Fitch Takes Various Actions on College Loan Corporation Trust II
OREANDA-NEWS. Fitch Ratings has taken the following rating actions on College Loan Corporation Trust II:
--2007 class 1A-3 at 'AAAsf'; Outlook Stable;
--2007 class 1A-14 at 'AAAsf'; Outlook Stable;
--2007 class 1B-2 at 'Asf'; Rating Watch Negative maintained;
--2007 class 1B-3 at 'Asf'; Rating Watch Negative maintained.
KEY RATING DRIVERS
Maturity Risk: Maintenance of the Rating Watch Negative is based on heightened risk of the class B notes missing their legal final maturity dates of Jan. 25, 2047 (same for both classes), which would result in an event of default. In an event of such technical default, Fitch would expect ultimate repayment of full principal and interest after the legal final. Fitch expects to resolve the Rating Watch Negative status once its revised Federal Family Education Loan Program (FFELP) criteria report is published. The magnitude of any potential rating action could vary depending on remaining time to maturity, recent payment trends, issuer actions such as loan purchases, or other external factors.
Collateral Quality: The trust collateral consists of 100% FFELP student loans. The credit quality of the trust is high, in Fitch's opinion, based on the guarantees provided by the transaction's eligible guarantors and reinsurance provided by the U.S. Department of Education (ED) for at least 97% of principal and accrued interest. Fitch rates the U.S. at 'AAA' with a Stable Outlook.
Sufficient Credit Enhancement: Credit enhancement is provided by overcollateralization and excess spread, while the class A notes also benefit from subordination provided by the class B notes. Senior and total parity is at 108.89% and 100.83%, respectively as of Dec. 31, 2015 collection period.
Adequate Liquidity Support: Liquidity support for the notes is provided by a reserve account which is currently at $2,278,750, with a floor of the great of 0.50% of the bond balance and $2,000,000.
Acceptable Servicing Capabilities: Xerox Education Services, LLC, doing business as ACS Education Services (XES) services 93.69% and Great Lakes services the remaining 6.31% of the portfolio. Fitch believes XES and Great Lakes is an acceptable servicer of FFELP student loans.
On Nov. 18, 2015, Fitch released its exposure draft which delineates revisions it plans to make to the 'Rating U.S. Federal Family Education Loan Program Student Loan ABS Criteria', dated June 23, 2014. Fitch has reviewed this transaction under both the existing and proposed criteria.
RATING SENSITIVITIES
Since the FFELP student loan ABS relies 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, basis risk, and loan extension risk account for the majority of the risk embedded in FFELP student loan transactions. Additional defaults, basis shock beyond Fitch's published stresses, lower than expected payment speed, and other factors could result in future downgrades. Likewise, a buildup of CE driven by positive excess spread given favorable basis factor conditions could lead to future upgrades.
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