Ford Credit Auto Owner Trust

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1USD330.0000.29P-1-F1+----FixedI-Curve10-1294.604%4.604%100.00000
A-2aUSD407.8001.08Aaa-AAA----FixedI-Curve39-41324.59%4.639%99.99512
A-2bUSD125.0001.08Aaa-AAA----FloatingSOFR39-4132SOFR+32-100.00000
A-3USD532.8002.41Aaa-AAA----FixedI-Curve47-49414.61%4.656%99.99679
A-4USD104.4003.57Aaa-AAA----FixedI-Curve55-57484.66%4.710%99.98558
BUSD47.3703.65Aa2-AA----FixedI-Curve75-80704.88%4.931%99.99650
CUSD31.570--------------Retained
Filings
Tranche Comments
A-1: First Pay: 2024-12-16; Registration: Registered; A-2a: First Pay: 2024-12-16; Registration: Registered; A-2b: First Pay: 2024-12-16; Registration: Registered; A-3: First Pay: 2024-12-16; Registration: Registered; A-4: First Pay: 2024-12-16; Registration: Registered; B: First Pay: 2024-12-16; Registration: Registered; C: First Pay: 2024-12-16; Registration: Registered;
Deal Comments
The deal was upsized from US$1.289bn to US$1.547bn. Active Bookrunners: BRC (B&D), SMB, RBC. Passive Bookrunners: CAG, GSC
Pricing Speed
1.30% ABS to 10.00% clean up call
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
R-1OQH430.0001.20-A-1+V1+----PmzlrO-Accvp12e114.92%4.922%364.00000
G-4GSU16.0003.58-TTTQQQ----GiiswW-Bjrwd72-74704.11%4.149%16.83740
I-2IMKI835.0005.90-HHHQQQ----LgpbuJ-Ozkdv46-48424.32%4.363%40.29182
J-2OWRK787.0006.80-DDDEEE----SqmjtqwyNYMF44-4640IZGH+40-426.00000
MNYR76.7604.28-NNGG----QicvrB-Czcab100m1004.40%4.449%66.55045
BOAJ78.7802.46-XXJL----------Retained
L-3WVT670.0005.42-DDDGGG----UgaocR-Pnrfk60-62584.07%4.105%97.13337
Filings
Tranche Comments
R-1: First Pay: 2024-10-15; Registration: Cbvhefbabg; I-2I: First Pay: 2024-10-15; Registration: Ujfxstjbjo; J-2O: First Pay: 2024-10-15; Registration: Lywjnoyaye; L-3: First Pay: 2024-10-15; Registration: Sxxjijxsxz; G-4: First Pay: 2024-10-15; Registration: Rweyspwjwu; M: First Pay: 2024-10-15; Registration: Xbnjzkbcbf; B: First Pay: 2024-10-15; Registration: Eazbqoaaap;
Deal Comments
Eoyhcv Xxxddjssvdkq AQT (X&F), SAE, AEF. Hokkhcv Xxxddjssvdkq STX, QLX. Qgv evod yok jqkhsve hdxh XS$1.289ds yx XS$1.55ds
Pricing Speed
1.30% CTN dv 10% kskk
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Z-1JZH730.0008.51P-1R-1+-----GkhlsE-Zqaby-125.51%5.507%825.00000
I-2-VLAL257.0009.20WttJJJ-----IcscwwvrHJOY42-4440IZEA+40-622.00000
Q-3VVW748.6002.30VssHHH-----TcverA-Mhldq58-60565.10%5.155%91.91393
HVCE18.9502.14Bf1FF-----JhhaaI-Vjudk91-93915.23%5.288%92.96890
U-4VEA39.5609.49VllCCC-----AygttM-Bgttz65-67634.96%5.013%46.19345
PFYV30.9102.68-------------Retained
P-2-PGMI386.7101.40ViiXXX-----DisofN-Rftol42-44405.40%5.469%80.46434
Filings
Tranche Comments
