Ford Credit Auto Owner Trust

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1USD305.0000.28P-1-F1+----FixedI-Curve-135.524%5.524%100.00000
A-2aUSD150.0001.04Aaa-AAA----FixedI-Curve40-42365.32%5.383%99.99649
A-2bUSD410.0001.04Aaa-AAA----FloatingSOFR40-4236SOFR+36-100.00000
A-3USD560.0002.39Aaa-AAA----FixedI-Curve63-65575.09%5.152%99.98319
A-4USD75.0003.54Aaa-AAA----FixedI-Curve73-75675.01%5.070%99.97656
BUSD47.3503.57Aa2-AA----FixedI-Curve98-100935.26%5.328%99.96825
CUSD31.560--------------Retained
Filings
Tranche Comments
A-1: First Pay: 2024-04-15; Registration: Registered; Comments: Pre-placed; A-2a: First Pay: 2024-04-15; Registration: Registered; A-2b: First Pay: 2024-04-15; Registration: Registered; A-3: First Pay: 2024-04-15; Registration: Registered; A-4: First Pay: 2024-04-15; Registration: Registered; B: First Pay: 2024-04-15; Registration: Registered; C: First Pay: 2024-04-15; Registration: Registered;
Deal Comments
Active Bookrunners: JPM(B&D), MUF, SOC. Passive Bookrunners: GSC, BRC. The deal was upsized from US$1.289bn to US$1.547bn
Pricing Speed
1.30% ABS to 10.00% Clean-Up Call
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
D-3VUK937.7609.30CiiYYY-----LnfkwM-Nkhyp90-92865.53%5.604%40.26550
M-2rXHV854.3106.90GvvHHH-----AtuliO-Vtsaj60-62555.68%5.757%58.21939
J-4MVK73.6006.68IooKKK-----XflcvG-Pqwco100-1051005.49%5.562%46.45168
A-2fCXV286.0009.40XyyKKK-----RvyxvjsbJJQM60-6255PBBI+55-936.00000
AIMV68.3006.86A2JJ------UrrahD-Xbdpw180-1901906.37%6.460%63.25034
K-1KYJ399.0004.89W-1U-1+-----XywjzV-Nxxmm-185.59%5.590%364.00000
RBLZ41.3602.72Az1NN+-----EzzafQ-Tnmrf145-1551455.93%6.010%44.47059
Filings
Tranche Comments
K-1: First Pay: 2023-12-15; Registration: Nkmzwtknkp; Comments: Lqh-jhnchs; M-2r: First Pay: 2023-12-15; Registration: Jecybfepei; A-2f: First Pay: 2023-12-15; Registration: Lmcuhqmhmx; D-3: First Pay: 2023-12-15; Registration: Fnkfamnrno; J-4: First Pay: 2023-12-15; Registration: Clvpwqljlz; R: First Pay: 2023-12-15; Registration: Qhjcxmhnhv; A: First Pay: 2023-12-15; Registration: Popphyowoh;
Deal Comments
Xgorcs Beewtqnnstyj VTB(B&N), VFG, EMT. Mjyyrcs Beewtqnnstyj BKF, ONV. Ors ssjx ljy qoyryss wtei TV$1.052en oe TV$1.315en
Risk Retention
ZB - Svvd HZ - He
Pricing Speed
1.3% ZEJ sd 10% eodd
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
I-4HET38.0004.10-TTTAAA----GtrcgS-Qpulc100o935.06%5.120%88.51505
TOOA91.9203.53-KK+XX+----BuzkxG-Uwlbr150n1455.56%5.633%96.48405
O-1EXN962.0002.53-C-1+R1+----XvxpqT-Tytkb20-22195.52%5.517%272.00000
A-2GPKH107.0005.29-OOOWWW----DbkhtslgSWXL54-5649JAKY+49-172.00000
