No oil cooler, but you do have a transmission cooler.
From Ford
Trailer Tow Package (535)
-Class IV
Trailer Hitch Receiver
-7-pin/ Wiring Harness
-Upgraded Radiator and Upgraded Auxiliary Transmission
Oil Cooler (Requires 4.6L V8 (99W), 5.4L 3V V8 (995) or 5.4L 3V V8 FFV (99V) Engine; Auxiliary Transmission Oil Cooler only with 4.2L V6 A/T (992/44Q)
-Upgraded Radiator and Upgraded Auxiliary Transmission Oil Cooler