Fitch Affirms 4 Classes of Ford Credit Auto Owner Trust 2011-B
--Class A-4 at 'AAAsf'; Outlook Stable;
--Class B at 'AAAsf'; Outlook Stable;
--Class C at 'AAAsf'; Outlook Stable;
--Class D at 'AAAsf'; Outlook Stable.
KEY RATING DRIVERS
The affirmation of the notes in 2011-B reflect loss coverage levels consistent with current ratings. The transaction has continued to perform well within Fitch's cumulative net loss expectations to date.
The ratings reflect the quality of Ford Motor Credit Company's (FMCC) retail auto loan originations, the sound financial and legal structure of the transaction, and the strength of the servicing provided by FMCC.
RATING SENSITIVITIES
Unanticipated increases in the frequency of defaults and loss severity could produce loss levels higher than the current projected base case loss proxies and impact available loss coverage and multiples levels for the transaction. Lower loss coverage could impact the ratings and Rating Outlooks depending on the extent of the decline in coverage.
In Fitch's initial review of 2011-B, the notes were found to have limited sensitivity to a 1.5x and 2.5x increase of Fitch's base case loss expectations. To date, the transaction has exhibited strong performance with losses well within Fitch's initial expectations, with rising loss coverage and multiple levels. As such, a material deterioration in performance would have to occur within the asset pool to have potential negative impact on the outstanding ratings.
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