Davidson Kempner Capital Management LP

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Recent New Issue

C/PSectorStatusDeal NameParentLeadsRegionDate
ABS
RMBS
PRCD
STRT 2024-3 (GBP 343m)Davidson Kempner Capital Management LPEMEA
May 30, 2024
ClassCCYSIZE (M)WALMOSPFIKRC/ELTVTYPEBNCHIPTGDNCSPRDCPNYLDPRICE
OCYA8.3858.11-VVVOOO-RRR3.00%-DvswxyfcMBSSE---HKBKT+200-78.69700
X2ATJ2.000--KHLCMX--NkzlyqlbQDGUK---FKVYJ+500-Retained
MDJM928.9224.13-DDDCCCKKK66.00%-XbzfjcbbZXODA--97.5VPNXW+97.5-332.00000
MTBF1.1423.30-URGG-TT+2.70%-GsvukuebVSSXZ---EVDEK+375-95.54200
Q1HOK1.000--JTPMKX--WpdqsildWPHTF---WCYXV+400-Retained
UBEB25.745--HMCUOK--OvumEel----0.000%-Retained
WXEI8.6428.22-PAYS+3.60%-BjhyqvyxUVFMN---EGCOH+475-83.41800
DUBP73.7037.57-NN-II-QQ+22.10%-OlddydyoSOPFU---LRZPD+135-48.88000
FSZA23.8467.99-A-Q-U+72.60%-DfufxzklUBNTB---DSOQS+150-39.44200
Tranche Comments
M: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Ito L Ecjv; D: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Wuw D Hsvt; F: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Ywi R Rrtv; O: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Kpq E Qgid; M: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Wkb V Ppwc; W: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Yoq G Toks; U: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Nts J Dicp; Q1: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Qfz N Opnl; X2: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Qpr V Azvm;
Risk Retention
VJ/JO - Renx JI - Ren
Pricing Speed
10% YSU

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