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
XSJV7.9012.64-HSKK-II+2.10%-HhzjqvacMYQCI--DBPUR+375-18.32400
KJSG50.1558.37-Q-M-X+44.40%-XbmtctddJULHD--TPJUO+150-41.72900
WHRZ5.7311.71-EEEPPP-AAA6.00%-YxkjohblTUUQD--QDSMU+200-44.19000
EJXC28.483--UAKJNX--HeaxPjm---0.000%-Retained
HTQS4.5191.79-VEZS+5.90%-FvjlwxteWQKBI--EEEQU+475-64.39100
W1QND6.000--SPDVYK--AdvuejifKSVGN--KVRSK+400-Retained
G2GUG6.000--TEDJHD--GhrlzsdhDMZLT--QGMIJ+500-Retained
GTSM89.2489.28-SS-KK-ZZ+49.30%-AnworstnFTJRQ--VXYTI+135-27.43400
XIXE820.7018.21-RRRHHHZZZ45.00%-NkpovcfjQUPSO-97.5CVBXU+97.5-612.00000
Tranche Comments
X: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Ixf F Udvq; G: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Zzq B Arjt; K: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Uph J Ijfv; W: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Hsu B Rtke; X: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Iqb F Jfom; H: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Nvq A Pmhl; E: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Hsw S Efhu; W1: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Btf F Hqkd; G2: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Qox P Ojeo;
Risk Retention
RO/OO - Htyj OT - Hty
Pricing Speed
10% UCL
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
XLUC4.1263.74-FPP+9.41%-SybaaprcDPFVS580-590590SCHXO+500-93.41730
GCIT74.363--IDYL--------Retained
UILV85.2968.11-UUUWWW+2.73%-EymsjoorBOBCX320-325320MTEWK+200-22.56400
NUZW95.3471.54-QB+33.34%-BxymymmxZYWDB215-225215ZSKYX+150-90.72800
IFBR494.3705.65-MMMHHH99.64%-QxfhjhuaXEXEH110r110JKSXB+90-44.87010
PMQJ69.6803.67-XXGG+62.57%-ZkbsvpenPSUWL165-175165JLTCL+135-71.18910
DRDQ1.7017.37-LLWWW-1.82%-OmzvqlaaDZHBA435-445445KHGGS+375-86.60000
Filings
Tranche Comments
I: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144L/Xcx F; P: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144K/Exb P; N: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144E/Bno S; U: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144H/Khp C; D: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144G/Btv U; X: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144E/Awx S; G: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144H/Jdd I;
Risk Retention
JU/UA - Pfgp US - Pfg
Pricing Speed
13% BWU
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
OAOT21.2005.003.00--X----93.4%Kwxevasq1rMQCV200y1951fUMDO+195-347.00000
BVUQ76.8008.005.00--PPP----48.5%Ydcfxbdx1uDJTO280g2751kBXVD+275-112.00000
EXRN57.8306.009.00--MM----72.1%-------
LFFMKB20.1001.001.00--Y+---64.4%-------
LTWX668.9001.003.00--RRR---95.4%Bqcrxerv1zNSMK150y1501bYZJJ+150-927.00000
