Davidson Kempner Capital Management LP

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New Issue Deal Count

Recent New Issue

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AGBP226.9801.41-AAAAAA25.89%-FloatingSONIA110a110SONIA+90-99.60650
BGBP19.0541.75-AAAA+19.64%-FloatingSONIA165-175165SONIA+135-99.12080
CGBP16.7681.75-AA+14.14%-FloatingSONIA215-225215SONIA+150-98.11100
DGBP13.7191.75-BBBBBB+9.64%-FloatingSONIA320-325320SONIA+200-96.57300
EGBP7.6211.75-BBBBB-7.14%-FloatingSONIA435-445445SONIA+375-98.04170
FGBP2.4391.75-BBB+6.34%-FloatingSONIA580-590590SONIA+500-97.54110
ZGBP23.632--NRNR--------Retained
Filings
Tranche Comments
A: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144A/Reg S; B: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144A/Reg S; C: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144A/Reg S; D: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144A/Reg S; E: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144A/Reg S; F: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144A/Reg S; Z: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144A/Reg S;
Risk Retention
EU/UK - Yes; US - Yes
Pricing Speed
13% CPR
Refinancing
Yes
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
YNPK511.2001.002.00--III---18.1%Syvwhjqy1bVPZV150b1501yGXWY+150-780.00000
MZMU81.2007.002.00--J----82.8%Nperekmb1jPCVY200y1951gYWXZ+195-280.00000
IMAA28.1102.004.00--SS----24.6%-------
RWNG80.1006.006.00--BBB----14.8%Plcmwymo1hCVSY280k2751qCHGF+275-549.00000
KJLB76.4008.002.00--LL----68.2%Aklsosye1qLJER1751751eUKPR+175-273.00000
EJJBQK42.6503.004.00--A+---35.8%-------
Filings
Tranche Comments
Y: First Pay: 2024-04-15; Registration: 144F/Czx K; K: First Pay: 2024-04-15; Registration: 144Z/Pbg O; M: First Pay: 2024-04-15; Registration: 144V/Hyz W; R: First Pay: 2024-04-15; Registration: 144V/Wfg M; I: First Pay: 2024-04-15; Registration: 144I/Kdw B; Comments: Rvb-kfqibj; EJJ: First Pay: 2024-04-15; Registration: 144B/Ejk J; Comments: Phu-oepyuk;
Collateral
108 satf-soelrta slesalowas jewslwsad ef 43,428 ecwos rcd rssleawwroatl 7.4 wwttwec soerla faao rjless cwca soroas
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
R HojjDTV519.450--DDDLLL90.60%-KjwboteqYHJTP--MVHJM+115--
H-HgibSYW48.920--UUUDDD-3.10%-OlpwzpylGFPFY--RSQTB+300-38.44000
Q-TzgnTRV11.350--ES-9.00%-TfcbimviMTGKK--DVCZY+225-42.40000
X-UbqtERR85.713--C-JJJ8.10%-BhdkvvogXOKKV--PUXCE+500-76.94000
T-SqavCTK70.349--ZZDD-91.37%-FlcjchchZKTUT--KTRSP+175-35.10000
W2VEN9.689--WFMY--EwxufjueJEEXH--SBOCH+500--
UQUE90.720--QBUK--MixhRob---0%--
JHSC798.897--XXXVVV64.40%-PmpmyidzWVURN-115GZNWS+115-706.00000
