Fitch Affirms BMW Floorplan Master Owner Trust, Series 2012-1 and 2015-1; Outlook Stable
--2012-1 class A at 'AAAsf'; Outlook Stable;
--2015-1 class A at 'AAAsf'; Outlook Stable.
The class B notes in both series are not rated by Fitch.
KEY RATING DRIVERS
Good Quality of Receivables: The trust receivables are largely backed by new vehicles from dealers with strong internal dealer ratings and health.
Asset Concentrations: Dealers and manufacturers are subject to concentration limits, mitigating the risk of individual dealer defaults and losses. Further, the exposure to individual vehicle type, model or segment is mitigated with concentration limits in place.
Strong Dealer Network: Based on a review of dealer financial metrics and BMW FS' internal dealer risk ratings, which are categorized into eight distinct groups, the financial health of the participating dealer network in viewed as currently strong with the majority of dealers being profitable in 2015.
Strong Trust Performance: BMW FMOT has continued to experience positive trends in overall performance, including strong monthly payment rates (MPR), consistent asset yields, low agings/delinquencies and minimal dealer defaults and trust losses.
Adequate Credit Enhancement: Class A CE for 2012-1 and 2015-1 is currently 23.4% and 18.8% (of the series adjusted invested amount), respectively, comprised of an available subordination amount, subordination of the class B notes and a non-declining cash reserve fund. Structural features like early amortization triggers mitigate events of dealer/manufacturer defaults/bankruptcies.
Consistent Origination and Servicing: BMW FS has demonstrated adequate abilities as an originator, underwriter, and servicer, as evidenced by the historical delinquency and loss performance of BMW FMOT.
RATING SENSITIVITIES
To conduct a rating sensitivity for the outstanding notes, under a category B DFP platform, Fitch assumes portfolio default levels at 5%, 10%, and 15% and under two recovery-level scenarios of 50% and 30%. Fitch modeled each series with the assumption that the above defaults have occurred, reflecting asset performance in a stressed environment.
However, to date, performance for the trust has remained strong. A material deterioration would have to occur in performance to have potential negative impact on the ratings for each series.
DUE DILIGENCE USAGE
{No third-party due diligence was provided or reviewed in relation to this rating action.
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