US hedge fund mandates BofA for UK legacy RMBS

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US hedge fund mandates BofA for UK legacy RMBS

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Davidson Kempner Capital Management has mandated Bank of America for Stratton Mortgage Funding 2020-1, a UK RMBS deal made up of mortgages originated between 2002 and 2008. It was priced on Thursday and its 2.95-year senior notes landed at 90bp over Sonia.

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