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I changed mine when I bought the truck 2.5 years ago with Amasoil Synthetic ATF. Some have moved away from the ATF and gone to a specific transfer case fluid recommended by Ford.
I don't plan to change it very often, perhaps during transmission fluid changes, which I have a manual so about every 25K miles or so based on use.
I started using Mobil 1 Synthetic ATF in my transfer case when rebuilding my "mechanical diode" 4R100 about 9 years ago. It was changed out at each trans service, there after (~ 50k miles). I also serviced my ESOF locking hubs at that time. ~ 150k miles using the Mobil 1 and no issues.
Due to the reported changes in ATF formulations, I used the recommended Ford transfer case fluid.
I figure that first it only takes a couple of quarts and secondly it only takes a couple minutes to change. Any warm fuzzy feeling I get from using synthetics can be regained by changing before the recommended interval. Any money saved by using a cheaper blend of ATF is minimal.
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