Fitch Affirms North Texas Higher Education Auth, May 1, 2010 Indenture Ser 2010-1; Outlook Stable
KEY RATING DRIVERS
High Collateral Quality: The trust collateral consists 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 reinsurance provided by the U.S. Department of Education (ED) for at least 97% of principal and accrued interest.
Sufficient Credit Enhancement: CE is provided by overcollateralization (OC; the excess of trust's asset balance over bond balance) and excess spread. As of October 2015 distribution period total reported parity is 116.22%.
Adequate Liquidity Support: Liquidity support for note is provided by a reserve account. The reserve is sized equal to the greater of 1% of the pool balance, and $500,000.
Acceptable Servicing Capabilities: Higher Education Servicing Corporation (HESC) is the master servicer and provides day-to-day servicing for approximately 58% of the loans being securitized. Pennsylvania Higher Education Assistance Agency is the backup servicer for those loans serviced by HESC. Day-to-day servicing for the remainder of the portfolio is provided by Edfinancial Services, LLC (27%) and Nelnet Servicing, LLC (15%). All servicers have demonstrated adequate servicing capabilities.
Fitch Ratings reviewed North Texas Higher Education Authority, Inc. Series 2010-1 using its existing and proposed FFELP ABS criteria, listed below.
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.
DUE DILIGENCE USAGE
No third party due diligence was provided or reviewed in relation to this rating action.
Fitch has affirmed the following ratings:
North Texas Higher Education Authority, Inc. May 1, 2010 Indenture Series 2010-1:
--A-2 bond at 'AAAsf'; Outlook Stable.
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