Ford Credit Auto Owner Trust (FORDO) 2022-D

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1USD254.3200.26P-1-F1+----FixedI-Curve33-35334.594%4.594%100.00000
A-2AUSD300.3400.99Aaa-AAA----FixedI-Curve78-80765.370%5.438%99.99311
A-2BUSD160.0000.99Aaa-AAA----FloatingSOFR78-8076SOFR+76-100.00000
A-3USD460.3402.30Aaa-AAA----FixedI-Curve100-110955.27%5.335%99.98585
A-4USD75.0003.43Aaa-AAA----FixedI-Curve125-1351205.30%5.364%99.98447
BUSD39.4803.48Aa1-AA+----FixedI-Curve190-2001905.98%6.056%99.99716
CUSD26.3003.48A1-A+----FixedI-Curve250-2602406.46%6.556%99.97473
Filings
Tranche Comments
A-1: First Pay: 2022-12-15; Registration: Registered; A-2A: First Pay: 2022-12-15; Registration: Registered; A-2B: First Pay: 2022-12-15; Registration: Registered; A-3: First Pay: 2022-12-15; Registration: Registered; A-4: First Pay: 2022-12-15; Registration: Registered; B: First Pay: 2022-12-15; Registration: Registered; C: First Pay: 2022-12-15; Registration: Registered;
Deal Comments
Active Bookrunners: JPM(B&D), CTI, SCO. Passive Bookrunners: CAG, CSG. The deal was upsized from US$1.052bn to US$1.315bn
Pricing Speed
1.30% ABS to 10% Clean-Up Call
Research
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