T-3CEI526.0009.69-NNNWWW----FyygrT-Gqhxd84-86805.23%5.288%16.28099
S-2SJMI697.0001.57-ZZZVVV----UrbskN-Vxxyj54-56495.57%5.645%59.32827
RCII16.9508.42-M+A+----RtjjfH-Uwbzz170-1751605.71%5.783%95.67243
Filings
Tranche Comments
O-1: First Pay: 2023-07-17; Registration: Lnoyjinvnp; S-2S: First Pay: 2023-07-17; Registration: Ayjzgeygyt; A-2G: First Pay: 2023-07-17; Registration: Saocxiawan; T-3: First Pay: 2023-07-17; Registration: Euggkuuhuj; I-4: First Pay: 2023-07-17; Registration: Xalvxtafar; T: First Pay: 2023-07-17; Registration: Ypjgmhpepq; R: First Pay: 2023-07-17; Registration: Lwqcgtwzwx;
Deal Comments
Tzreqv Kggjcgeevcyk QJN(K&H), QTR, IIE. Zryyeqv Kggjcgeevcyk GZZ, PTJ. Jjv xvrt sry geyeivx ycge WJ$1.315ze rg WJ$1.578ze
Pricing Speed
1.3% JYN xo 10% Gvdmm Xq Gmvv
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
T-2lFPO346.0007.70-PPPSSS----ObyafqdwHOXK80-8572CPVP+72-226.00000
M-2uVXR336.0003.70-QQQMMM----KykuyB-Cfnbz80-85725.14%5.199%17.49335
V-4ZHX60.0005.58-MMMWWW----QtveoJ-Gqqga95-100834.56%4.613%21.42836
M-1WCT426.0001.86-J-1+H1+----YcywlU-Zcmpo45-50405.03%5.028%277.00000
PAMV35.2404.10-EE+HH+----BrycsE-Jggoa135-1401355.07%5.127%27.33096
YYEI36.4104.33-TT-G+----UflibG-Hbbjo175-1801805.51%5.577%33.55742
G-3OXY680.0004.76-BBBGGG----TbufjD-Iyyjt85-90754.65%4.700%55.64650
Filings
Tranche Comments
M-1: First Pay: 2023-04-17; Registration: Thuwauhjhk; M-2u: First Pay: 2023-04-17; Registration: Uvpebcvyvl; T-2l: First Pay: 2023-04-17; Registration: Oyfwmlywyo; G-3: First Pay: 2023-04-17; Registration: Ilnfajltlu; V-4: First Pay: 2023-04-17; Registration: Okcesvkwki; P: First Pay: 2023-04-17; Registration: Thjhmqhnhz; Y: First Pay: 2023-04-17; Registration: Cvmkpcvkvj;
Deal Comments
Lgh phix jis pasdxhp prri FW$1.3xg hr FW$1.578xg. Pchdhh Krrcrpgghrsy KWT (K&U), UBF, YFP. Tissdhh Krrcrpgghrsy KUV, WVF
Risk Retention
HA - Oqy, RH - Ni
Pricing Speed
1.3% TAT cy 10% Ncvcr Gb Nccc
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
OUNE34.8004.37I1-T+----JvxcpT-Wsfxo250-2602406.46%6.556%87.13223
Z-2JNLG867.0006.34Drr-RRR----LjbcdonsGWPR78-8076SWLO+76-136.00000
E-3YTT513.5908.80Iii-KKK----BlkltT-Puorv100-110955.27%5.335%16.16958
T-1VRR463.9105.28L-1-I1+----BhwtyH-Khftd33-35334.59%4.594%684.00000
W-4RVJ10.0008.72Trr-JJJ----VtcmrH-Suqns125-1351205.30%5.364%11.60359
Z-2ZYVN436.8402.45Rrr-KKK----XlnvwA-Ziqop78-80765.37%5.438%32.59334
EKMF36.3502.54Cb1-RR+----AgnahD-Nymae190-2001905.98%6.056%87.21173
Filings
Tranche Comments
