Moody's

HPS Investment Partners is adding a new name to one of its legacy Highbridge CLOs, as well as piling on extensive changes to note structure, deal terms and restrictions on some higher-risk assets.

Nissan's second U.S. lease-securitization of 2017 pools more than 71,000 contracts with $1.5 billion outstanding on cars, SUVs and cross-overs. Delinquencies remain low, but residual values are growing volatile.

GM Financial is following similar actions by American Honda, Santander, Fifth Third and USAA to limit Texas exposure in securitizations, but the captive-finance lender has extended the exclusion to Florida loans as well.

The deal, Sunrise SPV 20 S.r.l., is collateralized by more than 120,000 auto, furniture and personal loans originated by the Italian lender.

The deal is the real estate investment trust's seventh of 2017; the collateral was contributed by 135 originators, including Quicken Loans and First Republic Bank.

Bank of Nova Scota's third overall deal in its brief auto-loan securitization history will feature $500m in U.S.-dollar denominated bonds.

The total includes over $78 billion in new transactions; collateralized loan obligations issued post-crisis have lmited exposure to Toys R Us, which filed for bankruptcy last week.

The latest round of Freddie-backed mortgages for the development, acquisition or rehabilitation or affordable multifamily housing includes 67 properties, with the highest concentration in California.

The San Francisco-based bank's first prime auto loan securitization in two years includes a sizable portion of loans (60% of the pool) with terms exceeding six years.

RREEF America, the real estate investment unit of Deutsche Asset Management, is securitizing an unusual mix of speculative-grade project finance and corporate in a debut $431.3 million collateralized debt obligation.