Ford Credit Auto Owner Trust (FORDO) 2022-A

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1USD182.1900.22-A-1+F1+----FixedIntL0-210.239%0.239%100.00000
A-2USD361.4200.92-AAAAAA----FixedEDSF8-1050.730%0.739%99.99278
A-3USD361.4202.20-AAAAAA----FixedSwaps8-1041.29%1.299%99.98812
A-4USD95.0403.39-AAAAAA----FixedSwaps8-1041.56%1.566%99.99700
BUSD31.5603.56-AA+AA+----FixedSwaps40-45371.91%1.920%99.99190
CUSD21.0203.56-AAA+----FixedSwaps55-60602.14%2.150%99.99855
Filings
Tranche Comments
A-1: First Pay: 2022-02-15; Registration: Registered; A-2: First Pay: 2022-02-15; Registration: Registered; A-3: First Pay: 2022-02-15; Registration: Registered; A-4: First Pay: 2022-02-15; Registration: Registered; B: First Pay: 2022-02-15; Registration: Registered; C: First Pay: 2022-02-15; Registration: Registered;
Deal Comments
Active Bookrunners: CTI(B&D), CAG, SMB. Passive Bookrunners: JPM, MUF
Pricing Speed
1.3% ABS to 10% Call
Research
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