0001539497-22-001366.txt : 20220809 0001539497-22-001366.hdr.sgml : 20220809 20220808205415 ACCESSION NUMBER: 0001539497-22-001366 CONFORMED SUBMISSION TYPE: FWP PUBLIC DOCUMENT COUNT: 1 FILED AS OF DATE: 20220809 DATE AS OF CHANGE: 20220808 SUBJECT COMPANY: COMPANY DATA: COMPANY CONFORMED NAME: BANK 2022-BNK43 CENTRAL INDEX KEY: 0001937096 STANDARD INDUSTRIAL CLASSIFICATION: ASSET-BACKED SECURITIES [6189] STATE OF INCORPORATION: NC FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: FWP SEC ACT: 1934 Act SEC FILE NUMBER: 333-257991-05 FILM NUMBER: 221146115 BUSINESS ADDRESS: STREET 1: 301 SOUTH COLLEGE STREET CITY: CHARLOTTE STATE: NC ZIP: 28228-0166 BUSINESS PHONE: 7043832556 MAIL ADDRESS: STREET 1: 301 SOUTH COLLEGE STREET CITY: CHARLOTTE STATE: NC ZIP: 28228-0166 FILED BY: COMPANY DATA: COMPANY CONFORMED NAME: WELLS FARGO COMMERCIAL MORTGAGE SECURITIES INC CENTRAL INDEX KEY: 0000850779 STANDARD INDUSTRIAL CLASSIFICATION: ASSET-BACKED SECURITIES [6189] IRS NUMBER: 561643598 STATE OF INCORPORATION: NC FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: FWP BUSINESS ADDRESS: STREET 1: 301 SOUTH COLLEGE STREET CITY: CHARLOTTE STATE: NC ZIP: 28228-0166 BUSINESS PHONE: 7043832556 MAIL ADDRESS: STREET 1: 301 SOUTH COLLEGE STREET CITY: CHARLOTTE STATE: NC ZIP: 28228-0166 FORMER COMPANY: FORMER CONFORMED NAME: WACHOVIA COMMERCIAL MORTGAGE SECURITIES INC DATE OF NAME CHANGE: 20020304 FORMER COMPANY: FORMER CONFORMED NAME: FIRST UNION COMMERCIAL MORTGAGE SECURITIES INC DATE OF NAME CHANGE: 19960520 FORMER COMPANY: FORMER CONFORMED NAME: FIRST UNION MORTGAGE SECURITIES INC DATE OF NAME CHANGE: 19951013 FWP 1 n3204-x16_hedgeratios.htm FREE WRITING PROSPECTUS

    FREE WRITING PROSPECTUS
    FILED PURSUANT TO RULE 433
    REGISTRATION FILE NO.: 333-257991-05
     

 

BANK 2022-BNK43

Hedge Ratio Calculations

 

Tranche Balance Dur WAL Hedge   Price
Name       Ratio   %
A1 16,160,000 2.25 2.46       0.8111 to 3 year 100.00
A2 46,018,000 4.30 4.90       0.9668 to 5 year 103.00
A3 3,443,000 5.88 6.89       0.9432 to 7 year 100.00
ASB 23,908,000 6.14 7.35       1.0145 to 7 year 103.00
A4 229,700,000 7.83 9.67       0.9245 to 10 year 101.00
A5 405,454,000 7.89 9.86       0.9500 to 10 year 103.00
AS 100,938,000 7.75 9.91       0.9332 to 10 year 103.00
B 50,469,000 7.64 9.97       0.9199 to 10 year 103.00
C 43,999,000 7.53 9.97       0.8682 to 10 year 98.63
D 28,470,000 7.98 9.97       0.6504 to 10 year 69.71
E 21,999,000 7.83 9.97       0.5779 to 10 year 63.14

 

   
3 Year Risk 2.774
5 Year Risk 4.581
7 Year Risk 6.234
10 Year Risk 8.554

 

Disclaimer:

 

Wells Fargo Securities has provided this data as an accommodation solely for informational purposes only and not for the benefit or use of any third-party.  The information contained herein has been prepared solely for informational purposes and is not an offer to buy or sell or a solicitation of any offer to buy or sell any security or to participate in any trading strategy. By accepting this data, the recipient agrees that Wells Fargo Securities does not guarantee and makes no representation or warranty whatsoever, whether express or implied, including without limitation, any warranties of fitness for a particular purpose or merchantability, with respect to this data or the accuracy, currency or completeness thereof.

 

By accepting this data, the recipient agrees that neither Wells Fargo Securities, its employees nor any of its affiliates shall have any liability to the recipient or any other entity claiming by or through the recipient for any loss, injury, damages or expenses arising from or occasioned by or through this data, the reliance thereon by the recipient or any other party or the provision thereof by Wells Fargo Securities. By accepting this data, the recipient agrees that nothing contained herein shall be relied upon as a promise or representation whether as to the past or future performance.

 

The information in this report has been gathered from public sources of information and is believed by Wells Fargo Securities to be reliable, but Wells Fargo Securities does not represent that this information is accurate or complete. Additionally, this information is subject to change without notice.  This information has not been independently verified or confirmed by Wells Fargo Securities, third parties or outside auditors, legal or tax advisors. You should consider these things when making any decision related to the securities addressed in this information. This information may not be distributed to any other party.

 

Wells Fargo Securities is the trade name for the capital markets and investment banking services of Wells Fargo & Company and its affiliates, including Wells Fargo Securities, LLC, a US broker-dealer registered with the US Securities and Exchange Commission and member FINRA and SIPC.