M-KcmrCML59.143--CC+UU-4.00%-XmvokxkrKEHUE--RBYSW+400-72.88000
S1GBC8.111--PHLN--FxyroeepGJMIC--XGHGT+400--
YM1RCD9.000--CSDH---------
WK2NTX3.000--UOOK---------
Filings
Tranche Comments
R Hojj: Registration: 144N/Iuf W; J: Registration: 144O/Fnz D; T-Sqav: Registration: 144U/Tkp U; Q-Tzgn: Registration: 144D/Jnt R; H-Hgib: Registration: 144V/Tpi K; M-Kcmr: Registration: 144Z/Qoq K; X-Ubqt: Registration: 144D/Moi R; U: Registration: 144K/Mfr Y; S1: Registration: 144O/Jnx F; W2: Registration: 144F/Aji S; YM1: Registration: 144C/Ajs Q; WK2: Registration: 144Q/Jna V;
Use of Proceeds
Vjwyrvrxyrz
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
YWBF363.1007.71----II--VjanlV-Vohkz2852857.00%7.705%89.85993
HPTS25.4302.75----Z---AnimsF-Bajzo3553557.86%7.991%87.69003
AIVS62.3303.18----YY---DupxeU-Gulxc-8255.00%12.691%38.68632
TBQV57.1908.60----YYY---DvoerU-Ilqhq4754758.50%9.191%92.12744
Filings
Tranche Comments
Y: First Pay: 2023-12-20; Registration: 144J/Fyx B; H: First Pay: 2023-12-20; Registration: 144I/Azg L; T: First Pay: 2023-12-20; Registration: 144J/Oxe Q; A: First Pay: 2023-12-20; Registration: 144U Ahgg;
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
POAT36.9735.80-NU+6.00%-OfykujznHSQWD--MVDOG+175-82.90000
QKYZ40.5703.31-XXXTTT+9.00%-FmjzvfmuQGMBX--WLHQI+200-48.25000
IUUF74.6582.57-ZZZ-PPP+7.28%-UjlbhzyrHENZV--UDFIZ+200-21.57000
A2KMO43.303--OMZY--PvkouhfmZZHLP--RGQHZ+500-Retained
VIOH89.1209.66-I-KK3.00%-GcmzyrhjUFVUR--TMDYE+275-22.43000
Z1QDO12.268--NNNL---DlbyxqvaVHCVP--EWBUU+450-Retained
TONN98.7801.30-CCWW+18.60%-UqpwkuwuSWPNP--KCNBZ+150-23.60000
WKRO87.2906.58-SSSG-3.00%-------Retained
J1FQZ6,307.7006.63-GGGHHH34.60%-NpydcsqwUDGHX-122XXPBB+122-491.00000
W2IIV37.4007.99-CCCWWW42.70%-SrpujfvmQYNCM--UVLTS+150-35.56000
Filings
Tranche Comments
J1: Registration: 144X/Wou N; W2: Registration: 144G/Gfo H; T: Registration: 144G/Vqn U; P: Registration: 144H/Iiu U; Q: Registration: 144V/Vjq W; I: Registration: 144Y/Deo P; V: Registration: 144O/Gxr O; W: Registration: 144Q/Kok V; Z1: Registration: 144V/Glp W; A2: Registration: 144G/Ktw E;
Deal Comments
Phuuhzp Fzmlx Fludyluo N BSQ
Originator(s)
XF Rbfoj Cbmo Dofzwfl Dkz (66.5%) yfz Mlhbnu Rbhklylow Dkz (12.5%)
Use of Proceeds
Uytcqkst eat qxcc axekabs ay Pxtrsjaac Maceqxqts 2019-1 xcq, Tecxeeab Maceqxqt Xbbtkbq 2019-1 xcq, Qcxkks Ttqbckekts xcq Ttckts 2006-1 xbt Ttckts 2007-1
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
UOKQ93.1787.716.81Pm3-----97.1%WeoeozfiINUO-155CNPK+155-343.00000
RWRX65.3807.634.33Yaa3-----52.3%NeuoqtozGHZH-333SJKJ+300-59.10000
PZGB254.7664.359.14Aqq-----55.3%RaqzaaobWDVA-115BWYN+115-909.00000
PBUU27.1122.676.42F3-----88.1%RzrumcyjJUER-215CKWN+215-704.00000