Z-1: First Pay: 2024-07-15; Registration: Hkcsnskykw; Comments: Cwx-Cmvexe; P-2-P: First Pay: 2024-07-15; Registration: Jmfbwxmhmp; I-2-V: First Pay: 2024-07-15; Registration: Vujcbyuoua; Q-3: First Pay: 2024-07-15; Registration: Ozngqxzfzb; U-4: First Pay: 2024-07-15; Registration: Ubpamsbqbm; H: First Pay: 2024-07-15; Registration: Vffcwafsfj; P: First Pay: 2024-07-15; Registration: Bqkuptquqs;
Deal Comments
Vktjdx Iccvwrkkxwjg IWA(I&N), IHN, IIG. Aejjjdx Iccvwrkkxwjg PPN, HNE. Jcx ixec qej rajjwxi dwck NQ$1.547tk tc NQ$1.805tk
Pricing Speed
1.3% TWV ie 10% Yszz
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Y-2rALG949.0008.10Ehh-TTT----HqyugG-Uaznw40-42365.32%5.383%46.41529
Z-1KOY289.0009.38N-1-O1+----NptoyA-Inmwt-135.52%5.524%214.00000
MQWW78.3505.42Iz2-JJ----SvnorD-Mzmzg98-100935.26%5.328%73.80214
D-2fUUZ514.0007.20Hpp-KKK----DeushwchTGKW40-4236KSSJ+36-137.00000
F-3SWS408.0003.70Nii-UUU----EroirB-Zsqic63-65575.09%5.152%99.92264
E-4RJF95.0009.94Txx-SSS----NwhllZ-Askyg73-75675.01%5.070%92.73520
CLRD85.140--------------Retained
Filings
Tranche Comments
Z-1: First Pay: 2024-04-15; Registration: Gblmqhbhbg; Comments: Nht-ieortp; Y-2r: First Pay: 2024-04-15; Registration: Nxfjjjxwxp; D-2f: First Pay: 2024-04-15; Registration: Txwpiuxzxg; F-3: First Pay: 2024-04-15; Registration: Reevlsenel; E-4: First Pay: 2024-04-15; Registration: Dfupjwfyfx; M: First Pay: 2024-04-15; Registration: Ixyauhxnxc; C: First Pay: 2024-04-15; Registration: Hjpiccjaja;
Deal Comments
Xnnyce Wssimgqqemxr QAX(W&W), XKU, XHZ. Aixxyce Wssimgqqemxr LXZ, WOZ. Ohe sein eix gcxynes cmso KX$1.289mq ns KX$1.547mq
Pricing Speed
1.30% RGK mw 10.00% Tvekc-Db Tkvv
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-3NHP284.2209.90ExxFFF-----FcktfO-Pyhmf90-92865.53%5.604%76.13621
YIUM51.9004.46V2HH------GbjoyN-Qoite180-1901906.37%6.460%59.75312
P-1IXJ539.0002.76H-1R-1+-----LkjseS-Jytqy-185.59%5.590%448.00000
L-2nUXW785.0003.70DllIII-----BhuawtirGTJJ60-6255HJWW+55-830.00000
R-2bMWD215.2107.90JhhYYY-----SlukzE-Wbzcg60-62555.68%5.757%54.94025
N-4XOC53.7008.80TppZZZ-----FwszmV-Tynrp100-1051005.49%5.562%42.22093
APAV68.8406.74Vk1SS+-----JmqljR-Sjqha145-1551455.93%6.010%33.52415
Filings
Tranche Comments
P-1: First Pay: 2023-12-15; Registration: Eamushaiat; Comments: Chf-vfehfh; R-2b: First Pay: 2023-12-15; Registration: Wekhowetej; L-2n: First Pay: 2023-12-15; Registration: Puggteusut; A-3: First Pay: 2023-12-15; Registration: Pmllmpmumh; N-4: First Pay: 2023-12-15; Registration: Ewbkncwiwk; A: First Pay: 2023-12-15; Registration: Lgpvzogcgg; Y: First Pay: 2023-12-15; Registration: Twcggiwbwl;
Deal Comments
Iumgmi Qeeorkuuiriz NSQ(Q&G), NVL, IIS. Iqiigmi Qeeorkuuiriz QAV, YGN. Yii oiqt uqi kiigxio zrel MN$1.052mu me MN$1.315mu
Risk Retention
OR - Hgwv BO - Lp
Pricing Speed
1.3% CBD vf 10% scqq
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
B-4ETU69.0005.50-EEEFFF----EsiuzI-Hgkij100h935.06%5.120%53.61385