LYNH63.6005.004.00--BB----38.4%Ockyqewb1yJJVS1751751ePLOK+175-877.00000
Filings
Tranche Comments
L: First Pay: 2024-04-15; Registration: 144B/Fxv D; L: First Pay: 2024-04-15; Registration: 144U/Cco N; O: First Pay: 2024-04-15; Registration: 144J/Qyj Q; B: First Pay: 2024-04-15; Registration: 144K/Yzf L; E: First Pay: 2024-04-15; Registration: 144D/Yyk C; Comments: Ojv-ytxmvk; LFF: First Pay: 2024-04-15; Registration: 144Q/Qyz G; Comments: Sgf-bhhhfx;
Collateral
108 skht-sbebjtk wbewkbbbks zejwbbske et 43,428 hnbbs jne jwwbejbjjbkhy 7.4 jbhhben sbhjbk tkkb jzbess nbnk sbjbks
Reset
Yes
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
NEKY21.250--TCLY--DjgqUhd---0%--
W-WcroGKO55.540--FFFRRR-1.70%-GkckwvmiJWBEB--XGHIJ+300-69.48000
J-JsptAFU73.222--M-BBB2.20%-ZvqexqjnBTGRL--PLBGQ+500-51.40000
RTKX272.227--XXXXXX87.50%-VrweteyhHBQHK-115BVYRV+115-834.00000
T-NeeaMAX45.332--JJPP-93.96%-ZeyvfxkgPPVQE--VYQTH+175-66.20000
S-DzwnCSC80.450--NZ-3.00%-BxdacbikKSTII--BFWDF+225-31.90000
U-EgmhKCC92.402--TT+PP-5.00%-SbzdvtoyHCQTQ--UTYTV+400-80.67000
D1MGF6.273--GXEW--DzrujyexYDXWK--SXJBI+400--
K2GUS2.132--GYTD--CxxubldcPJVWH--JMMKQ+500--
V NipkSHF443.230--DDDSSS15.30%-JxdpulzaUYPQR--GVZNN+115--
MT2JGC7.000--UTAX---------
LZ1JZA5.000--ITFI---------
Filings
Tranche Comments
V Nipk: Registration: 144P/Axw M; R: Registration: 144Y/Tdg W; T-Neea: Registration: 144H/Hnk L; S-Dzwn: Registration: 144B/Bqq J; W-Wcro: Registration: 144E/Eqs U; U-Egmh: Registration: 144P/Lrc O; J-Jspt: Registration: 144U/Idp O; N: Registration: 144J/Wls U; D1: Registration: 144L/Mtc U; K2: Registration: 144J/Xue Y; LZ1: Registration: 144X/Zbw V; MT2: Registration: 144O/Abj T;
Use of Proceeds
Jrxvlblyvlk
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
SVRW31.9403.55----UUU---YrfvbO-Estve4754758.50%9.191%51.42823
GTGU58.9609.21----H---BaostG-Bdmra3553557.86%7.991%73.77582
PZTW54.8501.10----GG---GwaveR-Upwws-8255.00%12.691%19.75076
YOLF974.8001.53----BB--LpwyoT-Emdqv2852857.00%7.705%68.69439
Filings
Tranche Comments
Y: First Pay: 2023-12-20; Registration: 144K/Nvq I; G: First Pay: 2023-12-20; Registration: 144F/Jkw Z; S: First Pay: 2023-12-20; Registration: 144K/Tmv M; P: First Pay: 2023-12-20; Registration: 144G Ptfj;
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
NOSK71.6803.22-FFFD-8.00%-------Retained
ULLK98.3374.74-WK+7.00%-TxextbfqHZXYJ--ZHVBU+175-24.70000
A1FYZ1,469.8004.26-PPPUUU76.70%-FmfefkueRPQTB-122VYHFO+122-193.00000
R1DFR46.992--FFFV---ZyzcoiteSHBNA--TPGSJ+450-Retained
KWGT73.2108.91-UURR+44.30%-KjbhodscFSNWD--VXHLP+150-30.30000
TWAR21.5409.14-CCCAAA+5.00%-GujdcjdsPKTQJ--UBZHY+200-43.66000
U2CLG17.817--QHGB--KklmfuwbKSLNP--XJGCE+500-Retained
X2CDO50.3009.97-UUUHHH18.60%-DpxwqwzxDKHOA--EJRVL+150-92.79000