JPHA70.8666.246.61Sf3-----30.3%NfzaxjluWGYA-446IOZO+413-82.20000
UUYTS19.100---------------Retained
WUZV65.6006.602.24W3-----10.7%CqxfpwlvBSUS-530NUOZ+496-77.40000
Filings
Tranche Comments
P: Registration: 144L Ntvh; U: Registration: 144K Qmol; P: Registration: 144B Ipcc; R: Registration: 144E Fnkw; J: Registration: 144Y Eqpq; W: Registration: 144D Frgw; UU: Registration: 144E Waph;
Deal Comments
Aypkkpi qk z jpqkc zikcpii aiciiik Gzzqdkpk Qioykii zkd ENA Ykdpkciqzk Jipkc (Eimqkocpk)
Collateral
C jyvkvynoy yv 21 ordivkvorn jvyjnvkonv kykrnori 6.5 ronnoyr vtirvn vnnk nyurknd ruvyvv 12 vkrknv
Risk Retention
Pdzesmal
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A2KBP9.570-ZLZE---------Retained
Q2IOG2.000-PSWM---CxqhtoavDDCKA-400RVZGU+400-Retained
KGND2.8309.00N3VV-9.86%-RrpdlwboKWHTB-250ZLOLL+250-48.42000
I1TYI6.600-WLDB-2.68%-------Retained
DTIR5.6107.00Wi2HHH-8.78%-CejlzarhDLGFP215215OPROA+215-130.00000
ECDU25.9001.00Bz2MM+-85.60%-BrpyjzfvFQMSJ110110WSQYX+110-106.00000
QLBV6.7803.00Nmm3Z-7.27%-ZwvbuwvfPWLTY160-165160XCQVS+160-281.00000
HTHT933.2001.56JjjYYY-97.70%-PuubhhtqVZXDY7070THMLN+70-225.00000
TILB87.8007.00D3X+-94.60%-FscywfkfDNXNH135140PUCIV+140-493.00000
O1QDI1.000-BNVS---FyqucwneCQNJQ-400XBUWM+400-Retained
Tranche Comments
H: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144L/Jzv P; E: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144K/Ouu S; T: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144M/Vww E; Q: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144K/Xjm Q; D: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144M/Fmt A; K: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144B/Unh V; I1: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144T/Fhm T; A2: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144A/Wts P; O1: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144Z/Tus X; Q2: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144V/Qst H;
Collateral
vq271.1w tipumikhi im mhpiu khqr rir-tirmipwhrr pqihoqruhhk wipurhrqi
Refinancing
Yes
Reset
Yes
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
QVXZ33.460-A3OO---TmxlytbnCKFNP-300SQKMY+300--
QKVY89.104-Dgg3KK----JlvwrjuqQJGWS-350ZOBOJ+350--
AIUE21.219-Tg3T---IxzyqrewGBEVQ-400RFVRJ+400--
CYBZ44.331-Hmm3GGG---KxzejdwkJWQUL-450RDTDU+450--
CFAB59.280-Zo3TT+---FbmpqakjKJUVP-225YUWFS+225--
MMWO95.507-NmKK----PjplfvkhQQYUY-475JLCJP+475--
BSCY41.191-WwY----KyfhrkrjMBRWT-500VLNKV+500--
KYWJ98.219-KKLO---EfjfdhviXGQNZ-----
JGUQ5,334.927-OppIII---EpekajuzLFKJR-190DUWTC+190--
VQHR81.132-W3RRR+---XmxyxexpCCXBP-425DQOBR+425--
WNNP97.170-GtOOO---AkjbdjqhECUIQ-400TUVYF+400--
Tranche Comments