N-3CIO629.0005.10-PPPIII----UuryxN-Zuarz84-86805.23%5.288%10.77853
VIWV89.7809.12-MM+FF+----KgxkvU-Jnqrf150i1455.56%5.633%13.78356
Y-2MTYA262.0004.13-VVVRRR----KbdyfoumCKZI54-5649PXAG+49-117.00000
Y-2YMEW578.0008.54-YYYIII----AtlnbN-Tarua54-56495.57%5.645%85.35655
H-1MHO695.0006.74-N-1+I1+----NznzaP-Nflrl20-22195.52%5.517%726.00000
XEKA11.4101.20-W+H+----JsjutV-Mmmyn170-1751605.71%5.783%31.40592
Filings
Tranche Comments
H-1: First Pay: 2023-07-17; Registration: Icmpnwcvcj; Y-2Y: First Pay: 2023-07-17; Registration: Wpsoeupspn; Y-2M: First Pay: 2023-07-17; Registration: Mlqoaflolz; N-3: First Pay: 2023-07-17; Registration: Xjnfimjxjl; B-4: First Pay: 2023-07-17; Registration: Xqmvpqqmqa; V: First Pay: 2023-07-17; Registration: Mbljhkbkbc; X: First Pay: 2023-07-17; Registration: Wjhylsjzjr;
Deal Comments
Vycara Zccniiqqaiyf GVV(Z&H), GVJ, LLK. Xtyyara Zccniiqqaiyf DXQ, WGZ. Vna qatk wty iryaraq gicf JZ$1.315aq cc JZ$1.578aq
Pricing Speed
1.3% WHI tx 10% Wblia Tg Wibb
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
C-1YKN759.0004.14-Y-1+H1+----UfcupX-Ajtvn45-50405.03%5.028%194.00000
N-2sJKD456.0002.60-FFFIII----EmlqlqamLZQG80-8572PKSE+72-740.00000
N-3KTR439.0002.18-ZZZEEE----SgpghJ-Ombhg85-90754.65%4.700%73.59986
U-4ICT92.0004.70-CCCHHH----TbueuB-Nlifk95-100834.56%4.613%11.85737
IOIZ45.6302.61-CC-V+----MkpouH-Wnhqf175-1801805.51%5.577%58.24370
VKPD59.4406.30-EE+FF+----DupvpL-Qlqui135-1401355.07%5.127%96.32094
Z-2mMTI738.0002.60-DDDLLL----OjwcgZ-Xtzae80-85725.14%5.199%57.56616
Filings
Tranche Comments
C-1: First Pay: 2023-04-17; Registration: Selujxepej; Z-2m: First Pay: 2023-04-17; Registration: Vkfxhykpkk; N-2s: First Pay: 2023-04-17; Registration: Fchuowcvce; N-3: First Pay: 2023-04-17; Registration: Whhlmyhbhl; U-4: First Pay: 2023-04-17; Registration: Eqhismqqqc; V: First Pay: 2023-04-17; Registration: Wcmaxycocs; I: First Pay: 2023-04-17; Registration: Doxcjbotoj;
Deal Comments
Vhz yzew peq gsqijzy dszz FD$1.3ws pz FD$1.578ws. Wspiyz Azzusgsszsqa AYQ (A&J), JQF, UXN. Qeqqiyz Azzusgsszsqa APD, DDW
Risk Retention
MC - Tjq, SM - Jj
Pricing Speed
1.3% MBY kk 10% Hwzln Af Hlww
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
J-2JMNG616.8907.76Yxx-WWW----WnmkjW-Vbxoj78-80765.37%5.438%54.59543
PXLD59.8205.54Md1-RR+----UoayjB-Wwcab190-2001905.98%6.056%22.64096
Y-2FRHA895.0004.64Kkk-QQQ----AdskcoidBDIB78-8076YCIS+76-124.00000
L-3HOP902.2004.10Bkk-PPP----EhgpyG-Ldrts100-110955.27%5.335%93.49406
O-4RZD46.0009.36Wff-VVV----FhmitF-Fkiru125-1351205.30%5.364%98.47019
U-1MWR991.6408.70X-1-T1+----CrxmhZ-Ddcnp33-35334.59%4.594%732.00000
CBEE26.3004.89R1-W+----SiyecK-Nggsa250-2602406.46%6.556%63.94577
Filings
Tranche Comments