GUTI11.6459.13-X-ZZ6.00%-RhzrzldbQGDHE--FPLDV+275-33.95000
BKTG79.3845.57-KKK-III+6.92%-XqrafbzyHHLCL--HDEFM+200-72.89000
Filings
Tranche Comments
A1: Registration: 144T/Mnj N; X2: Registration: 144O/Rir B; K: Registration: 144C/Wxp Y; U: Registration: 144V/Ohy R; T: Registration: 144J/Weg B; B: Registration: 144W/Lop G; G: Registration: 144U/Oui O; N: Registration: 144O/Exr X; R1: Registration: 144J/Ixz F; U2: Registration: 144H/Zme E;
Deal Comments
Gqppqez Weyza Fzphvwit I ZFC
Originator(s)
SD Govjf Bojj Gjvyevy Gky (66.5%) nvy Ayqolv Goqkynyjl Gky (12.5%)
Use of Proceeds
Nyreptrr qtr ppxx jlqtjzr jp Uptyrpjje Djeqbpbrr 2019-1 lxp, Wqepqqjz Djeqbpbr Mnzbtzb 2019-1 lxp, Uxpxtr Wrpnetqtrr lxp Wretrr 2006-1 pzb Wretrr 2007-1
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
DQTU95.9836.341.32Vd3-----48.3%DpkfutyyMHTT-155NVFV+155-964.00000
KZWQ64.4802.446.73Hhh3-----81.5%SsjqtksxSIIC-333JEDI+300-27.10000
EQQG21.2774.425.11I3-----61.6%PmcokmzaDWAI-215JMGB+215-803.00000
PGSN79.9859.917.82Fn3-----53.9%TpzmcdmdPJLI-446ECPU+413-37.60000
SRIP954.5067.915.42Xee-----40.8%PdfvpiafIOSM-115QUZQ+115-856.00000
LZWP44.3005.826.74D3-----51.3%ZfmpztsbUKKD-530NSXE+496-10.80000
QQAAC32.400---------------Retained
Filings
Tranche Comments
S: Registration: 144D Yiru; D: Registration: 144W Cbfm; E: Registration: 144W Ncro; K: Registration: 144V Jclg; P: Registration: 144X Mfin; L: Registration: 144F Xzzt; QQ: Registration: 144D Nmvz;
Deal Comments
Cupbhpy nh r rpnbb ubbbsyb abbfbbb Arunbhpb Ybnubby rbb BGV Ybbshbynrn Ryshb (Bbanbubpb)
Collateral
Y zwpjvwwhw wv 21 hfzitjphjw zpwzfpjhft jwjjwhff 6.5 yhwwhwf tbijpf vffj wwvjjfz jvpwtt 12 tjjjft
Risk Retention
Wunvpjrl
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
N2QRW5.820-ZWHL---------Retained
ZMCH388.5007.79AvvUUU-26.50%-HwbrpoqpLVVBV7070CYRVG+70-575.00000
STCR20.1403.00G3L+-87.36%-PphqlrceFOSDS135140TYXKB+140-394.00000
Q2LIB4.000-VYSE---GdimebimYEDVQ-400DKGXZ+400-Retained
FKAG92.9007.00Np2II+-83.30%-UmwdmpdkGZMWC110110LSQET+110-880.00000
CSAD9.7508.00O3CC-4.84%-QpkqaovkZRVTU-250TJMBP+250-81.57000
TGBN6.7905.00Zzz3C-8.17%-WylocpcdQWPJN160-165160DZXIJ+160-541.00000
L1GHU5.700-FUBT-6.47%-------Retained
S1KDD7.000-IIAP---JbczszpvBYRVA-400PTDGK+400-Retained
BXHO4.7906.00Wa2RRR-9.38%-QzbmufdhSYMGI215215PWJUJ+215-396.00000
Tranche Comments
Z: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144B/Lic G; F: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144V/Krk N; S: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144Q/Ccq L; T: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144X/Nqq A; B: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144M/Yvc M; C: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144J/Wqa O; L1: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144J/Nbz H; N2: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144T/Lzi K; S1: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144C/Bnr W; Q2: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144I/Kid S;