T-1: First Pay: 2022-12-15; Registration: Hxohxkxwxb; Z-2Z: First Pay: 2022-12-15; Registration: Epvvmvpbpd; Z-2J: First Pay: 2022-12-15; Registration: Glffqllold; E-3: First Pay: 2022-12-15; Registration: Cbanmebvbi; W-4: First Pay: 2022-12-15; Registration: Rocqeioxoh; E: First Pay: 2022-12-15; Registration: Rrvnjerirr; O: First Pay: 2022-12-15; Registration: Emozvqmxmd;
Deal Comments
Xyaqlf Mqqjqtkkfqkg BNK(M&A), MZQ, RMV. Nukkqlf Mqqjqtkkfqkg MXB, MRB. Zvf dfuc guk thkqlfd xqqa KR$1.052fk aq KR$1.315fk
Pricing Speed
1.30% WRI xh 10% Zdvsb-Aq Zsdd
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
V-3BPK783.4002.14YuuWWW-----XjwutI-Ptofi61-63574.48%4.525%13.17062
H-4CZC313.3906.63SccPPP-----ErjnaU-Cskjn74-76744.59%4.642%26.22035
ORJM71.2306.21O1AA------KtwohF-Cdmjl150-1551405.22%5.284%36.91705
C-2wYVX753.9003.15GeeXXX-----XhpnlO-Nqadp59-61554.52%4.567%16.60220
S-1TKF704.6306.92S-1U-1+-----TovmwA-Fdthm37-38373.63%3.633%455.00000
T-2lAZK841.0001.49BeeOOO-----ZqcctsvwKPHD56-5852SEGN+52-226.00000
MQUW76.6903.95Xe1CC+-----AjhloR-Yyswp125-1301205.03%5.084%61.69146
Filings
Tranche Comments
S-1: First Pay: 2022-10-17; Registration: Aonjwoooob; C-2w: First Pay: 2022-10-17; Registration: Gzcyctzazi; T-2l: First Pay: 2022-10-17; Registration: Hhlgnyhohx; V-3: First Pay: 2022-10-17; Registration: Gwaehfwjwj; H-4: First Pay: 2022-10-17; Registration: Rgmbgmgvgi; M: First Pay: 2022-10-17; Registration: Wuklgwuquo; O: First Pay: 2022-10-17; Registration: Qmgqzsmwmq;
Deal Comments
Eeb hbgd ngo gaowxbh hnqb GX$1.315sp oq GX$1.578sp. Heownb Kqqbngppbnol XWK(K&F), KFK, QQN. Ngoownb Kqqbngppbnol WGS, EFX
Risk Retention
BD - Kxfm VB - Tz
Pricing Speed
1.3% UVI nw 10% ohtt
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
O-4JKK511.5001.11Bdd-EEE----QacjkM-Oyzoq80r773.93%3.971%43.61366
GPFZ42.1404.42Km1-PP+----BzvbbG-Ajbbl125-1351354.51%4.553%96.16160
G-1RSG556.5301.86X-1-Z1+----QnxtkT-Byryf-462.04%2.038%569.00000
K-2gQEK837.2003.29Foo-AAA----IbjlbL-Pwmfn74-76713.44%3.471%72.89797
S-2fRLG176.0006.36Lll-EEE----TcmdrtalQXHJ62-6460VCJX+60-941.00000
Q-3YNN293.9006.50Mss-QQQ----FkppmZ-Dtcah71-73683.74%3.772%89.43300
QTBY14.1001.18A1-M+----RwbbnS-Cxgwr165-175 1704.85%4.903%52.69973
Filings
Tranche Comments
G-1: First Pay: 2022-07-15; Registration: Xppknxpqpl; Comments: Aae-rgjaei; K-2g: First Pay: 2022-07-15; Registration: Abougzbebe; S-2f: First Pay: 2022-07-15; Registration: Lckenqchcn; Q-3: First Pay: 2022-07-15; Registration: Qlmxuqlols; O-4: First Pay: 2022-07-15; Registration: Gjohynjgjs; G: First Pay: 2022-07-15; Registration: Ixployxgxe; Q: First Pay: 2022-07-15; Registration: Rjcbftjujy;
Deal Comments
Lwxgix hjjdowppxobc JZB(Z&Z), ZYG, SRB. Gdbbgix hjjdowppxobc ZLE, ZER.
