Fitch Affirms Massachusetts Educational Finance Authority Issue J, Series 2011 and 2012
OREANDA-NEWS. Fitch Ratings affirms the ratings of the student loan revenue bonds issued by Massachusetts Educational Financing Authority (MEFA), Issue J series 2011 and 2012 at 'Asf'. The Rating Outlook remains Stable.
A detailed list of rating actions follows at the end of this press release.
KEY RATING DRIVERS
Collateral Quality: The trust is collateralized by approximately $221 million of private student loans as of Dec. 31, 2015. The loans were originated under MEFA's Student Loan Program. The projected remaining defaults are expected to range between 5%-8% of the current pool balance. A recovery rate of 35% was applied based on the data provided by MEFA.
Credit Enhancement (CE): CE is provided by overcollateralization (the excess of trust's asset balance over bond balance) and excess spread. Currently, the trust is releasing excess cash since it has reached its release parity threshold of 109%. As of Dec. 31, 2015, the parity ratio was 109.59% (CE 8.75%).
Liquidity Support: Liquidity support is provided by a debt service reserve fund, currently sized at $4,625,700 as of Dec. 31, 2015.
Servicing Capabilities: Day-to-day servicing is provided by Xerox Education Services. Fitch believes their servicing operation is 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 notes and may make certain note 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 affirms the following ratings:
Massachusetts Educational Financing Authority (MEFA) Education Loan Revenue Bonds, Issue J series 2011 and series 2012:
--Series 2011 maturing on July 1, 2017 at 'Asf'; Outlook Stable;
--Series 2011 maturing on July 1, 2018 at 'Asf'; Outlook Stable;
--Series 2011 maturing on July 1, 2019 at 'Asf'; Outlook Stable;
--Series 2011 maturing on July 1, 2019 at 'Asf'; Outlook Stable;
--Series 2011 maturing on July 1, 2020 at 'Asf'; Outlook Stable;
--Series 2011 maturing on July 1, 2020 at 'Asf'; Outlook Stable;
--Series 2011 maturing on July 1, 2021 at 'Asf'; Outlook Stable;
--Series 2011 maturing on July 1, 2022 at 'Asf'; Outlook Stable;
--Series 2011 maturing on July 1, 2023 at 'Asf'; Outlook Stable;
--Series 2011 maturing on July 1, 2024 at 'Asf'; Outlook Stable;
--Series 2011 maturing on July 1, 2025 at 'Asf'; Outlook Stable;
--Series 2011 maturing on July 1, 2026 at 'Asf'; Outlook Stable;
--Series 2011 maturing on July 1, 2027 at 'Asf'; Outlook Stable;
--Series 2011 maturing on July 1, 2028 at 'Asf'; Outlook Stable;
--Series 2011 maturing on July 1, 2029 at 'Asf'; Outlook Stable;
--Series 2011 maturing on July 1, 2033 at 'Asf'; Outlook Stable;
--Series 2012 maturing on July 1, 2018 at 'Asf'; Outlook Stable;
--Series 2012 maturing on July 1, 2018 at 'Asf'; Outlook Stable;
--Series 2012 maturing on July 1, 2019 at 'Asf'; Outlook Stable;
--Series 2012 maturing on July 1, 2019 at 'Asf'; Outlook Stable;
--Series 2012 maturing on July 1, 2020 at 'Asf'; Outlook Stable;
--Series 2012 maturing on July 1, 2020 at 'Asf'; Outlook Stable;
--Series 2012 maturing on July 1, 2021 at 'Asf'; Outlook Stable;
--Series 2012 maturing on July 1, 2021 at 'Asf'; Outlook Stable;
--Series 2012 maturing on July 1, 2022 at 'Asf'; Outlook Stable;
--Series 2012 maturing on July 1, 2023 at 'Asf'; Outlook Stable;
--Series 2012 maturing on July 1, 2024 at 'Asf'; Outlook Stable;
--Series 2012 maturing on July 1, 2025 at 'Asf'; Outlook Stable;
--Series 2012 maturing on July 1, 2026 at 'Asf'; Outlook Stable;
--Series 2012 maturing on July 1, 2027 at 'Asf'; Outlook Stable;
--Series 2012 maturing on July 1, 2028 at 'Asf'; Outlook Stable;
--Series 2012 maturing on July 1, 2030 at 'Asf'; Outlook Stable.
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