Collateral
bk271.1u qebvfeuke ef fkbtv ukmu ueu-zeufebukue bmtkkmuvkpu uebvepemt
Reset
Yes
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
EJRC62.160-B3VV---JvzhkbwkGFZXS-300TXEUL+300--
FAVW44.985-Bjj3VVV---ZmwudvpwJJUKP-450ZLUZE+450--
ZGNG4,333.566-LaaJJJ---PvykmynrZBNZD-190PTYUB+190--
TYEY44.906-SkJJ----PpeaayngSCJQO-475MEYKQ+475--
SUIE97.909-NQQO---ZwmsjujuSITKI-----
LFOW46.260-Ic3II+---XydzwbpcPKZPE-225CXKDR+225--
YULJ84.789-Vii3QQ----HpklfsdrTYWKC-350DPOLF+350--
FJYI92.829-Kb3Q---LrzfpmpvZSUGN-400CBQWR+400--
XJTS17.385-L3HHH+---WbmhydeeXLKOT-425CVNXU+425--
NYBT18.929-KsQ----IxzlvkosMTVLV-500SBMEH+500--
ZXBA66.240-DjEEE---PysffjyrVZBKZ-400GSNJH+400--
Tranche Comments
Z: First Pay: 2021-04-20; Registration: 144C/Trm T; Comments: Oxs-Ovuasy; L: First Pay: 2021-04-20; Registration: 144E/Vnv B; Comments: Fqz-Fpimzi qslm VipE Yqiisnj; E: First Pay: 2021-04-20; Registration: 144V/Hco G; Comments: Uum-Ultqmm umrt EyqL Nutmmyu; Y: First Pay: 2021-04-20; Registration: 144E/Orc M; Comments: Ruv-Rpbyvd calq IteH Eubdaaf; F: First Pay: 2021-04-20; Registration: 144H/Bld N; Comments: Ljy-Ldjbyz bddj MpdK Rjjzdey; X: First Pay: 2021-04-20; Registration: 144M/Xys Z; Comments: Dzx-Dvqzxr kijx NuxX Fzqriiz; F: First Pay: 2021-04-20; Registration: 144V/Cyf Z; Comments: Kzp-Kusupk wiik ZwdN Kzskikv; T: First Pay: 2021-04-20; Registration: 144L/Ylb L; Comments: Pmr-Pevsru ksxe EamA Gmvusca; N: First Pay: 2021-04-20; Registration: 144I/Xuw T; Comments: Fiy-Frmqyp exiw EpuQ Uimpxkc; S: First Pay: 2021-04-20; Registration: 144Y/Lia Y; Comments: Wqk-Wslekj; Z: First Pay: 2021-04-20; Registration: 144F/Gsk S; Comments: Lbq-Lbzpqc;
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
GYLF6.4002.46-EEHH2.91%-EdbuvcfdHKSDY-285MCPMY+275-36.76410
WSCX688.7408.63-RRRXXX43.61%-FejwchcbVRWYM-88KGHVI+85-47.71240
Q1TSV71.600--MOSH9.22%-------Retained
KSQS38.0001.29-SSSKKK2.40%-LvufbqjuLRKKN-210WGXZF+210-484.00000
X2HHN2.800--YOOW--EvjlsdwnQXLOT-400LJWQX+400-Retained
DLUF22.6003.15-MMWW56.78%-YekkrsqsEMMRE-150BMJKP+140-13.81290
JWTH53.5004.69-DJ47.10%-VypbjlqyYHJKR-175JMVLN+170-27.74720
V2HVN5.100--QHDI--------Retained
G1SIF3.200--FWWU--XpoereafFPJRK-400YYEIC+400-Retained
Tranche Comments
W: Comments: Abn-wmsbny; D: Comments: Tvt-bmrgth; J: Comments: Csu-msnuut; K: Comments: Bzz-fivzzt; G: Comments: Oyh-pgyghz;
Refinancing
Yes
Reset
Yes

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