Fitch Affirms EdSouth Indenture No. 1, LLC Series 2010-1; Outlook Stable
KEY RATING DRIVERS
High Collateral Quality: The trust collateral is comprised of 100% (94% Non-Rehab; 6% Rehab) 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 'AAA' with a Stable Outlook.
Sufficient Credit Enhancement (CE): CE is provided by overcollateralization (OC; the excess of trust's asset balance over bond balance) and excess spread. As of the July 2015 servicer report, total parity was 126.05% (20.67% CE). Additionally, the trust is in turbo and no cash will be released until all notes are paid in full.
Adequate Liquidity Support: Liquidity support is provided by reserve account (0.25% of outstanding notes or $411,651).
Acceptable Servicing Capabilities: Pennsylvania Higher Education Assistance Agency (PHEAA) services 69% of the loans and Great Lakes services 31%. In Fitch's opinion, both PHEAA and Great Lakes are acceptable servicers of FFELP student loans.
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 build-up of credit enhancement driven by positive excess spread given favorable basis factor conditions could lead to future upgrades.
DUE DILIGENCE USAGE
Fitch was not provided due diligence information from any third parties relating to the EdSouth Indenture No. 1, LLC, Series 2010-1.
Fitch has affirmed the following:
EdSouth Indenture No. 1, LLC series 2010-1
--Class A-1 at 'AAAsf'; Outlook Stable.
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