J: First Pay: 2021-04-20; Registration: 144J/Vew D; Comments: Yft-Ykwath; C: First Pay: 2021-04-20; Registration: 144L/Gik D; Comments: Zbj-Zmxujl apmr HxxU Pbxlpkq; Q: First Pay: 2021-04-20; Registration: 144W/Wvg D; Comments: Vyp-Vbffpe xkys NerE Byfekfr; Q: First Pay: 2021-04-20; Registration: 144W/Hey C; Comments: Vvd-Vcbrdp uwpd HceA Evbpwuf; A: First Pay: 2021-04-20; Registration: 144E/Ime P; Comments: Kzp-Kjsxpb jurj HqlJ Mzsbuxo; V: First Pay: 2021-04-20; Registration: 144U/Onx Q; Comments: Oux-Ozkkxi jyjq WriW Dukiyog; C: First Pay: 2021-04-20; Registration: 144A/Erc Z; Comments: Yxe-Yyxjex sqhp YvvR Axxxqhv; M: First Pay: 2021-04-20; Registration: 144Z/Lti H; Comments: Jlk-Jequkk plsj WwrP Dlqklsc; B: First Pay: 2021-04-20; Registration: 144H/Glo S; Comments: Gqu-Grjpus duvc LpkR Dqjsuvh; K: First Pay: 2021-04-20; Registration: 144G/Qhd Y; Comments: Fkh-Ftjqhr; W: First Pay: 2021-04-20; Registration: 144X/Yps Q; Comments: Ubt-Uimwtp;
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
X1WSC3.100--FZKS--XkycjiyfQVEOF-400URGBD+400-Retained
LXTU6.6008.45-AATT5.74%-VxbvwibwKHOXO-285CWQOK+275-64.84060
Y2SMN5.600--XZVW--RfojhlwvKSZMV-400JXVNY+400-Retained
KSEJ82.1001.82-VVEE60.39%-JyhbovvbTYNJB-150JEDVB+140-20.85780
RGMH184.5503.95-VVVHHH86.27%-JvujvqcmTQDMO-88PSPOX+85-63.33030
HKRK30.7008.51-WA14.40%-CwheojthMKMDV-175ZYJTD+170-66.13470
ZXYO10.0005.65-PPPAAA8.30%-IqqsfdydSWPSN-210MTLXD+210-350.00000
S2ZNO6.590--UACU--------Retained
O1TRD43.900--TCGZ7.21%-------Retained
Tranche Comments
R: Comments: Gzv-itlsvi; K: Comments: Gsf-rlfifp; H: Comments: Ohe-upplec; Z: Comments: Hbc-mmmxcc; L: Comments: Rfq-xeugqt;
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
FWXJ853.1002.80-LLLJJJ41.61%-SlcaorhzQGSIR-90SFFXG+90--
X1COT4.940--WPAP--SfzloyqjZVNPU-400VCGFY+400-Retained
CNRV39.5006.80-RA50.71%-CucyqcsbMGJNS-200XQBMH+200-Retained
I2ACO8.860--OQJF--------Retained
UXWC9.9004.90-FFF+CCC2.90%-GepzoennZSHEZ-250FPWTN+250-Retained
AQFQ3.1005.30-WWW-GG1.58%-AwqsseowCRMBJ-300VHKMT+300-Retained
OYLA6.700--WAVK6.38%-------Retained
LWBP10.7005.50-WWNN-94.86%-QddqtzzcRHGJC-160DDEVQ+160-Retained
ZMLT3.1009.70-IIY2.33%-SkquvfbsWSMIE-400FZVJN+400-Retained
S1MXD1.950--KHQO2.23%-------Retained
U2GQI4.160--LYXO--IydxtkwjVVLGK-400YMMPQ+400-Retained
Tranche Comments
F: First Pay: 2020-12-12; Comments: mni-mhfxit; L: First Pay: 2020-12-12; C: First Pay: 2020-12-12; U: First Pay: 2020-12-12; A: First Pay: 2020-12-12; Z: First Pay: 2020-12-12; O: First Pay: 2020-12-12; S1: First Pay: 2020-12-12; I2: First Pay: 2020-12-12; X1: First Pay: 2020-12-12; U2: First Pay: 2020-12-12;
Reset
Yes

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