Fitch Affirms College Loan Corporation Trust 2005-2; Outlook Stable
KEY RATING DRIVERS
High Collateral Quality: The trust collateral is comprised of 100% of Federal Family Education Loan Program (FFELP) loans. The credit quality of the trust collateral is high, in Fitch's opinion, based on the guarantees provided by the transaction's eligible guarantors and at least 97% reinsurance of principal and accrued interest provided by the U.S. Department of Education (ED). The current U.S. sovereign rating is at 'AAA' with a Stable Outlook.
Sufficient Credit Enhancement (CE): CE is provided by excess spread and overcollateralization. Additionally, the class A notes benefit from subordination provided by the class B notes. Excess cash may be released from the trust, provided that total parity is at least at 100.25%. As of September 2015, the total and senior parity levels were 101.98% and 111.01%, respectively. Fitch only gave credit up to the release level.
Adequate Liquidity Support: Liquidity support is provided by a reserve account. The reserve is sized equal to the greater of 0.25% of the current pool balance and $1,968,753 floor. The current reserve balance is at its floor.
Acceptable Servicing Capabilities: Xerox and Great Lakes are servicers of this trust. In Fitch's opinion, all the servicers are acceptable servicers of FFELP student loans.
Fitch reviewed College Loan Corporation Trust 2005-2 using its existing and proposed FFELP ABS criteria, listed below.
RATING SENSITIVITIES
Since FFELP student loan ABS rely on the U.S. government to reimburse defaults, 'AAAsf' FFELP ABS ratings will likely move in tandem with the 'AAA' U.S. sovereign rating. Aside from the U.S. sovereign rating, defaults and basis risk account for the majority of the risk embedded in FFELP student loan transactions. Additional defaults and basis shock beyond Fitch's published stresses could result in future downgrades. Likewise, a buildup of credit enhancement driven by positive excess spread given favorable basis factor conditions could lead to future upgrades.
DUE DILIGENCE USAGE
No third party due diligence was provided or reviewed in relation to this rating action.
Fitch has affirmed the following ratings:
College Loan Corporation Trust Series 2005-2
--Class A-3 at 'AAAsf'; Outlook Stable;
--Class A-4 at 'AAAsf'; Outlook Stable;
--Class B at 'A+sf'; Outlook Stable.
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