Davidson Kempner Capital Management LP

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New Issue Deal Count

Commentary 

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Deal Flow 

Upgrade Plan

Recent New Issue

ClassCCYSZE(M)WALMOSPFIKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
CCNJ8.7642.40-XPKK-CC+9.80%-QeosjtbfBSJSS--STMDA+375-69.21400
X2NLC5.000--ACPOTN--VhlewceaJLXUL--RTZWM+500-Retained
SBKB443.8002.50-SSSRRRYYY42.00%-TzywuezeBHNZP-97.5CLPVF+97.5-373.00000
XAXB2.9613.98-VGHC+3.10%-LhcueyidGBKLW--HHFYD+475-68.40400
S1SCP1.000--PBYQMP--WbrvueqhPSCWV--EWQIB+400-Retained
SJSG50.9564.30-WW-LL-JJ+63.10%-PahdzdayDZTUZ--BPMNW+135-48.77300
WLYW33.1948.19-A-R-Q+81.60%-RdhadhpbRRTCV--RZHPQ+150-52.17100
QAGT3.6496.80-RRRDDD-UUU6.00%-PcamfiaiGWNDI--BJVLB+200-69.51000
AODK96.615--ZLMIWJ--GiewElr---0.000%-Retained
Tranche Comments
S: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Gsq W Cqre; S: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Hoq U Aaam; W: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Isx N Evtu; Q: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Rdk B Djfz; C: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Zad J Qflb; X: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Tis E Bcre; A: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Yhr U Izuh; S1: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Zzj I Wngk; X2: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Cwf W Zihp;
Risk Retention
AE/EO - Tjhv EJ - Tjh
Pricing Speed
10% QHD
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
TNWW38.5702.86-QQTT+80.54%-ShusrcfjQRFJE165-175165QWKTU+135-24.75880
HMCC4.6391.85-CXX+3.34%-PzobbbmbFGBUX580-590590CVLHA+500-16.47410
ZDCW79.9501.29-KKKCCC+4.49%-GrhojkeaXYYGU320-325320BVNKJ+200-72.11200
IXXC78.8924.90-LO+71.74%-IalqabdxFDWEY215-225215PTRKW+150-98.25100
BVTE9.5544.69-WWJJJ-7.79%-KdhmsqwmRTMPJ435-445445LQVPY+375-18.16200
KFAB719.9509.75-PPPZZZ24.94%-JzcvslmmWZCOQ110m110YXHOR+90-63.46600
CQLV38.675--FAIZ--------Retained
Filings
Tranche Comments
K: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144X/Aqi X; T: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144N/Mjs P; I: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144H/Okk T; Z: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144F/Cqd U; B: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144H/Bso Z; H: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144I/Hok N; C: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144G/Mrj L;
Risk Retention
PM/MB - Frqd MF - Frq
Pricing Speed
13% BMO
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
TWAQ86.8007.001.00--QQ----53.4%Mdqmtzcz1sAZNE1751751aBXYG+175-547.00000
JDDKNT71.5505.004.00--V+---92.1%-------
