Fitch Affirms Massachusetts Educational Financing Authority Issue E Bonds (2001 Trust)
A full list of rating actions follows at the end of this release.
KEY RATING DRIVERS
Collateral Quality: The collateral supporting the trust consists of 99.97% private student loans originated by the MEFA Loan Program. Based upon the trust's performance, the projected remaining gross defaults are expected to be in the range of 5%-7% of the current collateral balance.
Credit Enhancement (CE): CE is provided by overcollateralization and excess spread. As of the June 2015 distribution, the senior/total parity ratio is 106.40%.
Adequate Liquidity Support: Liquidity support is provided by a 1% surety bond provided by Ambac.
Servicing Capabilities: Day-to-day servicing is provided by Xerox Education Services LLC. Fitch believes that the servicing operations are acceptable.
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 than the base case. This will result in a decline in CE and remaining loss coverage levels available to the bonds and may make certain bond ratings susceptible to potential negative rating actions, depending on the extent of the decline in coverage. Fitch will continue to monitor the performance of the trust.
DUE DILIGENCE USAGE
No third-party due diligence was provided or reviewed in relation to this rating action.
Fitch has affirmed the following ratings:
Massachusetts Educational Financing Authority's (MEFA) Amended and Restated 2001 General Bond Resolution Educational Loan Revenue Bonds, Issue E:
--Series 2001A at 'AAsf'; Outlook to Stable from Negative;
--Series 2002E at 'AAsf'; Outlook to Stable from Negative;
--Series 2003A at 'AAsf'; Outlook to Stable from Negative;
--Series 2003E at 'AAsf'; Outlook to Stable from Negative;
--Series 2004A at 'AAsf'; Outlook to Stable from Negative;
--Series 2004B at 'AAsf'; Outlook to Stable from Negative;
--Series 2005A at 'AAsf'; Outlook to Stable from Negative;
--Series 2005B at 'AAsf'; Outlook to Stable from Negative;
--Series 2006A-1 at 'AAsf'; Outlook to Stable from Negative;
--Series 2006A-2 at 'AAsf'; Outlook to Stable from Negative;
--Series 2006C at 'AAsf'; Outlook to Stable from Negative;
--Series 2006D at 'AAsf'; Outlook to Stable from Negative;
--Series 2007A-1 at 'AAsf'; Outlook to Stable from Negative;
--Series 2007A-2 at 'AAsf'; Outlook to Stable from Negative;
--Series 2007A-3 at 'AAsf'; Outlook to Stable from Negative;
--Series 2007C at 'AAsf'; Outlook to Stable from Negative;
--Series 2007D at 'AAsf'; Outlook to Stable from Negative;
--Series 2007E at 'AAsf'; Outlook to Stable from Negative.
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