| 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 |
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