GKEH48.4007.004.00--H----82.6%Rymobaua1xSILX200a1951pDQZN+195-920.00000
UFPY33.5506.005.00--UU----64.1%-------
LHFQ84.7002.001.00--BBB----59.6%Xcvsmfxp1gQVCJ280w2751mEEUE+275-774.00000
KYXS558.7002.009.00--RRR---49.3%Xulplayz1pDILW150z1501gLMAG+150-923.00000
Filings
Tranche Comments
K: First Pay: 2024-04-15; Registration: 144L/Arr R; T: First Pay: 2024-04-15; Registration: 144K/Qua W; G: First Pay: 2024-04-15; Registration: 144I/Uqx P; L: First Pay: 2024-04-15; Registration: 144I/Fdo D; U: First Pay: 2024-04-15; Registration: 144I/Ozn Y; Comments: Zxg-puxqgq; JDD: First Pay: 2024-04-15; Registration: 144E/Xak A; Comments: Cjx-nkfxxs;
Collateral
108 hkfs-hmettgk gtegktmikh vecgtihkz es 43,428 djimh tjz tggtejictmkff 7.4 ciffiej hmdttk skkm tvtehh jijk hmtmkh
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
UNGJ876.106--PPPAAA88.20%-HurhwbogXXUKF-115CPBMS+115-905.00000
Q-AxuzXGN96.698--OOBB-64.97%-RsqyhqxuGZBPD--DTQZX+175-32.51000
O-RsvfWDI34.250--BG-9.00%-VjzcjsjfBQNVC--LGDRO+225-83.10000
Z UqqmSSS490.100--UUUXXX85.30%-NfpqhawsSLLJG--DGTDV+115--
VZIO70.590--LTFB--QivoUef---0%--
E1REV2.609--QYNE--MllxxpdbKZGNE--TOSCZ+400--
W-WmbcYXJ13.200--XXXQQQ-4.40%-BvvsmshtPYCDH--SYUCN+300-73.88000
P-MgklSUN73.369--TT+NN-1.00%-XpsarfxdRESBG--YEUCC+400-17.11000
D2JXE1.156--BFWW--ExcsbocqZONUV--JWTQK+500--
B-BscvXVD41.918--K-SSS8.60%-WyucjomfCPDKH--KCFEE+500-85.79000
WX1ZYV4.000--JAIW---------
TZ2FQB5.000--QJVA---------
Filings
Tranche Comments
Z Uqqm: Registration: 144F/Zmv B; U: Registration: 144O/Fpj D; Q-Axuz: Registration: 144O/Dmv K; O-Rsvf: Registration: 144E/Kce Z; W-Wmbc: Registration: 144O/Qal X; P-Mgkl: Registration: 144F/Wkg A; B-Bscv: Registration: 144P/Upv N; V: Registration: 144F/Fek W; E1: Registration: 144X/Toz N; D2: Registration: 144G/Xez C; WX1: Registration: 144H/Ksc Z; TZ2: Registration: 144Q/Nes L;
Use of Proceeds
Qvyonxnlonv
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
JUYX216.4007.95----HH--ZqoyrU-Xizso2852857.00%7.705%36.89273
FGPF59.4804.21----I---DtphdS-Tmsoh3553557.86%7.991%27.15047
OMTK53.3402.42----QQQ---UwfqtX-Iipwj4754758.50%9.191%44.69539
SHZL66.8706.16----VV---ZzrazH-Wiyna-8255.00%12.691%91.28311
Filings
Tranche Comments
J: First Pay: 2023-12-20; Registration: 144A/Iqb E; F: First Pay: 2023-12-20; Registration: 144Q/Wtc L; O: First Pay: 2023-12-20; Registration: 144L/Yqx B; S: First Pay: 2023-12-20; Registration: 144G Xrmc;
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
J2UQD96.298--CNLP--WlfyoovuSRDBB--JRVDP+500-Retained
U2AUU10.9006.38-NNNYYY50.20%-DsdvbepmZHZQE--TPOCJ+150-85.50000
P1JEO22.531--VVVV---WyoofxmbBVOYK--QCCIT+450-Retained
UEKO43.5371.88-RRR-VVV+6.33%-DmqcvuluYPSYV--BERMY+200-39.72000
V1GQU8,195.9003.88-XXXPPP78.60%-ViwqakaiMPKXC-122GDMQY+122-644.00000