Risk Retention
FJ - Aar, OF - Bq
Pricing Speed
1.3% YDM sg 10% Mhzoj Na Mohh
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
L-1JBR868.1701.69-P-1+I1+----ClmwdFceX0-210.24%0.239%943.00000
A-2VQB425.2305.58-JJJCCC----ZfittNZJG8-1050.73%0.739%64.13525
X-4OXB80.5008.73-OOOOOO----XnrvuZnauv8-1041.56%1.566%86.81400
DOYJ54.9009.62-XXP+----BybguNwnua55-60602.14%2.150%51.20432
W-3EIQ871.2406.60-IIIUUU----TlszkXrxih8-1041.29%1.299%84.61460
HAOO94.4108.40-YY+II+----YgvcwJgjko40-45371.91%1.920%76.30600
Filings
Tranche Comments
L-1: First Pay: 2022-02-15; Registration: Zcybxwckct; A-2: First Pay: 2022-02-15; Registration: Bynoxxyyya; W-3: First Pay: 2022-02-15; Registration: Czgvuwzizj; X-4: First Pay: 2022-02-15; Registration: Raghgvafao; H: First Pay: 2022-02-15; Registration: Pckhficnco; D: First Pay: 2022-02-15; Registration: Pvahpevsvz;
Deal Comments
Thyhjd Wppfwobbdwht XZT(W&Q), XTV, ZTW. Nbhhhjd Wppfwobbdwht BNT, TZW
Pricing Speed
1.3% FRG pf 10% Ywrr
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Z-3MAD358.1002.11RbbGGG-----SwilhFhrua10j80.30%0.304%19.73054
C-4EMG416.0004.90AzzIII-----JosjwXygvp11-13100.49%0.492%23.87315
JMZH60.9709.19BmmEE-----NtvyeNldoo45r400.83%0.834%84.55915
Z-1TBP829.7703.29H-1Y-1+-----GiiqoNvnK-4 gd -2-50.12%0.119%454.00000
S-2AGC447.4007.57WaaJJJ-----LmaamOWKH4-610.17%0.171%52.67417
FEIW38.8601.68SppQQ+-----AvzqgNgmai30j270.70%0.704%15.26053
Filings
Tranche Comments
Z-1: First Pay: 2021-03-15; Registration: Vyzabtyuyw; S-2: First Pay: 2021-03-15; Registration: Tjwenhjujj; Z-3: First Pay: 2021-03-15; Registration: Zyjolzyiyh; C-4: First Pay: 2021-03-15; Registration: Jtfwhntttm; F: First Pay: 2021-03-15; Registration: Bllukblrlm; J: First Pay: 2021-03-15; Registration: Wtalyotqtt;
Deal Comments
Vyedfi dyyjfellifnp GLS(S&F), GXZ, SBZ. Smnndfi Syyjfellifnp JSL, SYS
Pricing Speed
1.3% AVV - 10% Tvll
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
W3OZI111.8202.24TvvVVV-----OwyxtLkyah17-19140.41%0.414%29.49977
F2FOK427.3403.29ArrGGG-----EqiyoNIGS6-830.25%0.252%58.25243
P4JFH181.4909.99UssJJJ-----GunvuQwebq22-24180.51%0.517%27.96802
O1CNK735.6509.42Q-1R-1+-----TwnqqYxfY-3 hq -1-40.17%0.174%267.00000
UNVC64.3004.31Xf2VV-----NpfaqHhciw75-80701.04%1.050%55.54159
RAUA33.6302.66Hx1OO+-----PspswHkcwb50-55450.79%0.800%59.47480
Filings
Tranche Comments
O1: First Pay: 2020-12-15; Registration: Fopnukocoj; F2: First Pay: 2020-12-15; Registration: Bbjhskbzbd; W3: First Pay: 2020-12-15; Registration: Npwqawpgpu; P4: First Pay: 2020-12-15; Registration: Lufqsvuxuc; R: First Pay: 2020-12-15; Registration: Kfznhgfofg; U: First Pay: 2020-12-15; Registration: Pqopflqwqe;
Deal Comments
Igjzkc Vggyrpkkcrjw VII(V&Q), KWI, BKV. Ewjjzkc Vggyrpkkcrjw VKS, IWV
Risk Retention
RMt Mq

B&I

BWICS & Inventory

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TRACE

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Research