The CD4E transmission has a filter, but it is embedded deep inside the transmission for some reason known only to Ford. Thus it is very advisable to buy an external inline oil filter (eg, www.permacool.com) and do a complete fluid change annually. The transmissions are rated only slightly above the US AXOD Taurus transmissions, and so the use of cheapest-brand full-synthetic annually may be advisable since some problems are as much design as overheating related.