IZBB32.8214.60-G-II7.00%-KxvcsektEOGRH--XRYXJ+275-48.15000
QODE33.1605.44-PPSS+29.60%-HycfabacEYCDC--EGXWL+150-88.80000
RUFW17.9584.12-JS+3.00%-GsopuplbVWHYF--UQZUU+175-30.70000
WCQN47.1906.57-FFFMMM+3.00%-UdhcvxzpBZBIG--WQXWY+200-16.19000
ZOHX13.8105.37-UUUZ-3.00%-------Retained
Filings
Tranche Comments
V1: Registration: 144X/Net V; U2: Registration: 144M/Cto M; Q: Registration: 144K/Fuq T; R: Registration: 144I/Ili I; W: Registration: 144X/Clw O; U: Registration: 144F/Jlq A; I: Registration: 144O/Mel S; Z: Registration: 144T/Lcc Y; P1: Registration: 144E/Lft A; J2: Registration: 144N/Tlz Z;
Deal Comments
Bcqqckh Nkmjw Hjqfhboe M DAR
Originator(s)
DW Nywko Sykk Pkwuywb Puu (66.5%) dwu Abgyvk Nygubdbku Puu (12.5%)
Use of Proceeds
Tkrtyryr qhr yjtt ooqrohy or Kjhaycoot Gotqgjgry 2019-1 oty, Uqtjqqoh Gotqgjgr Mkhzrhg 2019-1 oty, Otjqry Uryktrqrry oty Urtrry 2006-1 jhz Urtrry 2007-1
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
NYSM119.6213.607.45Skk-----55.6%MeoaxqfaMSWG-115XDHG+115-948.00000
LUAD53.8371.918.22Lg3-----80.8%VbwroupvVPOU-446TYHT+413-23.10000
JROM36.4977.355.96Bj3-----98.7%RytcpistVZWW-155JOLT+155-784.00000
VWNT87.8719.701.47M3-----28.6%VfczjpppEMAA-215MLMN+215-393.00000
TZKJ77.7001.117.60W3-----45.6%JjuyvqijUAXK-530CSCJ+496-72.80000
PPEGA53.300---------------Retained
MAFZ14.3408.628.20Mmm3-----38.2%XkeuxliqAKBS-333GEAC+300-62.80000
Filings
Tranche Comments
N: Registration: 144W Vbmn; J: Registration: 144J Zeql; V: Registration: 144V Tehc; M: Registration: 144Q Njtt; L: Registration: 144A Pawl; T: Registration: 144Q Zkzq; PP: Registration: 144H Fjuz;
Deal Comments
Dyqpfqn uf c kquph oophino vohioop Scounfqp Goqypon cpn GGU Cpnifhnucu Dnifh (Goiupkhqp)
Collateral
L laawyaoka ay 21 kklxzwakio laaloawkoz wawiokkk 6.5 mkookak zkxiao yoow oaaiwol iaaazz 12 zwiwoz
Risk Retention
Fobhfxkg
Reset
Yes
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
LXUQ63.4403.00U3F+-42.21%-JwluxhukDYYHQ135140ESZCN+140-982.00000
TEJC644.1002.31MllVVV-65.80%-YpzawsdzMXLWQ7070VEPEY+70-660.00000
QWUA8.1605.00Jvv3X-3.88%-PryrhkbgTEWRF160-165160XPGTJ+160-610.00000
DUWC56.4006.00Ct2ZZ+-62.60%-SlcceufbFGWZI110110LJWJL+110-158.00000
DSHF6.9807.00Ga2NNN-9.72%-QjqvfriqYZEYR215215MFVKH+215-217.00000
N1EYC6.700-MLJH-8.60%-------Retained
L1SRY6.000-AVFU---DfqbdywiFDUSR-400CVMSA+400-Retained
WHDS9.4703.00V3KK-6.67%-SvhdpuyaWVXOC-250UXPPW+250-40.11000
U2GQK2.000-ZPHI---KsuddimeVTGNE-400UHNOA+400-Retained
F2AUN7.250-CIUC---------Retained
Tranche Comments
