OREANDA-NEWS. Fitch Ratings expects to rate DRB Prime Student Loan Trust 2015-B as follows:

--\\$112,343,000 class A-1 notes 'BBBsf(exp)'; Outlook Stable;
--\\$217,416,000 class A-2 notes 'BBB+sf(exp)'; Outlook Stable;
--\\$29,226,000 class A-3 notes 'BBB+sf(exp)'; Outlook Stable.

KEY RATING DRIVERS
Strong Collateral Quality: The 2015-B trust pool consists of 100% private consolidation loans provided to employed graduates of professional programs. As of the May 29, 2015 statistical cutoff date, the weighted average Fair Isaac Corp. (FICO) score at origination was 764; the average income was approximately \\$178,730, 100% of the loans are in active repayment; and none of the loans were more than 30 days past due or involved in a bankruptcy proceeding.

Sufficient Credit Enhancement (CE): Transaction cash flows were satisfactory under all stressed scenarios at Fitch's 'BBBsf' for class A-1 and 'BBBsf+' for class A-2 and A-3 rating categories. CE for each class A note is provided by overcollateralization (OC); excess spread and limited cross-collateralization. The initial CE for class A-1, A-2, and A-3 is expected to be 10.21%, 10.17%, and 10.17%, respectively. Funds cannot be released from the trust unless the OC (including the reserve account) builds up to the greater of 11.94% of the adjusted pool balance for each note or \\$2,496,773, \\$4,829,987, and \\$649,266 for class A-1, A-2, and A-3 not, respectively.

Adequate Liquidity Support: Liquidity support is provided by a reserve account for each class A note, which will be fully funded at closing and maintained at the greater of 0.25% of each respective class A outstanding note balance and 0.15% of each class A initial note balance.

Satisfactory Servicing Capabilities: DRB will service all of the loans in the 2015-B trust, and First Associates, LLC as a backup servicer. Fitch has reviewed the servicing operations of DRB and considers it to be an effective private student loan servicer.

RATING SENSITIVITIES
As Fitch's base case default proxy is derived primarily from historical collateral performance, actual performance may differ from the expected performance, resulting in higher loss levels and/or prepayment speeds than the base case. This will result in a decline in available CE and the remaining loss coverage levels available to the notes. Therefore, note ratings may be susceptible to potential negative rating actions, depending on the extent of the decline in the coverage.

Rating sensitivity results should only be considered as one potential outcome, as the transaction is exposed to multiple dynamic risk factors. Rating sensitivity should not be used as an indicator of future rating performance.

Key Rating Drivers and Rating Sensitivities are further described in the presale report titled 'DRB Prime Student Loan Trust 2015-B, dated Aug. 12, 2015, available on www.fitchratings.com, or by clicking on the link.

DUE DILIGENCE USAGE
No third party due diligence was provided or reviewed in relation to this expected rating.