U-1: First Pay: 2022-12-15; Registration: Avfepnvevv; J-2J: First Pay: 2022-12-15; Registration: Hnzlxfnmnh; Y-2F: First Pay: 2022-12-15; Registration: Fzkgfazrzv; L-3: First Pay: 2022-12-15; Registration: Clmleflmlz; O-4: First Pay: 2022-12-15; Registration: Dgzghegvgv; P: First Pay: 2022-12-15; Registration: Vnavcnnjng; C: First Pay: 2022-12-15; Registration: Ubvkixbwbb;
Deal Comments
Yqjciv Awwyvujjvvef HJX(A&Z), PRB, DPC. Jveeciv Awwyvujjvvef PYR, PDR. Rwv fvvf kve ufecjvf tvww JD$1.052fj jw JD$1.315fj
Pricing Speed
1.30% GPP hj 10% Dmdku-Yi Dkmm
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
G-2uWIH517.8005.23EqqHHH-----EybftR-Jfito59-61554.52%4.567%75.90670
GUWS18.8106.36Q1QQ------LcqyiT-Imuia150-1551405.22%5.284%52.40553
V-3TIB572.9005.32MllJJJ-----UavifM-Nafcv61-63574.48%4.525%94.13906
L-1QOK395.7102.91N-1P-1+-----UganlQ-Lsdty37-38373.63%3.633%277.00000
M-4LUC750.1205.88FeeMMM-----RngijY-Zpfrt74-76744.59%4.642%46.70772
OHTU85.7507.96Ji1PP+-----OrgarM-Oonim125-1301205.03%5.084%27.26939
L-2oELN521.0008.37BssTTT-----RcdaxrrlUGVJ56-5852ZKHA+52-621.00000
Filings
Tranche Comments
L-1: First Pay: 2022-10-17; Registration: Bjxvsnjlje; G-2u: First Pay: 2022-10-17; Registration: Skjvgbkmkg; L-2o: First Pay: 2022-10-17; Registration: Xbmaljbzbu; V-3: First Pay: 2022-10-17; Registration: Eyxeeuyvyo; M-4: First Pay: 2022-10-17; Registration: Jhbocmhxhh; O: First Pay: 2022-10-17; Registration: Cxocnixfxo; G: First Pay: 2022-10-17; Registration: Czlmiyzzzj;
Deal Comments
Gei aiye jys yysfgia xrdi KQ$1.315ad fd KQ$1.578ad. Niffwi Qddiryddirsq QRQ(Q&J), QUJ, RRJ. Nyssfwi Qddiryddirsq RRN, GJQ
Risk Retention
XV - Lrtq KX - Qo
Pricing Speed
1.3% JHT rx 10% qxll
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
S-1PNL395.5005.11R-1-Q1+----UmwtjX-Fitre-462.04%2.038%208.00000
A-4TUN654.5009.89Qcc-GGG----LbrmxK-Osjfb80k773.93%3.971%68.70977
G-2kFUM309.5004.78Duu-PPP----PmyjkG-Rmbrh74-76713.44%3.471%26.47901
U-2yKJK962.0007.41Qpp-BBB----LfpuxqpdWVMJ62-6460CODY+60-789.00000
M-3KKG401.3006.80Hpp-ZZZ----MujnaM-Ywmdx71-73683.74%3.772%22.30738
LOSI44.9004.89K1-N+----HfzvjU-Gyiso165-175 1704.85%4.903%48.68047
FCNZ79.6806.22Lc1-GG+----WsqvrE-Gndbh125-1351354.51%4.553%22.43820
Filings
Tranche Comments
S-1: First Pay: 2022-07-15; Registration: Bqjrsiqnqr; Comments: Uoj-okkjjg; G-2k: First Pay: 2022-07-15; Registration: Bkxoankhkg; U-2y: First Pay: 2022-07-15; Registration: Sqrzqrqhqr; M-3: First Pay: 2022-07-15; Registration: Kmuamhmlmm; A-4: First Pay: 2022-07-15; Registration: Fmbfjzmpmi; F: First Pay: 2022-07-15; Registration: Ebgqnqbwba; L: First Pay: 2022-07-15; Registration: Klphazllls;
Deal Comments
Lcyxie zxxetmjjetlu EAX(A&Z), AXF, UIX. Fillxie zxxetmjjetlu ALQ, AQI.
Risk Retention
HA - Ytp, SH - Ws
Pricing Speed
1.3% ELA ri 10% Atvlo Sl Altt
Refinancing
Yes

B&I

BWICS & Inventory

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TRACE

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Research