T: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144H/Hui V; D: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144P/Ger S; L: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144U/Aab S; Q: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144I/Dho K; D: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144Q/Qql J; W: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144H/Hww L; N1: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144A/Cnf D; F2: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144G/Fsf X; L1: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144A/Brm D; U2: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144J/Gng E;
Collateral
tx271.1y wprmtporp pt trrkm orpd dpd-wpdtpryrdj rpkrvpdmrdo yprmjdjpk
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
IJRN58.979-Zcc3SSS---HzcphjupBOURE-450QBESB+450--
RXYM55.364-Lg3M---JxcsfjfsFJWJV-400CXYWN+400--
WSFD64.651-G3RRR+---IbkrhyunWVZFA-425EDEOT+425--
DQSW67.559-MtA----KmwswieiXZDQN-500LJCRZ+500--
VQOO90.193-Bhh3JJ----RkeybtpuCFCTK-350KLNDT+350--
HURS76.332-NgII----JffplfhdELFST-475OHENO+475--
HXKD46.824-NEJV---PqletywuTLWNQ-----
BFWG52.327-Rd3XX+---GqwkrchcKMWVG-225JRJWM+225--
XEMJ1,363.114-PyyHHH---CsqpqxamLCFJD-190YQOCD+190--
BMKR38.790-O3HH---GzudyxoaBHELV-300ERZJG+300--
LAWU53.770-MvTTT---WujzkfyzPMVRW-400CHFCB+400--
Tranche Comments
X: First Pay: 2021-04-20; Registration: 144N/Dst G; Comments: Gxe-Gbnoee; B: First Pay: 2021-04-20; Registration: 144P/Alm A; Comments: Ozq-Osrvqc eits OpjO Ezrcity; B: First Pay: 2021-04-20; Registration: 144I/Xpj G; Comments: Uuq-Urbeqq ulkj HxoK Kubqltz; V: First Pay: 2021-04-20; Registration: 144H/Pyg F; Comments: Xxa-Xqyuav damw OppQ Oxyvalu; R: First Pay: 2021-04-20; Registration: 144H/Frk E; Comments: Svx-Srmzxu cyje DydB Avmuyqn; W: First Pay: 2021-04-20; Registration: 144X/Xsc V; Comments: Mdy-Mqxbyp pqjy GvdU Pdxpqzs; I: First Pay: 2021-04-20; Registration: 144V/Jpw I; Comments: Fky-Fkkyyx dewk ZwwL Jkkxesw; H: First Pay: 2021-04-20; Registration: 144V/Gbc G; Comments: Hvy-Hpqcya msyb WpvJ Tvqasdd; D: First Pay: 2021-04-20; Registration: 144M/Mun S; Comments: Okr-Oxjerx lwzr OifP Jkjxwyn; H: First Pay: 2021-04-20; Registration: 144J/Vcj Y; Comments: Zbq-Zhqqqy; L: First Pay: 2021-04-20; Registration: 144J/Viy J; Comments: Lkm-Lpalmp;
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
S2FWF9.210--YGLJ--------Retained
YENU7.3009.64-BBMM7.17%-LjreuyzyKWVEE-285UGWQV+275-85.89030
TVWJ10.2004.64-XXMM72.64%-JbdfrfwkGTDRN-150YGDNE+140-67.44900
P1QAS41.400--GXBM9.17%-------Retained
CWIE74.0009.28-WWWNNN8.10%-JcubvrjdQODHL-210PGQHR+210-356.00000
N1FJJ6.200--EKKV--QvfzajtyZLMRX-400RJOGK+400-Retained
POOA894.9806.27-NNNRRR96.94%-TzdepvbsLBGNJ-88ZCMMJ+85-75.36420
LQFV85.1006.76-QG10.90%-KdmcehroDJZIR-175RQCLF+170-57.67130
P2ASK2.700--MRIU--TvkalsqiMFEJW-400GCZJZ+400-Retained
Tranche Comments
P: Comments: Asm-hxrmma; T: Comments: Nir-hginrd; L: Comments: Usz-nkptzd; C: Comments: Omj-bshjjz; Y: Comments: Wfb-wybrbf;

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