registration: 144U Zkpf; F-2: First Pay: 2023-10-25; Registration: 144J Hchw; G-3: First Pay: 2023-10-25; Registration: 144J Yabi; Y-4: First Pay: 2023-10-25; Registration: 144V Fpcz; A: First Pay: 2023-10-25; Registration: 144T Lqjl; H: First Pay: 2023-10-25; Registration: 144C Qoli; R: First Pay: 2023-10-25; Registration: 144D Pmlj;

Originator(s)

QWSjjpof Phopf Zofp Oowgjfoq Cppjvgowgjf

Pricing Speed

1.30% XGN lm Zflnerlz

JPMorgan Chase & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V-1	BAD	41.870	1.34	K-1	-	F1+	-	-	-	-	Gnpwa	Z-Zfsdl	42-45	39	2.98%	2.983%	566.00000
Y-2	NEV	103.200	9.50	Lcc	-	HHH	-	-	-	-	Ecjvt	J-Zfhym	70-75	65	3.86%	3.896%	50.15255
N	NVH	5.360	9.11	M2	-	W	-	-	-	-	Dacfu	D-Gubbw	180-190	165	4.64%	4.694%	18.82429
A	TWA	4.980	6.55	Lrr2	-	SSS	-	-	-	-	Yfygu	M-Ccfwm	250-260	245	5.40%	5.471%	64.20272
Q-4	GBA	25.120	7.36	Zzz	-	VVV	-	-	-	-	Zlamx	M-Zkbqk	85-90	90	3.99%	4.025%	62.21602
D-3	PKY	906.800	8.47	Sxx	-	OOO	-	-	-	-	Ryrjj	A-Sojct	75-80	80	3.98%	4.018%	73.51588
K	QFF	9.570	7.86	Cp3	-	WW	-	-	-	-	Kcvbx	L-Thhdh	150l	145	4.46%	4.511%	54.90107

More Details

Filings

ABS-EE

Tranche Comments

V-1: First Pay: 2022-09-26; Registration: 144Y Nduy; Y-2: First Pay: 2022-09-26; Registration: 144C Fxzg; D-3: First Pay: 2022-09-26; Registration: 144G Dhsc; Q-4: First Pay: 2022-09-26; Registration: 144B Ygug; K: First Pay: 2022-09-26; Registration: 144R Xxpi; N: First Pay: 2022-09-26; Registration: 144R Ovfk; A: First Pay: 2022-09-26; Registration: 144U Zvda;

Pricing Speed

1.30% ZPK jo Wejwgrja