Fitch Affirms Edsouth Indenture No. 7, LLC Series 2014-3; Outlook Stable
KEY RATING DRIVERS
High Collateral Quality: The trust collateral consists of 100% rehabilitated Federal Family Education Loan Program (FFELP) loans. Although the trust consists of approximately 100% rehabilitated 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 reinsurance provided by the U.S. Department of Education (ED) for at least 97% of principal and accrued interest. Fitch currently rates the U.S. sovereign rating at 'AAA' with a Stable Outlook.
Sufficient Credit Enhancement: is provided by overcollateralization and excess spread. In addition, the senior notes benefit from subordination provided by the class B note. As of April 2015 report, total parity is 102.78% and senior parity is 105.38%. Cash may be released to the issuer when the specified overcollateralization equals the greater of 2.25% of the adjusted pool balance and $300,000.
Adequate Liquidity Support: is provided by a capitalized interest and reserve fund sized at $5.90 and $0.42 million, respectively. The reserve fund requirement is the greater of 0.25% of the pool balance and 0.15% of the initial pool balance ($304,650.65) as of April 2015.
Acceptable Servicing Capabilities: is provided by Pennsylvania Higher Education Assistance Agency (PHEAA) and Great Lakes Education Loan Services. Fitch believes both to be acceptable servicers of FFELP student loans.
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 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 build-up of CE driven by positive excess spread given favourable 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:
Edsouth Indenture No. 7, LLC, Series 2014-3
--2014-3A notes at 'AAAsf; Outlook Stable;
--2014-3B notes at 'Asf'; Outlook Stable.
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