Ford Credit Auto Owner Trust (FORDO) 2020-A

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1USD140.0000.18P-1-F1+----FixedIntL-5 - 0-100.267%0.267%100.00000
A-2USD274.5000.81Aaa-AAA----FixedEDSF85-90751.030%1.038%99.99535
A-3USD314.5002.06Aaa-AAA----FixedSwaps90a801.04%1.051%99.98229
A-4USD70.7003.27Aaa-AAA----FixedSwaps120-1251101.35%1.363%99.97079
BUSD25.2703.43Aa1-AA----FixedSwaps200-2251802.05%2.068%99.96976
CUSD16.8403.43Aa2-A----FixedSwaps325-3503253.49%3.518%99.99193
Tranche Comments
A-1: First Pay: 2020-06-15; Registration: Registered; A-2: First Pay: 2020-06-15; Registration: Registered; A-3: First Pay: 2020-06-15; Registration: Registered; A-4: First Pay: 2020-06-15; Registration: Registered; B: First Pay: 2020-06-15; Registration: Registered; C: First Pay: 2020-06-15; Registration: Registered;
Deal Comments
Active Leads: JPM (str), BNP, DEU, USB. Passive Leads: SCO, SMB.
Pricing Speed
1.3% ABS to 10% Call
Research
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